Assessment - FTSE 100 Index in Euro - 12/06/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
12/06/21
⇓ Δwk
8/16/21
prc diff
Δ16
⇓ ∅-RS
FTSE
9,652.304
8/12/24
0.52
8,502.563
8,420.013
82.550
0.98
6.16
Centrica
149.659
8/12/24
3.29
79.027
58.684
20.343
34.67
29.63
L
Airtel Africa
129.320
8/12/24
-0.63
147.073
110.753
36.320
32.79
48.10
Rolls-Royce
572.184
8/12/24
0.35
152.481
128.949
23.532
18.25
18.23
S
RS Group
886.433
8/12/24
-0.40
1,402.539
1,205.216
197.323
16.37
19.21
L
Tesco
392.076
8/12/24
0.91
329.944
284.944
44.999
15.79
13.92
Pershing Square
4,154.714
8/12/24
-0.79
3,526.922
3,066.004
460.918
15.03
15.50
Shell
3,290.618
8/12/24
0.83
1,976.722
1,730.145
246.578
14.25
17.05
S
B&M
522.690
8/12/24
-2.22
752.410
662.163
90.247
13.63
16.58
L
JD Sports Fashion
141.488
8/12/24
-4.07
257.700
228.050
29.651
13.00
21.03
L
Auto Trader
937.926
8/12/24
0.81
850.694
753.496
97.198
12.90
22.51
BP
516.812
8/12/24
1.35
407.360
361.271
46.089
12.76
15.99
L
Experian
4,142.958
8/12/24
1.18
4,150.012
3,682.736
467.276
12.69
25.66
L
Frasers
985.775
8/12/24
-0.42
832.354
739.137
93.217
12.61
32.29
L
Segro
1,039.972
8/12/24
-0.96
1,631.201
1,453.557
177.645
12.22
31.30
Fresnillo
634.846
8/12/24
0.93
1,043.969
931.924
112.045
12.02
-0.59
Reckitt Benckiser
4,914.178
8/12/24
7,312.485
6,619.274
693.211
10.47
2.31
S
Croda
4,501.528
8/12/24
-0.05
11,551.846
10,477.379
1,074.467
10.26
36.08
L
Rentokil Initial
551.375
8/12/24
1.01
728.662
661.457
67.206
10.16
19.38
RELX
4,151.187
8/12/24
0.57
2,796.849
2,552.846
244.003
9.56
23.17
S
Diageo
2,882.083
8/12/24
1.03
4,641.430
4,251.212
390.217
9.18
22.23
Ashtead
6,056.901
8/12/24
-0.43
7,286.621
6,675.768
610.853
9.15
33.58
WPP Group
811.427
8/12/24
1.68
1,271.455
1,166.141
105.314
9.03
18.26
S
Sage Group
1,182.107
8/12/24
1.03
914.413
842.945
71.468
8.48
20.53
S
Bunzl
3,764.402
8/12/24
0.50
3,388.197
3,129.561
258.636
8.26
19.12
⇓ instrument
freshest
⇓ Δday
12/06/21
⇓ Δwk
8/16/21
prc diff
Δ16
⇓ ∅-RS
S
National Grid
1,150.247
8/12/24
-0.04
1,204.797
1,118.709
86.088
7.70
15.10
Intertek
5,501.999
8/12/24
0.60
6,654.126
6,190.857
463.269
7.48
4.92
Rightmove
631.554
8/12/24
0.04
888.784
826.938
61.846
7.48
18.93
L
HSBC
756.995
8/12/24
0.22
514.108
482.498
31.609
6.55
7.16
S
Legal & General
265.225
8/12/24
0.53
340.230
320.842
19.389
6.04
7.64
Glencore
482.307
8/12/24
1.27
419.939
399.404
20.534
5.14
19.43
L
3i Group
3,548.084
8/12/24
0.23
1,645.897
1,565.957
79.940
5.10
15.52
Land Securities
723.607
8/12/24
-0.73
886.668
848.595
38.074
4.49
10.77
Compass Group
2,767.458
8/12/24
0.90
1,817.541
1,750.741
66.799
3.82
4.92
GSK
1,848.107
8/12/24
0.42
1,841.336
