Assessment - FTSE 100 Index in Euro - 11/16/15 - RS = 16
⇐
instrument
freshest
⇓ Δday
11/16/15
⇓ Δwk
7/27/15
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
11,678.876
8/12/24
0.52
8,743.072
9,123.604
-380.532
-4.17
-2.85
L
3i Group
4,293.030
8/12/24
0.23
682.504
758.065
-75.561
-9.97
3.07
L
Abrdn
217.568
8/12/24
2.51
560.313
618.513
-58.200
-9.41
-4.33
Admiral Group
3,837.838
8/12/24
0.86
2,307.255
2,056.101
251.154
12.22
16.67
L
Airtel Africa
156.472
8/12/24
-0.63
-na-
L
Anglo American
3,175.676
8/12/24
0.29
645.804
1,083.590
-437.787
-40.40
-47.73
Antofagasta
2,673.542
8/12/24
1.79
676.102
803.647
-127.544
-15.87
-25.23
Ashtead
7,328.592
8/12/24
-0.43
1,408.962
1,314.867
94.095
7.16
-2.52
Ass Brit Foods
3,463.727
8/12/24
-0.90
4,843.528
4,374.474
469.054
10.72
15.46
L
AstraZeneca
18,179.232
8/12/24
0.63
6,056.899
5,877.279
179.620
3.06
0.95
L
Auto Trader
1,134.851
8/12/24
0.81
541.252
464.236
77.016
16.59
-na-
Aviva
688.762
8/12/24
0.35
689.189
721.599
-32.410
-4.49
-0.19
S
B&M
632.432
8/12/24
-2.22
454.623
483.871
-29.248
-6.04
6.66
BAE Systems
1,854.196
8/12/24
2.04
661.024
643.338
17.686
2.75
1.06
Barclays
313.087
8/12/24
0.85
319.203
388.219
-69.015
-17.78
-7.31
L
Barratt Developments
746.230
8/12/24
0.15
799.431
852.034
-52.603
-6.17
8.31
Beazley
1,041.252
8/12/24
1.24
528.592
460.589
68.003
14.76
28.45
Berkeley
7,211.949
8/12/24
1.00
4,365.576
4,549.790
-184.214
-4.05
12.75
BP
625.320
8/12/24
1.35
524.395
543.198
-18.802
-3.46
-5.96
L
BAT
3,984.353
8/12/24
5,321.479
4,925.666
395.813
8.04
8.23
L
British Land
561.878
8/12/24
-0.40
1,143.670
1,154.278
-10.608
-0.92
2.42
L
BT Group
201.280
8/12/24
8.43
682.077
647.686
34.391
5.31
15.07
S
Bunzl
4,554.765
8/12/24
0.50
2,634.424
2,511.921
122.502
4.88
6.36
S
Burberry Group
954.481
8/12/24
-2.02
1,782.361
2,126.227
-343.866
-16.17
-18.08
Centrica
181.081
8/12/24
3.29
296.728
383.871
-87.143
-22.70
-15.83
instrument
freshest
⇓ Δday
11/16/15
⇓ Δwk
7/27/15
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,852.063
8/12/24
0.89
2,143.670
1,800.842
342.828
19.04
20.88
Compass Group
3,348.506
8/12/24
0.90
1,465.149
1,516.129
-50.980
-3.36
-2.07
ConvaTec
329.445
8/12/24
-0.17
-na-
CRH (L)
9,126.600
8/12/24
-1.35
2,535.206
2,580.645
-45.439
-1.76
7.19
S
Croda
5,446.657
8/12/24
-0.05
3,910.384
4,166.900
-256.516
-6.16
4.18
DCC
7,304.410
8/12/24
-0.29
8,157.895
6,900.421
1,257.474
18.22
39.90
S
Diageo
3,487.198
8/12/24
1.03
2,627.311
2,551.893
75.418
2.96
4.49
DS Smith
631.579
8/12/24
1.19
570.270
532.959
37.311
7.00
17.58
Endeavour Mining
2,229.018
8/12/24
1.89
-na-
S
Entain
825.605
8/12/24
3.98
564.011
