Assessment - FTSE 100 Index in Euro - 1/21/19 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
1/21/19
⇓ Δwk
10/01/18
prc diff
⇓ Δ16
∅-RS
FTSE
9,316.701
8/12/24
0.52
7,909.979
8,446.015
-536.036
-6.35
-4.03
Ocado
427.466
8/12/24
0.72
1,004.948
1,012.755
-7.808
-0.77
21.23
S
Whitbread
3,193.228
8/12/24
-1.44
5,509.282
5,271.105
238.178
4.52
16.24
L
Auto Trader
905.315
8/12/24
0.81
515.524
508.293
7.230
1.42
13.67
S
United Utilities
1,122.055
8/12/24
-0.12
924.152
794.159
129.994
16.37
12.08
L
Rentokil Initial
532.205
8/12/24
1.01
394.785
371.501
23.283
6.27
11.48
L
Experian
3,998.911
8/12/24
1.18
2,221.302
2,240.614
-19.312
-0.86
11.12
Pearson
1,173.914
8/12/24
-0.72
1,060.097
1,001.037
59.061
5.90
10.66
S
Bunzl
3,633.516
8/12/24
0.50
2,780.173
2,726.822
53.351
1.96
10.58
L
JD Sports Fashion
136.569
8/12/24
-4.07
100.041
104.881
-4.840
-4.62
10.42
Smith and Nephew
1,311.788
8/12/24
-0.86
1,669.239
1,584.261
84.978
5.36
9.68
Admiral Group
3,061.595
8/12/24
0.86
2,394.353
2,317.799
76.555
3.30
8.28
L
Anglo American
2,533.362
8/12/24
0.29
2,059.598
1,933.114
126.484
6.54
7.97
L
Halma
2,867.550
8/12/24
0.04
1,596.614
1,694.686
-98.072
-5.79
7.68
Pershing Square
4,010.258
8/12/24
-0.79
1,273.206
1,318.340
-45.134
-3.42
7.31
S
Unite
1,059.870
8/12/24
-1.11
1,001.997
1,004.530
-2.532
-0.25
6.55
L
LSE Group
11,277.291
8/12/24
1.12
5,114.384
5,166.313
-51.929
-1.01
6.41
RELX
4,006.854
8/12/24
0.57
1,897.894
1,823.703
74.191
4.07
6.04
S
Diageo
2,781.876
8/12/24
1.03
3,139.894
3,096.971
42.923
1.39
4.72
S
Spirax-Sarco
8,754.709
8/12/24
0.72
7,358.949
8,276.243
-917.294
-11.08
4.36
Rightmove
609.596
8/12/24
0.04
541.737
536.744
4.992
0.93
4.17
L
AstraZeneca
14,502.292
8/12/24
0.63
6,400.073
6,749.448
-349.375
-5.18
4.00
S
Croda
4,345.014
8/12/24
-0.05
5,576.233
5,906.612
-330.378
-5.59
3.98
Berkeley
5,753.257
8/12/24
1.00
4,329.127
4,005.724
323.403
8.07
3.32
S
Severn Trent
2,852.798
8/12/24
-0.63
2,195.202
2,076.103
119.099
5.74
3.05
⇓ instrument
freshest
⇓ Δday
1/21/19
⇓ Δwk
10/01/18
prc diff
⇓ Δ16
∅-RS
Compass Group
2,671.236
8/12/24
0.90
1,844.560
1,926.241
-81.681
-4.24
3.00
L
Coca-Cola HBC
3,072.943
8/12/24
0.89
2,900.458
2,946.545
-46.087
-1.56
2.91
L
BT Group
160.569
8/12/24
8.43
270.074
254.654
15.420
6.06
2.77
Rolls-Royce
552.290
8/12/24
0.35
1,021.288
1,108.307
-87.018
-7.85
2.25
L
Barratt Developments
595.298
8/12/24
0.15
609.369
628.972
-19.603
-3.12
2.20
Rio Tinto
5,608.007
8/12/24
0.56
4,460.760
4,330.238
130.521
3.01
2.13
GSK
1,783.850
8/12/24
0.42
1,705.529
1,738.935
-33.406
-1.92
2.07
Intertek
5,310.698
8/12/24
0.60
5,762.335
5,690.269
72.066
1.27
1.93
S
