Assessment - FTSE 100 Index in Euro - 4/20/15 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
4/20/15
⇓ Δwk
12/29/14
prc diff
⇓ Δ16
∅-RS
FTSE
11,399.958
8/12/24
0.52
9,791.905
8,466.509
1,325.396
15.65
13.93
Smurfit Kappa
4,246.043
8/12/24
0.07
3,976.673
2,371.410
1,605.263
67.69
69.84
S
Flutter
20,390.169
8/12/24
-1.28
11,448.209
8,579.451
2,868.758
33.44
52.85
Int Cons Airlines
231.116
8/12/24
-0.06
793.530
602.042
191.487
31.81
48.38
L
Taylor Wimpey
219.384
8/12/24
0.54
224.799
174.091
50.708
29.13
44.77
Rightmove
745.904
8/12/24
0.04
428.492
280.791
147.701
52.60
43.67
S
Unite
1,296.862
8/12/24
-1.11
820.605
598.086
222.520
37.21
42.57
L
Barratt Developments
728.409
8/12/24
0.15
740.766
596.299
144.468
24.23
41.63
L
JD Sports Fashion
167.106
8/12/24
-4.07
31.658
25.526
6.131
24.02
40.09
L
Schroders
468.203
8/12/24
-0.12
775.882
589.087
186.794
31.71
36.69
Mondi
1,975.840
8/12/24
-0.42
1,899.472
1,364.391
535.082
39.22
36.70
L
LSE Group
13,798.945
8/12/24
1.12
3,468.481
2,860.242
608.239
21.27
36.17
DS Smith
616.495
8/12/24
1.19
514.302
412.891
101.411
24.56
34.02
DCC
7,129.964
8/12/24
-0.29
5,996.945
4,520.740
1,476.205
32.65
33.78
L
Persimmon
2,190.364
8/12/24
0.03
2,382.671
2,012.763
369.908
18.38
31.07
CRH (L)
8,908.636
8/12/24
-1.35
2,582.616
1,978.302
604.313
30.55
30.61
S
Spirax-Sarco
10,712.302
8/12/24
0.72
5,036.879
3,817.243
1,219.636
31.95
29.79
L
3i Group
4,190.503
8/12/24
0.23
688.003
576.516
111.488
19.34
29.55
S
Croda
5,316.579
8/12/24
-0.05
3,993.335
3,363.114
630.221
18.74
28.50
Scottish Mortgage
1,144.960
8/12/24
-0.17
377.117
314.614
62.504
19.87
28.50
WPP Group
958.345
8/12/24
1.68
2,143.849
1,742.182
401.666
23.06
27.75
L
Imperial Brands
2,963.066
8/12/24
0.38
4,523.743
3,638.800
884.943
24.32
27.69
S
Whitbread
3,907.248
8/12/24
-1.44
7,324.354
6,031.908
1,292.446
21.43
27.59
L
St. James´s Place
959.456
8/12/24
-1.22
1,281.588
1,040.204
241.384
23.21
27.49
Admiral Group
3,746.182
8/12/24
0.86
2,236.879
1,702.616
534.262
31.38
26.08
⇓ instrument
freshest
⇓ Δday
4/20/15
⇓ Δwk
12/29/14
prc diff
⇓ Δ16
∅-RS
L
Abrdn
212.372
8/12/24
2.51
643.571
521.123
122.448
23.50
25.73
S
Legal & General
313.246
8/12/24
0.53
387.392
316.656
70.736
22.34
25.43
InterContinental Hot
10,036.101
8/12/24
-0.61
3,868.370
3,349.075
519.295
15.51
24.93
Informa
1,121.633
8/12/24
1.03
797.695
595.278
202.417
34.00
24.72
S
Burberry Group
931.686
8/12/24
-2.02
2,504.860
2,109.764
395.096
18.73
24.83
Ashtead
7,153.568
8/12/24
-0.43
1,588.448
1,500.957
87.490
5.83
24.78
L
Segro
1,228.270
8/12/24
-0.96
601.777
486.152
115.625
