Assessment - FTSE 100 Index in Euro - 31/08/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
31/08/20
Δwk
11/05/20
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
9,195.554
12/08/24
0.52
6,679.252
6,784.463
-105.212
-1.55
-10.84
L
3i Group
3,380.187
12/08/24
0.23
1,050.568
839.987
210.582
25.07
-1.54
L
NatWest
374.755
12/08/24
0.48
126.337
126.158
0.179
0.14
-27.19
Centrica
142.577
12/08/24
3.29
51.565
41.565
10.000
24.06
-15.25
Shell
3,134.905
12/08/24
0.83
1,239.626
1,500.645
-261.019
-17.39
-33.13
BAE Systems
1,459.932
12/08/24
2.04
581.957
574.535
7.421
1.29
-5.75
Glencore
459.484
12/08/24
1.27
189.483
169.277
20.206
11.94
-10.85
L
Frasers
939.128
12/08/24
-0.42
395.363
279.615
115.748
41.40
13.38
CRH (L)
7,185.978
12/08/24
-1.35
3,169.625
2,651.087
518.539
19.56
3.43
RELX
3,954.752
12/08/24
0.57
1,906.815
2,125.096
-218.280
-10.27
-8.97
Rolls-Royce
545.108
12/08/24
0.35
270.034
322.791
-52.756
-16.34
-44.28
L
Lloyds Bank
63.617
12/08/24
-0.28
31.752
34.741
-2.988
-8.60
-31.17
Ashtead
5,770.286
12/08/24
-0.43
2,917.623
2,590.549
327.074
12.63
11.88
Barclays
246.514
12/08/24
0.85
125.396
117.192
8.205
7.00
-14.52
Informa
904.743
12/08/24
1.03
463.012
492.182
-29.170
-5.93
-28.61
L
HSBC
721.174
12/08/24
0.22
369.771
469.451
-99.680
-21.23
-31.38
Compass Group
2,636.501
12/08/24
0.90
1,366.971
1,450.616
-83.645
-5.77
-18.85
Pearson
1,158.649
12/08/24
-0.72
626.533
519.595
106.938
20.58
-5.98
L
Airtel Africa
123.201
12/08/24
-0.63
66.865
45.403
21.461
47.27
6.78
Standard Chartered
808.646
12/08/24
0.92
439.492
462.370
-22.878
-4.95
-25.70
Antofagasta
2,105.057
12/08/24
1.79
1,202.890
910.576
292.314
32.10
21.45
DS Smith
497.284
12/08/24
1.19
289.746
360.827
-71.080
-19.70
-22.00
Aviva
542.308
12/08/24
0.35
316.627
276.645
39.981
14.45
-12.93
L
Imperial Brands
2,390.099
12/08/24
0.38
1,403.371
1,845.823
-442.452
-23.97
-24.54
Beazley
819.847
12/08/24
1.24
481.604
437.012
44.591
10.20
-10.13
⇓ instrument
freshest
⇓ Δday
31/08/20
Δwk
11/05/20
prc diff
⇓ Δ16
⇓ ∅-RS
BP
492.356
12/08/24
1.35
295.906
358.485
-62.579
-17.46
-31.07
Pershing Square
3,958.112
12/08/24
-0.79
2,385.619
1,950.907
434.712
22.28
32.89
InterContinental Hot
8,095.425
12/08/24
-0.61
4,934.760
4,022.890
911.870
22.67
3.97
Melrose
545.108
12/08/24
0.19
342.051
321.214
20.836
6.49
-29.92
Next
10,687.126
12/08/24
0.23
6,762.614
5,478.075
1,284.539
23.45
6.05
L
AstraZeneca
14,313.715
12/08/24
0.63
9,340.875
9,945.288
-604.413
-6.08
6.59
Weir Group
2,132.497
12/08/24
0.79
1,420.731
1,064.318
356.413
33.49
6.43
Hiscox
1,331.691
12/08/24
1.89
888.615
895.042
-6.426
-0.72
-25.17
L
SSE
2,103.377
12/08/24
0.86
1,410.091
1,418.063
-7.972
-0.56
-6.01
F&C Investment Trust
1,149.129
12/08/24
