Assessment - FTSE 100 Index in Euro - 5/29/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
5/29/17
⇓ Δwk
2/06/17
prc diff
⇓ Δ16
∅-RS
FTSE
9,425.152
8/12/24
0.52
8,664.482
8,321.325
343.156
4.12
6.28
S
RS Group
865.572
8/12/24
-0.40
670.417
566.655
103.762
18.31
50.27
Melrose
558.719
8/12/24
0.19
817.931
697.877
120.055
17.20
47.86
L
JD Sports Fashion
138.159
8/12/24
-4.07
104.121
81.494
22.627
27.76
42.99
Antofagasta
2,157.617
8/12/24
1.79
946.504
949.159
-2.654
-0.28
31.76
Int Cons Airlines
191.080
8/12/24
-0.06
704.225
550.296
153.929
27.97
32.13
S
B&M
510.389
8/12/24
-2.22
422.454
352.593
69.861
19.81
29.59
L
Persimmon
1,810.929
8/12/24
0.03
2,799.346
2,248.521
550.825
24.50
28.78
L
3i Group
3,464.585
8/12/24
0.23
998.783
805.198
193.585
24.04
28.37
S
Spirax-Sarco
8,856.618
8/12/24
0.72
6,497.532
5,160.692
1,336.840
25.90
28.05
L
Coca-Cola HBC
3,108.713
8/12/24
0.89
2,604.753
2,077.271
527.481
25.39
26.94
InterContinental Hot
8,297.555
8/12/24
-0.61
4,997.784
4,353.173
644.611
14.81
26.33
Glencore
470.956
8/12/24
1.27
333.349
360.599
-27.250
-7.56
22.34
L
NatWest
384.112
8/12/24
0.48
299.931
259.775
40.156
15.46
21.86
Scottish Mortgage
946.619
8/12/24
-0.17
457.617
400.162
57.454
14.36
21.03
S
Burberry Group
770.290
8/12/24
-2.02
2,041.097
1,876.668
164.430
8.76
20.78
L
Barratt Developments
602.227
8/12/24
0.15
689.932
572.909
117.024
20.43
20.32
L
Taylor Wimpey
181.380
8/12/24
0.54
229.434
197.007
32.427
16.46
20.22
Mondi
1,633.567
8/12/24
-0.42
2,311.480
2,051.282
260.198
12.68
19.56
L
Unilever Plc
5,411.549
8/12/24
-0.34
4,936.253
3,791.763
1,144.490
30.18
19.14
Intertek
5,372.517
8/12/24
0.60
4,926.874
4,024.829
902.045
22.41
18.33
Rolls-Royce
558.719
8/12/24
0.35
1,001.527
789.535
211.992
26.85
17.69
L
Rentokil Initial
538.400
8/12/24
1.01
303.961
268.593
35.368
13.17
16.89
L
St. James´s Place
793.250
8/12/24
-1.22
1,342.073
1,234.482
107.591
8.72
16.88
S
Entain
666.284
8/12/24
3.98
920.675
780.253
140.422
18.00
16.74
⇓ instrument
freshest
⇓ Δday
5/29/17
⇓ Δwk
2/06/17
prc diff
⇓ Δ16
∅-RS
Berkeley
5,820.227
8/12/24
1.00
3,809.264
3,264.671
544.593
16.68
16.86
Ocado
432.442
8/12/24
0.72
354.265
278.571
75.694
27.17
16.07
Beazley
840.317
8/12/24
1.24
540.007
500.522
39.485
7.89
15.85
Prudential
729.423
8/12/24
0.41
2,006.429
1,838.659
167.770
9.12
15.70
L
Lloyds Bank
65.205
8/12/24
-0.28
82.597
76.772
5.824
7.59
15.67
S
Croda
4,395.592
8/12/24
-0.05
4,552.290
3,892.563
659.727
16.95
15.25
L
LSE Group
11,408.564
8/12/24
1.12
3,893.525
3,665.158
228.367
6.23
15.05
BAE Systems
1,496.384
8/12/24
2.04
763.977
