Assessment - FTSE 100 Index in Euro - 6/01/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
6/01/15
⇓ Δwk
2/09/15
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,417.397
8/12/24
0.52
9,669.837
9,184.779
485.058
5.28
10.51
L
3i Group
4,196.913
8/12/24
0.23
779.447
633.127
146.319
23.11
40.31
L
Abrdn
212.696
8/12/24
2.51
676.401
534.659
141.742
26.51
27.46
Admiral Group
3,751.912
8/12/24
0.86
2,073.425
1,963.998
109.427
5.57
14.16
L
Airtel Africa
152.969
8/12/24
-0.63
-na-
L
Anglo American
3,104.575
8/12/24
0.29
1,394.799
1,590.543
-195.744
-12.31
-15.77
Antofagasta
2,613.684
8/12/24
1.79
1,033.236
962.520
70.716
7.35
6.53
Ashtead
7,164.511
8/12/24
-0.43
1,600.612
1,461.580
139.032
9.51
19.70
Ass Brit Foods
3,386.177
8/12/24
-0.90
4,173.272
4,043.525
129.747
3.21
10.02
L
AstraZeneca
17,772.215
8/12/24
0.63
6,072.174
6,000.134
72.039
1.20
3.90
L
Auto Trader
1,109.442
8/12/24
0.81
396.329
-na-
Aviva
673.342
8/12/24
0.35
723.821
714.670
9.152
1.28
7.42
S
B&M
618.273
8/12/24
-2.22
453.344
409.726
43.619
10.65
-na-
BAE Systems
1,812.683
8/12/24
2.04
718.259
691.161
27.098
3.92
17.87
Barclays
306.077
8/12/24
0.85
370.463
340.744
29.719
8.72
20.50
L
Barratt Developments
729.523
8/12/24
0.15
828.814
612.037
216.777
35.42
49.54
Beazley
1,017.939
8/12/24
1.24
418.857
396.695
22.162
5.59
19.62
Berkeley
7,050.480
8/12/24
1.00
4,358.226
3,339.602
1,018.623
30.50
36.97
BP
611.320
8/12/24
1.35
622.167
614.052
8.115
1.32
5.73
L
BAT
3,895.147
8/12/24
4,995.828
4,842.826
153.002
3.16
7.42
L
British Land
549.298
8/12/24
-0.40
1,212.627
1,107.603
105.023
9.48
23.13
L
BT Group
196.774
8/12/24
8.43
616.813
586.513
30.300
5.17
17.22
S
Bunzl
4,452.788
8/12/24
0.50
2,639.410
2,529.554
109.856
4.34
17.19
S
Burberry Group
933.111
8/12/24
-2.02
2,354.332
2,384.471
-30.139
-1.26
13.57
Centrica
177.027
8/12/24
3.29
384.926
393.740
-8.814
-2.24
3.03
instrument
freshest
⇓ Δday
6/01/15
⇓ Δwk
2/09/15
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,765.818
8/12/24
0.89
1,983.034
1,449.489
533.545
36.81
17.91
Compass Group
3,273.536
8/12/24
0.90
1,608.956
1,512.628
96.328
6.37
17.06
ConvaTec
322.069
8/12/24
-0.17
-na-
CRH (L)
8,922.264
8/12/24
-1.35
2,554.985
2,358.947
196.039
8.31
26.51
S
Croda
5,324.711
8/12/24
-0.05
4,060.631
3,656.636
403.995
11.05
27.46
DCC
7,140.871
8/12/24
-0.29
7,293.840
5,038.957
2,254.882
44.75
54.42
S
Diageo
3,409.123
8/12/24
1.03
2,528.160
2,547.018
-18.857
-0.74
5.46
DS Smith
617.438
8/12/24
1.19
497.984
414.562
83.422
20.12
26.24
Endeavour Mining
2,179.113
8/12/24
1.89
-na-
S
Entain
807.120
8/12/24
3.98
