Sat, Dec 6th, 2025, 5:49UTC
Assessment - FTSE 100 Index in Euro - 7/01/24 - RS = 20
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/12/24
prc diff
⇓ Δ20
∅-RS
FTSE
9,676.536
8/12/24
0.52
9,625.279
0.53
8,877.221
748.058
8.43
7.64
Rolls-Royce
573.621
8/12/24
0.35
533.666
7.49
362.300
171.366
47.30
73.81
L
Hargreaves Lansdown
1,298.808
8/12/24
1,328.273
-2.22
958.320
369.954
38.60
46.44
L
3i Group
3,556.991
8/12/24
0.23
3,519.276
1.07
2,823.620
695.656
24.64
32.37
L
NatWest
394.357
8/12/24
0.48
371.257
6.22
243.448
127.809
52.50
34.32
Barclays
259.408
8/12/24
0.85
251.276
3.24
167.472
83.804
50.04
35.08
Pershing Square
4,165.144
8/12/24
-0.79
4,926.515
-15.45
4,693.141
233.374
4.97
24.73
Antofagasta
2,215.164
8/12/24
1.79
2,490.365
-11.05
1,967.978
522.387
26.54
29.73
InterContinental Hot
8,518.864
8/12/24
-0.61
9,652.669
-11.75
9,065.122
587.547
6.48
23.31
L
British Land
465.544
8/12/24
-0.40
481.101
-3.23
437.198
43.903
10.04
16.97
L
Halma
2,978.302
8/12/24
0.04
3,189.270
-6.61
2,583.337
605.933
23.46
26.73
L
Experian
4,153.359
8/12/24
1.18
4,299.504
-3.40
3,961.742
337.762
8.53
20.39
L
Auto Trader
940.281
8/12/24
0.81
939.102
0.13
850.485
88.617
10.42
18.59
BAE Systems
1,536.295
8/12/24
2.04
1,499.169
2.48
1,434.666
64.503
4.50
14.52
Scottish Mortgage
971.867
8/12/24
-0.17
1,044.704
-6.97
945.661
99.043
10.47
19.97
L
Lloyds Bank
66.944
8/12/24
-0.28
65.553
2.12
48.525
17.028
35.09
22.90
L
BT Group
166.771
8/12/24
8.43
166.535
0.14
122.486
44.049
35.96
22.76
RELX
4,161.609
8/12/24
0.57
4,215.824
-1.29
3,908.997
306.827
7.85
20.03
L
Taylor Wimpey
186.218
8/12/24
0.54
169.482
9.87
173.414
-3.933
-2.27
14.53
CRH (L)
7,561.847
8/12/24
-1.35
6,800.476
11.20
6,884.992
-84.516
-1.23
11.56
Beazley
862.729
8/12/24
1.24
809.103
6.63
678.067
131.036
19.32
20.09
L
Persimmon
1,859.229
8/12/24
0.03
1,617.028
14.98
1,663.228
-46.200
-2.78
13.58
L
AstraZeneca
15,062.407
8/12/24
0.63
14,501.397
3.87
11,136.246
3,365.151
30.22
15.81
Smurfit Kappa
3,604.135
8/12/24
0.07
4,174.573
-13.66
3,753.106
421.467
11.23
15.72
Next
11,246.126
8/12/24
0.23
10,748.760
4.63
9,784.800
963.960
9.85
17.19
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/12/24
prc diff
⇓ Δ20
∅-RS
L
Coca-Cola HBC
3,191.627
8/12/24
0.89
3,172.770
0.59
2,593.886
578.884
22.32
16.10
Berkeley
5,975.462
8/12/24
1.00
5,445.095
9.74
5,555.816
-110.720
-1.99
4.53
L
Anglo American
2,631.207
8/12/24
0.29
2,866.925
-8.22
2,053.073
813.852
39.64
17.36
L
Segro
1,042.583
8/12/24
-0.96
1,050.126
-0.72
981.527
68.598
6.99
12.04
DS Smith
523.295
8/12/24
1.19
494.066
5.92
374.490
119.576
31.93
36.69
Ass Brit Foods
2,869.872
8/12/24
-0.90
2,941.766
-2.44
2,654.836
286.930
10.81
12.77
L
Unilever Plc
5,555.883
8/12/24
-0.34
