Assessment - FTSE 100 Index in Japanese yen - 25/09/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
25/09/17
⇓ Δwk
5/06/17
prc diff
⇓ Δ16
∅-RS
FTSE
1,234,896.989
12/08/24
0.52
1,098,181.059
1,074,548.222
23,632.837
2.20
8.64
L
Frasers
126,118.099
12/08/24
-0.42
63,096.652
42,120.892
20,975.760
49.80
46.55
Intertek
703,914.973
12/08/24
0.60
734,448.037
618,420.366
116,027.671
18.76
36.16
S
B&M
66,871.922
12/08/24
-2.22
57,606.717
51,501.715
6,105.002
11.85
36.11
S
RS Group
113,408.523
12/08/24
-0.40
93,404.102
85,598.220
7,805.882
9.12
36.37
L
Coca-Cola HBC
407,308.066
12/08/24
0.89
380,234.413
330,957.414
49,276.999
14.89
35.33
Next
1,435,204.417
12/08/24
0.23
781,375.702
625,565.212
155,810.490
24.91
30.68
L
3i Group
453,934.912
12/08/24
0.23
138,978.084
132,677.955
6,300.130
4.75
30.07
L
Persimmon
237,270.485
12/08/24
0.03
374,518.864
341,037.872
33,480.992
9.82
30.12
Antofagasta
282,694.058
12/08/24
1.79
136,571.538
110,870.755
25,700.782
23.18
30.45
L
Rentokil Initial
70,541.906
12/08/24
1.01
44,551.200
38,694.108
5,857.092
15.14
29.62
Berkeley
762,574.554
12/08/24
1.00
536,208.735
452,335.547
83,873.188
18.54
28.66
S
Entain
87,297.489
12/08/24
3.98
127,697.396
111,227.712
16,469.684
14.81
27.56
Ass Brit Foods
366,246.359
12/08/24
-0.90
482,211.838
427,013.038
55,198.801
12.93
26.39
Glencore
61,705.367
12/08/24
1.27
51,755.800
40,401.789
11,354.011
28.10
26.43
L
LSE Group
1,494,766.454
12/08/24
1.12
563,282.388
499,311.050
63,971.337
12.81
25.92
Int Cons Airlines
25,035.608
12/08/24
-0.06
88,290.190
85,691.029
2,599.161
3.03
23.96
L
NatWest
50,326.912
12/08/24
0.48
39,316.960
36,975.004
2,341.956
6.33
23.64
L
Abrdn
23,005.084
12/08/24
2.51
63,803.575
54,358.796
9,444.779
17.37
22.40
Ashtead
774,908.107
12/08/24
-0.43
264,720.161
227,081.583
37,638.578
16.57
22.38
Scottish Mortgage
124,027.412
12/08/24
-0.17
61,878.338
57,391.500
4,486.837
7.82
22.05
DS Smith
66,781.677
12/08/24
1.19
74,332.218
62,424.590
11,907.628
19.08
21.87
Rolls-Royce
73,204.149
12/08/24
0.35
132,886.513
126,732.484
6,154.029
4.86
21.67
L
Hargreaves Lansdown
165,750.919
12/08/24
221,402.316
198,863.441
22,538.876
11.33
21.49
S
Spirax-Sarco
1,160,406.841
12/08/24
0.72
819,730.043
795,299.557
24,430.486
3.07
21.39
⇓ instrument
freshest
⇓ Δday
25/09/17
⇓ Δwk
5/06/17
prc diff
⇓ Δ16
∅-RS
Johnson Matthey
237,195.280
12/08/24
0.06
519,062.088
445,901.759
73,160.329
16.41
20.84
Smurfit Kappa
459,951.279
12/08/24
0.07
350,904.622
314,334.654
36,569.968
11.63
21.38
L
Unilever Plc
709,028.885
12/08/24
-0.34
642,096.799
620,757.719
21,339.080
3.44
21.19
L
Segro
133,051.963
12/08/24
-0.96
79,942.480
70,448.977
9,493.503
13.48
20.77
L
Barratt Developments
78,904.657
12/08/24
0.15
89,192.645
84,170.393
5,022.252
5.97
20.49
L
Anglo American
335,788.499
12/08/24
0.29
193,802.231
145,895.348
47,906.884
32.84
19.39
Mondi
214,032.266
12/08/24
-0.42
305,330.640
293,755.385
11,575.255
3.94
18.92
S
Burberry Group
100,924.561
12/08/24
-2.02
268,029.163
258,973.523
9,055.640
3.50
18.17
Rio Tinto
743,322.179
12/08/24
0.56
516,805.950
445,063.625
71,742.326
16.12
16.65
Hiscox
178,836.518
