Assessment - FTSE 100 Index in Euro - 9/18/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
9/18/17
⇓ Δwk
5/29/17
prc diff
⇓ Δ16
∅-RS
FTSE
9,269.787
8/12/24
0.52
8,189.319
8,664.482
-475.162
-5.48
-1.04
L
Frasers
946.709
8/12/24
-0.42
466.637
343.244
123.392
35.95
32.83
L
Coca-Cola HBC
3,057.469
8/12/24
0.89
2,908.434
2,604.753
303.681
11.66
26.82
S
RS Group
851.304
8/12/24
-0.40
705.657
670.417
35.240
5.26
26.39
Antofagasta
2,122.050
8/12/24
1.79
1,076.550
946.504
130.045
13.74
26.39
Intertek
5,283.956
8/12/24
0.60
5,531.218
4,926.874
604.344
12.27
25.45
S
B&M
501.976
8/12/24
-2.22
420.233
422.454
-2.222
-0.53
21.37
L
3i Group
3,407.474
8/12/24
0.23
1,040.985
998.783
42.201
4.23
19.19
L
Rentokil Initial
529.525
8/12/24
1.01
333.070
303.961
29.109
9.58
18.52
L
LSE Group
11,220.504
8/12/24
1.12
4,334.425
3,893.525
440.899
11.32
18.53
Glencore
463.193
8/12/24
1.27
391.329
333.349
57.980
17.39
17.66
L
Persimmon
1,781.077
8/12/24
0.03
2,765.045
2,799.346
-34.301
-1.23
17.44
S
Entain
655.301
8/12/24
3.98
953.483
920.675
32.808
3.56
16.45
Scottish Mortgage
931.015
8/12/24
-0.17
479.508
457.617
21.891
4.78
15.77
Berkeley
5,724.286
8/12/24
1.00
3,940.386
3,809.264
131.122
3.44
15.52
Ass Brit Foods
2,749.238
8/12/24
-0.90
3,601.671
3,386.523
215.148
6.35
15.24
Next
10,773.400
8/12/24
0.23
5,614.768
5,027.609
587.159
11.68
14.80
Int Cons Airlines
187.930
8/12/24
-0.06
667.269
704.225
-36.956
-5.25
14.54
L
Unilever Plc
5,322.344
8/12/24
-0.34
4,956.532
4,936.253
20.279
0.41
14.29
S
Spirax-Sarco
8,710.624
8/12/24
0.72
6,300.102
6,497.532
-197.430
-3.04
14.02
Smurfit Kappa
3,452.636
8/12/24
0.07
2,679.237
2,488.187
191.049
7.68
13.28
Ashtead
5,816.868
8/12/24
-0.43
1,998.419
1,802.319
196.100
10.88
13.29
Rolls-Royce
549.509
8/12/24
0.35
1,004.290
1,001.527
2.764
0.28
12.30
DS Smith
501.298
8/12/24
1.19
555.606
500.057
55.548
11.11
11.32
L
Segro
998.758
8/12/24
-0.96
600.655
570.887
29.767
5.21
10.91
⇓ instrument
freshest
⇓ Δday
9/18/17
⇓ Δwk
5/29/17
prc diff
⇓ Δ16
∅-RS
L
Anglo American
2,520.605
8/12/24
0.29
1,463.814
1,208.242
255.572
21.15
10.89
Mondi
1,606.639
8/12/24
-0.42
2,323.586
2,311.480
12.106
0.52
10.67
Ocado
425.313
8/12/24
0.72
340.973
354.265
-13.291
-3.75
10.32
L
NatWest
377.780
8/12/24
0.48
285.537
299.931
-14.394
-4.80
9.82
Rio Tinto
5,579.767
8/12/24
0.56
3,951.677
3,669.613
282.064
7.69
9.46
S
Diageo
2,767.867
8/12/24
1.03
2,831.094
2,685.099
145.995
5.44
9.35
L
Abrdn
172.688
8/12/24
2.51
466.637
442.268
24.368
5.51
9.34
Hiscox
1,342.441
8/12/24
1.89
1,402.281
1,401.676
0.605
0.04
8.41
L
JD Sports Fashion
135.881
8/12/24
-4.07