5,120.983
8.49
4,680.247
440.735
9.42
10.59
Aviva
570.674
8/12/24
0.35
561.010
1.72
494.046
66.964
13.55
13.17
L
Imperial Brands
2,515.116
8/12/24
0.38
2,390.185
5.23
2,222.326
167.858
7.55
13.83
L
Tesco
393.060
8/12/24
0.91
362.181
8.53
327.723
34.459
10.51
11.44
Informa
952.067
8/12/24
1.03
996.146
-4.42
943.317
52.829
5.60
11.29
L
HSBC
758.895
8/12/24
0.22
814.289
-6.80
713.114
101.176
14.19
11.44
DCC
6,052.070
8/12/24
-0.29
6,570.651
-7.89
6,699.798
-129.147
-1.93
11.02
F&C Investment Trust
1,209.235
8/12/24
1,183.306
2.19
1,166.252
17.054
1.46
9.63
Intertek
5,515.811
8/12/24
0.60
5,579.455
-1.14
5,176.051
403.404
7.79
10.03
Weir Group
2,244.039
8/12/24
0.79
2,340.684
-4.13
2,126.213
214.471
10.09
6.97
L
LSE Group
11,712.848
8/12/24
1.12
10,965.621
6.81
10,413.052
552.568
5.31
7.55
L
Airtel Africa
129.645
8/12/24
-0.63
139.310
-6.94
120.376
18.934
15.73
6.18
Shell
3,298.879
8/12/24
0.83
3,367.827
-2.05
2,925.008
442.819
15.14
12.69
Kingfisher
319.870
8/12/24
0.18
296.298
7.96
258.803
37.495
14.49
9.73
GSK
1,852.747
8/12/24
0.42
1,798.532
3.01
1,906.325
-107.793
-5.65
1.72
Standard Chartered
850.943
8/12/24
0.92
862.965
-1.39
681.701
181.264
26.59
8.69
L
Frasers
988.249
8/12/24
-0.42
1,031.857
-4.23
964.063
67.794
7.03
8.96
Mondi
1,677.137
8/12/24
-0.42
1,799.121
-6.78
1,594.660
204.461
12.82
11.40
Hiscox
1,401.346
8/12/24
1.89
1,336.523
4.85
1,242.440
94.084
7.57
7.18
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/12/24
prc diff
⇓ Δ20
∅-RS
Melrose
573.621
8/12/24
0.19
652.469
-12.08
696.235
-43.767
-6.29
1.50
ConvaTec
272.962
8/12/24
-0.17
278.619
-2.03
279.432
-0.813
-0.29
2.19
Int Cons Airlines
196.177
8/12/24
-0.06
193.171
1.56
171.129
22.043
12.88
5.12
Ashtead
6,072.106
8/12/24
-0.43
6,149.894
-1.26
6,186.413
-36.519
-0.59
-0.13
L
Barratt Developments
618.289
8/12/24
0.15
563.131
9.79
572.577
-9.446
-1.65
2.94
Compass Group
2,774.406
8/12/24
0.90
2,561.081
8.33
2,578.649
-17.568
-0.68
3.68
Admiral Group
3,179.841
8/12/24
0.86
3,033.696
4.82
2,985.372
48.324
1.62
3.91
Pearson
1,219.254
8/12/24
-0.72
1,159.263
5.17
1,117.727
41.536
3.72
7.20
L
SSE
2,213.396
8/12/24
0.86
2,120.287
4.39
1,833.185
287.102
15.66
7.64
L
Smiths Group
2,054.286
8/12/24
0.52
2,007.142
2.35
1,905.270
101.873
5.35
4.57
Glencore
483.517
8/12/24
1.27
544.156
-11.14
462.106
82.050
17.76
5.53
Rightmove
633.140
8/12/24
0.04
627.011
0.98
646.772
-19.761
-3.06
-0.97
S
Sage Group
1,185.074
8/12/24
1.03
1,265.219
-6.33
1,377.233
-112.014
-8.13
1.98
Endeavour Mining
1,846.854
8/12/24
1.89
2,029.536
-9.00
1,550.706
478.830
30.88
7.65
S
United Utilities
1,165.392
8/12/24
-0.12
1,163.035
0.20
1,209.621
-46.586
-3.85
-1.88
Rio Tinto
5,824.602
8/12/24
0.56
6,168.751
-5.58
6,276.665
-107.914
