Assessment - FTSE 100 Index in Euro - 8/09/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
8/09/21
⇓ Δwk
4/19/21
prc diff
⇓ Δ16
∅-RS
FTSE
9,688.296
8/12/24
0.52
8,416.289
8,133.953
282.336
3.47
13.65
S
Entain
684.886
8/12/24
3.98
2,280.987
1,910.876
370.111
19.37
64.11
Ashtead
6,079.486
8/12/24
-0.43
6,501.935
5,345.108
1,156.827
21.64
54.96
L
NatWest
394.836
8/12/24
0.48
256.065
231.002
25.064
10.85
45.43
L
St. James´s Place
815.397
8/12/24
-1.22
1,914.590
1,545.433
369.156
23.89
44.32
Glencore
484.105
8/12/24
1.27
384.157
353.010
31.147
8.82
43.41
L
Frasers
989.451
8/12/24
-0.42
717.455
591.448
126.007
21.30
41.72
S
Croda
4,518.314
8/12/24
-0.05
10,292.174
7,789.914
2,502.260
32.12
39.49
L
Anglo American
2,634.405
8/12/24
0.29
3,909.421
3,702.649
206.772
5.58
39.41
L
BT Group
166.973
8/12/24
8.43
206.976
179.700
27.276
15.18
36.46
Barclays
259.723
8/12/24
0.85
217.573
218.080
-0.507
-0.23
35.29
S
Spirax-Sarco
9,103.889
8/12/24
0.72
17,788.870
14,158.727
3,630.143
25.64
33.97
L
Lloyds Bank
67.025
8/12/24
-0.28
55.036
50.842
4.194
8.25
34.22
J Sainsbury
318.135
8/12/24
0.67
343.151
295.956
47.195
15.95
32.99
L
Segro
1,043.850
8/12/24
-0.96
1,466.771
1,148.733
318.037
27.69
32.53
L
Airtel Africa
129.803
8/12/24
-0.63
109.801
87.149
22.653
25.99
31.45
S
M&G
240.607
8/12/24
1.09
280.964
254.474
26.490
10.41
27.55
Scottish Mortgage
973.048
8/12/24
-0.17
1,622.534
1,412.968
209.566
14.83
26.45
S
Burberry Group
791.796
8/12/24
-2.02
2,553.573
2,401.813
151.760
6.32
26.48
WPP Group
814.453
8/12/24
1.68
1,142.264
1,133.163
9.101
0.80
26.49
S
Diageo
2,892.830
8/12/24
1.03
4,238.058
3,742.738
495.320
13.23
25.86
Smurfit Kappa
3,608.515
8/12/24
0.07
4,779.099
4,147.107
631.993
15.24
24.49
Kingfisher
320.259
8/12/24
0.18
427.877
419.126
8.751
2.09
24.23
Beazley
863.778
8/12/24
1.24
489.002
391.122
97.880
25.03
23.58
DS Smith
523.931
8/12/24
1.19
501.746
488.961
12.785
2.61
23.58
⇓ instrument
freshest
⇓ Δday
8/09/21
⇓ Δwk
4/19/21
prc diff
⇓ Δ16
∅-RS
S
Unite
1,102.143
8/12/24
-1.11
1,418.980
1,313.037
105.942
8.07
23.28
RELX
4,166.667
8/12/24
0.57
2,524.072
2,236.812
287.261
12.84
22.84
L
Halma
2,981.922
8/12/24
0.04
3,422.071
2,956.077
465.994
15.76
22.81
L
3i Group
3,561.314
8/12/24
0.23
1,543.472
1,445.503
97.969
6.78
21.77
L
Coca-Cola HBC
3,195.506
8/12/24
0.89
3,143.585
2,910.760
232.825
8.00
21.42
L
Taylor Wimpey
186.444
8/12/24
0.54
205.560
221.241
-15.681
-7.09
21.52
Admiral Group
3,183.706
8/12/24
0.86
4,023.884
3,711.364
312.519
8.42
21.04
Aviva
571.368
8/12/24
0.35
472.364
474.785
-2.421
-0.51
21.13
S
RS Group
889.739
8/12/24
-0.40
1,196.545
1,261.910
-65.365
-5.18