87.547
104.121
-16.575
-15.92
8.44
L
Barratt Developments
592.300
8/12/24
0.15
655.978
689.932
-33.954
-4.92
8.24
S
Burberry Group
757.593
8/12/24
-2.02
1,984.871
2,041.097
-56.227
-2.75
7.23
L
Hargreaves Lansdown
1,244.214
8/12/24
1,597.606
1,598.347
-0.740
-0.05
7.06
L
Taylor Wimpey
178.390
8/12/24
0.54
210.907
229.434
-18.527
-8.08
6.75
L
Schroders
380.716
8/12/24
-0.12
633.205
616.613
16.592
2.69
6.60
Prudential
717.399
8/12/24
0.41
1,987.693
2,006.429
-18.735
-0.93
6.61
L
HSBC
726.996
8/12/24
0.22
811.449
774.871
36.578
4.72
5.96
Beazley
826.465
8/12/24
1.24
521.283
540.007
-18.724
-3.47
5.77
Smith and Nephew
1,305.182
8/12/24
-0.86
1,518.573
1,549.661
-31.088
-2.01
5.57
F&C Investment Trust
1,158.406
8/12/24
677.430
671.565
5.866
0.87
5.43
RELX
3,986.677
8/12/24
0.57
1,848.256
1,897.463
-49.207
-2.59
5.13
Compass Group
2,657.785
8/12/24
0.90
1,829.062
1,885.513
-56.451
-2.99
4.83
S
Unite
1,054.533
8/12/24
-1.11
740.657
715.762
24.895
3.48
4.05
L
Halma
2,853.111
8/12/24
0.04
1,225.020
1,315.578
-90.558
-6.88
3.77
L
St. James´s Place
780.174
8/12/24
-1.22
1,271.311
1,342.073
-70.762
-5.27
3.53
DCC
5,797.674
8/12/24
-0.29
8,016.258
8,398.278
-382.020
-4.55
3.12
⇓ instrument
freshest
⇓ Δday
9/18/17
⇓ Δwk
5/29/17
prc diff
⇓ Δ16
∅-RS
L
Smiths Group
1,967.935
8/12/24
0.52
1,799.706
1,815.601
-15.894
-0.88
3.12
S
Legal & General
254.714
8/12/24
0.53
287.343
287.671
-0.327
-0.11
3.10
S
Croda
4,323.134
8/12/24
-0.05
4,219.262
4,552.290
-333.029
-7.32
2.98
S
Sage Group
1,135.260
8/12/24
1.03
795.981
817.426
-21.446
-2.62
2.59
BAE Systems
1,471.717
8/12/24
2.04
699.447
763.977
-64.530
-8.45
1.37
L
Lloyds Bank
64.130
8/12/24
-0.28
73.727
82.597
-8.870
-10.74
1.17
Standard Chartered
815.174
8/12/24
0.92
836.401
842.062
-5.661
-0.67
0.70
Aviva
546.686
8/12/24
0.35
570.735
605.694
-34.959
-5.77
0.32
Shell
3,160.212
8/12/24
0.83
2,385.119
2,432.866
-47.747
-1.96
-0.69
Rightmove
606.526
8/12/24
0.04
456.927
496.499
-39.572
-7.97
-1.51
L
AstraZeneca
14,429.265
8/12/24
0.63
5,317.828
6,014.418
-696.591
-11.58
-1.87
S
Bunzl
3,615.220
8/12/24
0.50
2,520.041
2,797.612
-277.572
-9.92
-2.34
Informa
912.047
8/12/24
1.03
750.819
784.583
-33.764
-4.30
-2.45
InterContinental Hot
8,160.777
8/12/24
-0.61
4,197.810
4,997.784
-799.975
-16.01
-2.56
Phoenix
607.429
8/12/24
0.47
754.372
789.727
-35.355
-4.48
-2.66
L
Vodafone
84.047
8/12/24
0.87
236.028
264.057
-28.029
-10.61
-3.06
Weir Group
2,149.712
8/12/24
0.79
2,040.194
2,123.820
-83.626
-3.94
-3.13
CRH (L)
7,243.988
8/12/24
-1.35
3,017.952
3,167.558
-149.606
-4.72
-3.93
L
Tesco
376.538
8/12/24
0.91
262.933
271.771