-1.72
1.36
S
Flutter
17,307.625
8/12/24
-1.28
17,266.374
0.24
19,644.615
-2,378.241
-12.11
1.46
Haleon
439.851
8/12/24
-1.01
382.689
14.94
374.666
8.023
2.14
0.64
Fresnillo
636.440
8/12/24
0.93
662.958
-4.00
578.321
84.637
14.64
3.96
Land Securities
725.423
8/12/24
-0.73
742.513
-2.30
752.262
-9.749
-1.30
1.81
L
BAT
3,301.236
8/12/24
2,888.729
14.28
2,854.095
34.634
1.21
1.32
L
Vodafone
87.734
8/12/24
0.87
82.784
5.98
75.308
7.476
9.93
-0.52
S
M&G
240.315
8/12/24
1.09
241.022
-0.29
259.389
-18.367
-7.08
0.41
S
Legal & General
265.890
8/12/24
0.53
269.780
-1.44
276.033
-6.253
-2.27
-1.25
S
Bunzl
3,773.852
8/12/24
0.50
3,526.348
7.02
3,748.418
-222.070
-5.92
1.38
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/12/24
prc diff
⇓ Δ20
∅-RS
WPP Group
813.464
8/12/24
1.68
847.643
-4.03
911.904
-64.261
-7.05
-4.16
J Sainsbury
317.748
8/12/24
0.67
303.841
4.58
300.178
3.663
1.22
-3.03
S
Unite
1,100.805
8/12/24
-1.11
1,048.358
5.00
1,179.146
-130.788
-11.09
-4.73
S
Severn Trent
2,962.981
8/12/24
-0.63
2,821.549
5.01
2,924.422
-102.873
-3.52
-3.34
BP
518.109
8/12/24
1.35
563.956
-8.13
561.970
1.987
0.35
-0.29
Phoenix
634.083
8/12/24
0.47
627.600
1.03
582.189
45.412
7.80
6.75
Centrica
150.035
8/12/24
3.29
161.172
-6.91
157.591
3.582
2.27
-0.71
S
RS Group
888.658
8/12/24
-0.40
809.693
9.75
926.438
-116.745
-12.60
-6.65
Smith and Nephew
1,362.452
8/12/24
-0.86
1,149.834
18.49
1,286.980
-137.146
-10.66
-5.65
L
Rentokil Initial
552.760
8/12/24
1.01
542.624
1.87
468.611
74.013
15.79
-2.11
Johnson Matthey
1,858.640
8/12/24
0.06
1,856.283
0.13
1,883.586
-27.303
-1.45
-3.99
L
Schroders
397.421
8/12/24
-0.12
428.300
-7.21
474.354
-46.054
-9.71
-8.00
L
JD Sports Fashion
141.844
8/12/24
-4.07
140.665
0.84
123.834
16.831
13.59
-8.15
S
Spirax-Sarco
9,092.838
8/12/24
0.72
9,959.103
-8.70
11,908.669
-1,949.565
-16.37
-10.94
L
Abrdn
180.266
8/12/24
2.51
175.964
2.44
193.809
-17.845
-9.21
-8.42
S
Whitbread
3,316.558
8/12/24
-1.44
3,483.918
-4.80
4,110.600
-626.682
-15.25
-9.99
S
B&M
524.002
8/12/24
-2.22
520.938
0.59
583.595
-62.657
-10.74
-17.78
S
Diageo
2,889.319
8/12/24
1.03
2,922.908
-1.15
3,387.993
-465.084
-13.73
-15.08
S
National Grid
1,153.135
8/12/24
-0.04
1,043.525
10.50
1,174.457
-130.932
-11.15
-11.29
S
Croda
4,512.829
8/12/24
-0.05
4,595.331
-1.80
5,775.001
-1,179.670
-20.43
-18.26
Reckitt Benckiser
4,926.515
8/12/24
5,054.981
-2.54
6,746.683
-1,691.701
-25.07
-17.38
L
St. James´s Place
814.407
8/12/24
-1.22
647.047
25.87
751.559
-104.512
-13.91
-12.10
Prudential
748.877
8/12/24
0.41
841.750
-11.03
952.225
-110.474
-11.60
-15.23
S
Entain
684.055
8/12/24
3.98
742.042
-7.81
1,192.039
-449.997
-37.75
-30.85
Ocado
443.976
8/12/24
0.72
339.552
30.75
629.190
-289.638
-46.03
-44.05
