Assessment - FTSE 100 Index in Euro - 8/02/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
8/02/21
⇓ Δwk
4/12/21
prc diff
⇓ Δ16
∅-RS
FTSE
9,610.950
8/12/24
0.52
8,289.888
7,946.845
343.043
4.32
12.39
S
Entain
679.418
8/12/24
3.98
2,129.914
1,814.511
315.402
17.38
56.65
Ashtead
6,030.951
8/12/24
-0.43
6,283.801
5,239.358
1,044.443
19.93
52.13
L
St. James´s Place
808.887
8/12/24
-1.22
1,898.719
1,538.816
359.903
23.39
44.61
Glencore
480.240
8/12/24
1.27
382.553
330.142
52.411
15.88
44.54
L
Frasers
981.551
8/12/24
-0.42
711.142
567.309
143.833
25.35
43.38
L
Anglo American
2,613.373
8/12/24
0.29
3,862.992
3,494.059
368.933
10.56
39.33
L
NatWest
391.684
8/12/24
0.48
239.388
229.323
10.066
4.39
37.77
L
BT Group
165.640
8/12/24
8.43
204.504
175.395
29.109
16.60
36.51
S
Croda
4,482.242
8/12/24
-0.05
9,943.108
7,578.729
2,364.380
31.20
35.79
S
Spirax-Sarco
9,031.208
8/12/24
0.72
17,787.324
13,865.497
3,921.827
28.28
34.98
L
Lloyds Bank
66.490
8/12/24
-0.28
54.123
51.205
2.917
5.70
33.43
L
Segro
1,035.516
8/12/24
-0.96
1,438.087
1,114.315
323.771
29.06
30.57
J Sainsbury
315.595
8/12/24
0.67
333.856
282.732
51.125
18.08
30.55
Barclays
257.650
8/12/24
0.85
205.909
216.957
-11.048
-5.09
29.54
Kingfisher
317.702
8/12/24
0.18
433.592
386.088
47.503
12.30
27.00
S
Diageo
2,869.735
8/12/24
1.03
4,214.759
3,647.479
567.279
15.55
25.78
Pearson
1,210.990
8/12/24
-0.72
968.089
919.137
48.952
5.33
25.35
L
Coca-Cola HBC
3,169.995
8/12/24
0.89
3,203.942
2,815.780
388.162
13.79
24.57
S
Burberry Group
785.475
8/12/24
-2.02
2,487.533
2,367.055
120.478
5.09
24.65
Smurfit Kappa
3,579.706
8/12/24
0.07
4,736.263
3,972.776
763.486
19.22
24.51
S
M&G
238.686
8/12/24
1.09
271.229
250.548
20.681
8.25
24.13
DS Smith
519.748
8/12/24
1.19
498.794
470.066
28.729
6.11
24.12
L
Halma
2,958.116
8/12/24
0.04
3,420.504
2,924.213
496.292
16.97
23.47
L
Airtel Africa
128.766
8/12/24
-0.63
101.667
97.012
4.655
4.80
23.01
⇓ instrument
freshest
⇓ Δday
8/02/21
⇓ Δwk
4/12/21
prc diff
⇓ Δ16
∅-RS
Scottish Mortgage
965.280
8/12/24
-0.17
1,556.318
1,362.325
193.992
14.24
22.38
WPP Group
807.951
8/12/24
1.68
1,094.515
1,083.862
10.653
0.98
22.48
RELX
4,133.402
8/12/24
0.57
2,476.998
2,204.406
272.591
12.37
21.20
S
RS Group
882.635
8/12/24
-0.40
1,194.016
1,176.606
17.410
1.48
21.50
S
Unite
1,093.344
8/12/24
-1.11
1,386.580
1,257.931
128.650
10.23
21.12
S
United Utilities
1,157.493
8/12/24
-0.12
1,266.008
1,118.468
147.540
13.19
20.93
L
Experian
4,125.208
8/12/24
1.18
3,761.150
3,054.562
706.588
23.13
20.63
S
Severn Trent
2,942.898
8/12/24
-0.63
3,297.591
2,805.398
492.192
17.54
20.53
L
3i Group
3,532.882
8/12/24
0.23
1,513.591
