Assessment - FTSE 100 Index in Euro - 5/30/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
5/30/22
⇓ Δwk
2/07/22
prc diff
Δ16
⇓ ∅-RS
FTSE
9,639.838
8/12/24
0.52
8,923.400
8,961.626
-38.226
-0.43
4.25
BAE Systems
1,530.468
8/12/24
2.04
894.212
682.049
212.162
31.11
27.11
Fresnillo
634.026
8/12/24
0.93
950.100
740.741
209.359
28.26
0.30
Glencore
481.684
8/12/24
1.27
618.175
482.546
135.629
28.11
39.27
L
AstraZeneca
15,005.283
8/12/24
0.63
12,290.713
9,878.121
2,412.591
24.42
17.61
ConvaTec
271.927
8/12/24
-0.17
257.368
209.206
48.162
23.02
4.49
Antofagasta
2,206.763
8/12/24
1.79
1,782.905
1,459.591
323.314
22.15
4.30
Pearson
1,214.630
8/12/24
-0.72
884.819
729.618
155.201
21.27
6.38
Johnson Matthey
1,851.591
8/12/24
0.06
2,502.055
2,110.993
391.062
18.53
-8.79
Shell
3,286.368
8/12/24
0.83
2,787.366
2,439.356
348.010
14.27
39.95
S
Unite
1,096.630
8/12/24
-1.11
1,345.544
1,188.617
156.927
13.20
3.36
L
Anglo American
2,621.228
8/12/24
0.29
4,520.371
4,003.077
517.294
12.92
21.94
L
SSE
2,205.002
8/12/24
0.86
2,072.326
1,835.877
236.448
12.88
8.11
Smith and Nephew
1,357.285
8/12/24
-0.86
1,551.603
1,416.400
135.202
9.55
-0.20
Standard Chartered
847.716
8/12/24
0.92
735.705
672.583
63.122
9.38
30.26
L
BAT
3,288.717
8/12/24
4,057.767
3,772.926
284.840
7.55
19.97
S
National Grid
1,148.761
8/12/24
-0.04
1,364.917
1,271.329
93.588
7.36
13.91
S
Severn Trent
2,951.744
8/12/24
-0.63
3,483.621
3,307.301
176.320
5.33
5.15
BP
516.144
8/12/24
1.35
508.982
483.552
25.430
5.26
25.79
L
LSE Group
11,668.428
8/12/24
1.12
8,909.240
8,505.502
403.738
4.75
1.15
GSK
1,845.720
8/12/24
0.42
2,043.806
1,952.728
91.079
4.66
12.27
S
Bunzl
3,759.540
8/12/24
0.50
3,355.642
3,223.287
132.354
4.11
5.42
Reckitt Benckiser
4,907.831
8/12/24
7,185.629
6,922.258
263.371
3.80
0.86
S
M&G
239.404
8/12/24
1.09
260.186
251.331
8.854
3.52
4.49
Rio Tinto
5,802.513
8/12/24
0.56
6,733.592
6,527.038
206.553
3.16
6.51
⇓ instrument
freshest
⇓ Δday
5/30/22
⇓ Δwk
2/07/22
prc diff
Δ16
⇓ ∅-RS
Berkeley
5,952.800
8/12/24
1.00
5,035.811
4,903.562
132.249
2.70
-2.04
Compass Group
2,763.884
8/12/24
0.90
2,112.833
2,060.111
52.722
2.56
13.33
Endeavour Mining
1,839.850
8/12/24
1.89
2,122.813
2,070.761
52.052
2.51
0.06
InterContinental Hot
8,486.556
8/12/24
-0.61
5,864.741
5,756.715
108.026
1.88
2.54
L
Smiths Group
2,046.495
8/12/24
0.52
1,852.765
1,822.861
29.904
1.64
5.27
S
United Utilities
1,160.972
8/12/24
-0.12
1,229.306
1,221.749
7.557
0.62
-1.66
L
Imperial Brands
2,505.577
8/12/24
0.38
2,077.609
2,076.086
1.524
0.07
9.48
L
Rentokil Initial
550.663
8/12/24
1.01
602.794
602.532
0.262
0.04
-5.67
RELX
4,145.826
8/12/24
0.57
2,689.914
2,702.639
-12.725
-0.47