1,777.494
63.842
3.59
14.25
Weir Group
2,238.420
8/12/24
0.79
2,051.493
1,987.901
63.592
3.20
-2.94
F&C Investment Trust
1,206.207
8/12/24
1,066.306
1,035.733
30.573
2.95
9.93
L
Halma
2,970.844
8/12/24
0.04
3,538.679
3,444.988
93.690
2.72
15.14
Scottish Mortgage
969.433
8/12/24
-0.17
1,628.262
1,590.674
37.589
2.36
10.05
L
SSE
2,207.853
8/12/24
0.86
1,916.882
1,879.620
37.263
1.98
9.05
S
United Utilities
1,162.474
8/12/24
-0.12
1,290.854
1,265.830
25.023
1.98
13.92
L
Smiths Group
2,049.142
8/12/24
0.52
1,767.576
1,738.972
28.604
1.64
1.27
Next
11,217.964
8/12/24
0.23
9,616.741
9,467.539
149.202
1.58
6.56
Barclays
258.759
8/12/24
0.85
219.915
216.868
3.047
1.41
10.31
InterContinental Hot
8,497.531
8/12/24
-0.61
5,526.687
5,471.729
54.958
1.00
-1.92
L
AstraZeneca
15,024.688
8/12/24
0.63
9,831.883
9,767.666
64.217
0.66
6.57
S
Severn Trent
2,955.561
8/12/24
-0.63
3,367.035
3,350.831
16.204
0.48
16.13
L
British Land
464.378
8/12/24
-0.40
621.914
619.557
2.357
0.38
7.42
L
Barratt Developments
616.741
8/12/24
0.15
845.756
846.005
-0.249
-0.03
3.94
Haleon
438.749
8/12/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
12/06/21
⇓ Δwk
8/16/21
prc diff
Δ16
⇓ ∅-RS
S
Spirax-Sarco
9,070.068
8/12/24
0.72
18,404.655
18,443.105
-38.450
-0.21
21.73
L
Lloyds Bank
66.776
8/12/24
-0.28
54.403
54.794
-0.391
-0.71
9.34
Beazley
860.569
8/12/24
1.24
483.423
488.560
-5.136
-1.05
16.72
L
Imperial Brands
2,508.817
8/12/24
0.38
1,849.283
1,874.912
-25.629
-1.37
3.63
L
NatWest
393.369
8/12/24
0.48
254.644
258.227
-3.583
-1.39
13.14
L
BAT
3,292.970
8/12/24
3,086.645
3,143.684
-57.040
-1.81
-1.42
CRH (L)
7,542.911
8/12/24
-1.35
4,436.868
4,526.623
-89.755
-1.98
10.90
Endeavour Mining
1,842.229
8/12/24
1.89
1,975.076
2,024.387
-49.310
-2.44
-21.22
BAE Systems
1,532.448
8/12/24
2.04
656.948
681.465
-24.517
-3.60
7.95
L
BT Group
166.353
8/12/24
8.43
202.093
209.971
-7.879
-3.75
13.18
L
St. James´s Place
812.368
8/12/24
-1.22
1,855.161
1,931.406
-76.245
-3.95
16.87
L
Persimmon
1,854.573
8/12/24
0.03
3,257.700
3,412.033
-154.333
-4.52
-1.56
Phoenix
632.495
8/12/24
0.47
764.637
801.516
-36.879
-4.60
-4.30
L
Unilever Plc
5,541.970
8/12/24
-0.34
4,616.741
4,860.882
-244.141
-5.02
-2.97
S
Whitbread
3,308.253
8/12/24
-1.44
3,498.707
3,686.267
-187.560
-5.09
-5.69
Aviva
569.245
8/12/24
0.35
469.668
495.386
-25.718
-5.19
5.44
Ass Brit Foods
2,862.685
8/12/24
-0.90
2,316.012
2,443.388
-127.376
-5.21
-6.64
Standard Chartered
848.813
8/12/24
0.92
511.051
543.171
-32.120
-5.91
-6.36
DCC
6,036.915
8/12/24
-0.29
6,809.311
7,261.899
-452.588
-6.23
-1.62
Smurfit Kappa
3,595.109
8/12/24
0.07
4,601.458
4,907.961
-306.503
-6.25
6.59
L
Vodafone
