Assessment - FTSE 100 Index in Euro - 9/09/19 - RS = 16
⇐
instrument
freshest
⇓ Δday
9/09/19
⇓ Δwk
20/05/19
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
9,173.566
12/08/24
0.52
8,084.794
8,335.382
-250.588
-3.01
-0.43
L
3i Group
3,372.105
12/08/24
0.23
1,275.992
1,221.653
54.338
4.45
18.97
L
Abrdn
170.896
12/08/24
2.51
285.590
296.093
-10.503
-3.55
-5.75
Admiral Group
3,014.559
12/08/24
0.86
2,306.171
2,353.236
-47.065
-2.00
-2.90
L
Airtel Africa
122.906
12/08/24
-0.63
67.766
-na-
L
Anglo American
2,494.441
12/08/24
0.29
2,073.096
2,204.107
-131.011
-5.94
-1.17
Antofagasta
2,100.023
12/08/24
1.79
1,001.575
945.171
56.404
5.97
4.29
Ashtead
5,756.489
12/08/24
-0.43
2,555.336
2,297.370
257.966
11.23
12.93
Ass Brit Foods
2,720.701
12/08/24
-0.90
2,575.448
2,879.978
-304.530
-10.57
-3.05
L
AstraZeneca
14,279.489
12/08/24
0.63
7,825.786
6,640.140
1,185.646
17.86
13.22
L
Auto Trader
891.407
12/08/24
0.81
577.660
660.822
-83.162
-12.58
5.28
Aviva
541.012
12/08/24
0.35
418.329
475.322
-56.993
-11.99
-10.61
S
B&M
496.765
12/08/24
-2.22
418.217
435.303
-17.086
-3.93
4.39
BAE Systems
1,456.441
12/08/24
2.04
627.046
523.663
103.383
19.74
9.40
Barclays
245.925
12/08/24
0.85
157.298
178.271
-20.973
-11.76
-12.21
L
Barratt Developments
586.152
12/08/24
0.15
664.141
669.031
-4.889
-0.73
5.88
Beazley
817.886
12/08/24
1.24
659.784
641.325
18.459
2.88
7.51
Berkeley
5,664.868
12/08/24
1.00
4,407.870
4,166.049
241.821
5.80
6.88
BP
491.179
12/08/24
1.35
564.029
635.283
-71.254
-11.22
-6.77
L
BAT
3,129.644
12/08/24
3,235.232
3,388.478
-153.246
-4.52
-2.51
L
British Land
441.346
12/08/24
-0.40
578.107
632.774
-54.667
-8.64
-9.03
L
BT Group
158.102
12/08/24
8.43
188.918
231.732
-42.814
-18.48
-22.96
S
Bunzl
3,577.693
12/08/24
0.50
2,319.579
2,402.262
-82.683
-3.44
-9.88
S
Burberry Group
749.729
12/08/24
-2.02
2,493.883
2,054.521
439.361
21.39
16.54
Centrica
142.236
12/08/24
3.29
75.755
106.648
-30.893
-28.97
-39.12
instrument
freshest
⇓ Δday
9/09/19
⇓ Δwk
20/05/19
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,025.732
12/08/24
0.89
3,033.553
3,046.438
-12.884
-0.42
3.50
Compass Group
2,630.197
12/08/24
0.90
2,273.768
2,056.802
216.967
10.55
15.65
ConvaTec
258.774
12/08/24
-0.17
194.974
159.562
35.413
22.19
14.33
CRH (L)
7,168.795
12/08/24
-1.35
3,045.844
2,857.176
188.668
6.60
12.60
S
Croda
4,278.260
12/08/24
-0.05
5,343.076
5,808.982
-465.906
-8.02
-3.61
DCC
5,737.494
12/08/24
-0.29
7,957.631
7,994.619
-36.988
-0.46
6.71
S
Diageo
2,739.137
12/08/24
1.03
3,773.785
3,812.608
-38.823
-1.02
10.89
DS Smith
496.095
12/08/24
1.19
389.837
363.019
26.818
7.39
-1.59
Endeavour Mining
1,750.857
12/08/24
1.89
2,840.255
2,240.363
599.892
26.78
21.48
S
Entain
648.499
12/08/24
3.98
773.640
692.289
81.351
11.75
1.30
L
Experian
3,937.474
12/08/24
1.18
2,877.127
2,623.448
253.679
9.67
22.40
F&C Investment Trust
1,146.381
12/08/24
796.657
793.533
3.124
0.39
2.55
S
Flutter
16,408.004
12/08/24
-1.28
7,821.316
6,628.738
1,192.578
17.99
8.69
L
Frasers
936.882
12/08/24
-0.42
289.389
327.903
-38.514
-11.75
-7.22
Fresnillo
603.359
12/08/24
0.93
778.109
840.507
-62.397