12/08/24
1.89
183,800.021
176,622.182
7,177.839
4.06
16.42
S
Diageo
368,728.110
12/08/24
1.03
366,471.973
337,205.584
29,266.388
8.68
15.78
L
Taylor Wimpey
23,764.651
12/08/24
0.54
28,021.231
26,167.783
1,853.448
7.08
16.03
L
Schroders
50,717.976
12/08/24
-0.12
84,149.425
76,362.036
7,787.389
10.20
15.88
L
HSBC
96,848.472
12/08/24
0.22
108,475.102
97,032.257
11,442.845
11.79
15.82
S
Unite
140,482.176
12/08/24
-1.11
100,172.515
89,239.178
10,933.337
12.25
15.35
F&C Investment Trust
154,319.821
12/08/24
90,245.509
84,099.002
6,146.508
7.31
14.86
Prudential
95,569.994
12/08/24
0.41
261,937.591
251,430.314
10,507.277
4.18
14.90
Beazley
110,099.521
12/08/24
1.24
68,601.628
66,708.071
1,893.557
2.84
14.12
RELX
531,094.823
12/08/24
0.57
244,565.330
240,094.797
4,470.534
1.86
13.89
L
Halma
380,084.004
12/08/24
0.04
163,795.600
163,343.392
452.208
0.28
13.66
Smith and Nephew
173,873.015
12/08/24
-0.86
199,442.576
195,285.306
4,157.269
2.13
13.57
L
JD Sports Fashion
18,101.745
12/08/24
-4.07
11,241.582
12,933.256
-1,691.673
-13.08
13.49
BAE Systems
196,058.369
12/08/24
2.04
95,585.035
95,740.074
-155.039
-0.16
13.30
Ocado
56,659.139
12/08/24
0.72
42,701.167
44,576.754
-1,875.587
-4.21
13.19
Shell
420,995.301
12/08/24
0.83
332,329.088
298,143.097
34,185.991
11.47
13.06
⇓ instrument
freshest
⇓ Δday
25/09/17
⇓ Δwk
5/06/17
prc diff
⇓ Δ16
∅-RS
S
Legal & General
33,932.312
12/08/24
0.53
38,579.955
36,206.833
2,373.122
6.55
13.28
DCC
772,351.151
12/08/24
-0.29
1,071,665.424
1,065,484.377
6,181.047
0.58
12.89
S
Croda
575,916.759
12/08/24
-0.05
563,432.797
570,973.680
-7,540.883
-1.32
12.53
L
AstraZeneca
1,922,229.350
12/08/24
0.63
741,517.269
764,688.377
-23,171.108
-3.03
12.23
Compass Group
354,063.215
12/08/24
0.90
238,699.372
239,753.546
-1,054.174
-0.44
12.02
S
Sage Group
151,236.433
12/08/24
1.03
105,812.860
101,459.948
4,352.911
4.29
11.75
L
St. James´s Place
103,932.745
12/08/24
-1.22
168,157.466
167,736.815
420.651
0.25
12.14
L
Lloyds Bank
8,543.242
12/08/24
-0.28
9,907.453
9,906.263
1.190
0.01
11.30
BP
66,119.877
12/08/24
1.35
71,053.298
66,281.150
4,772.147
7.20
9.12
Aviva
72,828.126
12/08/24
0.35
75,806.228
75,699.096
107.132
0.14
9.06
InterContinental Hot
1,087,157.570
12/08/24
-0.61
573,209.394
631,549.234
-58,339.841
-9.24
9.03
Rightmove
80,799.813
12/08/24
0.04
61,442.151
61,596.450
-154.299
-0.25
8.62
Weir Group
286,379.083
12/08/24
0.79
279,761.079
259,293.356
20,467.723
7.89
8.46
L
Smiths Group
262,163.205
12/08/24
0.52
230,126.049
230,743.959
-617.910
-0.27
7.78
Informa
121,500.537
12/08/24
1.03
100,849.357
97,589.110
3,260.247
3.34
7.51
S
Bunzl
481,610.202
12/08/24
0.50
335,412.476
346,322.259
-10,909.782
-3.15
6.56
L
Auto Trader
119,996.446
12/08/24
0.81
57,757.126
62,181.859
-4,424.733
-7.12
6.25
Standard Chartered
108,595.430
12/08/24
0.92
107,933.629
106,805.732
1,127.897
1.06
6.30
L
Vodafone
11,196.460
12/08/24
0.87
31,458.080
32,662.967
-1,204.887
-3.69
5.96
CRH (L)
965,025.314
12/08/24
-1.35
405,352.746
401,639.127
3,713.620
0.92
5.56
Phoenix
80,920.140
12/08/24
0.47
99,616.302
97,261.709
2,354.593
2.42
5.29
L
British Land
59,411.627
