Assessment - FTSE 100 Index in Euro - 9/07/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
9/07/15
⇓ Δwk
5/18/15
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,228.460
8/12/24
0.52
8,307.604
9,641.491
-1,333.887
-13.83
-7.18
L
3i Group
4,127.462
8/12/24
0.23
647.292
745.711
-98.419
-13.20
4.83
L
Abrdn
209.177
8/12/24
2.51
558.397
665.468
-107.070
-16.09
-2.56
Admiral Group
3,689.825
8/12/24
0.86
2,121.171
2,014.388
106.782
5.30
13.67
L
Airtel Africa
150.438
8/12/24
-0.63
-na-
L
Anglo American
3,053.200
8/12/24
0.29
926.833
1,490.039
-563.206
-37.80
-36.08
Antofagasta
2,570.432
8/12/24
1.79
830.142
1,097.122
-266.980
-24.33
-11.74
Ashtead
7,045.952
8/12/24
-0.43
1,341.630
1,636.691
-295.060
-18.03
-6.14
Ass Brit Foods
3,330.142
8/12/24
-0.90
4,257.385
4,028.777
228.608
5.67
7.49
L
AstraZeneca
17,478.119
8/12/24
0.63
5,769.967
6,073.603
-303.635
-5.00
-3.38
L
Auto Trader
1,091.083
8/12/24
0.81
465.946
397.759
68.188
17.14
-na-
Aviva
662.199
8/12/24
0.35
633.342
740.177
-106.835
-14.43
-8.65
S
B&M
608.042
8/12/24
-2.22
427.516
449.640
-22.124
-4.92
7.19
BAE Systems
1,782.686
8/12/24
2.04
602.434
694.521
-92.087
-13.26
-6.67
Barclays
301.012
8/12/24
0.85
346.595
361.303
-14.709
-4.07
4.26
L
Barratt Developments
717.451
8/12/24
0.15
867.752
806.585
61.166
7.58
31.60
Beazley
1,001.094
8/12/24
1.24
448.441
394.715
53.726
13.61
17.09
Berkeley
6,933.808
8/12/24
1.00
4,622.538
4,042.612
579.926
14.35
30.97
BP
601.204
8/12/24
1.35
459.519
625.761
-166.242
-26.57
-19.93
L
BAT
3,830.689
8/12/24
4,649.891
4,974.405
-324.514
-6.52
-3.19
L
British Land
540.208
8/12/24
-0.40
1,097.511
1,211.262
-113.751
-9.39
3.49
L
BT Group
193.518
8/12/24
8.43
582.399
638.282
-55.883
-8.76
2.92
S
Bunzl
4,379.103
8/12/24
0.50
2,368.709
2,617.598
-248.889
-9.51
-0.79
S
Burberry Group
917.670
8/12/24
-2.02
1,859.956
2,457.111
-597.155
-24.30
-14.85
Centrica
174.097
8/12/24
3.29
319.201
388.904
-69.703
-17.92
-13.12
instrument
freshest
⇓ Δday
9/07/15
⇓ Δwk
5/18/15
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,703.501
8/12/24
0.89
1,760.120
1,963.199
-203.078
-10.34
2.00
Compass Group
3,219.366
8/12/24
0.90
1,384.026
1,585.501
-201.474
-12.71
-4.47
ConvaTec
316.740
8/12/24
-0.17
-na-
CRH (L)
8,774.617
8/12/24
-1.35
2,564.278
2,512.452
51.826
2.06
16.64
S
Croda
5,236.598
8/12/24
-0.05
3,851.204
3,853.071
-1.868
-0.05
10.17
DCC
7,022.703
8/12/24
-0.29
6,632.932
6,073.603
559.330
9.21
24.82
S
Diageo
3,352.708
8/12/24
1.03
2,323.578
2,481.323
-157.745
-6.36
-6.01
DS Smith
607.221
8/12/24
1.19
537.883
512.175
25.708
5.02
22.53
Endeavour Mining
2,143.053
8/12/24
1.89
-na-
S
Entain
793.764
8/12/24
3.98
564.141