3.40
Haleon
438.182
8/12/24
-1.01
-na-
Centrica
149.466
8/12/24
3.29
90.924
91.871
-0.947
-1.03
22.92
Informa
948.456
8/12/24
1.03
648.585
659.804
-11.218
-1.70
2.03
Aviva
568.510
8/12/24
0.35
510.391
519.820
-9.429
-1.81
5.32
Beazley
859.458
8/12/24
1.24
567.806
579.221
-11.416
-1.97
19.39
Land Securities
722.672
8/12/24
-0.73
907.127
926.518
-19.391
-2.09
5.06
L
British Land
463.778
8/12/24
-0.40
618.762
635.664
-16.902
-2.66
1.73
L
Frasers
984.502
8/12/24
-0.42
816.015
839.546
-23.531
-2.80
5.18
L
Airtel Africa
129.153
8/12/24
-0.63
178.232
183.410
-5.178
-2.82
35.78
Phoenix
631.678
8/12/24
0.47
765.293
787.599
-22.306
-2.83
-0.40
S
Diageo
2,878.361
8/12/24
1.03
4,307.268
4,453.911
-146.643
-3.29
-0.43
Pershing Square
4,149.348
8/12/24
-0.79
3,070.330
3,194.888
-124.558
-3.90
-4.80
Hiscox
1,396.031
8/12/24
1.89
1,101.796
1,149.213
-47.417
-4.13
5.22
Weir Group
2,235.529
8/12/24
0.79
1,894.446
1,984.381
-89.934
-4.53
-5.74
L
3i Group
3,543.501
8/12/24
0.23
1,521.663
1,594.486
-72.823
-4.57
-1.76
F&C Investment Trust
1,204.650
8/12/24
986.263
1,035.380
-49.118
-4.74
-3.59
⇓ instrument
freshest
⇓ Δday
5/30/22
⇓ Δwk
2/07/22
prc diff
Δ16
⇓ ∅-RS
L
Halma
2,967.007
8/12/24
0.04
2,706.352
2,858.833
-152.481
-5.33
-15.18
S
Sage Group
1,180.580
8/12/24
1.03
793.707
839.664
-45.957
-5.47
-6.83
L
BT Group
166.138
8/12/24
8.43
215.980
228.553
-12.573
-5.50
5.45
L
HSBC
756.017
8/12/24
0.22
620.641
658.975
-38.334
-5.82
17.13
L
Vodafone
87.402
8/12/24
0.87
151.838
162.584
-10.747
-6.61
7.03
L
Persimmon
1,852.178
8/12/24
0.03
2,646.472
2,841.084
-194.612
-6.85
-13.37
S
Legal & General
264.882
8/12/24
0.53
311.260
336.173
-24.913
-7.41
-3.89
Rightmove
630.739
8/12/24
0.04
701.656
759.437
-57.781
-7.61
-11.49
L
NatWest
392.861
8/12/24
0.48
268.757
292.510
-23.753
-8.12
4.55
Next
11,203.475
8/12/24
0.23
7,765.645
8,512.602
-746.957
-8.77
-10.64
Ass Brit Foods
2,858.988
8/12/24
-0.90
2,051.779
2,260.679
-208.900
-9.24
-8.56
S
Whitbread
3,303.980
8/12/24
-1.44
3,234.707
3,568.808
-334.101
-9.36
-9.07
S
Croda
4,495.714
8/12/24
-0.05
8,193.026
9,042.717
-849.691
-9.40
-14.92
S
Entain
681.461
8/12/24
3.98
1,715.393
1,899.775
-184.382
-9.71
-15.97
L
Unilever Plc
5,534.813
8/12/24
-0.34
4,104.145
4,565.732
-461.587
-10.11
-10.36
S
RS Group
885.288
8/12/24
-0.40
1,134.789
1,263.756
-128.967
-10.21
-9.54
L
Auto Trader
936.715
8/12/24
0.81
693.671
773.873
-80.201
-10.36
-8.08
Intertek
5,494.893
8/12/24
0.60
5,568.862
6,212.283
-643.420
-10.36
-10.01
S
Burberry Group
787.836
8/12/24
-2.02
2,001.879
2,238.197
-236.318
-10.56
-8.00
L
Schroders
395.914
8/12/24
-0.12
593.214
671.873
-78.660
-11.71
-13.10
L
Tesco
391.570
8/12/24
0.91
