Assessment - FTSE 100 Index in Euro - 5/11/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
5/11/15
⇓ Δwk
1/19/15
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,471.637
8/12/24
0.52
9,822.342
8,572.677
1,249.666
14.58
13.18
L
3i Group
4,216.851
8/12/24
0.23
720.274
571.466
148.808
26.04
32.67
L
Abrdn
213.707
8/12/24
2.51
663.546
516.793
146.754
28.40
27.31
Admiral Group
3,769.736
8/12/24
0.86
2,107.028
1,890.133
216.895
11.48
17.09
L
Airtel Africa
153.696
8/12/24
-0.63
-na-
L
Anglo American
3,119.324
8/12/24
0.29
1,576.079
1,418.250
157.829
11.13
-6.16
Antofagasta
2,626.100
8/12/24
1.79
1,093.335
902.760
190.576
21.11
13.38
Ashtead
7,198.547
8/12/24
-0.43
1,644.544
1,355.116
289.428
21.36
26.24
Ass Brit Foods
3,402.264
8/12/24
-0.90
4,022.635
4,052.330
-29.695
-0.73
6.56
L
AstraZeneca
17,856.645
8/12/24
0.63
6,326.673
6,133.819
192.854
3.14
9.17
L
Auto Trader
1,114.713
8/12/24
0.81
397.513
-na-
Aviva
676.540
8/12/24
0.35
755.903
665.191
90.712
13.64
13.15
S
B&M
621.210
8/12/24
-2.22
429.300
390.523
38.777
9.93
-na-
BAE Systems
1,821.294
8/12/24
2.04
712.589
636.162
76.427
12.01
19.25
Barclays
307.531
8/12/24
0.85
364.399
299.401
64.997
21.71
19.73
L
Barratt Developments
732.989
8/12/24
0.15
778.259
564.306
213.953
37.91
45.01
Beazley
1,022.775
8/12/24
1.24
396.535
364.749
31.786
8.71
15.14
Berkeley
7,083.974
8/12/24
1.00
3,842.392
3,051.289
791.103
25.93
23.19
BP
614.224
8/12/24
1.35
639.514
532.283
107.231
20.15
8.81
L
BAT
3,913.651
8/12/24
5,059.383
4,683.676
375.706
8.02
9.76
L
British Land
551.907
8/12/24
-0.40
1,179.964
1,043.348
136.616
13.09
21.93
L
BT Group
197.709
8/12/24
8.43
656.700
536.058
120.641
22.51
27.03
S
Bunzl
4,473.942
8/12/24
0.50
2,646.360
2,434.262
212.098
8.71
19.16
S
Burberry Group
937.544
8/12/24
-2.02
2,481.487
2,173.913
307.574
14.15
21.46
Centrica
177.868
8/12/24
3.29
392.064
344.702
47.362
13.74
4.82
instrument
freshest
⇓ Δday
5/11/15
⇓ Δwk
1/19/15
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,783.708
8/12/24
0.89
1,975.688
1,460.557
515.131
35.27
18.47
Compass Group
3,289.088
8/12/24
0.90
1,645.941
1,442.333
203.608
14.12
21.61
ConvaTec
323.599
8/12/24
-0.17
-na-
CRH (L)
8,964.650
8/12/24
-1.35
2,566.718
2,026.816
539.902
26.64
28.51
S
Croda
5,350.007
8/12/24
-0.05
3,983.513
3,557.667
425.845
11.97
26.57
DCC
7,174.794
8/12/24
-0.29
6,091.938
4,496.225
1,595.713
35.49
32.49
S
Diageo
3,425.318
8/12/24
1.03
2,493.363
2,473.965
19.398
0.78
4.44
DS Smith
620.372
8/12/24
1.19
499.511
417.079
82.432
19.76
28.38
Endeavour Mining
2,189.465
8/12/24
1.89
-na-
S
Entain
810.954
8/12/24
3.98