20.59
S
Severn Trent
2,966.582
8/12/24
-0.63
3,296.989
2,858.471
438.518
15.34
20.12
Pearson
1,220.735
8/12/24
-0.72
937.411
945.619
-8.208
-0.87
20.25
L
SSE
2,216.086
8/12/24
0.86
1,915.770
1,735.998
179.772
10.36
19.91
S
United Utilities
1,166.808
8/12/24
-0.12
1,254.366
1,131.071
123.295
10.90
19.34
Shell
3,302.889
8/12/24
0.83
1,735.344
1,623.054
112.290
6.92
19.43
Mondi
1,679.175
8/12/24
-0.42
2,374.209
2,287.939
86.271
3.77
19.29
L
British Land
466.110
8/12/24
-0.40
608.657
605.856
2.800
0.46
19.37
CRH (L)
7,571.037
8/12/24
-1.35
4,312.990
4,037.881
275.109
6.81
18.65
L
Schroders
397.904
8/12/24
-0.12
747.451
719.428
28.023
3.90
18.64
Next
11,259.794
8/12/24
0.23
9,525.158
9,425.982
99.176
1.05
18.19
BAE Systems
1,538.162
8/12/24
2.04
671.906
607.716
64.190
10.56
17.70
L
JD Sports Fashion
142.016
8/12/24
-4.07
221.137
212.224
8.913
4.20
17.82
Rightmove
633.909
8/12/24
0.04
832.861
709.737
123.124
17.35
17.55
L
Experian
4,158.406
8/12/24
1.18
3,661.616
3,130.374
531.242
16.97
17.03
F&C Investment Trust
1,210.705
8/12/24
1,027.801
974.901
52.900
5.43
16.67
S
Legal & General
266.214
8/12/24
0.53
326.395
321.985
4.410
1.37
16.76
⇓ instrument
freshest
⇓ Δday
8/09/21
⇓ Δwk
4/19/21
prc diff
⇓ Δ16
∅-RS
ConvaTec
273.294
8/12/24
-0.17
270.462
239.368
31.094
12.99
16.51
Rio Tinto
5,831.681
8/12/24
0.56
7,186.349
7,075.296
111.053
1.57
16.31
BP
518.739
8/12/24
1.35
360.438
349.582
10.857
3.11
16.04
S
Sage Group
1,186.515
8/12/24
1.03
847.494
748.315
99.178
13.25
15.69
Melrose
574.318
8/12/24
0.19
591.369
594.701
-3.332
-0.56
15.81
L
Barratt Developments
619.041
8/12/24
0.15
838.525
904.020
-65.495
-7.24
15.38
Land Securities
726.305
8/12/24
-0.73
838.761
842.203
-3.442
-0.41
15.16
L
Auto Trader
941.424
8/12/24
0.81
754.980
673.251
81.728
12.14
14.87
Antofagasta
2,217.856
8/12/24
1.79
1,783.017
2,169.998
-386.981
-17.83
14.99
S
Whitbread
3,320.589
8/12/24
-1.44
3,767.818
4,089.008
-321.189
-7.85
14.75
L
Abrdn
180.485
8/12/24
2.51
351.293
330.235
21.059
6.38
13.67
L
Rentokil Initial
553.432
8/12/24
1.01
657.982
603.300
54.682
9.06
13.25
S
Bunzl
3,778.439
8/12/24
0.50
3,082.224
2,928.190
154.034
5.26
13.05
Berkeley
5,982.724
8/12/24
1.00
5,777.400
5,348.594
428.806
8.02
12.76
L
Imperial Brands
2,518.172
8/12/24
0.38
1,866.209
1,837.090
29.118
1.59
12.83
Compass Group
2,777.778
8/12/24
0.90
1,784.787
1,830.700
-45.912
-2.51
12.87
S
B&M
524.639
8/12/24
-2.22
666.478
660.702
5.776
0.87
12.39
Johnson Matthey
1,860.899
8/12/24
0.06
3,465.732
3,716.012
-250.280
-6.74
11.89
Prudential
749.788
8/12/24
0.41
1,679.175
1,805.717
-126.542
-7.01
11.80
L
HSBC
759.818
8/12/24
0.22
484.695
497.444
