Assessment - FTSE 100 Index in Euro - 8/03/15 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
8/03/15
⇓ Δwk
4/13/15
prc diff
⇓ Δ16
∅-RS
FTSE
11,683.862
8/12/24
0.52
9,518.457
9,807.441
-288.984
-2.95
6.93
L
JD Sports Fashion
171.268
8/12/24
-4.07
46.506
27.655
18.851
68.17
77.24
Rightmove
764.480
8/12/24
0.04
520.279
439.956
80.323
18.26
53.60
L
Taylor Wimpey
224.847
8/12/24
0.54
276.078
228.099
47.979
21.03
50.55
L
Barratt Developments
746.549
8/12/24
0.15
898.677
767.041
131.635
17.16
45.81
Smurfit Kappa
4,351.786
8/12/24
0.07
3,903.515
4,081.633
-178.118
-4.36
41.85
Mondi
2,025.046
8/12/24
-0.42
2,195.816
1,958.906
236.910
12.09
41.31
DCC
7,307.528
8/12/24
-0.29
7,186.566
5,861.446
1,325.119
22.61
41.20
Berkeley
7,215.028
8/12/24
1.00
4,754.518
3,797.029
957.489
25.22
39.76
L
Persimmon
2,244.912
8/12/24
0.03
2,888.857
2,444.815
444.043
18.16
38.51
S
Unite
1,329.159
8/12/24
-1.11
906.503
816.327
90.177
11.05
37.72
DS Smith
631.849
8/12/24
1.19
577.629
527.697
49.932
9.46
37.63
S
Flutter
20,897.964
8/12/24
-1.28
11,616.621
11,718.728
-102.107
-0.87
33.61
S
B&M
632.702
8/12/24
-2.22
510.175
421.005
89.170
21.18
31.72
L
3i Group
4,294.863
8/12/24
0.23
781.984
710.121
71.863
10.12
31.91
Beazley
1,041.696
8/12/24
1.24
484.417
412.189
72.228
17.52
31.48
S
Croda
5,448.982
8/12/24
-0.05
4,360.324
4,026.100
334.224
8.30
29.93
CRH (L)
9,130.496
8/12/24
-1.35
2,734.609
2,485.076
249.534
10.04
29.42
L
Frasers
1,193.255
8/12/24
-0.42
1,136.331
898.931
237.400
26.41
27.72
Int Cons Airlines
236.872
8/12/24
-0.06
784.118
846.869
-62.751
-7.41
28.08
Barclays
313.220
8/12/24
0.85
410.132
360.197
49.935
13.86
27.03
L
St. James´s Place
983.350
8/12/24
-1.22
1,383.006
1,379.981
3.025
0.22
27.11
L
LSE Group
14,142.592
8/12/24
1.12
3,672.976
3,572.123
100.853
2.82
26.08
Hiscox
1,692.045
8/12/24
1.89
1,337.697
1,223.796
113.902
9.31
24.88
Informa
1,149.566
8/12/24
1.03
853.138
826.739
26.399
3.19
24.56
⇓ instrument
freshest
⇓ Δday
8/03/15
⇓ Δwk
4/13/15
prc diff
⇓ Δ16
∅-RS
S
Sage Group
1,430.909
8/12/24
1.03
734.310
663.057
71.253
10.75
24.64
L
Imperial Brands
3,036.858
8/12/24
0.38
4,811.441
4,488.407
323.034
7.20
24.01
L
Rentokil Initial
667.426
8/12/24
1.01
210.758
194.225
16.534
8.51
23.92
Ocado
536.075
8/12/24
0.72
564.394
508.677
55.718
10.95
23.55
Next
13,579.052
8/12/24
0.23
11,327.736
9,773.705
1,554.030
15.90
22.07
L
Segro
1,258.859
8/12/24
-0.96
639.676
607.525
32.151
5.29
21.86
Reckitt Benckiser
5,948.484
8/12/24
8,837.341
8,443.704
393.638
4.66
21.52
L
BT Group
201.366
8/12/24
8.43
667.710
633.070
34.641
5.47
21.25
L
Schroders
