Assessment - FTSE 100 Index in Euro - 1/07/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
FTSE
9,676.536
12/08/24
0.52
9,625.279
0.53
8,990.891
634.388
7.06
7.64
Rolls-Royce
573.621
12/08/24
0.35
533.666
7.49
449.238
84.429
18.79
73.81
L
Hargreaves Lansdown
1,298.808
12/08/24
1,328.273
-2.22
857.210
471.063
54.95
46.44
L
3i Group
3,556.991
12/08/24
0.23
3,519.276
1.07
2,953.107
566.169
19.17
32.37
L
NatWest
394.357
12/08/24
0.48
371.257
6.22
292.966
78.291
26.72
34.32
Barclays
259.408
12/08/24
0.85
251.276
3.24
203.751
47.524
23.32
35.08
Pershing Square
4,165.144
12/08/24
-0.79
4,926.515
-15.45
4,536.929
389.586
8.59
24.73
Antofagasta
2,215.164
12/08/24
1.79
2,490.365
-11.05
2,139.508
350.857
16.40
29.73
InterContinental Hot
8,518.864
12/08/24
-0.61
9,652.669
-11.75
9,575.616
77.054
0.80
23.31
L
British Land
465.544
12/08/24
-0.40
481.101
-3.23
429.543
51.558
12.00
16.97
L
Halma
2,978.302
12/08/24
0.04
3,189.270
-6.61
2,655.334
533.936
20.11
26.73
L
Experian
4,153.359
12/08/24
1.18
4,299.504
-3.40
3,922.626
376.878
9.61
20.39
L
Auto Trader
940.281
12/08/24
0.81
939.102
0.13
876.905
62.197
7.09
18.59
BAE Systems
1,536.295
12/08/24
2.04
1,499.169
2.48
1,477.140
22.030
1.49
14.52
Scottish Mortgage
971.867
12/08/24
-0.17
1,044.704
-6.97
919.109
125.595
13.66
19.97
L
Lloyds Bank
66.944
12/08/24
-0.28
65.553
2.12
57.503
8.050
14.00
22.90
L
BT Group
166.771
12/08/24
8.43
166.535
0.14
129.015
37.520
29.08
22.76
RELX
4,161.609
12/08/24
0.57
4,215.824
-1.29
3,939.039
276.785
7.03
20.03
L
Taylor Wimpey
186.218
12/08/24
0.54
169.482
9.87
163.423
6.058
3.71
14.53
CRH (L)
7,561.847
12/08/24
-1.35
6,800.476
11.20
7,465.416
-664.940
-8.91
11.56
Beazley
862.729
12/08/24
1.24
809.103
6.63
757.327
51.776
6.84
20.09
L
Persimmon
1,859.229
12/08/24
0.03
1,617.028
14.98
1,611.372
5.657
0.35
13.58
L
AstraZeneca
15,062.407
12/08/24
0.63
14,501.397
3.87
12,250.879
2,250.518
18.37
15.81
Smurfit Kappa
3,604.135
12/08/24
0.07
4,174.573
-13.66
3,915.592
258.981
6.61
15.72
Next
11,246.126
12/08/24
0.23
10,748.760
4.63
9,838.218
910.542
9.26
17.19
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
L
Coca-Cola HBC
3,191.627
12/08/24
0.89
3,172.770
0.59
2,861.665
311.105
10.87
16.10
Berkeley
5,975.462
12/08/24
1.00
5,445.095
9.74
5,400.938
44.158
0.82
4.53
L
Anglo American
2,631.207
12/08/24
0.29
2,866.925
-8.22
2,169.754
697.171
32.13
17.36
L
Segro
1,042.583
12/08/24
-0.96
1,050.126
-0.72
1,045.487
4.639
0.44
12.04
DS Smith
523.295
12/08/24
1.19
494.066
5.92
400.821
93.245
23.26
36.69
Ass Brit Foods
2,869.872
12/08/24
-0.90
2,941.766
-2.44
2,642.438
299.327
11.33
12.77
L
Unilever Plc
5,555.883
12/08/24
-0.34
5,120.983
8.49
4,516.999
603.984
13.37
10.59
Aviva
570.674
12/08/24
0.35
561.010
1.72
544.783
16.227
2.98
13.17
L
Imperial Brands
2,515.116
12/08/24
0.38
2,390.185
5.23
2,040.446
349.739
17.14
13.83
L
Tesco
393.060
