Assessment - FTSE 100 Index in Euro - 6/29/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
6/29/15
⇓ Δwk
3/09/15
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,494.120
8/12/24
0.52
9,268.487
9,578.591
-310.104
-3.24
5.08
L
3i Group
4,225.116
8/12/24
0.23
727.285
680.735
46.550
6.84
27.59
L
Abrdn
214.126
8/12/24
2.51
641.747
622.232
19.516
3.14
18.16
Admiral Group
3,777.125
8/12/24
0.86
1,950.161
2,114.501
-164.340
-7.77
6.85
L
Airtel Africa
153.997
8/12/24
-0.63
-na-
L
Anglo American
3,125.438
8/12/24
0.29
1,327.873
1,585.179
-257.306
-16.23
-18.04
Antofagasta
2,631.247
8/12/24
1.79
986.980
1,048.196
-61.216
-5.84
1.43
Ashtead
7,212.656
8/12/24
-0.43
1,545.569
1,530.770
14.799
0.97
12.39
Ass Brit Foods
3,408.932
8/12/24
-0.90
4,097.718
4,274.969
-177.251
-4.15
7.25
L
AstraZeneca
17,891.643
8/12/24
0.63
5,734.286
6,074.662
-340.377
-5.60
-2.55
L
Auto Trader
1,116.898
8/12/24
0.81
427.691
-na-
Aviva
677.866
8/12/24
0.35
699.566
782.142
-82.576
-10.56
3.08
S
B&M
622.428
8/12/24
-2.22
482.150
424.154
57.997
13.67
28.43
BAE Systems
1,824.864
8/12/24
2.04
647.767
742.443
-94.676
-12.75
4.20
Barclays
308.134
8/12/24
0.85
369.943
365.834
4.109
1.12
18.53
L
Barratt Developments
734.425
8/12/24
0.15
863.783
711.798
151.984
21.35
48.85
Beazley
1,024.780
8/12/24
1.24
413.832
391.559
22.273
5.69
15.72
Berkeley
7,097.858
8/12/24
1.00
4,638.107
3,667.642
970.466
26.46
41.45
BP
615.428
8/12/24
1.35
598.558
620.839
-22.281
-3.59
1.99
L
BAT
3,921.322
8/12/24
4,865.603
5,231.927
-366.324
-7.00
3.85
L
British Land
552.989
8/12/24
-0.40
1,124.178
1,149.185
-25.008
-2.18
11.73
L
BT Group
198.096
8/12/24
8.43
643.567
632.400
11.167
1.77
20.15
S
Bunzl
4,482.710
8/12/24
0.50
2,462.551
2,589.497
-126.946
-4.90
7.38
S
Burberry Group
939.381
8/12/24
-2.02
2,221.756
2,586.711
-364.956
-14.11
5.33
Centrica
178.216
8/12/24
3.29
377.712
339.741
37.972
11.18
1.75
instrument
freshest
⇓ Δday
6/29/15
⇓ Δwk
3/09/15
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,791.124
8/12/24
0.89
1,933.361
1,594.930
338.432
21.22
13.93
Compass Group
3,295.534
8/12/24
0.90
1,502.170
1,613.038
-110.868
-6.87
7.43
ConvaTec
324.234
8/12/24
-0.17
-na-
CRH (L)
8,982.221
8/12/24
-1.35
2,532.549
2,427.567
104.983
4.32
23.47
S
Croda
5,360.493
8/12/24
-0.05
3,887.722
3,724.753
162.970
4.38
19.96
DCC
7,188.856
8/12/24
-0.29
7,041.859
5,587.129
1,454.730
26.04
44.25
S
Diageo
3,432.031
8/12/24
1.03
2,597.648
2,652.180
-54.532
-2.06
7.54
DS Smith
621.588
8/12/24
1.19
540.529
521.382
19.147
3.67
34.74
Endeavour Mining
2,193.756
8/12/24
1.89
-na-
S
Entain
812.544
8/12/24
