Assessment - FTSE 100 Index in Euro - 5/04/15 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
5/04/15
⇓ Δwk
1/12/15
prc diff
⇓ Δ16
∅-RS
FTSE
11,134.052
8/12/24
0.52
9,473.759
8,335.154
1,138.605
13.66
9.44
Smurfit Kappa
4,147.003
8/12/24
0.07
3,675.075
2,500.000
1,175.075
47.00
53.37
L
Taylor Wimpey
214.266
8/12/24
0.54
224.437
159.231
65.206
40.95
41.59
Rightmove
728.506
8/12/24
0.04
425.956
272.436
153.520
56.35
40.94
S
Flutter
19,914.565
8/12/24
-1.28
10,732.303
7,879.487
2,852.815
36.21
40.70
L
JD Sports Fashion
163.209
8/12/24
-4.07
31.896
24.179
7.716
31.91
39.38
Int Cons Airlines
225.726
8/12/24
-0.06
756.035
601.667
154.368
25.66
39.06
S
Unite
1,266.612
8/12/24
-1.11
794.006
610.513
183.493
30.06
35.73
L
LSE Group
13,477.082
8/12/24
1.12
3,421.481
2,811.539
609.942
21.69
31.64
L
Barratt Developments
711.419
8/12/24
0.15
696.366
543.077
153.289
28.23
30.71
L
Schroders
457.282
8/12/24
-0.12
746.949
571.244
175.705
30.76
29.82
Mondi
1,929.753
8/12/24
-0.42
1,792.785
1,367.949
424.837
31.06
26.89
L
3i Group
4,092.758
8/12/24
0.23
675.210
551.026
124.185
22.54
25.28
CRH (L)
8,700.841
8/12/24
-1.35
2,492.541
1,957.692
534.849
27.32
25.14
DCC
6,963.656
8/12/24
-0.29
5,690.263
4,448.718
1,241.545
27.91
24.77
S
Sage Group
1,363.575
8/12/24
1.03
663.141
596.154
66.987
11.24
24.22
L
Persimmon
2,139.273
8/12/24
0.03
2,293.192
1,882.051
411.141
21.85
24.26
WPP Group
935.991
8/12/24
1.68
2,084.350
1,769.231
315.120
17.81
22.63
S
Spirax-Sarco
10,462.436
8/12/24
0.72
4,798.440
3,795.821
1,002.620
26.41
22.29
L
Abrdn
207.418
8/12/24
2.51
633.035
499.231
133.804
26.80
22.11
DS Smith
602.116
8/12/24
1.19
472.335
430.641
41.694
9.68
21.88
L
Imperial Brands
2,893.952
8/12/24
0.38
4,378.899
3,803.846
575.053
15.12
21.83
S
Croda
5,192.569
8/12/24
-0.05
3,817.467
3,400.000
417.467
12.28
21.73
S
Whitbread
3,816.111
8/12/24
-1.44
7,078.926
6,120.513
958.413
15.66
21.46
L
BT Group
191.890
8/12/24
8.43
623.542
510.128
113.414
22.23
21.30
⇓ instrument
freshest
⇓ Δday
5/04/15
⇓ Δwk
1/12/15
prc diff
⇓ Δ16
∅-RS
InterContinental Hot
9,802.007
8/12/24
-0.61
3,820.179
3,379.487
440.692
13.04
20.99
Admiral Group
3,658.801
8/12/24
0.86
2,164.361
1,753.846
410.515
23.41
20.80
Scottish Mortgage
1,118.253
8/12/24
-0.17
359.913
317.436
42.477
13.38
20.55
Ashtead
6,986.710
8/12/24
-0.43
1,555.465
1,432.051
123.414
8.62
20.28
L
Hargreaves Lansdown
1,494.440
8/12/24
1,625.983
1,200.641
425.342
35.43
18.42
L
Halma
3,426.905
8/12/24
0.04
964.877
871.795
93.082
10.68
18.39
L
St. James´s Place
937.076
8/12/24
-1.22
1,201.519
1,010.256
191.262
