Assessment - FTSE 100 Index in Euro - 1/16/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
1/16/17
⇓ Δwk
9/26/16
prc diff
⇓ Δ16
∅-RS
FTSE
9,329.830
8/12/24
0.52
8,326.284
7,859.412
466.872
5.94
5.42
Melrose
553.068
8/12/24
0.19
688.636
592.219
96.417
16.28
94.50
L
Anglo American
2,536.932
8/12/24
0.29
1,540.648
1,072.968
467.679
43.59
88.27
Glencore
466.193
8/12/24
1.27
365.864
241.787
124.077
51.32
81.36
S
RS Group
856.818
8/12/24
-0.40
547.500
393.660
153.840
39.08
53.04
Weir Group
2,163.636
8/12/24
0.79
2,305.682
1,812.104
493.578
27.24
42.77
Rio Tinto
5,615.909
8/12/24
0.56
3,964.432
2,866.674
1,097.758
38.29
42.11
Ashtead
5,854.545
8/12/24
-0.43
1,836.557
1,384.438
452.119
32.66
39.30
Antofagasta
2,135.795
8/12/24
1.79
833.693
584.438
249.255
42.65
37.06
L
JD Sports Fashion
136.761
8/12/24
-4.07
79.500
66.398
13.102
19.73
25.86
Barclays
250.114
8/12/24
0.85
262.705
191.712
70.993
37.03
25.93
L
HSBC
731.705
8/12/24
0.22
773.227
657.625
115.602
17.58
24.46
L
3i Group
3,429.545
8/12/24
0.23
821.750
737.176
84.574
11.47
23.00
CRH (L)
7,290.909
8/12/24
-1.35
3,267.273
2,944.092
323.181
10.98
20.77
Standard Chartered
820.455
8/12/24
0.92
825.364
721.268
104.096
14.43
20.55
InterContinental Hot
8,213.636
8/12/24
-0.61
4,264.318
3,571.182
693.137
19.41
20.42
L
Smiths Group
1,980.682
8/12/24
0.52
1,718.523
1,617.291
101.232
6.26
17.88
S
Burberry Group
762.500
8/12/24
-2.02
1,860.602
1,624.207
236.395
14.55
18.22
BP
499.545
8/12/24
1.35
582.330
498.179
84.151
16.89
17.39
Shell
3,180.682
8/12/24
0.83
2,592.568
2,119.885
472.683
22.30
16.09
Mondi
1,617.045
8/12/24
-0.42
1,992.443
1,865.130
127.314
6.83
14.47
Scottish Mortgage
937.045
8/12/24
-0.17
391.364
371.297
20.067
5.40
13.81
F&C Investment Trust
1,165.909
8/12/24
631.818
578.674
53.144
9.18
10.97
Fresnillo
613.636
8/12/24
0.93
1,632.148
2,063.401
-431.253
-20.90
9.29
L
Experian
4,004.545
8/12/24
1.18
1,832.182
1,786.744
45.438
2.54
9.87
⇓ instrument
freshest
⇓ Δday
1/16/17
⇓ Δwk
9/26/16
prc diff
⇓ Δ16
∅-RS
L
Rentokil Initial
532.955
8/12/24
1.01
256.364
254.640
1.724
0.68
9.12
L
St. James´s Place
785.227
8/12/24
-1.22
1,212.739
1,098.559
114.180
10.39
9.58
L
Coca-Cola HBC
3,077.273
8/12/24
0.89
2,043.591
2,005.764
37.827
1.89
9.04
BAE Systems
1,481.250
8/12/24
2.04
695.091
598.847
96.244
16.07
9.28
Prudential
722.045
8/12/24
0.41
1,793.716
1,580.922
212.794
13.46
8.80
S
Spirax-Sarco
8,767.046
8/12/24
0.72
4,915.909
5,087.032
-171.123
-3.36
7.13
WPP Group
784.318
8/12/24
1.68
2,150.432
2,048.415
102.017
4.98
7.05
L
Schroders
383.182
8/12/24
-0.12
586.425
524.599
