Assessment - FTSE 100 Index in Euro - 11/25/19 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
11/25/19
⇓ Δwk
8/05/19
prc diff
Δ16
⇓ ∅-RS
FTSE
9,617.479
8/12/24
0.52
8,664.007
7,835.658
828.349
10.57
6.09
L
Frasers
982.218
8/12/24
-0.42
398.510
234.511
163.999
69.93
29.27
S
Entain
679.880
8/12/24
3.98
1,013.963
609.814
404.149
66.27
35.90
S
Flutter
17,201.996
8/12/24
-1.28
10,315.340
6,855.259
3,460.082
50.47
39.23
L
JD Sports Fashion
140.978
8/12/24
-4.07
189.064
126.258
62.806
49.74
55.33
Melrose
570.120
8/12/24
0.19
815.997
554.820
261.176
47.07
32.28
L
Persimmon
1,847.882
8/12/24
0.03
3,002.296
2,067.425
934.871
45.22
25.24
Int Cons Airlines
194.979
8/12/24
-0.06
662.778
482.146
180.632
37.46
13.44
Endeavour Mining
1,835.582
8/12/24
1.89
2,873.442
2,131.421
742.021
34.81
18.32
Rightmove
629.276
8/12/24
0.04
736.810
547.336
189.474
34.62
26.09
L
SSE
2,199.888
8/12/24
0.86
1,564.989
1,171.468
393.521
33.59
20.12
Berkeley
5,938.993
8/12/24
1.00
5,321.666
4,052.412
1,269.254
31.32
23.47
L
Lloyds Bank
66.535
8/12/24
-0.28
71.303
54.430
16.873
31.00
10.70
Land Securities
720.996
8/12/24
-0.73
1,093.150
839.769
253.380
30.17
13.00
DS Smith
520.101
8/12/24
1.19
449.934
348.078
101.856
29.26
16.55
L
Taylor Wimpey
185.081
8/12/24
0.54
206.049
159.884
46.165
28.87
13.27
S
Unite
1,094.087
8/12/24
-1.11
1,412.707
1,097.709
314.998
28.70
29.86
L
Segro
1,036.220
8/12/24
-0.96
1,024.037
796.381
227.656
28.59
28.74
S
Severn Trent
2,944.897
8/12/24
-0.63
2,741.074
2,162.335
578.739
26.76
20.37
L
British Land
462.703
8/12/24
-0.40
656.686
519.893
136.793
26.31
3.88
Barclays
257.825
8/12/24
0.85
201.481
159.775
41.705
26.10
14.02
Next
11,177.490
8/12/24
0.23
8,066.254
6,404.026
1,662.228
25.96
31.19
Centrica
149.119
8/12/24
3.29
97.296
77.252
20.045
25.95
-9.06
S
RS Group
883.235
8/12/24
-0.40
767.501
611.333
156.168
25.55
15.47
L
NatWest
391.950
8/12/24
0.48
268.836
214.173
54.663
25.52
6.31
⇓ instrument
freshest
⇓ Δday
11/25/19
⇓ Δwk
8/05/19
prc diff
Δ16
⇓ ∅-RS
S
Legal & General
264.268
8/12/24
0.53
328.460
264.774
63.687
24.05
12.22
J Sainsbury
315.809
8/12/24
0.67
253.959
205.549
48.410
23.55
0.15
L
St. James´s Place
809.437
8/12/24
-1.22
1,229.969
998.785
231.184
23.15
7.46
L
Schroders
394.996
8/12/24
-0.12
654.964
534.200
120.764
22.61
19.69
Smurfit Kappa
3,582.138
8/12/24
0.07
3,240.090
2,644.481
595.609
22.52
22.71
L
Anglo American
2,615.148
8/12/24
0.29
2,414.839
1,974.141
440.698
22.32
10.77
Ashtead
6,035.048
8/12/24
-0.43
2,807.844
2,296.295
511.549
22.28
21.40
CRH (L)
7,515.697
8/12/24
-1.35
3,406.429
2,796.338
610.091
21.82
21.39
S
United Utilities
