Assessment - FTSE 100 Index in Euro - 11/30/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
11/30/20
⇓ Δwk
8/10/20
prc diff
⇓ Δ16
∅-RS
FTSE
9,172.439
8/12/24
0.52
7,000.547
6,736.725
263.822
3.92
-1.11
Scottish Mortgage
921.238
8/12/24
-0.17
1,224.444
978.678
245.766
25.11
50.49
Pershing Square
3,948.162
8/12/24
-0.79
2,742.710
2,117.686
625.024
29.51
41.51
L
Airtel Africa
122.891
8/12/24
-0.63
89.375
63.464
25.912
40.83
41.37
Weir Group
2,127.137
8/12/24
0.79
1,871.299
1,417.358
453.941
32.03
41.12
Antofagasta
2,099.765
8/12/24
1.79
1,400.402
1,219.729
180.673
14.81
36.58
S
Flutter
16,405.988
8/12/24
-1.28
15,311.138
12,971.107
2,340.032
18.04
36.42
S
Entain
648.419
8/12/24
3.98
1,156.854
797.194
359.660
45.12
31.80
Ocado
420.847
8/12/24
0.72
2,465.646
2,450.593
15.053
0.61
29.51
Ashtead
5,755.781
8/12/24
-0.43
3,553.793
2,921.561
632.232
21.64
29.84
Kingfisher
303.206
8/12/24
0.18
305.664
293.604
12.061
4.11
27.81
L
Frasers
936.767
8/12/24
-0.42
471.232
310.639
160.594
51.70
28.34
Fresnillo
603.285
8/12/24
0.93
1,175.846
1,439.626
-263.780
-18.32
26.80
S
RS Group
842.364
8/12/24
-0.40
904.368
774.926
129.442
16.70
23.93
L
Anglo American
2,494.135
8/12/24
0.29
2,472.908
2,119.468
353.440
16.68
22.52
S
B&M
496.704
8/12/24
-2.22
533.907
538.440
-4.533
-0.84
20.22
Glencore
458.329
8/12/24
1.27
236.677
191.304
45.373
23.72
20.77
Admiral Group
3,014.188
8/12/24
0.86
3,191.822
2,823.582
368.240
13.04
18.49
Smurfit Kappa
3,416.378
8/12/24
0.07
3,552.676
2,939.375
613.300
20.86
17.41
Melrose
543.738
8/12/24
0.19
514.468
359.739
154.728
43.01
17.86
Pearson
1,155.737
8/12/24
-0.72
722.824
677.838
44.987
6.64
16.69
Next
10,660.261
8/12/24
0.23
7,319.853
6,457.718
862.134
13.35
16.50
L
JD Sports Fashion
134.454
8/12/24
-4.07
173.433
152.402
21.031
13.80
15.50
L
3i Group
3,371.690
8/12/24
0.23
1,195.956
1,020.988
174.968
17.14
15.27
Hiscox
1,328.343
8/12/24
1.89
1,209.921
897.400
312.520
34.83
15.27
⇓ instrument
freshest
⇓ Δday
11/30/20
⇓ Δwk
8/10/20
prc diff
⇓ Δ16
∅-RS
L
NatWest
373.813
8/12/24
0.48
172.718
127.039
45.679
35.96
15.12
S
Spirax-Sarco
8,619.149
8/12/24
0.72
12,439.951
11,635.027
804.924
6.92
14.06
S
Bunzl
3,577.254
8/12/24
0.50
2,635.460
2,580.861
54.599
2.12
13.52
InterContinental Hot
8,075.075
8/12/24
-0.61
5,187.130
4,454.712
732.418
16.44
13.33
S
Croda
4,277.734
8/12/24
-0.05
6,654.005
6,517.842
136.163
2.09
11.93
Barclays
245.894
8/12/24
0.85
150.330
118.733
31.597
26.61
12.50
L
British Land
441.291
8/12/24
-0.40
526.980
412.626
114.354
27.71
12.15
Rio Tinto
5,521.171
8/12/24
0.56
5,400.514
5,225.185
175.329
3.36
11.45
S
Legal & General