1,428.077
85.514
5.99
20.36
L
British Land
462.388
8/12/24
-0.40
608.246
586.227
22.019
3.76
20.24
BAE Systems
1,525.882
8/12/24
2.04
681.994
582.535
99.458
17.07
19.94
Admiral Group
3,158.289
8/12/24
0.86
3,960.153
3,695.928
264.225
7.15
19.99
Rightmove
628.848
8/12/24
0.04
841.664
692.813
148.851
21.48
19.46
Mondi
1,665.769
8/12/24
-0.42
2,345.890
2,185.373
160.517
7.35
18.82
Beazley
856.882
8/12/24
1.24
467.539
397.508
70.031
17.62
18.13
Rio Tinto
5,785.124
8/12/24
0.56
7,276.473
6,511.708
764.765
11.74
18.46
L
Auto Trader
933.908
8/12/24
0.81
770.726
658.207
112.518
17.09
17.78
Melrose
569.733
8/12/24
0.19
591.389
593.840
-2.451
-0.41
17.75
Shell
3,276.520
8/12/24
0.83
1,701.356
1,617.949
83.407
5.16
17.75
Aviva
566.806
8/12/24
0.35
454.194
470.758
-16.564
-3.52
17.42
L
Schroders
394.728
8/12/24
-0.12
734.718
714.396
20.322
2.84
17.16
CRH (L)
7,510.594
8/12/24
-1.35
4,234.074
4,047.756
186.318
4.60
17.10
Next
11,169.901
8/12/24
0.23
9,332.053
9,343.638
-11.585
-0.12
16.78
Land Securities
720.507
8/12/24
-0.73
844.942
819.010
25.932
3.17
16.59
L
JD Sports Fashion
140.882
8/12/24
-4.07
216.093
210.774
5.319
2.52
16.26
⇓ instrument
freshest
⇓ Δday
8/02/21
⇓ Δwk
4/12/21
prc diff
⇓ Δ16
∅-RS
Antofagasta
2,200.150
8/12/24
1.79
1,779.903
1,961.010
-181.107
-9.24
15.75
S
Bunzl
3,748.273
8/12/24
0.50
3,130.194
2,807.706
322.489
11.49
15.27
L
Taylor Wimpey
184.955
8/12/24
0.54
194.145
213.231
-19.086
-8.95
15.68
L
Barratt Developments
614.099
8/12/24
0.15
832.299
900.681
-68.381
-7.59
15.35
L
Rentokil Initial
549.013
8/12/24
1.01
664.669
591.764
72.905
12.32
14.56
F&C Investment Trust
1,201.039
8/12/24
1,004.378
970.123
34.255
3.53
14.65
S
Sage Group
1,177.042
8/12/24
1.03
835.343
746.338
89.005
11.93
14.03
ConvaTec
271.112
8/12/24
-0.17
263.035
228.861
34.173
14.93
13.60
Compass Group
2,755.601
8/12/24
0.90
1,778.147
1,814.511
-36.364
-2.00
13.38
Int Cons Airlines
194.847
8/12/24
-0.06
203.053
238.032
-34.979
-14.70
13.02
Johnson Matthey
1,846.042
8/12/24
0.06
3,467.328
3,635.944
-168.616
-4.64
12.62
Berkeley
5,934.961
8/12/24
1.00
5,711.376
5,298.189
413.187
7.80
11.71
S
Legal & General
264.088
8/12/24
0.53
310.210
341.677
-31.467
-9.21
11.48
S
B&M
520.450
8/12/24
-2.22
655.538
617.834
37.704
6.10
11.01
L
Imperial Brands
2,498.068
8/12/24
0.38
1,822.630
1,792.017
30.613
1.71
10.75
S
Whitbread
3,294.079
8/12/24
-1.44
3,608.971
3,975.084
-366.112
-9.21
10.80
Pershing Square
4,136.914
8/12/24
-0.79
2,985.040
3,201.061
-216.022
-6.75
9.96
L
Abrdn
179.044
8/12/24
2.51
337.134
341.677
-4.543
-1.33
9.42
BP
514.597
8/12/24
1.35
339.182
344.215
-5.033
-1.46
9.36
L
AstraZeneca
