Assessment - FTSE 100 Index in Euro - 8/10/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
8/10/20
⇓ Δwk
4/20/20
prc diff
⇓ Δ16
∅-RS
FTSE
9,141.290
8/12/24
0.52
6,736.725
6,665.402
71.324
1.07
-10.87
Fresnillo
601.236
8/12/24
0.93
1,439.626
805.192
634.434
78.79
81.37
Ocado
419.418
8/12/24
0.72
2,450.593
1,820.913
629.680
34.58
53.39
Scottish Mortgage
918.109
8/12/24
-0.17
978.678
721.829
256.849
35.58
44.58
Endeavour Mining
1,744.697
8/12/24
1.89
3,982.809
2,777.282
1,205.527
43.41
34.74
S
Flutter
16,350.275
8/12/24
-1.28
12,971.107
10,205.369
2,765.738
27.10
33.83
Kingfisher
302.177
8/12/24
0.18
293.604
161.050
132.554
82.31
33.02
S
B&M
495.018
8/12/24
-2.22
538.440
372.897
165.543
44.39
29.86
Antofagasta
2,092.635
8/12/24
1.79
1,219.729
912.750
306.980
33.63
25.28
Pershing Square
3,934.755
8/12/24
-0.79
2,117.686
1,814.033
303.653
16.74
19.83
S
Croda
4,263.208
8/12/24
-0.05
6,517.842
5,337.752
1,180.090
22.11
17.33
S
Spirax-Sarco
8,589.879
8/12/24
0.72
11,635.027
10,269.582
1,365.445
13.30
16.69
S
Bunzl
3,565.106
8/12/24
0.50
2,580.861
1,915.513
665.347
34.73
15.96
Reckitt Benckiser
4,654.011
8/12/24
8,348.271
7,453.359
894.912
12.01
14.77
L
Rentokil Initial
522.184
8/12/24
1.01
600.568
521.735
78.833
15.11
14.49
Ashtead
5,736.235
8/12/24
-0.43
2,921.561
2,108.154
813.407
38.58
13.65
L
Segro
984.913
8/12/24
-0.96
1,084.229
934.537
149.692
16.02
13.61
Admiral Group
3,003.952
8/12/24
0.86
2,823.582
2,516.942
306.640
12.18
12.65
Rio Tinto
5,502.421
8/12/24
0.56
5,225.185
4,394.615
830.570
18.90
11.06
L
LSE Group
11,064.967
8/12/24
1.12
9,434.949
8,648.190
786.759
9.10
10.76
S
RS Group
839.503
8/12/24
-0.40
774.926
635.256
139.671
21.99
9.76
CRH (L)
7,143.573
8/12/24
-1.35
3,313.478
2,514.649
798.829
31.77
9.08
DCC
5,717.308
8/12/24
-0.29
7,706.953
6,313.569
1,393.384
22.07
7.80
L
AstraZeneca
14,229.249
8/12/24
0.63
9,330.290
9,310.966
19.324
0.21
7.58
Rightmove
598.118
8/12/24
0.04
691.867
559.002
132.865
23.77
7.79
⇓ instrument
freshest
⇓ Δday
8/10/20
⇓ Δwk
4/20/20
prc diff
⇓ Δ16
∅-RS
Phoenix
599.009
8/12/24
0.47
803.875
633.880
169.995
26.82
6.51
S
Sage Group
1,119.523
8/12/24
1.03
829.705
729.971
99.735
13.66
6.19
Weir Group
2,119.913
8/12/24
0.79
1,417.358
958.617
458.741
47.85
6.17
L
Experian
3,923.621
8/12/24
1.18
3,038.468
2,780.676
257.792
9.27
5.42
L
Halma
2,813.561
8/12/24
0.04
2,460.613
2,397.688
62.925
2.62
5.09
L
Anglo American
2,485.665
8/12/24
0.29
2,119.468
1,611.990
507.478
31.48
4.95
Intertek
5,210.711
8/12/24
0.60
6,324.110
5,751.700
572.410
9.95
4.76
L
Auto Trader
888.270
8/12/24
0.81
616.823
519.098
97.726
18.83
4.62
S
Severn Trent
2,799.087
8/12/24