12/08/24
-0.40
90,395.919
89,497.615
898.304
1.00
5.28
Fresnillo
81,220.958
12/08/24
0.93
216,137.995
232,311.712
-16,173.717
-6.96
3.90
L
Tesco
50,161.462
12/08/24
0.91
34,855.824
33,019.924
1,835.900
5.56
3.82
S
Whitbread
423,251.439
12/08/24
-1.44
560,123.795
592,648.092
-32,524.297
-5.49
3.71
⇓ instrument
freshest
⇓ Δday
25/09/17
⇓ Δwk
5/06/17
prc diff
⇓ Δ16
∅-RS
Melrose
73,204.149
12/08/24
0.19
91,057.719
105,801.970
-14,744.251
-13.94
3.95
S
National Grid
147,160.344
12/08/24
-0.04
142,557.823
148,249.834
-5,692.011
-3.84
3.10
L
SSE
282,468.444
12/08/24
0.86
214,333.085
212,657.676
1,675.409
0.79
2.80
S
Severn Trent
378,128.684
12/08/24
-0.63
330,298.564
355,074.837
-24,776.273
-6.98
2.54
Land Securities
92,576.852
12/08/24
-0.73
146,799.362
152,313.430
-5,514.068
-3.62
1.80
L
Experian
530,041.958
12/08/24
1.18
223,357.636
226,661.802
-3,304.166
-1.46
1.56
Reckitt Benckiser
628,710.382
12/08/24
1,026,843.487
1,142,024.463
-115,180.975
-10.09
1.08
Admiral Group
405,803.974
12/08/24
0.86
273,594.303
295,490.195
-21,895.892
-7.41
0.60
GSK
236,443.235
12/08/24
0.42
224,243.546
243,221.737
-18,978.192
-7.80
-0.02
J Sainsbury
40,550.316
12/08/24
0.67
35,346.158
38,935.410
-3,589.253
-9.22
-0.07
L
BAT
421,296.120
12/08/24
689,626.101
797,441.297
-107,815.196
-13.52
-0.88
Barclays
33,105.061
12/08/24
0.85
28,532.622
30,155.703
-1,623.081
-5.38
-1.01
S
United Utilities
148,724.599
12/08/24
-0.12
129,502.306
143,069.678
-13,567.373
-9.48
-1.30
Kingfisher
40,821.052
12/08/24
0.18
44,716.650
46,672.804
-1,956.154
-4.19
-3.54
Centrica
19,147.089
12/08/24
3.29
28,472.458
28,143.895
328.563
1.17
-3.72
L
Imperial Brands
320,973.195
12/08/24
0.38
485,220.022
518,488.193
-33,268.171
-6.42
-4.27
S
Flutter
2,208,758.842
12/08/24
-1.28
1,106,259.536
1,219,526.904
-113,267.369
-9.29
-4.37
L
BT Group
21,282.899
12/08/24
8.43
43,159.915
43,474.472
-314.557
-0.72
-5.76
Pearson
155,598.299
12/08/24
-0.72
87,914.167
101,715.529
-13,801.362
-13.57
-8.99
WPP Group
103,812.418
12/08/24
1.68
214,032.266
247,666.562
-33,634.296
-13.58
-10.17
L
Airtel Africa
16,545.010
12/08/24
-0.63
-na-
ConvaTec
34,834.767
12/08/24
-0.17
40,760.888
49,181.496
-8,420.608
-17.12
-na-
Endeavour Mining
235,691.189
12/08/24
1.89
-na-
Haleon
56,132.707
12/08/24
-1.01
-na-
S
M&G
30,668.432
12/08/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
25/09/17
⇓ Δwk
5/06/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
531,546.050
12/08/24
-0.79
144,693.633
177,050.530
-32,356.896
-18.28
-na-
FTSE - 96 out of 100 instruments rated - 25/09/17 / 5/06/17 - 62 did rise, Market-Ratio(16) in JPY = 64.58 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Japanese yen * 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
2
4,677.386
5,086.597
4,268.175
-409.211
-9
9,182
-35
long
4/09/06
30/07/07
329
LSE Group
100
3
2,466.062
2,949.546
483.483
20
10,632
22
short
30/07/07
16/02/09
567
Taylor Wimpey
100
19
546.602
17.484
17,087.953
16,541.351
3,026
324,918
817
long
16/02/09
5/07/10
504
Randgold Res
100
75
4,281.943
8,175.566
3,893.622
91
616,939
60
short
5/07/10
6/09/10
63
BP
100
1,386
444.884
529.434
