Assessment - FTSE 100 Index in Euro - 21/06/21 - RS = 16
⇐
instrument
freshest
⇓ Δday
21/06/21
⇓ Δwk
1/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
9,593.655
12/08/24
0.52
8,252.267
7,724.182
528.085
6.84
14.20
L
3i Group
3,526.525
12/08/24
0.23
1,410.961
1,332.979
77.982
5.85
17.96
L
Abrdn
178.722
12/08/24
2.51
321.103
379.876
-58.773
-15.47
5.60
Admiral Group
3,152.606
12/08/24
0.86
3,729.844
3,641.392
88.452
2.43
18.42
L
Airtel Africa
128.535
12/08/24
-0.63
94.940
92.799
2.141
2.31
19.24
L
Anglo American
2,608.670
12/08/24
0.29
3,242.580
3,453.942
-211.362
-6.12
23.67
Antofagasta
2,196.191
12/08/24
1.79
1,649.918
2,131.956
-482.037
-22.61
13.47
Ashtead
6,020.098
12/08/24
-0.43
5,985.043
4,725.594
1,259.449
26.65
57.38
Ass Brit Foods
2,845.291
12/08/24
-0.90
2,652.489
2,757.368
-104.879
-3.80
11.53
L
AstraZeneca
14,933.396
12/08/24
0.63
9,824.726
7,861.333
1,963.392
24.98
10.25
L
Auto Trader
932.227
12/08/24
0.81
733.816
662.092
71.724
10.83
15.28
Aviva
565.786
12/08/24
0.35
486.212
443.400
42.811
9.66
31.83
S
B&M
519.514
12/08/24
-2.22
639.869
629.694
10.176
1.62
12.85
BAE Systems
1,523.136
12/08/24
2.04
629.820
577.508
52.312
9.06
12.56
Barclays
257.186
12/08/24
0.85
202.080
197.100
4.980
2.53
33.70
L
Barratt Developments
612.994
12/08/24
0.15
829.399
847.691
-18.292
-2.16
19.81
Beazley
855.340
12/08/24
1.24
375.204
410.076
-34.872
-8.50
-6.70
Berkeley
5,924.282
12/08/24
1.00
5,377.425
5,100.494
276.931
5.43
6.67
BP
513.671
12/08/24
1.35
370.238
352.800
17.439
4.94
20.04
L
BAT
3,272.961
12/08/24
3,285.230
2,956.389
328.841
11.12
7.14
L
British Land
461.556
12/08/24
-0.40
576.653
581.327
-4.673
-0.80
18.46
L
BT Group
165.342
12/08/24
8.43
235.569
155.514
80.055
51.48
66.77
S
Bunzl
3,741.529
12/08/24
0.50
2,779.855
2,621.987
157.868
6.02
4.57
S
Burberry Group
784.062
12/08/24
-2.02
2,595.233
2,151.048
444.185
20.65
35.81
Centrica
148.750
12/08/24
3.29
60.131
62.298
-2.167
-3.48
13.92
instrument
freshest
⇓ Δday
21/06/21
⇓ Δwk
1/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
3,164.291
12/08/24
0.89
3,114.045
2,627.773
486.273
18.51
25.33
Compass Group
2,750.643
12/08/24
0.90
1,827.530
1,806.232
21.298
1.18
21.38
ConvaTec
270.624
12/08/24
-0.17
278.920
215.452
63.468
29.46
24.06
CRH (L)
7,497.079
12/08/24
-1.35
4,256.836
3,811.485
445.350
11.68
21.29
S
Croda
4,474.176
12/08/24
-0.05
8,368.778
7,160.131
1,208.647
16.88
19.33
DCC
6,000.234
12/08/24
-0.29
6,880.112
6,861.600
18.513
0.27
1.28
S
Diageo
2,864.571
12/08/24
1.03
4,074.550
3,328.975
745.575
22.40
25.37
DS Smith
518.813
12/08/24
1.19
505.258
482.510
22.748
4.71
31.82
Endeavour Mining
1,831.035
12/08/24
1.89
1,975.053
2,737.697
-762.645
-27.86
-40.98
S
Entain
678.196
12/08/24
3.98
2,144.193
1,690.522
453.670
26.84
74.39
L
Experian
4,117.785
12/08/24
1.18
3,271.793
2,672.900
598.893
22.41
5.94
F&C Investment Trust
1,198.878
12/08/24
971.021
884.024
86.997
9.84
14.24
S
Flutter
17,159.384
12/08/24
-1.28
15,926.619
17,119.286
-1,192.667
-6.97
6.36
L
Frasers
979.785
12/08/24
-0.42
675.976
538.745
137.230
25.47
48.37
Fresnillo
630.989
12/08/24
0.93
960.271
1,057.357
-97.086