479.863
8/12/24
-0.12
758.916
800.083
-41.168
-5.15
21.43
L
Halma
3,596.129
8/12/24
0.04
1,077.273
1,007.219
70.054
6.96
20.59
L
Hargreaves Lansdown
1,568.237
8/12/24
1,700.583
1,717.340
-16.757
-0.98
20.40
Ass Brit Foods
3,465.206
8/12/24
-0.90
4,616.479
4,151.048
465.431
11.21
19.17
Land Securities
875.907
8/12/24
-0.73
1,850.007
1,793.697
56.310
3.14
18.32
L
Experian
5,014.942
8/12/24
1.18
1,713.391
1,634.041
79.350
4.86
18.28
L
Vodafone
105.934
8/12/24
0.87
343.532
318.201
25.331
7.96
17.67
Kingfisher
386.225
8/12/24
0.18
516.579
502.568
14.011
2.79
17.50
S
Whitbread
4,004.554
8/12/24
-1.44
7,371.567
7,482.993
-111.426
-1.49
17.16
S
Severn Trent
3,577.629
8/12/24
-0.63
3,135.050
3,008.469
126.582
4.21
16.38
Scottish Mortgage
1,173.474
8/12/24
-0.17
383.663
391.226
-7.563
-1.93
16.50
Phoenix
765.618
8/12/24
0.47
939.261
908.349
30.912
3.40
16.42
Intertek
6,660.025
8/12/24
0.60
3,872.207
3,642.926
229.281
6.29
15.90
L
British Land
562.118
8/12/24
-0.40
1,201.082
1,193.947
7.135
0.60
16.28
L
Unilever Plc
6,708.410
8/12/24
-0.34
4,183.862
4,044.148
139.714
3.45
16.07
Smith and Nephew
1,645.083
8/12/24
-0.86
1,690.622
1,652.089
38.532
2.33
15.78
L
Abrdn
217.660
8/12/24
2.51
646.791
657.920
-11.129
-1.69
15.79
⇓ instrument
freshest
⇓ Δday
8/03/15
⇓ Δwk
4/13/15
prc diff
⇓ Δ16
∅-RS
Admiral Group
3,839.476
8/12/24
0.86
2,120.393
2,210.190
-89.797
-4.06
15.70
WPP Group
982.211
8/12/24
1.68
2,094.777
2,218.520
-123.743
-5.58
14.89
S
Spirax-Sarco
10,979.080
8/12/24
0.72
4,798.634
5,075.052
-276.418
-5.45
14.14
L
BAT
3,986.054
8/12/24
5,386.367
5,083.993
302.374
5.95
13.68
L
Lloyds Bank
80.831
8/12/24
-0.28
118.215
110.232
7.984
7.24
13.63
RELX
5,024.904
8/12/24
0.57
1,599.545
1,635.430
-35.885
-2.19
13.15
F&C Investment Trust
1,460.082
8/12/24
633.129
631.820
1.309
0.21
12.74
InterContinental Hot
10,286.039
8/12/24
-0.61
3,786.822
3,840.067
-53.244
-1.39
12.41
L
Coca-Cola HBC
3,853.707
8/12/24
0.89
1,912.623
1,881.161
31.462
1.67
11.73
S
Bunzl
4,556.710
8/12/24
0.50
2,618.472
2,646.120
-27.648
-1.04
11.92
S
Legal & General
321.047
8/12/24
0.53
369.717
395.807
-26.090
-6.59
10.62
Melrose
692.614
8/12/24
0.19
224.306
223.619
0.687
0.31
8.56
J Sainsbury
383.663
8/12/24
0.67
374.840
381.647
-6.807
-1.78
8.17
Aviva
689.056
8/12/24
0.35
738.580
779.536
-40.957
-5.25
7.44
L
Tesco
474.598
8/12/24
0.91
381.429
429.613
-48.184
-11.22
7.47
BAE Systems
1,854.988
8/12/24
2.04
677.530
744.829
-67.299
-9.04
6.65
S
Burberry Group
954.888
8/12/24
-2.02
2,278.355
2,468.416
-190.061
-7.70
5.83
L
Smiths Group
2,480.433
8/12/24
0.52
1,635.122
1,552.131
82.991
