Assessment - FTSE 100 Index in Euro - 4/17/17 - RS = 16
⇐
instrument
freshest
⇓ Δday
4/17/17
⇓ Δwk
12/26/16
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
9,696.764
8/12/24
0.52
8,654.293
8,305.723
348.570
4.20
7.21
L
3i Group
3,564.427
8/12/24
0.23
909.756
816.686
93.069
11.40
22.94
L
Abrdn
180.642
8/12/24
2.51
432.904
427.967
4.937
1.15
8.22
Admiral Group
3,186.489
8/12/24
0.86
2,394.461
2,113.984
280.477
13.27
4.74
L
Airtel Africa
129.916
8/12/24
-0.63
-na-
L
Anglo American
2,636.707
8/12/24
0.29
1,382.249
1,322.562
59.687
4.51
25.18
Antofagasta
2,219.794
8/12/24
1.79
986.028
793.772
192.256
24.22
45.43
Ashtead
6,084.800
8/12/24
-0.43
1,949.734
1,841.363
108.371
5.89
29.85
Ass Brit Foods
2,875.871
8/12/24
-0.90
3,181.162
3,171.563
9.599
0.30
-0.35
L
AstraZeneca
15,093.894
8/12/24
0.63
5,596.469
5,178.613
417.855
8.07
4.61
L
Auto Trader
942.246
8/12/24
0.81
460.376
476.616
-16.240
-3.41
0.84
Aviva
571.867
8/12/24
0.35
612.590
564.395
48.195
8.54
15.71
S
B&M
525.097
8/12/24
-2.22
379.237
322.679
56.558
17.53
17.80
BAE Systems
1,539.506
8/12/24
2.04
758.946
697.415
61.532
8.82
16.06
Barclays
259.950
8/12/24
0.85
251.152
264.336
-13.185
-4.99
14.78
L
Barratt Developments
619.582
8/12/24
0.15
663.942
551.469
112.474
20.40
15.98
Beazley
864.533
8/12/24
1.24
513.641
450.059
63.582
14.13
12.79
Berkeley
5,987.953
8/12/24
1.00
3,759.868
3,345.911
413.957
12.37
15.51
BP
519.192
8/12/24
1.35
556.136
591.069
-34.934
-5.91
6.87
L
BAT
3,308.137
8/12/24
6,359.596
5,356.052
1,003.544
18.74
14.62
L
British Land
466.517
8/12/24
-0.40
770.226
753.231
16.994
2.26
2.99
L
BT Group
167.119
8/12/24
8.43
368.867
435.194
-66.327
-15.24
-16.62
S
Bunzl
3,781.741
8/12/24
0.50
2,793.776
2,453.584
340.192
13.87
7.66
S
Burberry Group
792.488
8/12/24
-2.02
2,077.359
1,719.154
358.205
20.84
26.53
Centrica
150.348
8/12/24
3.29
257.884
270.858
-12.974
-4.79
-1.63
instrument
freshest
⇓ Δday
4/17/17
⇓ Δwk
12/26/16
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,198.299
8/12/24
0.89
2,476.497
2,016.451
460.046
22.81
25.49
Compass Group
2,780.205
8/12/24
0.90
1,831.156
1,710.928
120.228
7.03
9.00
ConvaTec
273.533
8/12/24
-0.17
341.585
273.443
68.142
24.92
-na-
CRH (L)
7,577.654
8/12/24
-1.35
3,201.016
3,212.691
-11.675
-0.36
9.36
S
Croda
4,522.263
8/12/24
-0.05
4,280.276
3,701.528
578.749
15.64
10.13
DCC
6,064.722
8/12/24
-0.29
8,430.436
7,115.159
1,315.277
18.49
8.87
S
Diageo
2,895.358
8/12/24
1.03
2,709.968
2,464.160
245.808
9.98
8.93
DS Smith
524.389
8/12/24
1.19
496.634
479.906
16.728
3.49
3.16
Endeavour Mining
1,850.715
8/12/24
1.89
-na-
S
Entain
685.485