681.460
82.517
12.11
14.49
L
BAT
3,215.475
8/12/24
6,414.522
5,782.144
632.378
10.94
13.55
Rio Tinto
5,673.287
8/12/24
0.56
3,669.613
3,924.156
-254.543
-6.49
13.04
Hiscox
1,364.941
8/12/24
1.89
1,401.676
1,234.482
167.194
13.54
13.19
Ashtead
5,914.361
8/12/24
-0.43
1,802.319
1,903.759
-101.440
-5.33
12.70
Aviva
555.849
8/12/24
0.35
605.694
568.813
36.881
6.48
12.92
L
HSBC
739.180
8/12/24
0.22
774.871
796.427
-21.556
-2.71
11.89
RELX
4,053.496
8/12/24
0.57
1,897.463
1,675.368
222.095
13.26
11.95
L
Halma
2,900.930
8/12/24
0.04
1,315.578
1,108.017
207.561
18.73
11.87
L
AstraZeneca
14,671.105
8/12/24
0.63
6,014.418
5,091.391
923.027
18.13
10.97
L
Smiths Group
2,000.918
8/12/24
0.52
1,815.601
1,751.943
63.658
3.63
10.47
Smurfit Kappa
3,510.504
8/12/24
0.07
2,488.187
2,471.284
16.903
0.68
10.68
Compass Group
2,702.330
8/12/24
0.90
1,885.513
1,657.965
227.548
13.72
10.42
F&C Investment Trust
1,177.821
8/12/24
671.565
639.865
31.699
4.95
10.31
J Sainsbury
309.494
8/12/24
0.67
322.512
301.659
20.853
6.91
10.46
L
Abrdn
175.583
8/12/24
2.51
442.268
406.892
35.377
8.69
9.92
L
Schroders
387.097
8/12/24
-0.12
616.613
579.290
37.324
6.44
9.15
Barclays
252.669
8/12/24
0.85
242.728
263.813
-21.085
-7.99
9.10
⇓ instrument
freshest
⇓ Δday
5/29/17
⇓ Δwk
2/06/17
prc diff
⇓ Δ16
∅-RS
L
Segro
1,015.498
8/12/24
-0.96
570.887
547.163
23.724
4.34
8.74
S
Legal & General
258.983
8/12/24
0.53
287.671
273.466
14.205
5.19
8.66
Standard Chartered
828.837
8/12/24
0.92
842.062
932.359
-90.297
-9.68
8.02
Smith and Nephew
1,327.058
8/12/24
-0.86
1,549.661
1,393.433
156.228
11.21
8.21
Ass Brit Foods
2,795.316
8/12/24
-0.90
3,386.523
2,781.808
604.715
21.74
7.98
DCC
5,894.846
8/12/24
-0.29
8,398.278
7,396.450
1,001.828
13.54
7.57
S
Whitbread
3,230.398
8/12/24
-1.44
4,880.025
4,570.136
309.889
6.78
7.53
Reckitt Benckiser
4,798.531
8/12/24
8,985.524
8,149.867
835.657
10.25
6.94
S
Bunzl
3,675.812
8/12/24
0.50
2,797.612
2,472.746
324.866
13.14
6.87
S
Diageo
2,814.258
8/12/24
1.03
2,685.099
2,571.992
113.107
4.40
6.54
Weir Group
2,185.742
8/12/24
0.79
2,123.820
2,330.897
-207.076
-8.88
6.39
S
Severn Trent
2,886.006
8/12/24
-0.63
2,906.509
2,610.512
295.997
11.34
6.37
L
Hargreaves Lansdown
1,265.067
8/12/24
1,598.347
1,580.230
18.117
1.15
6.42
Rightmove
616.692
8/12/24
0.04
496.499
483.351
13.148
2.72
6.29
S
United Utilities
1,135.117
8/12/24
-0.12
1,189.014
1,062.188
126.826
11.94
5.68
S
National Grid
1,123.178
8/12/24
-0.04
1,252.474
1,079.742
172.731
16.00
5.46
L
Vodafone
85.455
8/12/24
0.87
264.057
224.782
39.274
17.47
5.35
CRH (L)
7,365.400
8/12/24
-1.35
