Assessment - FTSE 100 Index in Euro - 2/20/23 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
2/20/23
⇓ Δwk
10/31/22
prc diff
Δ16
⇓ ∅-RS
FTSE
9,249.944
8/12/24
0.52
9,029.191
8,228.881
800.310
9.73
4.92
L
JD Sports Fashion
135.590
8/12/24
-4.07
202.231
113.020
89.211
78.93
37.13
Prudential
715.863
8/12/24
0.41
1,461.244
940.440
520.804
55.38
23.26
S
B&M
500.901
8/12/24
-2.22
549.797
374.181
175.616
46.93
13.76
Antofagasta
2,117.508
8/12/24
1.79
1,984.002
1,363.452
620.550
45.51
26.54
Standard Chartered
813.429
8/12/24
0.92
865.931
603.375
262.555
43.51
28.01
Ass Brit Foods
2,743.353
8/12/24
-0.90
2,191.866
1,565.273
626.593
40.03
18.06
Rolls-Royce
548.333
8/12/24
0.35
125.958
90.645
35.312
38.96
23.30
L
3i Group
3,400.180
8/12/24
0.23
1,858.945
1,346.053
512.892
38.10
26.87
S
Burberry Group
755.971
8/12/24
-2.02
2,868.409
2,105.202
763.207
36.25
35.64
Next
10,750.338
8/12/24
0.23
7,735.466
5,717.103
2,018.364
35.30
11.30
L
HSBC
725.439
8/12/24
0.22
699.301
518.819
180.482
34.79
16.23
Rio Tinto
5,567.823
8/12/24
0.56
7,071.879
5,262.425
1,809.454
34.38
13.45
J Sainsbury
303.740
8/12/24
0.67
297.206
225.483
71.723
31.81
14.39
Centrica
143.420
8/12/24
3.29
117.001
88.871
28.130
31.65
21.21
L
Abrdn
172.319
8/12/24
2.51
242.226
184.423
57.804
31.34
17.37
Int Cons Airlines
187.528
8/12/24
-0.06
183.686
140.996
42.690
30.28
25.47
Ocado
424.403
8/12/24
0.72
708.878
547.932
160.945
29.37
-19.67
WPP Group
777.603
8/12/24
1.68
1,137.900
888.476
249.423
28.07
12.30
L
Taylor Wimpey
178.008
8/12/24
0.54
137.844
108.775
29.069
26.72
3.68
L
Schroders
379.901
8/12/24
-0.12
570.978
454.329
116.649
25.67
5.20
Kingfisher
305.768
8/12/24
0.18
315.683
253.900
61.783
24.33
8.65
L
Anglo American
2,515.210
8/12/24
0.29
3,760.140
3,025.576
734.564
24.28
0.88
CRH (L)
7,228.481
8/12/24
-1.35
4,458.653
3,629.299
829.354
22.85
20.12
Melrose
548.333
8/12/24
0.19
495.662
406.774
88.889
21.85
8.98
⇓ instrument
freshest
⇓ Δday
2/20/23
⇓ Δwk
10/31/22
prc diff
Δ16
⇓ ∅-RS
Hiscox
1,339.567
8/12/24
1.89
1,269.716
1,042.974
226.742
21.74
14.24
Haleon
420.460
8/12/24
-1.01
376.239
310.851
65.389
21.04
-na-
L
Barratt Developments
591.032
8/12/24
0.15
525.800
436.351
89.449
20.50
0.53
Ashtead
5,804.416
8/12/24
-0.43
6,338.441
5,277.504
1,060.937
20.10
22.10
Intertek
5,272.645
8/12/24
0.60
5,059.712
4,238.242
821.470
19.38
0.60
Weir Group
2,145.110
8/12/24
0.79
2,106.805
1,765.934
340.871
19.30
13.28
L
Lloyds Bank
63.993
8/12/24
-0.28
58.067
48.739
9.328
19.14
10.08
L
Frasers
944.682
8/12/24
-0.42
894.547
751.029
143.518
19.11
6.44
Land Securities
693.443
8/12/24
-0.73
787.066
661.602
125.464
18.96