12/08/24
0.91
362.181
8.53
330.832
31.349
9.48
11.44
Informa
952.067
12/08/24
1.03
996.146
-4.42
939.273
56.873
6.05
11.29
L
HSBC
758.895
12/08/24
0.22
814.289
-6.80
675.029
139.260
20.63
11.44
DCC
6,052.070
12/08/24
-0.29
6,570.651
-7.89
6,654.162
-83.511
-1.26
11.02
F&C Investment Trust
1,209.235
12/08/24
1,183.306
2.19
1,139.508
43.799
3.84
9.63
Intertek
5,515.811
12/08/24
0.60
5,579.455
-1.14
5,815.944
-236.489
-4.07
10.03
Weir Group
2,244.039
12/08/24
0.79
2,340.684
-4.13
2,219.812
120.871
5.45
6.97
L
LSE Group
11,712.848
12/08/24
1.12
10,965.621
6.81
10,923.799
41.822
0.38
7.55
L
Airtel Africa
129.645
12/08/24
-0.63
139.310
-6.94
110.023
29.286
26.62
6.18
Shell
3,298.879
12/08/24
0.83
3,367.827
-2.05
2,898.593
469.234
16.19
12.69
Kingfisher
319.870
12/08/24
0.18
296.298
7.96
265.064
31.234
11.78
9.73
GSK
1,852.747
12/08/24
0.42
1,798.532
3.01
1,963.658
-165.126
-8.41
1.72
Standard Chartered
850.943
12/08/24
0.92
862.965
-1.39
773.740
89.225
11.53
8.69
L
Frasers
988.249
12/08/24
-0.42
1,031.857
-4.23
940.797
91.060
9.68
8.96
Mondi
1,677.137
12/08/24
-0.42
1,799.121
-6.78
1,582.063
217.057
13.72
11.40
Hiscox
1,401.346
12/08/24
1.89
1,336.523
4.85
1,398.593
-62.070
-4.44
7.18
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
Melrose
573.621
12/08/24
0.19
652.469
-12.08
703.165
-50.697
-7.21
1.50
ConvaTec
272.962
12/08/24
-0.17
278.619
-2.03
329.191
-50.572
-15.36
2.19
Int Cons Airlines
196.177
12/08/24
-0.06
193.171
1.56
179.953
13.218
7.35
5.12
Ashtead
6,072.106
12/08/24
-0.43
6,149.894
-1.26
5,915.592
234.301
3.96
-0.13
L
Barratt Developments
618.289
12/08/24
0.15
563.131
9.79
560.727
2.404
0.43
2.94
Compass Group
2,774.406
12/08/24
0.90
2,561.081
8.33
2,501.759
59.322
2.37
3.68
Admiral Group
3,179.841
12/08/24
0.86
3,033.696
4.82
3,162.954
-129.258
-4.09
3.91
Pearson
1,219.254
12/08/24
-0.72
1,159.263
5.17
1,169.285
-10.022
-0.86
7.20
L
SSE
2,213.396
12/08/24
0.86
2,120.287
4.39
1,890.973
229.314
12.13
7.64
L
Smiths Group
2,054.286
12/08/24
0.52
2,007.142
2.35
1,889.215
117.928
6.24
4.57
Glencore
483.517
12/08/24
1.27
544.156
-11.14
467.057
77.099
16.51
5.53
Rightmove
633.140
12/08/24
0.04
627.011
0.98
677.374
-50.363
-7.44
-0.97
S
Sage Group
1,185.074
12/08/24
1.03
1,265.219
-6.33
1,441.383
-176.165
-12.22
1.98
Endeavour Mining
1,846.854
12/08/24
1.89
2,029.536
-9.00
1,724.502
305.034
17.69
7.65
S
United Utilities
1,165.392
12/08/24
-0.12
1,163.035
0.20
1,236.225
-73.190
-5.92
-1.88
Rio Tinto
5,824.602
12/08/24
0.56
6,168.751
-5.58
5,638.335
530.416
9.41
1.36
S
Flutter
17,307.625
12/08/24
-1.28
17,266.374
0.24
19,871.044
-2,604.670
-13.11
1.46
Haleon
439.851
12/08/24
-1.01
382.689
14.94
383.939
-1.250
-0.33
0.64
Fresnillo
636.440
12/08/24
0.93
662.958
-4.00
550.762
112.196
20.37
3.96
Land Securities
725.423
12/08/24
-0.73
742.513
-2.30
734.818
7.695
1.05
1.81
L
BAT
3,301.236
12/08/24