638.489
-74.348
-11.64
-8.32
L
Experian
4,819.475
8/12/24
1.18
1,449.672
1,694.798
-245.126
-14.46
-1.92
F&C Investment Trust
1,403.173
8/12/24
573.304
619.812
-46.508
-7.50
-0.17
S
Flutter
20,083.425
8/12/24
-1.28
13,539.388
11,344.770
2,194.618
19.34
46.82
L
Frasers
1,146.745
8/12/24
-0.42
1,067.423
919.341
148.082
16.11
17.49
Fresnillo
738.512
8/12/24
0.93
823.304
1,096.431
-273.126
-24.91
-16.03
Glencore
561.064
8/12/24
1.27
180.252
410.902
-230.650
-56.13
-50.70
GSK
2,149.891
8/12/24
0.42
1,810.271
1,995.766
-185.496
-9.29
-6.70
Haleon
510.394
8/12/24
-1.01
-na-
L
Halma
3,455.963
8/12/24
0.04
1,014.086
1,026.563
-12.477
-1.22
9.89
L
Hargreaves Lansdown
1,507.112
8/12/24
1,489.333
1,750.138
-260.806
-14.90
3.96
Hiscox
1,626.094
8/12/24
1.89
1,218.545
1,144.162
74.383
6.50
10.34
L
HSBC
880.607
8/12/24
0.22
675.602
855.838
-180.237
-21.06
-16.34
L
Imperial Brands
2,918.490
8/12/24
0.38
4,328.501
4,454.898
-126.396
-2.84
7.84
Informa
1,104.759
8/12/24
1.03
780.224
779.607
0.617
0.08
11.43
InterContinental Hot
9,885.121
8/12/24
-0.61
3,257.659
3,840.620
-582.961
-15.18
-5.17
instrument
freshest
⇓ Δday
9/07/15
⇓ Δwk
5/18/15
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
227.640
8/12/24
-0.06
772.019
786.525
-14.506
-1.84
18.78
Intertek
6,400.438
8/12/24
0.60
3,346.554
3,689.817
-343.264
-9.30
-0.17
J Sainsbury
368.709
8/12/24
0.67
321.937
368.290
-46.353
-12.59
-6.32
L
JD Sports Fashion
164.592
8/12/24
-4.07
47.456
34.920
12.536
35.90
67.48
Johnson Matthey
2,156.729
8/12/24
0.06
3,599.562
4,648.589
-1,049.026
-22.57
-15.27
Kingfisher
371.171
8/12/24
0.18
479.896
491.146
-11.249
-2.29
6.22
Land Securities
841.767
8/12/24
-0.73
1,672.593
1,813.780
-141.187
-7.78
3.97
S
Legal & General
308.534
8/12/24
0.53
342.724
368.013
-25.289
-6.87
0.63
L
Lloyds Bank
77.681
8/12/24
-0.28
103.487
121.942
-18.455
-15.13
-2.12
L
LSE Group
13,591.357
8/12/24
1.12
3,358.862
3,404.815
-45.952
-1.35
10.23
S
M&G
278.857
8/12/24
1.09
-na-
Melrose
665.618
8/12/24
0.19
206.279
207.580
-1.302
-0.63
-0.28
Mondi
1,946.116
8/12/24
-0.42
2,007.659
2,019.922
-12.264
-0.61
23.35
S
National Grid
1,338.074
8/12/24
-0.04
1,163.567
1,238.240
-74.673
-6.03
-2.03
L
NatWest
457.604
8/12/24
0.48
443.928
486.027
-42.099
-8.66
-7.90
Next
13,049.782
8/12/24
0.23
10,414.388
10,175.705
238.682
2.35
9.87
Ocado
515.181
8/12/24
0.72
439.962
525.457
-85.495
-16.27
-5.07
Pearson
1,414.798
8/12/24
-0.72
1,537.199
1,833.149
-295.950
-16.14
-8.34
Pershing Square
4,833.151
8/12/24
-0.79
-na-
L
Persimmon
2,157.413
8/12/24
0.03
2,836.433
2,592.695
243.738
9.40
28.82
Phoenix
735.777
8/12/24
0.47
855.585
900.974
-45.389
-5.04
3.23