589.762
-25.750
-4.37
-6.82
L
Experian
5,012.802
8/12/24
1.18
1,685.633
1,611.501
74.132
4.60
9.90
F&C Investment Trust
1,459.459
8/12/24
614.509
613.885
0.624
0.10
3.46
S
Flutter
20,889.047
8/12/24
-1.28
16,038.407
11,180.926
4,857.481
43.44
52.17
L
Frasers
1,192.745
8/12/24
-0.42
971.550
1,077.840
-106.290
-9.86
2.79
Fresnillo
768.137
8/12/24
0.93
958.748
877.279
81.469
9.29
-0.91
Glencore
583.570
8/12/24
1.27
127.368
288.359
-160.991
-55.83
-54.75
GSK
2,236.131
8/12/24
0.42
1,882.888
1,883.324
-0.436
-0.02
-3.26
Haleon
530.868
8/12/24
-1.01
-na-
L
Halma
3,594.595
8/12/24
0.04
1,075.391
1,036.466
38.926
3.76
9.98
L
Hargreaves Lansdown
1,567.568
8/12/24
2,052.632
1,612.903
439.728
27.26
33.38
Hiscox
1,691.323
8/12/24
1.89
1,419.630
1,250.351
169.280
13.54
20.48
L
HSBC
915.932
8/12/24
0.22
727.312
791.164
-63.853
-8.07
-7.22
L
Imperial Brands
3,035.562
8/12/24
0.38
5,105.263
4,549.790
555.473
12.21
19.25
Informa
1,149.075
8/12/24
1.03
839.972
760.870
79.102
10.40
14.21
InterContinental Hot
10,281.650
8/12/24
-0.61
3,500.711
3,589.060
-88.349
-2.46
-0.54
instrument
freshest
⇓ Δday
11/16/15
⇓ Δwk
7/27/15
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
236.771
8/12/24
-0.06
819.346
772.090
47.256
6.12
12.37
Intertek
6,657.183
8/12/24
0.60
3,645.804
3,305.750
340.053
10.29
8.01
J Sainsbury
383.499
8/12/24
0.67
345.946
364.656
-18.710
-5.13
-0.87
L
JD Sports Fashion
171.195
8/12/24
-4.07
54.111
40.617
13.494
33.22
63.08
Johnson Matthey
2,243.243
8/12/24
0.06
3,394.026
3,849.930
-455.904
-11.84
-18.74
Kingfisher
386.060
8/12/24
0.18
481.508
506.031
-24.523
-4.85
1.42
Land Securities
875.533
8/12/24
-0.73
1,749.644
1,798.036
-48.392
-2.69
3.02
S
Legal & General
320.910
8/12/24
0.53
373.542
361.150
12.392
3.43
5.88
L
Lloyds Bank
80.797
8/12/24
-0.28
103.385
118.962
-15.577
-13.09
-3.78
L
LSE Group
14,136.557
8/12/24
1.12
3,551.920
3,558.205
-6.284
-0.18
8.24
S
M&G
290.043
8/12/24
1.09
-na-
Melrose
692.319
8/12/24
0.19
222.363
201.863
20.500
10.16
5.94
Mondi
2,024.182
8/12/24
-0.42
2,044.097
2,079.944
-35.847
-1.72
15.12
S
National Grid
1,391.750
8/12/24
-0.04
1,297.440
1,172.090
125.350
10.69
7.52
L
NatWest
475.960
8/12/24
0.48
438.691
486.816
-48.125
-9.89
-8.40
Next
13,573.257
8/12/24
0.23
10,988.620
10,518.934
469.686
4.47
10.82
Ocado
535.846
8/12/24
0.72
486.202
555.119
-68.917
-12.41
-3.13
Pearson
1,471.550
8/12/24
-0.72
1,088.193
1,628.331
-540.138
-33.17
-34.65
Pershing Square
5,027.027
8/12/24
-0.79
-na-
L
Persimmon
2,243.954
8/12/24
0.03
2,597.440
2,683.029
-85.590
-3.19
7.15
Phoenix
765.292
8/12/24
0.47
935.597
898.341
37.257
4.15
8.04
Prudential