-8.838
-3.25
-4.13
BP
496.331
8/12/24
1.35
508.976
544.805
-35.829
-6.58
-4.39
L
British Land
445.975
8/12/24
-0.40
671.785
724.945
-53.160
-7.33
-4.56
Fresnillo
609.687
8/12/24
0.93
1,610.026
1,816.290
-206.264
-11.36
-5.69
Melrose
549.509
8/12/24
0.19
677.430
817.931
-140.501
-17.18
-5.54
S
National Grid
1,104.663
8/12/24
-0.04
1,069.775
1,252.474
-182.699
-14.59
-5.64
S
Severn Trent
2,838.433
8/12/24
-0.63
2,485.040
2,906.509
-421.469
-14.50
-5.92
⇓ instrument
freshest
⇓ Δday
9/18/17
⇓ Δwk
5/29/17
prc diff
⇓ Δ16
∅-RS
Johnson Matthey
1,780.513
8/12/24
0.06
3,285.537
3,640.397
-354.860
-9.75
-6.57
S
Whitbread
3,177.148
8/12/24
-1.44
4,136.841
4,880.025
-743.184
-15.23
-6.69
L
BAT
3,162.470
8/12/24
5,311.053
6,414.522
-1,103.468
-17.20
-6.87
L
SSE
2,120.357
8/12/24
0.86
1,588.574
1,753.140
-164.566
-9.39
-7.03
Land Securities
694.931
8/12/24
-0.73
1,096.308
1,232.591
-136.283
-11.06
-7.25
Reckitt Benckiser
4,719.431
8/12/24
7,710.286
8,985.524
-1,275.238
-14.19
-7.47
Admiral Group
3,046.178
8/12/24
0.86
2,059.388
2,302.835
-243.447
-10.57
-7.77
J Sainsbury
304.392
8/12/24
0.67
267.585
322.512
-54.927
-17.03
-7.68
S
United Utilities
1,116.405
8/12/24
-0.12
989.048
1,189.014
-199.966
-16.82
-8.10
L
Experian
3,978.774
8/12/24
1.18
1,646.156
1,883.481
-237.325
-12.60
-8.70
L
Auto Trader
900.756
8/12/24
0.81
407.136
476.639
-69.503
-14.58
-8.68
GSK
1,774.867
8/12/24
0.42
1,657.130
1,934.692
-277.562
-14.35
-9.93
Barclays
248.504
8/12/24
0.85
211.641
242.728
-31.087
-12.81
-10.20
L
Imperial Brands
2,409.394
8/12/24
0.38
3,687.479
4,226.357
-538.879
-12.75
-11.28
Kingfisher
306.424
8/12/24
0.18
332.167
378.097
-45.930
-12.15
-12.68
Centrica
143.728
8/12/24
3.29
211.471
233.877
-22.406
-9.58
-12.90
L
BT Group
159.761
8/12/24
8.43
324.715
360.039
-35.324
-9.81
-13.63
S
Flutter
16,580.106
8/12/24
-1.28
8,067.066
9,508.897
-1,441.831
-15.16
-15.01
Pearson
1,168.003
8/12/24
-0.72
646.381
799.231
-152.849
-19.12
-18.65
WPP Group
779.271
8/12/24
1.68
1,532.122
1,994.582
-462.460
-23.19
-21.74
L
Airtel Africa
124.196
8/12/24
-0.63
-na-
ConvaTec
261.488
8/12/24
-0.17
292.650
372.253
-79.604
-21.38
-na-
Endeavour Mining
1,769.222
8/12/24
1.89
-na-
Haleon
421.362
8/12/24
-1.01
-na-
S
M&G
230.213
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
9/18/17
⇓ Δwk
5/29/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
3,990.064
8/12/24
-0.79
1,095.743
1,394.788
-299.045
-21.44
-na-
FTSE - 96 out of 100 instruments rated - 9/18/17 / 5/29/17 - 30 did rise, Market-Ratio(16) in EUR = 31.25 %
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
write an annotation