Assessment - FTSE 100 Index in Euro - 7/25/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
7/25/22
⇓ Δwk
4/04/22
prc diff
Δ16
⇓ ∅-RS
FTSE
9,680.757
8/12/24
0.52
8,614.904
9,027.516
-412.612
-4.57
0.05
L
Frasers
988.681
8/12/24
-0.42
1,087.136
790.618
296.518
37.50
36.69
Beazley
863.106
8/12/24
1.24
633.180
493.479
139.701
28.31
24.64
Melrose
573.871
8/12/24
0.19
578.705
455.740
122.966
26.98
10.36
L
Coca-Cola HBC
3,193.020
8/12/24
0.89
2,288.645
1,889.958
398.687
21.10
-8.12
Standard Chartered
851.315
8/12/24
0.92
696.852
598.576
98.275
16.42
18.98
L
Airtel Africa
129.702
8/12/24
-0.63
198.797
171.977
26.820
15.60
36.52
L
Imperial Brands
2,516.213
8/12/24
0.38
2,197.264
1,943.701
253.563
13.05
13.38
Compass Group
2,775.616
8/12/24
0.90
2,175.451
1,940.716
234.735
12.10
14.42
Centrica
150.100
8/12/24
3.29
104.280
94.158
10.123
10.75
31.45
L
Unilever Plc
5,558.307
8/12/24
-0.34
4,617.970
4,203.888
414.081
9.85
3.01
Barclays
259.521
8/12/24
0.85
189.506
174.724
14.782
8.46
-8.01
Berkeley
5,978.069
8/12/24
1.00
4,952.246
4,595.614
356.632
7.76
-1.21
Johnson Matthey
1,859.451
8/12/24
0.06
2,470.228
2,307.362
162.866
7.06
-4.45
Next
11,251.032
8/12/24
0.23
7,859.922
7,359.193
500.729
6.80
-6.13
BAE Systems
1,536.965
8/12/24
2.04
920.646
868.485
52.161
6.01
23.29
L
BAT
3,302.677
8/12/24
4,087.372
3,868.294
219.078
5.66
16.78
L
NatWest
394.529
8/12/24
0.48
271.430
257.010
14.420
5.61
4.04
L
AstraZeneca
15,068.978
8/12/24
0.63
12,746.138
12,112.454
633.685
5.23
17.87
Reckitt Benckiser
4,928.664
8/12/24
7,487.325
7,165.719
321.606
4.49
5.69
L
Smiths Group
2,055.182
8/12/24
0.52
1,777.503
1,709.621
67.882
3.97
1.93
Pearson
1,219.785
8/12/24
-0.72
929.607
897.387
32.220
3.59
13.10
GSK
1,853.555
8/12/24
0.42
2,057.305
1,988.439
68.865
3.46
9.21
ConvaTec
273.081
8/12/24
-0.17
262.233
256.772
5.462
2.13
8.20
S
Unite
1,101.285
8/12/24
-1.11
1,403.136
1,374.624
28.513
2.07
8.14
⇓ instrument
freshest
⇓ Δday
7/25/22
⇓ Δwk
4/04/22
prc diff
Δ16
⇓ ∅-RS
Kingfisher
320.009
8/12/24
0.18
316.118
310.753
5.365
1.73
-11.28
S
Burberry Group
791.180
8/12/24
-2.02
2,052.824
2,020.136
32.688
1.62
-2.31
BP
518.335
8/12/24
1.35
455.960
450.963
4.998
1.11
8.17
L
Vodafone
87.773
8/12/24
0.87
152.128
150.480
1.648
1.10
6.62
Ass Brit Foods
2,871.124
8/12/24
-0.90
1,999.175
1,990.278
8.896
0.45
-6.74
L
HSBC
759.227
8/12/24
0.22
620.799
627.120
-6.320
-1.01
13.36
L
SSE
2,214.361
8/12/24
0.86
2,051.645
2,073.281
-21.637
-1.04
5.00
Haleon
440.042
8/12/24
-1.01
359.627
-na-
S
Bunzl
3,775.498
8/12/24
0.50
3,559.722
3,622.271
-62.549
-1.73
9.23
Phoenix
634.359
8/12/24
0.47
723.971
737.114
-13.142
-1.78
-3.95
L
BT Group
166.844
8/12/24
8.43
212.416
