Assessment - FTSE 100 Index in Euro - 5/02/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
FTSE
9,761.325
8/12/24
0.52
8,969.861
8,914.332
55.529
0.62
5.36
L
Airtel Africa
130.781
8/12/24
-0.63
174.296
161.159
13.137
8.15
39.74
Glencore
487.754
8/12/24
1.27
591.250
465.697
125.553
26.96
37.70
Shell
3,327.785
8/12/24
0.83
2,583.522
2,072.079
511.443
24.68
34.50
Centrica
151.349
8/12/24
3.29
94.472
88.602
5.870
6.63
31.40
BAE Systems
1,549.756
8/12/24
2.04
879.800
684.866
194.934
28.46
28.73
L
AstraZeneca
15,194.389
8/12/24
0.63
12,707.170
9,978.448
2,728.721
27.35
24.39
S
National Grid
1,163.239
8/12/24
-0.04
1,419.570
1,261.255
158.315
12.55
20.91
GSK
1,868.981
8/12/24
0.42
2,149.578
1,943.558
206.020
10.60
20.69
L
BAT
3,330.163
8/12/24
3,985.258
3,435.105
550.152
16.02
19.69
S
Bunzl
3,806.920
8/12/24
0.50
3,689.217
3,227.969
461.247
14.29
18.36
L
SSE
2,232.790
8/12/24
0.86
2,221.496
1,961.806
259.690
13.24
17.94
BP
522.649
8/12/24
1.35
465.521
434.686
30.835
7.09
17.56
Standard Chartered
858.400
8/12/24
0.92
656.046
589.679
66.367
11.25
17.17
L
Anglo American
2,654.262
8/12/24
0.29
4,263.465
3,881.705
381.760
9.83
15.75
S
Severn Trent
2,988.943
8/12/24
-0.63
3,740.340
3,426.724
313.616
9.15
14.95
L
HSBC
765.545
8/12/24
0.22
596.005
589.080
6.925
1.18
13.48
S
Diageo
2,914.636
8/12/24
1.03
4,777.672
4,607.878
169.794
3.68
11.82
Beazley
870.289
8/12/24
1.24
516.229
582.016
-65.788
-11.30
11.89
Pearson
1,229.937
8/12/24
-0.72
934.253
715.757
218.496
30.53
11.67
RELX
4,198.074
8/12/24
0.57
2,845.084
2,619.732
225.352
8.60
11.47
S
United Utilities
1,175.603
8/12/24
-0.12
1,368.446
1,263.170
105.276
8.33
10.74
Compass Group
2,798.716
8/12/24
0.90
2,023.541
2,034.243
-10.703
-0.53
9.40
L
Segro
1,051.718
8/12/24
-0.96
1,596.124
1,570.881
25.243
1.61
9.36
Hiscox
1,413.625
8/12/24
1.89
1,125.431
1,116.379
9.052
0.81
8.94
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
Informa
960.409
8/12/24
1.03
683.153
644.636
38.517
5.98
7.70
Endeavour Mining
1,863.037
8/12/24
1.89
2,329.093
1,843.870
485.223
26.32
7.43
InterContinental Hot
8,593.509
8/12/24
-0.61
6,149.091
5,907.567
241.524
4.09
7.46
L
LSE Group
11,815.480
8/12/24
1.12
9,411.485
8,587.165
824.321
9.60
7.04
L
Frasers
996.909
8/12/24
-0.42
815.599
941.691
-126.092
-13.39
6.71
Aviva
575.675
8/12/24
0.35
515.159
519.516
-4.358
-0.84
6.60
Antofagasta
2,234.574
8/12/24
1.79
1,844.014
1,610.991
233.022
14.46
6.52
Rio Tinto
5,875.639
8/12/24
0.56
6,783.974
6,228.448
555.525
8.92
6.38
L
Tesco
396.505
8/12/24
0.91
323.386
350.156
-26.770
-7.65
5.72
L
Imperial Brands
2,537.154
8/12/24
0.38
1,980.740
1,992.337
-11.598