252.039
8/12/24
0.53
282.315
259.422
22.893
8.82
11.84
S
M&G
227.796
8/12/24
1.09
209.474
188.944
20.530
10.87
11.40
L
Schroders
376.718
8/12/24
-0.12
611.362
558.370
52.992
9.49
10.43
L
Barratt Developments
586.080
8/12/24
0.15
692.660
560.485
132.175
23.58
9.39
S
Burberry Group
749.637
8/12/24
-2.02
1,931.628
1,503.646
427.981
28.46
9.28
F&C Investment Trust
1,146.241
8/12/24
837.895
770.473
67.423
8.75
8.05
Mondi
1,589.767
8/12/24
-0.42
1,852.307
1,652.842
199.465
12.07
8.02
L
Persimmon
1,762.373
8/12/24
0.03
2,967.266
2,655.458
311.808
11.74
7.57
CRH (L)
7,167.914
8/12/24
-1.35
3,281.198
3,313.478
-32.280
-0.97
6.99
Aviva
540.945
8/12/24
0.35
358.843
325.113
33.730
10.37
6.86
Phoenix
601.050
8/12/24
0.47
800.804
803.875
-3.070
-0.38
5.92
L
Taylor Wimpey
176.517
8/12/24
0.54
171.992
131.493
40.499
30.80
6.15
S
Whitbread
3,143.783
8/12/24
-1.44
3,386.214
2,724.489
661.725
24.29
6.28
Informa
902.469
8/12/24
1.03
592.336
445.917
146.419
32.84
6.19
WPP Group
771.087
8/12/24
1.68
810.636
690.976
119.660
17.32
5.97
DS Smith
496.034
8/12/24
1.19
370.908
300.061
70.847
23.61
5.68
ConvaTec
258.742
8/12/24
-0.17
231.036
214.886
16.149
7.52
5.43
⇓ instrument
freshest
⇓ Δday
11/30/20
⇓ Δwk
8/10/20
prc diff
⇓ Δ16
∅-RS
L
Abrdn
170.875
8/12/24
2.51
302.648
295.385
7.263
2.46
5.64
L
St. James´s Place
771.981
8/12/24
-1.22
1,139.537
1,116.183
23.354
2.09
5.55
Rightmove
600.156
8/12/24
0.04
698.246
691.867
6.379
0.92
5.31
L
Auto Trader
891.297
8/12/24
0.81
626.299
616.823
9.475
1.54
4.76
Berkeley
5,664.172
8/12/24
1.00
5,165.903
4,986.917
178.986
3.59
3.98
J Sainsbury
301.195
8/12/24
0.67
235.840
211.546
24.294
11.48
3.76
L
Smiths Group
1,947.268
8/12/24
0.52
1,629.985
1,609.976
20.009
1.24
3.75
Ass Brit Foods
2,720.366
8/12/24
-0.90
2,357.279
2,125.480
231.798
10.91
3.17
L
Segro
988.269
8/12/24
-0.96
1,018.881
1,084.229
-65.348
-6.03
2.60
L
Unilever Plc
5,266.451
8/12/24
-0.34
5,106.692
5,032.567
74.125
1.47
2.30
S
Diageo
2,738.800
8/12/24
1.03
3,217.518
2,859.211
358.307
12.53
2.42
S
Unite
1,043.459
8/12/24
-1.11
1,105.463
1,043.256
62.208
5.96
2.34
L
Lloyds Bank
63.457
8/12/24
-0.28
39.794
31.637
8.157
25.78
2.29
L
Rentokil Initial
523.964
8/12/24
1.01
555.580
600.568
-44.987
-7.49
1.05
Endeavour Mining
1,750.642
8/12/24
1.89
3,227.461
3,982.809
-755.348
-18.97
0.72
L
Coca-Cola HBC
3,025.360
8/12/24
0.89
2,415.373
2,327.005
88.367
3.80
1.20
L
LSE Group
11,102.670
8/12/24
1.12
9,055.971
9,434.949
-378.978
-4.02
0.57
L
Halma
2,823.148
8/12/24
0.04
2,475.701
2,460.613
15.088
0.61
0.53
L
SSE
2,098.090
8/12/24
0.86
1,498.157
1,470.801
27.356
1.86
0.14
