Assessment - FTSE 100 Index in Euro - 9/28/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
9/28/15
⇓ Δwk
6/08/15
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,079.960
8/12/24
0.52
8,041.646
9,229.360
-1,187.713
-12.87
-10.02
L
3i Group
4,072.875
8/12/24
0.23
635.897
746.908
-111.010
-14.86
1.01
L
Abrdn
206.410
8/12/24
2.51
519.568
637.352
-117.784
-18.48
-9.69
Admiral Group
3,641.026
8/12/24
0.86
1,990.553
1,977.708
12.845
0.65
4.87
L
Airtel Africa
148.448
8/12/24
-0.63
-na-
L
Anglo American
3,012.821
8/12/24
0.29
745.884
1,366.726
-620.842
-45.43
-46.35
Antofagasta
2,536.437
8/12/24
1.79
649.123
992.252
-343.129
-34.58
-30.25
Ashtead
6,952.767
8/12/24
-0.43
1,255.735
1,545.467
-289.731
-18.75
-12.33
Ass Brit Foods
3,286.100
8/12/24
-0.90
4,387.314
3,996.194
391.120
9.79
9.24
L
AstraZeneca
17,246.964
8/12/24
0.63
5,641.026
5,889.629
-248.603
-4.22
-5.68
L
Auto Trader
1,076.653
8/12/24
0.81
443.320
391.124
52.196
13.35
-na-
Aviva
653.441
8/12/24
0.35
590.823
695.256
-104.433
-15.02
-14.51
S
B&M
600.000
8/12/24
-2.22
432.119
460.446
-28.327
-6.15
6.36
BAE Systems
1,759.109
8/12/24
2.04
599.865
671.197
-71.332
-10.63
-7.34
Barclays
297.031
8/12/24
0.85
330.904
356.123
-25.219
-7.08
-1.62
L
Barratt Developments
707.962
8/12/24
0.15
890.688
803.317
87.372
10.88
30.13
Beazley
987.854
8/12/24
1.24
484.480
407.639
76.841
18.85
24.02
Berkeley
6,842.105
8/12/24
1.00
4,669.366
4,175.615
493.751
11.82
28.92
BP
593.252
8/12/24
1.35
435.965
600.652
-164.688
-27.42
-22.81
L
BAT
3,780.027
8/12/24
4,798.246
4,663.586
134.660
2.89
-0.35
L
British Land
533.063
8/12/24
-0.40
1,122.807
1,111.187
11.620
1.05
4.56
L
BT Group
190.958
8/12/24
8.43
562.011
596.439
-34.428
-5.77
-1.69
S
Bunzl
4,321.188
8/12/24
0.50
2,396.761
2,532.282
-135.521
-5.35
-0.53
S
Burberry Group
905.533
8/12/24
-2.02
1,801.619
2,250.917
-449.298
-19.96
-17.40
Centrica
171.795
8/12/24
3.29
297.166
359.250
-62.084
-17.28
-17.90
instrument
freshest
⇓ Δday
9/28/15
⇓ Δwk
6/08/15
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,654.521
8/12/24
0.89
1,869.096
1,902.950
-33.854
-1.78
8.02
Compass Group
3,176.788
8/12/24
0.90
1,380.567
1,512.845
-132.278
-8.74
-5.46
ConvaTec
312.551
8/12/24
-0.17
-na-
CRH (L)
8,658.570
8/12/24
-1.35
2,373.819
2,476.050
-102.231
-4.13
5.83
S
Croda
5,167.341
8/12/24
-0.05
3,627.530
3,835.803
-208.272
-5.43
1.68
DCC
6,929.825
8/12/24
-0.29
6,539.811
7,040.913
-501.102
-7.12
20.17
S
Diageo
3,308.367
8/12/24
1.03
2,341.431
2,555.389
-213.959
-8.37
-5.46
DS Smith
599.190
8/12/24
1.19
536.302
485.932
50.371
10.37
19.16
Endeavour Mining
2,114.710
8/12/24
1.89
-na-
S
Entain
783.266
8/12/24
3.98