-0.58
5.05
Reckitt Benckiser
4,969.683
8/12/24
7,418.856
7,568.247
-149.391
-1.97
4.13
Land Securities
731.780
8/12/24
-0.73
894.781
926.724
-31.943
-3.45
3.90
S
Sage Group
1,195.458
8/12/24
1.03
876.709
966.475
-89.766
-9.29
3.59
L
BT Group
168.232
8/12/24
8.43
210.855
212.883
-2.028
-0.95
3.53
L
Rentokil Initial
557.603
8/12/24
1.01
653.906
636.973
16.932
2.66
3.09
ConvaTec
275.354
8/12/24
-0.17
252.051
225.395
26.656
11.83
2.05
L
3i Group
3,588.158
8/12/24
0.23
1,575.318
1,693.008
-117.690
-6.95
2.08
S
M&G
242.421
8/12/24
1.09
254.667
248.204
6.462
2.60
1.86
Pershing Square
4,201.641
8/12/24
-0.79
3,281.417
3,448.276
-166.859
-4.84
1.80
DCC
6,105.101
8/12/24
-0.29
7,226.252
7,368.295
-142.043
-1.93
1.66
L
NatWest
397.812
8/12/24
0.48
259.184
295.738
-36.553
-12.36
1.55
L
Vodafone
88.503
8/12/24
0.87
144.501
140.637
3.864
2.75
1.10
L
British Land
469.623
8/12/24
-0.40
615.622
658.764
-43.142
-6.55
1.07
S
Unite
1,110.451
8/12/24
-1.11
1,312.567
1,287.117
25.450
1.98
0.34
L
Auto Trader
948.520
8/12/24
0.81
754.726
832.375
-77.649
-9.33
0.38
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
L
Smiths Group
2,072.286
8/12/24
0.52
1,756.628
1,907.328
-150.699
-7.90
-0.50
S
RS Group
896.445
8/12/24
-0.40
1,254.310
1,406.849
-152.539
-10.84
-0.71
WPP Group
820.592
8/12/24
1.68
1,194.864
1,382.902
-188.038
-13.60
-1.00
Smith and Nephew
1,374.391
8/12/24
-0.86
1,549.162
1,581.058
-31.897
-2.02
-1.60
L
Lloyds Bank
67.531
8/12/24
-0.28
54.548
63.230
-8.683
-13.73
-2.18
S
Croda
4,552.372
8/12/24
-0.05
9,278.326
10,816.571
-1,538.244
-14.22
-3.13
Fresnillo
642.016
8/12/24
0.93
921.888
962.404
-40.516
-4.21
-3.53
F&C Investment Trust
1,219.831
8/12/24
986.803
1,069.205
-82.402
-7.71
-3.60
L
Unilever Plc
5,604.566
8/12/24
-0.34
4,421.591
4,749.162
-327.571
-6.90
-4.47
Intertek
5,564.142
8/12/24
0.60
5,954.108
6,580.460
-626.352
-9.52
-5.13
Johnson Matthey
1,874.926
8/12/24
0.06
2,645.345
2,458.094
187.252
7.62
-5.65
Berkeley
6,027.821
8/12/24
1.00
4,850.791
5,495.690
-644.899
-11.73
-6.67
Phoenix
639.639
8/12/24
0.47
724.052
801.724
-77.672
-9.69
-6.87
S
Whitbread
3,345.619
8/12/24
-1.44
3,349.186
3,785.919
-436.734
-11.54
-7.00
Rightmove
638.687
8/12/24
0.04
735.228
876.916
-141.688
-16.16
-7.43
L
Experian
4,189.752
8/12/24
1.18
3,319.463
3,866.140
-546.677
-14.14
-7.78
S
Legal & General
268.220
8/12/24
0.53
299.727
365.661
-65.934
-18.03
-8.22
L
Halma
3,004.399
8/12/24
0.04
2,942.575
3,380.029
-437.453
-12.94
-8.66
CRH (L)
7,628.106
8/12/24
-1.35
3,825.348
4,616.858
-791.510
-17.14
-8.93
Weir Group
2,263.702
8/12/24
0.79
1,853.525
2,118.654
-265.129
-12.51
-9.30