-0.63
2,761.231
2,664.863
96.369
3.62
4.03
L
Hargreaves Lansdown
1,226.967
8/12/24
1,988.532
1,783.073
205.459
11.52
3.02
L
JD Sports Fashion
133.998
8/12/24
-4.07
152.402
113.314
39.088
34.50
3.00
L
St. James´s Place
769.359
8/12/24
-1.22
1,116.183
901.054
215.129
23.88
2.50
Berkeley
5,644.937
8/12/24
1.00
4,986.917
4,544.256
442.662
9.74
1.51
Next
10,624.060
8/12/24
0.23
6,457.718
5,257.485
1,200.233
22.83
1.50
Smurfit Kappa
3,404.776
8/12/24
0.07
2,939.375
2,584.596
354.780
13.73
0.98
L
Persimmon
1,756.388
8/12/24
0.03
2,655.458
2,241.741
413.717
18.46
1.11
L
Airtel Africa
122.474
8/12/24
-0.63
63.464
42.599
20.865
48.98
0.66
Pearson
1,151.812
8/12/24
-0.72
677.838
565.538
112.300
19.86
0.21
S
United Utilities
1,100.930
8/12/24
-0.12
1,007.181
1,026.270
-19.089
-1.86
0.10
L
Unilever Plc
5,248.566
8/12/24
-0.34
5,032.567
4,934.124
98.443
2.00
-0.81
L
SSE
2,090.965
8/12/24
0.86
1,470.801
1,404.672
66.129
4.71
-0.79
L
Schroders
375.438
8/12/24
-0.12
558.370
501.955
56.415
11.24
-1.19
ConvaTec
257.863
8/12/24
-0.17
214.886
216.491
-1.605
-0.74
-1.54
F&C Investment Trust
1,142.348
8/12/24
770.473
718.963
51.510
7.16
-1.46
L
Smiths Group
1,940.656
8/12/24
0.52
1,609.976
1,322.685
287.291
21.72
-1.79
⇓ instrument
freshest
⇓ Δday
8/10/20
⇓ Δwk
4/20/20
prc diff
⇓ Δ16
∅-RS
L
Abrdn
170.294
8/12/24
2.51
295.385
247.796
47.589
19.21
-1.87
Prudential
707.454
8/12/24
0.41
1,371.708
1,180.497
191.211
16.20
-2.67
S
National Grid
1,089.350
8/12/24
-0.04
1,004.064
1,041.177
-37.113
-3.56
-3.45
S
Legal & General
251.183
8/12/24
0.53
259.422
236.214
23.208
9.82
-3.85
S
Entain
646.217
8/12/24
3.98
797.194
812.072
-14.878
-1.83
-4.14
Mondi
1,584.368
8/12/24
-0.42
1,652.842
1,520.485
132.357
8.70
-5.00
L
3i Group
3,360.240
8/12/24
0.23
1,020.988
885.459
135.528
15.31
-5.07
L
Tesco
371.319
8/12/24
0.91
317.887
341.765
-23.878
-6.99
-5.85
BAE Systems
1,451.317
8/12/24
2.04
576.073
628.376
-52.303
-8.32
-6.76
Johnson Matthey
1,755.831
8/12/24
0.06
2,617.603
2,253.208
364.395
16.17
-6.84
InterContinental Hot
8,047.653
8/12/24
-0.61
4,454.712
4,076.414
378.298
9.28
-7.26
GSK
1,750.264
8/12/24
0.42
1,742.059
1,926.028
-183.970
-9.55
-8.70
J Sainsbury
300.173
8/12/24
0.67
211.546
224.174
-12.628
-5.63
-9.02
S
Unite
1,039.915
8/12/24
-1.11
1,043.256
911.603
131.652
14.44
-8.84
Smith and Nephew
1,287.090
8/12/24
-0.86
1,740.244
1,808.873
-68.629
-3.79
-9.25
L
Frasers
933.586
8/12/24
-0.42
310.639
271.990
38.648
14.21
-9.40
L
Coca-Cola HBC
3,015.086
8/12/24
0.89
2,327.005
2,242.314
84.691
3.78
-9.81
RELX
3,931.414
8/12/24
0.57
1,884.986
2,158.608
-273.622
-12.68
-10.51
Glencore
456.772
8/12/24
1.27
191.304