18.93
18.24
L
Rentokil Initial
636.018
8/12/24
1.01
185.110
152.564
32.546
21.33
17.99
Informa
1,095.471
8/12/24
1.03
754.001
608.974
145.026
23.81
16.63
Phoenix
729.590
8/12/24
0.47
855.651
785.387
70.264
8.95
16.57
Compass Group
3,192.297
8/12/24
0.90
1,564.958
1,421.795
143.163
10.07
16.31
Pearson
1,402.902
8/12/24
-0.72
1,813.127
1,519.231
293.896
19.35
16.18
L
Segro
1,199.620
8/12/24
-0.96
567.806
512.436
55.370
10.81
15.95
L
Experian
4,778.953
8/12/24
1.18
1,574.451
1,397.436
177.015
12.67
15.80
Rolls-Royce
660.022
8/12/24
0.35
1,414.429
1,113.462
300.968
27.03
15.40
L
British Land
535.666
8/12/24
-0.40
1,114.049
1,005.128
108.921
10.84
15.74
Prudential
861.676
8/12/24
0.41
2,186.059
1,895.513
290.546
15.33
15.68
Land Securities
834.689
8/12/24
-0.73
1,666.667
1,529.487
137.179
8.97
15.06
BAE Systems
1,767.697
8/12/24
2.04
682.804
602.821
79.984
13.27
15.06
Reckitt Benckiser
5,668.565
8/12/24
7,865.473
6,833.334
1,032.140
15.10
14.91
S
Burberry Group
909.954
8/12/24
-2.02
2,337.944
2,132.051
205.893
9.66
15.00
L
Lloyds Bank
77.027
8/12/24
-0.28
112.381
94.321
18.061
19.15
14.49
F&C Investment Trust
1,391.375
8/12/24
598.725
553.974
44.751
8.08
14.40
L
Vodafone
100.949
8/12/24
0.87
311.907
290.769
21.137
7.27
14.09
Next
12,940.060
8/12/24
0.23
9,947.112
8,903.846
1,043.265
11.72
13.92
⇓ instrument
freshest
⇓ Δday
5/04/15
⇓ Δwk
1/12/15
prc diff
⇓ Δ16
∅-RS
RELX
4,788.446
8/12/24
0.57
1,502.577
1,410.256
92.320
6.55
13.80
Barclays
298.481
8/12/24
0.85
344.928
296.667
48.261
16.27
13.64
S
United Utilities
1,340.928
8/12/24
-0.12
1,299.159
1,217.949
81.210
6.67
13.19
L
Unilever Plc
6,392.731
8/12/24
-0.34
3,898.834
3,433.333
465.500
13.56
13.03
L
Coca-Cola HBC
3,672.362
8/12/24
0.89
1,866.016
1,442.308
423.708
29.38
12.01
S
Bunzl
4,342.284
8/12/24
0.50
2,487.117
2,344.872
142.245
6.07
12.43
Smith and Nephew
1,567.670
8/12/24
-0.86
1,550.041
1,512.821
37.220
2.46
12.38
Antofagasta
2,548.820
8/12/24
1.79
1,074.722
932.692
142.030
15.23
11.70
Kingfisher
368.050
8/12/24
0.18
480.608
415.897
64.710
15.56
11.74
S
Legal & General
305.940
8/12/24
0.53
348.929
313.718
35.211
11.22
11.25
L
HSBC
873.203
8/12/24
0.22
876.458
772.692
103.765
13.43
10.53
Ocado
510.849
8/12/24
0.72
482.370
512.692
-30.322
-5.91
10.80
S
Severn Trent
3,409.276
8/12/24
-0.63
2,826.146
2,655.128
171.018
6.44
10.72
Berkeley
6,875.509
8/12/24
1.00
3,433.686
2,966.667
467.019
15.74
10.43
S
RS Group
1,022.512
8/12/24
-0.40
330.892
267.949
62.944
23.49
9.64
Johnson Matthey
2,138.595
8/12/24
0.06
4,499.593
4,475.641
23.952
0.54
8.98
Beazley
992.677
8/12/24
