Assessment - FTSE 100 Index in Euro - 3/22/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
3/22/21
⇓ Δwk
11/30/20
prc diff
Δ16
⇓ ∅-RS
FTSE
9,534.386
8/12/24
0.52
7,810.874
7,000.547
810.327
11.58
13.64
S
Entain
674.006
8/12/24
3.98
1,812.175
1,156.854
655.321
56.65
84.87
Antofagasta
2,182.623
8/12/24
1.79
1,999.141
1,400.402
598.738
42.75
67.79
Ashtead
5,982.906
8/12/24
-0.43
4,999.303
3,553.793
1,445.510
40.68
64.22
Barclays
255.597
8/12/24
0.85
210.145
150.330
59.815
39.79
60.74
Johnson Matthey
1,831.336
8/12/24
0.06
3,445.513
2,484.639
960.874
38.67
32.35
Glencore
476.414
8/12/24
1.27
324.519
236.677
87.842
37.11
59.27
Prudential
737.876
8/12/24
0.41
1,773.272
1,306.558
466.714
35.72
33.94
WPP Group
801.514
8/12/24
1.68
1,070.931
810.636
260.295
32.11
44.45
Int Cons Airlines
193.295
8/12/24
-0.06
227.552
172.271
55.281
32.09
23.38
L
NatWest
388.564
8/12/24
0.48
225.694
172.718
52.976
30.67
58.37
L
Anglo American
2,592.554
8/12/24
0.29
3,229.515
2,472.908
756.607
30.60
49.96
L
BT Group
164.321
8/12/24
8.43
169.198
130.488
38.710
29.67
29.59
L
St. James´s Place
802.443
8/12/24
-1.22
1,472.501
1,139.537
332.963
29.22
34.96
BP
510.498
8/12/24
1.35
356.803
276.673
80.130
28.96
15.89
Aviva
562.291
8/12/24
0.35
461.608
358.843
102.766
28.64
42.02
S
Flutter
17,053.373
8/12/24
-1.28
19,643.023
15,311.138
4,331.885
28.29
50.94
L
Barratt Developments
609.207
8/12/24
0.15
886.520
692.660
193.860
27.99
43.46
S
RS Group
875.604
8/12/24
-0.40
1,155.472
904.368
251.104
27.77
45.64
Pearson
1,201.342
8/12/24
-0.72
917.410
722.824
194.586
26.92
42.81
DS Smith
515.608
8/12/24
1.19
463.002
370.908
92.093
24.83
30.82
Centrica
147.831
8/12/24
3.29
61.408
49.291
12.118
24.58
28.93
Next
11,080.918
8/12/24
0.23
9,092.810
7,319.853
1,772.957
24.22
41.74
Kingfisher
315.171
8/12/24
0.18
376.254
305.664
70.590
23.09
45.42
L
Frasers
973.732
8/12/24
-0.42
578.317
471.232
107.084
22.72
54.92
⇓ instrument
freshest
⇓ Δday
3/22/21
⇓ Δwk
11/30/20
prc diff
Δ16
⇓ ∅-RS
L
Taylor Wimpey
183.482
8/12/24
0.54
209.553
171.992
37.561
21.84
35.82
Shell
3,250.418
8/12/24
0.83
1,724.266
1,420.177
304.090
21.41
23.49
S
Burberry Group
779.218
8/12/24
-2.02
2,338.815
1,931.628
407.187
21.08
35.51
J Sainsbury
313.081
8/12/24
0.67
282.191
235.840
46.351
19.65
22.98
L
Lloyds Bank
65.961
8/12/24
-0.28
47.612
39.794
7.818
19.65
34.90
S
B&M
516.304
8/12/24
-2.22
638.006
533.907
104.100
19.50
30.70
Ass Brit Foods
2,827.713
8/12/24
-0.90
2,782.423
2,357.279
425.144
18.04
25.40
DCC
5,963.164
8/12/24
-0.29
7,492.568
6,347.894
1,144.674
18.03
13.67
Mondi
1,652.499
8/12/24
-0.42
2,150.688
1,852.307
298.381
16.11
23.71