626.659
625.488
1.171
0.19
6.27
L
Experian
4,923.851
8/12/24
1.18
1,644.544
1,503.515
141.029
9.38
20.67
F&C Investment Trust
1,433.562
8/12/24
623.585
567.040
56.545
9.97
18.49
S
Flutter
20,518.374
8/12/24
-1.28
10,947.325
8,637.074
2,310.251
26.75
42.56
L
Frasers
1,171.580
8/12/24
-0.42
913.092
954.829
-41.737
-4.37
3.67
Fresnillo
754.506
8/12/24
0.93
980.159
1,140.328
-160.169
-14.05
-4.64
Glencore
573.215
8/12/24
1.27
427.553
322.442
105.111
32.60
5.28
GSK
2,196.451
8/12/24
0.42
2,079.600
1,886.996
192.605
10.21
7.63
Haleon
521.448
8/12/24
-1.01
-na-
L
Halma
3,530.809
8/12/24
0.04
1,024.871
894.949
129.922
14.52
24.95
L
Hargreaves Lansdown
1,539.751
8/12/24
1,725.583
1,237.308
488.275
39.46
25.40
Hiscox
1,661.311
8/12/24
1.89
1,142.937
1,093.909
49.028
4.48
11.34
L
HSBC
899.679
8/12/24
0.22
883.471
776.230
107.241
13.82
11.04
L
Imperial Brands
2,981.696
8/12/24
0.38
4,550.790
3,833.637
717.152
18.71
25.75
Informa
1,128.685
8/12/24
1.03
799.218
634.340
164.878
25.99
23.06
InterContinental Hot
10,099.204
8/12/24
-0.61
3,888.501
3,417.079
471.422
13.80
22.29
instrument
freshest
⇓ Δday
5/11/15
⇓ Δwk
1/19/15
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
232.570
8/12/24
-0.06
789.437
644.363
145.073
22.51
44.15
Intertek
6,539.053
8/12/24
0.60
3,711.052
3,113.773
597.280
19.18
11.01
J Sainsbury
376.694
8/12/24
0.67
393.321
335.199
58.122
17.34
11.18
L
JD Sports Fashion
168.157
8/12/24
-4.07
34.596
26.712
7.884
29.51
50.18
Johnson Matthey
2,203.437
8/12/24
0.06
4,732.430
4,571.726
160.704
3.52
14.38
Kingfisher
379.209
8/12/24
0.18
517.815
426.712
91.103
21.35
20.53
Land Securities
859.997
8/12/24
-0.73
1,760.514
1,612.861
147.653
9.15
20.97
S
Legal & General
315.216
8/12/24
0.53
375.157
330.383
44.774
13.55
18.90
L
Lloyds Bank
79.363
8/12/24
-0.28
121.000
97.175
23.825
24.52
22.90
L
LSE Group
13,885.707
8/12/24
1.12
3,544.781
2,973.184
571.597
19.23
35.04
S
M&G
284.896
8/12/24
1.09
-na-
Melrose
680.034
8/12/24
0.19
207.900
213.112
-5.213
-2.45
0.55
Mondi
1,988.263
8/12/24
-0.42
1,847.143
1,399.375
447.768
32.00
29.75
S
National Grid
1,367.053
8/12/24
-0.04
1,265.195
1,199.427
65.768
5.48
10.52
L
NatWest
467.514
8/12/24
0.48
499.790
480.344
19.447
4.05
8.54
Next
13,332.402
8/12/24
0.23
10,325.556
8,982.036
1,343.520
14.96
17.75
Ocado
526.338
8/12/24
0.72
534.023
531.893
2.130
0.40
22.22
Pearson
1,445.438
8/12/24
-0.72
1,841.554
1,598.542
243.012
15.20
17.33
Pershing Square
4,937.823
8/12/24
-0.79
-na-
L
Persimmon
2,204.136
8/12/24
0.03
2,470.309
1,935.694
534.615
27.62
33.09
Phoenix
751.712
8/12/24
0.47
906.172
817.860
88.312