0.77
Berkeley
5,712.032
8/12/24
1.00
4,771.293
4,025.981
745.312
18.51
6.26
L
British Land
445.020
8/12/24
-0.40
502.253
424.404
77.849
18.34
-2.57
L
NatWest
376.972
8/12/24
0.48
319.288
272.342
46.946
17.24
14.39
Informa
910.095
8/12/24
1.03
754.619
644.435
110.184
17.10
12.00
S
Whitbread
3,170.347
8/12/24
-1.44
3,475.665
2,983.240
492.425
16.51
11.85
Endeavour Mining
1,765.435
8/12/24
1.89
2,041.460
1,758.395
283.065
16.10
-0.81
InterContinental Hot
8,143.308
8/12/24
-0.61
6,302.388
5,446.848
855.541
15.71
11.83
Barclays
247.972
8/12/24
0.85
198.152
171.385
26.767
15.62
6.23
S
Flutter
16,544.615
8/12/24
-1.28
15,502.479
13,431.537
2,070.941
15.42
34.80
L
St. James´s Place
778.504
8/12/24
-1.22
1,412.235
1,235.284
176.951
14.32
2.08
Rightmove
605.228
8/12/24
0.04
649.617
570.434
79.183
13.88
-2.91
Phoenix
606.129
8/12/24
0.47
714.736
629.125
85.612
13.61
1.24
L
Tesco
375.732
8/12/24
0.91
283.010
249.493
33.518
13.43
-2.04
BP
495.268
8/12/24
1.35
628.887
556.516
72.371
13.00
25.74
DS Smith
500.225
8/12/24
1.19
378.549
336.600
41.949
12.46
7.14
S
M&G
229.721
8/12/24
1.09
228.369
203.213
25.156
12.38
-1.40
⇓ instrument
freshest
⇓ Δday
2/20/23
⇓ Δwk
10/31/22
prc diff
Δ16
⇓ ∅-RS
Johnson Matthey
1,776.701
8/12/24
0.06
2,507.886
2,243.809
264.077
11.77
6.03
L
Auto Trader
898.828
8/12/24
0.81
672.600
604.999
67.601
11.17
-1.51
L
Hargreaves Lansdown
1,241.550
8/12/24
980.397
885.229
95.168
10.75
-4.65
L
Smiths Group
1,963.722
8/12/24
0.52
1,992.452
1,810.010
182.442
10.08
11.43
L
SSE
2,115.818
8/12/24
0.86
1,979.495
1,804.790
174.705
9.68
-0.41
S
National Grid
1,102.298
8/12/24
-0.04
1,206.061
1,100.041
106.021
9.64
-2.94
S
Severn Trent
2,832.357
8/12/24
-0.63
3,180.487
2,903.207
277.280
9.55
-2.21
Smith and Nephew
1,302.388
8/12/24
-0.86
1,308.585
1,194.688
113.897
9.53
-0.96
L
AstraZeneca
14,398.378
8/12/24
0.63
13,001.352
11,893.522
1,107.830
9.31
6.38
L
Persimmon
1,777.265
8/12/24
0.03
1,652.772
1,513.658
139.114
9.19
-12.23
S
United Utilities
1,114.015
8/12/24
-0.12
1,189.162
1,089.602
99.560
9.14
-1.93
S
Spirax-Sarco
8,691.978
8/12/24
0.72
13,581.568
12,468.828
1,112.740
8.92
5.14
Smurfit Kappa
3,445.246
8/12/24
0.07
3,618.747
3,333.527
285.221
8.56
1.45
S
Legal & General
254.169
8/12/24
0.53
292.361
270.139
22.223
8.23
-0.87
Admiral Group
3,039.657
8/12/24
0.86
2,529.292
2,339.500
189.792
8.11
-0.76
L
Airtel Africa
123.930
8/12/24
-0.63
141.618
131.184
10.434
7.95
-8.87
Fresnillo
608.382
8/12/24
0.93
910.771
845.561
65.210
7.71
1.16
S
Unite
1,052.276
8/12/24
-1.11
1,108.607
1,033.463
75.145
7.27
-6.24
S
Entain
653.898
8/12/24
3.98
1,569.401
1,464.942
104.458
7.13
0.28