164.043
27.262
16.62
-11.40
Aviva
539.108
8/12/24
0.35
325.113
279.100
46.013
16.49
-11.81
Ass Brit Foods
2,711.128
8/12/24
-0.90
2,125.480
2,277.288
-151.808
-6.67
-12.83
Beazley
815.009
8/12/24
1.24
472.972
423.809
49.163
11.60
-13.19
Centrica
141.736
8/12/24
3.29
52.964
36.831
16.133
43.80
-14.73
S
Diageo
2,729.499
8/12/24
1.03
2,859.211
3,095.437
-236.227
-7.63
-15.12
L
BAT
3,118.633
8/12/24
2,831.932
3,410.772
-578.840
-16.97
-16.47
⇓ instrument
freshest
⇓ Δday
8/10/20
⇓ Δwk
4/20/20
prc diff
⇓ Δ16
∅-RS
L
Vodafone
82.881
8/12/24
0.87
129.845
127.280
2.564
2.01
-16.47
L
Barratt Developments
584.089
8/12/24
0.15
560.485
528.730
31.756
6.01
-17.21
DS Smith
494.349
8/12/24
1.19
300.061
323.132
-23.071
-7.14
-20.01
WPP Group
768.468
8/12/24
1.68
690.976
631.586
59.390
9.40
-20.10
Barclays
245.059
8/12/24
0.85
118.733
104.358
14.374
13.77
-20.36
Land Securities
685.298
8/12/24
-0.73
651.562
725.613
-74.052
-10.21
-22.30
L
British Land
439.793
8/12/24
-0.40
412.626
451.215
-38.589
-8.55
-22.46
S
Burberry Group
747.091
8/12/24
-2.02
1,503.646
1,667.259
-163.613
-9.81
-23.27
Compass Group
2,620.943
8/12/24
0.90
1,311.028
1,513.032
-202.004
-13.35
-24.58
Standard Chartered
803.875
8/12/24
0.92
452.708
458.439
-5.731
-1.25
-25.42
BP
489.451
8/12/24
1.35
328.898
346.639
-17.740
-5.12
-25.86
L
Imperial Brands
2,375.995
8/12/24
0.38
1,405.667
1,792.246
-386.579
-21.57
-26.53
L
Taylor Wimpey
175.917
8/12/24
0.54
131.493
149.010
-17.517
-11.76
-26.90
L
BT Group
157.546
8/12/24
8.43
120.080
139.492
-19.412
-13.92
-27.05
Hiscox
1,323.832
8/12/24
1.89
897.400
906.787
-9.387
-1.04
-27.24
Melrose
541.892
8/12/24
0.19
359.739
310.977
48.762
15.68
-28.46
S
Whitbread
3,133.107
8/12/24
-1.44
2,724.489
3,107.478
-382.988
-12.32
-28.98
L
NatWest
372.544
8/12/24
0.48
127.039
121.490
5.549
4.57
-29.04
Shell
3,116.406
8/12/24
0.83
1,308.022
1,539.979
-231.957
-15.06
-32.30
L
Lloyds Bank
63.241
8/12/24
-0.28
31.637
34.538
-2.900
-8.40
-33.86
L
HSBC
716.918
8/12/24
0.22
368.535
479.251
-110.716
-23.10
-34.11
Informa
899.404
8/12/24
1.03
445.917
524.258
-78.341
-14.94
-34.15
Int Cons Airlines
185.325
8/12/24
-0.06
224.573
258.804
-34.231
-13.23
-40.22
Rolls-Royce
541.892
8/12/24
0.35
295.830
375.420
-79.590
-21.20
-42.84
Haleon
415.521
8/12/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
8/10/20
⇓ Δwk
4/20/20
prc diff
⇓ Δ16
∅-RS
S
M&G
227.022
8/12/24
1.09
188.944
151.705
37.239
24.55
-na-
FTSE - 99 out of 100 instruments rated - 8/10/20 / 4/20/20 - 68 did rise, Market-Ratio(16) in EUR = 68.69 %
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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