Assessment - FTSE 100 Index in Euro - 7/13/15 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
7/13/15
⇓ Δwk
3/23/15
prc diff
⇓ Δ16
∅-RS
FTSE
11,555.595
8/12/24
0.52
9,483.392
9,614.303
-130.911
-1.36
7.18
L
JD Sports Fashion
169.388
8/12/24
-4.07
39.972
27.011
12.961
47.98
58.33
L
Taylor Wimpey
222.379
8/12/24
0.54
270.091
211.202
58.889
27.88
52.40
L
Barratt Developments
738.353
8/12/24
0.15
902.885
728.825
174.060
23.88
52.08
DCC
7,227.305
8/12/24
-0.29
7,389.163
5,663.934
1,725.228
30.46
49.06
Ocado
530.190
8/12/24
0.72
661.224
495.082
166.143
33.56
46.69
Rightmove
756.087
8/12/24
0.04
481.914
407.240
74.674
18.34
46.64
Berkeley
7,135.820
8/12/24
1.00
4,716.397
3,627.910
1,088.487
30.00
41.71
L
Persimmon
2,220.267
8/12/24
0.03
2,834.623
2,288.251
546.372
23.88
40.39
Smurfit Kappa
4,304.011
8/12/24
0.07
3,731.175
3,550.546
180.629
5.09
40.81
DS Smith
624.912
8/12/24
1.19
563.828
500.410
63.418
12.67
38.24
Mondi
2,002.815
8/12/24
-0.42
2,088.670
1,830.601
258.069
14.10
37.90
S
Unite
1,314.567
8/12/24
-1.11
867.699
792.350
75.349
9.51
35.89
S
Flutter
20,668.543
8/12/24
-1.28
11,361.013
10,519.126
841.888
8.00
34.98
L
3i Group
4,247.713
8/12/24
0.23
769.177
689.891
79.286
11.49
33.16
Int Cons Airlines
234.272
8/12/24
-0.06
772.695
808.743
-36.048
-4.46
31.29
S
Sage Group
1,415.201
8/12/24
1.03
750.176
653.825
96.351
14.74
30.71
L
LSE Group
13,987.333
8/12/24
1.12
3,638.283
3,504.098
134.184
3.83
28.53
L
Rentokil Initial
660.099
8/12/24
1.01
213.652
192.350
21.303
11.07
28.12
S
B&M
625.757
8/12/24
-2.22
484.729
420.765
63.964
15.20
27.51
L
St. James´s Place
972.555
8/12/24
-1.22
1,355.384
1,331.284
24.099
1.81
26.93
CRH (L)
9,030.260
8/12/24
-1.35
2,625.447
2,530.055
95.392
3.77
26.68
L
Halma
3,556.650
8/12/24
0.04
1,092.189
984.290
107.899
10.96
25.19
L
Schroders
474.595
8/12/24
-0.12
760.873
770.342
-9.469
-1.23
24.16
Beazley
1,030.260
8/12/24
1.24
441.239
408.470
32.769
8.02
22.11
⇓ instrument
freshest
⇓ Δday
7/13/15
⇓ Δwk
3/23/15
prc diff
⇓ Δ16
∅-RS
Barclays
309.782
8/12/24
0.85
385.222
351.298
33.924
9.66
21.95
S
Croda
5,389.163
8/12/24
-0.05
3,969.036
3,767.760
201.276
5.34
20.91
Hiscox
1,673.469
8/12/24
1.89
1,272.343
1,292.381
-20.038
-1.55
20.39
L
Imperial Brands
3,003.519
8/12/24
0.38
4,585.503
4,323.771
261.733
6.05
20.34
L
Hargreaves Lansdown
1,551.020
8/12/24
1,677.692
1,658.470
19.222
1.16
20.02
Land Securities
866.291
8/12/24
-0.73
1,833.920
1,741.803
92.116
5.29
19.68
L
BT Group
199.156
8/12/24
8.43
647.643
635.792
11.850
1.86
19.67
S
Whitbread
3,960.591
8/12/24
-1.44
7,368.051
7,308.743
59.307
0.81