Beazley
824.696
8/12/24
1.24
771.744
724.352
47.392
6.54
24.67
L
BT Group
159.419
8/12/24
8.43
160.376
150.554
9.822
6.52
-7.49
L
Coca-Cola HBC
3,050.924
8/12/24
0.89
2,346.778
2,206.693
140.085
6.35
8.65
BAE Systems
1,468.567
8/12/24
2.04
1,002.028
944.615
57.413
6.08
9.72
L
Segro
996.620
8/12/24
-0.96
957.188
910.514
46.674
5.13
-13.53
S
Bunzl
3,607.481
8/12/24
0.50
3,452.005
3,295.250
156.755
4.76
2.30
⇓ instrument
freshest
⇓ Δday
2/20/23
⇓ Δwk
10/31/22
prc diff
Δ16
⇓ ∅-RS
F&C Investment Trust
1,155.926
8/12/24
1,087.201
1,040.422
46.779
4.50
7.04
L
Experian
3,970.257
8/12/24
1.18
3,344.975
3,217.538
127.438
3.96
3.87
Aviva
545.516
8/12/24
0.35
503.718
484.950
18.767
3.87
1.84
RELX
3,978.143
8/12/24
0.57
2,799.685
2,715.305
84.380
3.11
4.40
L
Unilever Plc
5,310.951
8/12/24
-0.34
4,743.691
4,609.987
133.704
2.90
5.71
ConvaTec
260.928
8/12/24
-0.17
259.126
252.856
6.270
2.48
1.91
Pershing Square
3,981.523
8/12/24
-0.79
3,368.635
3,288.291
80.344
2.44
5.43
L
Halma
2,847.003
8/12/24
0.04
2,504.507
2,453.169
51.337
2.09
-2.04
S
Sage Group
1,132.830
8/12/24
1.03
860.072
843.009
17.063
2.02
3.43
Shell
3,153.447
8/12/24
0.83
2,843.623
2,788.378
55.245
1.98
9.22
S
RS Group
849.482
8/12/24
-0.40
1,130.014
1,111.755
18.258
1.64
0.31
S
Croda
4,313.880
8/12/24
-0.05
7,945.020
7,840.863
104.157
1.33
-1.16
Glencore
462.201
8/12/24
1.27
585.511
579.366
6.146
1.06
1.74
Compass Group
2,652.096
8/12/24
0.90
2,150.744
2,130.140
20.604
0.97
2.65
GSK
1,771.068
8/12/24
0.42
1,661.785
1,657.252
4.532
0.27
-6.64
Scottish Mortgage
929.022
8/12/24
-0.17
831.456
845.792
-14.337
-1.70
-11.20
L
Vodafone
83.867
8/12/24
0.87
115.773
117.891
-2.118
-1.80
-9.35
Mondi
1,603.200
8/12/24
-0.42
1,665.164
1,696.341
-31.176
-1.84
-4.19
L
LSE Group
11,196.485
8/12/24
1.12
8,548.896
8,775.735
-226.839
-2.58
-3.65
S
Diageo
2,761.942
8/12/24
1.03
4,020.955
4,173.288
-152.332
-3.65
-6.92
Reckitt Benckiser
4,709.329
8/12/24
6,419.558
6,704.170
-284.611
-4.25
-9.04
L
Imperial Brands
2,404.236
8/12/24
0.38
2,293.826
2,463.608
-169.782
-6.89
5.59
Pearson
1,165.502
8/12/24
-0.72
1,036.052
1,113.959
-77.907
-6.99
6.69
DCC
5,785.264
8/12/24
-0.29
5,216.314
5,613.872
-397.559
-7.08
-10.80
L
Rentokil Initial
528.391
8/12/24
1.01
577.287
631.445
-54.158
-8.58
-3.26
⇓ instrument
freshest
⇓ Δday
2/20/23
⇓ Δwk
10/31/22
prc diff
Δ16
⇓ ∅-RS
L
BAT
3,155.701
8/12/24
3,566.922
3,982.486
-415.564
-10.43
-7.97
FTSE - 100 out of 100 instruments rated - 2/20/23 / 10/31/22 - 89 did rise, Market-Ratio(16) in EUR = 89.00 %
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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