1.24
372.932
358.205
14.727
4.11
8.77
BP
596.149
8/12/24
1.35
635.476
508.397
127.079
25.00
8.21
L
BAT
3,798.481
8/12/24
4,936.263
4,515.385
420.878
9.32
7.48
Intertek
6,346.623
8/12/24
0.60
3,561.161
3,067.949
493.212
16.08
6.49
Aviva
656.631
8/12/24
0.35
709.249
620.641
88.608
14.28
6.36
GSK
2,131.814
8/12/24
0.42
2,049.824
1,824.218
225.606
12.37
6.15
L
SSE
2,546.786
8/12/24
0.86
2,101.980
1,926.923
175.057
9.08
5.82
Hiscox
1,612.422
8/12/24
1.89
1,084.893
1,070.076
14.817
1.38
5.83
S
National Grid
1,326.824
8/12/24
-0.04
1,201.926
1,180.256
21.669
1.84
5.34
⇓ instrument
freshest
⇓ Δday
5/04/15
⇓ Δwk
1/12/15
prc diff
⇓ Δ16
∅-RS
Glencore
556.347
8/12/24
1.27
423.990
358.269
65.720
18.34
4.57
L
Tesco
452.265
8/12/24
0.91
386.493
332.179
54.314
16.35
4.63
L
AstraZeneca
17,331.164
8/12/24
0.63
6,050.312
5,990.385
59.927
1.00
4.52
J Sainsbury
365.609
8/12/24
0.67
368.457
308.077
60.380
19.60
3.98
Standard Chartered
979.116
8/12/24
0.92
1,448.332
1,181.026
267.306
22.63
3.60
S
Entain
787.090
8/12/24
3.98
609.574
618.590
-9.016
-1.46
3.86
Ass Brit Foods
3,302.143
8/12/24
-0.90
3,897.478
3,983.333
-85.856
-2.16
3.40
S
Diageo
3,324.519
8/12/24
1.03
2,461.351
2,363.462
97.889
4.14
3.31
Rio Tinto
6,701.926
8/12/24
0.56
4,064.280
3,749.359
314.921
8.40
3.11
L
NatWest
453.756
8/12/24
0.48
460.808
472.436
-11.628
-2.46
0.40
L
Smiths Group
2,363.710
8/12/24
0.52
1,537.836
1,367.949
169.887
12.42
-0.89
Melrose
660.022
8/12/24
0.19
203.088
208.015
-4.928
-2.37
-1.89
Shell
3,795.769
8/12/24
0.83
2,793.599
2,664.744
128.855
4.84
-2.68
L
Frasers
1,137.103
8/12/24
-0.42
846.216
889.744
-43.527
-4.89
-4.14
L
Anglo American
3,027.529
8/12/24
0.29
1,579.875
1,461.539
118.337
8.10
-6.24
Fresnillo
732.303
8/12/24
0.93
965.555
1,058.333
-92.779
-8.77
-6.14
Weir Group
2,582.045
8/12/24
0.79
2,559.805
2,208.974
350.830
15.88
-7.35
Centrica
172.634
8/12/24
3.29
345.267
334.615
10.652
3.18
-7.93
L
Airtel Africa
149.173
8/12/24
-0.63
-na-
L
Auto Trader
1,081.909
8/12/24
0.81
370.898
-na-
S
B&M
602.929
8/12/24
-2.22
420.396
382.692
37.704
9.85
-na-
ConvaTec
314.076
8/12/24
-0.17
-na-
Endeavour Mining
2,125.034
8/12/24
1.89
-na-
Haleon
506.103
8/12/24
-1.01
-na-
S
M&G
276.512
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
5/04/15
⇓ Δwk
1/12/15
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,792.514
8/12/24
-0.79
-na-
FTSE - 93 out of 100 instruments rated - 5/04/15 / 1/12/15 - 86 did rise, Market-Ratio(16) in EUR = 92.47 %
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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