Assessment - FTSE 100 Index in Euro - 3/29/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
3/29/21
⇓ Δwk
12/07/20
prc diff
⇓ Δ16
∅-RS
FTSE
9,609.375
8/12/24
0.52
7,884.094
7,209.271
674.824
9.36
13.82
S
Entain
679.307
8/12/24
3.98
1,767.322
1,138.238
629.084
55.27
73.20
Glencore
480.162
8/12/24
1.27
333.216
263.169
70.047
26.62
60.21
Ashtead
6,029.963
8/12/24
-0.43
5,007.023
3,551.083
1,455.939
41.00
59.69
Barclays
257.608
8/12/24
0.85
211.119
160.849
50.270
31.25
58.95
Antofagasta
2,199.789
8/12/24
1.79
1,934.106
1,567.689
366.416
23.37
58.59
L
NatWest
391.620
8/12/24
0.48
222.086
183.273
38.813
21.18
54.21
L
Anglo American
2,612.945
8/12/24
0.29
3,286.517
2,817.002
469.515
16.67
49.18
WPP Group
807.818
8/12/24
1.68
1,088.951
847.685
241.266
28.46
44.86
S
RS Group
882.491
8/12/24
-0.40
1,158.708
910.591
248.117
27.25
43.42
Kingfisher
317.650
8/12/24
0.18
376.873
291.983
84.890
29.07
42.88
Aviva
566.713
8/12/24
0.35
469.686
366.326
103.361
28.22
42.48
L
Frasers
981.390
8/12/24
-0.42
539.326
466.073
73.253
15.72
42.09
Next
11,168.071
8/12/24
0.23
9,257.959
7,308.919
1,949.040
26.67
41.61
Weir Group
2,228.464
8/12/24
0.79
2,051.147
1,925.657
125.490
6.52
40.09
S
Flutter
17,187.500
8/12/24
-1.28
18,650.515
16,496.205
2,154.310
13.06
39.89
L
Barratt Developments
613.998
8/12/24
0.15
877.341
693.940
183.400
26.43
39.83
L
Airtel Africa
128.745
8/12/24
-0.63
92.463
102.826
-10.364
-10.08
38.70
L
Lloyds Bank
66.479
8/12/24
-0.28
49.228
41.059
8.168
19.89
38.58
Pearson
1,210.791
8/12/24
-0.72
899.111
736.831
162.280
22.02
38.30
Melrose
569.640
8/12/24
0.19
578.125
536.127
41.998
7.83
37.51
Johnson Matthey
1,845.740
8/12/24
0.06
3,575.609
2,556.912
1,018.697
39.84
35.89
L
BT Group
165.613
8/12/24
8.43
178.371
146.376
31.994
21.86
35.93
L
Taylor Wimpey
184.925
8/12/24
0.54
210.323
173.595
36.728
21.16
34.95
Prudential
743.680
8/12/24
0.41
1,806.531
1,390.630
415.901
29.91
34.35
⇓ instrument
freshest
⇓ Δday
3/29/21
⇓ Δwk
12/07/20
prc diff
⇓ Δ16
∅-RS
DS Smith
519.663
8/12/24
1.19
478.581
383.372
95.210
24.83
34.03
S
Whitbread
3,293.539
8/12/24
-1.44
3,999.298
3,487.298
512.000
14.68
33.96
L
St. James´s Place
808.755
8/12/24
-1.22
1,477.060
1,191.576
285.484
23.96
33.30
L
British Land
462.313
8/12/24
-0.40
598.783
546.134
52.648
9.64
32.22
S
M&G
238.647
8/12/24
1.09
239.583
212.636
26.947
12.67
29.89
S
Legal & General
264.045
8/12/24
0.53
322.800
280.326
42.474
15.15
28.68
S
Burberry Group
785.346
8/12/24
-2.02
2,249.532
1,979.545
269.987
13.64
28.48
Pershing Square
4,136.236
8/12/24
-0.79
2,955.290
2,771.362
183.928
6.64
27.49
Mondi
1,665.496
8/12/24
-0.42
2,228.464
