Assessment - FTSE 100 Index in Euro - 7/18/16 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
7/18/16
⇓ Δwk
3/28/16
prc diff
⇓ Δ16
∅-RS
FTSE
9,823.223
8/12/24
0.52
8,010.792
7,777.965
232.827
2.99
-2.41
Fresnillo
646.088
8/12/24
0.93
2,179.409
1,171.825
1,007.584
85.98
103.11
Melrose
582.316
8/12/24
0.19
432.663
254.754
177.910
69.84
85.61
L
Anglo American
2,671.094
8/12/24
0.29
983.106
637.881
345.225
54.12
49.92
Glencore
490.847
8/12/24
1.27
217.432
192.587
24.845
12.90
36.82
Weir Group
2,278.057
8/12/24
0.79
1,853.314
1,388.358
464.956
33.49
24.04
S
Entain
694.425
8/12/24
3.98
724.456
630.493
93.963
14.90
17.45
L
Rentokil Initial
561.139
8/12/24
1.01
248.624
219.208
29.416
13.42
16.10
Intertek
5,599.426
8/12/24
0.60
4,303.135
3,976.564
326.571
8.21
14.66
Compass Group
2,816.463
8/12/24
0.90
1,736.061
1,543.752
192.309
12.46
12.77
L
BAT
3,351.280
8/12/24
5,787.868
5,089.161
698.707
13.73
12.44
Shell
3,348.887
8/12/24
0.83
2,475.784
2,136.034
339.750
15.91
12.62
BP
525.963
8/12/24
1.35
539.914
450.070
89.844
19.96
12.19
L
Experian
4,216.320
8/12/24
1.18
1,756.353
1,545.026
211.327
13.68
11.93
L
Halma
3,023.451
8/12/24
0.04
1,231.156
1,142.530
88.626
7.76
11.25
S
Bunzl
3,831.060
8/12/24
0.50
2,803.123
2,515.603
287.520
11.43
10.90
DCC
6,143.814
8/12/24
-0.29
8,107.741
7,693.288
414.454
5.39
10.15
L
3i Group
3,610.912
8/12/24
0.23
701.101
577.124
123.977
21.48
10.21
L
Unilever Plc
5,640.105
8/12/24
-0.34
4,283.166
4,000.764
282.402
7.06
9.25
Admiral Group
3,228.045
8/12/24
0.86
2,435.200
2,420.074
15.126
0.63
8.01
S
Spirax-Sarco
9,230.677
8/12/24
0.72
4,608.758
4,525.538
83.220
1.84
8.05
S
RS Group
902.130
8/12/24
-0.40
319.454
313.845
5.609
1.79
7.15
Informa
966.499
8/12/24
1.03
887.174
876.322
10.852
1.24
7.23
GSK
1,880.833
8/12/24
0.42
1,991.086
1,786.066
205.021
11.48
7.27
Johnson Matthey
1,886.815
8/12/24
0.06
3,776.944
3,425.041
351.903
10.27
6.77
⇓ instrument
freshest
⇓ Δday
7/18/16
⇓ Δwk
3/28/16
prc diff
⇓ Δ16
∅-RS
RELX
4,224.695
8/12/24
0.57
1,670.830
1,626.544
44.286
2.72
6.45
L
Smiths Group
2,085.427
8/12/24
0.52
1,463.269
1,357.789
105.480
7.77
6.39
Ashtead
6,164.154
8/12/24
-0.43
1,343.491
1,050.822
292.670
27.85
6.48
Reckitt Benckiser
5,001.197
8/12/24
8,910.984
8,527.576
383.407
4.50
5.65
S
Sage Group
1,203.039
8/12/24
1.03
799.234
785.250
13.984
1.78
5.65
S
National Grid
1,170.615
8/12/24
-0.04
1,307.729
1,249.268
58.461
4.68
5.12
Rio Tinto
5,912.898
8/12/24
0.56
2,925.030
2,467.839
457.191
18.53
5.12
CRH (L)
7,676.478
8/12/24
-1.35
2,640.069
2,481.213
158.857
6.40
4.54
L
JD Sports Fashion
143.994
8/12/24
-4.07
