Assessment - FTSE 100 Index in Euro - 3/30/15 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
3/30/15
⇓ Δwk
12/08/14
prc diff
⇓ Δ16
∅-RS
FTSE
11,220.787
8/12/24
0.52
9,418.382
8,479.032
939.350
11.08
10.67
Smurfit Kappa
4,179.308
8/12/24
0.07
3,655.870
2,384.039
1,271.831
53.35
60.56
Int Cons Airlines
227.484
8/12/24
-0.06
824.108
607.066
217.043
35.75
58.02
S
Flutter
20,069.701
8/12/24
-1.28
10,829.575
8,298.386
2,531.189
30.50
48.19
S
Unite
1,276.479
8/12/24
-1.11
811.125
590.291
220.834
37.41
44.23
L
Barratt Developments
716.960
8/12/24
0.15
719.311
592.960
126.351
21.31
40.65
Rightmove
734.181
8/12/24
0.04
409.594
277.672
131.922
47.51
39.68
L
Taylor Wimpey
215.935
8/12/24
0.54
211.425
173.084
38.341
22.15
39.42
L
LSE Group
13,582.069
8/12/24
1.12
3,383.900
2,850.426
533.475
18.72
36.45
Pearson
1,413.831
8/12/24
-0.72
2,022.687
1,537.680
485.007
31.54
34.80
L
Schroders
460.845
8/12/24
-0.12
749.282
592.375
156.907
26.49
34.48
L
Abrdn
209.034
8/12/24
2.51
657.373
531.325
126.048
23.72
30.89
Mondi
1,944.786
8/12/24
-0.42
1,778.051
1,373.745
404.306
29.43
30.62
WPP Group
943.283
8/12/24
1.68
2,129.288
1,713.051
416.237
24.30
29.41
L
St. James´s Place
944.376
8/12/24
-1.22
1,276.479
1,044.605
231.874
22.20
29.03
L
3i Group
4,124.641
8/12/24
0.23
670.083
581.522
88.561
15.23
28.76
S
Legal & General
308.323
8/12/24
0.53
386.771
311.984
74.787
23.97
28.23
S
Whitbread
3,845.838
8/12/24
-1.44
7,161.405
5,878.765
1,282.640
21.82
27.46
Prudential
868.389
8/12/24
0.41
2,319.257
1,947.516
371.741
19.09
27.17
RELX
4,825.748
8/12/24
0.57
1,614.049
1,404.245
209.805
14.94
26.81
Scottish Mortgage
1,126.965
8/12/24
-0.17
363.537
318.846
44.691
14.02
26.77
DS Smith
606.806
8/12/24
1.19
478.201
399.288
78.913
19.76
26.30
L
Persimmon
2,155.938
8/12/24
0.03
2,250.922
2,021.858
229.065
11.33
26.43
S
Spirax-Sarco
10,543.939
8/12/24
0.72
4,814.555
3,953.628
860.927
21.78
26.05
BAE Systems
1,781.468
8/12/24
2.04
719.557
609.734
109.823
18.01
25.87
⇓ instrument
freshest
⇓ Δday
3/30/15
⇓ Δwk
12/08/14
prc diff
⇓ Δ16
∅-RS
DCC
7,017.903
8/12/24
-0.29
5,510.455
4,451.646
1,058.809
23.78
25.42
Compass Group
3,217.165
8/12/24
0.90
1,620.883
1,392.807
228.076
16.38
24.96
CRH (L)
8,768.621
8/12/24
-1.35
2,442.258
1,962.130
480.128
24.47
24.53
L
British Land
539.839
8/12/24
-0.40
1,154.845
980.430
174.415
17.79
24.15
S
Sage Group
1,374.197
8/12/24
1.03
640.973
567.416
73.557
12.96
23.16
Land Securities
841.192
8/12/24
-0.73
1,727.484
1,499.555
227.929
15.20
23.02
S
Burberry Group
917.042
8/12/24
-2.02
2,421.758
2,134.960
286.798
13.43
23.07
L