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/12/24
prc diff
⇓ Δ20
∅-RS
S
Burberry Group
790.835
8/12/24
-2.02
1,016.654
-22.21
1,565.357
-548.703
-35.05
-40.45
FTSE - 100 out of 100 instruments rated - 7/01/24 / 2/12/24 - 60 did rise, Market-Ratio(20) in EUR = 60.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Euro * S20 - 39 ex 2 (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
7/03/06
14
Entain
100
2,124
4.706
4.566
4.852
0.145
3
10,308
121
7/03/06
7/17/06
14
- cash -
7/17/06
8/28/06
42
Entain
100
2,352
4.382
4.675
4.088
-0.294
-7
9,617
-45
8/28/06
9/11/06
14
- cash -
9/11/06
9/18/06
7
Ashtead
100
5,007
1.921
2.161
1.680
-0.241
-13
8,412
-100
9/18/06
8/13/07
329
- cash -
8/13/07
10/01/07
49
Segro
100
529
15.898
13.164
19.200
3.302
21
10,158
308
10/01/07
10/08/07
7
Taylor Wimpey
100
3,382
3.003
3.153
2.853
-0.150
-5
9,652
-93
10/08/07
10/15/07
7
Segro
100
731
13.202
13.255
13.149
-0.053
0
9,613
-19
10/15/07
10/29/07
14
Barratt Developments
100
1,519
6.328
5.899
6.787
0.460
7
10,311
522
10/29/07
11/05/07
7
- cash -
11/05/07
12/24/07
49
Barratt Developments
100
1,809
5.700
4.034
8.053
2.353
41
14,569
1,213
12/24/07
1/07/08
14
- cash -
1/07/08
3/24/08
77
Barratt Developments
100
4,296
3.391
3.518
3.264
-0.127
-4
14,022
-17
3/24/08
4/07/08
14
Smurfit Kappa
100
1,475
9.504
10.424
8.584
-0.920
-10
12,665
-93
4/07/08
4/14/08
7
- cash -
4/14/08
4/28/08
14
Ashtead
100
17,311
0.732
0.788
0.676
-0.056
-8
11,695
-87
4/28/08
5/05/08
7
Barratt Developments
100
4,934
2.370
2.242
2.505
0.135
6
12,363
1,704
5/05/08
5/12/08
7
- cash -
5/12/08
6/09/08
28
Barratt Developments
100
5,422
2.280
0.989
5.256
2.976
131
28,497
> 999,999
6/09/08
6/16/08
7
- cash -
6/16/08
7/28/08
42
Barratt Developments
100
35,207
0.809
0.877
0.742
-0.068
-8
26,117
-53
7/28/08
9/01/08
35
Taylor Wimpey
100
62,753
0.416
0.527
0.305
-0.111
-27
19,140
-96
9/01/08
9/08/08
7
- cash -
9/08/08
12/22/08
105
Taylor Wimpey
100
32,977
0.580
0.122
2.756
2.176
375
90,898
22,395
12/22/08
3/02/09
70
NatWest
100
20,456
4.443
2.554
7.732
3.288
74
158,164
1,696
3/02/09
3/09/09
7
Unite
100
352,138
0.449
0.512
0.386
-0.063
-14
135,961
-100
3/09/09
3/16/09
7
Lloyds Bank
100
279,388
0.487
0.511
0.462
-0.025
-5
129,105
-93
3/16/09
3/23/09
7
- cash -
3/23/09
3/30/09
7
Lloyds Bank
100
197,121
0.655
0.698
0.612
-0.043
-7
120,619
-97
3/30/09
4/06/09
7
NatWest
100
48,061
2.510
3.279
1.740
-0.769
-31
83,641
-100
4/06/09
5/24/10
413
- cash -
5/24/10
5/31/10
7
Aviva
100
23,648
3.537
3.869
3.205
-0.332
-9
75,795
-99
5/31/10
8/16/10
77
- cash -
8/16/10
9/06/10
21
Entain
100
66,666
1.137
1.108
1.166
0.029
3
77,753
56
9/06/10
8/08/11
336
- cash -
8/08/11
9/12/11
35
Lloyds Bank
100
206,528
0.376
0.355
0.399
0.023
6
82,405