-7.42
-15.60
Glencore
458.385
12/08/24
1.27
271.232
311.257
-40.024
-12.86
-16.55
GSK
1,756.444
12/08/24
0.42
1,890.032
1,781.813
108.220
6.07
6.98
Haleon
416.988
12/08/24
-1.01
-na-
L
Halma
2,823.495
12/08/24
0.04
2,207.846
2,047.680
160.165
7.82
23.75
L
Hargreaves Lansdown
1,231.299
12/08/24
2,203.377
2,727.200
-523.824
-19.21
0.47
Hiscox
1,328.506
12/08/24
1.89
1,746.388
1,891.482
-145.094
-7.67
-4.36
L
HSBC
719.449
12/08/24
0.22
678.220
741.201
-62.981
-8.50
-6.92
L
Imperial Brands
2,384.384
12/08/24
0.38
2,386.619
2,494.043
-107.424
-4.31
-9.72
Informa
902.580
12/08/24
1.03
943.921
880.183
63.738
7.24
12.33
InterContinental Hot
8,076.068
12/08/24
-0.61
5,665.985
5,684.137
-18.153
-0.32
7.38
instrument
freshest
⇓ Δday
9/09/19
⇓ Δwk
20/05/19
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
185.980
12/08/24
-0.06
473.190
572.803
-99.614
-17.39
-22.64
Intertek
5,229.109
12/08/24
0.60
6,183.309
5,757.676
425.633
7.39
8.25
J Sainsbury
301.232
12/08/24
0.67
224.360
225.518
-1.158
-0.51
-17.70
L
JD Sports Fashion
134.471
12/08/24
-4.07
141.365
142.745
-1.380
-0.97
29.09
Johnson Matthey
1,762.031
12/08/24
0.06
3,479.368
3,548.097
-68.728
-1.94
-0.44
Kingfisher
303.244
12/08/24
0.18
225.701
255.390
-29.689
-11.63
-13.07
Land Securities
687.717
12/08/24
-0.73
866.825
991.004
-124.179
-12.53
-9.89
S
Legal & General
252.070
12/08/24
0.53
264.137
310.116
-45.979
-14.83
-9.07
L
Lloyds Bank
63.464
12/08/24
-0.28
56.068
67.838
-11.770
-17.35
-13.45
L
LSE Group
11,104.034
12/08/24
1.12
7,910.703
5,983.423
1,927.280
32.21
44.80
S
M&G
227.824
12/08/24
1.09
-na-
Melrose
543.805
12/08/24
0.19
671.069
597.373
73.696
12.34
11.93
Mondi
1,589.962
12/08/24
-0.42
1,805.607
1,888.062
-82.455
-4.37
-9.26
S
National Grid
1,093.197
12/08/24
-0.04
916.211
932.401
-16.190
-1.74
-1.79
L
NatWest
373.859
12/08/24
0.48
215.421
253.338
-37.916
-14.97
-16.82
Next
10,661.571
12/08/24
0.23
6,748.679
6,610.496
138.182
2.09
14.14
Ocado
420.899
12/08/24
0.72
1,500.017
1,410.916
89.101
6.32
31.84
Pearson
1,155.879
12/08/24
-0.72
960.234
912.791
47.443
5.20
-1.88
Pershing Square
3,948.647
12/08/24
-0.79
1,747.506
1,543.741
203.764
13.20
24.16
L
Persimmon
1,762.589
12/08/24
0.03
2,121.253
2,332.714
-211.461
-9.07
-11.77
Phoenix
601.124
12/08/24
0.47
737.103
778.255
-41.152
-5.29
0.08
Prudential
709.952
12/08/24
0.41
1,608.398
1,868.109
-259.712
-13.90
-9.58
Reckitt Benckiser
4,670.443
12/08/24
7,057.062
7,146.359
-89.297
-1.25
-0.37
RELX
3,945.295
12/08/24
0.57
2,140.247
2,063.642
76.605
3.71
10.75
L
Rentokil Initial
524.028
12/08/24
1.01
501.235
439.750
61.485
13.98
24.17
instrument
freshest
⇓ Δday
9/09/19
⇓ Δwk
20/05/19
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
600.230
12/08/24
0.04
602.241
642.693
-40.452
-6.29
8.16
Rio Tinto
5,521.849
12/08/24
0.56
4,713.460
5,331.836
-618.376
-11.60
0.13
Rolls-Royce
543.805
12/08/24
0.35
878.669
1,073.094
-194.425
-18.12
-10.87
S
RS Group
842.467
12/08/24
-0.40
670.845
691.605
-20.760
-3.00
0.95
S
Sage Group
1,123.476
12/08/24
1.03
774.087
842.103
-68.016
-8.08
5.03
L
Schroders
376.764
12/08/24
-0.12
547.235
592.710
