Assessment - FTSE 100 Index in Euro - 10/26/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
10/26/15
⇓ Δwk
7/06/15
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,399.958
8/12/24
0.52
8,910.053
9,225.974
-315.921
-3.42
-0.56
L
3i Group
4,190.503
8/12/24
0.23
693.696
723.461
-29.765
-4.11
7.03
L
Abrdn
212.372
8/12/24
2.51
584.560
621.118
-36.558
-5.89
0.82
Admiral Group
3,746.182
8/12/24
0.86
2,256.318
1,963.580
292.738
14.91
16.41
L
Airtel Africa
152.735
8/12/24
-0.63
-na-
L
Anglo American
3,099.833
8/12/24
0.29
820.467
1,246.753
-426.287
-34.19
-36.96
Antofagasta
2,609.692
8/12/24
1.79
787.976
944.382
-156.406
-16.56
-13.85
Ashtead
7,153.568
8/12/24
-0.43
1,385.726
1,483.625
-97.899
-6.60
-3.69
Ass Brit Foods
3,381.005
8/12/24
-0.90
4,713.968
4,110.672
603.296
14.68
14.33
L
AstraZeneca
17,745.071
8/12/24
0.63
5,681.061
5,856.860
-175.800
-3.00
-5.27
L
Auto Trader
1,107.748
8/12/24
0.81
536.379
444.946
91.432
20.55
-na-
Aviva
672.313
8/12/24
0.35
661.622
687.465
-25.843
-3.76
-4.03
S
B&M
617.329
8/12/24
-2.22
467.926
494.636
-26.710
-5.40
12.36
BAE Systems
1,809.914
8/12/24
2.04
630.103
641.304
-11.202
-1.75
-3.21
Barclays
305.610
8/12/24
0.85
348.445
365.330
-16.885
-4.62
2.02
L
Barratt Developments
728.409
8/12/24
0.15
896.973
911.914
-14.941
-1.64
25.21
Beazley
1,016.384
8/12/24
1.24
504.443
422.643
81.801
19.35
25.60
Berkeley
7,039.711
8/12/24
1.00
4,582.061
4,792.490
-210.430
-4.39
21.67
BP
610.386
8/12/24
1.35
533.741
606.296
-72.555
-11.97
-4.49
L
BAT
3,889.197
8/12/24
5,317.967
4,919.537
398.430
8.10
9.28
L
British Land
548.459
8/12/24
-0.40
1,207.998
1,127.894
80.104
7.10
9.96
L
BT Group
196.473
8/12/24
8.43
627.395
630.717
-3.322
-0.53
7.86
S
Bunzl
4,445.987
8/12/24
0.50
2,509.025
2,452.004
57.021
2.33
2.44
S
Burberry Group
931.686
8/12/24
-2.02
1,838.378
2,166.855
-328.477
-15.16
-15.64
Centrica
176.756
8/12/24
3.29
321.855
377.470
-55.615
-14.73
-9.69
instrument
freshest
⇓ Δday
10/26/15
⇓ Δwk
7/06/15
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,760.067
8/12/24
0.89
2,164.676
1,873.235
291.441
15.56
23.53
Compass Group
3,268.537
8/12/24
0.90
1,527.354
1,501.976
25.377
1.69
3.16
ConvaTec
321.577
8/12/24
-0.17
-na-
CRH (L)
8,908.636
8/12/24
-1.35
2,507.165
2,512.705
-5.540
-0.22
8.56
S
Croda
5,316.579
8/12/24
-0.05
4,023.882
3,870.694
153.188
3.96
9.38
DCC
7,129.964
8/12/24
-0.29
7,275.757
7,100.508
175.249
2.47
28.62
S
Diageo
3,403.916
8/12/24
1.03
2,608.303
2,651.045
-42.741
-1.61
4.48
DS Smith
616.495
8/12/24
1.19
535.685
548.278
-12.593
-2.30
14.09
Endeavour Mining
2,175.784
8/12/24
1.89
-na-
S
Entain
805.887
8/12/24
