Assessment - FTSE 100 Index in Euro - 12/05/16 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
12/05/16
⇓ Δwk
8/15/16
prc diff
⇓ Δ16
∅-RS
FTSE
9,712.824
8/12/24
0.52
8,020.632
7,991.239
29.393
0.37
1.56
Melrose
575.772
8/12/24
0.19
661.895
499.079
162.816
32.62
110.37
L
Anglo American
2,641.074
8/12/24
0.29
1,414.728
1,004.720
410.008
40.81
102.53
Glencore
485.331
8/12/24
1.27
338.341
222.197
116.145
52.27
90.50
S
RS Group
891.991
8/12/24
-0.40
530.581
355.745
174.836
49.15
56.94
Weir Group
2,252.455
8/12/24
0.79
2,224.062
1,830.532
393.531
21.50
45.82
Antofagasta
2,223.471
8/12/24
1.79
856.749
591.757
264.992
44.78
45.61
Ashtead
6,094.877
8/12/24
-0.43
1,855.897
1,433.341
422.556
29.48
43.89
Rio Tinto
5,846.445
8/12/24
0.56
3,570.354
2,803.937
766.416
27.33
32.72
L
JD Sports Fashion
142.375
8/12/24
-4.07
77.842
60.834
17.009
27.96
27.41
L
3i Group
3,570.330
8/12/24
0.23
816.278
729.335
86.944
11.92
25.47
L
HSBC
761.741
8/12/24
0.22
763.126
630.325
132.801
21.07
23.91
Barclays
260.381
8/12/24
0.85
251.544
188.292
63.252
33.59
19.50
L
Smiths Group
2,061.990
8/12/24
0.52
1,661.327
1,565.738
95.589
6.11
17.56
CRH (L)
7,590.204
8/12/24
-1.35
3,110.434
2,857.472
252.962
8.85
17.54
L
Tesco
394.534
8/12/24
0.91
315.509
230.117
85.392
37.11
17.01
Standard Chartered
854.135
8/12/24
0.92
777.239
756.274
20.964
2.77
14.52
BP
520.052
8/12/24
1.35
548.350
502.936
45.414
9.03
13.24
S
Spirax-Sarco
9,126.937
8/12/24
0.72
5,041.997
5,113.976
-71.980
-1.41
11.76
Shell
3,311.250
8/12/24
0.83
2,427.540
2,226.376
201.165
9.04
11.81
Prudential
751.686
8/12/24
0.41
1,862.013
1,660.718
201.295
12.12
12.21
BAE Systems
1,542.056
8/12/24
2.04
708.328
614.207
94.122
15.32
11.66
InterContinental Hot
8,550.810
8/12/24
-0.61
3,813.888
3,852.176
-38.287
-0.99
9.58
Mondi
1,683.426
8/12/24
-0.42
1,885.721
1,865.070
20.651
1.11
8.93
S
Burberry Group
793.801
8/12/24
-2.02
1,696.120
1,570.343
125.777
8.01
8.84
⇓ instrument
freshest
⇓ Δday
12/05/16
⇓ Δwk
8/15/16
prc diff
⇓ Δ16
∅-RS
F&C Investment Trust
1,213.770
8/12/24
608.068
583.698
24.370
4.18
7.52
S
Entain
686.620
8/12/24
3.98
747.072
800.138
-53.066
-6.63
6.66
L
Experian
4,168.934
8/12/24
1.18
1,753.354
1,774.119
-20.765
-1.17
6.74
L
Rentokil Initial
554.833
8/12/24
1.01
243.700
252.590
-8.890
-3.52
5.87
Scottish Mortgage
975.512
8/12/24
-0.17
361.528
362.422
-0.894
-0.25
5.41
L
Coca-Cola HBC
3,203.596
8/12/24
0.89
1,923.577
1,983.652
-60.074
-3.03
2.80
S
Legal & General
266.887
8/12/24
0.53
280.374
248.216
32.158
12.96
3.11
Aviva
572.814
8/12/24
0.35
549.391
483.537
65.854
13.62
2.20
L
Abrdn
180.942
8/12/24
2.51
422.335
