Assessment - FTSE 100 Index in Euro - 6/08/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
6/08/15
⇓ Δwk
2/16/15
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,159.780
8/12/24
0.52
9,229.360
9,280.078
-50.719
-0.55
5.21
L
3i Group
4,102.216
8/12/24
0.23
746.908
636.893
110.015
17.27
33.57
L
Abrdn
207.897
8/12/24
2.51
637.352
542.428
94.924
17.50
19.38
Admiral Group
3,667.256
8/12/24
0.86
1,977.708
1,935.309
42.399
2.19
8.61
L
Airtel Africa
149.517
8/12/24
-0.63
-na-
L
Anglo American
3,034.525
8/12/24
0.29
1,366.726
1,651.780
-285.054
-17.26
-17.01
Antofagasta
2,554.710
8/12/24
1.79
992.252
1,015.022
-22.770
-2.24
2.21
Ashtead
7,002.854
8/12/24
-0.43
1,545.467
1,469.752
75.715
5.15
14.75
Ass Brit Foods
3,309.773
8/12/24
-0.90
3,996.194
3,959.940
36.254
0.92
5.13
L
AstraZeneca
17,371.211
8/12/24
0.63
5,889.629
6,047.503
-157.874
-2.61
0.54
L
Auto Trader
1,084.409
8/12/24
0.81
391.124
-na-
Aviva
658.149
8/12/24
0.35
695.256
732.846
-37.590
-5.13
2.97
S
B&M
604.322
8/12/24
-2.22
460.446
412.776
47.670
11.55
-na-
BAE Systems
1,771.782
8/12/24
2.04
671.197
705.102
-33.905
-4.81
9.50
Barclays
299.171
8/12/24
0.85
356.123
350.250
5.873
1.68
15.42
L
Barratt Developments
713.062
8/12/24
0.15
803.317
655.840
147.477
22.49
43.34
Beazley
994.971
8/12/24
1.24
407.639
397.347
10.292
2.59
15.71
Berkeley
6,891.396
8/12/24
1.00
4,175.615
3,437.542
738.073
21.47
30.24
BP
597.526
8/12/24
1.35
600.652
611.585
-10.932
-1.79
2.07
L
BAT
3,807.258
8/12/24
4,663.586
4,864.664
-201.078
-4.13
0.04
L
British Land
536.904
8/12/24
-0.40
1,111.187
1,123.291
-12.105
-1.08
12.18
L
BT Group
192.334
8/12/24
8.43
596.439
592.773
3.666
0.62
12.88
S
Bunzl
4,352.317
8/12/24
0.50
2,532.282
2,538.909
-6.627
-0.26
11.92
S
Burberry Group
912.057
8/12/24
-2.02
2,250.917
2,505.075
-254.158
-10.15
8.14
Centrica
173.032
8/12/24
3.29
359.250
377.318
-18.068
-4.79
-3.71
instrument
freshest
⇓ Δday
6/08/15
⇓ Δwk
2/16/15
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,680.848
8/12/24
0.89
1,902.950
1,613.209
289.741
17.96
12.90
Compass Group
3,199.674
8/12/24
0.90
1,512.845
1,509.000
3.845
0.25
9.51
ConvaTec
314.802
8/12/24
-0.17
-na-
CRH (L)
8,720.946
8/12/24
-1.35
2,476.050
2,470.767
5.283
0.21
22.11
S
Croda
5,204.567
8/12/24
-0.05
3,835.803
3,695.683
140.120
3.79
19.91
DCC
6,979.747
8/12/24
-0.29
7,040.913
5,115.713
1,925.201
37.63
47.86
S
Diageo
3,332.201
8/12/24
1.03
2,555.389
2,489.511
65.878
2.65
6.45
DS Smith
603.507
8/12/24
1.19
485.932
436.054
49.878
11.44
22.70
Endeavour Mining
2,129.944
8/12/24
1.89
-na-
S
Entain
788.909
8/12/24
3.98
618.459
607.660