1,158.279
8/12/24
-0.12
1,017.243
842.589
174.654
20.73
11.72
L
Halma
2,960.126
8/12/24
0.04
2,449.396
2,037.595
411.800
20.21
26.84
L
Abrdn
179.165
8/12/24
2.51
368.405
307.402
61.003
19.84
21.02
Standard Chartered
845.750
8/12/24
0.92
821.619
692.468
129.151
18.65
11.36
WPP Group
808.500
8/12/24
1.68
1,171.399
987.721
183.678
18.60
12.42
Phoenix
630.213
8/12/24
0.47
842.236
710.908
131.328
18.47
11.95
S
B&M
520.804
8/12/24
-2.22
445.717
378.558
67.160
17.74
12.09
Weir Group
2,230.344
8/12/24
0.79
1,666.315
1,415.524
250.791
17.72
-0.67
Antofagasta
2,201.645
8/12/24
1.79
1,043.717
888.580
155.136
17.46
5.80
L
Smiths Group
2,041.749
8/12/24
0.52
1,961.508
1,679.647
281.861
16.78
14.50
S
National Grid
1,146.097
8/12/24
-0.04
1,066.442
913.311
153.130
16.77
12.25
L
Airtel Africa
128.854
8/12/24
-0.63
85.102
73.217
11.885
16.23
-na-
L
Tesco
390.662
8/12/24
0.91
346.605
298.280
48.326
16.20
6.97
BAE Systems
1,526.919
8/12/24
2.04
678.240
584.432
93.808
16.05
18.17
L
Barratt Developments
614.516
8/12/24
0.15
787.414
678.584
108.831
16.04
20.43
S
Whitbread
3,296.317
8/12/24
-1.44
5,316.981
4,615.368
701.613
15.20
2.28
S
Sage Group
1,177.842
8/12/24
1.03
876.909
761.671
115.238
15.13
12.90
⇓ instrument
freshest
⇓ Δday
11/25/19
⇓ Δwk
8/05/19
prc diff
Δ16
⇓ ∅-RS
F&C Investment Trust
1,201.855
8/12/24
866.835
753.862
112.974
14.99
10.75
Mondi
1,666.901
8/12/24
-0.42
1,986.107
1,728.458
257.649
14.91
3.13
Ass Brit Foods
2,852.357
8/12/24
-0.90
2,977.697
2,595.670
382.027
14.72
12.39
L
Vodafone
87.199
8/12/24
0.87
183.793
160.209
23.583
14.72
12.16
L
AstraZeneca
14,970.480
8/12/24
0.63
8,827.664
7,700.234
1,127.429
14.64
22.39
Glencore
480.566
8/12/24
1.27
290.917
254.903
36.014
14.13
-5.69
L
Auto Trader
934.542
8/12/24
0.81
633.024
556.881
76.143
13.67
9.75
ConvaTec
271.296
8/12/24
-0.17
223.737
197.306
26.432
13.40
31.03
Aviva
567.191
8/12/24
0.35
472.425
417.498
54.927
13.16
2.89
L
BT Group
165.753
8/12/24
8.43
224.909
198.911
25.998
13.07
-3.79
L
Experian
4,128.010
8/12/24
1.18
3,003.467
2,658.582
344.885
12.97
19.87
S
Croda
4,485.287
8/12/24
-0.05
5,702.371
5,069.854
632.517
12.48
3.05
S
Spirax-Sarco
9,037.344
8/12/24
0.72
10,366.882
9,219.889
1,146.993
12.44
21.71
L
LSE Group
11,641.364
8/12/24
1.12
8,038.141
7,165.481
872.660
12.18
33.58
GSK
1,841.439
8/12/24
0.42
2,037.895
1,816.893
221.002
12.16
12.45
L
Rentokil Initial
549.386
8/12/24
1.01
526.192
470.106
56.087
11.93
20.56
Compass Group
2,757.473
8/12/24
0.90
2,425.968
2,185.656
240.312
10.99
17.09
DCC
6,015.134
8/12/24
-0.29
7,677.350
6,942.034
735.316
10.59
1.45
Intertek
5,482.148
8/12/24
0.60
6,494.237
