Assessment - FTSE 100 Index in Euro - 5/17/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
5/17/21
⇓ Δwk
1/25/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
9,550.245
8/12/24
0.52
8,180.681
7,472.143
708.538
9.48
15.05
L
3i Group
3,510.568
8/12/24
0.23
1,421.443
1,276.900
144.543
11.32
23.99
L
Abrdn
177.913
8/12/24
2.51
311.624
340.919
-29.295
-8.59
3.95
Admiral Group
3,138.341
8/12/24
0.86
3,429.143
3,314.650
114.493
3.45
12.26
L
Airtel Africa
127.953
8/12/24
-0.63
91.835
83.964
7.872
9.38
24.06
L
Anglo American
2,596.866
8/12/24
0.29
3,835.685
2,830.677
1,005.008
35.50
55.78
Antofagasta
2,186.253
8/12/24
1.79
1,979.783
1,659.576
320.207
19.29
45.38
Ashtead
5,992.858
8/12/24
-0.43
5,788.133
4,218.440
1,569.692
37.21
63.50
Ass Brit Foods
2,832.416
8/12/24
-0.90
2,648.629
2,476.139
172.490
6.97
14.09
L
AstraZeneca
14,865.824
8/12/24
0.63
9,183.543
8,888.214
295.329
3.32
2.86
L
Auto Trader
928.009
8/12/24
0.81
636.974
652.575
-15.601
-2.39
1.14
Aviva
563.226
8/12/24
0.35
473.077
384.139
88.938
23.15
34.39
S
B&M
517.163
8/12/24
-2.22
657.679
592.923
64.756
10.92
21.42
BAE Systems
1,516.244
8/12/24
2.04
608.126
530.344
77.782
14.67
9.53
Barclays
256.023
8/12/24
0.85
208.470
154.331
54.140
35.08
44.04
L
Barratt Developments
610.220
8/12/24
0.15
883.342
773.231
110.111
14.24
32.66
Beazley
851.470
8/12/24
1.24
352.802
368.044
-15.243
-4.14
-13.90
Berkeley
5,897.475
8/12/24
1.00
5,431.027
4,978.165
452.862
9.10
9.34
BP
511.347
8/12/24
1.35
366.876
315.877
51.000
16.15
19.10
L
BAT
3,258.151
8/12/24
3,276.181
3,083.919
192.262
6.23
6.11
L
British Land
459.468
8/12/24
-0.40
603.008
483.748
119.261
24.65
27.44
L
BT Group
164.594
8/12/24
8.43
193.325
148.118
45.207
30.52
42.06
S
Bunzl
3,724.598
8/12/24
0.50
2,698.647
2,762.021
-63.373
-2.29
3.87
S
Burberry Group
780.514
8/12/24
-2.02
2,428.782
1,898.748
530.034
27.91
31.59
Centrica
148.077
8/12/24
3.29
62.697
55.342
7.355
13.29
22.66
instrument
freshest
⇓ Δday
5/17/21
⇓ Δwk
1/25/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,149.973
8/12/24
0.89
2,899.882
2,513.281
386.601
15.38
19.78
Compass Group
2,738.196
8/12/24
0.90
1,762.845
1,487.372
275.473
18.52
20.68
ConvaTec
269.399
8/12/24
-0.17
259.396
229.381
30.015
13.09
17.12
CRH (L)
7,463.155
8/12/24
-1.35
4,199.188
3,511.615
687.573
19.58
23.95
S
Croda
4,453.931
8/12/24
-0.05
7,623.678
7,286.602
337.076
4.63
12.40
DCC
5,973.083
8/12/24
-0.29
7,090.928
6,453.719
637.209
9.87
4.05
S
Diageo
2,851.609
8/12/24
1.03
3,909.549
3,258.374
651.175
19.98
22.65
DS Smith
516.465
8/12/24
1.19
488.316
416.892
71.424
17.13
30.60
Endeavour Mining
1,822.750
8/12/24
1.89
3,355.861
3,094.048
261.813
8.46
