Assessment - FTSE 100 Index in Euro - 1/31/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
1/31/22
⇓ Δwk
10/11/21
prc diff
Δ16
⇓ ∅-RS
FTSE
9,832.635
8/12/24
0.52
8,939.365
8,412.116
527.249
6.27
8.57
L
Airtel Africa
131.737
8/12/24
-0.63
182.635
111.407
71.228
63.94
69.66
L
BT Group
169.461
8/12/24
8.43
234.192
172.436
61.756
35.81
24.62
Beazley
876.647
8/12/24
1.24
588.024
447.039
140.985
31.54
35.68
L
BAT
3,354.491
8/12/24
3,788.623
2,990.266
798.357
26.70
19.35
L
HSBC
771.138
8/12/24
0.22
631.856
507.068
124.788
24.61
27.31
S
National Grid
1,171.737
8/12/24
-0.04
1,292.934
1,043.915
249.019
23.85
18.69
L
Frasers
1,004.192
8/12/24
-0.42
876.647
722.702
153.945
21.30
26.83
Centrica
152.455
8/12/24
3.29
86.611
71.470
15.141
21.19
31.88
Hiscox
1,423.952
8/12/24
1.89
1,162.635
962.347
200.288
20.81
15.03
GSK
1,882.635
8/12/24
0.42
1,982.144
1,651.444
330.700
20.02
19.09
WPP Group
826.587
8/12/24
1.68
1,379.042
1,157.029
222.013
19.19
20.04
L
Vodafone
89.150
8/12/24
0.87
155.713
131.546
24.167
18.37
9.32
S
Bunzl
3,834.731
8/12/24
0.50
3,313.773
2,821.361
492.412
17.45
12.91
L
Auto Trader
955.449
8/12/24
0.81
799.521
681.505
118.016
17.32
10.57
L
Imperial Brands
2,555.689
8/12/24
0.38
2,097.605
1,797.338
300.267
16.71
15.65
Land Securities
737.126
8/12/24
-0.73
946.347
813.098
133.249
16.39
14.57
L
Anglo American
2,673.653
8/12/24
0.29
3,865.868
3,332.196
533.673
16.02
12.20
L
British Land
473.054
8/12/24
-0.40
658.922
575.219
83.704
14.55
10.54
Compass Group
2,819.162
8/12/24
0.90
1,998.802
1,771.443
227.360
12.83
11.66
Reckitt Benckiser
5,005.988
8/12/24
7,198.803
6,417.213
781.590
12.18
0.18
S
Severn Trent
3,010.779
8/12/24
-0.63
3,440.719
3,075.601
365.117
11.87
13.45
L
Tesco
399.401
8/12/24
0.91
355.689
318.212
37.476
11.78
22.17
Standard Chartered
864.671
8/12/24
0.92
642.874
578.750
64.125
11.08
17.29
Shell
3,352.096
8/12/24
0.83
2,269.701
2,044.280
225.420
11.03
29.02
⇓ instrument
freshest
⇓ Δday
1/31/22
⇓ Δwk
10/11/21
prc diff
Δ16
⇓ ∅-RS
CRH (L)
7,683.833
8/12/24
-1.35
4,446.707
4,013.701
433.006
10.79
6.68
Ass Brit Foods
2,916.168
8/12/24
-0.90
2,324.551
2,098.659
225.892
10.76
-5.56
S
United Utilities
1,184.192
8/12/24
-0.12
1,278.443
1,156.558
121.885
10.54
8.84
L
Segro
1,059.401
8/12/24
-0.96
1,559.281
1,412.446
146.835
10.40
17.44
L
Smiths Group
2,087.425
8/12/24
0.52
1,856.886
1,689.050
167.836
9.94
5.10
L
3i Group
3,614.371
8/12/24
0.23
1,640.719
1,496.016
144.703
9.67
10.42
Weir Group
2,280.240
8/12/24
0.79
2,070.659
1,890.912
179.747
9.51
-1.23
S
M&G
244.192
8/12/24
1.09
258.204
235.996
22.207
9.41
5.31
Intertek
5,604.791
8/12/24
0.60
6,400.000