8/12/24
3.98
862.761
753.819
108.942
14.45
12.35
L
Experian
4,162.041
8/12/24
1.18
1,917.173
1,824.912
92.261
5.06
9.22
F&C Investment Trust
1,211.763
8/12/24
658.439
638.073
20.366
3.19
10.49
S
Flutter
17,343.805
8/12/24
-1.28
10,036.105
10,223.267
-187.162
-1.83
-2.87
L
Frasers
990.315
8/12/24
-0.42
376.284
328.085
48.200
14.69
4.82
Fresnillo
637.770
8/12/24
0.93
1,938.065
1,306.698
631.367
48.32
13.96
Glencore
484.528
8/12/24
1.27
362.596
318.038
44.558
14.01
44.02
GSK
1,856.620
8/12/24
0.42
1,887.528
1,836.569
50.959
2.77
0.27
Haleon
440.770
8/12/24
-1.01
-na-
L
Halma
2,984.528
8/12/24
0.04
1,210.582
1,067.568
143.015
13.40
3.94
L
Hargreaves Lansdown
1,301.524
8/12/24
1,587.233
1,433.608
153.625
10.72
5.56
Hiscox
1,404.275
8/12/24
1.89
1,325.145
1,185.664
139.481
11.76
8.69
L
HSBC
760.482
8/12/24
0.22
761.781
759.694
2.087
0.27
14.20
L
Imperial Brands
2,520.373
8/12/24
0.38
4,650.159
4,158.637
491.523
11.82
3.44
Informa
954.057
8/12/24
1.03
776.662
789.072
-12.409
-1.57
-3.23
InterContinental Hot
8,536.672
8/12/24
-0.61
4,645.612
4,231.492
414.120
9.79
21.86
instrument
freshest
⇓ Δday
4/17/17
⇓ Δwk
12/26/16
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
196.587
8/12/24
-0.06
637.026
537.250
99.776
18.57
19.72
Intertek
5,527.341
8/12/24
0.60
4,800.520
3,991.774
808.745
20.26
17.14
J Sainsbury
318.413
8/12/24
0.67
305.303
292.244
13.059
4.47
3.55
L
JD Sports Fashion
142.140
8/12/24
-4.07
104.996
75.511
29.485
39.05
51.63
Johnson Matthey
1,862.525
8/12/24
0.06
3,552.451
3,705.053
-152.602
-4.12
-3.99
Kingfisher
320.539
8/12/24
0.18
383.760
407.403
-23.643
-5.80
-7.21
Land Securities
726.940
8/12/24
-0.73
1,320.184
1,257.344
62.840
5.00
6.26
S
Legal & General
266.446
8/12/24
0.53
298.051
290.247
7.804
2.69
12.87
L
Lloyds Bank
67.084
8/12/24
-0.28
73.946
74.971
-1.025
-1.37
2.82
L
LSE Group
11,737.333
8/12/24
1.12
3,807.854
3,341.951
465.903
13.94
14.32
S
M&G
240.817
8/12/24
1.09
-na-
Melrose
574.820
8/12/24
0.19
786.583
683.020
103.563
15.16
63.86
Mondi
1,680.642
8/12/24
-0.42
2,304.901
1,886.016
418.885
22.21
23.71
S
National Grid
1,155.545
8/12/24
-0.04
1,222.912
1,117.861
105.051
9.40
2.52
L
NatWest
395.181
8/12/24
0.48
269.718
270.270
-0.553
-0.20
9.84
Next
11,269.635
8/12/24
0.23
4,948.175
5,783.784
-835.609
-14.45
-10.66
Ocado
444.904
8/12/24
0.72
290.067
305.993
-15.926
-5.20
-6.61
Pearson
1,221.802
8/12/24
-0.72
743.109
960.047
-216.938
-22.60
-18.84
Pershing Square
4,173.851
8/12/24
-0.79
-na-
L
Persimmon
1,863.116
8/12/24
0.03
2,622.735
2,074.031
548.705
26.46
21.77
Phoenix
635.408
8/12/24
0.47
792.837
766.112