-1.31
S
Entain
675.127
8/12/24
3.98
1,802.975
1,430.533
372.442
26.04
57.35
L
Experian
4,099.152
8/12/24
1.18
3,066.222
2,935.350
130.871
4.46
-0.39
F&C Investment Trust
1,193.453
8/12/24
974.770
874.527
100.243
11.46
17.54
S
Flutter
17,081.739
8/12/24
-1.28
14,493.596
15,892.310
-1,398.714
-8.80
-0.79
L
Frasers
975.352
8/12/24
-0.42
676.407
482.847
193.559
40.09
57.80
Fresnillo
628.133
8/12/24
0.93
1,065.268
1,217.810
-152.542
-12.53
-7.96
Glencore
477.207
8/12/24
1.27
378.218
292.353
85.864
29.37
63.92
GSK
1,828.566
8/12/24
0.42
1,616.571
1,592.990
23.581
1.48
0.32
Haleon
434.110
8/12/24
-1.01
-na-
L
Halma
2,939.432
8/12/24
0.04
2,884.761
2,922.970
-38.209
-1.31
8.92
L
Hargreaves Lansdown
1,281.857
8/12/24
1,972.804
1,866.108
106.696
5.72
10.17
Hiscox
1,383.057
8/12/24
1.89
939.641
1,077.346
-137.705
-12.78
-3.24
L
HSBC
748.991
8/12/24
0.22
515.767
448.069
67.699
15.11
22.36
L
Imperial Brands
2,482.290
8/12/24
0.38
1,849.504
1,841.347
8.157
0.44
14.87
Informa
939.641
8/12/24
1.03
638.137
554.655
83.482
15.05
18.28
InterContinental Hot
8,407.682
8/12/24
-0.61
5,671.812
5,134.612
537.200
10.46
15.03
instrument
freshest
⇓ Δday
5/17/21
⇓ Δwk
1/25/21
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
193.616
8/12/24
-0.06
220.638
157.572
63.065
40.02
19.86
Intertek
5,443.823
8/12/24
0.60
6,790.820
6,336.665
454.155
7.17
5.70
J Sainsbury
313.601
8/12/24
0.67
307.669
280.366
27.303
9.74
29.72
L
JD Sports Fashion
139.992
8/12/24
-4.07
208.308
184.135
24.173
13.13
23.18
Johnson Matthey
1,834.382
8/12/24
0.06
3,728.088
3,256.123
471.965
14.49
32.20
Kingfisher
315.695
8/12/24
0.18
428.759
304.790
123.969
40.67
42.98
Land Securities
715.956
8/12/24
-0.73
831.695
690.055
141.640
20.53
20.49
S
Legal & General
262.420
8/12/24
0.53
325.931
288.358
37.574
13.03
23.95
L
Lloyds Bank
66.070
8/12/24
-0.28
55.916
38.082
17.834
46.83
50.93
L
LSE Group
11,559.981
8/12/24
1.12
8,349.521
10,165.676
-1,816.155
-17.87
-11.49
S
M&G
237.179
8/12/24
1.09
275.099
214.693
60.407
28.14
38.42
Melrose
566.134
8/12/24
0.19
563.401
559.495
3.906
0.70
22.81
Mondi
1,655.248
8/12/24
-0.42
2,251.975
2,005.110
246.865
12.31
21.82
S
National Grid
1,138.085
8/12/24
-0.04
1,083.065
999.460
83.605
8.37
8.63
L
NatWest
389.210
8/12/24
0.48
224.965
170.572
54.393
31.89
45.61
Next
11,099.350
8/12/24
0.23
9,401.063
8,871.331
529.732
5.97
32.22
Ocado
438.181
8/12/24
0.72
2,286.871
3,099.676
-812.805
-26.22
-9.78
Pearson
1,203.341
8/12/24
-0.72
1,003.850
808.122
195.728
24.22
44.42
Pershing Square
4,110.784
8/12/24
-0.79
2,942.921
2,982.622
-39.701
-1.33
17.32
L
Persimmon
1,834.964
8/12/24
0.03
3,615.257
3,022.015
593.242
19.63
21.85
Phoenix