3,167.558
3,264.880
-97.322
-2.98
4.97
L
Experian
4,045.460
8/12/24
1.18
1,883.481
1,807.634
75.846
4.20
4.92
L
Auto Trader
915.854
8/12/24
0.81
476.639
467.340
9.299
1.99
4.52
S
Sage Group
1,154.288
8/12/24
1.03
817.426
732.684
84.743
11.57
4.00
L
Anglo American
2,562.852
8/12/24
0.29
1,208.242
1,541.931
-333.688
-21.64
3.19
DS Smith
509.700
8/12/24
1.19
500.057
518.970
-18.912
-3.64
3.49
Fresnillo
619.906
8/12/24
0.93
1,816.290
1,726.418
89.871
5.21
3.22
BP
504.649
8/12/24
1.35
544.805
555.981
-11.176
-2.01
2.72
⇓ instrument
freshest
⇓ Δday
5/29/17
⇓ Δwk
2/06/17
prc diff
⇓ Δ16
∅-RS
GSK
1,804.615
8/12/24
0.42
1,934.692
1,818.599
116.093
6.38
2.66
Phoenix
617.610
8/12/24
0.47
789.727
795.548
-5.821
-0.73
2.49
Shell
3,213.179
8/12/24
0.83
2,432.866
2,523.495
-90.628
-3.59
2.35
Admiral Group
3,097.233
8/12/24
0.86
2,302.835
2,142.372
160.464
7.49
0.76
Land Securities
706.578
8/12/24
-0.73
1,232.591
1,159.647
72.944
6.29
0.27
S
Unite
1,072.208
8/12/24
-1.11
715.762
692.076
23.686
3.42
0.23
L
Tesco
382.849
8/12/24
0.91
271.771
283.710
-11.939
-4.21
-0.31
Informa
927.333
8/12/24
1.03
784.583
759.949
24.634
3.24
-1.05
Johnson Matthey
1,810.355
8/12/24
0.06
3,640.397
3,688.363
-47.966
-1.30
-1.27
L
British Land
453.450
8/12/24
-0.40
724.945
682.272
42.674
6.25
-1.32
L
SSE
2,155.895
8/12/24
0.86
1,753.140
1,726.418
26.721
1.55
-1.56
L
Frasers
962.576
8/12/24
-0.42
343.244
348.068
-4.824
-1.39
-1.64
WPP Group
792.332
8/12/24
1.68
1,994.582
2,124.376
-129.795
-6.11
-2.31
L
Imperial Brands
2,449.776
8/12/24
0.38
4,226.357
4,355.065
-128.707
-2.96
-5.18
Next
10,953.966
8/12/24
0.23
5,027.609
4,458.754
568.855
12.76
-6.40
S
Flutter
16,857.995
8/12/24
-1.28
9,508.897
9,931.547
-422.650
-4.26
-6.58
Kingfisher
311.560
8/12/24
0.18
378.097
388.560
-10.464
-2.69
-7.23
Centrica
146.137
8/12/24
3.29
233.877
261.979
-28.103
-10.73
-9.13
Pearson
1,187.579
8/12/24
-0.72
799.231
747.186
52.044
6.97
-9.91
L
BT Group
162.438
8/12/24
8.43
360.039
357.779
2.260
0.63
-14.59
L
Airtel Africa
126.277
8/12/24
-0.63
-na-
ConvaTec
265.871
8/12/24
-0.17
372.253
285.532
86.721
30.37
-na-
Endeavour Mining
1,798.875
8/12/24
1.89
-na-
Haleon
428.424
8/12/24
-1.01
-na-
S
M&G
234.072
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
5/29/17
⇓ Δwk
2/06/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
4,056.939
8/12/24
-0.79
1,394.788
-na-
FTSE - 95 out of 100 instruments rated - 5/29/17 / 2/06/17 - 73 did rise, Market-Ratio(16) in EUR = 76.84 %
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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