Assessment - FTSE 100 Index in Euro - 11/20/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
11/20/17
⇓ Δwk
7/31/17
prc diff
⇓ Δ16
∅-RS
FTSE
9,257.965
8/12/24
0.52
8,332.760
8,226.761
106.000
1.29
-0.60
Intertek
5,277.218
8/12/24
0.60
6,094.735
4,776.766
1,317.969
27.59
29.76
L
Rentokil Initial
528.849
8/12/24
1.01
366.597
323.714
42.884
13.25
23.28
S
Entain
654.465
8/12/24
3.98
1,038.529
857.605
180.924
21.10
22.52
L
Halma
2,849.472
8/12/24
0.04
1,448.980
1,226.426
222.554
18.15
20.68
S
B&M
501.336
8/12/24
-2.22
449.691
401.741
47.950
11.94
19.03
L
Frasers
945.501
8/12/24
-0.42
440.896
423.055
17.840
4.22
18.91
Scottish Mortgage
929.828
8/12/24
-0.17
516.897
456.087
60.809
13.33
18.76
L
Persimmon
1,778.806
8/12/24
0.03
3,026.507
2,782.000
244.507
8.79
18.61
Hiscox
1,340.729
8/12/24
1.89
1,596.697
1,448.499
148.198
10.23
18.25
S
RS Group
850.218
8/12/24
-0.40
740.276
691.887
48.389
6.99
17.66
L
Anglo American
2,517.391
8/12/24
0.29
1,637.291
1,407.231
230.059
16.35
17.39
S
Croda
4,317.621
8/12/24
-0.05
4,867.895
4,120.779
747.116
18.13
16.53
L
Hargreaves Lansdown
1,242.627
8/12/24
1,799.666
1,541.257
258.410
16.77
15.92
DS Smith
500.659
8/12/24
1.19
602.708
538.779
63.929
11.87
15.81
Ashtead
5,809.450
8/12/24
-0.43
2,182.840
1,831.492
351.348
19.18
15.59
Berkeley
5,716.986
8/12/24
1.00
4,226.284
3,888.372
337.913
8.69
14.69
S
Spirax-Sarco
8,699.516
8/12/24
0.72
6,534.503
6,204.665
329.839
5.32
13.36
L
Coca-Cola HBC
3,053.569
8/12/24
0.89
2,759.263
2,568.396
190.867
7.43
12.96
Antofagasta
2,119.344
8/12/24
1.79
1,083.070
1,056.601
26.469
2.51
12.72
Glencore
462.602
8/12/24
1.27
405.771
377.581
28.190
7.47
11.84
L
Segro
997.484
8/12/24
-0.96
628.643
588.104
40.539
6.89
11.74
L
LSE Group
11,206.194
8/12/24
1.12
4,308.634
4,196.496
112.138
2.67
11.62
L
Barratt Developments
591.545
8/12/24
0.15
713.777
685.191
28.586
4.17
11.52
S
Sage Group
1,133.812
8/12/24
1.03
864.460
757.449
107.011
14.13
11.45
⇓ instrument
freshest
⇓ Δday
11/20/17
⇓ Δwk
7/31/17
prc diff
⇓ Δ16
∅-RS
S
Unite
1,053.188
8/12/24
-1.11
815.262
748.800
66.462
8.88
11.28
L
3i Group
3,403.129
8/12/24
0.23
1,031.764
1,043.109
-11.345
-1.09
10.86
Beazley
825.411
8/12/24
1.24
567.188
571.923
-4.735
-0.83
10.02
RELX
3,981.593
8/12/24
0.57
1,984.087
1,843.176
140.911
7.65
10.02
S
Diageo
2,764.337
8/12/24
1.03
2,919.384
2,733.490
185.894
6.80
9.99
L
NatWest
377.298
8/12/24
0.48
308.514
276.911
31.603
11.41
9.82
Rolls-Royce
548.808
8/12/24
0.35
1,011.467
996.920
14.547
1.46
9.06
L
Schroders
380.230
8/12/24
-0.12
669.903
653.292
16.611
2.54
8.53
Prudential
716.484
8/12/24
0.41
2,122.163