10.799
1.78
3.32
L
Experian
4,789.996
8/12/24
1.18
1,655.566
1,598.322
57.244
3.58
19.00
F&C Investment Trust
1,394.590
8/12/24
609.623
626.472
-16.848
-2.69
13.13
S
Flutter
19,960.581
8/12/24
-1.28
10,587.196
8,990.391
1,596.805
17.76
32.83
L
Frasers
1,139.731
8/12/24
-0.42
898.464
918.934
-20.470
-2.23
2.16
Fresnillo
733.995
8/12/24
0.93
973.902
1,137.502
-163.599
-14.38
-5.47
Glencore
557.632
8/12/24
1.27
373.522
392.137
-18.615
-4.75
-8.12
GSK
2,136.740
8/12/24
0.42
1,897.784
2,102.247
-204.462
-9.73
-1.88
Haleon
507.272
8/12/24
-1.01
-na-
L
Halma
3,434.824
8/12/24
0.04
1,024.195
942.617
81.577
8.65
21.34
L
Hargreaves Lansdown
1,497.893
8/12/24
1,671.877
1,383.137
288.740
20.88
20.08
Hiscox
1,616.148
8/12/24
1.89
1,147.886
1,161.893
-14.007
-1.21
10.42
L
HSBC
875.221
8/12/24
0.22
842.055
813.507
28.549
3.51
4.82
L
Imperial Brands
2,900.639
8/12/24
0.38
4,344.162
4,056.029
288.133
7.10
17.16
Informa
1,098.002
8/12/24
1.03
755.063
720.666
34.397
4.77
14.08
InterContinental Hot
9,824.657
8/12/24
-0.61
3,649.585
3,502.504
147.082
4.20
11.92
instrument
freshest
⇓ Δday
6/08/15
⇓ Δwk
2/16/15
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
226.247
8/12/24
-0.06
707.489
759.913
-52.424
-6.90
24.82
Intertek
6,361.288
8/12/24
0.60
3,471.524
3,394.235
77.289
2.28
3.84
J Sainsbury
366.454
8/12/24
0.67
336.142
361.321
-25.178
-6.97
-4.13
L
JD Sports Fashion
163.586
8/12/24
-4.07
35.340
26.472
8.869
33.50
47.89
Johnson Matthey
2,143.537
8/12/24
0.06
4,448.824
4,654.216
-205.392
-4.41
6.25
Kingfisher
368.900
8/12/24
0.18
516.243
464.204
52.039
11.21
20.05
Land Securities
836.618
8/12/24
-0.73
1,693.625
1,682.230
11.395
0.68
13.66
S
Legal & General
306.647
8/12/24
0.53
356.939
364.731
-7.792
-2.14
10.75
L
Lloyds Bank
77.205
8/12/24
-0.28
117.480
102.490
14.990
14.63
17.10
L
LSE Group
13,508.223
8/12/24
1.12
3,206.470
3,237.245
-30.775
-0.95
17.63
S
M&G
277.151
8/12/24
1.09
-na-
Melrose
661.547
8/12/24
0.19
205.710
235.087
-29.377
-12.50
-0.43
Mondi
1,934.212
8/12/24
-0.42
1,859.454
1,693.057
166.396
9.83
26.76
S
National Grid
1,329.890
8/12/24
-0.04
1,167.867
1,190.418
-22.551
-1.89
0.81
L
NatWest
454.805
8/12/24
0.48
478.320
519.962
-41.642
-8.01
2.43
Next
12,969.960
8/12/24
0.23
9,854.560
9,784.815
69.745
0.71
10.34
Ocado
512.029
8/12/24
0.72
484.708
521.451
-36.742
-7.05
9.03
Pearson
1,406.144
8/12/24
-0.72
1,772.462
1,852.754
-80.293
-4.33
10.77
Pershing Square
4,803.588
8/12/24
-0.79
-na-
L
Persimmon
2,144.216
8/12/24
0.03
2,579.856
2,260.116
319.740
14.15
34.56
Phoenix
731.276
8/12/24
0.47
869.063
857.020
12.044
1.41
14.12
Prudential