19.19
L
Experian
4,959.887
8/12/24
1.18
1,694.581
1,568.306
126.275
8.05
18.71
L
Segro
1,245.039
8/12/24
-0.96
610.978
600.000
10.978
1.83
18.55
L
Frasers
1,180.155
8/12/24
-0.42
1,035.890
883.197
152.693
17.29
17.59
WPP Group
971.429
8/12/24
1.68
2,114.004
2,144.180
-30.176
-1.41
18.06
Kingfisher
381.985
8/12/24
0.18
510.908
509.153
1.755
0.34
17.74
Informa
1,136.946
8/12/24
1.03
793.807
790.301
3.507
0.44
17.55
L
Lloyds Bank
79.944
8/12/24
-0.28
120.056
109.945
10.111
9.20
17.18
Next
13,429.979
8/12/24
0.23
10,633.357
9,863.388
769.969
7.81
16.35
L
Abrdn
215.271
8/12/24
2.51
639.831
654.372
-14.540
-2.22
16.50
L
Vodafone
104.771
8/12/24
0.87
332.935
310.997
21.937
7.05
16.09
L
British Land
555.947
8/12/24
-0.40
1,179.451
1,186.475
-7.024
-0.59
16.04
Scottish Mortgage
1,160.591
8/12/24
-0.17
373.681
369.672
4.008
1.08
15.93
Ass Brit Foods
3,427.164
8/12/24
-0.90
4,412.386
4,113.388
298.998
7.27
15.24
Prudential
894.300
8/12/24
0.41
2,296.270
2,379.098
-82.828
-3.48
15.45
S
Spirax-Sarco
10,858.550
8/12/24
0.72
4,760.028
4,893.347
-133.319
-2.72
15.25
Reckitt Benckiser
5,883.181
8/12/24
8,202.674
8,193.989
8.685
0.11
14.53
S
Legal & General
317.523
8/12/24
0.53
376.073
400.000
-23.927
-5.98
14.14
⇓ instrument
freshest
⇓ Δday
7/13/15
⇓ Δwk
3/23/15
prc diff
⇓ Δ16
∅-RS
Phoenix
757.213
8/12/24
0.47
899.350
922.561
-23.212
-2.52
13.93
L
Unilever Plc
6,634.764
8/12/24
-0.34
4,054.891
3,968.579
86.312
2.17
13.78
S
Severn Trent
3,538.353
8/12/24
-0.63
3,023.223
2,844.262
178.961
6.29
13.70
InterContinental Hot
10,173.117
8/12/24
-0.61
3,786.066
3,635.246
150.820
4.15
13.64
Admiral Group
3,797.326
8/12/24
0.86
2,071.780
2,127.049
-55.269
-2.60
13.51
F&C Investment Trust
1,444.053
8/12/24
627.023
635.246
-8.223
-1.29
13.45
S
Diageo
3,450.387
8/12/24
1.03
2,714.989
2,649.590
65.399
2.47
11.95
Compass Group
3,313.160
8/12/24
0.90
1,567.910
1,629.781
-61.872
-3.80
11.47
L
Coca-Cola HBC
3,811.400
8/12/24
0.89
1,893.033
1,631.148
261.886
16.06
11.02
Smith and Nephew
1,627.023
8/12/24
-0.86
1,600.281
1,588.798
11.484
0.72
10.99
L
SSE
2,643.209
8/12/24
0.86
2,263.195
2,142.077
121.118
5.65
10.86
RELX
4,969.740
8/12/24
0.57
1,527.094
1,599.727
-72.633
-4.54
9.73
Aviva
681.492
8/12/24
0.35
745.954
771.175
-25.221
-3.27
9.60
BAE Systems
1,834.623
8/12/24
2.04
681.633
737.705
-56.072
-7.60
8.85
L
BAT
3,942.294
8/12/24
5,090.781
5,059.426
31.355
0.62
8.23
S
Bunzl
4,506.685
8/12/24
0.50
2,498.241
2,551.913
-53.672
-2.10
8.17
Pearson
1,456.017
8/12/24
-0.72
1,759.324
2,036.885
-277.561
-13.63
7.69
S
Burberry Group
944.405
8/12/24
-2.02
2,270.232