23.78
24.52
L
British Land
548.459
8/12/24
-0.40
1,182.310
997.447
184.863
18.53
24.43
Land Securities
854.624
8/12/24
-0.73
1,780.061
1,476.707
303.354
20.54
24.36
L
Halma
3,508.748
8/12/24
0.04
999.028
860.242
138.786
16.13
24.28
S
Sage Group
1,396.140
8/12/24
1.03
656.484
598.596
57.888
9.67
24.22
L
BT Group
196.473
8/12/24
8.43
628.992
517.549
111.442
21.53
23.94
Pearson
1,436.407
8/12/24
-0.72
1,907.803
1,516.273
391.530
25.82
23.97
Prudential
882.255
8/12/24
0.41
2,304.915
1,943.842
361.074
18.58
23.63
Phoenix
747.015
8/12/24
0.47
892.547
796.521
96.026
12.06
23.31
Compass Group
3,268.537
8/12/24
0.90
1,634.268
1,426.930
207.338
14.53
23.22
L
Hargreaves Lansdown
1,530.131
8/12/24
1,678.700
1,300.574
378.126
29.07
22.87
L
Rentokil Initial
651.208
8/12/24
1.01
191.058
153.797
37.261
24.23
22.97
L
Unilever Plc
6,545.404
8/12/24
-0.34
4,179.395
3,403.957
775.438
22.78
22.37
L
Experian
4,893.085
8/12/24
1.18
1,652.319
1,407.786
244.533
17.37
22.40
Reckitt Benckiser
5,803.943
8/12/24
8,247.709
6,656.030
1,591.678
23.91
22.01
BAE Systems
1,809.914
8/12/24
2.04
707.442
607.020
100.423
16.54
21.05
RELX
4,902.805
8/12/24
0.57
1,573.174
1,407.786
165.389
11.75
20.92
F&C Investment Trust
1,424.604
8/12/24
621.633
537.332
84.300
15.69
20.27
Berkeley
7,039.711
8/12/24
1.00
3,700.361
3,211.232
489.129
15.23
20.13
⇓ instrument
freshest
⇓ Δday
4/20/15
⇓ Δwk
12/29/14
prc diff
⇓ Δ16
∅-RS
Barclays
305.610
8/12/24
0.85
357.192
309.445
47.748
15.43
18.45
Smith and Nephew
1,605.110
8/12/24
-0.86
1,607.887
1,522.655
85.232
5.60
18.42
S
Severn Trent
3,490.697
8/12/24
-0.63
2,976.951
2,604.978
371.973
14.28
18.06
S
United Utilities
1,372.952
8/12/24
-0.12
1,333.657
1,191.449
142.209
11.94
17.83
Beazley
1,016.384
8/12/24
1.24
399.472
366.943
32.529
8.86
17.80
S
Bunzl
4,445.987
8/12/24
0.50
2,568.731
2,287.173
281.558
12.31
17.26
Johnson Matthey
2,189.670
8/12/24
0.06
4,783.393
4,354.818
428.575
9.84
16.64
L
AstraZeneca
17,745.071
8/12/24
0.63
6,668.981
5,816.209
852.772
14.66
16.26
Next
13,249.097
8/12/24
0.23
10,024.993
8,315.252
1,709.741
20.56
15.88
L
Vodafone
103.360
8/12/24
0.87
314.357
286.918
27.439
9.56
15.77
GSK
2,182.727
8/12/24
0.42
2,211.372
1,797.435
413.937
23.03
14.87
BP
610.386
8/12/24
1.35
670.092
533.503
136.588
25.60
14.60
L
BAT
3,889.197
8/12/24
5,227.715
4,536.056
691.658
15.25
14.78
Hiscox
1,650.930
8/12/24
1.89
1,165.648
1,047.891
117.757
11.24
14.45
Aviva
672.313
8/12/24
0.35
752.569
628.973
123.596
19.65
13.67
Kingfisher
376.840
8/12/24
0.18
488.198
426.292
61.905
14.52
13.41
L
Coca-Cola HBC
3,760.067
8/12/24
0.89
1,867.537
