Assessment - FTSE 100 Index in Euro - 5/18/15 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
5/18/15
⇓ Δwk
1/26/15
prc diff
⇓ Δ16
∅-RS
FTSE
11,358.951
8/12/24
0.52
9,641.491
9,195.384
446.107
4.85
10.78
L
Taylor Wimpey
218.594
8/12/24
0.54
258.993
181.428
77.565
42.75
60.06
Smurfit Kappa
4,230.769
8/12/24
0.07
3,824.018
2,984.434
839.584
28.13
56.27
L
JD Sports Fashion
166.505
8/12/24
-4.07
34.920
26.758
8.162
30.50
50.23
L
Barratt Developments
725.789
8/12/24
0.15
806.585
612.856
193.730
31.61
48.90
S
Flutter
20,316.823
8/12/24
-1.28
11,344.770
9,444.445
1,900.325
20.12
46.71
Rightmove
743.221
8/12/24
0.04
446.597
315.352
131.245
41.62
45.84
S
Sage Group
1,391.118
8/12/24
1.03
776.840
644.122
132.718
20.60
43.80
S
Unite
1,292.197
8/12/24
-1.11
850.166
666.398
183.768
27.58
43.13
Int Cons Airlines
230.285
8/12/24
-0.06
786.525
736.715
49.810
6.76
42.40
Mondi
1,968.733
8/12/24
-0.42
2,019.922
1,580.784
439.139
27.78
40.94
L
Persimmon
2,182.485
8/12/24
0.03
2,592.695
2,096.082
496.613
23.69
38.71
L
Schroders
466.519
8/12/24
-0.12
794.494
665.902
128.592
19.31
36.40
L
3i Group
4,175.429
8/12/24
0.23
745.711
619.431
126.280
20.39
36.26
DS Smith
614.278
8/12/24
1.19
512.175
443.237
68.938
15.55
31.10
DCC
7,104.316
8/12/24
-0.29
6,073.603
4,891.304
1,182.298
24.17
30.95
Berkeley
7,014.388
8/12/24
1.00
4,042.612
3,213.902
828.710
25.79
28.94
L
LSE Group
13,749.308
8/12/24
1.12
3,404.815
3,227.322
177.493
5.50
28.43
L
Hargreaves Lansdown
1,524.626
8/12/24
1,750.138
1,359.367
390.772
28.75
26.87
L
Abrdn
211.608
8/12/24
2.51
665.468
543.478
121.989
22.45
26.92
L
Rentokil Initial
648.866
8/12/24
1.01
200.470
165.191
35.280
21.36
26.66
L
St. James´s Place
956.004
8/12/24
-1.22
1,294.964
1,156.736
138.228
11.95
26.25
WPP Group
954.898
8/12/24
1.68
2,158.273
1,973.967
184.307
9.34
25.52
CRH (L)
8,876.591
8/12/24
-1.35
2,512.452
2,231.616
280.836
12.58
25.34
Ashtead
7,127.836
8/12/24
-0.43
1,636.691
1,500.268
136.422
9.09
24.58
⇓ instrument
freshest
⇓ Δday
5/18/15
⇓ Δwk
1/26/15
prc diff
⇓ Δ16
∅-RS
L
British Land
546.486
8/12/24
-0.40
1,211.262
1,117.821
93.441
8.36
24.48
L
Halma
3,496.126
8/12/24
0.04
1,026.563
942.700
83.863
8.90
24.32
S
Spirax-Sarco
10,673.768
8/12/24
0.72
4,914.015
4,325.161
588.854
13.61
24.06
Land Securities
851.550
8/12/24
-0.73
1,813.780
1,725.711
88.068
5.10
23.99
L
Experian
4,875.484
8/12/24
1.18
1,694.798
1,584.809
109.988
6.94
23.83
S
Whitbread
3,893.193
8/12/24
-1.44
7,318.760
6,796.833
521.927
7.68
23.90
L
Lloyds Bank
78.583
8/12/24
-0.28
121.942
101.986
19.956
19.57