83
9/12/11
9/26/11
14
NatWest
100
34,128
2.415
2.699
2.131
-0.284
-12
72,711
-96
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
9/26/11
11/21/11
56
Ocado
100
69,786
1.042
1.028
1.056
0.014
1
73,715
9
11/21/11
12/05/11
14
Lloyds Bank
100
269,366
0.274
0.314
0.233
-0.041
-15
62,735
-99
12/05/11
12/12/11
7
- cash -
12/12/11
12/26/11
14
Ocado
100
66,985
0.937
0.652
1.345
0.408
44
90,082
> 999,999
12/26/11
7/07/14
924
- cash -
7/07/14
7/14/14
7
Coca-Cola HBC
100
5,424
16.606
17.198
16.014
-0.592
-4
86,871
-85
7/14/14
7/28/14
14
Barclays
100
33,041
2.629
2.757
2.502
-0.128
-5
82,652
-73
7/28/14
8/11/14
14
Kingfisher
100
22,110
3.738
3.750
3.726
-0.012
0
82,386
-8
8/11/14
9/29/14
49
- cash -
9/29/14
10/06/14
7
Tesco
100
27,058
3.045
2.844
3.259
0.214
7
88,188
3,377
10/06/14
10/13/14
7
- cash -
10/13/14
11/03/14
21
Ocado
100
31,352
2.813
3.509
2.117
-0.696
-25
66,360
-99
11/03/14
8/24/15
294
- cash -
8/24/15
10/26/15
63
Glencore
100
35,412
1.874
1.610
2.181
0.307
16
77,239
141
10/26/15
11/09/15
14
- cash -
11/09/15
11/16/15
7
Glencore
100
50,074
1.542
1.274
1.868
0.326
21
93,540
> 999,999
11/16/15
12/14/15
28
- cash -
12/14/15
12/28/15
14
Anglo American
100
24,187
3.867
4.450
3.285
-0.583
-15
79,445
-99
12/28/15
2/08/16
42
- cash -
2/08/16
2/15/16
7
Standard Chartered
100
14,428
5.506
5.862
5.151
-0.356
-6
74,315
-97
2/15/16
3/05/18
749
- cash -
3/05/18
3/12/18
7
United Utilities
100
9,818
7.569
7.908
7.230
-0.339
-4
70,990
-91
3/12/18
3/19/18
7
- cash -
3/19/18
4/16/18
28
Imperial Brands
100
2,586
27.444
28.259
26.630
-0.815
-3
68,883
-32
4/16/18
10/08/18
175
- cash -
10/08/18
10/15/18
7
Fresnillo
100
7,768
8.867
10.358
7.376
-1.491
-17
57,303
-100
10/15/18
10/29/18
14
ConvaTec
100
33,643
1.703
1.737
1.670
-0.034
-2
56,171
-41
10/29/18
11/26/18
28
WPP Group
100
5,748
9.772
9.937
9.606
-0.166
-2
55,219
-20
11/26/18
12/10/18
14
BAT
100
1,797
30.717
30.083
31.364
0.647
2
56,382
72
12/10/18
1/14/19
35
DS Smith
100
16,665
3.383
3.678
3.088
-0.295
-9
51,461
-61
1/14/19
2/04/19
21
BAT
100
1,832
28.079
30.571
25.587
-2.492
-9
46,896
-80
2/04/19
2/11/19
7
Entain
100
6,197
7.567
7.323
7.820
0.253
3
48,463
455
2/11/19
3/02/20
385
- cash -
3/02/20
3/09/20
7
BT Group
100
30,289
1.600
1.375
1.862
0.262
16
56,387
268,748
3/09/20
3/23/20
14
Shell
100
3,738
15.083
12.108
18.790
3.707
25
70,243
30,669
3/23/20
4/06/20
14
Int Cons Airlines
100
32,363
2.170
2.580
1.761
-0.409
-19
56,992
-100
4/06/20
5/04/20
28
Centrica
100
158,875
0.359
0.442
0.275
-0.083
-23
43,738
-97
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
5/04/20
7/27/20
84
Rolls-Royce
100
13,157
3.324
2.847
3.882
0.558
17
51,080
96
7/27/20
3/07/22
588
- cash -
3/07/22
3/14/22
7
Coca-Cola HBC
100
2,861
17.851
19.444
