Assessment - FTSE 100 Index in Euro - 8/17/15 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
8/17/15
⇓ Δwk
4/27/15
prc diff
⇓ Δ16
∅-RS
FTSE
11,550.718
8/12/24
0.52
9,215.391
9,938.416
-723.025
-7.28
3.01
L
JD Sports Fashion
169.316
8/12/24
-4.07
48.931
32.652
16.278
49.85
80.71
Rightmove
755.768
8/12/24
0.04
529.966
449.916
80.050
17.79
53.24
L
Taylor Wimpey
222.285
8/12/24
0.54
288.407
235.590
52.817
22.42
53.21
S
Unite
1,314.012
8/12/24
-1.11
982.696
839.396
143.300
17.07
45.90
L
Barratt Developments
738.042
8/12/24
0.15
918.683
751.259
167.424
22.29
44.72
Berkeley
7,132.808
8/12/24
1.00
4,862.127
3,672.356
1,189.771
32.40
40.67
L
Persimmon
2,219.330
8/12/24
0.03
2,983.962
2,462.227
521.735
21.19
39.72
Mondi
2,001.970
8/12/24
-0.42
2,203.151
1,911.024
292.127
15.29
39.00
Smurfit Kappa
4,302.195
8/12/24
0.07
3,856.218
4,048.685
-192.467
-4.75
36.69
DCC
7,224.254
8/12/24
-0.29
7,062.465
5,987.689
1,074.776
17.95
36.13
DS Smith
624.648
8/12/24
1.19
579.207
513.990
65.217
12.69
35.17
CRH (L)
9,026.449
8/12/24
-1.35
2,770.118
2,673.139
96.979
3.63
28.77
S
Flutter
20,659.820
8/12/24
-1.28
11,381.542
11,443.760
-62.218
-0.54
28.08
S
Croda
5,386.888
8/12/24
-0.05
4,365.504
4,156.407
209.096
5.03
27.69
Beazley
1,029.826
8/12/24
1.24
473.832
398.993
74.840
18.76
26.33
L
Frasers
1,179.657
8/12/24
-0.42
1,131.120
875.070
256.050
29.26
25.67
S
B&M
625.492
8/12/24
-2.22
492.403
440.683
51.720
11.74
25.29
L
LSE Group
13,981.430
8/12/24
1.12
3,683.174
3,630.386
52.788
1.45
23.83
S
Sage Group
1,414.603
8/12/24
1.03
740.011
688.025
51.987
7.56
23.44
L
Segro
1,244.513
8/12/24
-0.96
651.941
607.862
44.079
7.25
22.50
L
St. James´s Place
972.144
8/12/24
-1.22
1,357.625
1,268.187
89.438
7.05
22.76
L
3i Group
4,245.920
8/12/24
0.23
742.122
714.885
27.236
3.81
22.74
L
Rentokil Initial
659.820
8/12/24
1.01
210.748
189.983
20.765
10.93
22.36
Hiscox
1,672.763
8/12/24
1.89
1,317.530
1,173.755
143.775
12.25
21.32
⇓ instrument
freshest
⇓ Δday
8/17/15
⇓ Δwk
4/27/15
prc diff
⇓ Δ16
∅-RS
Int Cons Airlines
234.173
8/12/24
-0.06
763.928
817.711
-53.783
-6.58
21.41
L
Halma
3,555.149
8/12/24
0.04
1,092.431
1,009.373
83.058
8.23
20.29
Next
13,424.311
8/12/24
0.23
11,240.855
10,093.733
1,147.123
11.36
19.87
Informa
1,136.466
8/12/24
1.03
825.830
806.519
19.311
2.39
19.26
Ass Brit Foods
3,425.718
8/12/24
-0.90
4,610.298
3,929.771
680.528
17.32
17.71
L
British Land
555.712
8/12/24
-0.40
1,233.821
1,180.050
53.771
4.56
17.92
Barclays
309.651
8/12/24
0.85
385.411
368.984
16.426
4.45
17.67
Land Securities
865.926
8/12/24
-0.73
1,859.876
1,778.120
81.756
4.60
17.31
Kingfisher
