Assessment - FTSE 100 Index in Euro - 9/21/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
9/21/15
⇓ Δwk
6/01/15
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,380.995
8/12/24
0.52
8,467.854
9,669.837
-1,201.983
-12.43
-5.28
L
3i Group
4,183.532
8/12/24
0.23
653.313
779.447
-126.134
-16.18
4.37
L
Abrdn
212.018
8/12/24
2.51
551.428
676.401
-124.973
-18.48
-4.09
Admiral Group
3,739.950
8/12/24
0.86
2,115.331
2,073.425
41.906
2.02
12.08
L
Airtel Africa
152.481
8/12/24
-0.63
-na-
L
Anglo American
3,094.677
8/12/24
0.29
963.266
1,394.799
-431.533
-30.94
-31.62
Antofagasta
2,605.351
8/12/24
1.79
783.892
1,033.236
-249.344
-24.13
-16.08
Ashtead
7,141.669
8/12/24
-0.43
1,336.984
1,600.612
-263.628
-16.47
-6.66
Ass Brit Foods
3,375.381
8/12/24
-0.90
4,401.164
4,173.272
227.892
5.46
10.12
L
AstraZeneca
17,715.553
8/12/24
0.63
6,070.141
6,072.174
-2.032
-0.03
1.57
L
Auto Trader
1,105.905
8/12/24
0.81
463.543
396.329
67.214
16.96
-na-
Aviva
671.195
8/12/24
0.35
632.104
723.821
-91.717
-12.67
-8.68
S
B&M
616.302
8/12/24
-2.22
453.008
453.344
-0.336
-0.07
12.28
BAE Systems
1,806.903
8/12/24
2.04
607.291
718.259
-110.968
-15.45
-6.19
Barclays
305.101
8/12/24
0.85
353.341
370.463
-17.122
-4.62
5.43
L
Barratt Developments
727.197
8/12/24
0.15
903.105
828.814
74.291
8.96
33.46
Beazley
1,014.694
8/12/24
1.24
494.039
418.857
75.182
17.95
27.32
Berkeley
7,028.001
8/12/24
1.00
4,739.395
4,358.226
381.170
8.75
31.95
BP
609.371
8/12/24
1.35
462.365
622.167
-159.802
-25.68
-18.57
L
BAT
3,882.728
8/12/24
4,932.769
4,995.828
-63.059
-1.26
2.58
L
British Land
547.546
8/12/24
-0.40
1,129.055
1,212.627
-83.572
-6.89
5.61
L
BT Group
196.146
8/12/24
8.43
573.191
616.813
-43.622
-7.07
0.55
S
Bunzl
4,438.591
8/12/24
0.50
2,420.294
2,639.410
-219.117
-8.30
0.75
S
Burberry Group
930.136
8/12/24
-2.02
1,886.609
2,354.332
-467.722
-19.87
-13.54
Centrica
176.462
8/12/24
3.29
313.557
384.926
-71.369
-18.54
-13.82
instrument
freshest
⇓ Δday
9/21/15
⇓ Δwk
6/01/15
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,753.812
8/12/24
0.89
1,924.037
1,983.034
-58.998
-2.98
11.39
Compass Group
3,263.099
8/12/24
0.90
1,426.393
1,608.956
-182.563
-11.35
-2.07
ConvaTec
321.042
8/12/24
-0.17
-na-
CRH (L)
8,893.817
8/12/24
-1.35
2,581.092
2,554.985
26.107
1.02
15.85
S
Croda
5,307.735
8/12/24
-0.05
3,800.942
4,060.631
-259.689
-6.40
7.25
DCC
7,118.103
8/12/24
-0.29
6,699.473
7,293.840
-594.366
-8.15
24.10
S
Diageo
3,398.253
8/12/24
1.03
2,451.483
2,528.160
-76.677
-3.03
-0.90
DS Smith
615.470
8/12/24
1.19
562.656
497.984
64.672
12.99
26.14
Endeavour Mining
2,172.165
8/12/24
1.89
-na-
S
Entain
804.547
8/12/24