16.258
-1.593
-9
46,522
-99
3/14/22
4/04/22
21
- cash -
4/04/22
4/18/22
14
Coca-Cola HBC
100
2,461
18.900
19.118
18.681
-0.219
-1
45,984
-26
4/18/22
5/09/22
21
- cash -
5/09/22
6/20/22
42
Ocado
100
5,025
9.150
10.221
8.078
-1.071
-12
40,600
-66
6/20/22
6/27/22
7
JD Sports Fashion
100
32,777
1.239
1.377
1.101
-0.138
-11
36,075
-100
6/27/22
7/25/22
28
Ocado
100
3,616
9.974
8.956
11.107
1.133
11
40,173
307
7/25/22
8/29/22
35
- cash -
8/29/22
9/12/22
14
Ocado
100
4,694
8.558
9.180
7.937
-0.622
-7
37,255
-86
9/12/22
9/19/22
7
- cash -
9/19/22
10/31/22
42
Ocado
100
4,868
7.653
5.479
10.689
3.036
40
52,033
1,724
10/31/22
1/02/23
63
- cash -
1/02/23
1/09/23
7
Persimmon
100
3,782
13.758
14.691
12.824
-0.933
-7
48,503
-97
1/09/23
6/19/23
161
- cash -
6/19/23
6/26/23
7
Ocado
100
9,530
5.089
6.187
3.992
-1.098
-22
38,042
-100
6/26/23
7/31/23
35
Vodafone
100
46,566
0.817
0.870
0.764
-0.053
-6
35,595
-50
7/31/23
8/21/23
21
- cash -
8/21/23
9/11/23
21
Fresnillo
100
5,964
5.968
6.755
5.181
-0.787
-13
30,900
-91
9/11/23
9/18/23
7
Anglo American
100
1,280
24.127
26.292
21.962
-2.165
-9
28,129
-99
9/18/23
10/09/23
21
St. James´s Place
100
2,903
9.687
9.212
10.186
0.499
5
29,578
139
10/09/23
10/16/23
7
Entain
100
2,772
10.669
11.105
10.233
-0.436
-4
28,369
-89
10/16/23
10/23/23
7
- cash -
10/23/23
11/13/23
21
St. James´s Place
100
3,883
7.305
7.481
7.129
-0.176
-2
27,685
-35
11/13/23
12/06/25
754
- cash -
accum 6/19/06
11/13/23 1512
days out of 7278 invested (21%)
177
27,685
28
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Taylor Wimpey short 10/01/07 10/08/07 7 3.00 3.15 2.85 -0.15 -4.98
7/28/08 9/01/08 35 0.42 0.53 0.31 -0.11 -26.72
9/08/08 12/22/08 105 0.58 0.12 2.76 2.18 374.93 230.70
Barratt Developments 10/15/07 10/29/07 14 6.33 5.90 6.79 0.46 7.26
11/05/07 12/24/07 49 5.70 4.03 8.05 2.35 41.29
1/07/08 3/24/08 77 3.39 3.52 3.26 -0.13 -3.75
4/28/08 5/05/08 7 2.37 2.24 2.51 0.14 5.70
5/12/08 6/09/08 28 2.28 0.99 5.26 2.98 130.52
6/16/08 7/28/08 42 0.81 0.88 0.74 -0.07 -8.35 225.76
Glencore 8/24/15 10/26/15 63 1.87 1.61 2.18 0.31 16.39
11/09/15 11/16/15 7 1.54 1.27 1.87 0.33 21.10 40.96
Shell 3/09/20 3/23/20 14 15.08 12.11 18.79 3.71 24.58 24.58
Segro 8/13/07 10/01/07 49 15.90 13.16 19.20 3.30 20.77
10/08/07 10/15/07 7 13.20 13.26 13.15 -0.05 -0.40 20.28
Rolls-Royce 5/04/20 7/27/20 84 3.32 2.85 3.88 0.56 16.78 16.78
BT Group 3/02/20 3/09/20 7 1.60 1.38 1.86 0.26 16.35 16.35
Ocado 9/26/11 11/21/11 56 1.04 1.03 1.06 0.01 1.38
12/12/11 12/26/11 14 0.94 0.65 1.34 0.41 43.59
10/13/14 11/03/14 21 2.81 3.51 2.12 -0.70 -24.75
5/09/22 6/20/22 42 9.15 10.22 8.08 -1.07 -11.71
6/27/22 7/25/22 28 9.97 8.96 11.11 1.13 11.36
8/29/22 9/12/22 14 8.56 9.18 7.94 -0.62 -7.26
