Assessment - FTSE 100 Index in Euro - 9/07/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
9/07/20
⇓ Δwk
5/18/20
prc diff
⇓ Δ16
∅-RS
FTSE
9,154.031
8/12/24
0.52
6,619.913
6,773.489
-153.576
-2.27
-11.32
Fresnillo
602.074
8/12/24
0.93
1,470.621
901.476
569.145
63.13
78.15
Ocado
420.002
8/12/24
0.72
2,613.446
2,131.627
481.820
22.60
56.12
Scottish Mortgage
919.389
8/12/24
-0.17
998.439
819.727
178.712
21.80
41.54
Kingfisher
302.598
8/12/24
0.18
304.716
192.334
112.383
58.43
35.01
Endeavour Mining
1,747.129
8/12/24
1.89
3,970.086
3,516.596
453.490
12.90
31.41
Pershing Square
3,940.239
8/12/24
-0.79
2,302.375
1,944.053
358.322
18.43
27.53
S
Flutter
16,373.063
8/12/24
-1.28
12,604.527
11,758.382
846.144
7.20
23.85
Antofagasta
2,095.551
8/12/24
1.79
1,228.677
957.916
270.760
28.27
23.51
S
B&M
495.707
8/12/24
-2.22
519.121
385.787
133.334
34.56
22.37
S
Bunzl
3,570.075
8/12/24
0.50
2,693.723
2,040.919
652.804
31.99
19.58
S
Croda
4,269.149
8/12/24
-0.05
6,600.513
5,666.420
934.092
16.48
16.57
Ashtead
5,744.230
8/12/24
-0.43
3,002.564
2,567.807
434.758
16.93
14.82
L
Frasers
934.887
8/12/24
-0.42
404.058
294.519
109.539
37.19
14.93
S
Spirax-Sarco
8,601.851
8/12/24
0.72
11,495.150
10,602.701
892.449
8.42
12.84
Admiral Group
3,008.139
8/12/24
0.86
2,874.345
2,564.447
309.898
12.08
12.80
L
LSE Group
11,080.388
8/12/24
1.12
9,726.837
9,283.523
443.314
4.78
11.92
L
Rentokil Initial
522.912
8/12/24
1.01
591.147
536.966
54.181
10.09
11.06
Rio Tinto
5,510.090
8/12/24
0.56
5,218.531
4,732.469
486.062
10.27
9.65
Reckitt Benckiser
4,660.497
8/12/24
8,090.088
8,051.692
38.396
0.48
9.46
Intertek
5,217.973
8/12/24
0.60
6,627.272
5,268.875
1,358.397
25.78
9.12
L
Airtel Africa
122.645
8/12/24
-0.63
68.012
40.706
27.306
67.08
8.81
Weir Group
2,122.868
8/12/24
0.79
1,448.879
1,109.991
338.888
30.53
8.74
S
Entain
647.118
8/12/24
3.98
922.288
872.808
49.480
5.67
8.44
L
JD Sports Fashion
134.184
8/12/24
-4.07
161.579
122.153
39.426
32.28
7.94
⇓ instrument
freshest
⇓ Δday
9/07/20
⇓ Δwk
5/18/20
prc diff
⇓ Δ16
∅-RS
L
Experian
3,929.089
8/12/24
1.18
3,120.749
2,819.772
300.977
10.67
7.34
Rightmove
598.952
8/12/24
0.04
696.845
567.314
129.531
22.83
6.93
L
Segro
986.286
8/12/24
-0.96
1,032.668
909.315
123.353
13.57
6.10
L
Persimmon
1,758.836
8/12/24
0.03
2,859.851
2,473.740
386.111
15.61
5.99
InterContinental Hot
8,058.869
8/12/24
-0.61
4,999.443
3,995.610
1,003.832
25.12
5.59
L
AstraZeneca
14,249.080
8/12/24
0.63
9,231.798
9,843.446
-611.647
-6.21
5.10
Smurfit Kappa
3,409.522
8/12/24
0.07
3,081.726
2,933.996
147.730
5.04
4.91
L
Halma
2,817.482
8/12/24
0.04
2,454.008
2,462.541
-8.533
-0.35
