Assessment - FTSE 100 Index in Euro - 8/31/15 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
8/31/15
⇓ Δwk
5/11/15
prc diff
⇓ Δ16
∅-RS
FTSE
11,236.143
8/12/24
0.52
8,550.623
9,822.342
-1,271.720
-12.95
-4.47
L
JD Sports Fashion
164.705
8/12/24
-4.07
47.872
34.596
13.276
38.38
71.54
S
Flutter
20,097.167
8/12/24
-1.28
13,302.313
10,947.325
2,354.988
21.51
46.49
Rightmove
735.185
8/12/24
0.04
505.543
446.416
59.127
13.24
43.80
L
Taylor Wimpey
216.231
8/12/24
0.54
275.489
252.061
23.428
9.29
43.04
L
Barratt Developments
717.942
8/12/24
0.15
875.188
778.259
96.929
12.45
34.45
L
Persimmon
2,158.889
8/12/24
0.03
2,878.062
2,470.309
407.753
16.51
32.10
Berkeley
6,938.552
8/12/24
1.00
4,614.753
3,842.392
772.361
20.10
31.78
DCC
7,027.508
8/12/24
-0.29
6,649.788
6,091.938
557.850
9.16
26.08
S
Unite
1,278.226
8/12/24
-1.11
866.293
834.847
31.446
3.77
26.07
Mondi
1,947.448
8/12/24
-0.42
2,022.718
1,847.143
175.575
9.51
25.42
Smurfit Kappa
4,185.028
8/12/24
0.07
3,577.391
3,831.214
-253.823
-6.63
23.97
DS Smith
607.636
8/12/24
1.19
530.040
499.511
30.529
6.11
21.65
CRH (L)
8,780.621
8/12/24
-1.35
2,630.354
2,566.718
63.636
2.48
20.63
L
Frasers
1,147.530
8/12/24
-0.42
1,077.734
913.092
164.642
18.03
18.96
Beazley
1,001.779
8/12/24
1.24
449.979
396.535
53.445
13.48
18.26
L
Rentokil Initial
641.850
8/12/24
1.01
202.956
201.341
1.615
0.80
16.78
S
Sage Group
1,376.078
8/12/24
1.03
705.488
776.862
-71.374
-9.19
16.10
Next
13,058.711
8/12/24
0.23
10,873.135
10,325.556
547.579
5.30
15.11
Int Cons Airlines
227.795
8/12/24
-0.06
737.649
789.437
-51.788
-6.56
14.71
Admiral Group
3,692.350
8/12/24
0.86
2,121.254
2,107.028
14.225
0.68
14.21
S
Croda
5,240.181
8/12/24
-0.05
3,957.849
3,983.513
-25.664
-0.64
14.05
L
LSE Group
13,600.657
8/12/24
1.12
3,448.748
3,544.781
-96.034
-2.71
14.04
Informa
1,105.515
8/12/24
1.03
792.391
799.218
-6.827
-0.85
13.58
L
St. James´s Place
945.669
8/12/24
-1.22
1,252.908
1,314.098
-61.190
-4.66
11.92
⇓ instrument
freshest
⇓ Δday
8/31/15
⇓ Δwk
5/11/15
prc diff
⇓ Δ16
∅-RS
Hiscox
1,627.207
8/12/24
1.89
1,223.484
1,142.937
80.547
7.05
11.39
Ass Brit Foods
3,332.421
8/12/24
-0.90
4,382.099
4,022.635
359.464
8.94
11.06
L
Halma
3,458.328
8/12/24
0.04
1,013.412
1,024.871
-11.459
-1.12
10.38
L
3i Group
4,130.286
8/12/24
0.23
673.053
720.274
-47.221
-6.56
9.72
S
B&M
608.458
8/12/24
-2.22
435.199
429.300
5.899
1.37
9.59
Kingfisher
371.425
8/12/24
0.18
487.478
517.815
-30.337
-5.86
8.39
L
Imperial Brands
2,920.487
8/12/24
0.38
4,323.252
4,550.790
-227.538
-5.00
8.30
Barclays
301.218
8/12/24
0.85
357.808
364.399
-6.591
-1.81
8.16
L
Hargreaves Lansdown
1,508.143