26.725
3.49
2.34
Prudential
750.443
8/12/24
0.41
1,963.446
1,886.016
77.430
4.11
15.30
Reckitt Benckiser
4,936.813
8/12/24
8,752.143
8,003.525
748.618
9.35
4.13
RELX
4,170.308
8/12/24
0.57
1,870.580
1,689.777
180.803
10.70
12.48
L
Rentokil Initial
553.915
8/12/24
1.01
298.878
259.224
39.654
15.30
18.61
instrument
freshest
⇓ Δday
4/17/17
⇓ Δwk
12/26/16
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
634.463
8/12/24
0.04
489.193
461.340
27.854
6.04
4.50
Rio Tinto
5,836.778
8/12/24
0.56
3,682.509
3,600.470
82.039
2.28
17.49
Rolls-Royce
574.820
8/12/24
0.35
978.635
799.647
178.987
22.38
16.92
S
RS Group
890.516
8/12/24
-0.40
591.118
560.870
30.249
5.39
41.57
S
Sage Group
1,187.552
8/12/24
1.03
783.642
768.508
15.135
1.97
0.18
L
Schroders
398.252
8/12/24
-0.12
622.996
596.298
26.698
4.48
12.05
Scottish Mortgage
973.899
8/12/24
-0.17
435.562
378.143
57.418
15.18
19.05
L
Segro
1,044.762
8/12/24
-0.96
571.985
527.967
44.018
8.34
9.70
S
Severn Trent
2,969.174
8/12/24
-0.63
2,877.465
2,618.096
259.369
9.91
5.21
Shell
3,305.775
8/12/24
0.83
2,506.201
2,601.058
-94.857
-3.65
6.67
Smith and Nephew
1,365.301
8/12/24
-0.86
1,476.414
1,413.631
62.783
4.44
3.35
L
Smiths Group
2,058.580
8/12/24
0.52
1,908.622
1,660.400
248.222
14.95
20.34
Smurfit Kappa
3,611.669
8/12/24
0.07
2,439.376
2,206.815
232.561
10.54
9.02
S
Spirax-Sarco
9,111.846
8/12/24
0.72
5,993.858
4,994.124
999.734
20.02
22.44
L
SSE
2,218.023
8/12/24
0.86
1,763.163
1,826.087
-62.924
-3.45
-2.37
L
St. James´s Place
816.110
8/12/24
-1.22
1,258.285
1,173.325
84.960
7.24
11.56
Standard Chartered
852.722
8/12/24
0.92
839.117
777.438
61.678
7.93
11.01
L
Taylor Wimpey
186.607
8/12/24
0.54
231.121
180.846
50.275
27.80
21.01
L
Tesco
393.882
8/12/24
0.91
271.926
306.392
-34.466
-11.25
-0.48
L
Unilever Plc
5,567.497
8/12/24
-0.34
4,769.363
3,845.476
923.887
24.03
17.33
S
Unite
1,103.106
8/12/24
-1.11
775.954
696.240
79.714
11.45
7.93
S
United Utilities
1,167.828
8/12/24
-0.12
1,197.780
1,057.579
140.200
13.26
6.26
L
Vodafone
87.918
8/12/24
0.87
240.935
235.664
5.271
2.24
-5.53
Weir Group
2,248.730
8/12/24
0.79
2,355.155
2,203.290
151.865
6.89
24.38
S
Whitbread
3,323.491
8/12/24
-1.44
4,894.225
4,420.681
473.543
10.71
7.54
instrument
freshest
⇓ Δday
4/17/17
⇓ Δwk
12/26/16
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
815.165
8/12/24
1.68
2,052.427
2,109.283
-56.856
-2.70
0.24
FTSE - 95 out of 100 instruments rated - 4/17/17 / 12/26/16 - 76 did rise, Market-Ratio(16) in EUR = 80.00 %
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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