Assessment - FTSE 100 Index in Euro - 5/25/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
5/25/15
⇓ Δwk
2/02/15
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,570.251
8/12/24
0.52
9,909.414
8,990.655
918.760
10.22
13.58
L
3i Group
4,253.101
8/12/24
0.23
788.472
616.516
171.956
27.89
42.88
L
Abrdn
215.544
8/12/24
2.51
704.481
531.151
173.331
32.63
33.58
Admiral Group
3,802.142
8/12/24
0.86
2,082.864
1,933.987
148.876
7.70
15.09
L
Airtel Africa
155.017
8/12/24
-0.63
-na-
L
Anglo American
3,146.139
8/12/24
0.29
1,497.322
1,489.926
7.397
0.50
-10.01
Antofagasta
2,648.675
8/12/24
1.79
1,090.755
890.774
199.981
22.45
12.68
Ashtead
7,260.429
8/12/24
-0.43
1,678.410
1,409.067
269.344
19.12
26.54
Ass Brit Foods
3,431.511
8/12/24
-0.90
4,134.724
4,127.784
6.940
0.17
9.21
L
AstraZeneca
18,010.147
8/12/24
0.63
6,304.256
6,206.257
98.000
1.58
8.26
L
Auto Trader
1,124.295
8/12/24
0.81
401.282
-na-
Aviva
682.356
8/12/24
0.35
758.174
701.219
56.954
8.12
12.85
S
B&M
626.550
8/12/24
-2.22
457.300
426.829
30.471
7.14
-na-
BAE Systems
1,836.950
8/12/24
2.04
726.466
672.057
54.408
8.10
20.02
Barclays
310.175
8/12/24
0.85
380.707
312.633
68.075
21.77
24.32
L
Barratt Developments
739.290
8/12/24
0.15
839.205
607.370
231.835
38.17
53.12
Beazley
1,031.567
8/12/24
1.24
398.957
384.411
14.546
3.78
14.58
Berkeley
7,144.871
8/12/24
1.00
4,275.648
3,203.871
1,071.778
33.45
35.38
BP
619.504
8/12/24
1.35
645.082
580.196
64.886
11.18
9.69
L
BAT
3,947.294
8/12/24
5,102.875
4,993.372
109.503
2.19
10.05
L
British Land
556.652
8/12/24
-0.40
1,224.634
1,112.142
112.492
10.11
25.08
L
BT Group
199.408
8/12/24
8.43
635.640
547.587
88.052
16.08
21.40
S
Bunzl
4,512.402
8/12/24
0.50
2,652.199
2,502.651
149.547
5.98
18.30
S
Burberry Group
945.603
8/12/24
-2.02
2,408.399
2,310.445
97.954
4.24
16.71
Centrica
179.397
8/12/24
3.29
395.293
388.786
6.507
1.67
5.76
instrument
freshest
⇓ Δday
5/25/15
⇓ Δwk
2/02/15
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,816.235
8/12/24
0.89
2,065.953
1,420.997
644.956
45.39
23.27
Compass Group
3,317.362
8/12/24
0.90
1,617.813
1,536.320
81.493
5.30
18.29
ConvaTec
326.381
8/12/24
-0.17
-na-
CRH (L)
9,041.714
8/12/24
-1.35
2,583.146
2,253.990
329.156
14.60
28.38
S
Croda
5,395.998
8/12/24
-0.05
4,124.859
3,559.120
565.739
15.90
30.05
DCC
7,236.472
8/12/24
-0.29
7,271.703
4,692.471
2,579.232
54.97
55.36
S
Diageo
3,454.763
8/12/24
1.03
2,555.665
2,584.836
-29.170
-1.13
6.78
DS Smith
625.705
8/12/24
1.19
516.629
420.467
96.163
22.87
31.55
Endeavour Mining
2,208.286
8/12/24
1.89
-na-
S
Entain
817.926
8/12/24
3.98
662.345
593.849