8/12/24
1,539.620
1,725.583
-185.964
-10.78
7.66
Smith and Nephew
1,582.045
8/12/24
-0.86
1,591.624
1,585.860
5.764
0.36
7.13
Land Securities
842.343
8/12/24
-0.73
1,713.425
1,760.514
-47.089
-2.67
7.03
L
Coca-Cola HBC
3,706.035
8/12/24
0.89
1,829.752
1,975.688
-145.936
-7.39
6.11
Reckitt Benckiser
5,720.542
8/12/24
7,878.746
8,102.557
-223.811
-2.76
6.25
L
British Land
540.578
8/12/24
-0.40
1,122.212
1,179.964
-57.752
-4.89
6.26
L
BT Group
193.650
8/12/24
8.43
598.536
656.700
-58.164
-8.86
6.23
L
Segro
1,210.620
8/12/24
-0.96
566.580
583.624
-17.044
-2.92
5.44
Phoenix
736.280
8/12/24
0.47
866.113
906.172
-40.058
-4.42
4.89
L
Vodafone
101.875
8/12/24
0.87
310.250
328.001
-17.750
-5.41
3.99
S
Severn Trent
3,440.536
8/12/24
-0.63
2,842.480
2,983.094
-140.614
-4.71
3.67
Intertek
6,404.817
8/12/24
0.60
3,470.645
3,711.052
-240.408
-6.48
3.51
L
Experian
4,822.773
8/12/24
1.18
1,517.723
1,644.544
-126.821
-7.71
2.98
Ocado
515.533
8/12/24
0.72
474.887
534.023
-59.136
-11.07
2.76
L
Schroders
461.475
8/12/24
-0.12
660.271
802.138
-141.867
-17.69
2.66
S
Whitbread
3,851.102
8/12/24
-1.44
6,564.938
7,307.531
-742.594
-10.16
2.06
S
Legal & General
308.745
8/12/24
0.53
345.833
375.157
-29.324
-7.82
1.82
⇓ instrument
freshest
⇓ Δday
8/31/15
⇓ Δwk
5/11/15
prc diff
⇓ Δ16
∅-RS
S
Entain
794.307
8/12/24
3.98
617.901
626.659
-8.759
-1.40
0.66
F&C Investment Trust
1,404.133
8/12/24
576.981
623.585
-46.604
-7.47
0.81
L
Lloyds Bank
77.734
8/12/24
-0.28
105.898
121.000
-15.102
-12.48
0.38
S
Bunzl
4,382.099
8/12/24
0.50
2,379.910
2,646.360
-266.451
-10.07
-0.05
L
Smiths Group
2,385.384
8/12/24
0.52
1,545.094
1,599.832
-54.739
-3.42
-0.29
L
Abrdn
209.320
8/12/24
2.51
569.454
663.546
-94.092
-14.18
-0.28
S
National Grid
1,338.990
8/12/24
-0.04
1,177.090
1,265.195
-88.105
-6.96
-0.82
RELX
4,832.352
8/12/24
0.57
1,430.135
1,515.998
-85.863
-5.66
-0.64
L
BAT
3,833.310
8/12/24
4,761.188
5,059.383
-298.195
-5.89
-0.74
WPP Group
944.574
8/12/24
1.68
1,848.912
2,151.740
-302.828
-14.07
-0.69
Scottish Mortgage
1,128.507
8/12/24
-0.17
333.242
372.083
-38.841
-10.44
-1.13
L
Unilever Plc
6,451.348
8/12/24
-0.34
3,589.708
3,989.102
-399.393
-10.01
-1.84
InterContinental Hot
9,891.884
8/12/24
-0.61
3,361.160
3,888.501
-527.340
-13.56
-1.85
Compass Group
3,221.568
8/12/24
0.90
1,416.450
1,645.941
-229.491
-13.94
-1.95
S
Spirax-Sarco
10,558.368
8/12/24
0.72
4,185.028
4,823.669
-638.641
-13.24
-2.03
Melrose
666.074
8/12/24
0.19
200.922
207.900
-6.978
-3.36
-2.96
L
SSE
2,570.138
8/12/24
0.86
2,013.138
2,287.271
-274.133
-11.99
-3.25
J Sainsbury
368.961
8/12/24
0.67
332.147
393.321
-61.174
-15.55
