Assessment - FTSE 100 Index in Euro - 29/05/23 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
29/05/23
Δwk
6/02/23
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
9,473.001
12/08/24
0.52
8,800.277
8,787.421
12.856
0.15
2.26
Rolls-Royce
561.555
12/08/24
0.35
171.974
121.192
50.782
41.90
53.78
CRH (L)
7,402.792
12/08/24
-1.35
4,532.133
4,336.125
196.008
4.52
16.87
L
3i Group
3,482.174
12/08/24
0.23
2,236.068
1,832.789
403.278
22.00
45.21
Next
11,009.577
12/08/24
0.23
7,384.331
7,624.943
-240.611
-3.16
5.48
RELX
4,074.074
12/08/24
0.57
2,869.505
2,738.251
131.254
4.79
5.54
DS Smith
512.288
12/08/24
1.19
360.909
407.374
-46.465
-11.41
3.51
Barclays
253.952
12/08/24
0.85
181.516
209.170
-27.654
-13.22
-1.15
L
Hargreaves Lansdown
1,271.490
12/08/24
923.503
1,029.816
-106.313
-10.32
-4.13
BAE Systems
1,503.981
12/08/24
2.04
1,096.573
941.008
155.566
16.53
12.86
L
Taylor Wimpey
182.301
12/08/24
0.54
133.437
135.679
-2.242
-1.65
3.85
Antofagasta
2,168.570
12/08/24
1.79
1,603.208
1,911.282
-308.074
-16.12
3.57
InterContinental Hot
8,339.679
12/08/24
-0.61
6,175.147
6,445.319
-270.172
-4.19
8.44
Ass Brit Foods
2,809.507
12/08/24
-0.90
2,147.225
2,170.866
-23.641
-1.09
12.83
Pearson
1,193.608
12/08/24
-0.72
923.272
1,040.356
-117.084
-11.25
-7.67
L
Persimmon
1,820.122
12/08/24
0.03
1,414.561
1,625.907
-211.346
-13.00
-13.58
Berkeley
5,849.775
12/08/24
1.00
4,586.362
4,783.530
-197.168
-4.12
1.64
L
Auto Trader
920.503
12/08/24
0.81
722.741
697.907
24.835
3.56
7.59
L
Tesco
384.793
12/08/24
0.91
304.373
276.404
27.969
10.12
7.68
Pershing Square
4,077.536
12/08/24
-0.79
3,230.645
3,369.552
-138.907
-4.12
1.47
L
NatWest
386.062
12/08/24
0.48
308.642
336.619
-27.977
-8.31
5.33
L
Lloyds Bank
65.536
12/08/24
-0.28
52.504
59.239
-6.735
-11.37
-0.60
L
Frasers
967.463
12/08/24
-0.42
775.355
889.764
-114.409
-12.86
-10.62
L
Experian
4,065.997
12/08/24
1.18
3,262.951
3,445.801
-182.850
-5.31
3.12
Scottish Mortgage
951.425
12/08/24
-0.17
768.894
879.784
-110.890
-12.60
-9.71
⇓ instrument
freshest
⇓ Δday
29/05/23
Δwk
6/02/23
prc diff
⇓ Δ16
⇓ ∅-RS
L
Imperial Brands
2,462.213
12/08/24
0.38
2,002.423
2,290.847
-288.424
-12.59
-10.73
Aviva
558.671
12/08/24
0.35
463.021
499.882
-36.862
-7.37
-5.34
Beazley
844.583
12/08/24
1.24
702.665
736.704
-34.039
-4.62
4.32
Shell
3,229.491
12/08/24
0.83
2,714.319
2,689.474
24.844
0.92
1.58
Kingfisher
313.142
12/08/24
0.18
266.759
314.305
-47.546
-15.13
-6.70
S
Sage Group
1,160.148
12/08/24
1.03
989.270
890.997
98.273
11.03
16.75
L
LSE Group
11,466.482
12/08/24
1.12
9,788.854
8,553.391
1,235.463
14.44
10.36
Admiral Group
3,112.957
12/08/24
0.86
2,675.666
2,568.933
106.733
4.15
10.41
F&C Investment Trust
1,183.801
12/08/24
1,032.653
1,096.646
-63.994
-5.84
0.33
Informa
932.041
12/08/24
1.03
814.123
756.888
57.235
7.56
17.00
L
British Land
455.752
12/08/24
-0.40
398.869
511.208
-112.338
-21.98
-16.56
Haleon
430.599
12/08/24
-1.01
380.755
370.763
9.992
2.69
-na-
L
Unilever Plc
5,439.022
12/08/24
-0.34
4,810.200
4,668.595
141.604
3.03
3.37
GSK
1,813.776
12/08/24
0.42
1,606.323
1,638.241
-31.918
-1.95
-5.16
L
Segro
1,020.653
12/08/24
-0.96