641.079
607.872
33.207
5.46
7.37
L
Experian
4,900.570
8/12/24
1.18
1,721.596
1,591.886
129.710
8.15
24.41
F&C Investment Trust
1,426.783
8/12/24
636.212
614.723
21.489
3.50
18.76
S
Flutter
20,421.360
8/12/24
-1.28
11,229.314
9,249.059
1,980.255
21.41
42.31
L
Frasers
1,166.041
8/12/24
-0.42
935.892
941.698
-5.806
-0.62
6.35
Fresnillo
750.939
8/12/24
0.93
1,049.228
1,203.654
-154.426
-12.83
1.96
Glencore
570.505
8/12/24
1.27
391.809
370.231
21.578
5.83
-3.68
GSK
2,186.066
8/12/24
0.42
2,039.647
2,065.059
-25.412
-1.23
5.51
Haleon
518.982
8/12/24
-1.01
-na-
L
Halma
3,514.115
8/12/24
0.04
1,073.564
911.472
162.092
17.78
28.08
L
Hargreaves Lansdown
1,532.471
8/12/24
1,773.050
1,343.364
429.686
31.99
27.65
Hiscox
1,653.456
8/12/24
1.89
1,198.721
1,123.541
75.180
6.69
15.78
L
HSBC
895.425
8/12/24
0.22
868.029
820.258
47.772
5.82
8.29
L
Imperial Brands
2,967.598
8/12/24
0.38
4,597.413
4,093.229
504.184
12.32
24.75
Informa
1,123.349
8/12/24
1.03
805.173
690.489
114.684
16.61
22.14
InterContinental Hot
10,051.453
8/12/24
-0.61
3,845.084
3,506.179
338.905
9.67
18.56
instrument
freshest
⇓ Δday
6/01/15
⇓ Δwk
2/09/15
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
231.470
8/12/24
-0.06
779.447
720.715
58.732
8.15
38.63
Intertek
6,508.135
8/12/24
0.60
3,512.919
3,288.554
224.365
6.82
5.03
J Sainsbury
374.913
8/12/24
0.67
344.876
359.753
-14.877
-4.14
-1.97
L
JD Sports Fashion
167.362
8/12/24
-4.07
36.351
26.615
9.736
36.58
53.59
Johnson Matthey
2,193.019
8/12/24
0.06
4,863.023
4,404.890
458.134
10.40
16.55
Kingfisher
377.416
8/12/24
0.18
508.970
451.236
57.734
12.79
18.49
Land Securities
855.931
8/12/24
-0.73
1,839.800
1,708.759
131.041
7.67
24.22
S
Legal & General
313.725
8/12/24
0.53
364.901
359.081
5.819
1.62
13.74
L
Lloyds Bank
78.988
8/12/24
-0.28
123.293
100.645
22.648
22.50
23.46
L
LSE Group
13,820.053
8/12/24
1.12
3,429.287
3,135.411
293.876
9.37
26.87
S
M&G
283.549
8/12/24
1.09
-na-
Melrose
676.818
8/12/24
0.19
208.807
223.444
-14.638
-6.55
1.05
Mondi
1,978.862
8/12/24
-0.42
2,021.972
1,618.753
403.219
24.91
38.85
S
National Grid
1,360.590
8/12/24
-0.04
1,292.866
1,195.728
97.138
8.12
11.93
L
NatWest
465.304
8/12/24
0.48
474.760
511.822
-37.061
-7.24
1.89
Next
13,269.365
8/12/24
0.23
10,450.563
9,511.015
939.548
9.88
17.54
Ocado
523.849
8/12/24
0.72
495.202
523.912
-28.710
-5.48
11.52
Pearson
1,438.604
8/12/24
-0.72
1,820.331
1,835.035
-14.704
-0.80
14.26
Pershing Square
4,914.476
8/12/24
-0.79
-na-
L
Persimmon
2,193.714
8/12/24
0.03
2,745.098
2,131.918
613.180
28.76
44.43
Phoenix
748.157
8/12/24
0.47
907.737
846.064