5.35
5.41
Prudential
904.227
8/12/24
0.41
2,125.374
2,355.269
-229.895
-9.76
5.28
L
SSE
2,672.549
8/12/24
0.86
2,161.662
2,168.541
-6.879
-0.32
4.95
S
United Utilities
1,407.144
8/12/24
-0.12
1,260.139
1,359.156
-99.016
-7.29
4.64
S
Diageo
3,488.686
8/12/24
1.03
2,557.279
2,694.016
-136.737
-5.08
4.53
L
AstraZeneca
18,186.993
8/12/24
0.63
6,179.024
6,550.743
-371.719
-5.67
4.20
GSK
2,237.085
8/12/24
0.42
2,006.973
2,285.187
-278.214
-12.17
4.09
S
National Grid
1,392.344
8/12/24
-0.04
1,212.893
1,253.228
-40.335
-3.22
2.96
⇓ instrument
freshest
⇓ Δday
8/03/15
⇓ Δwk
4/13/15
prc diff
⇓ Δ16
∅-RS
Centrica
181.158
8/12/24
3.29
377.828
363.876
13.952
3.83
1.93
Pearson
1,472.179
8/12/24
-0.72
1,692.045
2,003.332
-311.287
-15.54
2.32
L
HSBC
916.323
8/12/24
0.22
827.238
857.976
-30.738
-3.58
1.81
Compass Group
3,349.936
8/12/24
0.90
1,450.121
1,682.632
-232.511
-13.82
1.83
Standard Chartered
1,027.465
8/12/24
0.92
1,386.225
1,535.471
-149.247
-9.72
1.30
L
NatWest
476.163
8/12/24
0.48
480.433
490.351
-9.919
-2.02
0.13
Rolls-Royce
692.614
8/12/24
0.35
1,196.812
1,345.273
-148.461
-11.04
-1.72
S
Entain
825.957
8/12/24
3.98
596.272
621.269
-24.997
-4.02
-2.09
Ashtead
7,331.720
8/12/24
-0.43
1,373.274
1,517.423
-144.149
-9.50
-2.69
Johnson Matthey
2,244.201
8/12/24
0.06
4,098.477
4,892.406
-793.929
-16.23
-3.49
BP
625.587
8/12/24
1.35
557.066
653.894
-96.829
-14.81
-4.43
S
RS Group
1,073.004
8/12/24
-0.40
281.201
346.106
-64.905
-18.75
-5.48
Shell
3,983.208
8/12/24
0.83
2,607.087
2,830.071
-222.984
-7.88
-6.41
Fresnillo
768.464
8/12/24
0.93
900.811
985.006
-84.195
-8.55
-10.65
Rio Tinto
7,032.873
8/12/24
0.56
3,461.648
3,906.705
-445.058
-11.39
-11.32
Antofagasta
2,674.683
8/12/24
1.79
808.311
1,002.360
-194.049
-19.36
-16.07
Weir Group
2,709.549
8/12/24
0.79
2,143.162
2,483.687
-340.525
-13.71
-17.12
Glencore
583.820
8/12/24
1.27
285.115
395.877
-110.762
-27.98
-27.74
L
Anglo American
3,177.031
8/12/24
0.29
1,108.581
1,386.506
-277.924
-20.04
-28.43
L
Airtel Africa
156.539
8/12/24
-0.63
-na-
L
Auto Trader
1,135.335
8/12/24
0.81
490.394
375.538
114.856
30.58
-na-
ConvaTec
329.586
8/12/24
-0.17
-na-
Endeavour Mining
2,229.970
8/12/24
1.89
-na-
Haleon
531.094
8/12/24
-1.01
-na-
S
M&G
290.166
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
8/03/15
⇓ Δwk
4/13/15
prc diff
⇓ Δ16
∅-RS
Pershing Square
5,029.173
8/12/24
-0.79
-na-
FTSE - 94 out of 100 instruments rated - 8/03/15 / 4/13/15 - 49 did rise, Market-Ratio(16) in EUR = 52.13 %
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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