3.98
555.401
650.056
-94.655
-14.56
-8.74
L
Experian
4,893.085
8/12/24
1.18
1,552.347
1,624.788
-72.442
-4.46
2.81
F&C Investment Trust
1,424.604
8/12/24
603.999
612.507
-8.508
-1.39
2.83
S
Flutter
20,390.169
8/12/24
-1.28
14,346.015
11,122.247
3,223.768
28.98
41.66
L
Frasers
1,164.260
8/12/24
-0.42
949.736
1,014.963
-65.227
-6.43
1.49
Fresnillo
749.792
8/12/24
0.93
1,036.518
969.791
66.727
6.88
7.69
Glencore
569.633
8/12/24
1.27
160.997
349.520
-188.523
-53.94
-46.35
GSK
2,182.727
8/12/24
0.42
1,914.843
1,908.343
6.500
0.34
-1.21
Haleon
518.189
8/12/24
-1.01
-na-
L
Halma
3,508.748
8/12/24
0.04
1,050.403
1,066.488
-16.085
-1.51
9.52
L
Hargreaves Lansdown
1,530.131
8/12/24
2,003.610
1,565.500
438.110
27.99
33.60
Hiscox
1,650.930
8/12/24
1.89
1,329.492
1,207.651
121.841
10.09
15.09
L
HSBC
894.057
8/12/24
0.22
712.441
801.948
-89.507
-11.16
-9.70
L
Imperial Brands
2,963.066
8/12/24
0.38
4,852.819
4,366.177
486.641
11.15
15.77
Informa
1,121.633
8/12/24
1.03
803.249
765.810
37.439
4.89
11.03
InterContinental Hot
10,036.101
8/12/24
-0.61
3,476.812
3,661.773
-184.961
-5.05
-0.15
instrument
freshest
⇓ Δday
10/26/15
⇓ Δwk
7/06/15
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
231.116
8/12/24
-0.06
844.210
683.512
160.698
23.51
19.36
Intertek
6,498.195
8/12/24
0.60
3,626.770
3,324.393
302.377
9.10
7.81
J Sainsbury
374.340
8/12/24
0.67
376.423
371.259
5.164
1.39
9.03
L
JD Sports Fashion
167.106
8/12/24
-4.07
53.096
40.090
13.006
32.44
67.75
Johnson Matthey
2,189.670
8/12/24
0.06
3,567.065
4,226.426
-659.361
-15.60
-14.86
Kingfisher
376.840
8/12/24
0.18
497.501
493.648
3.853
0.78
6.68
Land Securities
854.624
8/12/24
-0.73
1,853.652
1,736.307
117.345
6.76
10.98
S
Legal & General
313.246
8/12/24
0.53
356.429
351.214
5.215
1.48
2.42
L
Lloyds Bank
78.867
8/12/24
-0.28
107.609
118.789
-11.180
-9.41
0.63
L
LSE Group
13,798.945
8/12/24
1.12
3,529.339
3,402.033
127.306
3.74
9.88
S
M&G
283.116
8/12/24
1.09
-na-
Melrose
675.785
8/12/24
0.19
210.846
195.750
15.096
7.71
0.90
Mondi
1,975.840
8/12/24
-0.42
2,052.208
1,921.231
130.977
6.82
18.90
S
National Grid
1,358.512
8/12/24
-0.04
1,303.804
1,163.185
140.620
12.09
8.66
L
NatWest
464.593
8/12/24
0.48
454.735
489.130
-34.396
-7.03
-5.32
Next
13,249.097
8/12/24
0.23
11,052.485
10,629.588
422.898
3.98
13.47
Ocado
523.049
8/12/24
0.72
504.999
632.976
-127.977
-20.22
3.58
Pearson
1,436.407
8/12/24
-0.72
1,256.595
1,725.014
-468.419
-27.15
-25.65
Pershing Square
4,906.970
8/12/24
-0.79
-na-
L
Persimmon
2,190.364
8/12/24
0.03
2,821.438
2,835.968
-14.530
-0.51
19.32
Phoenix
747.015
8/12/24
0.47
904.227
883.123
21.104
2.39
5.91