218.136
-5.720
-2.62
3.83
F&C Investment Trust
1,209.763
8/12/24
1,010.494
1,037.835
-27.341
-2.63
-0.63
Shell
3,300.318
8/12/24
0.83
2,439.571
2,527.110
-87.539
-3.46
14.41
CRH (L)
7,565.146
8/12/24
-1.35
3,527.886
3,666.460
-138.574
-3.78
-12.53
RELX
4,163.424
8/12/24
0.57
2,765.004
2,875.842
-110.838
-3.85
3.75
L
Rentokil Initial
553.001
8/12/24
1.01
597.335
622.223
-24.888
-4.00
-6.44
S
M&G
240.420
8/12/24
1.09
251.503
262.385
-10.881
-4.15
3.11
L
Tesco
393.232
8/12/24
0.91
312.227
329.504
-17.276
-5.24
-1.60
L
LSE Group
11,717.958
8/12/24
1.12
9,211.178
9,721.492
-510.314
-5.25
5.33
Smith and Nephew
1,363.047
8/12/24
-0.86
1,386.629
1,469.570
-82.941
-5.64
-7.32
S
Diageo
2,890.579
8/12/24
1.03
4,388.633
4,664.286
-275.653
-5.91
0.67
Informa
952.482
8/12/24
1.03
684.589
728.276
-43.687
-6.00
6.96
Mondi
1,677.868
8/12/24
-0.42
1,694.376
1,803.373
-108.997
-6.04
-15.32
S
National Grid
1,153.638
8/12/24
-0.04
1,307.629
1,396.121
-88.492
-6.34
6.31
Rightmove
633.416
8/12/24
0.04
734.583
784.646
-50.063
-6.38
-5.72
⇓ instrument
freshest
⇓ Δday
7/25/22
⇓ Δwk
4/04/22
prc diff
Δ16
⇓ ∅-RS
S
Sage Group
1,185.591
8/12/24
1.03
819.479
875.412
-55.933
-6.39
-3.13
L
Experian
4,155.170
8/12/24
1.18
3,279.094
3,504.037
-224.942
-6.42
-7.10
Land Securities
725.740
8/12/24
-0.73
861.219
920.795
-59.576
-6.47
-0.80
S
United Utilities
1,165.900
8/12/24
-0.12
1,258.106
1,345.961
-87.855
-6.53
0.18
S
Legal & General
266.006
8/12/24
0.53
300.908
323.293
-22.385
-6.92
-5.97
L
Barratt Developments
618.559
8/12/24
0.15
592.855
637.271
-44.417
-6.97
-15.54
L
Taylor Wimpey
186.299
8/12/24
0.54
149.746
160.990
-11.243
-6.98
-13.10
L
British Land
465.747
8/12/24
-0.40
573.281
620.790
-47.509
-7.65
-5.29
L
Lloyds Bank
66.973
8/12/24
-0.28
51.657
56.000
-4.343
-7.76
-5.73
S
Severn Trent
2,964.273
8/12/24
-0.63
3,411.154
3,698.705
-287.551
-7.77
1.06
S
RS Group
889.046
8/12/24
-0.40
1,165.547
1,264.749
-99.203
-7.84
-4.87
L
Auto Trader
940.691
8/12/24
0.81
711.709
776.286
-64.578
-8.32
-4.31
S
Whitbread
3,318.005
8/12/24
-1.44
3,135.243
3,451.488
-316.244
-9.16
-9.22
InterContinental Hot
8,522.580
8/12/24
-0.61
5,575.993
6,148.187
-572.194
-9.31
-1.55
Rolls-Royce
573.871
8/12/24
0.35
108.419
119.859
-11.440
-9.54
-13.39
Aviva
570.923
8/12/24
0.35
468.695
523.097
-54.403
-10.40
-3.49
Hiscox
1,401.957
8/12/24
1.89
1,049.405
1,176.611
-127.207
-10.81
-1.57
Weir Group
2,245.018
8/12/24
0.79
1,779.861
2,006.998
-227.138
-11.32
-8.18
J Sainsbury
317.887
8/12/24
0.67
260.818
295.228
-34.409
-11.66
-16.38
S
Croda
4,514.798
8/12/24
-0.05
8,190.072
9,274.829
-1,084.757
-11.70
-13.36
S
Spirax-Sarco
9,096.805
8/12/24
0.72
13,359.274
15,191.324
