Assessment - FTSE 100 Index in Euro - 3/23/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
3/23/15
⇓ Δwk
12/01/14
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,216.189
8/12/24
0.52
9,614.303
8,396.027
1,218.277
14.51
13.43
L
3i Group
4,122.951
8/12/24
0.23
689.891
551.211
138.680
25.16
33.49
L
Abrdn
208.948
8/12/24
2.51
654.372
528.885
125.487
23.73
31.25
Admiral Group
3,685.792
8/12/24
0.86
2,127.049
1,547.679
579.370
37.43
21.87
L
Airtel Africa
150.273
8/12/24
-0.63
-na-
L
Anglo American
3,049.863
8/12/24
0.29
1,521.858
1,644.803
-122.945
-7.47
-12.25
Antofagasta
2,567.623
8/12/24
1.79
993.169
927.094
66.076
7.13
3.50
Ashtead
7,038.251
8/12/24
-0.43
1,524.891
1,295.409
229.482
17.72
22.60
Ass Brit Foods
3,326.503
8/12/24
-0.90
4,113.388
4,042.634
70.754
1.75
11.45
L
AstraZeneca
17,459.017
8/12/24
0.63
6,612.022
5,940.969
671.053
11.30
18.43
L
Auto Trader
1,089.891
8/12/24
0.81
362.022
-na-
Aviva
661.475
8/12/24
0.35
771.175
629.919
141.256
22.42
18.81
S
B&M
607.377
8/12/24
-2.22
420.765
336.466
84.299
25.05
-na-
BAE Systems
1,780.738
8/12/24
2.04
737.705
599.395
138.310
23.08
30.07
Barclays
300.683
8/12/24
0.85
351.298
304.238
47.060
15.47
18.23
L
Barratt Developments
716.667
8/12/24
0.15
728.825
580.727
148.099
25.50
43.57
Beazley
1,000.000
8/12/24
1.24
408.470
341.322
67.148
19.67
22.87
Berkeley
6,926.230
8/12/24
1.00
3,627.910
3,193.744
434.166
13.59
19.40
BP
600.546
8/12/24
1.35
611.885
522.830
89.055
17.03
5.23
L
BAT
3,826.503
8/12/24
5,059.426
4,700.429
358.997
7.64
12.97
L
British Land
539.617
8/12/24
-0.40
1,186.475
973.133
213.342
21.92
28.54
L
BT Group
193.306
8/12/24
8.43
635.792
519.425
116.368
22.40
28.27
S
Bunzl
4,374.317
8/12/24
0.50
2,551.913
2,245.207
306.706
13.66
19.05
S
Burberry Group
916.667
8/12/24
-2.02
2,497.268
2,059.788
437.480
21.24
27.91
Centrica
173.907
8/12/24
3.29
353.552
355.197
-1.645
-0.46
-7.05
instrument
freshest
⇓ Δday
3/23/15
⇓ Δwk
12/01/14
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,699.454
8/12/24
0.89
1,631.148
1,782.291
-151.143
-8.48
-2.27
Compass Group
3,215.847
8/12/24
0.90
1,629.781
1,384.965
244.817
17.68
26.64
ConvaTec
316.393
8/12/24
-0.17
-na-
CRH (L)
8,765.027
8/12/24
-1.35
2,530.055
1,913.471
616.583
32.22
29.61
S
Croda
5,230.874
8/12/24
-0.05
3,767.760
3,236.630
531.130
16.41
23.20
DCC
7,015.027
8/12/24
-0.29
5,663.934
4,415.994
1,247.941
28.26
29.82
S
Diageo
3,349.044
8/12/24
1.03
2,649.590
2,474.773
174.817
7.06
13.20
DS Smith
606.557
8/12/24
1.19
500.410
361.756
138.654
38.33
32.81
Endeavour Mining
2,140.710
8/12/24
1.89
-na-
S
Entain
792.896
8/12/24
3.98
628.415
601.034
27.381
4.56
11.00
L
Experian
4,814.208
8/12/24
1.18
1,568.306
1,267.659
300.647
23.72
17.91
F&C Investment Trust
1,401.639
8/12/24
635.246
524.344
110.902
21.15
25.99
S
Flutter
20,061.476
8/12/24
-1.28
10,519.126
7,940.212
2,578.914
32.48
44.96
L
Frasers
1,145.492
8/12/24
-0.42
883.197
846.367
36.829
4.35
-1.25
Fresnillo
737.705
8/12/24
0.93
969.262
906.912
62.350
6.87
-6.60
Glencore
560.451
8/12/24
1.27
419.536
399.849
19.687
4.92
4.42
GSK
2,147.541
8/12/24
0.42
2,223.210
1,893.882