-9.18
-18.69
Glencore
479.376
12/08/24
1.27
352.010
346.783
5.227
1.51
42.75
GSK
1,836.878
12/08/24
0.42
1,665.588
1,399.431
266.157
19.02
4.75
Haleon
436.083
12/08/24
-1.01
-na-
L
Halma
2,952.793
12/08/24
0.04
3,170.133
2,632.401
537.732
20.43
17.58
L
Hargreaves Lansdown
1,287.684
12/08/24
1,905.819
1,785.404
120.415
6.74
6.29
Hiscox
1,389.343
12/08/24
1.89
974.994
1,001.354
-26.360
-2.63
-0.52
L
HSBC
752.395
12/08/24
0.22
498.423
500.908
-2.486
-0.50
16.62
L
Imperial Brands
2,493.573
12/08/24
0.38
1,859.664
1,591.012
268.652
16.89
14.59
Informa
943.912
12/08/24
1.03
621.173
656.075
-34.902
-5.32
13.17
InterContinental Hot
8,445.899
12/08/24
-0.61
5,917.271
5,940.548
-23.278
-0.39
16.69
instrument
freshest
⇓ Δday
21/06/21
⇓ Δwk
1/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
194.496
12/08/24
-0.06
231.129
250.512
-19.383
-7.74
26.78
Intertek
5,468.568
12/08/24
0.60
6,524.889
6,331.648
193.241
3.05
0.52
J Sainsbury
315.027
12/08/24
0.67
315.611
257.917
57.694
22.37
28.86
L
JD Sports Fashion
140.629
12/08/24
-4.07
206.403
193.421
12.983
6.71
17.05
Johnson Matthey
1,842.720
12/08/24
0.06
3,580.276
3,818.428
-238.152
-6.24
21.74
Kingfisher
317.130
12/08/24
0.18
413.181
315.425
97.755
30.99
28.76
Land Securities
719.210
12/08/24
-0.73
791.774
808.812
-17.039
-2.11
12.52
S
Legal & General
263.613
12/08/24
0.53
317.948
326.996
-9.048
-2.77
17.37
L
Lloyds Bank
66.371
12/08/24
-0.28
54.914
46.764
8.149
17.43
42.42
L
LSE Group
11,612.527
12/08/24
1.12
9,492.872
11,064.185
-1,571.312
-14.20
1.05
S
M&G
238.257
12/08/24
1.09
282.776
230.783
51.993
22.53
34.70
Melrose
568.708
12/08/24
0.19
555.270
614.246
-58.976
-9.60
15.77
Mondi
1,662.772
12/08/24
-0.42
2,190.933
2,126.170
64.762
3.05
15.03
S
National Grid
1,143.258
12/08/24
-0.04
1,083.080
937.482
145.598
15.53
8.13
L
NatWest
390.979
12/08/24
0.48
236.504
220.948
15.556
7.04
45.16
Next
11,149.802
12/08/24
0.23
9,093.246
8,701.388
391.859
4.50
21.40
Ocado
440.173
12/08/24
0.72
2,286.749
2,473.879
-187.129
-7.56
-9.64
Pearson
1,208.811
12/08/24
-0.72
996.495
905.546
90.949
10.04
35.88
Pershing Square
4,129.470
12/08/24
-0.79
3,061.463
2,904.320
157.144
5.41
17.77
L
Persimmon
1,843.305
12/08/24
0.03
3,549.895
3,349.803
200.092
5.97
15.82
Phoenix
628.652
12/08/24
0.47
818.883
854.402
-35.519
-4.16
3.06
Prudential
742.463
12/08/24
0.41
1,701.916
1,717.714
-15.798
-0.92
16.36
Reckitt Benckiser
4,884.319
12/08/24
7,536.808
7,058.306
478.501
6.78
-1.66
RELX
4,125.964
12/08/24
0.57
2,258.705
1,981.533
277.173
13.99
12.22
L
Rentokil Initial
548.025
12/08/24
1.01
571.629
551.705
19.924
3.61
-1.34
instrument
freshest
⇓ Δday
21/06/21
⇓ Δwk
1/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
627.717
12/08/24
0.04
762.795
675.746
87.049
12.88
10.80
Rio Tinto
5,774.714
12/08/24
0.56
6,767.937
7,445.935
-677.998
-9.11
14.06
Rolls-Royce
568.708
12/08/24
0.35
127.670
132.430
-4.760
-3.59
-13.49
S
RS Group
881.047
12/08/24
-0.40
1,161.486
1,137.429
24.058
2.12
25.18
S
Sage Group
1,174.924
12/08/24
1.03
792.241
670.423
121.818
18.17
8.89
L
Schroders
394.017
12/08/24
-0.12
704.990
706.571
-1.582
-0.22