Sage Group
1,141.006
8/12/24
1.03
712.632
653.761
58.871
9.00
1.33
Hiscox
1,349.235
8/12/24
1.89
1,754.346
1,865.957
-111.611
-5.98
0.98
L
Segro
1,003.813
8/12/24
-0.96
712.178
723.397
-11.218
-1.55
0.99
S
Legal & General
256.003
8/12/24
0.53
292.656
292.063
0.593
0.20
0.74
F&C Investment Trust
1,164.269
8/12/24
765.966
820.300
-54.334
-6.62
0.58
L
Persimmon
1,790.091
8/12/24
0.03
2,709.818
2,611.890
97.928
3.75
0.15
L
Unilever Plc
5,349.280
8/12/24
-0.34
4,600.903
4,763.488
-162.584
-3.41
-0.39
Scottish Mortgage
935.727
8/12/24
-0.17
550.815
619.282
-68.467
-11.06
-0.89
L
Tesco
378.444
8/12/24
0.91
317.223
337.833
-20.610
-6.10
-0.86
InterContinental Hot
8,202.079
8/12/24
-0.61
5,036.653
5,408.572
-371.920
-6.88
-1.11
BP
498.843
8/12/24
1.35
592.461
670.776
-78.315
-11.68
-1.16
L
Hargreaves Lansdown
1,250.511
8/12/24
2,112.932
2,482.309
-369.378
-14.88
-1.25
S
National Grid
1,110.254
8/12/24
-0.04
904.634
887.231
17.403
1.96
-1.22
L
Taylor Wimpey
179.293
8/12/24
0.54
188.087
189.751
-1.664
-0.88
-2.19
DCC
5,827.016
8/12/24
-0.29
7,410.013
8,073.421
-663.408
-8.22
-2.50
S
Burberry Group
761.427
8/12/24
-2.02
2,025.555
2,309.911
-284.356
-12.31
-2.62
Int Cons Airlines
188.882
8/12/24
-0.06
705.370
724.749
-19.379
-2.67
-2.72
⇓ instrument
freshest
⇓ Δday
1/21/19
⇓ Δwk
10/01/18
prc diff
⇓ Δ16
∅-RS
Shell
3,176.206
8/12/24
0.83
2,691.662
2,984.293
-292.631
-9.81
-2.75
L
NatWest
379.692
8/12/24
0.48
274.386
280.006
-5.620
-2.01
-3.03
Beazley
830.648
8/12/24
1.24
607.099
647.339
-40.239
-6.22
-3.43
Phoenix
610.503
8/12/24
0.47
718.306
760.581
-42.274
-5.56
-3.55
Reckitt Benckiser
4,743.316
8/12/24
6,808.588
7,925.812
-1,117.224
-14.10
-3.81
Ass Brit Foods
2,763.152
8/12/24
-0.90
2,675.775
2,580.340
95.435
3.70
-3.85
L
Smiths Group
1,977.895
8/12/24
0.52
1,659.026
1,708.207
-49.182
-2.88
-4.19
Mondi
1,614.770
8/12/24
-0.42
2,068.109
2,383.152
-315.044
-13.22
-4.73
L
Imperial Brands
2,421.588
8/12/24
0.38
2,822.160
2,974.715
-152.555
-5.13
-4.79
L
Lloyds Bank
64.455
8/12/24
-0.28
65.816
65.962
-0.146
-0.22
-4.91
L
HSBC
730.675
8/12/24
0.22
737.597
754.496
-16.899
-2.24
-5.10
J Sainsbury
305.933
8/12/24
0.67
309.791
356.853
-47.062
-13.19
-5.22
Ashtead
5,846.307
8/12/24
-0.43
2,204.280
2,747.104
-542.824
-19.76
-5.38
Antofagasta
2,132.790
8/12/24
1.79
942.536
968.585
-26.050
-2.69
-5.70
L
3i Group
3,424.720
8/12/24
0.23
950.025
1,068.869
-118.844
-11.12
-5.80
Centrica
144.456
8/12/24
3.29
152.229
171.948
-19.719
-11.47
-6.10
Land Securities
698.448
8/12/24
-0.73
959.103
1,000.135
-41.032
-4.10
-6.20
Johnson Matthey
1,789.524
8/12/24
0.06
3,430.393
4,051.922
-621.529
-15.34
-6.59