68.496
11.53
11.33
L
Experian
4,966.178
8/12/24
1.18
1,757.328
1,548.250
209.078
13.50
27.74
F&C Investment Trust
1,445.885
8/12/24
635.569
602.996
32.574
5.40
19.35
S
Flutter
20,694.758
8/12/24
-1.28
11,485.344
9,134.411
2,350.933
25.74
47.08
L
Frasers
1,181.652
8/12/24
-0.42
914.600
953.075
-38.475
-4.04
3.81
Fresnillo
760.992
8/12/24
0.93
1,075.254
1,175.106
-99.852
-8.50
4.60
Glencore
578.143
8/12/24
1.27
412.063
335.498
76.565
22.82
1.33
GSK
2,215.333
8/12/24
0.42
2,030.045
1,950.225
79.820
4.09
5.01
Haleon
525.930
8/12/24
-1.01
-na-
L
Halma
3,561.161
8/12/24
0.04
1,063.275
909.995
153.280
16.84
27.81
L
Hargreaves Lansdown
1,552.988
8/12/24
1,795.378
1,320.917
474.460
35.92
29.68
Hiscox
1,675.592
8/12/24
1.89
1,172.492
1,099.609
72.883
6.63
13.63
L
HSBC
907.413
8/12/24
0.22
874.577
811.771
62.806
7.74
9.38
L
Imperial Brands
3,007.328
8/12/24
0.38
4,647.689
4,148.992
498.697
12.02
26.92
Informa
1,138.388
8/12/24
1.03
799.746
680.011
119.736
17.61
21.89
InterContinental Hot
10,186.021
8/12/24
-0.61
3,886.697
3,454.401
432.296
12.51
20.55
instrument
freshest
⇓ Δday
5/25/15
⇓ Δwk
2/02/15
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
234.569
8/12/24
-0.06
764.515
701.882
62.633
8.92
37.08
Intertek
6,595.265
8/12/24
0.60
3,702.086
3,037.513
664.573
21.88
10.76
J Sainsbury
379.932
8/12/24
0.67
368.236
354.321
13.914
3.93
4.43
L
JD Sports Fashion
169.603
8/12/24
-4.07
35.457
26.644
8.813
33.08
51.26
Johnson Matthey
2,222.379
8/12/24
0.06
4,897.125
4,335.896
561.229
12.94
17.73
Kingfisher
382.469
8/12/24
0.18
514.938
444.194
70.744
15.93
19.88
Land Securities
867.390
8/12/24
-0.73
1,860.203
1,715.270
144.933
8.45
26.41
S
Legal & General
317.926
8/12/24
0.53
379.510
354.454
25.056
7.07
18.96
L
Lloyds Bank
80.045
8/12/24
-0.28
123.985
97.654
26.332
26.96
24.73
L
LSE Group
14,005.074
8/12/24
1.12
3,465.333
3,104.454
360.879
11.62
29.35
S
M&G
287.345
8/12/24
1.09
-na-
Melrose
685.879
8/12/24
0.19
212.638
215.476
-2.838
-1.32
2.93
Mondi
2,005.355
8/12/24
-0.42
2,135.006
1,576.087
558.919
35.46
47.76
S
National Grid
1,378.805
8/12/24
-0.04
1,294.391
1,238.070
56.321
4.55
12.40
L
NatWest
471.533
8/12/24
0.48
500.423
484.491
15.932
3.29
7.78
Next
13,447.013
8/12/24
0.23
10,498.873
9,497.614
1,001.259
10.54
18.62
Ocado
530.862
8/12/24
0.72
533.822
550.769
-16.947
-3.08
20.71
Pearson
1,457.864
8/12/24
-0.72
1,886.979
1,806.734
80.245
4.44
19.07
Pershing Square
4,980.271
8/12/24
-0.79
-na-
L
Persimmon
2,223.084
8/12/24
0.03
2,728.298
2,083.775
644.523
30.93
44.79
Phoenix
758.174
8/12/24
0.47
922.585
842.959
79.626
9.45
23.10
Prudential