BT Group
193.385
8/12/24
8.43
612.614
529.292
83.322
15.74
22.87
Phoenix
735.274
8/12/24
0.47
868.588
800.854
67.734
8.46
22.64
L
Halma
3,453.601
8/12/24
0.04
963.510
854.619
108.890
12.74
22.14
L
Segro
1,208.965
8/12/24
-0.96
576.602
488.880
87.722
17.94
21.90
Reckitt Benckiser
5,712.724
8/12/24
8,066.147
6,678.104
1,388.043
20.78
21.56
Informa
1,104.004
8/12/24
1.03
766.024
609.226
156.798
25.74
21.39
S
Croda
5,233.019
8/12/24
-0.05
3,724.204
3,295.209
428.995
13.02
21.25
InterContinental Hot
9,878.365
8/12/24
-0.61
3,649.036
3,304.105
344.932
10.44
21.22
L
Rentokil Initial
640.973
8/12/24
1.01
185.185
145.635
39.550
27.16
20.82
L
Imperial Brands
2,916.496
8/12/24
0.38
4,192.975
3,591.308
601.668
16.75
20.97
F&C Investment Trust
1,402.214
8/12/24
612.273
537.680
74.593
13.87
20.64
Admiral Group
3,687.304
8/12/24
0.86
2,104.688
1,632.990
471.697
28.89
20.16
Ashtead
7,041.137
8/12/24
-0.43
1,497.964
1,402.974
94.990
6.77
19.72
Berkeley
6,929.069
8/12/24
1.00
3,620.336
3,278.689
341.648
10.42
18.80
Beazley
1,000.410
8/12/24
1.24
395.381
352.268
43.112
12.24
18.30
Smith and Nephew
1,579.882
8/12/24
-0.86
1,564.849
1,400.432
164.417
11.74
17.89
L
JD Sports Fashion
164.480
8/12/24
-4.07
26.093
24.796
1.297
5.23
17.52
L
Unilever Plc
6,442.531
8/12/24
-0.34
3,945.606
3,447.706
497.900
14.44
17.05
⇓ instrument
freshest
⇓ Δday
3/30/15
⇓ Δwk
12/08/14
prc diff
⇓ Δ16
∅-RS
L
Hargreaves Lansdown
1,506.082
8/12/24
1,586.716
1,223.154
363.562
29.72
16.18
S
United Utilities
1,351.374
8/12/24
-0.12
1,290.830
1,141.187
149.643
13.11
16.29
S
Bunzl
4,376.110
8/12/24
0.50
2,507.858
2,312.873
194.985
8.43
16.28
Kingfisher
370.917
8/12/24
0.18
498.565
409.074
89.491
21.88
15.64
Hiscox
1,624.983
8/12/24
1.89
1,162.362
1,032.533
129.829
12.57
15.59
Aviva
661.747
8/12/24
0.35
751.469
644.300
107.169
16.63
15.11
Johnson Matthey
2,155.255
8/12/24
0.06
4,659.013
4,262.295
396.718
9.31
14.87
S
Severn Trent
3,435.834
8/12/24
-0.63
2,849.528
2,523.828
325.701
12.91
14.90
L
AstraZeneca
17,466.175
8/12/24
0.63
6,459.615
5,967.086
492.528
8.25
14.88
L
Experian
4,816.181
8/12/24
1.18
1,532.049
1,343.246
188.803
14.06
14.70
GSK
2,148.421
8/12/24
0.42
2,181.440
1,869.030
312.410
16.72
14.25
L
Vodafone
101.736
8/12/24
0.87
306.615
292.223
14.392
4.93
13.93
Barclays
300.806
8/12/24
0.85
338.663
314.081
24.583
7.83
13.50
Ocado
514.828
8/12/24
0.72
491.185
445.673
45.512
10.21
13.51
S
Entain
793.221
8/12/24
3.98
647.123
615.707
31.416
5.10
13.49
Next
13,040.864
8/12/24
0.23
9,703.430
8,469.946
1,233.485
14.56
13.50
L
Lloyds Bank
77.627
8/12/24
-0.28
108.501
102.186