23.31
L
BT Group
195.766
8/12/24
8.43
638.282
571.659
66.623
11.65
22.66
L
Imperial Brands
2,952.407
8/12/24
0.38
4,454.898
4,147.880
307.018
7.40
22.34
S
Croda
5,297.454
8/12/24
-0.05
3,853.071
3,717.123
135.948
3.66
21.90
Phoenix
744.328
8/12/24
0.47
900.974
844.643
56.331
6.67
21.17
Scottish Mortgage
1,140.841
8/12/24
-0.17
366.906
343.129
23.777
6.93
20.75
InterContinental Hot
10,000.000
8/12/24
-0.61
3,840.620
3,698.336
142.284
3.85
19.93
Ocado
521.168
8/12/24
0.72
525.457
557.703
-32.246
-5.78
19.62
S
Burberry Group
928.334
8/12/24
-2.02
2,457.111
2,380.569
76.542
3.22
19.65
Informa
1,117.598
8/12/24
1.03
779.607
694.444
85.163
12.26
19.45
S
United Utilities
1,368.013
8/12/24
-0.12
1,381.433
1,339.238
42.195
3.15
19.00
Prudential
879.081
8/12/24
0.41
2,264.803
2,174.584
90.219
4.15
18.57
Barclays
304.510
8/12/24
0.85
361.303
323.068
38.236
11.84
18.42
L
Coca-Cola HBC
3,746.541
8/12/24
0.89
1,963.199
1,443.908
519.291
35.96
17.48
L
Vodafone
102.988
8/12/24
0.87
323.879
320.250
3.630
1.13
17.81
L
Segro
1,223.852
8/12/24
-0.96
581.074
555.421
25.652
4.62
17.39
S
Bunzl
4,429.994
8/12/24
0.50
2,617.598
2,580.515
37.083
1.44
17.30
F&C Investment Trust
1,419.480
8/12/24
619.812
601.986
17.826
2.96
17.08
S
Severn Trent
3,478.140
8/12/24
-0.63
3,007.748
2,870.370
137.377
4.79
16.73
⇓ instrument
freshest
⇓ Δday
5/18/15
⇓ Δwk
1/26/15
prc diff
⇓ Δ16
∅-RS
Compass Group
3,256.779
8/12/24
0.90
1,585.501
1,527.107
58.394
3.82
16.47
Pearson
1,431.240
8/12/24
-0.72
1,833.149
1,806.227
26.922
1.49
16.18
S
Legal & General
312.120
8/12/24
0.53
368.013
357.220
10.794
3.02
15.98
L
SSE
2,598.229
8/12/24
0.86
2,306.309
2,034.353
271.955
13.37
15.38
Next
13,201.439
8/12/24
0.23
10,175.705
9,621.578
554.127
5.76
15.49
BAE Systems
1,803.403
8/12/24
2.04
694.521
687.064
7.457
1.09
15.43
Reckitt Benckiser
5,783.066
8/12/24
7,974.543
7,380.569
593.974
8.05
15.14
Kingfisher
375.484
8/12/24
0.18
491.146
464.976
26.170
5.63
14.29
Beazley
1,012.728
8/12/24
1.24
394.715
387.144
7.571
1.96
14.03
S
RS Group
1,043.165
8/12/24
-0.40
342.418
276.033
66.385
24.05
13.70
Antofagasta
2,600.304
8/12/24
1.79
1,097.122
935.319
161.803
17.30
13.54
Rolls-Royce
673.354
8/12/24
0.35
1,397.344
1,211.755
185.588
15.32
13.49
RELX
4,885.169
8/12/24
0.57
1,523.243
1,553.945
-30.702
-1.98
13.76
L
Unilever Plc
6,521.859
8/12/24
-0.34
3,949.917
3,880.837
69.079
1.78
13.61
Smith and Nephew
1,599.336
8/12/24
-0.86
1,570.282
1,591.519
-21.237
-1.33
12.32
Johnson Matthey
2,181.793
8/12/24
0.06
4,648.589
4,789.318
-140.730
-2.94
12.04
Admiral Group