61.826
11.79
7.01
Smurfit Kappa
3,475.000
8/12/24
0.07
2,401.136
2,042.651
358.485
17.55
7.30
L
Tesco
378.977
8/12/24
0.91
291.625
257.637
33.988
13.19
5.85
S
B&M
505.227
8/12/24
-2.22
340.909
292.565
48.344
16.52
5.78
S
Legal & General
256.364
8/12/24
0.53
279.580
251.988
27.591
10.95
4.95
Aviva
550.227
8/12/24
0.35
547.568
505.014
42.554
8.43
3.78
RELX
4,012.500
8/12/24
0.57
1,671.920
1,671.470
0.451
0.03
3.11
L
Segro
1,005.227
8/12/24
-0.96
535.682
515.504
20.178
3.91
3.19
S
Diageo
2,785.795
8/12/24
1.03
2,495.386
2,551.550
-56.164
-2.20
2.68
Johnson Matthey
1,792.045
8/12/24
0.06
3,679.261
3,718.732
-39.471
-1.06
2.10
L
LSE Group
11,293.182
8/12/24
1.12
3,347.727
3,278.386
69.341
2.12
2.43
Intertek
5,318.182
8/12/24
0.60
4,049.682
4,019.597
30.085
0.75
1.68
Compass Group
2,675.000
8/12/24
0.90
1,665.102
1,695.677
-30.575
-1.80
1.54
DS Smith
504.545
8/12/24
1.19
485.114
453.833
31.281
6.89
1.79
L
BAT
3,182.955
8/12/24
5,410.307
5,625.360
-215.053
-3.82
1.46
L
Persimmon
1,792.614
8/12/24
0.03
2,237.034
2,033.429
203.605
10.01
1.85
S
Croda
4,351.136
8/12/24
-0.05
3,791.818
3,930.836
-139.018
-3.54
-0.56
L
Lloyds Bank
64.545
8/12/24
-0.28
73.455
62.536
10.919
17.46
0.08
⇓ instrument
freshest
⇓ Δday
1/16/17
⇓ Δwk
9/26/16
prc diff
⇓ Δ16
∅-RS
J Sainsbury
306.364
8/12/24
0.67
298.920
286.686
12.235
4.27
-0.45
Int Cons Airlines
189.148
8/12/24
-0.06
547.568
454.755
92.813
20.41
-0.05
L
AstraZeneca
14,522.727
8/12/24
0.63
5,260.523
5,914.767
-654.244
-11.06
-1.11
S
Whitbread
3,197.727
8/12/24
-1.44
4,607.386
4,442.651
164.735
3.71
-0.75
Centrica
144.659
8/12/24
3.29
261.852
259.827
2.025
0.78
-1.39
S
Entain
659.545
8/12/24
3.98
701.136
850.144
-149.008
-17.53
-2.53
L
Abrdn
173.807
8/12/24
2.51
399.295
394.582
4.713
1.19
-1.88
L
Taylor Wimpey
179.545
8/12/24
0.54
192.409
171.988
20.421
11.87
-1.58
Smith and Nephew
1,313.636
8/12/24
-0.86
1,405.966
1,442.133
-36.167
-2.51
-2.27
S
Sage Group
1,142.614
8/12/24
1.03
765.602
843.804
-78.202
-9.27
-2.87
GSK
1,786.364
8/12/24
0.42
1,809.239
1,896.853
-87.614
-4.62
-2.79
Beazley
831.818
8/12/24
1.24
435.568
452.911
-17.342
-3.83
-2.95
L
Unilever Plc
5,356.818
8/12/24
-0.34
3,867.250
4,152.749
-285.499
-6.87
-3.12
Rightmove
610.455
8/12/24
0.04
460.909
471.124
-10.215
-2.17
-2.86
L
SSE
2,134.091
8/12/24
0.86
1,769.102
1,761.383
7.719
0.44
-3.13
L
NatWest
380.227
8/12/24
0.48
244.250
204.611
39.639
19.37
-2.73
L
Auto Trader
906.591
8/12/24
0.81
447.500
456.599
-9.099
-1.99
-3.39
L
Barratt Developments
596.136
8/12/24
0.15
577.386
549.741
27.646
5.03
-3.21
S
Bunzl
3,638.636
8/12/24
0.50