895.434
8/12/24
0.41
2,330.186
2,134.809
195.377
9.15
21.37
Reckitt Benckiser
5,890.643
8/12/24
8,272.266
7,462.884
809.382
10.85
18.92
RELX
4,976.043
8/12/24
0.57
1,555.806
1,533.669
22.137
1.44
15.49
L
Rentokil Initial
660.936
8/12/24
1.01
205.468
159.995
45.473
28.42
29.13
instrument
freshest
⇓ Δday
5/25/15
⇓ Δwk
2/02/15
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
757.046
8/12/24
0.04
461.528
308.192
153.336
49.75
49.37
Rio Tinto
6,964.487
8/12/24
0.56
4,090.333
3,924.973
165.359
4.21
3.60
Rolls-Royce
685.879
8/12/24
0.35
1,436.020
1,171.792
264.228
22.55
16.42
S
RS Group
1,062.571
8/12/24
-0.40
331.595
272.534
59.061
21.67
10.15
S
Sage Group
1,416.996
8/12/24
1.03
806.088
632.291
173.797
27.49
48.05
L
Schroders
475.197
8/12/24
-0.12
820.054
656.204
163.850
24.97
39.76
Scottish Mortgage
1,162.063
8/12/24
-0.17
381.342
330.329
51.013
15.44
24.37
L
Segro
1,246.618
8/12/24
-0.96
590.474
551.962
38.512
6.98
18.67
S
Severn Trent
3,542.841
8/12/24
-0.63
3,063.698
2,791.622
272.076
9.75
18.38
Shell
3,944.476
8/12/24
0.83
2,776.917
2,742.577
34.340
1.25
-3.08
Smith and Nephew
1,629.087
8/12/24
-0.86
1,598.083
1,569.459
28.624
1.82
13.56
L
Smiths Group
2,456.314
8/12/24
0.52
1,692.503
1,512.460
180.043
11.90
9.24
Smurfit Kappa
4,309.470
8/12/24
0.07
4,009.301
2,929.480
1,079.821
36.86
62.08
S
Spirax-Sarco
10,872.323
8/12/24
0.72
5,128.185
4,217.431
910.754
21.59
28.72
L
SSE
2,646.562
8/12/24
0.86
2,347.802
2,143.425
204.376
9.54
17.08
L
St. James´s Place
973.788
8/12/24
-1.22
1,314.121
1,151.246
162.875
14.15
27.32
Standard Chartered
1,017.475
8/12/24
0.92
1,493.095
1,167.815
325.279
27.85
7.32
L
Taylor Wimpey
222.661
8/12/24
0.54
259.865
177.301
82.564
46.57
58.75
L
Tesco
469.983
8/12/24
0.91
391.643
383.404
8.239
2.15
6.85
L
Unilever Plc
6,643.180
8/12/24
-0.34
4,060.034
3,862.672
197.362
5.11
16.43
S
Unite
1,316.235
8/12/24
-1.11
857.525
672.057
185.468
27.60
43.02
S
United Utilities
1,393.461
8/12/24
-0.12
1,412.063
1,326.882
85.181
6.42
21.02
L
Vodafone
104.904
8/12/24
0.87
357.596
309.981
47.614
15.36
29.64
Weir Group
2,683.202
8/12/24
0.79
2,720.956
2,255.819
465.136
20.62
-0.42
S
Whitbread
3,965.615
8/12/24
-1.44
7,342.165
6,605.249
736.916
11.16
23.33
instrument
freshest
⇓ Δday
5/25/15
⇓ Δwk
2/02/15
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
972.661
8/12/24
1.68
2,198.422
1,932.662
265.760
13.75
27.02
FTSE - 93 out of 100 instruments rated - 5/25/15 / 2/02/15 - 88 did rise, Market-Ratio(16) in EUR = 94.62 %
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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