410.546
11.790
2.87
1.80
Johnson Matthey
1,865.610
8/12/24
0.06
3,612.528
3,871.748
-259.220
-6.70
0.61
WPP Group
816.515
8/12/24
1.68
2,002.721
2,053.880
-51.159
-2.49
-0.04
L
Schroders
398.912
8/12/24
-0.12
554.727
547.605
7.122
1.30
0.12
L
St. James´s Place
817.461
8/12/24
-1.22
1,116.172
1,127.677
-11.505
-1.02
-0.29
L
Auto Trader
943.807
8/12/24
0.81
473.205
447.962
25.243
5.63
-0.19
RELX
4,177.215
8/12/24
0.57
1,580.504
1,693.852
-113.348
-6.69
-2.07
Fresnillo
638.826
8/12/24
0.93
1,353.366
2,282.984
-929.618
-40.72
-4.00
S
Croda
4,529.753
8/12/24
-0.05
3,746.599
3,928.160
-181.561
-4.62
-2.54
Beazley
865.965
8/12/24
1.24
445.759
460.741
-14.983
-3.25
-2.24
Hiscox
1,406.601
8/12/24
1.89
1,211.404
1,254.893
-43.489
-3.47
-2.45
L
BAT
3,313.616
8/12/24
5,115.829
5,734.515
-618.687
-10.79
-3.47
DS Smith
525.257
8/12/24
1.19
466.580
480.198
-13.618
-2.84
-3.01
Berkeley
5,997.870
8/12/24
1.00
3,440.199
2,870.136
570.063
19.86
-2.16
Compass Group
2,784.810
8/12/24
0.90
1,559.210
1,744.186
-184.976
-10.61
-4.14
Rolls-Royce
575.772
8/12/24
0.35
782.562
917.856
-135.294
-14.74
-5.11
S
Diageo
2,900.154
8/12/24
1.03
2,314.243
2,518.420
-204.177
-8.11
-5.01
⇓ instrument
freshest
⇓ Δday
12/05/16
⇓ Δwk
8/15/16
prc diff
⇓ Δ16
∅-RS
L
SSE
2,221.696
8/12/24
0.86
1,759.434
1,790.237
-30.803
-1.72
-4.87
Intertek
5,536.496
8/12/24
0.60
3,747.876
4,213.677
-465.801
-11.05
-5.27
L
Halma
2,989.471
8/12/24
0.04
1,103.159
1,259.498
-156.339
-12.41
-5.48
Kingfisher
321.069
8/12/24
0.18
409.026
418.374
-9.348
-2.23
-5.33
L
LSE Group
11,756.772
8/12/24
1.12
3,100.674
3,305.319
-204.645
-6.19
-5.96
Phoenix
636.460
8/12/24
0.47
757.447
752.822
4.625
0.61
-5.78
L
NatWest
395.836
8/12/24
0.48
247.368
222.312
25.056
11.27
-5.29
L
Segro
1,046.492
8/12/24
-0.96
492.488
518.766
-26.278
-5.07
-6.24
Admiral Group
3,191.766
8/12/24
0.86
2,180.291
2,601.888
-421.597
-16.20
-6.60
S
Bunzl
3,788.004
8/12/24
0.50
2,396.782
2,804.513
-407.731
-14.54
-6.77
GSK
1,859.695
8/12/24
0.42
1,738.708
1,985.494
-246.786
-12.43
-6.75
Pearson
1,223.826
8/12/24
-0.72
938.128
1,031.683
-93.555
-9.07
-6.50
Ocado
445.641
8/12/24
0.72
314.445
332.144
-17.699
-5.33
-6.74
L
Unilever Plc
5,576.718
8/12/24
-0.34
3,698.119
4,192.378
-494.260
-11.79
-7.44
S
Sage Group
1,189.518
8/12/24
1.03
734.414
847.352
-112.938
-13.33
-7.49
Centrica
150.597
8/12/24
3.29
248.196
271.356
-23.160
-8.54
-7.35
L
Lloyds Bank
67.195
8/12/24
-0.28
70.046
62.745
7.301
11.64
-7.19
Reckitt Benckiser
4,944.990
8/12/24
7,751.686
8,735.333
-983.647
-11.26
-8.30
Informa
955.637
8/12/24
1.03
759.340
822.012
-62.673
-7.62
-8.25
DCC