2,052.595
69.568
3.39
8.04
Int Cons Airlines
187.691
8/12/24
-0.06
680.242
652.840
27.402
4.20
7.74
InterContinental Hot
8,150.369
8/12/24
-0.61
4,858.874
4,797.891
60.983
1.27
7.84
Informa
910.884
8/12/24
1.03
828.230
777.078
51.152
6.58
7.64
L
Vodafone
83.939
8/12/24
0.87
258.877
246.111
12.766
5.19
7.10
L
Abrdn
172.468
8/12/24
2.51
476.528
487.546
-11.018
-2.26
6.99
F&C Investment Trust
1,156.928
8/12/24
711.522
668.452
43.070
6.44
7.04
Ass Brit Foods
2,745.732
8/12/24
-0.90
3,489.955
3,314.987
174.968
5.28
6.81
Shell
3,156.182
8/12/24
0.83
2,628.460
2,383.752
244.708
10.27
6.69
L
Taylor Wimpey
178.162
8/12/24
0.54
222.478
212.432
10.046
4.73
6.33
S
Flutter
16,558.961
8/12/24
-1.28
9,857.154
8,402.935
1,454.219
17.31
5.99
L
Unilever Plc
5,315.556
8/12/24
-0.34
4,735.401
4,823.524
-88.124
-1.83
5.48
Smurfit Kappa
3,448.233
8/12/24
0.07
2,597.056
2,508.660
88.397
3.52
4.85
Johnson Matthey
1,778.242
8/12/24
0.06
3,687.287
3,120.946
566.340
18.15
4.97
Rio Tinto
5,572.651
8/12/24
0.56
4,000.199
3,965.238
34.960
0.88
4.57
Weir Group
2,146.971
8/12/24
0.79
2,252.526
2,046.647
205.880
10.06
3.93
S
Legal & General
254.389
8/12/24
0.53
301.072
299.643
1.429
0.48
3.64
⇓ instrument
freshest
⇓ Δday
11/20/17
⇓ Δwk
7/31/17
prc diff
⇓ Δ16
∅-RS
L
HSBC
726.068
8/12/24
0.22
821.701
846.959
-25.258
-2.98
3.56
BP
495.698
8/12/24
1.35
554.672
497.389
57.283
11.52
3.41
DCC
5,790.280
8/12/24
-0.29
8,090.606
7,476.844
613.762
8.21
3.02
L
AstraZeneca
14,410.863
8/12/24
0.63
5,600.842
5,100.804
500.038
9.80
2.82
L
St. James´s Place
779.179
8/12/24
-1.22
1,305.773
1,357.628
-51.854
-3.82
2.43
S
Burberry Group
756.627
8/12/24
-2.02
1,972.191
1,911.717
60.473
3.16
2.07
Compass Group
2,654.395
8/12/24
0.90
1,802.643
1,787.747
14.896
0.83
1.75
Smith and Nephew
1,303.518
8/12/24
-0.86
1,492.956
1,480.516
12.441
0.84
1.63
Pearson
1,166.513
8/12/24
-0.72
783.126
734.148
48.978
6.67
1.52
Next
10,759.660
8/12/24
0.23
4,928.786
4,284.912
643.873
15.03
0.12
L
British Land
445.406
8/12/24
-0.40
697.427
680.750
16.677
2.45
-1.07
L
BAT
3,158.437
8/12/24
5,639.801
5,438.768
201.033
3.70
-1.15
L
Lloyds Bank
64.048
8/12/24
-0.28
74.558
73.217
1.340
1.83
-1.48
Phoenix
606.654
8/12/24
0.47
766.593
765.186
1.407
0.18
-1.64
L
Tesco
376.058
8/12/24
0.91
266.105
245.642
20.463
8.33
-1.84
L
Experian
3,973.700
8/12/24
1.18
1,753.434
1,681.397
72.037
4.28
-2.47
CRH (L)
7,234.749
8/12/24
-1.35
3,089.957
2,973.072
116.885
3.93
-2.53
Melrose
548.808
8/12/24
0.19
728.324
778.038
-49.715
-6.39
-2.86
Aviva
545.989
8/12/24
0.35
564.223
599.107
-34.885
-5.82
-3.31
Standard Chartered
814.135