10.80
22.72
Prudential
887.802
8/12/24
0.41
2,301.942
1,966.285
335.657
17.07
21.19
Reckitt Benckiser
5,840.436
8/12/24
8,102.557
6,990.367
1,112.190
15.91
17.70
RELX
4,933.632
8/12/24
0.57
1,515.998
1,450.143
65.855
4.54
13.99
L
Rentokil Initial
655.303
8/12/24
1.01
201.341
162.067
39.274
24.23
27.80
instrument
freshest
⇓ Δday
5/11/15
⇓ Δwk
1/19/15
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
750.594
8/12/24
0.04
446.416
285.733
160.683
56.24
46.81
Rio Tinto
6,905.128
8/12/24
0.56
4,237.111
3,717.782
519.329
13.97
7.41
Rolls-Royce
680.034
8/12/24
0.35
1,425.178
1,131.867
293.311
25.91
16.05
S
RS Group
1,053.514
8/12/24
-0.40
349.308
264.905
84.403
31.86
15.89
S
Sage Group
1,404.918
8/12/24
1.03
776.862
610.518
166.344
27.25
44.90
L
Schroders
471.147
8/12/24
-0.12
802.138
587.542
214.595
36.52
38.62
Scottish Mortgage
1,152.159
8/12/24
-0.17
372.083
317.105
54.978
17.34
23.56
L
Segro
1,235.993
8/12/24
-0.96
583.624
525.514
58.110
11.06
18.51
S
Severn Trent
3,512.645
8/12/24
-0.63
2,983.094
2,768.810
214.283
7.74
16.33
Shell
3,910.857
8/12/24
0.83
2,867.123
2,761.000
106.123
3.84
-0.08
Smith and Nephew
1,615.202
8/12/24
-0.86
1,585.860
1,551.679
34.181
2.20
14.20
L
Smiths Group
2,435.378
8/12/24
0.52
1,599.832
1,408.487
191.345
13.59
3.19
Smurfit Kappa
4,272.740
8/12/24
0.07
3,831.214
2,656.860
1,174.354
44.20
58.11
S
Spirax-Sarco
10,779.657
8/12/24
0.72
4,823.669
4,071.466
752.203
18.48
22.36
L
SSE
2,624.005
8/12/24
0.86
2,287.271
1,938.297
348.974
18.00
14.88
L
St. James´s Place
965.488
8/12/24
-1.22
1,314.098
1,045.301
268.797
25.71
28.79
Standard Chartered
1,008.803
8/12/24
0.92
1,464.301
1,186.540
277.761
23.41
4.88
L
Taylor Wimpey
220.763
8/12/24
0.54
252.061
166.623
85.438
51.28
57.57
L
Tesco
465.977
8/12/24
0.91
411.485
365.061
46.424
12.72
11.66
L
Unilever Plc
6,586.559
8/12/24
-0.34
3,989.102
3,552.460
436.641
12.29
15.18
S
Unite
1,305.016
8/12/24
-1.11
834.847
641.760
193.087
30.09
41.70
S
United Utilities
1,381.585
8/12/24
-0.12
1,396.535
1,252.278
144.257
11.52
20.99
L
Vodafone
104.010
8/12/24
0.87
328.001
298.685
29.315
9.81
19.68
Weir Group
2,660.333
8/12/24
0.79
2,678.497
2,207.758
470.738
21.32
-2.62
S
Whitbread
3,931.815
8/12/24
-1.44
7,307.531
6,256.183
1,051.348
16.80
24.54
instrument
freshest
⇓ Δday
5/11/15
⇓ Δwk
1/19/15
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
964.371
8/12/24
1.68
2,151.740
1,822.442
329.298
18.07
25.88
FTSE - 93 out of 100 instruments rated - 5/11/15 / 1/19/15 - 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
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