6.315
6.18
12.58
L
Tesco
455.788
8/12/24
0.91
417.111
301.500
115.611
38.35
12.17
S
RS Group
1,030.477
8/12/24
-0.40
337.980
264.074
73.906
27.99
11.83
S
Diageo
3,350.417
8/12/24
1.03
2,599.426
2,469.818
129.608
5.25
10.64
Standard Chartered
986.743
8/12/24
0.92
1,530.682
1,226.077
304.605
24.84
9.18
L
BAT
3,828.072
8/12/24
4,912.532
4,684.839
227.693
4.86
9.09
S
National Grid
1,337.160
8/12/24
-0.04
1,208.692
1,178.040
30.652
2.60
8.15
Rolls-Royce
665.163
8/12/24
0.35
1,314.063
1,134.198
179.866
15.86
7.82
L
SSE
2,566.626
8/12/24
0.86
2,093.754
2,124.794
-31.039
-1.46
7.19
⇓ instrument
freshest
⇓ Δday
3/30/15
⇓ Δwk
12/08/14
prc diff
⇓ Δ16
∅-RS
L
NatWest
457.291
8/12/24
0.48
474.375
508.324
-33.949
-6.68
6.30
Antofagasta
2,568.676
8/12/24
1.79
1,010.660
923.243
87.417
9.47
5.24
Ass Brit Foods
3,327.867
8/12/24
-0.90
3,901.872
4,099.632
-197.759
-4.82
5.27
BP
600.793
8/12/24
1.35
609.676
530.309
79.367
14.97
4.66
Melrose
665.163
8/12/24
0.19
214.567
201.777
12.791
6.34
3.70
L
HSBC
880.005
8/12/24
0.22
797.185
812.429
-15.244
-1.88
1.77
Intertek
6,396.064
8/12/24
0.60
3,389.367
2,941.924
447.443
15.21
1.31
J Sainsbury
368.457
8/12/24
0.67
357.797
299.657
58.140
19.40
0.50
L
Coca-Cola HBC
3,700.970
8/12/24
0.89
1,667.350
1,782.946
-115.596
-6.48
0.05
L
Smiths Group
2,382.124
8/12/24
0.52
1,542.982
1,425.848
117.134
8.22
-0.36
Glencore
560.681
8/12/24
1.27
398.866
399.225
-0.359
-0.09
-1.00
Shell
3,825.338
8/12/24
0.83
2,810.141
2,662.981
147.159
5.53
-1.56
Rio Tinto
6,754.134
8/12/24
0.56
3,849.255
3,663.744
185.511
5.06
-2.51
L
Frasers
1,145.961
8/12/24
-0.42
840.508
881.306
-40.798
-4.63
-5.81
Centrica
173.978
8/12/24
3.29
351.237
360.402
-9.165
-2.54
-7.46
Fresnillo
738.007
8/12/24
0.93
957.360
909.264
48.095
5.29
-7.66
L
Anglo American
3,051.114
8/12/24
0.29
1,448.681
1,580.887
-132.206
-8.36
-16.26
Weir Group
2,602.159
8/12/24
0.79
2,339.757
2,212.479
127.277
5.75
-17.30
L
Airtel Africa
150.335
8/12/24
-0.63
-na-
L
Auto Trader
1,090.338
8/12/24
0.81
347.820
-na-
S
B&M
607.626
8/12/24
-2.22
412.054
347.566
64.488
18.55
-na-
ConvaTec
316.523
8/12/24
-0.17
-na-
Endeavour Mining
2,141.588
8/12/24
1.89
-na-
Haleon
510.045
8/12/24
-1.01
-na-
S
M&G
278.666
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
3/30/15
⇓ Δwk
12/08/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,829.848
8/12/24
-0.79
-na-
FTSE - 93 out of 100 instruments rated - 3/30/15 / 12/08/14 - 84 did rise, Market-Ratio(16) in EUR = 90.32 %
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
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