Assessment - FTSE 100 Index in Euro - 1/18/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
1/18/21
⇓ Δwk
9/28/20
prc diff
Δ16
⇓ ∅-RS
FTSE
9,234.650
8/12/24
0.52
7,559.191
6,537.197
1,021.994
15.63
9.38
Int Cons Airlines
187.218
8/12/24
-0.06
180.976
104.102
76.873
73.84
-12.22
Glencore
461.437
8/12/24
1.27
311.393
182.223
129.170
70.89
59.66
Weir Group
2,141.564
8/12/24
0.79
2,227.046
1,344.288
882.759
65.67
65.17
Melrose
547.426
8/12/24
0.19
619.186
390.384
228.803
58.61
46.81
L
Taylor Wimpey
177.714
8/12/24
0.54
183.844
116.398
67.445
57.94
16.37
Barclays
247.562
8/12/24
0.85
170.200
108.072
62.128
57.49
30.86
L
NatWest
376.348
8/12/24
0.48
180.807
118.438
62.368
52.66
25.63
L
Barratt Developments
590.055
8/12/24
0.15
789.814
524.813
265.002
50.49
27.17
Shell
3,148.234
8/12/24
0.83
1,652.963
1,105.426
547.538
49.53
15.51
Antofagasta
2,114.007
8/12/24
1.79
1,712.464
1,152.955
559.508
48.53
60.15
S
Whitbread
3,165.105
8/12/24
-1.44
3,532.905
2,388.619
1,144.286
47.91
16.47
S
Entain
652.817
8/12/24
3.98
1,589.864
1,075.651
514.213
47.80
77.10
S
Legal & General
253.748
8/12/24
0.53
306.725
208.370
98.355
47.20
24.37
L
Anglo American
2,511.051
8/12/24
0.29
3,008.762
2,048.743
960.019
46.86
47.76
Informa
908.590
8/12/24
1.03
600.628
416.079
184.549
44.35
12.85
L
BT Group
159.155
8/12/24
8.43
156.006
110.554
45.452
41.11
17.44
L
Lloyds Bank
63.887
8/12/24
-0.28
40.689
29.328
11.360
38.73
11.01
L
Abrdn
172.034
8/12/24
2.51
339.118
244.707
94.412
38.58
20.93
Standard Chartered
812.085
8/12/24
0.92
552.150
399.206
152.944
38.31
13.22
Next
10,732.564
8/12/24
0.23
9,110.644
6,607.852
2,502.792
37.88
46.38
WPP Group
776.317
8/12/24
1.68
920.962
672.034
248.929
37.04
24.54
DS Smith
499.398
8/12/24
1.19
438.211
324.879
113.332
34.88
26.26
Ashtead
5,794.819
8/12/24
-0.43
4,111.037
3,060.212
1,050.826
34.34
45.34
L
Airtel Africa
123.725
8/12/24
-0.63
88.519
66.056
22.463
34.01
40.42
⇓ instrument
freshest
⇓ Δday
1/18/21
⇓ Δwk
9/28/20
prc diff
Δ16
⇓ ∅-RS
L
British Land
444.284
8/12/24
-0.40
510.758
381.231
129.528
33.98
12.15
L
HSBC
724.240
8/12/24
0.22
453.283
341.090
112.193
32.89
3.99
Pershing Square
3,974.940
8/12/24
-0.79
2,969.395
2,255.183
714.212
31.67
44.06
L
SSE
2,112.320
8/12/24
0.86
1,719.775
1,311.756
408.019
31.10
15.31
S
RS Group
848.077
8/12/24
-0.40
1,020.730
782.422
238.308
30.46
36.87
Rio Tinto
5,558.618
8/12/24
0.56
6,719.381
5,159.352
1,560.029
30.24
36.00
BP
494.449
8/12/24
1.35
337.825
259.870
77.955
30.00
4.56
Land Securities
692.296
8/12/24
-0.73
746.848
583.260
163.588
28.05
6.38
L
Frasers
943.120
8/12/24
-0.42
496.024
389.281
106.743
27.42
35.55
L
Schroders