-1,832.051
-12.06
-13.84
L
JD Sports Fashion
141.905
8/12/24
-4.07
163.778
186.368
-22.591
-12.12
-16.36
S
Flutter
17,315.175
8/12/24
-1.28
9,503.596
10,856.064
-1,352.468
-12.46
-23.52
L
Halma
2,979.601
8/12/24
0.04
2,637.661
3,039.459
-401.798
-13.22
-13.49
DCC
6,054.710
8/12/24
-0.29
6,095.979
7,036.736
-940.757
-13.37
-12.52
⇓ instrument
freshest
⇓ Δday
7/25/22
⇓ Δwk
4/04/22
prc diff
Δ16
⇓ ∅-RS
L
3i Group
3,558.543
8/12/24
0.23
1,446.763
1,674.987
-228.223
-13.63
-5.91
Prudential
749.204
8/12/24
0.41
1,163.070
1,348.947
-185.876
-13.78
-18.06
WPP Group
813.819
8/12/24
1.68
1,025.822
1,195.481
-169.658
-14.19
-12.97
Pershing Square
4,166.961
8/12/24
-0.79
3,065.676
3,576.888
-511.212
-14.29
-4.42
Fresnillo
636.717
8/12/24
0.93
764.768
902.164
-137.396
-15.23
-18.10
Glencore
483.728
8/12/24
1.27
510.317
603.115
-92.798
-15.39
7.98
Ashtead
6,074.755
8/12/24
-0.43
4,879.142
5,769.598
-890.456
-15.43
-16.79
L
Schroders
397.595
8/12/24
-0.12
556.043
661.468
-105.425
-15.94
-15.08
DS Smith
523.523
8/12/24
1.19
321.778
383.008
-61.230
-15.99
-23.13
L
Persimmon
1,860.040
8/12/24
0.03
2,212.003
2,639.373
-427.370
-16.19
-22.37
Intertek
5,518.217
8/12/24
0.60
5,169.202
6,267.616
-1,098.414
-17.53
-13.37
L
Hargreaves Lansdown
1,299.375
8/12/24
990.685
1,216.381
-225.696
-18.55
-27.45
L
St. James´s Place
814.762
8/12/24
-1.22
1,398.420
1,724.550
-326.130
-18.91
-17.31
Smurfit Kappa
3,605.707
8/12/24
0.07
3,263.766
4,052.214
-788.448
-19.46
-22.58
Int Cons Airlines
196.262
8/12/24
-0.06
134.418
169.350
-34.932
-20.63
-21.18
Rio Tinto
5,827.143
8/12/24
0.56
5,718.665
7,323.365
-1,604.700
-21.91
-7.63
L
Segro
1,043.037
8/12/24
-0.96
1,251.032
1,606.315
-355.284
-22.12
-14.17
Endeavour Mining
1,847.659
8/12/24
1.89
1,822.898
2,341.996
-519.098
-22.16
-13.38
Scottish Mortgage
972.291
8/12/24
-0.17
958.378
1,248.029
-289.652
-23.21
-23.81
S
B&M
524.231
8/12/24
-2.22
496.286
654.469
-158.183
-24.17
-20.49
L
Abrdn
180.344
8/12/24
2.51
187.537
257.608
-70.071
-27.20
-27.71
Admiral Group
3,181.229
8/12/24
0.86
2,047.518
3,033.488
-985.970
-32.50
-37.63
S
Entain
684.353
8/12/24
3.98
1,361.278
2,016.553
-655.275
-32.49
-29.32
L
Anglo American
2,632.355
8/12/24
0.29
3,217.781
4,848.803
-1,631.022
-33.64
-14.17
Antofagasta
2,216.130
8/12/24
1.79
1,267.539
2,029.093
-761.554
-37.53
-23.90
⇓ instrument
freshest
⇓ Δday
7/25/22
⇓ Δwk
4/04/22
prc diff
Δ16
⇓ ∅-RS
Ocado
444.169
8/12/24
0.72
895.649
1,447.475
-551.826
-38.12
-40.99
FTSE - 99 out of 100 instruments rated - 7/25/22 / 4/04/22 - 29 did rise, Market-Ratio(16) in EUR = 29.29 %
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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