778.406
744.726
33.680
4.52
-0.47
J Sainsbury
301.954
12/08/24
0.67
205.858
217.935
-12.077
-5.54
-11.48
L
Auto Trader
893.543
12/08/24
0.81
630.789
567.568
63.221
11.14
6.48
L
Coca-Cola HBC
3,032.984
12/08/24
0.89
2,233.298
2,111.960
121.338
5.75
-12.21
S
Sage Group
1,126.169
12/08/24
1.03
829.479
733.989
95.490
13.01
5.68
L
BT Group
158.481
12/08/24
8.43
117.209
121.932
-4.723
-3.87
-26.77
S
Bunzl
3,586.269
12/08/24
0.50
2,712.662
1,990.885
721.777
36.25
20.81
L
Taylor Wimpey
176.961
12/08/24
0.54
137.201
172.075
-34.874
-20.27
-22.72
L
Experian
3,946.912
12/08/24
1.18
3,124.825
2,919.508
205.317
7.03
7.66
L
Smiths Group
1,952.176
12/08/24
0.52
1,570.253
1,439.194
131.059
9.11
-3.85
S
M&G
228.370
12/08/24
1.09
185.417
147.289
38.129
25.89
-na-
L
Anglo American
2,500.420
12/08/24
0.29
2,052.528
1,630.401
422.127
25.89
0.99
ConvaTec
259.394
12/08/24
-0.17
214.594
250.374
-35.780
-14.29
-2.23
L
Tesco
373.523
12/08/24
0.91
310.265
344.481
-34.216
-9.93
-8.46
Ass Brit Foods
2,727.222
12/08/24
-0.90
2,291.538
1,970.325
321.213
16.30
-5.22
S
United Utilities
1,107.465
12/08/24
-0.12
930.951
1,038.733
-107.781
-10.38
-8.22
⇓ instrument
freshest
⇓ Δday
31/08/20
Δwk
11/05/20
prc diff
⇓ Δ16
⇓ ∅-RS
S
Flutter
16,447.332
12/08/24
-1.28
13,865.711
11,250.842
2,614.869
23.24
37.84
S
National Grid
1,095.817
12/08/24
-0.04
944.392
1,057.237
-112.845
-10.67
-9.51
Smurfit Kappa
3,424.987
12/08/24
0.07
2,994.904
2,882.957
111.947
3.88
2.11
L
Halma
2,830.263
12/08/24
0.04
2,484.180
2,544.861
-60.681
-2.38
5.07
L
LSE Group
11,130.649
12/08/24
1.12
9,856.079
9,087.482
768.597
8.46
13.94
S
RS Group
844.487
12/08/24
-0.40
748.166
664.771
83.395
12.54
4.45
S
Whitbread
3,151.705
12/08/24
-1.44
2,832.503
3,241.613
-409.111
-12.62
-23.54
Berkeley
5,678.446
12/08/24
1.00
5,106.121
4,764.189
341.932
7.18
2.77
L
BAT
3,137.145
12/08/24
2,836.423
3,484.906
-648.483
-18.61
-15.61
L
British Land
442.404
12/08/24
-0.40
409.587
438.040
-28.453
-6.50
-21.61
GSK
1,760.654
12/08/24
0.42
1,631.226
1,930.507
-299.282
-15.50
-14.15
S
Severn Trent
2,815.703
12/08/24
-0.63
2,611.861
2,782.442
-170.581
-6.13
-2.90
WPP Group
773.030
12/08/24
1.68
723.078
673.680
49.398
7.33
-14.38
Rio Tinto
5,535.084
12/08/24
0.56
5,191.242
4,196.507
994.735
23.70
9.34
Land Securities
689.366
12/08/24
-0.73
647.477
722.338
-74.861
-10.36
-21.40
L
Unilever Plc
5,279.722
12/08/24
-0.34
4,995.240
4,766.474
228.766
4.80
-1.12
S
Legal & General
252.674
12/08/24
0.53
243.378
232.670
10.708
4.60
-9.79
Admiral Group
3,021.784
12/08/24
0.86
2,953.464
2,768.735
184.728
6.67
16.37
Kingfisher
303.970
12/08/24
0.18
302.738
185.553
117.185
63.15
34.91
Haleon
417.987
12/08/24
-1.01
-na-
L
Barratt Developments
587.557
12/08/24