2,497.268
-227.036
-9.09
6.82
J Sainsbury
379.451
8/12/24
0.67
370.303
372.814
-2.512
-0.67
6.47
Ashtead
7,251.232
8/12/24
-0.43
1,483.462
1,524.891
-41.428
-2.72
6.58
L
Tesco
469.388
8/12/24
0.91
378.846
426.721
-47.875
-11.22
5.96
Centrica
179.170
8/12/24
3.29
388.177
353.552
34.625
9.79
4.72
S
Entain
816.890
8/12/24
3.98
635.468
628.415
7.053
1.12
4.92
L
NatWest
470.936
8/12/24
0.48
494.863
483.743
11.120
2.30
4.30
S
United Utilities
1,391.696
8/12/24
-0.12
1,250.528
1,308.743
-58.215
-4.45
4.49
⇓ instrument
freshest
⇓ Δday
7/13/15
⇓ Δwk
3/23/15
prc diff
⇓ Δ16
∅-RS
Standard Chartered
1,016.186
8/12/24
0.92
1,429.275
1,558.743
-129.468
-8.31
4.03
L
Smiths Group
2,453.202
8/12/24
0.52
1,601.689
1,653.005
-51.317
-3.10
3.40
L
AstraZeneca
17,987.333
8/12/24
0.63
6,095.707
6,612.022
-516.315
-7.81
3.38
BP
618.719
8/12/24
1.35
603.519
611.885
-8.367
-1.37
3.09
S
National Grid
1,377.058
8/12/24
-0.04
1,197.889
1,218.306
-20.417
-1.68
2.27
GSK
2,212.526
8/12/24
0.42
1,965.799
2,223.210
-257.412
-11.58
2.06
Johnson Matthey
2,219.564
8/12/24
0.06
4,292.752
4,655.738
-362.986
-7.80
1.57
Intertek
6,586.911
8/12/24
0.60
3,362.421
3,521.230
-158.809
-4.51
0.76
L
HSBC
906.263
8/12/24
0.22
809.571
790.574
18.997
2.40
-0.02
Melrose
685.011
8/12/24
0.19
204.325
224.217
-19.892
-8.87
-0.96
S
RS Group
1,061.224
8/12/24
-0.40
295.426
343.306
-47.880
-13.95
-0.98
Antofagasta
2,645.320
8/12/24
1.79
938.776
993.169
-54.394
-5.48
-3.44
Rio Tinto
6,955.665
8/12/24
0.56
3,660.099
4,019.809
-359.710
-8.95
-7.09
Fresnillo
760.028
8/12/24
0.93
945.109
969.262
-24.153
-2.49
-7.59
Shell
3,939.479
8/12/24
0.83
2,558.761
2,860.656
-301.894
-10.55
-9.11
Rolls-Royce
685.011
8/12/24
0.35
1,095.004
1,348.361
-253.357
-18.79
-11.17
Glencore
577.410
8/12/24
1.27
352.428
419.536
-67.108
-16.00
-12.42
Weir Group
2,679.803
8/12/24
0.79
2,284.307
2,447.951
-163.644
-6.68
-13.69
L
Anglo American
3,142.153
8/12/24
0.29
1,236.031
1,521.858
-285.827
-18.78
-22.59
L
Airtel Africa
154.821
8/12/24
-0.63
-na-
L
Auto Trader
1,122.871
8/12/24
0.81
452.639
362.022
90.617
25.03
-na-
ConvaTec
325.968
8/12/24
-0.17
-na-
Endeavour Mining
2,205.489
8/12/24
1.89
-na-
Haleon
525.264
8/12/24
-1.01
-na-
S
M&G
286.981
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
7/13/15
⇓ Δwk
3/23/15
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,973.962
8/12/24
-0.79
-na-
FTSE - 94 out of 100 instruments rated - 7/13/15 / 3/23/15 - 53 did rise, Market-Ratio(16) in EUR = 56.38 %
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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