Prudential
882.255
8/12/24
0.41
2,126.493
2,168.972
-42.480
-1.96
2.27
Reckitt Benckiser
5,803.943
8/12/24
8,726.743
7,889.610
837.132
10.61
14.29
RELX
4,902.805
8/12/24
0.57
1,621.772
1,470.920
150.851
10.26
9.35
L
Rentokil Initial
651.208
8/12/24
1.01
209.386
205.251
4.135
2.01
15.19
instrument
freshest
⇓ Δday
10/26/15
⇓ Δwk
7/06/15
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
745.904
8/12/24
0.04
529.020
459.910
69.110
15.03
37.67
Rio Tinto
6,861.983
8/12/24
0.56
3,453.902
3,639.187
-185.285
-5.09
-6.61
Rolls-Royce
675.785
8/12/24
0.35
948.348
1,132.835
-184.487
-16.29
-17.93
S
RS Group
1,046.931
8/12/24
-0.40
289.086
294.325
-5.239
-1.78
0.18
S
Sage Group
1,396.140
8/12/24
1.03
752.569
717.815
34.754
4.84
15.73
L
Schroders
468.203
8/12/24
-0.12
696.570
734.571
-38.000
-5.17
3.48
Scottish Mortgage
1,144.960
8/12/24
-0.17
351.986
368.859
-16.874
-4.57
1.86
L
Segro
1,228.270
8/12/24
-0.96
623.160
572.417
50.744
8.86
11.59
S
Severn Trent
3,490.697
8/12/24
-0.63
3,149.125
2,936.194
212.931
7.25
11.46
Shell
3,886.420
8/12/24
0.83
2,418.773
2,523.998
-105.225
-4.17
-7.94
Smith and Nephew
1,605.110
8/12/24
-0.86
1,603.721
1,527.386
76.336
5.00
4.69
L
Smiths Group
2,420.161
8/12/24
0.52
1,373.924
1,610.672
-236.748
-14.70
-9.72
Smurfit Kappa
4,246.043
8/12/24
0.07
3,519.856
3,581.310
-61.454
-1.72
12.52
S
Spirax-Sarco
10,712.302
8/12/24
0.72
4,189.114
4,709.204
-520.090
-11.04
-3.34
L
SSE
2,607.609
8/12/24
0.86
2,191.058
2,221.908
-30.850
-1.39
4.24
L
St. James´s Place
959.456
8/12/24
-1.22
1,292.002
1,285.291
6.711
0.52
9.68
Standard Chartered
1,002.499
8/12/24
0.92
1,024.715
1,446.217
-421.501
-29.15
-18.13
L
Taylor Wimpey
219.384
8/12/24
0.54
272.702
269.904
2.798
1.04
27.69
L
Tesco
463.066
8/12/24
0.91
335.129
366.996
-31.867
-8.68
-4.81
L
Unilever Plc
6,545.404
8/12/24
-0.34
4,084.976
3,843.873
241.103
6.27
9.72
S
Unite
1,296.862
8/12/24
-1.11
915.718
815.923
99.795
12.23
23.14
S
United Utilities
1,372.952
8/12/24
-0.12
1,386.420
1,237.295
149.125
12.05
11.10
L
Vodafone
103.360
8/12/24
0.87
300.750
326.228
-25.478
-7.81
-1.68
Weir Group
2,643.710
8/12/24
0.79
1,549.431
2,351.779
-802.348
-34.12
-31.42
S
Whitbread
3,907.248
8/12/24
-1.44
6,859.206
7,093.450
-234.244
-3.30
3.29
instrument
freshest
⇓ Δday
10/26/15
⇓ Δwk
7/06/15
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
958.345
8/12/24
1.68
2,010.553
2,017.222
-6.669
-0.33
4.55
FTSE - 94 out of 100 instruments rated - 10/26/15 / 7/06/15 - 44 did rise, Market-Ratio(16) in EUR = 46.81 %
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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