2,888.729
14.28
2,718.640
170.089
6.26
1.32
L
Vodafone
87.734
12/08/24
0.87
82.784
5.98
82.239
0.545
0.66
-0.52
S
M&G
240.315
12/08/24
1.09
241.022
-0.29
269.871
-28.849
-10.69
0.41
S
Legal & General
265.890
12/08/24
0.53
269.780
-1.44
289.215
-19.435
-6.72
-1.25
S
Bunzl
3,773.852
12/08/24
0.50
3,526.348
7.02
3,603.752
-77.404
-2.15
1.38
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
WPP Group
813.464
12/08/24
1.68
847.643
-4.03
832.591
15.053
1.81
-4.16
J Sainsbury
317.748
12/08/24
0.67
303.841
4.58
291.325
12.516
4.30
-3.03
S
Unite
1,100.805
12/08/24
-1.11
1,048.358
5.00
1,127.784
-79.427
-7.04
-4.73
S
Severn Trent
2,962.981
12/08/24
-0.63
2,821.549
5.01
3,060.961
-239.412
-7.82
-3.34
BP
518.109
12/08/24
1.35
563.956
-8.13
552.989
10.967
1.98
-0.29
Phoenix
634.083
12/08/24
0.47
627.600
1.03
596.952
30.648
5.13
6.75
Centrica
150.035
12/08/24
3.29
161.172
-6.91
152.638
8.535
5.59
-0.71
S
RS Group
888.658
12/08/24
-0.40
809.693
9.75
848.300
-38.607
-4.55
-6.65
Smith and Nephew
1,362.452
12/08/24
-0.86
1,149.834
18.49
1,279.015
-129.181
-10.10
-5.65
L
Rentokil Initial
552.760
12/08/24
1.01
542.624
1.87
580.188
-37.564
-6.47
-2.11
Johnson Matthey
1,858.640
12/08/24
0.06
1,856.283
0.13
1,973.036
-116.754
-5.92
-3.99
L
Schroders
397.421
12/08/24
-0.12
428.300
-7.21
457.210
-28.909
-6.32
-8.00
L
JD Sports Fashion
141.844
12/08/24
-4.07
140.665
0.84
133.880
6.785
5.07
-8.15
S
Spirax-Sarco
9,092.838
12/08/24
0.72
9,959.103
-8.70
12,432.591
-2,473.488
-19.90
-10.94
L
Abrdn
180.266
12/08/24
2.51
175.964
2.44
178.019
-2.055
-1.15
-8.42
S
Whitbread
3,316.558
12/08/24
-1.44
3,483.918
-4.80
3,838.218
-354.300
-9.23
-9.99
S
B&M
524.002
12/08/24
-2.22
520.938
0.59
644.783
-123.845
-19.21
-17.78
S
Diageo
2,889.319
12/08/24
1.03
2,922.908
-1.15
3,389.801
-466.892
-13.77
-15.08
S
National Grid
1,153.135
12/08/24
-0.04
1,043.525
10.50
1,236.225
-192.700
-15.59
-11.29
S
Croda
4,512.829
12/08/24
-0.05
4,595.331
-1.80
5,556.858
-961.528
-17.30
-18.26
Reckitt Benckiser
4,926.515
12/08/24
5,054.981
-2.54
6,060.961
-1,005.980
-16.60
-17.38
L
St. James´s Place
814.407
12/08/24
-1.22
647.047
25.87
531.887
115.160
21.65
-12.10
Prudential
748.877
12/08/24
0.41
841.750
-11.03
924.033
-82.282
-8.90
-15.23
S
Entain
684.055
12/08/24
3.98
742.042
-7.81
861.430
-119.389
-13.86
-30.85
Ocado
443.976
12/08/24
0.72
339.552
30.75
535.522
-195.969
-36.59
-44.05
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
∅-RS
S
Burberry Group
790.835
12/08/24
-2.02
1,016.654
-22.21
1,462.485
-445.832
-30.48
-40.45
FTSE - 100 out of 100 instruments rated - 1/07/24 / 11/03/24 - 64 did rise, Market-Ratio(16) in EUR = 64.00 %
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 7011
days out of 7179 invested (98%)
2,187
228,683
18
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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