56.616
56.757
-0.141
-0.25
3.18
S
Diageo
2,933.118
8/12/24
1.03
2,526.968
2,380.589
146.380
6.15
3.26
S
Croda
4,581.240
8/12/24
-0.05
3,968.653
3,777.863
190.790
5.05
2.95
InterContinental Hot
8,648.002
8/12/24
-0.61
3,473.319
3,528.213
-54.894
-1.56
2.51
L
Imperial Brands
2,553.242
8/12/24
0.38
4,844.149
4,801.936
42.213
0.88
2.40
Rolls-Royce
582.316
8/12/24
0.35
883.668
864.221
19.447
2.25
2.56
Smith and Nephew
1,383.106
8/12/24
-0.86
1,555.372
1,425.296
130.076
9.13
2.32
S
Severn Trent
3,007.897
8/12/24
-0.63
2,949.282
2,725.767
223.515
8.20
1.99
WPP Group
825.796
8/12/24
1.68
1,988.885
2,032.862
-43.977
-2.16
0.32
Scottish Mortgage
986.600
8/12/24
-0.17
341.709
326.073
15.635
4.80
0.42
BAE Systems
1,559.584
8/12/24
2.04
638.909
634.951
3.958
0.62
-0.05
S
United Utilities
1,183.058
8/12/24
-0.12
1,229.588
1,170.552
59.037
5.04
-0.33
Hiscox
1,422.589
8/12/24
1.89
1,261.067
1,226.595
34.472
2.81
-1.07
F&C Investment Trust
1,227.566
8/12/24
561.618
548.975
12.643
2.30
-1.81
Pearson
1,237.736
8/12/24
-0.72
1,148.660
1,124.698
23.962
2.13
-1.81
L
AstraZeneca
15,290.740
8/12/24
0.63
5,419.514
4,976.436
443.078
8.90
-1.93
Beazley
875.808
8/12/24
1.24
460.876
456.630
4.246
0.93
-2.05
⇓ instrument
freshest
⇓ Δday
7/18/16
⇓ Δwk
3/28/16
prc diff
⇓ Δ16
∅-RS
L
SSE
2,246.949
8/12/24
0.86
1,917.133
1,859.636
57.498
3.09
-2.31
L
Coca-Cola HBC
3,240.010
8/12/24
0.89
1,819.813
1,823.972
-4.158
-0.23
-2.89
Standard Chartered
863.843
8/12/24
0.92
725.652
561.139
164.513
29.32
-2.79
Centrica
152.309
8/12/24
3.29
281.419
285.441
-4.022
-1.41
-4.19
Antofagasta
2,248.744
8/12/24
1.79
601.687
597.886
3.801
0.64
-5.12
Mondi
1,702.560
8/12/24
-0.42
1,709.596
1,675.264
34.331
2.05
-5.21
L
LSE Group
11,890.405
8/12/24
1.12
3,203.601
3,607.184
-403.583
-11.19
-5.93
L
Vodafone
89.064
8/12/24
0.87
272.793
278.117
-5.325
-1.91
-6.45
DS Smith
531.228
8/12/24
1.19
468.892
525.411
-56.519
-10.76
-8.68
L
HSBC
770.400
8/12/24
0.22
579.206
558.273
20.933
3.75
-9.21
S
Burberry Group
802.824
8/12/24
-2.02
1,509.883
1,681.315
-171.432
-10.20
-9.42
L
Hargreaves Lansdown
1,318.497
8/12/24
1,491.984
1,641.829
-149.845
-9.13
-11.97
Rightmove
642.738
8/12/24
0.04
440.297
534.327
-94.030
-17.60
-13.35
S
Unite
1,117.492
8/12/24
-1.11
732.831
810.088
-77.257
-9.54
-13.32
Kingfisher
324.719
8/12/24
0.18
399.103
474.717
-75.614
-15.93
-13.44
L
Tesco
399.019
8/12/24
0.91
251.579
306.216
-54.636
-17.84
-14.01
Prudential
760.230
8/12/24
0.41
1,564.968
1,624.634
-59.666
-3.67
-13.94
L
Segro
1,058.387
8/12/24
-0.96
483.250
517.514
-34.264
-6.62
-14.19
L
St. James´s Place
826.753
8/12/24