-45.475
-7.67
2.06
Scottish Mortgage
921.351
12/08/24
-0.17
581.571
579.188
2.383
0.41
2.04
L
Segro
988.391
12/08/24
-0.96
871.518
812.459
59.059
7.27
15.80
S
Severn Trent
2,808.970
12/08/24
-0.63
2,219.578
2,188.487
31.091
1.42
0.76
Shell
3,127.409
12/08/24
0.83
2,543.604
2,894.800
-351.196
-12.13
-7.42
Smith and Nephew
1,291.635
12/08/24
-0.86
2,160.918
1,862.409
298.509
16.03
25.81
L
Smiths Group
1,947.508
12/08/24
0.52
1,871.529
1,689.108
182.421
10.80
12.42
Smurfit Kappa
3,416.798
12/08/24
0.07
2,905.060
2,452.428
452.632
18.46
9.32
S
Spirax-Sarco
8,620.208
12/08/24
0.72
9,061.553
9,793.750
-732.197
-7.48
10.71
L
SSE
2,098.347
12/08/24
0.86
1,273.199
1,185.169
88.029
7.43
-0.22
L
St. James´s Place
772.076
12/08/24
-1.22
1,081.800
1,271.249
-189.450
-14.90
-6.34
Standard Chartered
806.713
12/08/24
0.92
736.545
771.871
-35.326
-4.58
3.39
L
Taylor Wimpey
176.538
12/08/24
0.54
167.153
195.533
-28.380
-14.51
-7.71
L
Tesco
372.630
12/08/24
0.91
326.361
338.950
-12.589
-3.71
2.54
L
Unilever Plc
5,267.098
12/08/24
-0.34
5,657.046
5,458.391
198.655
3.64
13.32
S
Unite
1,043.587
12/08/24
-1.11
1,147.499
1,103.080
44.419
4.03
11.08
S
United Utilities
1,104.817
12/08/24
-0.12
858.334
877.675
-19.341
-2.20
-2.49
L
Vodafone
83.174
12/08/24
0.87
173.767
144.113
29.654
20.58
6.69
Weir Group
2,127.398
12/08/24
0.79
1,703.930
1,741.555
-37.625
-2.16
-0.38
S
Whitbread
3,144.169
12/08/24
-1.44
4,952.010
5,159.106
-207.095
-4.01
-5.83
instrument
freshest
⇓ Δday
9/09/19
⇓ Δwk
20/05/19
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
771.182
12/08/24
1.68
1,115.320
1,085.635
29.684
2.73
6.69
FTSE - 97 out of 100 instruments rated - 9/09/19 / 20/05/19 - 40 did rise, Market-Ratio(16) in EUR = 41.24 %
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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
311
32.118
33.843
30.394
-1.725
-5
9,464
-23
long
4/09/06
30/07/07
329
LSE Group
100
576
16.408
18.240
1.832
11
10,519
12
short
30/07/07
16/02/09
567
Taylor Wimpey
100
3,111
3.380
0.148
77.121
73.741
2,182
239,926
649
long
16/02/09
5/07/10
504
Randgold Res
100
6,612
36.282
74.162
37.880
104
490,389
68
short
5/07/10
6/09/10
63
BP
100
121,515
4.036
4.871
3.201
-0.835
-21
388,924
-74
long
6/09/10
8/08/11
336
Croda
100
22,810
17.050
20.310
3.260
19
463,279
21
short
8/08/11
28/11/11
112
Lloyds Bank
100
1,230,561
0.376
0.276
0.513
0.137
36
631,647
175
long
28/11/11
4/06/12
189
Next
100
20,337
31.059
36.987
5.928
19
752,208
40
short
4/06/12
30/07/12
56
Aviva
100
225,105
3.342
3.822
2.861
-0.480
-14
644,051
-64
long
30/07/12
24/08/15
1120
Ashtead
100
193,264
3.332
11.999
8.666
260
2,318,960
52
short
24/08/15
9/05/16
259
Glencore
100
1,237,507
1.874
1.678
2.093
0.219
12
2,589,608
17
long
9/05/16
8/10/18
882
Fresnillo
100
196,875
13.154
8.867
-4.286
-33
1,745,712
-15
short
8/10/18
11/02/19
126
Fresnillo
100
196,875
8.867
11.085
6.649
-2.218
-25
1,309,081
-57
long
11/02/19
9/03/20
392
Micro Focus
100
68,157
19.207
6.781
-12.426
-65
462,158
-62
short
9/03/20
6/07/20
119
Micro Focus
100
68,159
6.781
4.845
9.489
2.708
40
646,731
180
long
6/07/20
7/03/22
609