Prudential
868.983
8/12/24
0.41
1,862.008
2,264.803
-402.796
-17.79
-9.17
Reckitt Benckiser
5,716.630
8/12/24
7,818.654
7,974.543
-155.889
-1.95
5.09
RELX
4,829.048
8/12/24
0.57
1,435.996
1,523.243
-87.247
-5.73
-0.53
L
Rentokil Initial
641.411
8/12/24
1.01
205.416
200.470
4.945
2.47
17.66
instrument
freshest
⇓ Δday
9/07/15
⇓ Δwk
5/18/15
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
734.683
8/12/24
0.04
512.172
446.597
65.575
14.68
44.52
Rio Tinto
6,758.753
8/12/24
0.56
3,078.501
4,046.762
-968.261
-23.93
-19.28
Rolls-Royce
665.618
8/12/24
0.35
983.315
1,397.344
-414.029
-29.63
-17.80
S
RS Group
1,031.182
8/12/24
-0.40
250.410
342.418
-92.008
-26.87
-14.56
S
Sage Group
1,375.137
8/12/24
1.03
688.594
776.840
-88.246
-11.36
12.53
L
Schroders
461.160
8/12/24
-0.12
643.312
794.494
-151.181
-19.03
-0.49
Scottish Mortgage
1,127.735
8/12/24
-0.17
336.570
366.906
-30.336
-8.27
-0.47
L
Segro
1,209.792
8/12/24
-0.96
565.646
581.074
-15.428
-2.66
4.85
S
Severn Trent
3,438.184
8/12/24
-0.63
2,822.757
3,007.748
-184.990
-6.15
2.63
Shell
3,827.954
8/12/24
0.83
2,193.654
2,741.422
-547.768
-19.98
-19.55
Smith and Nephew
1,580.963
8/12/24
-0.86
1,582.330
1,570.282
12.048
0.77
6.11
L
Smiths Group
2,383.753
8/12/24
0.52
1,485.230
1,588.268
-103.038
-6.49
-4.03
Smurfit Kappa
4,182.166
8/12/24
0.07
3,624.180
3,824.018
-199.838
-5.23
24.38
S
Spirax-Sarco
10,551.149
8/12/24
0.72
4,183.534
4,914.015
-730.481
-14.87
-2.25
L
SSE
2,568.381
8/12/24
0.86
1,993.983
2,306.309
-312.326
-13.54
-4.28
L
St. James´s Place
945.022
8/12/24
-1.22
1,176.833
1,294.964
-118.131
-9.12
4.43
Standard Chartered
987.418
8/12/24
0.92
959.245
1,456.143
-496.898
-34.12
-28.07
L
Taylor Wimpey
216.083
8/12/24
0.54
270.925
258.993
11.932
4.61
38.95
L
Tesco
456.100
8/12/24
0.91
322.128
389.222
-67.094
-17.24
-8.40
L
Unilever Plc
6,446.937
8/12/24
-0.34
3,542.123
3,949.917
-407.794
-10.32
-3.28
S
Unite
1,277.352
8/12/24
-1.11
900.574
850.166
50.408
5.93
29.99
S
United Utilities
1,352.298
8/12/24
-0.12
1,165.208
1,381.433
-216.225
-15.65
-4.26
L
Vodafone
101.805
8/12/24
0.87
308.602
323.879
-15.277
-4.72
3.06
Weir Group
2,603.939
8/12/24
0.79
1,746.444
2,678.473
-932.028
-34.80
-29.10
S
Whitbread
3,848.468
8/12/24
-1.44
6,442.834
7,318.760
-875.926
-11.97
-0.20
instrument
freshest
⇓ Δday
9/07/15
⇓ Δwk
5/18/15
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
943.928
8/12/24
1.68
1,829.869
2,158.273
-328.405
-15.22
-2.02
FTSE - 94 out of 100 instruments rated - 9/07/15 / 5/18/15 - 21 did rise, Market-Ratio(16) in EUR = 22.34 %
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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