0.15
588.229
582.531
5.698
0.98
-12.12
S
Unite
1,046.088
12/08/24
-1.11
1,065.129
901.210
163.919
18.19
-6.48
S
Diageo
2,745.702
12/08/24
1.03
2,810.663
3,233.618
-422.955
-13.08
-15.30
Mondi
1,593.773
12/08/24
-0.42
1,636.333
1,557.414
78.920
5.07
-5.78
S
B&M
497.956
12/08/24
-2.22
530.660
388.582
142.078
36.56
25.74
⇓ instrument
freshest
⇓ Δday
31/08/20
Δwk
11/05/20
prc diff
⇓ Δ16
⇓ ∅-RS
L
Segro
990.760
12/08/24
-0.96
1,067.145
956.950
110.195
11.52
10.08
L
Rentokil Initial
525.284
12/08/24
1.01
596.965
545.980
50.985
9.34
12.50
Scottish Mortgage
923.559
12/08/24
-0.17
1,076.889
799.552
277.336
34.69
54.38
Rightmove
601.669
12/08/24
0.04
709.862
596.694
113.167
18.97
9.29
L
JD Sports Fashion
134.793
12/08/24
-4.07
159.220
123.177
36.044
29.26
6.66
Intertek
5,241.642
12/08/24
0.60
6,581.173
5,426.675
1,154.497
21.27
8.49
Phoenix
602.565
12/08/24
0.47
773.926
676.421
97.505
14.41
2.09
DCC
5,751.246
12/08/24
-0.29
7,423.420
6,752.790
670.630
9.93
3.51
Int Cons Airlines
186.425
12/08/24
-0.06
242.258
211.253
31.005
14.68
-31.99
Smith and Nephew
1,294.730
12/08/24
-0.86
1,704.094
1,834.972
-130.879
-7.13
-10.14
S
Spirax-Sarco
8,640.869
12/08/24
0.72
11,474.492
10,592.925
881.567
8.32
13.21
S
Entain
650.053
12/08/24
3.98
900.711
890.016
10.695
1.20
6.41
L
St. James´s Place
773.926
12/08/24
-1.22
1,097.385
966.773
130.612
13.51
0.24
L
Schroders
377.667
12/08/24
-0.12
551.784
539.618
12.166
2.25
-2.92
L
Hargreaves Lansdown
1,234.250
12/08/24
1,810.495
1,810.415
0.080
0.00
-5.81
L
Vodafone
83.373
12/08/24
0.87
124.814
129.071
-4.257
-3.30
-18.57
Johnson Matthey
1,766.254
12/08/24
0.06
2,660.021
2,243.315
416.706
18.58
-4.40
S
Croda
4,288.514
12/08/24
-0.05
6,608.053
5,713.372
894.681
15.66
17.21
L
Abrdn
171.305
12/08/24
2.51
265.666
245.234
20.432
8.33
-11.90
L
Persimmon
1,766.814
12/08/24
0.03
2,934.424
2,533.438
400.985
15.83
9.53
Reckitt Benckiser
4,681.638
12/08/24
8,411.267
7,819.621
591.647
7.57
14.16
Prudential
711.654
12/08/24
0.41
1,368.091
1,280.426
87.665
6.85
-2.23
S
Burberry Group
751.526
12/08/24
-2.02
1,617.853
1,566.551
51.302
3.27
-15.39
Endeavour Mining
1,755.054
12/08/24
1.89
4,047.903
3,149.116
898.786
28.54
34.79
Fresnillo
604.805
12/08/24
0.93
1,414.011
784.247
629.765
80.30
72.68
⇓ instrument
freshest
⇓ Δday
31/08/20
Δwk
11/05/20
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
421.907
12/08/24
0.72
2,796.662
2,186.775
609.887
27.89
68.82
FTSE - 99 out of 100 instruments rated - 31/08/20 / 11/05/20 - 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
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 7354
days out of 7522 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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