Scottish Mortgage
100
65,206
9.918
10.324
0.406
4
673,217
2
short
7/03/22
9/01/23
308
Polymetal
100
323,479
2.081
3.574
0.589
-1.492
-72
190,465
-78
long
9/01/23
21/08/23
224
Antofagasta
100
9,724
19.586
16.266
-3.321
-17
158,177
-26
short
21/08/23
11/12/23
112
Fresnillo
100
26,503
5.968
6.723
5.213
-0.755
-13
138,160
-36
long
11/12/23
12/08/24
245
Rolls-Royce
100
39,866
3.466
5.736
2.271
66
228,683
112
accum 19/06/06
12/08/24 7168
days out of 7336 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 30/07/07 16/02/09 567 3.38 0.15 77.12 73.74 2,181.59 2,181.59
Ashtead long 30/07/12 24/08/15 1120 3.33 12.00 8.67 260.06 260.06
Randgold Res long 16/02/09 5/07/10 504 36.28 74.16 37.88 104.41 104.41
Rolls-Royce long 11/12/23 12/08/24 245 3.47 5.74 2.27 65.52 65.52
Lloyds Bank short 8/08/11 28/11/11 112 0.38 0.28 0.51 0.14 36.34 36.34
Croda long 6/09/10 8/08/11 336 17.05 20.31 3.26 19.12 19.12
Next long 28/11/11 4/06/12 189 31.06 36.99 5.93 19.09 19.09
Glencore short 24/08/15 9/05/16 259 1.87 1.68 2.09 0.22 11.67 11.67
LSE Group long 4/09/06 30/07/07 329 16.41 18.24 1.83 11.17 11.17
Scottish Mortgage long 6/07/20 7/03/22 609 9.92 10.32 0.41 4.10 4.10
Carnival short 19/06/06 4/09/06 77 32.12 33.84 30.39 -1.72 -5.37 -5.37
Aviva short 4/06/12 30/07/12 56 3.34 3.82 2.86 -0.48 -14.38 -14.38
Antofagasta long 9/01/23 21/08/23 224 19.59 16.27 -3.32 -16.95 -16.95
BP short 5/07/10 6/09/10 63 4.04 4.87 3.20 -0.83 -20.69 -20.69
Micro Focus long 11/02/19 9/03/20 392 19.21 6.78 -12.43 -64.70
short 9/03/20 6/07/20 119 6.78 4.85 9.49 2.71 39.94 -50.60
Fresnillo long 9/05/16 8/10/18 882 13.15 8.87 -4.29 -32.59
short 8/10/18 11/02/19 126 8.87 11.08 6.65 -2.22 -25.01
short 21/08/23 11/12/23 112 5.97 6.72 5.21 -0.76 -12.65 -55.85
Polymetal short 7/03/22 9/01/23 308 2.08 3.57 0.59 -1.49 -71.71 -71.71
Annotations
20/04/23 Melrose reverse split 3:1 (one for three)
26/09/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
18/07/22 GlaxoSmithKline demergers OTC business -> Haleon
30/11/21 JD Sports stock split 1:5 (five for one)
28/05/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
12/02/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
31/08/18 Rightmove stock split 1:10 (ten for one)
2/07/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
21/05/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
19/01/18 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
14/08/17 Standard Life merger with Aberdeen Asset Management completed
20/03/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
14/02/17 FTSE machine learning processed for all techniques
19/12/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
4/10/16 SAB Miller acquired by AB InBev - deletion
19/09/16 FTSE Polymetal replaces Berkeley
5/09/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
11/07/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
18/02/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
26/08/15 FTSE complete analysis
22/06/15 FTSE Inmarsat replaces Aggreko
21/04/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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