8/12/24
0.92
816.616
942.864
-126.248
-13.39
-3.63
Rightmove
605.752
8/12/24
0.04
450.029
469.590
-19.561
-4.17
-3.62
Admiral Group
3,042.293
8/12/24
0.86
2,125.546
2,297.411
-171.865
-7.48
-3.75
S
Bunzl
3,610.609
8/12/24
0.50
2,469.467
2,556.076
-86.609
-3.39
-4.20
L
Smiths Group
1,965.425
8/12/24
0.52
1,693.671
1,714.094
-20.423
-1.19
-4.45
Kingfisher
306.034
8/12/24
0.18
343.245
330.454
12.790
3.87
-6.80
⇓ instrument
freshest
⇓ Δday
11/20/17
⇓ Δwk
7/31/17
prc diff
⇓ Δ16
∅-RS
L
JD Sports Fashion
135.708
8/12/24
-4.07
76.926
79.879
-2.954
-3.70
-7.96
Mondi
1,604.590
8/12/24
-0.42
1,976.701
2,225.756
-249.055
-11.19
-9.03
S
Severn Trent
2,834.813
8/12/24
-0.63
2,354.237
2,459.792
-105.556
-4.29
-9.47
S
Whitbread
3,173.096
8/12/24
-1.44
4,005.273
4,301.886
-296.613
-6.89
-9.61
S
National Grid
1,103.254
8/12/24
-0.04
992.297
1,045.207
-52.910
-5.06
-10.35
L
SSE
2,117.653
8/12/24
0.86
1,500.850
1,538.065
-37.215
-2.42
-10.50
Ocado
424.771
8/12/24
0.72
279.986
336.012
-56.026
-16.67
-10.73
Land Securities
694.044
8/12/24
-0.73
1,046.986
1,141.547
-94.560
-8.28
-10.85
Barclays
248.187
8/12/24
0.85
212.859
226.437
-13.578
-6.00
-11.04
Fresnillo
608.910
8/12/24
0.93
1,457.234
1,710.423
-253.189
-14.80
-11.86
J Sainsbury
304.004
8/12/24
0.67
253.487
273.184
-19.697
-7.21
-12.33
Reckitt Benckiser
4,713.412
8/12/24
7,194.155
8,273.117
-1,078.961
-13.04
-12.49
BAE Systems
1,469.840
8/12/24
2.04
609.349
671.108
-61.759
-9.20
-13.60
L
Imperial Brands
2,406.321
8/12/24
0.38
3,423.482
3,483.361
-59.879
-1.72
-14.44
S
United Utilities
1,114.981
8/12/24
-0.12
889.121
1,001.473
-112.352
-11.22
-15.69
L
Auto Trader
899.608
8/12/24
0.81
364.669
427.073
-62.404
-14.61
-17.17
GSK
1,772.604
8/12/24
0.42
1,492.009
1,702.533
-210.524
-12.37
-17.22
L
BT Group
159.557
8/12/24
8.43
277.167
349.849
-72.683
-20.78
-21.87
Centrica
143.545
8/12/24
3.29
181.996
221.426
-39.430
-17.81
-22.29
WPP Group
778.277
8/12/24
1.68
1,427.555
1,724.908
-297.353
-17.24
-23.15
ConvaTec
261.155
8/12/24
-0.17
226.650
348.265
-121.615
-34.92
-24.61
L
Airtel Africa
124.037
8/12/24
-0.63
-na-
Endeavour Mining
1,766.966
8/12/24
1.89
-na-
Haleon
420.824
8/12/24
-1.01
-na-
S
M&G
229.920
8/12/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
11/20/17
⇓ Δwk
7/31/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
3,984.976
8/12/24
-0.79
1,161.439
1,197.411
-35.972
-3.00
-na-
FTSE - 96 out of 100 instruments rated - 11/20/17 / 7/31/17 - 61 did rise, Market-Ratio(16) in EUR = 63.54 %
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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