Smurfit Kappa
3,635.715
8/12/24
0.07
4,057.782
4,882.663
-824.881
-16.89
-9.39
Int Cons Airlines
197.896
8/12/24
-0.06
171.157
194.852
-23.695
-12.16
-9.69
S
Spirax-Sarco
9,172.512
8/12/24
0.72
14,445.370
17,019.875
-2,574.506
-15.13
-11.92
S
Entain
690.049
8/12/24
3.98
1,805.374
1,995.330
-189.956
-9.52
-12.66
L
St. James´s Place
821.543
8/12/24
-1.22
1,543.217
1,976.173
-432.956
-21.91
-12.99
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
DS Smith
527.880
8/12/24
1.19
393.413
476.413
-82.999
-17.42
-13.65
S
B&M
528.594
8/12/24
-2.22
582.808
719.588
-136.780
-19.01
-14.23
S
Burberry Group
797.765
8/12/24
-2.02
1,891.571
2,089.320
-197.749
-9.46
-15.01
J Sainsbury
320.533
8/12/24
0.67
277.375
334.171
-56.797
-17.00
-14.98
Mondi
1,691.832
8/12/24
-0.42
1,795.268
2,237.787
-442.519
-19.77
-15.32
Admiral Group
3,207.704
8/12/24
0.86
3,000.832
3,686.542
-685.710
-18.60
-16.12
Barclays
261.681
8/12/24
0.85
176.198
248.922
-72.725
-29.22
-16.82
Ass Brit Foods
2,895.019
8/12/24
-0.90
1,909.999
2,491.619
-581.620
-23.34
-17.13
L
Schroders
400.904
8/12/24
-0.12
574.010
715.864
-141.854
-19.82
-17.42
L
Taylor Wimpey
187.849
8/12/24
0.54
150.874
199.892
-49.018
-24.52
-18.85
Next
11,344.668
8/12/24
0.23
7,164.428
9,164.272
-1,999.844
-21.82
-19.29
L
Persimmon
1,875.520
8/12/24
0.03
2,496.731
3,172.893
-676.162
-21.31
-20.75
Ashtead
6,125.312
8/12/24
-0.43
4,968.494
6,824.713
-1,856.219
-27.20
-21.70
L
Abrdn
181.845
8/12/24
2.51
225.062
289.033
-63.970
-22.13
-22.43
Kingfisher
322.673
8/12/24
0.18
301.153
406.609
-105.456
-25.94
-22.47
Melrose
578.647
8/12/24
0.19
421.234
609.195
-187.961
-30.85
-22.62
Prudential
755.439
8/12/24
0.41
1,200.808
1,551.724
-350.916
-22.61
-22.80
Scottish Mortgage
980.383
8/12/24
-0.17
1,086.672
1,363.745
-277.073
-20.32
-23.96
L
Barratt Developments
623.707
8/12/24
0.15
587.921
837.644
-249.723
-29.81
-24.51
Rolls-Royce
578.647
8/12/24
0.35
99.025
152.850
-53.825
-35.21
-24.56
L
JD Sports Fashion
143.086
8/12/24
-4.07
158.602
254.789
-96.187
-37.75
-27.59
L
Coca-Cola HBC
3,219.593
8/12/24
0.89
1,946.855
3,198.036
-1,251.181
-39.12
-28.61
S
Flutter
17,459.280
8/12/24
-1.28
9,665.914
13,338.122
-3,672.208
-27.53
-30.13
L
Hargreaves Lansdown
1,310.189
8/12/24
1,090.477
1,665.469
-574.993
-34.52
-32.84
Ocado
447.866
8/12/24
0.72
1,098.561
1,852.850
-754.288
-40.71
-41.94
⇓ instrument
freshest
⇓ Δday
5/02/22
⇓ Δwk
1/10/22
prc diff
⇓ Δ16
∅-RS
Haleon
443.705
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 5/02/22 / 1/10/22 - 34 did rise, Market-Ratio(16) in EUR = 34.34 %
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
write an annotation