551.282
618.459
-67.177
-10.86
-10.22
L
Experian
4,755.736
8/12/24
1.18
1,399.460
1,655.566
-256.106
-15.47
-5.81
F&C Investment Trust
1,384.615
8/12/24
561.808
609.623
-47.815
-7.84
-3.05
S
Flutter
19,817.814
8/12/24
-1.28
13,775.978
10,587.196
3,188.783
30.12
43.24
L
Frasers
1,131.579
8/12/24
-0.42
1,016.869
898.464
118.405
13.18
10.79
Fresnillo
728.745
8/12/24
0.93
812.416
973.902
-161.487
-16.58
-16.02
Glencore
553.644
8/12/24
1.27
92.605
373.522
-280.917
-75.21
-72.78
GSK
2,121.457
8/12/24
0.42
1,700.000
1,897.784
-197.784
-10.42
-12.29
Haleon
503.644
8/12/24
-1.01
-na-
L
Halma
3,410.256
8/12/24
0.04
981.781
1,024.195
-42.413
-4.14
4.80
L
Hargreaves Lansdown
1,487.179
8/12/24
1,619.433
1,671.877
-52.444
-3.14
11.51
Hiscox
1,604.588
8/12/24
1.89
1,279.352
1,147.886
131.466
11.45
13.67
L
HSBC
868.961
8/12/24
0.22
659.852
842.055
-182.204
-21.64
-17.30
L
Imperial Brands
2,879.892
8/12/24
0.38
4,642.375
4,344.162
298.213
6.86
13.85
Informa
1,090.148
8/12/24
1.03
750.337
755.063
-4.726
-0.63
5.98
InterContinental Hot
9,754.386
8/12/24
-0.61
3,029.690
3,649.585
-619.896
-16.99
-12.30
instrument
freshest
⇓ Δday
9/28/15
⇓ Δwk
6/08/15
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
224.629
8/12/24
-0.06
791.498
707.489
84.009
11.87
17.75
Intertek
6,315.790
8/12/24
0.60
3,141.700
3,471.524
-329.823
-9.50
-6.17
J Sainsbury
363.833
8/12/24
0.67
305.128
336.142
-31.014
-9.23
-10.60
L
JD Sports Fashion
162.416
8/12/24
-4.07
50.904
35.340
15.564
44.04
71.43
Johnson Matthey
2,128.205
8/12/24
0.06
3,259.109
4,448.824
-1,189.715
-26.74
-22.73
Kingfisher
366.262
8/12/24
0.18
473.279
516.243
-42.964
-8.32
3.43
Land Securities
830.634
8/12/24
-0.73
1,692.308
1,693.625
-1.317
-0.08
3.76
S
Legal & General
304.453
8/12/24
0.53
321.592
356.939
-35.347
-9.90
-6.35
L
Lloyds Bank
76.653
8/12/24
-0.28
99.987
117.480
-17.493
-14.89
-6.00
L
LSE Group
13,411.606
8/12/24
1.12
3,246.964
3,206.470
40.494
1.26
4.20
S
M&G
275.169
8/12/24
1.09
-na-
Melrose
656.815
8/12/24
0.19
199.810
205.710
-5.900
-2.87
-3.73
Mondi
1,920.378
8/12/24
-0.42
1,835.358
1,859.454
-24.096
-1.30
10.24
S
National Grid
1,320.378
8/12/24
-0.04
1,211.876
1,167.867
44.009
3.77
1.86
L
NatWest
451.552
8/12/24
0.48
417.814
478.320
-60.506
-12.65
-13.36
Next
12,877.193
8/12/24
0.23
10,209.177
9,854.560
354.617
3.60
6.66
Ocado
508.367
8/12/24
0.72
433.198
484.708
-51.510
-10.63
-7.69
Pearson
1,396.086
8/12/24
-0.72
1,500.675
1,772.462
-271.787
-15.33
-10.76
Pershing Square
4,769.231
8/12/24
-0.79
-na-
L
Persimmon
2,128.880
8/12/24
0.03
2,846.154
2,579.856
266.298
10.32
25.28
Phoenix
726.046
8/12/24
0.47
848.398
869.063
-20.665
-2.38
0.97
Prudential