3.98
634.887
651.901
-17.014
-2.61
5.44
L
Experian
4,933.501
8/12/24
1.18
1,644.967
1,615.824
29.143
1.80
16.43
F&C Investment Trust
1,436.371
8/12/24
606.188
626.968
-20.780
-3.31
10.76
S
Flutter
20,558.589
8/12/24
-1.28
10,771.385
10,252.125
519.260
5.06
30.93
L
Frasers
1,173.877
8/12/24
-0.42
1,009.380
942.332
67.048
7.12
15.01
Fresnillo
755.985
8/12/24
0.93
980.680
955.565
25.116
2.63
-4.63
Glencore
574.339
8/12/24
1.27
368.263
413.567
-45.305
-10.95
-9.05
GSK
2,200.756
8/12/24
0.42
1,897.522
2,183.382
-285.860
-13.09
-1.64
Haleon
522.470
8/12/24
-1.01
-na-
L
Halma
3,537.729
8/12/24
0.04
1,068.879
961.833
107.046
11.13
24.26
L
Hargreaves Lansdown
1,542.769
8/12/24
1,630.967
1,615.824
15.143
0.94
16.79
Hiscox
1,664.567
8/12/24
1.89
1,164.777
1,271.068
-106.292
-8.36
10.85
L
HSBC
901.442
8/12/24
0.22
807.924
789.107
18.817
2.38
0.06
L
Imperial Brands
2,987.540
8/12/24
0.38
4,372.113
4,421.229
-49.116
-1.11
15.94
Informa
1,130.897
8/12/24
1.03
760.185
778.660
-18.475
-2.37
13.57
InterContinental Hot
10,118.998
8/12/24
-0.61
3,653.927
3,702.466
-48.539
-1.31
10.45
instrument
freshest
⇓ Δday
6/29/15
⇓ Δwk
3/09/15
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
233.025
8/12/24
-0.06
690.466
768.213
-77.747
-10.12
19.24
Intertek
6,551.869
8/12/24
0.60
3,460.731
3,579.886
-119.155
-3.33
3.65
J Sainsbury
377.432
8/12/24
0.67
383.872
383.758
0.114
0.03
10.18
L
JD Sports Fashion
168.487
8/12/24
-4.07
39.787
26.990
12.797
47.42
61.60
Johnson Matthey
2,207.756
8/12/24
0.06
4,303.514
4,678.925
-375.411
-8.02
2.15
Kingfisher
379.952
8/12/24
0.18
494.610
501.184
-6.574
-1.31
14.41
Land Securities
861.683
8/12/24
-0.73
1,705.166
1,725.867
-20.701
-1.20
12.55
S
Legal & General
315.834
8/12/24
0.53
351.953
395.459
-43.506
-11.00
7.74
L
Lloyds Bank
79.518
8/12/24
-0.28
120.216
112.759
7.456
6.61
18.40
L
LSE Group
13,912.922
8/12/24
1.12
3,359.933
3,418.303
-58.371
-1.71
20.45
S
M&G
285.454
8/12/24
1.09
-na-
Melrose
681.366
8/12/24
0.19
199.677
221.922
-22.246
-10.02
-3.32
Mondi
1,992.160
8/12/24
-0.42
1,937.561
1,866.555
71.006
3.80
29.71
S
National Grid
1,369.733
8/12/24
-0.04
1,165.477
1,210.336
-44.859
-3.71
-0.12
L
NatWest
468.431
8/12/24
0.48
500.630
512.328
-11.698
-2.28
6.28
Next
13,358.533
8/12/24
0.23
10,457.791
10,461.067
-3.276
-0.03
15.53
Ocado
527.369
8/12/24
0.72
601.988
516.089
85.899
16.64
34.49
Pearson
1,448.271
8/12/24
-0.72
1,720.566
2,021.173
-300.607
-14.87
6.05
Pershing Square
4,947.501
8/12/24
-0.79
-na-
L
Persimmon
2,208.456
8/12/24
0.03
2,752.345
2,425.129
327.216
13.49
39.13
Phoenix
753.185
8/12/24
0.47
871.544