1,577.537
290.000
18.38
12.24
L
Lloyds Bank
78.867
8/12/24
-0.28
109.122
97.320
11.803
12.13
11.99
Rolls-Royce
675.785
8/12/24
0.35
1,363.510
1,121.251
242.259
21.61
11.69
L
Tesco
463.066
8/12/24
0.91
413.316
304.659
108.657
35.67
11.41
Ocado
523.049
8/12/24
0.72
482.783
504.148
-21.365
-4.24
11.54
S
RS Group
1,046.931
8/12/24
-0.40
334.768
275.686
59.082
21.43
10.83
L
SSE
2,607.609
8/12/24
0.86
2,179.950
2,082.961
96.989
4.66
10.52
S
National Grid
1,358.512
8/12/24
-0.04
1,242.572
1,177.154
65.418
5.56
9.82
S
Diageo
3,403.916
8/12/24
1.03
2,597.195
2,386.726
210.469
8.82
9.67
⇓ instrument
freshest
⇓ Δday
4/20/15
⇓ Δwk
12/29/14
prc diff
⇓ Δ16
∅-RS
Intertek
6,498.195
8/12/24
0.60
3,642.044
3,031.270
610.774
20.15
9.05
Antofagasta
2,609.692
8/12/24
1.79
1,037.212
963.625
73.587
7.64
8.14
L
HSBC
894.057
8/12/24
0.22
851.569
791.193
60.376
7.63
8.10
L
NatWest
464.593
8/12/24
0.48
488.475
502.489
-14.013
-2.79
7.79
J Sainsbury
374.340
8/12/24
0.67
381.283
313.976
67.307
21.44
7.41
S
Entain
805.887
8/12/24
3.98
619.967
608.168
11.798
1.94
6.66
Ass Brit Foods
3,381.005
8/12/24
-0.90
3,975.285
4,098.277
-122.992
-3.00
6.07
Standard Chartered
1,002.499
8/12/24
0.92
1,472.508
1,235.482
237.026
19.18
5.19
Glencore
569.633
8/12/24
1.27
420.716
385.450
35.267
9.15
4.23
L
Frasers
1,164.260
8/12/24
-0.42
912.247
916.401
-4.154
-0.45
3.03
Shell
3,886.420
8/12/24
0.83
2,945.015
2,818.762
126.253
4.48
2.87
Melrose
675.785
8/12/24
0.19
210.846
208.951
1.895
0.91
1.88
Rio Tinto
6,861.983
8/12/24
0.56
3,990.558
3,785.577
204.981
5.41
1.42
L
Smiths Group
2,420.161
8/12/24
0.52
1,563.455
1,414.167
149.287
10.56
0.84
Fresnillo
749.792
8/12/24
0.93
994.168
956.605
37.563
3.93
-3.49
Centrica
176.756
8/12/24
3.29
358.928
365.284
-6.356
-1.74
-4.69
Weir Group
2,643.710
8/12/24
0.79
2,624.271
2,459.477
164.794
6.70
-5.87
L
Anglo American
3,099.833
8/12/24
0.29
1,441.266
1,550.096
-108.829
-7.02
-15.20
L
Airtel Africa
152.735
8/12/24
-0.63
-na-
L
Auto Trader
1,107.748
8/12/24
0.81
380.450
-na-
S
B&M
617.329
8/12/24
-2.22
431.477
357.371
74.107
20.74
-na-
ConvaTec
321.577
8/12/24
-0.17
-na-
Endeavour Mining
2,175.784
8/12/24
1.89
-na-
Haleon
518.189
8/12/24
-1.01
-na-
S
M&G
283.116
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
4/20/15
⇓ Δwk
12/29/14
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,906.970
8/12/24
-0.79
-na-
FTSE - 93 out of 100 instruments rated - 4/20/15 / 12/29/14 - 87 did rise, Market-Ratio(16) in EUR = 93.55 %
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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