6,074.766
8/12/24
-0.29
6,962.025
8,081.971
-1,119.946
-13.86
-8.99
Smith and Nephew
1,367.562
8/12/24
-0.86
1,324.820
1,496.661
-171.842
-11.48
-8.96
J Sainsbury
318.940
8/12/24
0.67
276.612
270.585
6.027
2.23
-9.55
Smurfit Kappa
3,617.650
8/12/24
0.07
2,092.748
2,133.318
-40.570
-1.90
-9.90
Rightmove
635.514
8/12/24
0.04
435.348
479.622
-44.274
-9.23
-10.26
L
Hargreaves Lansdown
1,303.679
8/12/24
1,412.516
1,549.620
-137.104
-8.85
-10.19
⇓ instrument
freshest
⇓ Δday
12/05/16
⇓ Δwk
8/15/16
prc diff
⇓ Δ16
∅-RS
L
Barratt Developments
620.608
8/12/24
0.15
558.263
502.878
55.385
11.01
-10.31
L
AstraZeneca
15,118.892
8/12/24
0.63
4,775.523
5,922.174
-1,146.650
-19.36
-11.85
L
Taylor Wimpey
186.916
8/12/24
0.54
180.646
176.261
4.385
2.49
-11.22
S
Severn Trent
2,974.092
8/12/24
-0.63
2,452.384
2,828.690
-376.306
-13.30
-12.13
S
United Utilities
1,169.762
8/12/24
-0.12
1,027.529
1,154.732
-127.203
-11.02
-12.33
S
B&M
525.967
8/12/24
-2.22
288.773
320.746
-31.973
-9.97
-12.17
L
Persimmon
1,866.201
8/12/24
0.03
1,984.017
1,995.165
-11.147
-0.56
-12.20
Land Securities
728.144
8/12/24
-0.73
1,146.339
1,272.162
-125.824
-9.89
-13.15
L
Imperial Brands
2,524.547
8/12/24
0.38
4,011.132
4,738.660
-727.528
-15.35
-14.04
S
National Grid
1,157.459
8/12/24
-0.04
1,062.475
1,268.708
-206.233
-16.26
-14.38
L
British Land
467.290
8/12/24
-0.40
706.258
765.600
-59.342
-7.75
-14.20
Int Cons Airlines
196.912
8/12/24
-0.06
490.832
463.735
27.097
5.84
-14.19
L
Frasers
991.955
8/12/24
-0.42
361.883
342.275
19.608
5.73
-14.41
S
Unite
1,104.933
8/12/24
-1.11
642.967
704.582
-61.615
-8.74
-15.64
Ass Brit Foods
2,880.634
8/12/24
-0.90
3,040.199
3,450.380
-410.181
-11.89
-15.35
Next
11,288.300
8/12/24
0.23
5,722.359
6,288.349
-565.990
-9.00
-15.57
S
Whitbread
3,328.996
8/12/24
-1.44
4,034.071
4,670.734
-636.664
-13.63
-16.17
S
Flutter
17,372.530
8/12/24
-1.28
9,694.215
11,100.990
-1,406.775
-12.67
-16.27
L
Vodafone
88.063
8/12/24
0.87
226.819
275.961
-49.142
-17.81
-16.82
L
BT Group
167.396
8/12/24
8.43
417.378
456.827
-39.449
-8.64
-18.84
L
Airtel Africa
130.131
8/12/24
-0.63
-na-
ConvaTec
273.986
8/12/24
-0.17
281.557
-na-
Endeavour Mining
1,853.780
8/12/24
1.89
-na-
Haleon
441.500
8/12/24
-1.01
-na-
S
M&G
241.216
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
12/05/16
⇓ Δwk
8/15/16
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,180.764
8/12/24
-0.79
-na-
FTSE - 94 out of 100 instruments rated - 12/05/16 / 8/15/16 - 37 did rise, Market-Ratio(16) in EUR = 39.36 %
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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