3.98
557.943
641.079
-83.136
-12.97
-9.30
L
Experian
4,884.946
8/12/24
1.18
1,466.593
1,721.596
-255.004
-14.81
-1.07
F&C Investment Trust
1,422.234
8/12/24
585.667
636.212
-50.545
-7.94
1.39
S
Flutter
20,356.251
8/12/24
-1.28
14,474.632
11,229.314
3,245.318
28.90
52.48
L
Frasers
1,162.323
8/12/24
-0.42
1,050.042
935.892
114.149
12.20
14.85
Fresnillo
748.544
8/12/24
0.93
827.558
1,049.228
-221.671
-21.13
-14.74
Glencore
568.686
8/12/24
1.27
164.957
391.809
-226.852
-57.90
-52.70
GSK
2,179.096
8/12/24
0.42
1,800.651
2,039.647
-238.995
-11.72
-7.15
Haleon
517.327
8/12/24
-1.01
-na-
L
Halma
3,502.911
8/12/24
0.04
1,018.159
1,073.564
-55.405
-5.16
9.23
L
Hargreaves Lansdown
1,527.585
8/12/24
1,695.315
1,773.050
-77.735
-4.38
17.39
Hiscox
1,648.184
8/12/24
1.89
1,289.160
1,198.721
90.439
7.54
15.21
L
HSBC
892.570
8/12/24
0.22
686.304
868.029
-181.725
-20.94
-14.33
L
Imperial Brands
2,958.137
8/12/24
0.38
4,649.293
4,597.413
51.879
1.13
14.65
Informa
1,119.767
8/12/24
1.03
797.061
805.173
-8.112
-1.01
12.99
InterContinental Hot
10,019.406
8/12/24
-0.61
3,227.058
3,845.084
-618.026
-16.07
-6.51
instrument
freshest
⇓ Δday
9/21/15
⇓ Δwk
6/01/15
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
230.732
8/12/24
-0.06
824.092
779.447
44.645
5.73
23.99
Intertek
6,487.385
8/12/24
0.60
3,372.609
3,512.919
-140.310
-3.99
0.72
J Sainsbury
373.718
8/12/24
0.67
321.042
344.876
-23.833
-6.91
-6.12
L
JD Sports Fashion
166.828
8/12/24
-4.07
51.733
36.351
15.382
42.31
76.84
Johnson Matthey
2,186.027
8/12/24
0.06
3,495.980
4,863.023
-1,367.043
-28.11
-17.34
Kingfisher
376.213
8/12/24
0.18
481.841
508.970
-27.129
-5.33
5.69
Land Securities
853.202
8/12/24
-0.73
1,714.721
1,839.800
-125.078
-6.80
5.62
S
Legal & General
312.725
8/12/24
0.53
343.776
364.901
-21.125
-5.79
0.36
L
Lloyds Bank
78.736
8/12/24
-0.28
102.897
123.293
-20.396
-16.54
-3.15
L
LSE Group
13,775.991
8/12/24
1.12
3,387.857
3,429.287
-41.430
-1.21
9.49
S
M&G
282.645
8/12/24
1.09
-na-
Melrose
674.660
8/12/24
0.19
207.825
208.807
-0.982
-0.47
0.28
Mondi
1,972.553
8/12/24
-0.42
1,922.650
2,021.972
-99.322
-4.91
16.27
S
National Grid
1,356.252
8/12/24
-0.04
1,185.334
1,292.866
-107.532
-8.32
-0.29
L
NatWest
463.820
8/12/24
0.48
442.889
474.760
-31.871
-6.71
-8.22
Next
13,227.058
8/12/24
0.23
10,542.001
10,450.563
91.438
0.87
10.51
Ocado
522.179
8/12/24
0.72
480.732
495.202
-14.470
-2.92
2.96
Pearson
1,434.017
8/12/24
-0.72
1,566.399
1,820.331
-253.932
-13.95
-6.84
Pershing Square
4,898.808
8/12/24
-0.79
-na-
L
Persimmon
2,186.720
8/12/24
0.03
2,890.213
2,745.098
145.115
5.29
28.48
Phoenix
745.772
8/12/24
0.47
900.072
907.737
-7.665