916.711
-45.167
-4.93
11.96
Prudential
889.542
8/12/24
0.41
2,160.857
2,317.175
-156.318
-6.75
9.68
Reckitt Benckiser
5,851.883
8/12/24
7,795.044
8,120.908
-325.864
-4.01
9.70
RELX
4,943.301
8/12/24
0.57
1,464.371
1,576.821
-112.451
-7.13
6.15
L
Rentokil Initial
656.587
8/12/24
1.01
208.876
191.670
17.206
8.98
27.05
instrument
freshest
⇓ Δday
6/29/15
⇓ Δwk
3/09/15
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
752.065
8/12/24
0.04
462.551
415.100
47.451
11.43
43.31
Rio Tinto
6,918.662
8/12/24
0.56
3,768.025
4,054.186
-286.161
-7.06
-4.63
Rolls-Royce
681.366
8/12/24
0.35
1,248.775
1,386.683
-137.908
-9.95
0.86
S
RS Group
1,055.579
8/12/24
-0.40
299.034
340.577
-41.543
-12.20
-0.14
S
Sage Group
1,407.672
8/12/24
1.03
737.085
676.975
60.111
8.88
30.42
L
Schroders
472.071
8/12/24
-0.12
763.489
731.718
31.771
4.34
26.13
Scottish Mortgage
1,154.417
8/12/24
-0.17
362.033
358.685
3.348
0.93
13.70
L
Segro
1,238.415
8/12/24
-0.96
571.189
594.372
-23.184
-3.90
12.01
S
Severn Trent
3,519.530
8/12/24
-0.63
2,970.741
2,819.334
151.406
5.37
12.53
Shell
3,918.522
8/12/24
0.83
2,546.549
2,827.692
-281.143
-9.94
-10.16
Smith and Nephew
1,618.368
8/12/24
-0.86
1,517.570
1,568.464
-50.894
-3.24
5.91
L
Smiths Group
2,440.151
8/12/24
0.52
1,577.768
1,659.005
-81.237
-4.90
1.78
Smurfit Kappa
4,281.115
8/12/24
0.07
3,520.930
3,596.601
-75.672
-2.10
35.74
S
Spirax-Sarco
10,800.784
8/12/24
0.72
4,723.506
4,719.320
4.185
0.09
15.61
L
SSE
2,629.148
8/12/24
0.86
2,182.556
2,114.501
68.056
3.22
7.34
L
St. James´s Place
967.381
8/12/24
-1.22
1,282.115
1,314.250
-32.135
-2.45
21.32
Standard Chartered
1,010.780
8/12/24
0.92
1,434.971
1,454.242
-19.270
-1.33
4.28
L
Taylor Wimpey
221.196
8/12/24
0.54
262.355
205.878
56.476
27.43
51.30
L
Tesco
466.891
8/12/24
0.91
387.904
423.987
-36.082
-8.51
7.82
L
Unilever Plc
6,599.468
8/12/24
-0.34
3,858.323
3,939.267
-80.944
-2.05
8.86
S
Unite
1,307.574
8/12/24
-1.11
802.884
772.392
30.492
3.95
28.13
S
United Utilities
1,384.292
8/12/24
-0.12
1,295.674
1,284.998
10.676
0.83
8.81
L
Vodafone
104.214
8/12/24
0.87
325.913
305.196
20.718
6.79
14.90
Weir Group
2,665.547
8/12/24
0.79
2,437.351
2,564.828
-127.477
-4.97
-9.03
S
Whitbread
3,939.521
8/12/24
-1.44
7,020.860
7,354.994
-334.134
-4.54
14.65
instrument
freshest
⇓ Δday
6/29/15
⇓ Δwk
3/09/15
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
966.261
8/12/24
1.68
2,017.360
2,171.612
-154.252
-7.10
13.68
FTSE - 93 out of 100 instruments rated - 6/29/15 / 3/09/15 - 40 did rise, Market-Ratio(16) in EUR = 43.01 %
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