15.55
Scottish Mortgage
963.543
12/08/24
-0.17
1,460.037
1,344.550
115.488
8.59
21.25
L
Segro
1,033.653
12/08/24
-0.96
1,277.168
1,049.489
227.678
21.69
19.48
S
Severn Trent
2,937.602
12/08/24
-0.63
2,943.445
2,508.592
434.853
17.33
8.96
Shell
3,270.624
12/08/24
0.83
1,663.940
1,724.541
-60.601
-3.51
17.01
Smith and Nephew
1,350.783
12/08/24
-0.86
1,799.486
1,578.862
220.624
13.97
6.23
L
Smiths Group
2,036.691
12/08/24
0.52
1,863.753
1,763.420
100.334
5.69
11.77
Smurfit Kappa
3,573.265
12/08/24
0.07
4,451.975
4,084.561
367.414
9.00
23.96
S
Spirax-Sarco
9,014.957
12/08/24
0.72
15,646.180
12,768.592
2,877.587
22.54
23.60
L
SSE
2,194.438
12/08/24
0.86
1,772.026
1,505.965
266.061
17.67
13.28
L
St. James´s Place
807.432
12/08/24
-1.22
1,734.634
1,467.202
267.432
18.23
39.58
Standard Chartered
843.655
12/08/24
0.92
551.063
575.078
-24.015
-4.18
10.26
L
Taylor Wimpey
184.623
12/08/24
0.54
192.802
203.476
-10.674
-5.25
17.31
L
Tesco
389.694
12/08/24
0.91
263.613
256.645
6.968
2.72
-10.83
L
Unilever Plc
5,508.297
12/08/24
-0.34
5,029.797
4,410.863
618.934
14.03
2.45
S
Unite
1,091.377
12/08/24
-1.11
1,298.201
1,138.586
159.615
14.02
16.59
S
United Utilities
1,155.410
12/08/24
-0.12
1,200.631
1,000.428
200.203
20.01
16.97
L
Vodafone
86.983
12/08/24
0.87
151.274
144.915
6.359
4.39
9.04
Weir Group
2,224.819
12/08/24
0.79
2,211.381
2,223.945
-12.564
-0.56
24.28
S
Whitbread
3,288.152
12/08/24
-1.44
3,767.235
4,159.772
-392.537
-9.44
20.66
instrument
freshest
⇓ Δday
21/06/21
⇓ Δwk
1/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
806.497
12/08/24
1.68
1,148.399
1,051.572
96.827
9.21
36.28
FTSE - 99 out of 100 instruments rated - 21/06/21 / 1/03/21 - 67 did rise, Market-Ratio(16) in EUR = 67.68 %
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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
311
32.118
33.843
30.394
-1.725
-5
9,464
-23
long
4/09/06
30/07/07
329
LSE Group
100
576
16.408
18.240
1.832
11
10,519
12
short
30/07/07
16/02/09
567
Taylor Wimpey
100
3,111
3.380
0.148
77.121
73.741
2,182
239,926
649
long
16/02/09
5/07/10
504
Randgold Res
100
6,612
36.282
74.162
37.880
104
490,389
68
short
5/07/10
6/09/10
63
BP
100
121,515
4.036
4.871
3.201
-0.835
-21
388,924
-74
long
6/09/10
8/08/11
336
Croda
100
22,810
17.050
20.310
3.260
19
463,279
21
short
8/08/11
28/11/11
112
Lloyds Bank
100
1,230,561
0.376
0.276
0.513
0.137
36
631,647
175
long
28/11/11
4/06/12
189
Next
100
20,337
31.059
36.987
5.928
19
752,208
40
short
4/06/12
30/07/12
56
Aviva
100
225,105
3.342
3.822
2.861
-0.480
-14
644,051
-64
long
30/07/12
24/08/15
1120
Ashtead
100
193,264
3.332
11.999
8.666
260
2,318,960
52
short
24/08/15
9/05/16
259
Glencore
100
1,237,507
1.874
1.678
2.093
0.219
12
2,589,608
17
long
9/05/16
8/10/18
882
Fresnillo
100
196,875
13.154
8.867
-4.286
-33
1,745,712
-15
short
8/10/18
11/02/19
126
Fresnillo
100
196,875
8.867
11.085
6.649
-2.218
-25
1,309,081
-57
long
11/02/19
9/03/20
392
Micro Focus
100
68,157
19.207
6.781
-12.426
-65
462,158
-62
short
9/03/20
6/07/20
119
Micro Focus
100
68,159
6.781
4.845
9.489
2.708
40
646,731
180
long
6/07/20
7/03/22
609