1,875.069
353.396
18.85
26.80
L
3i Group
3,532.303
8/12/24
0.23
1,358.263
1,239.965
118.298
9.54
26.77
Centrica
148.993
8/12/24
3.29
60.323
48.895
11.428
23.37
25.78
S
B&M
520.365
8/12/24
-2.22
623.361
516.661
106.700
20.65
25.65
Informa
945.459
8/12/24
1.03
651.685
628.835
22.850
3.63
25.53
Scottish Mortgage
965.122
8/12/24
-0.17
1,287.453
1,232.816
54.637
4.43
24.94
J Sainsbury
315.543
8/12/24
0.67
287.219
232.816
54.403
23.37
24.55
Smurfit Kappa
3,579.120
8/12/24
0.07
4,044.944
3,692.951
351.993
9.53
24.25
Ass Brit Foods
2,849.953
8/12/24
-0.90
2,782.069
2,533.817
248.252
9.80
24.25
L
JD Sports Fashion
140.859
8/12/24
-4.07
192.135
173.584
18.551
10.69
23.76
InterContinental Hot
8,459.738
8/12/24
-0.61
5,784.176
5,447.047
337.129
6.19
23.83
Standard Chartered
845.037
8/12/24
0.92
587.547
527.879
59.668
11.30
23.28
L
Persimmon
1,846.325
8/12/24
0.03
3,425.796
2,986.913
438.883
14.69
22.63
CRH (L)
7,509.363
8/12/24
-1.35
3,905.665
3,376.223
529.442
15.68
22.42
S
Unite
1,093.165
8/12/24
-1.11
1,253.511
1,187.727
65.784
5.54
21.86
Int Cons Airlines
194.815
8/12/24
-0.06
224.953
183.933
41.020
22.30
21.88
Compass Group
2,755.150
8/12/24
0.90
1,712.898
1,634.774
78.124
4.78
20.47
⇓ instrument
freshest
⇓ Δday
3/29/21
⇓ Δwk
12/07/20
prc diff
⇓ Δ16
∅-RS
Shell
3,275.983
8/12/24
0.83
1,689.139
1,540.966
148.173
9.62
20.17
Land Securities
720.389
8/12/24
-0.73
811.447
776.201
35.245
4.54
20.08
Rio Tinto
5,784.176
8/12/24
0.56
6,413.858
6,005.718
408.139
6.80
19.75
Admiral Group
3,157.772
8/12/24
0.86
3,488.998
3,077.092
411.906
13.39
19.39
L
Schroders
394.663
8/12/24
-0.12
679.682
608.545
71.137
11.69
19.08
F&C Investment Trust
1,200.843
8/12/24
936.330
856.703
79.627
9.29
18.05
L
Coca-Cola HBC
3,169.476
8/12/24
0.89
2,725.890
2,556.912
168.978
6.61
16.72
L
HSBC
753.628
8/12/24
0.22
489.349
452.601
36.748
8.12
16.73
L
Abrdn
179.015
8/12/24
2.51
334.504
313.538
20.966
6.69
16.18
S
Croda
4,481.508
8/12/24
-0.05
7,429.775
6,697.459
732.316
10.93
15.66
L
Vodafone
87.125
8/12/24
0.87
155.056
145.409
9.648
6.63
15.13
L
SSE
2,198.034
8/12/24
0.86
1,704.120
1,499.505
204.615
13.65
14.64
S
Spirax-Sarco
9,029.729
8/12/24
0.72
13,354.401
12,064.225
1,290.176
10.69
13.94
Phoenix
629.682
8/12/24
0.47
856.742
794.237
62.504
7.87
13.78
S
Diageo
2,869.265
8/12/24
1.03
3,542.837
3,272.297
270.540
8.27
13.78
BP
514.513
8/12/24
1.35
351.709
301.111
50.598
16.80
13.68
L
Smiths Group
2,040.028
8/12/24
0.52
1,770.248
1,702.408
67.840
3.98
13.30
DCC
6,010.066
8/12/24
-0.29
7,490.637
6,009.018
1,481.619
24.66
12.45
L
Imperial Brands
2,497.659
8/12/24
0.38
1,769.078
1,668.866
100.212
6.00