-12.749
-2.56
11.16
Pershing Square
4,170.207
8/12/24
-0.79
3,032.663
3,148.966
-116.303
-3.69
10.85
S
National Grid
1,154.536
8/12/24
-0.04
1,115.241
1,054.497
60.744
5.76
10.40
Int Cons Airlines
196.415
8/12/24
-0.06
197.914
244.190
-46.276
-18.95
9.94
GSK
1,854.999
8/12/24
0.42
1,721.727
1,566.163
155.563
9.93
9.32
Hiscox
1,403.049
8/12/24
1.89
1,085.623
1,000.232
85.390
8.54
8.71
⇓ instrument
freshest
⇓ Δday
8/09/21
⇓ Δwk
4/19/21
prc diff
⇓ Δ16
∅-RS
L
AstraZeneca
15,080.714
8/12/24
0.63
9,670.301
8,619.568
1,050.733
12.19
8.12
Standard Chartered
851.978
8/12/24
0.92
547.531
575.413
-27.881
-4.85
8.19
DCC
6,059.426
8/12/24
-0.29
7,198.150
7,499.419
-301.269
-4.02
7.31
L
Persimmon
1,861.489
8/12/24
0.03
3,379.590
3,700.906
-321.316
-8.68
6.68
Informa
953.224
8/12/24
1.03
599.452
686.963
-87.510
-12.74
6.09
InterContinental Hot
8,529.217
8/12/24
-0.61
5,587.416
5,991.169
-403.753
-6.74
5.43
Centrica
150.217
8/12/24
3.29
56.157
65.977
-9.820
-14.88
3.17
Weir Group
2,246.767
8/12/24
0.79
1,993.651
2,260.051
-266.400
-11.79
3.01
L
BAT
3,305.249
8/12/24
3,135.915
3,386.010
-250.095
-7.39
1.97
Phoenix
634.853
8/12/24
0.47
819.173
870.323
-51.150
-5.88
1.67
L
Vodafone
87.841
8/12/24
0.87
140.871
157.193
-16.321
-10.38
1.38
L
Unilever Plc
5,562.636
8/12/24
-0.34
4,867.011
4,801.301
65.710
1.37
-0.90
L
Smiths Group
2,056.783
8/12/24
0.52
1,694.515
1,905.647
-211.132
-11.08
-0.78
S
Flutter
17,328.660
8/12/24
-1.28
15,269.518
17,615.617
-2,346.100
-13.32
-0.90
Ass Brit Foods
2,873.360
8/12/24
-0.90
2,404.890
2,858.471
-453.581
-15.87
-1.27
L
LSE Group
11,727.084
8/12/24
1.12
9,211.272
8,982.106
229.166
2.55
-1.67
Rolls-Royce
574.318
8/12/24
0.35
128.717
122.217
6.500
5.32
-3.61
Smith and Nephew
1,364.108
8/12/24
-0.86
1,632.564
1,641.297
-8.733
-0.53
-3.88
Intertek
5,522.515
8/12/24
0.60
6,277.731
7,006.740
-729.009
-10.40
-4.00
L
Hargreaves Lansdown
1,300.387
8/12/24
1,716.346
1,956.193
-239.848
-12.26
-4.61
L
Tesco
393.538
8/12/24
0.91
275.713
272.484
3.228
1.18
-4.92
Reckitt Benckiser
4,932.503
8/12/24
6,643.538
7,791.076
-1,147.538
-14.73
-11.81
Ocado
444.515
8/12/24
0.72
2,114.604
2,586.568
-471.964
-18.25
-16.16
Fresnillo
637.213
8/12/24
0.93
924.195
1,068.557
-144.362
-13.51
-19.75
Endeavour Mining
1,849.098
8/12/24
1.89
1,941.140
3,340.693
-1,399.552
-41.89
-35.55
⇓ instrument
freshest
⇓ Δday
8/09/21
⇓ Δwk
4/19/21
prc diff
⇓ Δ16
∅-RS
Haleon
440.385
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 8/09/21 / 4/19/21 - 63 did rise, Market-Ratio(16) in EUR = 63.64 %
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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