908.273
972.180
-63.907
-6.57
-7.23
L
Coca-Cola HBC
3,124.495
12/08/24
0.89
2,794.508
2,202.823
591.684
26.86
20.59
ConvaTec
267.220
12/08/24
-0.17
239.068
270.461
-31.393
-11.61
-7.37
Standard Chartered
833.045
12/08/24
0.92
749.279
752.851
-3.572
-0.47
5.41
Mondi
1,641.860
12/08/24
-0.42
1,479.751
1,773.360
-293.609
-16.56
-10.47
L
Barratt Developments
605.284
12/08/24
0.15
546.671
522.645
24.026
4.60
8.50
Intertek
5,399.792
12/08/24
0.60
4,907.119
5,045.918
-138.799
-2.75
3.64
Weir Group
2,196.839
12/08/24
0.79
2,000.115
2,038.551
-38.435
-1.89
4.97
DCC
5,924.772
12/08/24
-0.29
5,434.406
5,261.210
173.196
3.29
-0.39
L
AstraZeneca
14,745.587
12/08/24
0.63
13,596.400
11,863.514
1,732.887
14.61
8.31
Centrica
146.879
12/08/24
3.29
136.610
108.723
27.887
25.65
31.91
⇓ instrument
freshest
⇓ Δday
29/05/23
Δwk
6/02/23
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
192.050
12/08/24
-0.06
180.685
190.489
-9.804
-5.15
22.14
Compass Group
2,716.049
12/08/24
0.90
2,556.825
2,161.335
395.490
18.30
17.31
L
Smiths Group
2,011.077
12/08/24
0.52
1,894.543
1,984.728
-90.185
-4.54
3.23
L
Halma
2,915.657
12/08/24
0.04
2,763.355
2,577.903
185.452
7.19
11.09
L
HSBC
742.933
12/08/24
0.22
704.742
668.304
36.438
5.45
14.28
S
Unite
1,077.651
12/08/24
-1.11
1,022.268
1,147.105
-124.837
-10.88
-9.26
L
BAT
3,231.799
12/08/24
3,080.651
3,489.533
-408.882
-11.72
-16.91
Ashtead
5,944.387
12/08/24
-0.43
5,677.859
6,362.342
-684.483
-10.76
8.11
Smurfit Kappa
3,528.326
12/08/24
0.07
3,422.176
3,987.396
-565.220
-14.18
-0.32
S
M&G
235.260
12/08/24
1.09
228.857
231.103
-2.246
-0.97
1.57
Land Securities
710.165
12/08/24
-0.73
691.127
808.692
-117.565
-14.54
-6.70
Melrose
561.555
12/08/24
0.19
548.056
498.537
49.519
9.93
15.55
L
SSE
2,166.840
12/08/24
0.86
2,115.496
1,966.226
149.270
7.59
6.93
Hiscox
1,371.870
12/08/24
1.89
1,349.948
1,259.237
90.711
7.20
17.35
Rightmove
619.822
12/08/24
0.04
610.592
674.135
-63.543
-9.43
-5.38
Rio Tinto
5,702.088
12/08/24
0.56
5,682.474
6,780.592
-1,098.118
-16.20
-6.31
S
Bunzl
3,694.473
12/08/24
0.50
3,685.243
3,455.893
229.350
6.64
9.13
S
Legal & General
260.298
12/08/24
0.53
263.182
287.842
-24.659
-8.57
-7.88
S
United Utilities
1,140.879
12/08/24
-0.12
1,158.994
1,202.050
-43.056
-3.58
-2.32
L
BT Group
163.263
12/08/24
8.43
166.205
146.163
20.042
13.71
1.78
J Sainsbury
311.065
12/08/24
0.67
317.295
298.943
18.353
6.14
21.03
Glencore
473.347
12/08/24
1.27
487.597
612.126
-124.529
-20.34
-13.46
Phoenix
620.745
12/08/24
0.47
641.514
712.259
-70.746
-9.93
-6.52
L
Anglo American
2,575.862
12/08/24
0.29
2,675.089
3,758.648
-1,083.559
-28.83
-20.54
S
B&M
512.980
12/08/24
-2.22
533.056
541.819
-8.763
-1.62
13.45
⇓ instrument
freshest
⇓ Δday
29/05/23
Δwk
6/02/23
prc diff
⇓ Δ16
⇓ ∅-RS
Smith and Nephew
1,333.795
12/08/24
-0.86
1,413.984
1,319.227
94.757
7.18
9.06
S
RS Group
869.967
12/08/24
-0.40
926.734
1,150.469
-223.736
-19.45
-14.73
L
Vodafone
85.889
12/08/24
0.87
91.693
101.658
-9.966
-9.80
-21.38
Ocado
434.637
12/08/24
0.72
469.597
800.395
-330.797
-41.33
-34.27
L
Airtel Africa
126.918
12/08/24
-0.63
137.187
131.642
5.545
4.21
-4.94
S
Severn Trent
2,900.658