Standard Chartered
819.300
8/12/24
0.92
709.795
693.537
16.259
2.34
-6.79
Informa
916.663
8/12/24
1.03
767.555
852.301
-84.746
-9.94
-7.07
L
SSE
2,131.088
8/12/24
0.86
1,277.745
1,270.451
7.294
0.57
-7.73
Next
10,827.924
8/12/24
0.23
5,362.898
6,122.955
-760.057
-12.41
-8.17
CRH (L)
7,280.650
8/12/24
-1.35
2,514.638
2,844.008
-329.369
-11.58
-8.73
L
British Land
448.232
8/12/24
-0.40
637.738
696.128
-58.391
-8.39
-9.63
L
St. James´s Place
784.122
8/12/24
-1.22
1,116.608
1,295.804
-179.195
-13.83
-10.22
⇓ instrument
freshest
⇓ Δday
1/21/19
⇓ Δwk
10/01/18
prc diff
⇓ Δ16
∅-RS
Barclays
249.762
8/12/24
0.85
187.191
194.258
-7.067
-3.64
-10.22
BAE Systems
1,479.166
8/12/24
2.04
584.404
701.762
-117.358
-16.72
-10.30
Aviva
549.453
8/12/24
0.35
475.807
545.928
-70.121
-12.84
-10.52
Glencore
465.537
8/12/24
1.27
335.947
374.037
-38.090
-10.18
-10.75
Prudential
721.029
8/12/24
0.41
1,705.551
1,966.241
-260.690
-13.26
-11.50
L
Schroders
382.643
8/12/24
-0.12
512.176
578.875
-66.699
-11.52
-11.74
Fresnillo
612.773
8/12/24
0.93
1,016.522
910.443
106.079
11.65
-12.23
S
RS Group
855.613
8/12/24
-0.40
615.496
828.413
-212.917
-25.70
-13.96
L
Abrdn
173.562
8/12/24
2.51
307.862
343.106
-35.245
-10.27
-14.01
Melrose
552.290
8/12/24
0.19
588.262
674.888
-86.626
-12.84
-14.12
S
Flutter
16,664.019
8/12/24
-1.28
7,024.193
7,402.984
-378.790
-5.12
-15.47
L
Vodafone
84.472
8/12/24
0.87
169.261
182.539
-13.278
-7.27
-16.28
S
B&M
504.516
8/12/24
-2.22
362.217
443.278
-81.061
-18.29
-16.47
Weir Group
2,160.592
8/12/24
0.79
1,646.543
2,005.679
-359.135
-17.91
-18.54
L
Frasers
951.500
8/12/24
-0.42
318.415
376.572
-58.157
-15.44
-18.81
Smurfit Kappa
3,470.110
8/12/24
0.07
2,457.900
3,402.894
-944.993
-27.77
-19.92
WPP Group
783.215
8/12/24
1.68
991.557
1,289.043
-297.486
-23.08
-20.68
S
Entain
658.617
8/12/24
3.98
806.818
1,058.615
-251.798
-23.79
-21.56
Kingfisher
307.975
8/12/24
0.18
247.038
288.119
-41.081
-14.26
-21.62
DS Smith
503.835
8/12/24
1.19
382.643
543.674
-161.032
-29.62
-23.75
ConvaTec
262.811
8/12/24
-0.17
160.626
265.921
-105.296
-39.60
-25.39
L
BAT
3,178.476
8/12/24
2,910.671
3,947.131
-1,036.460
-26.26
-28.11
L
Airtel Africa
124.824
8/12/24
-0.63
-na-
Endeavour Mining
1,778.176
8/12/24
1.89
2,384.141
2,312.165
71.976
3.11
-na-
Haleon
423.494
8/12/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
1/21/19
⇓ Δwk
10/01/18
prc diff
⇓ Δ16
∅-RS
S
M&G
231.379
8/12/24
1.09
-na-
FTSE - 97 out of 100 instruments rated - 1/21/19 / 10/01/18 - 26 did rise, Market-Ratio(16) in EUR = 26.80 %
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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