625.807
8/12/24
0.47
848.678
777.733
70.945
9.12
8.79
Prudential
739.104
8/12/24
0.41
1,739.581
1,527.328
212.253
13.90
22.70
Reckitt Benckiser
4,862.218
8/12/24
7,400.342
7,376.643
23.699
0.32
-3.89
RELX
4,107.294
8/12/24
0.57
2,151.357
2,101.342
50.015
2.38
7.20
L
Rentokil Initial
545.545
8/12/24
1.01
544.964
590.897
-45.933
-7.77
-5.76
instrument
freshest
⇓ Δday
5/17/21
⇓ Δwk
1/25/21
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
624.876
8/12/24
0.04
662.099
701.648
-39.549
-5.64
-2.61
Rio Tinto
5,748.584
8/12/24
0.56
7,299.143
6,614.668
684.475
10.35
27.48
Rolls-Royce
566.134
8/12/24
0.35
119.787
110.301
9.487
8.60
-24.81
S
RS Group
877.060
8/12/24
-0.40
1,171.352
1,009.589
161.763
16.02
32.65
S
Sage Group
1,169.608
8/12/24
1.03
748.177
687.466
60.710
8.83
3.02
L
Schroders
392.234
8/12/24
-0.12
699.031
662.030
37.002
5.59
17.05
Scottish Mortgage
959.183
8/12/24
-0.17
1,300.469
1,469.926
-169.457
-11.53
14.15
L
Segro
1,028.976
8/12/24
-0.96
1,162.047
1,112.237
49.810
4.48
11.27
S
Severn Trent
2,924.310
8/12/24
-0.63
2,897.556
2,691.113
206.443
7.67
7.82
Shell
3,255.825
8/12/24
0.83
1,659.203
1,554.340
104.863
6.75
17.50
Smith and Nephew
1,344.671
8/12/24
-0.86
1,764.008
1,813.209
-49.201
-2.71
3.81
L
Smiths Group
2,027.475
8/12/24
0.52
1,791.343
1,660.701
130.642
7.87
9.75
Smurfit Kappa
3,557.096
8/12/24
0.07
4,401.587
4,051.864
349.723
8.63
27.45
S
Spirax-Sarco
8,974.165
8/12/24
0.72
14,098.105
13,140.419
957.685
7.29
14.58
L
SSE
2,184.508
8/12/24
0.86
1,768.079
1,716.415
51.665
3.01
15.66
L
St. James´s Place
803.778
8/12/24
-1.22
1,580.221
1,328.111
252.110
18.98
32.90
Standard Chartered
839.838
8/12/24
0.92
579.511
511.998
67.513
13.19
18.48
L
Taylor Wimpey
183.787
8/12/24
0.54
204.318
175.750
28.568
16.26
26.19
L
Tesco
387.931
8/12/24
0.91
270.156
347.571
-77.416
-22.27
-10.47
L
Unilever Plc
5,483.372
8/12/24
-0.34
5,014.017
5,025.437
-11.420
-0.23
2.52
S
Unite
1,086.438
8/12/24
-1.11
1,293.489
1,071.493
221.997
20.72
19.81
S
United Utilities
1,150.182
8/12/24
-0.12
1,137.154
1,072.168
64.986
6.06
12.05
L
Vodafone
86.589
8/12/24
0.87
164.827
144.516
20.310
14.05
19.19
Weir Group
2,214.752
8/12/24
0.79
2,136.235
2,126.103
10.132
0.48
28.85
S
Whitbread
3,273.273
8/12/24
-1.44
3,588.503
3,415.946
172.556
5.05
17.41
instrument
freshest
⇓ Δday
5/17/21
⇓ Δwk
1/25/21
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
802.848
8/12/24
1.68
1,130.175
865.298
264.877
30.61
40.02
FTSE - 99 out of 100 instruments rated - 5/17/21 / 1/25/21 - 82 did rise, Market-Ratio(16) in EUR = 82.83 %
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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