304.333
344.811
-40.479
-11.74
-2.13
Melrose
571.445
8/12/24
0.19
477.809
542.421
-64.612
-11.91
-9.69
CRH (L)
7,533.169
8/12/24
-1.35
3,901.021
4,438.528
-537.507
-12.11
-6.35
L
Taylor Wimpey
185.511
8/12/24
0.54
155.513
177.612
-22.100
-12.44
-14.07
S
Flutter
17,241.986
8/12/24
-1.28
11,400.728
13,022.128
-1,621.400
-12.45
-14.48
⇓ instrument
freshest
⇓ Δday
5/30/22
⇓ Δwk
2/07/22
prc diff
Δ16
⇓ ∅-RS
L
Segro
1,038.629
8/12/24
-0.96
1,325.584
1,514.614
-189.030
-12.48
-10.32
L
Experian
4,137.607
8/12/24
1.18
3,160.737
3,629.156
-468.419
-12.91
-12.15
DCC
6,029.118
8/12/24
-0.29
6,586.826
7,644.066
-1,057.240
-13.83
-7.28
L
Lloyds Bank
66.690
8/12/24
-0.28
53.000
62.229
-9.229
-14.83
-4.50
Ashtead
6,049.078
8/12/24
-0.43
4,974.756
5,844.279
-869.523
-14.88
-20.12
L
St. James´s Place
811.319
8/12/24
-1.22
1,515.792
1,797.420
-281.629
-15.67
-13.91
Mondi
1,670.776
8/12/24
-0.42
1,839.850
2,183.174
-343.324
-15.73
-11.62
Kingfisher
318.657
8/12/24
0.18
311.495
369.779
-58.284
-15.76
-17.37
DS Smith
521.310
8/12/24
1.19
366.678
435.451
-68.773
-15.79
-17.60
S
B&M
522.015
8/12/24
-2.22
538.570
641.581
-103.011
-16.06
-19.36
S
Spirax-Sarco
9,058.354
8/12/24
0.72
12,645.298
15,092.889
-2,447.591
-16.22
-22.40
Prudential
746.037
8/12/24
0.41
1,234.003
1,474.973
-240.971
-16.34
-17.67
Int Cons Airlines
195.433
8/12/24
-0.06
158.553
190.628
-32.075
-16.83
-13.62
Barclays
258.424
8/12/24
0.85
201.033
242.575
-41.542
-17.13
-3.80
Smurfit Kappa
3,590.466
8/12/24
0.07
3,864.037
4,668.087
-804.050
-17.22
-12.67
L
Barratt Developments
615.945
8/12/24
0.15
603.499
734.588
-131.089
-17.85
-19.56
J Sainsbury
316.543
8/12/24
0.67
271.340
333.452
-62.112
-18.63
-16.37
L
Abrdn
179.582
8/12/24
2.51
233.005
287.540
-54.535
-18.97
-17.22
WPP Group
810.379
8/12/24
1.68
1,096.161
1,386.818
-290.658
-20.96
-9.26
Scottish Mortgage
968.181
8/12/24
-0.17
961.371
1,257.839
-296.468
-23.57
-30.32
Rolls-Royce
571.445
8/12/24
0.35
104.485
136.765
-32.280
-23.60
-18.57
Admiral Group
3,167.782
8/12/24
0.86
2,617.119
3,548.693
-931.574
-26.25
-25.29
L
Coca-Cola HBC
3,179.523
8/12/24
0.89
2,081.132
2,896.699
-815.567
-28.16
-21.05
L
JD Sports Fashion
141.306
8/12/24
-4.07
146.178
214.649
-68.471
-31.90
-31.02
Ocado
442.292
8/12/24
0.72
1,098.039
1,664.892
-566.853
-34.05
-36.89
⇓ instrument
freshest
⇓ Δday
5/30/22
⇓ Δwk
2/07/22
prc diff
Δ16
⇓ ∅-RS
L
Hargreaves Lansdown
1,293.883
8/12/24
1,013.737
1,568.453
-554.716
-35.37
-33.95
FTSE - 99 out of 100 instruments rated - 5/30/22 / 2/07/22 - 32 did rise, Market-Ratio(16) in EUR = 32.32 %
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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