Rio Tinto
5,739.038
8/12/24
0.56
6,254.645
5,400.514
854.131
15.82
18.47
Melrose
565.194
8/12/24
0.19
595.736
514.468
81.268
15.80
43.85
Informa
938.081
8/12/24
1.03
684.457
592.336
92.121
15.55
33.08
Compass Group
2,733.649
8/12/24
0.90
1,705.918
1,479.164
226.754
15.33
21.10
L
Persimmon
1,831.917
8/12/24
0.03
3,412.997
2,967.266
445.731
15.02
24.11
CRH (L)
7,450.762
8/12/24
-1.35
3,747.445
3,281.198
466.248
14.21
19.37
S
Whitbread
3,267.837
8/12/24
-1.44
3,865.896
3,386.214
479.682
14.17
30.46
L
HSBC
747.747
8/12/24
0.22
493.543
433.750
59.793
13.79
17.61
L
Schroders
391.583
8/12/24
-0.12
695.106
611.362
83.745
13.70
23.19
L
3i Group
3,504.738
8/12/24
0.23
1,351.147
1,195.956
155.192
12.98
28.07
L
Abrdn
177.618
8/12/24
2.51
341.648
302.648
39.000
12.89
20.26
Smurfit Kappa
3,551.189
8/12/24
0.07
4,006.410
3,552.676
453.735
12.77
24.83
L
Imperial Brands
2,478.168
8/12/24
0.38
1,711.724
1,520.501
191.224
12.58
6.83
L
Hargreaves Lansdown
1,279.729
8/12/24
1,795.336
1,597.587
197.749
12.38
3.07
L
JD Sports Fashion
139.760
8/12/24
-4.07
194.584
173.433
21.151
12.20
28.21
S
Legal & General
261.984
8/12/24
0.53
315.984
282.315
33.669
11.93
28.12
⇓ instrument
freshest
⇓ Δday
3/22/21
⇓ Δwk
11/30/20
prc diff
Δ16
⇓ ∅-RS
Standard Chartered
838.443
8/12/24
0.92
565.078
505.195
59.883
11.85
19.05
L
British Land
458.705
8/12/24
-0.40
587.839
526.980
60.859
11.55
31.00
L
Vodafone
86.446
8/12/24
0.87
154.055
138.175
15.881
11.49
14.96
L
BAT
3,252.741
8/12/24
3,285.256
2,948.833
336.424
11.41
6.46
InterContinental Hot
8,393.720
8/12/24
-0.61
5,773.876
5,187.130
586.746
11.31
25.67
S
M&G
236.785
8/12/24
1.09
232.604
209.474
23.130
11.04
27.75
L
SSE
2,180.881
8/12/24
0.86
1,656.564
1,498.157
158.407
10.57
12.28
Weir Group
2,211.074
8/12/24
0.79
2,068.817
1,871.299
197.518
10.56
44.59
Pershing Square
4,103.958
8/12/24
-0.79
3,030.937
2,742.710
288.226
10.51
33.50
Scottish Mortgage
957.590
8/12/24
-0.17
1,352.889
1,224.444
128.445
10.49
34.52
S
Croda
4,446.535
8/12/24
-0.05
7,346.247
6,654.005
692.242
10.40
15.60
Rolls-Royce
565.194
8/12/24
0.35
129.947
118.087
11.860
10.04
-28.77
L
Airtel Africa
127.741
8/12/24
-0.63
97.780
89.375
8.404
9.40
49.26
F&C Investment Trust
1,191.472
8/12/24
915.087
837.895
77.192
9.21
16.82
L
Coca-Cola HBC
3,144.742
8/12/24
0.89
2,629.134
2,415.373
213.762
8.85
13.54
Admiral Group
3,133.129
8/12/24
0.86
3,467.577
3,191.822
275.755
8.64
19.76
S
Diageo
2,846.874
8/12/24
1.03
3,485.577
3,217.518
268.059
8.33
12.84
L
Auto Trader
926.468
8/12/24
0.81
674.935
626.299
48.636
7.77
12.74
L
Halma
2,934.550
8/12/24
0.04
2,662.811
2,475.701
187.110
7.56
4.73
Land Securities