9/19/22 10/31/22 42 7.65 5.48 10.69 3.04 39.67
6/19/23 6/26/23 7 5.09 6.19 3.99 -1.10 -21.57 9.41
Tesco 9/29/14 10/06/14 7 3.04 2.84 3.26 0.21 7.04 7.04
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
NatWest 12/22/08 3/02/09 70 4.44 2.55 7.73 3.29 74.00
3/30/09 4/06/09 7 2.51 3.28 1.74 -0.77 -30.66
9/12/11 9/26/11 14 2.41 2.70 2.13 -0.28 -11.76 6.46
St. James´s Place 9/18/23 10/09/23 21 9.69 9.21 10.19 0.50 5.15
10/23/23 11/13/23 21 7.31 7.48 7.13 -0.18 -2.41 2.62
Kingfisher 7/28/14 8/11/14 14 3.74 3.75 3.73 -0.01 -0.32 -0.32
WPP Group 10/29/18 11/26/18 28 9.77 9.94 9.61 -0.17 -1.70 -1.70
ConvaTec 10/15/18 10/29/18 14 1.70 1.74 1.67 -0.03 -1.97 -1.97
Entain 6/19/06 7/03/06 14 4.71 4.57 4.85 0.15 3.08
7/17/06 8/28/06 42 4.38 4.68 4.09 -0.29 -6.70
8/16/10 9/06/10 21 1.14 1.11 1.17 0.03 2.58
2/04/19 2/11/19 7 7.57 7.32 7.82 0.25 3.34
10/09/23 10/16/23 7 10.67 11.10 10.23 -0.44 -4.09 -2.21
Imperial Brands 3/19/18 4/16/18 28 27.44 28.26 26.63 -0.81 -2.97 -2.97
United Utilities 3/05/18 3/12/18 7 7.57 7.91 7.23 -0.34 -4.47 -4.47
Barclays 7/14/14 7/28/14 14 2.63 2.76 2.50 -0.13 -4.86 -4.86
Vodafone 6/26/23 7/31/23 35 0.82 0.87 0.76 -0.05 -6.43 -6.43
Standard Chartered 2/08/16 2/15/16 7 5.51 5.86 5.15 -0.36 -6.46 -6.46
Persimmon 1/02/23 1/09/23 7 13.76 14.69 12.82 -0.93 -6.78 -6.78
BAT 11/26/18 12/10/18 14 30.72 30.08 31.36 0.65 2.11
1/14/19 2/04/19 21 28.08 30.57 25.59 -2.49 -8.87 -6.95
DS Smith 12/10/18 1/14/19 35 3.38 3.68 3.09 -0.30 -8.73 -8.73
Aviva 5/24/10 5/31/10 7 3.54 3.87 3.21 -0.33 -9.38 -9.38
Smurfit Kappa 3/24/08 4/07/08 14 9.50 10.42 8.58 -0.92 -9.68 -9.68
JD Sports Fashion 6/20/22 6/27/22 7 1.24 1.38 1.10 -0.14 -11.14 -11.14
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Coca-Cola HBC 7/07/14 7/14/14 7 16.61 17.20 16.01 -0.59 -3.56
3/07/22 3/14/22 7 17.85 19.44 16.26 -1.59 -8.92
4/04/22 4/18/22 14 18.90 19.12 18.68 -0.22 -1.16 -13.19
Unite 3/02/09 3/09/09 7 0.45 0.51 0.39 -0.06 -14.04 -14.04
Int Cons Airlines 3/23/20 4/06/20 14 2.17 2.58 1.76 -0.41 -18.87 -18.87
Ashtead 9/11/06 9/18/06 7 1.92 2.16 1.68 -0.24 -12.54
4/14/08 4/28/08 14 0.73 0.79 0.68 -0.06 -7.66 -19.24
Lloyds Bank 3/09/09 3/16/09 7 0.49 0.51 0.46 -0.02 -5.04
3/23/09 3/30/09 7 0.65 0.70 0.61 -0.04 -6.57
8/08/11 9/12/11 35 0.38 0.36 0.40 0.02 5.98
11/21/11 12/05/11 14 0.27 0.31 0.23 -0.04 -14.90 -19.98
Anglo American 12/14/15 12/28/15 14 3.87 4.45 3.28 -0.58 -15.07
9/11/23 9/18/23 7 24.13 26.29 21.96 -2.16 -8.97 -22.69
Centrica 4/06/20 5/04/20 28 0.36 0.44 0.28 -0.08 -23.26 -23.26
Fresnillo 10/08/18 10/15/18 7 8.87 10.36 7.38 -1.49 -16.81
8/21/23 9/11/23 21 5.97 6.76 5.18 -0.79 -13.19 -27.79
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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