3.53
L
Auto Trader
889.508
8/12/24
0.81
614.338
559.923
54.415
9.72
3.56
S
RS Group
840.673
8/12/24
-0.40
738.098
662.949
75.149
11.34
2.72
S
Sage Group
1,121.084
8/12/24
1.03
805.664
735.515
70.149
9.54
2.50
L
Anglo American
2,489.129
8/12/24
0.29
2,085.182
1,791.977
293.205
16.36
2.51
Berkeley
5,652.804
8/12/24
1.00
5,069.684
4,561.132
508.552
11.15
1.68
Johnson Matthey
1,758.279
8/12/24
0.06
2,814.138
2,274.407
539.730
23.73
1.51
CRH (L)
7,153.529
8/12/24
-1.35
3,102.910
2,758.181
344.729
12.50
1.18
Next
10,638.867
8/12/24
0.23
6,455.569
5,150.171
1,305.398
25.35
1.17
L
Unilever Plc
5,255.881
8/12/24
-0.34
5,037.351
4,736.948
300.403
6.34
-0.01
S
Severn Trent
2,802.988
8/12/24
-0.63
2,697.068
2,729.065
-31.997
-1.17
-0.03
Phoenix
599.844
8/12/24
0.47
757.721
669.220
88.501
13.22
-0.21
DCC
5,725.276
8/12/24
-0.29
7,124.540
6,701.158
423.382
6.32
-0.58
F&C Investment Trust
1,143.940
8/12/24
773.776
754.776
19.000
2.52
-1.06
L
St. James´s Place
770.431
8/12/24
-1.22
1,062.995
923.873
139.122
15.06
-3.05
L
Smiths Group
1,943.360
8/12/24
0.52
1,572.082
1,415.485
156.596
11.06
-3.45
ConvaTec
258.223
8/12/24
-0.17
209.053
236.735
-27.682
-11.69
-4.95
L
3i Group
3,364.924
8/12/24
0.23
1,005.017
907.523
97.494
10.74
-5.53
⇓ instrument
freshest
⇓ Δday
9/07/20
⇓ Δwk
5/18/20
prc diff
⇓ Δ16
∅-RS
S
United Utilities
1,102.464
8/12/24
-0.12
956.628
1,018.836
-62.207
-6.11
-5.76
Ass Brit Foods
2,714.907
8/12/24
-0.90
2,272.271
1,907.098
365.174
19.15
-5.85
BAE Systems
1,453.339
8/12/24
2.04
578.437
561.043
17.394
3.10
-6.23
S
Unite
1,041.365
8/12/24
-1.11
1,067.009
842.684
224.325
26.62
-6.15
Mondi
1,586.576
8/12/24
-0.42
1,622.254
1,540.348
81.906
5.32
-6.47
RELX
3,936.894
8/12/24
0.57
1,944.475
2,081.794
-137.318
-6.60
-6.90
L
Hargreaves Lansdown
1,228.677
8/12/24
1,783.922
1,861.184
-77.262
-4.15
-6.94
Prudential
708.440
8/12/24
0.41
1,296.131
1,243.029
53.102
4.27
-7.21
Glencore
457.409
8/12/24
1.27
195.473
170.284
25.190
14.79
-7.49
S
National Grid
1,090.869
8/12/24
-0.04
961.311
1,045.264
-83.953
-8.03
-7.89
L
Schroders
375.962
8/12/24
-0.12
520.861
531.714
-10.853
-2.04
-8.49
L
SSE
2,093.879
8/12/24
0.86
1,373.063
1,439.002
-65.939
-4.58
-8.70
L
Tesco
371.836
8/12/24
0.91
306.890
343.132
-36.242
-10.56
-9.45
Smith and Nephew
1,288.884
8/12/24
-0.86
1,706.433
1,831.508
-125.075
-6.83
-9.59
L
Coca-Cola HBC
3,019.289
8/12/24
0.89
2,287.880
2,112.029
175.851
8.33
-9.54
Pearson
1,153.417
8/12/24
-0.72
592.931
491.948
100.983
20.53
-10.44
J Sainsbury
300.591
8/12/24
0.67
206.656
210.307
-3.651
-1.74
-11.04
GSK
1,752.704
8/12/24
0.42
1,680.243
1,903.301
-223.058
-11.72