381.823
8/12/24
0.18
520.540
496.363
24.178
4.87
16.92
L
Imperial Brands
3,002.251
8/12/24
0.38
4,606.078
4,646.055
-39.977
-0.86
16.80
Phoenix
756.894
8/12/24
0.47
950.077
907.848
42.229
4.65
16.24
L
Hargreaves Lansdown
1,550.366
8/12/24
1,653.067
1,699.776
-46.709
-2.75
15.89
L
Coca-Cola HBC
3,809.792
8/12/24
0.89
1,982.274
1,930.610
51.664
2.68
15.24
L
BT Group
199.071
8/12/24
8.43
640.757
649.622
-8.865
-1.36
14.82
Reckitt Benckiser
5,880.698
8/12/24
8,429.938
8,410.744
19.194
0.23
14.54
L
Vodafone
104.727
8/12/24
0.87
336.382
325.406
10.976
3.37
13.69
Smith and Nephew
1,626.337
8/12/24
-0.86
1,675.577
1,634.024
41.553
2.54
13.60
S
Whitbread
3,958.920
8/12/24
-1.44
7,238.323
7,610.520
-372.197
-4.89
13.54
Ocado
529.966
8/12/24
0.72
524.339
493.844
30.494
6.17
13.64
S
Severn Trent
3,536.860
8/12/24
-0.63
3,072.594
3,035.814
36.780
1.21
12.85
L
Schroders
474.395
8/12/24
-0.12
717.501
793.397
-75.895
-9.57
12.84
Admiral Group
3,795.723
8/12/24
0.86
2,069.499
2,229.994
-160.495
-7.20
12.33
Intertek
6,584.131
8/12/24
0.60
3,745.076
3,745.104
-0.028
-0.00
11.64
L
Experian
4,957.794
8/12/24
1.18
1,634.778
1,674.594
-39.817
-2.38
11.58
S
Legal & General
317.389
8/12/24
0.53
375.070
368.774
6.296
1.71
11.13
⇓ instrument
freshest
⇓ Δday
8/17/15
⇓ Δwk
4/27/15
prc diff
⇓ Δ16
∅-RS
Scottish Mortgage
1,160.101
8/12/24
-0.17
369.443
388.500
-19.057
-4.91
10.52
S
Bunzl
4,504.783
8/12/24
0.50
2,609.736
2,586.738
22.998
0.89
10.35
S
Spirax-Sarco
10,853.967
8/12/24
0.72
4,686.269
5,076.371
-390.102
-7.68
10.27
L
BAT
3,940.630
8/12/24
5,242.684
5,206.351
36.333
0.70
9.70
F&C Investment Trust
1,443.444
8/12/24
621.131
628.707
-7.576
-1.21
9.31
L
Abrdn
215.180
8/12/24
2.51
615.926
662.983
-47.057
-7.10
8.80
WPP Group
971.019
8/12/24
1.68
2,001.970
2,217.403
-215.434
-9.72
8.40
L
Unilever Plc
6,631.964
8/12/24
-0.34
3,939.223
4,167.599
-228.376
-5.48
8.17
L
Lloyds Bank
79.910
8/12/24
-0.28
112.549
110.031
2.518
2.29
7.18
RELX
4,967.642
8/12/24
0.57
1,525.042
1,557.079
-32.037
-2.06
6.68
L
Smiths Group
2,452.167
8/12/24
0.52
1,643.219
1,607.443
35.776
2.23
5.76
Prudential
893.922
8/12/24
0.41
2,153.911
2,334.219
-180.308
-7.72
5.67
S
National Grid
1,376.477
8/12/24
-0.04
1,236.916
1,260.492
-23.576
-1.87
4.45
L
SSE
2,642.093
8/12/24
0.86
2,160.945
2,221.600
-60.655
-2.73
4.16
S
United Utilities
1,391.109
8/12/24
-0.12
1,263.365
1,384.303
-120.938
-8.74
4.22
Melrose
684.721
8/12/24
0.19
214.828
214.021
0.808
0.38
3.62
Aviva
681.204
8/12/24
0.35
717.501
749.161
-31.659
-4.23
3.67
InterContinental Hot
10,168.824
8/12/24
-0.61
3,528.419
3,971.740
-443.322