903.841
8/12/24
0.41
2,091.038
2,102.384
-11.346
-0.54
-0.53
Reckitt Benckiser
5,945.946
8/12/24
8,842.105
8,405.330
436.776
5.20
13.88
RELX
5,022.760
8/12/24
0.57
1,631.579
1,500.701
130.878
8.72
8.58
L
Rentokil Initial
667.141
8/12/24
1.01
218.065
201.964
16.102
7.97
17.54
instrument
freshest
⇓ Δday
11/16/15
⇓ Δwk
7/27/15
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
764.154
8/12/24
0.04
554.765
471.950
82.816
17.55
38.44
Rio Tinto
7,029.872
8/12/24
0.56
3,159.317
3,357.644
-198.327
-5.91
-13.84
Rolls-Royce
692.319
8/12/24
0.35
751.067
1,007.013
-255.946
-25.42
-34.63
S
RS Group
1,072.546
8/12/24
-0.40
318.492
288.920
29.572
10.24
10.20
S
Sage Group
1,430.299
8/12/24
1.03
766.003
730.014
35.989
4.93
14.36
L
Schroders
479.659
8/12/24
-0.12
697.895
723.871
-25.976
-3.59
1.62
Scottish Mortgage
1,172.973
8/12/24
-0.17
368.706
379.383
-10.677
-2.81
5.55
L
Segro
1,258.321
8/12/24
-0.96
601.849
605.891
-4.041
-0.67
6.18
S
Severn Trent
3,576.102
8/12/24
-0.63
3,055.476
3,025.245
30.231
1.00
6.86
Shell
3,981.508
8/12/24
0.83
2,241.821
2,434.081
-192.261
-7.90
-13.89
Smith and Nephew
1,644.381
8/12/24
-0.86
1,522.048
1,573.633
-51.584
-3.28
-1.75
L
Smiths Group
2,479.374
8/12/24
0.52
1,316.501
1,565.217
-248.717
-15.89
-13.08
Smurfit Kappa
4,349.929
8/12/24
0.07
3,598.862
3,765.778
-166.916
-4.43
10.83
S
Spirax-Sarco
10,974.395
8/12/24
0.72
4,136.558
4,552.595
-416.037
-9.14
-5.33
L
SSE
2,671.408
8/12/24
0.86
2,045.519
2,107.994
-62.475
-2.96
-3.08
L
St. James´s Place
982.930
8/12/24
-1.22
1,341.220
1,335.905
5.316
0.40
11.28
Standard Chartered
1,027.027
8/12/24
0.92
819.061
1,361.431
-542.369
-39.84
-33.37
L
Taylor Wimpey
224.751
8/12/24
0.54
257.326
256.381
0.944
0.37
16.12
L
Tesco
474.395
8/12/24
0.91
299.459
380.715
-81.256
-21.34
-15.66
L
Unilever Plc
6,705.548
8/12/24
-0.34
3,923.186
4,001.403
-78.216
-1.95
3.85
S
Unite
1,328.592
8/12/24
-1.11
899.004
882.889
16.115
1.83
17.05
S
United Utilities
1,406.543
8/12/24
-0.12
1,337.127
1,223.703
113.424
9.27
5.68
L
Vodafone
105.889
8/12/24
0.87
314.723
330.575
-15.852
-4.80
1.93
Weir Group
2,708.393
8/12/24
0.79
1,560.455
2,068.724
-508.269
-24.57
-28.27
S
Whitbread
4,002.845
8/12/24
-1.44
6,257.468
7,103.787
-846.319
-11.91
-6.93
instrument
freshest
⇓ Δday
11/16/15
⇓ Δwk
7/27/15
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
981.792
8/12/24
1.68
2,098.151
2,008.415
89.736
4.47
7.23
FTSE - 94 out of 100 instruments rated - 11/16/15 / 7/27/15 - 43 did rise, Market-Ratio(16) in EUR = 45.74 %
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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