379.273
8/12/24
-0.12
656.810
516.112
140.698
27.26
19.43
Scottish Mortgage
927.486
8/12/24
-0.17
1,374.470
1,087.354
287.116
26.40
54.99
L
St. James´s Place
777.217
8/12/24
-1.22
1,322.731
1,049.625
273.105
26.02
23.83
Prudential
714.679
8/12/24
0.41
1,598.299
1,269.299
329.001
25.92
22.51
S
M&G
229.341
8/12/24
1.09
217.306
175.121
42.184
24.09
18.74
Smurfit Kappa
3,439.549
8/12/24
0.07
4,062.672
3,281.870
780.802
23.79
32.33
L
Vodafone
83.728
8/12/24
0.87
142.149
115.075
27.074
23.53
4.91
Centrica
143.183
8/12/24
3.29
55.699
45.115
10.584
23.46
12.62
Ass Brit Foods
2,738.817
8/12/24
-0.90
2,553.230
2,070.468
482.762
23.32
14.44
J Sainsbury
303.238
8/12/24
0.67
268.708
219.177
49.530
22.60
19.41
Aviva
544.614
8/12/24
0.35
394.682
324.217
70.465
21.73
21.37
Pearson
1,163.575
8/12/24
-0.72
749.772
617.336
132.437
21.45
21.39
S
Flutter
16,517.260
8/12/24
-1.28
16,635.361
13,768.196
2,867.165
20.82
40.85
L
Coca-Cola HBC
3,045.879
8/12/24
0.89
2,606.094
2,164.755
441.339
20.39
11.26
Johnson Matthey
1,773.764
8/12/24
0.06
3,106.617
2,588.222
518.395
20.03
22.25
L
3i Group
3,394.558
8/12/24
0.23
1,287.863
1,083.370
204.493
18.88
24.40
⇓ instrument
freshest
⇓ Δday
1/18/21
⇓ Δwk
9/28/20
prc diff
Δ16
⇓ ∅-RS
L
Imperial Brands
2,400.261
8/12/24
0.38
1,821.566
1,541.685
279.881
18.15
10.82
InterContinental Hot
8,129.844
8/12/24
-0.61
5,385.403
4,559.991
825.412
18.10
19.44
F&C Investment Trust
1,154.015
8/12/24
881.820
750.993
130.828
17.42
14.10
S
Unite
1,050.536
8/12/24
-1.11
1,117.460
953.904
163.556
17.15
6.53
Compass Group
2,647.711
8/12/24
0.90
1,584.240
1,360.278
223.962
16.46
10.07
Mondi
1,600.549
8/12/24
-0.42
2,058.893
1,768.306
290.587
16.43
20.83
CRH (L)
7,216.530
8/12/24
-1.35
3,663.379
3,166.079
497.300
15.71
19.93
L
Tesco
375.111
8/12/24
0.91
346.058
304.510
41.548
13.64
7.09
Hiscox
1,337.353
8/12/24
1.89
1,125.896
992.281
133.615
13.47
11.67
L
Smiths Group
1,960.476
8/12/24
0.52
1,680.970
1,485.443
195.527
13.16
8.87
Admiral Group
3,034.632
8/12/24
0.86
3,294.454
2,924.735
369.718
12.64
19.30
L
Halma
2,842.296
8/12/24
0.04
2,851.294
2,531.981
319.313
12.61
14.90
ConvaTec
260.497
8/12/24
-0.17
221.692
197.949
23.743
11.99
1.32
S
Burberry Group
754.721
8/12/24
-2.02
1,955.414
1,746.802
208.612
11.94
13.62
L
Persimmon
1,774.326
8/12/24
0.03
3,053.753
2,754.742
299.011
10.85
11.22
S
Diageo
2,757.376
8/12/24
1.03
3,259.024
2,954.896
304.127
10.29
5.46
Beazley
823.332
8/12/24
1.24
385.122
350.684
34.438
9.82
-12.66
Smith and Nephew
1,300.235
8/12/24
-0.86
1,765.328
1,633.767
131.561
8.05
1.20
S
United Utilities
1,112.173
8/12/24
-0.12
1,039.063
965.814
73.249
7.58
2.86