-1.22
1,022.254
1,159.088
-136.834
-11.81
-14.40
L
Schroders
403.446
8/12/24
-0.12
520.593
575.761
-55.168
-9.58
-14.33
L
Auto Trader
954.535
8/12/24
0.81
419.957
501.592
-81.635
-16.28
-14.90
Phoenix
643.695
8/12/24
0.47
722.430
918.126
-195.696
-21.31
-16.70
S
B&M
531.945
8/12/24
-2.22
324.240
335.881
-11.641
-3.47
-16.50
J Sainsbury
322.565
8/12/24
0.67
275.784
351.038
-75.254
-21.44
-18.11
Land Securities
736.420
8/12/24
-0.73
1,248.361
1,352.694
-104.333
-7.71
-18.43
⇓ instrument
freshest
⇓ Δday
7/18/16
⇓ Δwk
3/28/16
prc diff
⇓ Δ16
∅-RS
L
BT Group
169.299
8/12/24
8.43
475.640
551.458
-75.818
-13.75
-19.46
Ass Brit Foods
2,913.376
8/12/24
-0.90
3,358.579
4,158.706
-800.127
-19.24
-19.94
Ocado
450.706
8/12/24
0.72
317.899
373.965
-56.066
-14.99
-19.65
S
Flutter
17,569.993
8/12/24
-1.28
10,251.807
11,845.625
-1,593.818
-13.45
-20.42
S
Whitbread
3,366.834
8/12/24
-1.44
4,437.186
4,964.973
-527.787
-10.63
-20.80
L
British Land
472.601
8/12/24
-0.40
750.550
876.322
-125.771
-14.35
-24.17
Aviva
579.325
8/12/24
0.35
457.310
580.308
-122.998
-21.20
-24.40
Berkeley
6,066.045
8/12/24
1.00
3,189.818
4,065.724
-875.906
-21.54
-24.66
L
Persimmon
1,887.413
8/12/24
0.03
1,920.316
2,645.523
-725.207
-27.41
-25.45
Smurfit Kappa
3,658.770
8/12/24
0.07
2,103.374
2,290.154
-186.780
-8.16
-25.71
S
Legal & General
269.921
8/12/24
0.53
228.763
294.357
-65.595
-22.28
-27.33
L
Lloyds Bank
67.959
8/12/24
-0.28
66.511
86.677
-20.166
-23.27
-27.73
L
Taylor Wimpey
189.040
8/12/24
0.54
175.508
237.931
-62.423
-26.24
-27.82
Int Cons Airlines
199.151
8/12/24
-0.06
510.744
690.358
-179.614
-26.02
-27.85
L
Abrdn
182.998
8/12/24
2.51
343.503
444.275
-100.771
-22.68
-28.73
Next
11,416.607
8/12/24
0.23
6,098.971
7,202.904
-1,103.933
-15.33
-29.07
Barclays
263.341
8/12/24
0.85
180.450
194.370
-13.920
-7.16
-29.68
L
Barratt Developments
627.662
8/12/24
0.15
495.262
715.196
-219.934
-30.75
-34.19
L
NatWest
400.335
8/12/24
0.48
220.842
284.804
-63.962
-22.46
-35.99
L
Frasers
1,003.230
8/12/24
-0.42
306.413
463.635
-157.222
-33.91
-51.16
L
Airtel Africa
131.610
8/12/24
-0.63
-na-
ConvaTec
277.100
8/12/24
-0.17
-na-
Endeavour Mining
1,874.850
8/12/24
1.89
-na-
Haleon
446.518
8/12/24
-1.01
-na-
S
M&G
243.958
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
7/18/16
⇓ Δwk
3/28/16
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,228.284
8/12/24
-0.79
-na-
FTSE - 94 out of 100 instruments rated - 7/18/16 / 3/28/16 - 51 did rise, Market-Ratio(16) in EUR = 54.26 %
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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