Scottish Mortgage
100
65,206
9.918
10.324
0.406
4
673,217
2
short
7/03/22
9/01/23
308
Polymetal
100
323,479
2.081
3.574
0.589
-1.492
-72
190,465
-78
long
9/01/23
21/08/23
224
Antofagasta
100
9,724
19.586
16.266
-3.321
-17
158,177
-26
short
21/08/23
11/12/23
112
Fresnillo
100
26,503
5.968
6.723
5.213
-0.755
-13
138,160
-36
long
11/12/23
12/08/24
245
Rolls-Royce
100
39,866
3.466
5.736
2.271
66
228,683
112
accum 19/06/06
12/08/24 7168
days out of 7336 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 30/07/07 16/02/09 567 3.38 0.15 77.12 73.74 2,181.59 2,181.59
Ashtead long 30/07/12 24/08/15 1120 3.33 12.00 8.67 260.06 260.06
Randgold Res long 16/02/09 5/07/10 504 36.28 74.16 37.88 104.41 104.41
Rolls-Royce long 11/12/23 12/08/24 245 3.47 5.74 2.27 65.52 65.52
Lloyds Bank short 8/08/11 28/11/11 112 0.38 0.28 0.51 0.14 36.34 36.34
Croda long 6/09/10 8/08/11 336 17.05 20.31 3.26 19.12 19.12
Next long 28/11/11 4/06/12 189 31.06 36.99 5.93 19.09 19.09
Glencore short 24/08/15 9/05/16 259 1.87 1.68 2.09 0.22 11.67 11.67
LSE Group long 4/09/06 30/07/07 329 16.41 18.24 1.83 11.17 11.17
Scottish Mortgage long 6/07/20 7/03/22 609 9.92 10.32 0.41 4.10 4.10
Carnival short 19/06/06 4/09/06 77 32.12 33.84 30.39 -1.72 -5.37 -5.37
Aviva short 4/06/12 30/07/12 56 3.34 3.82 2.86 -0.48 -14.38 -14.38
Antofagasta long 9/01/23 21/08/23 224 19.59 16.27 -3.32 -16.95 -16.95
BP short 5/07/10 6/09/10 63 4.04 4.87 3.20 -0.83 -20.69 -20.69
Micro Focus long 11/02/19 9/03/20 392 19.21 6.78 -12.43 -64.70
short 9/03/20 6/07/20 119 6.78 4.85 9.49 2.71 39.94 -50.60
Fresnillo long 9/05/16 8/10/18 882 13.15 8.87 -4.29 -32.59
short 8/10/18 11/02/19 126 8.87 11.08 6.65 -2.22 -25.01
short 21/08/23 11/12/23 112 5.97 6.72 5.21 -0.76 -12.65 -55.85
Polymetal short 7/03/22 9/01/23 308 2.08 3.57 0.59 -1.49 -71.71 -71.71
Annotations
20/04/23 Melrose reverse split 3:1 (one for three)
26/09/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
18/07/22 GlaxoSmithKline demergers OTC business -> Haleon
30/11/21 JD Sports stock split 1:5 (five for one)
28/05/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
12/02/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
31/08/18 Rightmove stock split 1:10 (ten for one)
2/07/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
21/05/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
19/01/18 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
14/08/17 Standard Life merger with Aberdeen Asset Management completed
20/03/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
14/02/17 FTSE machine learning processed for all techniques
19/12/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
4/10/16 SAB Miller acquired by AB InBev - deletion
19/09/16 FTSE Polymetal replaces Berkeley
5/09/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
11/07/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
18/02/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
26/08/15 FTSE complete analysis
22/06/15 FTSE Inmarsat replaces Aggreko
21/04/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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