87.515
8/12/24
0.87
132.706
141.942
-9.236
-6.51
-7.28
L
Schroders
396.426
8/12/24
-0.12
694.510
749.317
-54.808
-7.31
-0.58
Berkeley
5,960.498
8/12/24
1.00
5,333.882
5,782.449
-448.567
-7.76
1.84
L
Taylor Wimpey
185.751
8/12/24
0.54
192.805
209.030
-16.225
-7.76
0.17
J Sainsbury
316.953
8/12/24
0.67
329.179
357.328
-28.148
-7.88
9.19
⇓ instrument
freshest
⇓ Δday
12/06/21
⇓ Δwk
8/16/21
prc diff
Δ16
⇓ ∅-RS
Kingfisher
319.069
8/12/24
0.18
392.782
429.123
-36.341
-8.47
5.01
L
Coca-Cola HBC
3,183.635
8/12/24
0.89
2,865.036
3,142.507
-277.471
-8.83
0.62
Smith and Nephew
1,359.041
8/12/24
-0.86
1,484.834
1,631.868
-147.033
-9.01
-10.61
Mondi
1,672.937
8/12/24
-0.42
2,150.247
2,411.610
-261.363
-10.84
-0.52
Antofagasta
2,209.617
8/12/24
1.79
1,598.284
1,800.174
-201.891
-11.22
-9.69
S
M&G
239.713
8/12/24
1.09
231.366
262.582
-31.216
-11.89
-4.16
S
Unite
1,098.048
8/12/24
-1.11
1,281.448
1,455.911
-174.462
-11.98
2.07
Ocado
442.864
8/12/24
0.72
1,859.864
2,117.367
-257.504
-12.16
-20.37
Informa
949.683
8/12/24
1.03
563.955
643.802
-79.847
-12.40
-9.14
Melrose
572.184
8/12/24
0.19
531.154
609.258
-78.104
-12.82
-8.84
Prudential
747.002
8/12/24
0.41
1,535.975
1,763.100
-227.125
-12.88
-7.34
S
Entain
682.342
8/12/24
3.98
1,986.833
2,286.262
-299.430
-13.10
6.08
Hiscox
1,397.837
8/12/24
1.89
975.076
1,126.359
-151.283
-13.43
-4.16
L
Hargreaves Lansdown
1,295.556
8/12/24
1,537.150
1,779.577
-242.427
-13.62
-14.72
S
Burberry Group
788.855
8/12/24
-2.02
2,153.774
2,512.829
-359.055
-14.29
-3.85
DS Smith
521.984
8/12/24
1.19
442.276
516.454
-74.178
-14.36
-5.41
Int Cons Airlines
195.685
8/12/24
-0.06
167.341
195.895
-28.554
-14.58
-16.63
ConvaTec
272.278
8/12/24
-0.17
224.841
265.877
-41.036
-15.43
-9.20
Admiral Group
3,171.879
8/12/24
0.86
3,516.341
4,252.389
-736.048
-17.31
-1.91
L
Anglo American
2,624.618
8/12/24
0.29
3,306.490
4,001.695
-695.205
-17.37
-0.03
L
LSE Group
11,683.517
8/12/24
1.12
7,747.472
9,385.151
-1,637.679
-17.45
-15.37
L
Abrdn
179.814
8/12/24
2.51
278.627
340.026
-61.400
-18.06
-13.66
Rio Tinto
5,810.016
8/12/24
0.56
5,399.130
6,634.575
-1,235.445
-18.62
-16.21
S
Flutter
17,264.284
8/12/24
-1.28
12,491.183
16,454.027
-3,962.845
-24.08
-22.75
Pearson
1,216.200
8/12/24
-0.72
706.560
932.395
-225.835
-24.22
-17.95
⇓ instrument
freshest
⇓ Δday
12/06/21
⇓ Δwk
8/16/21
prc diff
Δ16
⇓ ∅-RS
Johnson Matthey
1,853.985
8/12/24
0.06
2,424.171
3,621.534
-1,197.363
-33.06
-26.68
FTSE - 99 out of 100 instruments rated - 12/06/21 / 8/16/21 - 47 did rise, Market-Ratio(16) in EUR = 47.47 %
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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