-3.52
S
United Utilities
1,353.223
8/12/24
-0.12
1,170.111
1,396.535
-226.424
-16.21
-3.73
BAE Systems
1,783.906
8/12/24
2.04
618.859
712.589
-93.730
-13.15
-3.97
S
Diageo
3,355.002
8/12/24
1.03
2,367.593
2,493.363
-125.771
-5.04
-4.11
L
NatWest
457.917
8/12/24
0.48
460.928
499.790
-38.863
-7.78
-4.33
Aviva
662.652
8/12/24
0.35
662.105
755.903
-93.799
-12.41
-4.46
Prudential
869.577
8/12/24
0.41
1,940.605
2,301.942
-361.337
-15.70
-5.20
L
AstraZeneca
17,490.078
8/12/24
0.63
5,638.429
6,326.673
-688.245
-10.88
-5.62
⇓ instrument
freshest
⇓ Δday
8/31/15
⇓ Δwk
5/11/15
prc diff
⇓ Δ16
∅-RS
L
Tesco
456.412
8/12/24
0.91
331.709
411.485
-79.776
-19.39
-5.81
Pearson
1,415.766
8/12/24
-0.72
1,550.568
1,841.554
-290.986
-15.80
-7.32
GSK
2,151.362
8/12/24
0.42
1,785.315
2,079.600
-294.285
-14.15
-8.05
Ashtead
7,050.773
8/12/24
-0.43
1,293.965
1,644.544
-350.579
-21.32
-9.38
Centrica
174.217
8/12/24
3.29
332.832
392.064
-59.232
-15.11
-9.75
Antofagasta
2,572.191
8/12/24
1.79
833.447
1,093.335
-259.888
-23.77
-11.67
S
Burberry Group
918.298
8/12/24
-2.02
1,931.025
2,481.487
-550.462
-22.18
-11.46
L
HSBC
881.210
8/12/24
0.22
709.867
883.471
-173.604
-19.65
-12.34
Johnson Matthey
2,158.204
8/12/24
0.06
3,701.930
4,732.430
-1,030.500
-21.78
-13.00
Fresnillo
739.017
8/12/24
0.93
849.186
980.159
-130.974
-13.36
-13.97
BP
601.615
8/12/24
1.35
493.363
639.514
-146.151
-22.85
-14.39
Rio Tinto
6,763.377
8/12/24
0.56
3,268.099
4,237.111
-969.012
-22.87
-14.68
S
RS Group
1,031.887
8/12/24
-0.40
249.897
349.308
-99.411
-28.46
-15.08
Shell
3,830.573
8/12/24
0.83
2,319.693
2,867.123
-547.430
-19.09
-15.40
Rolls-Royce
666.074
8/12/24
0.35
1,017.517
1,425.178
-407.661
-28.60
-15.34
Standard Chartered
988.094
8/12/24
0.92
1,046.941
1,464.301
-417.359
-28.50
-22.09
Weir Group
2,605.720
8/12/24
0.79
1,896.798
2,678.497
-781.699
-29.18
-23.82
L
Anglo American
3,055.289
8/12/24
0.29
1,014.096
1,576.079
-561.983
-35.66
-30.96
Glencore
561.448
8/12/24
1.27
202.956
427.553
-224.597
-52.53
-45.55
L
Airtel Africa
150.541
8/12/24
-0.63
-na-
L
Auto Trader
1,091.830
8/12/24
0.81
463.939
397.513
66.426
16.71
-na-
ConvaTec
316.956
8/12/24
-0.17
-na-
Endeavour Mining
2,144.519
8/12/24
1.89
-na-
Haleon
510.743
8/12/24
-1.01
-na-
S
M&G
279.047
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
8/31/15
⇓ Δwk
5/11/15
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,836.458
8/12/24
-0.79
-na-
FTSE - 94 out of 100 instruments rated - 8/31/15 / 5/11/15 - 22 did rise, Market-Ratio(16) in EUR = 23.40 %
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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