857.490
8/12/24
0.41
1,830.634
2,139.459
-308.825
-14.43
-10.99
Reckitt Benckiser
5,641.026
8/12/24
7,964.912
7,751.801
213.111
2.75
6.12
RELX
4,765.182
8/12/24
0.57
1,492.578
1,443.523
49.054
3.40
2.45
L
Rentokil Initial
632.928
8/12/24
1.01
199.730
204.567
-4.837
-2.36
12.66
instrument
freshest
⇓ Δday
9/28/15
⇓ Δwk
6/08/15
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
724.966
8/12/24
0.04
507.962
441.077
66.886
15.16
39.24
Rio Tinto
6,669.366
8/12/24
0.56
2,848.853
3,831.045
-982.192
-25.64
-24.23
Rolls-Royce
656.815
8/12/24
0.35
890.688
1,312.356
-421.667
-32.13
-24.31
S
RS Group
1,017.544
8/12/24
-0.40
234.278
323.637
-89.359
-27.61
-19.17
S
Sage Group
1,356.950
8/12/24
1.03
692.982
740.111
-47.129
-6.37
10.70
L
Schroders
455.061
8/12/24
-0.12
635.263
749.599
-114.336
-15.25
-3.21
Scottish Mortgage
1,112.821
8/12/24
-0.17
323.887
371.755
-47.868
-12.88
-5.02
L
Segro
1,193.792
8/12/24
-0.96
574.359
561.234
13.125
2.34
5.12
S
Severn Trent
3,392.713
8/12/24
-0.63
2,897.436
2,927.824
-30.388
-1.04
4.43
Shell
3,777.328
8/12/24
0.83
2,035.762
2,585.293
-549.530
-21.26
-23.85
Smith and Nephew
1,560.054
8/12/24
-0.86
1,542.510
1,510.126
32.384
2.14
2.45
L
Smiths Group
2,352.227
8/12/24
0.52
1,329.285
1,606.633
-277.348
-17.26
-13.49
Smurfit Kappa
4,126.856
8/12/24
0.07
3,333.333
3,466.087
-132.753
-3.83
11.13
S
Spirax-Sarco
10,411.606
8/12/24
0.72
3,794.872
4,827.851
-1,032.979
-21.40
-11.76
L
SSE
2,534.413
8/12/24
0.86
1,939.271
2,168.003
-228.732
-10.55
-7.22
L
St. James´s Place
932.524
8/12/24
-1.22
1,171.019
1,222.400
-51.382
-4.20
1.99
Standard Chartered
974.359
8/12/24
0.92
847.233
1,389.833
-542.599
-39.04
-34.53
L
Taylor Wimpey
213.225
8/12/24
0.54
274.629
250.510
24.119
9.63
35.40
L
Tesco
450.067
8/12/24
0.91
284.103
350.374
-66.271
-18.91
-18.63
L
Unilever Plc
6,361.673
8/12/24
-0.34
3,519.568
3,815.414
-295.846
-7.75
-4.22
S
Unite
1,260.459
8/12/24
-1.11
897.436
794.481
102.954
12.96
25.74
S
United Utilities
1,334.413
8/12/24
-0.12
1,234.818
1,308.278
-73.460
-5.62
0.83
L
Vodafone
100.459
8/12/24
0.87
279.622
331.657
-52.035
-15.69
-7.63
Weir Group
2,569.501
8/12/24
0.79
1,503.374
2,635.653
-1,132.279
-42.96
-36.52
S
Whitbread
3,797.571
8/12/24
-1.44
6,303.644
6,756.830
-453.186
-6.71
-3.42
instrument
freshest
⇓ Δday
9/28/15
⇓ Δwk
6/08/15
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
931.444
8/12/24
1.68
1,802.969
2,021.204
-218.235
-10.80
-4.30
FTSE - 94 out of 100 instruments rated - 9/28/15 / 6/08/15 - 26 did rise, Market-Ratio(16) in EUR = 27.66 %
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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