3,732.706
8/12/24
0.86
2,014.388
1,922.974
91.415
4.75
11.60
Hiscox
1,644.992
8/12/24
1.89
1,144.162
1,145.208
-1.046
-0.09
11.21
Intertek
6,474.820
8/12/24
0.60
3,689.817
3,128.019
561.798
17.96
10.39
Aviva
669.895
8/12/24
0.35
740.177
725.644
14.533
2.00
10.49
S
Entain
802.988
8/12/24
3.98
638.489
579.710
58.779
10.14
7.79
S
National Grid
1,353.625
8/12/24
-0.04
1,238.240
1,250.403
-12.162
-0.97
7.77
L
BAT
3,875.207
8/12/24
4,974.405
5,071.793
-97.388
-1.92
7.55
L
HSBC
890.841
8/12/24
0.22
855.838
841.519
14.319
1.70
7.22
Fresnillo
747.095
8/12/24
0.93
1,096.431
1,203.033
-106.602
-8.86
6.75
⇓ instrument
freshest
⇓ Δday
5/18/15
⇓ Δwk
1/26/15
prc diff
⇓ Δ16
∅-RS
Ass Brit Foods
3,368.843
8/12/24
-0.90
4,028.777
4,176.060
-147.283
-3.53
6.52
BP
608.190
8/12/24
1.35
625.761
589.104
36.657
6.22
6.40
L
Tesco
461.400
8/12/24
0.91
389.222
390.942
-1.720
-0.44
5.80
L
NatWest
462.922
8/12/24
0.48
486.027
514.090
-28.064
-5.46
5.09
Standard Chartered
998.893
8/12/24
0.92
1,456.143
1,269.860
186.282
14.67
4.44
L
Frasers
1,160.072
8/12/24
-0.42
919.341
962.158
-42.816
-4.45
4.41
L
AstraZeneca
17,681.239
8/12/24
0.63
6,073.603
6,307.032
-233.429
-3.70
4.58
J Sainsbury
372.994
8/12/24
0.67
368.290
360.172
8.118
2.25
4.19
Centrica
176.121
8/12/24
3.29
388.904
364.198
24.707
6.78
3.97
S
Diageo
3,391.671
8/12/24
1.03
2,481.323
2,639.560
-158.237
-5.99
3.76
GSK
2,174.875
8/12/24
0.42
1,995.766
2,025.671
-29.905
-1.48
3.22
Rio Tinto
6,837.299
8/12/24
0.56
4,046.762
3,874.799
171.964
4.44
2.53
L
Smiths Group
2,411.455
8/12/24
0.52
1,588.268
1,520.397
67.871
4.46
2.49
Glencore
567.584
8/12/24
1.27
410.902
339.104
71.798
21.17
1.07
Melrose
673.354
8/12/24
0.19
207.580
232.935
-25.355
-10.88
0.45
Weir Group
2,634.200
8/12/24
0.79
2,678.473
2,263.822
414.651
18.32
-2.25
Shell
3,872.440
8/12/24
0.83
2,741.422
2,967.660
-226.238
-7.62
-4.44
L
Anglo American
3,088.683
8/12/24
0.29
1,490.039
1,499.597
-9.559
-0.64
-10.89
L
Airtel Africa
152.186
8/12/24
-0.63
-na-
L
Auto Trader
1,103.763
8/12/24
0.81
397.759
-na-
S
B&M
615.108
8/12/24
-2.22
449.640
415.996
33.645
8.09
-na-
ConvaTec
320.421
8/12/24
-0.17
-na-
Endeavour Mining
2,167.958
8/12/24
1.89
-na-
Haleon
516.325
8/12/24
-1.01
-na-
S
M&G
282.097
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
5/18/15
⇓ Δwk
1/26/15
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,889.319
8/12/24
-0.79
-na-
FTSE - 93 out of 100 instruments rated - 5/18/15 / 1/26/15 - 75 did rise, Market-Ratio(16) in EUR = 80.65 %
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