12/08/24
-0.63
3,145.264
3,185.656
-40.392
-1.27
-1.02
BP
507.211
12/08/24
1.35
550.248
536.381
13.867
2.59
2.67
S
Flutter
16,943.579
12/08/24
-1.28
18,558.902
14,532.243
4,026.658
27.71
43.74
S
National Grid
1,128.880
12/08/24
-0.04
1,257.067
1,166.168
90.899
7.79
3.75
Johnson Matthey
1,819.545
12/08/24
0.06
2,065.882
2,630.605
-564.723
-21.47
-12.02
S
Whitbread
3,246.798
12/08/24
-1.44
3,757.932
3,485.047
272.885
7.83
19.08
Fresnillo
623.053
12/08/24
0.93
756.894
927.776
-170.882
-18.42
-14.51
L
JD Sports Fashion
138.860
12/08/24
-4.07
174.224
204.248
-30.023
-14.70
14.48
WPP Group
796.354
12/08/24
1.68
1,007.269
1,137.574
-130.305
-11.45
1.92
Endeavour Mining
1,808.007
12/08/24
1.89
2,319.142
2,166.381
152.761
7.05
13.99
L
Abrdn
176.474
12/08/24
2.51
232.837
238.167
-5.330
-2.24
12.52
L
Rentokil Initial
541.133
12/08/24
1.01
730.126
566.040
164.086
28.99
20.08
L
Schroders
389.062
12/08/24
-0.12
527.057
558.976
-31.919
-5.71
0.47
S
Diageo
2,828.545
12/08/24
1.03
4,035.999
3,993.564
42.435
1.06
-4.31
S
Spirax-Sarco
8,901.581
12/08/24
0.72
12,801.431
13,517.453
-716.022
-5.30
1.05
Reckitt Benckiser
4,822.891
12/08/24
7,402.792
6,485.686
917.106
14.14
5.71
L
St. James´s Place
797.277
12/08/24
-1.22
1,283.604
1,412.857
-129.253
-9.15
-3.35
S
Croda
4,417.907
12/08/24
-0.05
7,197.416
8,030.859
-833.443
-10.38
-7.30
Prudential
733.126
12/08/24
0.41
1,298.027
1,445.936
-147.909
-10.23
7.75
S
Entain
669.667
12/08/24
3.98
1,617.630
1,745.888
-128.257
-7.35
7.74
⇓ instrument
freshest
⇓ Δday
29/05/23
Δwk
6/02/23
prc diff
⇓ Δ16
⇓ ∅-RS
S
Burberry Group
774.201
12/08/24
-2.02
2,555.671
2,728.160
-172.489
-6.32
10.24
FTSE - 100 out of 100 instruments rated - 29/05/23 / 6/02/23 - 38 did rise, Market-Ratio(16) in EUR = 38.00 %
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
2/01/06
19/06/06
168
- cash -
short
19/06/06
4/09/06
77
Carnival
100
311
32.118
33.843
30.394
-1.725
-5
9,464
-23
long
4/09/06
30/07/07
329
LSE Group
100
576
16.408
18.240
1.832
11
10,519
12
short
30/07/07
16/02/09
567
Taylor Wimpey
100
3,111
3.380
0.148
77.121
73.741
2,182
239,926
649
long
16/02/09
5/07/10
504
Randgold Res
100
6,612
36.282
74.162
37.880
104
490,389
68
short
5/07/10
6/09/10
63
BP
100
121,515
4.036
4.871
3.201
-0.835
-21
388,924
-74
long
6/09/10
8/08/11
336
Croda
100
22,810
17.050
20.310
3.260
19
463,279
21
short
8/08/11
28/11/11
112
Lloyds Bank
100
1,230,561
0.376
0.276
0.513
0.137
36
631,647
175
long
28/11/11
4/06/12
189
Next
100
20,337
31.059
36.987
5.928
19
752,208
40
short
4/06/12
30/07/12
56
Aviva
100
225,105
3.342
3.822
2.861
-0.480
-14
644,051
-64
long
30/07/12
24/08/15
1120
Ashtead
100
193,264
3.332
11.999
8.666
260
2,318,960
52
short
24/08/15
9/05/16
259
Glencore
100
1,237,507
1.874
1.678
2.093
0.219
12
2,589,608
17
long
9/05/16
8/10/18
882
Fresnillo
100
196,875
13.154
8.867
-4.286
-33
1,745,712
-15
short
8/10/18
11/02/19
126
Fresnillo
100
196,875
8.867
11.085
6.649
-2.218
-25
1,309,081
-57
long
11/02/19
9/03/20
392
Micro Focus
100
68,157
19.207
6.781
-12.426
-65
462,158
-62
short
9/03/20
6/07/20
119
Micro Focus
100
68,159
6.781
4.845
9.489
2.708
40
646,731
180
long