360.335
-84.550
-19
499,754
-71
long
6/09/10
8/08/11
336
Croda
100
269
1,853.344
2,276.933
423.589
23
613,699
25
short
8/08/11
28/11/11
112
Lloyds Bank
100
14,540
42.207
28.427
62.666
20.459
48
911,178
263
long
28/11/11
4/06/12
189
Next
100
284
3,197.526
3,585.164
387.639
12
1,021,267
25
short
4/06/12
30/07/12
56
Aviva
100
3,153
323.899
369.441
278.357
-45.542
-14
877,673
-63
long
30/07/12
24/08/15
1120
Ashtead
100
2,724
322.118
1,649.814
1,327.697
412
4,494,319
70
short
24/08/15
9/05/16
259
Glencore
100
17,443
257.655
206.893
320.872
63.217
25
5,597,005
36
long
9/05/16
8/10/18
882
Fresnillo
100
3,451
1,621.742
1,149.337
-472.406
-29
3,966,733
-13
short
8/10/18
11/02/19
126
Fresnillo
100
3,451
1,149.337
1,382.869
915.805
-233.532
-20
3,160,814
-48
long
11/02/19
9/03/20
392
Micro Focus
100
1,319
2,396.060
793.869
-1,602.190
-67
1,047,525
-64
short
9/03/20
6/07/20
119
Micro Focus
100
1,319
793.869
588.853
1,070.264
276.395
35
1,412,090
150
long
6/07/20
7/03/22
609
Scottish Mortgage
100
1,171
1,205.357
1,295.512
90.155
7
1,517,661
4
short
7/03/22
9/01/23
308
Polymetal
100
5,811
261.146
506.181
16.110
-245.035
-94
93,762
-96
long
9/01/23
21/08/23
224
Antofagasta
100
33
2,774.352
2,592.308
-182.044
-7
87,754
-10
short
21/08/23
11/12/23
112
Fresnillo
100
92
951.135
1,057.894
844.376
-106.759
-11
77,932
-32
long
11/12/23
12/08/24
245
Rolls-Royce
100
142
545.293
994.131
448.838
82
141,667
145
accum 19/06/06
12/08/24 7436
days out of 7604 invested (98%)
1,317
141,667
14
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 16/02/09 567 546.60 17.48 17,087.95 16,541.35 3,026.21 3,026.21
Ashtead long 30/07/12 24/08/15 1120 322.12 1,649.81 1,327.70 412.18 412.18
Randgold Res long 16/02/09 5/07/10 504 4,281.94 8,175.57 3,893.62 90.93 90.93
Rolls-Royce long 11/12/23 12/08/24 245 545.29 994.13 448.84 82.31 82.31
Lloyds Bank short 8/08/11 28/11/11 112 42.21 28.43 62.67 20.46 48.47 48.47
Glencore short 24/08/15 9/05/16 259 257.66 206.89 320.87 63.22 24.54 24.54
Croda long 6/09/10 8/08/11 336 1,853.34 2,276.93 423.59 22.86 22.86
LSE Group long 4/09/06 30/07/07 329 2,466.06 2,949.55 483.48 19.61 19.61
Next long 28/11/11 4/06/12 189 3,197.53 3,585.16 387.64 12.12 12.12
Scottish Mortgage long 6/07/20 7/03/22 609 1,205.36 1,295.51 90.15 7.48 7.48
Antofagasta long 9/01/23 21/08/23 224 2,774.35 2,592.31 -182.04 -6.56 -6.56
Carnival short 19/06/06 4/09/06 77 4,677.39 5,086.60 4,268.18 -409.21 -8.75 -8.75
Aviva short 4/06/12 30/07/12 56 323.90 369.44 278.36 -45.54 -14.06 -14.06
BP short 5/07/10 6/09/10 63 444.88 529.43 360.33 -84.55 -19.00 -19.00
Fresnillo long 9/05/16 8/10/18 882 1,621.74 1,149.34 -472.41 -29.13
short 8/10/18 11/02/19 126 1,149.34 1,382.87 915.80 -233.53 -20.32
short 21/08/23 11/12/23 112 951.13 1,057.89 844.38 -106.76 -11.22 -49.87
Micro Focus long 11/02/19 9/03/20 392 2,396.06 793.87 -1,602.19 -66.87
short 9/03/20 6/07/20 119 793.87 588.85 1,070.26 276.39 34.82 -55.33
Polymetal short 7/03/22 9/01/23 308 261.15 506.18 16.11 -245.04 -93.83 -93.83
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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