329.328
17.39
16.74
Haleon
509.836
8/12/24
-1.01
-na-
L
Halma
3,452.186
8/12/24
0.04
984.290
843.845
140.445
16.64
25.60
L
Hargreaves Lansdown
1,505.464
8/12/24
1,658.470
1,210.898
447.572
36.96
21.45
Hiscox
1,624.317
8/12/24
1.89
1,292.381
994.031
298.350
30.01
29.22
L
HSBC
879.645
8/12/24
0.22
790.574
788.345
2.229
0.28
1.11
L
Imperial Brands
2,915.301
8/12/24
0.38
4,323.771
3,669.273
654.497
17.84
25.69
Informa
1,103.552
8/12/24
1.03
790.301
607.089
183.212
30.18
25.82
InterContinental Hot
9,874.317
8/12/24
-0.61
3,635.246
3,289.606
345.640
10.51
21.89
instrument
freshest
⇓ Δday
3/23/15
⇓ Δwk
12/01/14
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
227.391
8/12/24
-0.06
808.743
581.483
227.260
39.08
56.33
Intertek
6,393.443
8/12/24
0.60
3,521.230
2,877.144
644.085
22.39
5.24
J Sainsbury
368.306
8/12/24
0.67
372.814
292.381
80.433
27.51
4.74
L
JD Sports Fashion
164.413
8/12/24
-4.07
27.011
25.227
1.784
7.07
22.38
Johnson Matthey
2,154.372
8/12/24
0.06
4,655.738
4,220.484
435.253
10.31
15.27
Kingfisher
370.765
8/12/24
0.18
509.153
393.290
115.863
29.46
18.19
Land Securities
840.847
8/12/24
-0.73
1,741.803
1,502.270
239.533
15.94
24.85
S
Legal & General
308.197
8/12/24
0.53
400.000
309.536
90.464
29.23
33.80
L
Lloyds Bank
77.596
8/12/24
-0.28
109.945
100.505
9.441
9.39
14.41
L
LSE Group
13,576.503
8/12/24
1.12
3,504.098
2,802.724
701.374
25.02
42.50
S
M&G
278.552
8/12/24
1.09
-na-
Melrose
664.891
8/12/24
0.19
224.217
194.050
30.167
15.55
8.50
Mondi
1,943.989
8/12/24
-0.42
1,830.601
1,369.828
460.773
33.64
35.38
S
National Grid
1,336.612
8/12/24
-0.04
1,218.306
1,173.058
45.249
3.86
9.50
L
NatWest
457.104
8/12/24
0.48
483.743
486.377
-2.634
-0.54
9.04
Next
13,035.519
8/12/24
0.23
9,863.388
8,520.434
1,342.954
15.76
15.81
Ocado
514.617
8/12/24
0.72
495.082
410.822
84.260
20.51
14.32
Pearson
1,413.251
8/12/24
-0.72
2,036.885
1,547.679
489.206
31.61
37.10
Pershing Square
4,827.869
8/12/24
-0.79
-na-
L
Persimmon
2,155.055
8/12/24
0.03
2,288.251
1,942.482
345.769
17.80
29.40
Phoenix
734.973
8/12/24
0.47
922.561
772.225
150.336
19.47
31.15
Prudential
868.033
8/12/24
0.41
2,379.098
1,943.744
435.355
22.40
31.44
Reckitt Benckiser
5,710.383
8/12/24
8,193.989
6,609.485
1,584.504
23.97
24.31
RELX
4,823.771
8/12/24
0.57
1,599.727
1,398.840
200.887
14.36
26.60
L
Rentokil Initial
640.710
8/12/24
1.01
192.350
147.074
45.276
30.78
26.08
instrument
freshest
⇓ Δday
3/23/15
⇓ Δwk
12/01/14
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
733.880
8/12/24
0.04
407.240
273.461
133.779
48.92
39.48
Rio Tinto
6,751.366
8/12/24
0.56
4,019.809
3,728.557
291.252
7.81
1.92
Rolls-Royce
664.891
8/12/24
0.35
1,348.361
1,077.825
270.535
25.10
10.72
S
RS Group
1,030.055
8/12/24
-0.40
343.306
261.478
81.828
31.29
13.74
S
Sage Group
1,373.634
8/12/24
1.03
653.825
507.190
146.635
28.91
26.20
L
Schroders
460.656
8/12/24
-0.12
770.342
573.385
196.956
34.35
39.18
Scottish Mortgage
1,126.503
8/12/24
-0.17
369.672
319.753
49.919
15.61
29.86
L
Segro
1,208.470
8/12/24
-0.96
600.000
495.333
104.667
21.13
27.82
S
Severn Trent
3,434.426
8/12/24
-0.63
2,844.262