-11.27
S
Burberry Group
748.132
8/12/24
-2.02
1,668.525
1,561.065
107.460
6.88
-12.09
S
Diageo
2,733.304
8/12/24
1.03
2,835.879
3,182.042
-346.163
-10.88
-13.98
L
Abrdn
170.532
8/12/24
2.51
258.669
248.158
10.511
4.24
-14.14
L
BAT
3,122.979
8/12/24
2,874.345
3,468.163
-593.818
-17.12
-14.27
L
Barratt Developments
584.904
8/12/24
0.15
573.085
553.764
19.321
3.49
-14.09
Aviva
539.860
8/12/24
0.35
309.957
269.995
39.962
14.80
-14.40
S
Legal & General
251.533
8/12/24
0.53
229.792
215.346
14.445
6.71
-14.80
⇓ instrument
freshest
⇓ Δday
9/07/20
⇓ Δwk
5/18/20
prc diff
⇓ Δ16
∅-RS
Compass Group
2,624.596
8/12/24
0.90
1,419.891
1,291.742
128.148
9.92
-14.89
Centrica
141.933
8/12/24
3.29
51.176
44.077
7.099
16.11
-15.25
Melrose
542.647
8/12/24
0.19
409.076
315.797
93.279
29.54
-15.19
WPP Group
769.540
8/12/24
1.68
709.109
662.277
46.832
7.07
-15.43
Beazley
816.144
8/12/24
1.24
441.075
371.117
69.958
18.85
-17.27
DS Smith
495.038
8/12/24
1.19
304.270
356.111
-51.841
-14.56
-17.63
Barclays
245.401
8/12/24
0.85
119.233
117.808
1.425
1.21
-18.41
L
Imperial Brands
2,379.307
8/12/24
0.38
1,475.638
1,851.105
-375.467
-20.28
-19.83
L
Vodafone
82.997
8/12/24
0.87
119.813
141.101
-21.288
-15.09
-21.32
S
Whitbread
3,137.474
8/12/24
-1.44
2,833.092
3,262.111
-429.019
-13.15
-22.72
L
British Land
440.406
8/12/24
-0.40
392.240
389.258
2.981
0.77
-24.43
Land Securities
686.253
8/12/24
-0.73
609.321
618.379
-9.058
-1.46
-25.59
L
Taylor Wimpey
176.162
8/12/24
0.54
130.617
162.098
-31.481
-19.42
-26.15
Standard Chartered
804.995
8/12/24
0.92
429.925
450.514
-20.589
-4.57
-26.63
L
BT Group
157.766
8/12/24
8.43
115.397
123.575
-8.178
-6.62
-27.22
BP
490.133
8/12/24
1.35
297.302
359.247
-61.945
-17.24
-29.85
Informa
900.658
8/12/24
1.03
446.092
484.893
-38.801
-8.00
-30.26
L
NatWest
373.063
8/12/24
0.48
118.910
119.824
-0.914
-0.76
-30.78
Hiscox
1,325.677
8/12/24
1.89
803.880
794.643
9.237
1.16
-31.46
L
HSBC
717.917
8/12/24
0.22
360.297
464.400
-104.104
-22.42
-32.32
Shell
3,120.749
8/12/24
0.83
1,228.231
1,489.395
-261.165
-17.53
-32.78
Int Cons Airlines
185.584
8/12/24
-0.06
233.248
210.699
22.549
10.70
-33.63
L
Lloyds Bank
63.329
8/12/24
-0.28
30.065
33.243
-3.178
-9.56
-34.06
Rolls-Royce
542.647
8/12/24
0.35
251.422
304.822
-53.400
-17.52
-46.90
Haleon
416.100
8/12/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
9/07/20
⇓ Δwk
5/18/20
prc diff
⇓ Δ16
∅-RS
S
M&G
227.339
8/12/24
1.09
184.413
131.862
52.551
39.85
-na-
FTSE - 99 out of 100 instruments rated - 9/07/20 / 5/18/20 - 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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