5,894.221
600.016
10.18
10.35
Scottish Mortgage
965.936
8/12/24
-0.17
617.327
564.583
52.745
9.34
7.69
L
BAT
3,281.089
8/12/24
3,525.326
3,232.385
292.941
9.06
9.57
Admiral Group
3,160.435
8/12/24
0.86
2,458.767
2,261.585
197.182
8.72
2.61
Haleon
437.166
8/12/24
-1.01
-na-
S
M&G
238.848
8/12/24
1.09
278.559
-na-
Johnson Matthey
1,847.296
8/12/24
0.06
3,427.514
3,178.150
249.364
7.85
-1.48
⇓ instrument
freshest
⇓ Δday
11/25/19
⇓ Δwk
8/05/19
prc diff
Δ16
⇓ ∅-RS
RELX
4,136.210
8/12/24
0.57
2,206.330
2,049.527
156.803
7.65
9.77
Ocado
441.266
8/12/24
0.72
1,343.595
1,250.108
93.486
7.48
7.53
Reckitt Benckiser
4,896.448
8/12/24
6,961.625
6,477.785
483.839
7.47
-0.25
Pershing Square
4,139.724
8/12/24
-0.79
1,679.786
1,566.296
113.490
7.25
12.29
S
Bunzl
3,750.820
8/12/24
0.50
2,421.282
2,258.330
162.952
7.22
-3.76
L
3i Group
3,535.282
8/12/24
0.23
1,241.097
1,159.537
81.561
7.03
10.06
Rio Tinto
5,789.054
8/12/24
0.56
4,946.818
4,653.332
293.486
6.31
2.42
Kingfisher
317.918
8/12/24
0.18
240.488
227.135
13.354
5.88
-3.82
L
Hargreaves Lansdown
1,290.882
8/12/24
2,166.503
2,064.713
101.790
4.93
-0.18
BP
514.947
8/12/24
1.35
586.051
559.268
26.783
4.79
-1.68
Beazley
857.464
8/12/24
1.24
624.356
596.581
27.775
4.66
-0.12
S
Burberry Group
786.009
8/12/24
-2.02
2,445.881
2,346.191
99.691
4.25
11.48
Shell
3,278.746
8/12/24
0.83
2,665.519
2,562.044
103.474
4.04
-1.74
Informa
946.256
8/12/24
1.03
930.091
898.560
31.531
3.51
8.31
Smith and Nephew
1,354.137
8/12/24
-0.86
2,032.377
2,005.597
26.780
1.34
11.13
S
Diageo
2,871.685
8/12/24
1.03
3,691.664
3,668.431
23.233
0.63
4.05
L
HSBC
754.264
8/12/24
0.22
682.691
679.885
2.806
0.41
-5.11
L
Unilever Plc
5,521.975
8/12/24
-0.34
5,292.967
5,280.285
12.682
0.24
2.91
InterContinental Hot
8,466.873
8/12/24
-0.61
5,731.070
5,736.940
-5.870
-0.10
5.76
L
Coca-Cola HBC
3,172.149
8/12/24
0.89
2,973.011
3,007.853
-34.842
-1.16
0.44
Rolls-Royce
570.120
8/12/24
0.35
869.178
884.025
-14.847
-1.68
-8.71
Prudential
744.307
8/12/24
0.41
1,562.646
1,640.056
-77.409
-4.72
-9.60
Fresnillo
632.556
8/12/24
0.93
632.087
694.203
-62.116
-8.95
-28.13
L
Imperial Brands
2,499.766
8/12/24
0.38
1,955.768
2,244.229
-288.461
-12.85
-20.70
Pearson
1,211.812
8/12/24
-0.72
768.672
885.326
-116.654
-13.18
-18.52
⇓ instrument
freshest
⇓ Δday
11/25/19
⇓ Δwk
8/05/19
prc diff
Δ16
⇓ ∅-RS
Hiscox
1,392.794
8/12/24
1.89
1,486.505
1,734.424
-247.918
-14.29
-17.37
FTSE - 98 out of 100 instruments rated - 11/25/19 / 8/05/19 - 90 did rise, Market-Ratio(16) in EUR = 91.84 %
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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