2,574.420
269.843
10.48
15.22
Shell
3,823.771
8/12/24
0.83
2,860.656
2,675.328
185.328
6.93
0.42
Smith and Nephew
1,579.235
8/12/24
-0.86
1,588.798
1,382.442
206.356
14.93
20.58
L
Smiths Group
2,381.148
8/12/24
0.52
1,653.005
1,406.408
246.598
17.53
6.91
Smurfit Kappa
4,177.596
8/12/24
0.07
3,550.546
2,289.354
1,261.192
55.09
57.20
S
Spirax-Sarco
10,539.618
8/12/24
0.72
4,893.347
3,658.665
1,234.682
33.75
28.89
L
SSE
2,565.574
8/12/24
0.86
2,142.077
2,079.970
62.107
2.99
10.08
L
St. James´s Place
943.989
8/12/24
-1.22
1,331.284
981.963
349.322
35.57
35.19
Standard Chartered
986.339
8/12/24
0.92
1,558.743
1,156.534
402.209
34.78
11.36
L
Taylor Wimpey
215.847
8/12/24
0.54
211.202
169.021
42.181
24.96
40.35
L
Tesco
455.601
8/12/24
0.91
426.721
293.655
133.066
45.31
14.68
L
Unilever Plc
6,439.891
8/12/24
-0.34
3,968.579
3,389.253
579.326
17.09
18.45
S
Unite
1,275.956
8/12/24
-1.11
792.350
584.384
207.965
35.59
41.89
S
United Utilities
1,350.820
8/12/24
-0.12
1,308.743
1,145.308
163.435
14.27
18.63
L
Vodafone
101.694
8/12/24
0.87
310.997
286.579
24.418
8.52
15.90
Weir Group
2,601.093
8/12/24
0.79
2,447.951
2,307.013
140.938
6.11
-13.78
S
Whitbread
3,844.262
8/12/24
-1.44
7,308.743
5,798.436
1,510.307
26.05
30.99
instrument
freshest
⇓ Δday
3/23/15
⇓ Δwk
12/01/14
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
942.896
8/12/24
1.68
2,144.180
1,685.166
459.014
27.24
31.28
FTSE - 93 out of 100 instruments rated - 3/23/15 / 12/01/14 - 89 did rise, Market-Ratio(16) in EUR = 95.70 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Euro * A16 - 64/25 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06
6/19/06
168
- cash -
short
6/19/06
9/04/06
77
Carnival
100
311
32.118
33.843
30.394
-1.725
-5
9,464
-23
long
9/04/06
7/30/07
329
LSE Group
100
576
16.408
18.240
1.832
11
10,519
12
short
7/30/07
2/16/09
567
Taylor Wimpey
100
3,111
3.380
0.148
77.121
73.741
2,182
239,926
649
long
2/16/09
7/05/10
504
Randgold Res
100
6,612
36.282
74.162
37.880
104
490,389
68
short
7/05/10
9/06/10
63
BP
100
121,515
4.036
4.871
3.201
-0.835
-21
388,924
-74
long
9/06/10
8/08/11
336
Croda
100
22,810
17.050
20.310
3.260
19
463,279
21
short
8/08/11
11/28/11
112
Lloyds Bank
100
1,230,561
0.376
0.276
0.513
0.137
36
631,647
175
long
11/28/11
6/04/12
189
Next
100
20,337
31.059
36.987
5.928
19
752,208
40
short
6/04/12
7/30/12
56
Aviva
100
225,105
3.342
3.822
2.861
-0.480
-14
644,051
-64
long
7/30/12
8/24/15
1120
Ashtead
100
193,264
3.332
11.999
8.666
260
2,318,960
52
short
8/24/15
5/09/16
259
Glencore
100
1,237,507
1.874
1.678
2.093
0.219
12
2,589,608
17
long
5/09/16
10/08/18
882
Fresnillo
100
196,875
13.154
8.867
-4.286
-33
1,745,712
-15
short
10/08/18
2/11/19
126
Fresnillo
100
196,875
8.867
11.085
6.649
-2.218
-25
1,309,081
-57
long
2/11/19
3/09/20
392
Micro Focus
100
68,157
19.207
6.781
-12.426
-65
462,158
-62
short
3/09/20
7/06/20
119
Micro Focus
100
68,159
6.781
4.845
9.489
2.708
40
646,731
180
long
7/06/20
3/07/22
609
Scottish Mortgage
100
65,206
9.918
10.324
0.406
4
673,217
2
short
3/07/22
1/09/23
308
Polymetal
100
323,479
2.081
3.574
0.589
-1.492
-72