2,449.352
2,636.311
-186.959
-7.09
-4.35
Informa
917.955
8/12/24
1.03
786.966
820.173
-33.207
-4.05
-4.46
L
Hargreaves Lansdown
1,252.273
8/12/24
1,453.398
1,454.755
-1.357
-0.09
-4.55
Phoenix
611.364
8/12/24
0.47
748.528
748.486
0.042
0.01
-4.84
Berkeley
5,761.364
8/12/24
1.00
3,226.784
2,934.870
291.914
9.95
-4.72
Hiscox
1,351.136
8/12/24
1.89
1,151.136
1,232.277
-81.140
-6.58
-5.56
Reckitt Benckiser
4,750.000
8/12/24
7,904.989
8,281.625
-376.637
-4.55
-5.87
⇓ instrument
freshest
⇓ Δday
1/16/17
⇓ Δwk
9/26/16
prc diff
⇓ Δ16
∅-RS
Ocado
428.068
8/12/24
0.72
306.023
292.795
13.227
4.52
-5.78
L
Halma
2,871.591
8/12/24
0.04
1,071.023
1,195.389
-124.366
-10.40
-7.39
Kingfisher
308.409
8/12/24
0.18
396.591
430.133
-33.542
-7.80
-7.18
DCC
5,835.227
8/12/24
-0.29
6,944.568
7,867.435
-922.867
-11.73
-8.37
Pearson
1,175.568
8/12/24
-0.72
918.091
836.888
81.203
9.70
-8.02
Rolls-Royce
553.068
8/12/24
0.35
756.114
820.749
-64.636
-7.88
-8.42
S
Severn Trent
2,856.818
8/12/24
-0.63
2,522.102
2,846.974
-324.872
-11.41
-8.26
S
Unite
1,061.364
8/12/24
-1.11
673.295
718.156
-44.860
-6.25
-9.10
S
National Grid
1,111.818
8/12/24
-0.04
1,098.398
1,244.542
-146.144
-11.74
-10.07
L
Vodafone
84.591
8/12/24
0.87
239.250
253.591
-14.341
-5.66
-10.00
L
Imperial Brands
2,425.000
8/12/24
0.38
4,122.114
4,573.625
-451.512
-9.87
-10.13
Land Securities
699.432
8/12/24
-0.73
1,149.091
1,205.764
-56.673
-4.70
-10.33
S
Flutter
16,687.500
8/12/24
-1.28
9,883.511
10,005.764
-122.252
-1.22
-10.24
L
BT Group
160.795
8/12/24
8.43
441.682
449.118
-7.436
-1.66
-10.34
S
United Utilities
1,123.636
8/12/24
-0.12
1,018.080
1,136.599
-118.520
-10.43
-11.17
L
British Land
448.864
8/12/24
-0.40
698.432
721.037
-22.606
-3.14
-11.77
Admiral Group
3,065.909
8/12/24
0.86
2,007.216
2,401.153
-393.937
-16.41
-13.63
Ass Brit Foods
2,767.045
8/12/24
-0.90
2,928.636
3,025.937
-97.300
-3.22
-15.25
L
Frasers
952.841
8/12/24
-0.42
323.864
327.954
-4.090
-1.25
-17.21
Next
10,843.182
8/12/24
0.23
4,598.648
5,447.839
-849.191
-15.59
-27.98
L
Airtel Africa
125.000
8/12/24
-0.63
-na-
ConvaTec
263.182
8/12/24
-0.17
275.000
-na-
Endeavour Mining
1,780.682
8/12/24
1.89
-na-
Haleon
424.091
8/12/24
-1.01
-na-
S
M&G
231.705
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
1/16/17
⇓ Δwk
9/26/16
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,015.909
8/12/24
-0.79
-na-
FTSE - 94 out of 100 instruments rated - 1/16/17 / 9/26/16 - 55 did rise, Market-Ratio(16) in EUR = 58.51 %
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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