-0.84
7.58
Prudential
880.787
8/12/24
0.41
1,912.947
2,240.996
-328.049
-14.64
-6.87
Reckitt Benckiser
5,794.289
8/12/24
8,093.984
8,175.497
-81.513
-1.00
8.20
RELX
4,894.649
8/12/24
0.57
1,480.455
1,507.440
-26.985
-1.79
1.93
L
Rentokil Initial
650.125
8/12/24
1.01
202.800
205.674
-2.874
-1.40
14.97
instrument
freshest
⇓ Δday
9/21/15
⇓ Δwk
6/01/15
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
744.663
8/12/24
0.04
522.456
470.032
52.424
11.15
44.62
Rio Tinto
6,850.568
8/12/24
0.56
3,152.897
3,941.733
-788.836
-20.01
-16.51
Rolls-Royce
674.660
8/12/24
0.35
965.484
1,387.151
-421.667
-30.40
-18.42
S
RS Group
1,045.190
8/12/24
-0.40
248.960
330.969
-82.009
-24.78
-14.46
S
Sage Group
1,393.818
8/12/24
1.03
711.810
797.525
-85.714
-10.75
14.64
L
Schroders
467.424
8/12/24
-0.12
677.502
796.217
-118.715
-14.91
3.75
Scottish Mortgage
1,143.055
8/12/24
-0.17
341.974
380.197
-38.224
-10.05
0.53
L
Segro
1,226.227
8/12/24
-0.96
574.161
597.274
-23.113
-3.87
5.47
S
Severn Trent
3,484.890
8/12/24
-0.63
2,919.323
3,071.895
-152.572
-4.97
5.57
Shell
3,879.956
8/12/24
0.83
2,186.720
2,673.481
-486.761
-18.21
-18.75
Smith and Nephew
1,602.440
8/12/24
-0.86
1,614.915
1,614.518
0.397
0.02
7.62
L
Smiths Group
2,416.135
8/12/24
0.52
1,472.137
1,654.846
-182.709
-11.04
-4.41
Smurfit Kappa
4,238.980
8/12/24
0.07
3,612.420
3,782.506
-170.086
-4.50
21.55
S
Spirax-Sarco
10,694.483
8/12/24
0.72
3,972.830
5,054.666
-1,081.835
-21.40
-7.54
L
SSE
2,603.271
8/12/24
0.86
2,004.436
2,308.441
-304.005
-13.17
-4.05
L
St. James´s Place
957.860
8/12/24
-1.22
1,217.078
1,280.072
-62.994
-4.92
6.62
Standard Chartered
1,000.832
8/12/24
0.92
959.385
1,428.800
-469.415
-32.85
-26.60
L
Taylor Wimpey
219.019
8/12/24
0.54
279.595
257.683
21.912
8.50
39.59
L
Tesco
462.296
8/12/24
0.91
309.911
369.559
-59.648
-16.14
-11.35
L
Unilever Plc
6,534.516
8/12/24
-0.34
3,642.916
3,996.663
-353.746
-8.85
-0.67
S
Unite
1,294.705
8/12/24
-1.11
914.888
867.751
47.136
5.43
29.48
S
United Utilities
1,370.668
8/12/24
-0.12
1,233.712
1,387.846
-154.134
-11.11
1.03
L
Vodafone
103.188
8/12/24
0.87
301.358
353.636
-52.278
-14.78
-0.11
Weir Group
2,639.312
8/12/24
0.79
1,711.949
2,757.683
-1,045.734
-37.92
-28.63
S
Whitbread
3,900.748
8/12/24
-1.44
6,447.186
7,133.917
-686.732
-9.63
-0.85
instrument
freshest
⇓ Δday
9/21/15
⇓ Δwk
6/01/15
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
956.751
8/12/24
1.68
1,893.540
2,158.253
-264.713
-12.27
0.81
FTSE - 94 out of 100 instruments rated - 9/21/15 / 6/01/15 - 20 did rise, Market-Ratio(16) in EUR = 21.28 %
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
write an annotation