190,465
-78
long
1/09/23
8/21/23
224
Antofagasta
100
9,724
19.586
16.266
-3.321
-17
158,177
-26
short
8/21/23
12/11/23
112
Fresnillo
100
26,503
5.968
6.723
5.213
-0.755
-13
138,160
-36
long
12/11/23
8/12/24
245
Rolls-Royce
100
39,866
3.466
5.736
2.271
66
228,683
112
accum 6/19/06
8/12/24 7303
days out of 7471 invested (98%)
2,187
228,683
17
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Taylor Wimpey short 7/30/07 2/16/09 567 3.38 0.15 77.12 73.74 2,181.59 2,181.59
Ashtead long 7/30/12 8/24/15 1120 3.33 12.00 8.67 260.06 260.06
Randgold Res long 2/16/09 7/05/10 504 36.28 74.16 37.88 104.41 104.41
Rolls-Royce long 12/11/23 8/12/24 245 3.47 5.74 2.27 65.52 65.52
Lloyds Bank short 8/08/11 11/28/11 112 0.38 0.28 0.51 0.14 36.34 36.34
Croda long 9/06/10 8/08/11 336 17.05 20.31 3.26 19.12 19.12
Next long 11/28/11 6/04/12 189 31.06 36.99 5.93 19.09 19.09
Glencore short 8/24/15 5/09/16 259 1.87 1.68 2.09 0.22 11.67 11.67
LSE Group long 9/04/06 7/30/07 329 16.41 18.24 1.83 11.17 11.17
Scottish Mortgage long 7/06/20 3/07/22 609 9.92 10.32 0.41 4.10 4.10
Carnival short 6/19/06 9/04/06 77 32.12 33.84 30.39 -1.72 -5.37 -5.37
Aviva short 6/04/12 7/30/12 56 3.34 3.82 2.86 -0.48 -14.38 -14.38
Antofagasta long 1/09/23 8/21/23 224 19.59 16.27 -3.32 -16.95 -16.95
BP short 7/05/10 9/06/10 63 4.04 4.87 3.20 -0.83 -20.69 -20.69
Micro Focus long 2/11/19 3/09/20 392 19.21 6.78 -12.43 -64.70
short 3/09/20 7/06/20 119 6.78 4.85 9.49 2.71 39.94 -50.60
Fresnillo long 5/09/16 10/08/18 882 13.15 8.87 -4.29 -32.59
short 10/08/18 2/11/19 126 8.87 11.08 6.65 -2.22 -25.01
short 8/21/23 12/11/23 112 5.97 6.72 5.21 -0.76 -12.65 -55.85
Polymetal short 3/07/22 1/09/23 308 2.08 3.57 0.59 -1.49 -71.71 -71.71
Annotations
4/20/23 Melrose reverse split 3:1 (one for three)
9/26/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
7/18/22 GlaxoSmithKline demergers OTC business -> Haleon
11/30/21 JD Sports stock split 1:5 (five for one)
5/28/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
2/12/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
8/31/18 Rightmove stock split 1:10 (ten for one)
7/02/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
5/21/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
1/19/18 FTSE component update:
Berkeley Group, DS Smith, Evraz, G4S, Halma, Just Eat, NMC Health and Segro replace
ConvaTec, Hikma, Intu Properties, Merlin, Provident Financial, Royal Mail and Worldpay
8/14/17 Standard Life merger with Aberdeen Asset Management completed
3/20/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
2/14/17 FTSE machine learning processed for all techniques
12/19/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
10/04/16 SAB Miller acquired by AB InBev - deletion
9/19/16 FTSE Polymetal replaces Berkeley
9/05/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
7/11/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
2/18/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
8/26/15 FTSE complete analysis
6/22/15 FTSE Inmarsat replaces Aggreko
4/21/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
write an annotation