-11.16
3.67
GSK
2,211.593
8/12/24
0.42
1,998.987
2,201.301
-202.314
-9.19
3.11
J Sainsbury
379.291
8/12/24
0.67
356.500
372.132
-15.632
-4.20
2.96
BAE Systems
1,833.849
8/12/24
2.04
659.539
719.082
-59.544
-8.28
2.86
Centrica
179.094
8/12/24
3.29
378.306
376.469
1.837
0.49
2.10
L
Tesco
469.190
8/12/24
0.91
360.326
391.270
-30.944
-7.91
1.65
Compass Group
3,311.761
8/12/24
0.90
1,457.513
1,652.210
-194.698
-11.78
1.49
S
Diageo
3,448.931
8/12/24
1.03
2,492.966
2,611.220
-118.254
-4.53
1.25
⇓ instrument
freshest
⇓ Δday
8/17/15
⇓ Δwk
4/27/15
prc diff
⇓ Δ16
∅-RS
L
AstraZeneca
17,979.741
8/12/24
0.63
6,018.571
6,582.960
-564.390
-8.57
0.90
L
NatWest
470.737
8/12/24
0.48
478.194
497.902
-19.708
-3.96
-0.77
S
Entain
816.545
8/12/24
3.98
606.359
627.448
-21.089
-3.36
-0.99
Pearson
1,455.402
8/12/24
-0.72
1,634.778
1,894.236
-259.458
-13.70
-1.91
L
HSBC
905.881
8/12/24
0.22
784.468
908.366
-123.898
-13.64
-3.61
S
Burberry Group
944.007
8/12/24
-2.02
2,099.043
2,520.985
-421.942
-16.74
-3.45
Fresnillo
759.707
8/12/24
0.93
944.007
1,017.767
-73.760
-7.25
-5.33
Ashtead
7,248.171
8/12/24
-0.43
1,339.336
1,632.625
-293.289
-17.96
-5.92
Johnson Matthey
2,218.627
8/12/24
0.06
3,950.478
4,777.560
-827.082
-17.31
-7.42
Rolls-Royce
684.721
8/12/24
0.35
1,120.568
1,474.538
-353.970
-24.01
-7.59
BP
618.458
8/12/24
1.35
532.006
667.180
-135.173
-20.26
-8.44
Shell
3,937.817
8/12/24
0.83
2,522.510
2,905.008
-382.499
-13.17
-8.98
Rio Tinto
6,952.729
8/12/24
0.56
3,439.786
4,216.564
-776.778
-18.42
-11.27
S
RS Group
1,060.777
8/12/24
-0.40
263.928
345.411
-81.483
-23.59
-11.09
Standard Chartered
1,015.757
8/12/24
0.92
1,199.353
1,560.576
-361.224
-23.15
-11.93
Antofagasta
2,644.204
8/12/24
1.79
806.837
1,129.687
-322.849
-28.58
-15.48
Weir Group
2,678.672
8/12/24
0.79
2,027.265
2,473.419
-446.154
-18.04
-20.40
L
Anglo American
3,140.827
8/12/24
0.29
1,062.465
1,543.788
-481.324
-31.18
-29.82
Glencore
577.167
8/12/24
1.27
239.167
436.766
-197.598
-45.24
-38.20
L
Airtel Africa
154.755
8/12/24
-0.63
-na-
L
Auto Trader
1,122.397
8/12/24
0.81
503.658
391.018
112.639
28.81
-na-
ConvaTec
325.830
8/12/24
-0.17
-na-
Endeavour Mining
2,204.558
8/12/24
1.89
-na-
Haleon
525.042
8/12/24
-1.01
-na-
S
M&G
286.860
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
8/17/15
⇓ Δwk
4/27/15
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,971.863
8/12/24
-0.79
-na-
FTSE - 94 out of 100 instruments rated - 8/17/15 / 4/27/15 - 45 did rise, Market-Ratio(16) in EUR = 47.87 %
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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