5,853.412
546.589
9.34
0.38
Aviva
579.880
8/12/24
0.35
520.000
477.171
42.829
8.98
11.34
L
Lloyds Bank
68.024
8/12/24
-0.28
61.138
56.415
4.722
8.37
15.53
BP
526.467
8/12/24
1.35
458.443
424.087
34.356
8.10
24.39
RELX
4,228.743
8/12/24
0.57
2,718.563
2,536.518
182.045
7.18
14.17
L
St. James´s Place
827.545
8/12/24
-1.22
1,817.964
1,696.112
121.852
7.18
6.91
L
NatWest
400.719
8/12/24
0.48
290.299
271.896
18.404
6.77
20.27
S
Diageo
2,935.928
8/12/24
1.03
4,458.683
4,181.429
277.254
6.63
11.21
Glencore
491.317
8/12/24
1.27
458.683
431.973
26.710
6.18
20.65
Mondi
1,704.192
8/12/24
-0.42
2,202.395
2,081.004
121.391
5.83
0.25
S
RS Group
902.994
8/12/24
-0.40
1,330.539
1,262.962
67.577
5.35
6.97
Admiral Group
3,231.138
8/12/24
0.86
3,765.270
3,575.842
189.427
5.30
2.88
Smurfit Kappa
3,662.276
8/12/24
0.07
4,653.892
4,440.966
212.927
4.79
4.63
DCC
6,149.701
8/12/24
-0.29
7,432.336
7,095.187
337.148
4.75
4.68
L
Coca-Cola HBC
3,243.114
8/12/24
0.89
2,923.353
2,798.997
124.356
4.44
0.28
S
Burberry Group
803.593
8/12/24
-2.02
2,236.527
2,143.975
92.552
4.32
-1.44
S
Sage Group
1,204.192
8/12/24
1.03
863.234
833.343
29.890
3.59
6.97
⇓ instrument
freshest
⇓ Δday
1/31/22
⇓ Δwk
10/11/21
prc diff
Δ16
⇓ ∅-RS
L
SSE
2,249.102
8/12/24
0.86
1,895.210
1,829.706
65.504
3.58
5.44
Phoenix
644.311
8/12/24
0.47
790.659
764.369
26.290
3.44
-0.89
Rio Tinto
5,918.563
8/12/24
0.56
6,209.581
6,004.073
205.508
3.42
-2.38
Kingfisher
325.030
8/12/24
0.18
396.527
383.597
12.930
3.37
1.05
S
Legal & General
270.180
8/12/24
0.53
344.192
334.514
9.677
2.89
5.73
F&C Investment Trust
1,228.743
8/12/24
1,035.928
1,009.899
26.029
2.58
3.43
L
Taylor Wimpey
189.222
8/12/24
0.54
180.599
176.379
4.220
2.39
-7.57
Berkeley
6,071.856
8/12/24
1.00
5,027.545
4,925.905
101.640
2.06
-5.23
S
B&M
532.455
8/12/24
-2.22
678.084
665.027
13.057
1.96
1.18
Haleon
446.946
8/12/24
-1.01
-na-
Barclays
263.593
8/12/24
0.85
236.192
232.677
3.515
1.51
12.06
Smith and Nephew
1,384.431
8/12/24
-0.86
1,501.198
1,480.126
21.072
1.42
-7.52
J Sainsbury
322.874
8/12/24
0.67
348.144
345.696
2.448
0.71
10.56
Pershing Square
4,232.335
8/12/24
-0.79
3,317.365
3,295.707
21.658
0.66
5.34
L
Experian
4,220.359
8/12/24
1.18
3,689.820
3,666.474
23.346
0.64
7.32
BAE Systems
1,561.078
8/12/24
2.04
691.258
689.509
1.748
0.25
10.22
Next
11,427.545
8/12/24
0.23
8,979.641
8,971.386
8.255
0.09
-3.11
S
Unite
1,118.563
8/12/24
-1.11
1,238.323
1,238.244
0.079
0.01
-3.35
InterContinental Hot
8,656.288
8/12/24
-0.61
5,821.557
5,823.986
-2.429
-0.04
2.18
Rightmove
643.353
8/12/24
0.04
778.204
780.376
-2.173
-0.28
0.75
L
Unilever Plc
5,645.509
8/12/24
-0.34
4,535.928