61.674
7.29
20.11
Prudential
883.605
8/12/24
0.41
2,240.996
2,150.725
90.270
4.20
16.08
Reckitt Benckiser
5,812.822
8/12/24
8,175.497
7,435.518
739.979
9.95
16.91
RELX
4,910.305
8/12/24
0.57
1,507.440
1,551.585
-44.145
-2.85
11.25
L
Rentokil Initial
652.204
8/12/24
1.01
205.674
163.084
42.589
26.11
28.48
instrument
freshest
⇓ Δday
6/01/15
⇓ Δwk
2/09/15
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
747.045
8/12/24
0.04
470.032
329.661
140.371
42.58
50.95
Rio Tinto
6,872.480
8/12/24
0.56
3,941.733
4,157.711
-215.978
-5.19
-0.21
Rolls-Royce
676.818
8/12/24
0.35
1,387.151
1,211.714
175.437
14.48
12.15
S
RS Group
1,048.533
8/12/24
-0.40
330.969
282.912
48.057
16.99
10.03
S
Sage Group
1,398.276
8/12/24
1.03
797.525
639.575
157.949
24.70
45.38
L
Schroders
468.919
8/12/24
-0.12
796.217
667.988
128.230
19.20
34.78
Scottish Mortgage
1,146.711
8/12/24
-0.17
380.197
337.453
42.744
12.67
22.98
L
Segro
1,230.149
8/12/24
-0.96
597.274
553.600
43.674
7.89
19.42
S
Severn Trent
3,496.037
8/12/24
-0.63
3,071.895
2,753.896
318.000
11.55
18.10
Shell
3,892.365
8/12/24
0.83
2,673.481
2,937.265
-263.784
-8.98
-6.62
Smith and Nephew
1,607.565
8/12/24
-0.86
1,614.518
1,603.976
10.542
0.66
14.04
L
Smiths Group
2,423.863
8/12/24
0.52
1,654.846
1,560.989
93.858
6.01
6.72
Smurfit Kappa
4,252.538
8/12/24
0.07
3,782.506
2,959.430
823.076
27.81
51.29
S
Spirax-Sarco
10,728.689
8/12/24
0.72
5,054.666
4,340.959
713.707
16.44
26.13
L
SSE
2,611.598
8/12/24
0.86
2,308.441
2,161.472
146.969
6.80
14.69
L
St. James´s Place
960.923
8/12/24
-1.22
1,280.072
1,162.010
118.063
10.16
23.37
Standard Chartered
1,004.033
8/12/24
0.92
1,428.800
1,261.956
166.844
13.22
2.89
L
Taylor Wimpey
219.719
8/12/24
0.54
257.683
180.682
77.001
42.62
55.67
L
Tesco
463.774
8/12/24
0.91
369.559
397.152
-27.593
-6.95
1.14
L
Unilever Plc
6,555.417
8/12/24
-0.34
3,996.663
3,766.792
229.871
6.10
14.17
S
Unite
1,298.846
8/12/24
-1.11
867.751
674.369
193.383
28.68
43.43
S
United Utilities
1,375.052
8/12/24
-0.12
1,387.846
1,292.988
94.858
7.34
18.31
L
Vodafone
103.518
8/12/24
0.87
353.636
307.362
46.275
15.06
27.46
Weir Group
2,647.754
8/12/24
0.79
2,757.683
2,524.180
233.503
9.25
1.22
S
Whitbread
3,913.225
8/12/24
-1.44
7,133.917
6,520.688
613.230
9.40
19.05
instrument
freshest
⇓ Δday
6/01/15
⇓ Δwk
2/09/15
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
959.811
8/12/24
1.68
2,158.253
1,933.100
225.153
11.65
23.98
FTSE - 93 out of 100 instruments rated - 6/01/15 / 2/09/15 - 77 did rise, Market-Ratio(16) in EUR = 82.80 %
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