L
LSE Group
11,177.973
8/12/24
1.12
10,361.389
9,752.978
608.411
6.24
13.22
RELX
3,971.566
8/12/24
0.57
2,040.334
1,920.490
119.845
6.24
1.71
Berkeley
5,702.588
8/12/24
1.00
5,024.351
4,740.847
283.504
5.98
2.78
L
JD Sports Fashion
135.366
8/12/24
-4.07
188.917
178.915
10.002
5.59
26.73
S
Spirax-Sarco
8,677.607
8/12/24
0.72
12,878.626
12,235.333
643.293
5.26
15.47
S
B&M
500.073
8/12/24
-2.22
566.885
540.803
26.082
4.82
25.03
⇓ instrument
freshest
⇓ Δday
1/18/21
⇓ Δwk
9/28/20
prc diff
Δ16
⇓ ∅-RS
S
National Grid
1,100.476
8/12/24
-0.04
981.475
942.214
39.261
4.17
-4.02
S
Croda
4,306.748
8/12/24
-0.05
7,133.297
6,859.286
274.011
3.99
17.44
L
Auto Trader
897.342
8/12/24
0.81
637.745
614.027
23.718
3.86
7.63
L
Segro
994.972
8/12/24
-0.96
1,088.778
1,052.272
36.506
3.47
9.83
Haleon
419.764
8/12/24
-1.01
-na-
Phoenix
605.127
8/12/24
0.47
774.742
764.667
10.075
1.32
3.79
BAE Systems
1,466.139
8/12/24
2.04
548.888
544.663
4.226
0.78
-4.34
L
Hargreaves Lansdown
1,239.497
8/12/24
1,751.268
1,742.942
8.326
0.48
0.11
Rightmove
604.227
8/12/24
0.04
681.161
683.061
-1.900
-0.28
3.50
S
Bunzl
3,601.516
8/12/24
0.50
2,738.817
2,749.228
-10.411
-0.38
16.75
L
BAT
3,150.483
8/12/24
3,093.120
3,141.817
-48.698
-1.55
-2.74
L
Rentokil Initial
527.518
8/12/24
1.01
588.930
600.132
-11.202
-1.87
6.11
GSK
1,768.140
8/12/24
0.42
1,586.264
1,625.463
-39.199
-2.41
-8.03
S
Severn Trent
2,827.674
8/12/24
-0.63
2,616.217
2,717.248
-101.031
-3.72
-3.49
DCC
5,775.698
8/12/24
-0.29
6,435.939
6,746.802
-310.863
-4.61
-1.88
Fresnillo
607.376
8/12/24
0.93
1,223.751
1,294.111
-70.361
-5.44
21.95
Kingfisher
305.263
8/12/24
0.18
302.226
321.681
-19.455
-6.05
24.09
L
Experian
3,963.693
8/12/24
1.18
3,015.511
3,257.609
-242.099
-7.43
0.16
L
Unilever Plc
5,302.170
8/12/24
-0.34
4,906.250
5,319.806
-413.556
-7.77
-0.70
Ocado
423.701
8/12/24
0.72
2,898.535
3,148.434
-249.900
-7.94
41.14
L
AstraZeneca
14,374.572
8/12/24
0.63
8,617.994
9,383.547
-765.552
-8.16
-3.65
Intertek
5,263.928
8/12/24
0.60
6,240.229
7,037.936
-797.707
-11.33
1.26
Reckitt Benckiser
4,701.542
8/12/24
6,987.077
8,365.682
-1,378.605
-16.48
-8.29
Endeavour Mining
1,762.516
8/12/24
1.89
3,097.664
3,892.645
-794.981
-20.42
-5.70
S
Sage Group
1,130.957
8/12/24
1.03
629.872
802.382
-172.510
-21.50
-15.36
⇓ instrument
freshest
⇓ Δday
1/18/21
⇓ Δwk
9/28/20
prc diff
Δ16
⇓ ∅-RS
Rolls-Royce
547.426
8/12/24
0.35
117.257
164.590
-47.332
-28.76
-49.97
FTSE - 99 out of 100 instruments rated - 1/18/21 / 9/28/20 - 81 did rise, Market-Ratio(16) in EUR = 81.82 %
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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