714.767
8/12/24
-0.73
786.302
734.667
51.635
7.03
16.88
S
Unite
1,084.634
8/12/24
-1.11
1,175.214
1,105.463
69.751
6.31
15.23
RELX
4,100.474
8/12/24
0.57
2,061.269
1,952.296
108.973
5.58
3.99
S
Spirax-Sarco
8,959.263
8/12/24
0.72
13,116.639
12,439.951
676.688
5.44
13.01
L
Smiths Group
2,024.108
8/12/24
0.52
1,709.402
1,629.985
79.416
4.87
10.92
Haleon
433.389
8/12/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
3/22/21
⇓ Δwk
11/30/20
prc diff
Δ16
⇓ ∅-RS
S
National Grid
1,136.195
8/12/24
-0.04
982.906
947.827
35.079
3.70
-1.23
Phoenix
624.768
8/12/24
0.47
829.153
800.804
28.348
3.54
11.37
L
Segro
1,027.267
8/12/24
-0.96
1,053.279
1,018.881
34.399
3.38
4.74
L
Rentokil Initial
544.640
8/12/24
1.01
574.136
555.580
18.556
3.34
2.73
Intertek
5,434.783
8/12/24
0.60
6,373.096
6,169.143
203.952
3.31
3.53
Reckitt Benckiser
4,854.144
8/12/24
7,534.374
7,355.603
178.771
2.43
-1.39
S
United Utilities
1,148.272
8/12/24
-0.12
1,029.357
1,005.921
23.436
2.33
3.06
S
Bunzl
3,718.413
8/12/24
0.50
2,667.456
2,635.460
31.997
1.21
10.20
S
Sage Group
1,167.665
8/12/24
1.03
682.367
675.902
6.465
0.96
-5.01
BAE Systems
1,513.726
8/12/24
2.04
567.052
563.066
3.987
0.71
2.53
GSK
1,825.530
8/12/24
0.42
1,523.109
1,541.817
-18.707
-1.21
-7.58
Berkeley
5,887.681
8/12/24
1.00
5,079.432
5,165.903
-86.472
-1.67
5.58
Beazley
850.056
8/12/24
1.24
401.338
408.223
-6.885
-1.69
-2.90
L
AstraZeneca
14,841.137
8/12/24
0.63
8,528.428
8,719.696
-191.268
-2.19
-4.51
Smith and Nephew
1,342.438
8/12/24
-0.86
1,583.984
1,621.048
-37.064
-2.29
-6.88
Rightmove
623.839
8/12/24
0.04
681.670
698.246
-16.576
-2.37
4.63
ConvaTec
268.952
8/12/24
-0.17
225.404
231.036
-5.632
-2.44
3.29
S
Severn Trent
2,919.454
8/12/24
-0.63
2,594.296
2,668.976
-74.680
-2.80
-2.42
Ocado
437.454
8/12/24
0.72
2,392.233
2,465.646
-73.413
-2.98
1.27
L
Experian
4,092.345
8/12/24
1.18
2,841.648
2,956.094
-114.446
-3.87
-4.96
Fresnillo
627.090
8/12/24
0.93
1,097.640
1,175.846
-78.206
-6.65
0.40
Endeavour Mining
1,819.723
8/12/24
1.89
3,006.550
3,227.461
-220.911
-6.84
-9.47
L
LSE Group
11,540.784
8/12/24
1.12
8,419.268
9,055.971
-636.703
-7.03
-10.15
L
Unilever Plc
5,474.266
8/12/24
-0.34
4,670.662
5,106.692
-436.030
-8.54
-4.02
L
Tesco
387.286
8/12/24
0.91
266.630
321.227
-54.597
-17.00
-14.68
⇓ instrument
freshest
⇓ Δday
3/22/21
⇓ Δwk
11/30/20
prc diff
Δ16
⇓ ∅-RS
Hiscox
1,380.760
8/12/24
1.89
972.222
1,209.921
-237.698
-19.65
0.76
FTSE - 99 out of 100 instruments rated - 3/22/21 / 11/30/20 - 83 did rise, Market-Ratio(16) in EUR = 83.84 %
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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