863.667
8/12/24
0.41
2,139.459
2,165.381
-25.922
-1.20
10.25
Reckitt Benckiser
5,681.664
8/12/24
7,751.801
7,592.367
159.434
2.10
10.31
RELX
4,799.511
8/12/24
0.57
1,443.523
1,567.194
-123.671
-7.89
6.00
L
Rentokil Initial
637.488
8/12/24
1.01
204.567
170.388
34.179
20.06
27.00
instrument
freshest
⇓ Δday
6/08/15
⇓ Δwk
2/16/15
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
730.189
8/12/24
0.04
441.077
353.363
87.713
24.82
40.45
Rio Tinto
6,717.412
8/12/24
0.56
3,831.045
4,281.364
-450.319
-10.52
-3.06
Rolls-Royce
661.547
8/12/24
0.35
1,312.356
1,267.425
44.931
3.55
5.99
S
RS Group
1,024.874
8/12/24
-0.40
323.637
288.672
34.965
12.11
7.71
S
Sage Group
1,366.726
8/12/24
1.03
740.111
636.622
103.489
16.26
33.90
L
Schroders
458.339
8/12/24
-0.12
749.599
678.942
70.657
10.41
26.03
Scottish Mortgage
1,120.837
8/12/24
-0.17
371.755
346.461
25.294
7.30
19.34
L
Segro
1,202.392
8/12/24
-0.96
561.234
571.661
-10.426
-1.82
11.67
S
Severn Trent
3,417.154
8/12/24
-0.63
2,927.824
2,736.500
191.324
6.99
12.08
Shell
3,804.540
8/12/24
0.83
2,585.293
2,884.693
-299.401
-10.38
-9.55
Smith and Nephew
1,571.293
8/12/24
-0.86
1,510.126
1,563.134
-53.008
-3.39
6.16
L
Smiths Group
2,369.172
8/12/24
0.52
1,606.633
1,596.968
9.665
0.61
3.59
Smurfit Kappa
4,156.586
8/12/24
0.07
3,466.087
3,261.605
204.482
6.27
37.33
S
Spirax-Sarco
10,486.611
8/12/24
0.72
4,827.851
4,408.350
419.501
9.52
19.79
L
SSE
2,552.671
8/12/24
0.86
2,168.003
2,080.119
87.884
4.22
7.36
L
St. James´s Place
939.242
8/12/24
-1.22
1,222.400
1,217.350
5.050
0.41
17.24
Standard Chartered
981.378
8/12/24
0.92
1,389.833
1,286.642
103.190
8.02
0.33
L
Taylor Wimpey
214.761
8/12/24
0.54
250.510
192.448
58.061
30.17
49.65
L
Tesco
453.310
8/12/24
0.91
350.374
415.537
-65.163
-15.68
-3.73
L
Unilever Plc
6,407.503
8/12/24
-0.34
3,815.414
3,720.395
95.019
2.55
8.60
S
Unite
1,269.539
8/12/24
-1.11
794.481
691.569
102.913
14.88
30.13
S
United Utilities
1,344.026
8/12/24
-0.12
1,308.278
1,272.838
35.440
2.78
11.01
L
Vodafone
101.183
8/12/24
0.87
331.657
311.274
20.383
6.55
18.86
Weir Group
2,588.011
8/12/24
0.79
2,635.653
2,514.549
121.104
4.82
-3.00
S
Whitbread
3,824.929
8/12/24
-1.44
6,756.830
6,780.349
-23.519
-0.35
12.07
instrument
freshest
⇓ Δday
6/08/15
⇓ Δwk
2/16/15
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
938.154
8/12/24
1.68
2,021.204
1,955.610
65.595
3.35
15.47
FTSE - 93 out of 100 instruments rated - 6/08/15 / 2/16/15 - 58 did rise, Market-Ratio(16) in EUR = 62.37 %
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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