9.91
S
Bunzl
3,747.659
8/12/24
0.50
2,689.607
2,582.206
107.401
4.16
9.61
L
Segro
1,035.346
8/12/24
-0.96
1,096.676
988.233
108.443
10.97
8.19
S
United Utilities
1,157.303
8/12/24
-0.12
1,084.738
1,017.046
67.692
6.66
8.09
RELX
4,132.725
8/12/24
0.57
2,137.758
1,965.798
171.960
8.75
7.26
L
Auto Trader
933.755
8/12/24
0.81
648.876
609.040
39.837
6.54
7.05
L
Halma
2,957.631
8/12/24
0.04
2,744.616
2,506.323
238.293
9.51
6.99
⇓ instrument
freshest
⇓ Δday
3/29/21
⇓ Δwk
12/07/20
prc diff
⇓ Δ16
∅-RS
Berkeley
5,933.989
8/12/24
1.00
5,186.096
4,861.982
324.114
6.67
6.80
L
BAT
3,278.324
8/12/24
3,308.170
3,133.179
174.990
5.59
6.66
Intertek
5,477.528
8/12/24
0.60
6,554.307
6,268.558
285.749
4.56
5.65
ConvaTec
271.067
8/12/24
-0.17
230.805
226.328
4.477
1.98
5.35
BAE Systems
1,525.632
8/12/24
2.04
584.036
568.129
15.906
2.80
5.20
Rightmove
628.745
8/12/24
0.04
678.605
683.163
-4.558
-0.67
3.04
S
Severn Trent
2,942.416
8/12/24
-0.63
2,741.105
2,538.216
202.889
7.99
2.72
L
Hargreaves Lansdown
1,289.794
8/12/24
1,803.605
1,595.733
207.872
13.03
2.69
L
Rentokil Initial
548.923
8/12/24
1.01
576.311
548.004
28.307
5.17
2.17
S
National Grid
1,145.131
8/12/24
-0.04
1,018.258
945.782
72.476
7.66
2.04
Ocado
440.894
8/12/24
0.72
2,430.946
2,410.645
20.300
0.84
1.42
Hiscox
1,391.620
8/12/24
1.89
966.994
1,132.739
-165.745
-14.63
0.36
Reckitt Benckiser
4,892.322
8/12/24
7,682.584
7,027.383
655.201
9.32
0.17
S
Sage Group
1,176.849
8/12/24
1.03
709.972
628.615
81.357
12.94
-1.55
Beazley
856.742
8/12/24
1.24
407.772
390.630
17.141
4.39
-1.51
L
Unilever Plc
5,517.322
8/12/24
-0.34
4,796.348
4,767.403
28.945
0.61
-1.65
L
Experian
4,124.532
8/12/24
1.18
2,950.609
2,949.522
1.087
0.04
-2.13
L
AstraZeneca
14,957.866
8/12/24
0.63
8,654.026
8,876.058
-222.032
-2.50
-3.42
Fresnillo
632.022
8/12/24
0.93
1,045.880
1,259.210
-213.330
-16.94
-5.52
Smith and Nephew
1,352.996
8/12/24
-0.86
1,610.487
1,685.912
-75.425
-4.47
-5.72
GSK
1,839.888
8/12/24
0.42
1,543.574
1,548.532
-4.957
-0.32
-6.38
L
LSE Group
11,631.555
8/12/24
1.12
8,164.794
9,585.395
-1,420.601
-14.82
-13.34
Endeavour Mining
1,834.036
8/12/24
1.89
2,886.236
3,364.071
-477.835
-14.20
-14.02
L
Tesco
390.332
8/12/24
0.91
267.205
313.153
-45.948
-14.67
-14.35
Rolls-Royce
569.640
8/12/24
0.35
124.122
143.902
-19.780
-13.75
-30.79
⇓ instrument
freshest
⇓ Δday
3/29/21
⇓ Δwk
12/07/20
prc diff
⇓ Δ16
∅-RS
Haleon
436.798
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 3/29/21 / 12/07/20 - 88 did rise, Market-Ratio(16) in EUR = 88.89 %
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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