6/07/20
7/03/22
609
Scottish Mortgage
100
65,206
9.918
10.324
0.406
4
673,217
2
short
7/03/22
9/01/23
308
Polymetal
100
323,479
2.081
3.574
0.589
-1.492
-72
190,465
-78
long
9/01/23
21/08/23
224
Antofagasta
100
9,724
19.586
16.266
-3.321
-17
158,177
-26
short
21/08/23
11/12/23
112
Fresnillo
100
26,503
5.968
6.723
5.213
-0.755
-13
138,160
-36
long
11/12/23
12/08/24
245
Rolls-Royce
100
39,866
3.466
5.736
2.271
66
228,683
112
accum 19/06/06
12/08/24 7354
days out of 7522 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 30/07/07 16/02/09 567 3.38 0.15 77.12 73.74 2,181.59 2,181.59
Ashtead long 30/07/12 24/08/15 1120 3.33 12.00 8.67 260.06 260.06
Randgold Res long 16/02/09 5/07/10 504 36.28 74.16 37.88 104.41 104.41
Rolls-Royce long 11/12/23 12/08/24 245 3.47 5.74 2.27 65.52 65.52
Lloyds Bank short 8/08/11 28/11/11 112 0.38 0.28 0.51 0.14 36.34 36.34
Croda long 6/09/10 8/08/11 336 17.05 20.31 3.26 19.12 19.12
Next long 28/11/11 4/06/12 189 31.06 36.99 5.93 19.09 19.09
Glencore short 24/08/15 9/05/16 259 1.87 1.68 2.09 0.22 11.67 11.67
LSE Group long 4/09/06 30/07/07 329 16.41 18.24 1.83 11.17 11.17
Scottish Mortgage long 6/07/20 7/03/22 609 9.92 10.32 0.41 4.10 4.10
Carnival short 19/06/06 4/09/06 77 32.12 33.84 30.39 -1.72 -5.37 -5.37
Aviva short 4/06/12 30/07/12 56 3.34 3.82 2.86 -0.48 -14.38 -14.38
Antofagasta long 9/01/23 21/08/23 224 19.59 16.27 -3.32 -16.95 -16.95
BP short 5/07/10 6/09/10 63 4.04 4.87 3.20 -0.83 -20.69 -20.69
Micro Focus long 11/02/19 9/03/20 392 19.21 6.78 -12.43 -64.70
short 9/03/20 6/07/20 119 6.78 4.85 9.49 2.71 39.94 -50.60
Fresnillo long 9/05/16 8/10/18 882 13.15 8.87 -4.29 -32.59
short 8/10/18 11/02/19 126 8.87 11.08 6.65 -2.22 -25.01
short 21/08/23 11/12/23 112 5.97 6.72 5.21 -0.76 -12.65 -55.85
Polymetal short 7/03/22 9/01/23 308 2.08 3.57 0.59 -1.49 -71.71 -71.71
Annotations
20/04/23 Melrose reverse split 3:1 (one for three)
26/09/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
18/07/22 GlaxoSmithKline demergers OTC business -> Haleon
30/11/21 JD Sports stock split 1:5 (five for one)
28/05/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
12/02/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
31/08/18 Rightmove stock split 1:10 (ten for one)
2/07/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
21/05/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
19/01/18 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
14/08/17 Standard Life merger with Aberdeen Asset Management completed
20/03/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
14/02/17 FTSE machine learning processed for all techniques
19/12/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
4/10/16 SAB Miller acquired by AB InBev - deletion
19/09/16 FTSE Polymetal replaces Berkeley
5/09/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
11/07/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
18/02/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
26/08/15 FTSE complete analysis
22/06/15 FTSE Inmarsat replaces Aggreko
21/04/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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