4,549.253
-13.325
-0.29
-4.05
DS Smith
531.737
8/12/24
1.19
450.299
454.101
-3.802
-0.84
-4.96
L
Schroders
403.832
8/12/24
-0.12
687.737
696.536
-8.799
-1.26
-3.01
S
Croda
4,585.629
8/12/24
-0.05
9,547.306
9,729.399
-182.093
-1.87
5.00
Informa
967.425
8/12/24
1.03
664.671
677.739
-13.068
-1.93
6.75
⇓ instrument
freshest
⇓ Δday
1/31/22
⇓ Δwk
10/11/21
prc diff
Δ16
⇓ ∅-RS
Ocado
451.138
8/12/24
0.72
1,801.198
1,842.654
-41.456
-2.25
-18.38
L
Barratt Developments
628.263
8/12/24
0.15
732.455
751.186
-18.731
-2.49
-11.84
L
AstraZeneca
15,305.390
8/12/24
0.63
10,319.761
10,596.876
-277.115
-2.62
8.84
L
Abrdn
183.174
8/12/24
2.51
288.503
297.555
-9.052
-3.04
-8.60
L
LSE Group
11,901.797
8/12/24
1.12
8,646.707
8,973.740
-327.033
-3.64
-2.83
Ashtead
6,170.060
8/12/24
-0.43
6,282.635
6,525.501
-242.866
-3.72
4.15
Antofagasta
2,250.898
8/12/24
1.79
1,595.808
1,671.983
-76.175
-4.56
-9.62
L
Persimmon
1,889.222
8/12/24
0.03
2,867.066
3,009.687
-142.621
-4.74
-14.16
S
Whitbread
3,370.060
8/12/24
-1.44
3,619.162
3,827.729
-208.567
-5.45
-2.90
L
Hargreaves Lansdown
1,319.761
8/12/24
1,605.988
1,719.653
-113.665
-6.61
-9.87
S
Spirax-Sarco
9,239.521
8/12/24
0.72
15,874.252
17,002.319
-1,128.067
-6.63
-0.40
L
JD Sports Fashion
144.132
8/12/24
-4.07
225.210
241.528
-16.319
-6.76
0.88
L
Halma
3,026.347
8/12/24
0.04
2,989.222
3,253.334
-264.112
-8.12
-6.31
Melrose
582.874
8/12/24
0.19
535.329
583.164
-47.834
-8.20
-7.62
L
Rentokil Initial
561.677
8/12/24
1.01
620.599
689.509
-68.910
-9.99
-0.78
ConvaTec
277.365
8/12/24
-0.17
210.180
238.350
-28.171
-11.82
-14.62
Endeavour Mining
1,876.647
8/12/24
1.89
1,958.084
2,236.373
-278.289
-12.44
-15.11
Int Cons Airlines
199.341
8/12/24
-0.06
186.826
214.221
-27.395
-12.79
-7.08
Prudential
760.958
8/12/24
0.41
1,479.641
1,751.433
-271.792
-15.52
-10.86
Pearson
1,238.922
8/12/24
-0.72
736.766
876.423
-139.656
-15.93
-13.63
Rolls-Royce
582.874
8/12/24
0.35
137.126
171.236
-34.110
-19.92
3.78
S
Flutter
17,586.827
8/12/24
-1.28
13,395.210
16,749.255
-3,354.046
-20.03
-13.79
Scottish Mortgage
987.545
8/12/24
-0.17
1,292.216
1,621.959
-329.743
-20.33
-14.14
Fresnillo
646.707
8/12/24
0.93
748.263
955.049
-206.785
-21.65
-26.46
S
Entain
695.090
8/12/24
3.98
1,905.389
2,481.197
-575.808
-23.21
-4.86
⇓ instrument
freshest
⇓ Δday
1/31/22
⇓ Δwk
10/11/21
prc diff
Δ16
⇓ ∅-RS
Johnson Matthey
1,888.623
8/12/24
0.06
2,323.353
3,116.798
-793.444
-25.46
-27.26
FTSE - 99 out of 100 instruments rated - 1/31/22 / 10/11/21 - 66 did rise, Market-Ratio(16) in EUR = 66.67 %
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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