14,960.316
8/12/24
0.63
9,685.576
8,334.294
1,351.281
16.21
8.28
L
Smiths Group
2,040.362
8/12/24
0.52
1,840.189
1,837.005
3.184
0.17
8.09
L
Persimmon
1,846.627
8/12/24
0.03
3,408.798
3,618.641
-209.843
-5.80
8.05
S
National Grid
1,145.319
8/12/24
-0.04
1,086.437
1,037.490
48.947
4.72
7.67
L
SSE
2,198.394
8/12/24
0.86
1,713.764
1,768.370
-54.606
-3.09
7.61
GSK
1,840.189
8/12/24
0.42
1,683.445
1,507.844
175.601
11.65
6.79
⇓ instrument
freshest
⇓ Δday
8/02/21
⇓ Δwk
4/12/21
prc diff
⇓ Δ16
∅-RS
L
HSBC
753.752
8/12/24
0.22
463.735
498.962
-35.227
-7.06
6.84
Prudential
743.802
8/12/24
0.41
1,596.118
1,790.864
-194.746
-10.87
6.74
L
Hargreaves Lansdown
1,290.005
8/12/24
1,916.278
1,934.479
-18.201
-0.94
6.39
InterContinental Hot
8,461.124
8/12/24
-0.61
5,582.609
5,910.716
-328.107
-5.55
6.09
Weir Group
2,228.830
8/12/24
0.79
2,027.486
2,126.543
-99.057
-4.66
5.68
DCC
6,011.050
8/12/24
-0.29
7,047.035
7,234.975
-187.940
-2.60
4.85
L
BAT
3,278.861
8/12/24
3,165.313
3,216.634
-51.321
-1.60
3.17
Informa
945.614
8/12/24
1.03
580.034
664.436
-84.402
-12.70
3.34
Hiscox
1,391.848
8/12/24
1.89
1,013.275
999.192
14.082
1.41
1.87
Standard Chartered
845.176
8/12/24
0.92
511.203
573.192
-61.989
-10.81
1.34
Phoenix
629.785
8/12/24
0.47
801.395
849.925
-48.530
-5.71
-0.40
Smith and Nephew
1,353.218
8/12/24
-0.86
1,684.499
1,615.527
68.972
4.27
-0.86
Centrica
149.018
8/12/24
3.29
53.789
66.951
-13.162
-19.66
-1.23
L
Unilever Plc
5,518.226
8/12/24
-0.34
4,838.105
4,770.446
67.659
1.42
-1.61
L
Vodafone
87.140
8/12/24
0.87
136.727
155.520
-18.793
-12.08
-1.50
Ass Brit Foods
2,850.420
8/12/24
-0.90
2,376.326
2,841.158
-464.832
-16.36
-2.07
S
Flutter
17,190.316
8/12/24
-1.28
14,585.723
17,401.084
-2,815.361
-16.18
-5.12
L
Tesco
390.396
8/12/24
0.91
273.453
267.620
5.833
2.18
-5.92
L
LSE Group
11,633.460
8/12/24
1.12
8,779.528
8,651.517
128.012
1.48
-6.45
Intertek
5,478.426
8/12/24
0.60
6,037.974
6,902.757
-864.783
-12.53
-7.73
Rolls-Royce
569.733
8/12/24
0.35
121.134
124.836
-3.702
-2.97
-10.30
Reckitt Benckiser
4,893.124
8/12/24
6,572.940
7,652.555
-1,079.615
-14.11
-13.23
Ocado
440.966
8/12/24
0.72
2,186.688
2,422.425
-235.737
-9.73
-13.46
Fresnillo
632.126
8/12/24
0.93
963.173
1,022.955
-59.783
-5.84
-16.98
Endeavour Mining
1,834.336
8/12/24
1.89
2,042.704
3,167.609
-1,124.905
-35.51
-33.11
⇓ instrument
freshest
⇓ Δday
8/02/21
⇓ Δwk
4/12/21
prc diff
⇓ Δ16
∅-RS
Haleon
436.869
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 8/02/21 / 4/12/21 - 62 did rise, Market-Ratio(16) in EUR = 62.63 %
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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