Land Securities
687.633
8/12/24
-0.73
734.667
651.562
83.105
12.75
0.01
Intertek
5,228.466
8/12/24
0.60
6,169.143
6,324.110
-154.967
-2.45
-0.61
L
Vodafone
83.164
8/12/24
0.87
138.175
129.845
8.330
6.42
-0.68
L
Experian
3,936.990
8/12/24
1.18
2,956.094
3,038.468
-82.374
-2.71
-1.46
S
United Utilities
1,104.681
8/12/24
-0.12
1,005.921
1,007.181
-1.260
-0.13
-1.33
Compass Group
2,629.874
8/12/24
0.90
1,479.164
1,311.028
168.136
12.82
-1.08
⇓ instrument
freshest
⇓ Δday
11/30/20
⇓ Δwk
8/10/20
prc diff
⇓ Δ16
∅-RS
Prudential
709.865
8/12/24
0.41
1,306.558
1,371.708
-65.151
-4.75
-1.36
Standard Chartered
806.614
8/12/24
0.92
505.195
452.708
52.487
11.59
-1.28
L
Tesco
372.584
8/12/24
0.91
321.227
317.887
3.340
1.05
-2.42
S
Severn Trent
2,808.625
8/12/24
-0.63
2,668.976
2,761.231
-92.256
-3.34
-3.00
L
AstraZeneca
14,277.734
8/12/24
0.63
8,719.696
9,330.290
-610.594
-6.54
-3.27
Reckitt Benckiser
4,669.869
8/12/24
7,355.603
8,348.271
-992.668
-11.89
-3.40
RELX
3,944.811
8/12/24
0.57
1,952.296
1,884.986
67.310
3.57
-4.01
BAE Systems
1,456.262
8/12/24
2.04
563.066
576.073
-13.007
-2.26
-4.35
Johnson Matthey
1,761.814
8/12/24
0.06
2,484.639
2,617.603
-132.964
-5.08
-5.02
L
HSBC
719.361
8/12/24
0.22
433.750
368.535
65.215
17.70
-5.42
DCC
5,736.789
8/12/24
-0.29
6,347.894
7,706.953
-1,359.059
-17.63
-6.24
L
BT Group
158.083
8/12/24
8.43
130.488
120.080
10.408
8.67
-6.11
Shell
3,127.025
8/12/24
0.83
1,420.177
1,308.022
112.155
8.57
-6.39
Centrica
142.219
8/12/24
3.29
49.291
52.964
-3.674
-6.94
-7.34
S
National Grid
1,093.062
8/12/24
-0.04
947.827
1,004.064
-56.237
-5.60
-9.02
Smith and Nephew
1,291.476
8/12/24
-0.86
1,621.048
1,740.244
-119.196
-6.85
-9.62
L
BAT
3,129.259
8/12/24
2,948.833
2,831.932
116.900
4.13
-9.77
L
Imperial Brands
2,384.091
8/12/24
0.38
1,520.501
1,405.667
114.833
8.17
-10.13
L
Hargreaves Lansdown
1,231.147
8/12/24
1,597.587
1,988.532
-390.945
-19.66
-12.13
S
Sage Group
1,123.338
8/12/24
1.03
675.902
829.705
-153.803
-18.54
-12.82
Beazley
817.786
8/12/24
1.24
408.223
472.972
-64.750
-13.69
-12.71
GSK
1,756.228
8/12/24
0.42
1,541.817
1,742.059
-200.242
-11.49
-14.30
BP
491.118
8/12/24
1.35
276.673
328.898
-52.225
-15.88
-20.55
Int Cons Airlines
185.957
8/12/24
-0.06
172.271
224.573
-52.301
-23.29
-26.70
Rolls-Royce
543.738
8/12/24
0.35
118.087
295.830
-177.743
-60.08
-60.50
⇓ instrument
freshest
⇓ Δday
11/30/20
⇓ Δwk
8/10/20
prc diff
⇓ Δ16
∅-RS
Haleon
416.937
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 11/30/20 / 8/10/20 - 71 did rise, Market-Ratio(16) in EUR = 71.72 %
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
write an annotation