Assessment - FTSE 100 Index in Japanese yen - 11/12/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
11/12/17
⇓ Δwk
21/08/17
prc diff
⇓ Δ16
∅-RS
FTSE
1,243,187.154
12/08/24
0.52
1,128,597.861
1,028,766.965
99,830.896
9.70
6.84
Ocado
57,039.506
12/08/24
0.72
52,905.769
40,144.919
12,760.850
31.79
34.50
S
Entain
87,883.539
12/08/24
3.98
144,605.065
105,563.145
39,041.920
36.98
33.90
Berkeley
767,693.903
12/08/24
1.00
623,240.258
518,960.228
104,280.029
20.09
32.47
Ashtead
780,110.254
12/08/24
-0.43
305,714.791
221,086.616
84,628.176
38.28
27.26
L
Frasers
126,964.761
12/08/24
-0.42
59,204.796
57,167.152
2,037.644
3.56
26.33
Intertek
708,640.526
12/08/24
0.60
761,637.147
678,413.991
83,223.155
12.27
26.26
L
Halma
382,635.600
12/08/24
0.04
191,544.929
153,214.152
38,330.777
25.02
25.49
L
Persimmon
238,863.340
12/08/24
0.03
406,105.532
359,292.809
46,812.724
13.03
24.26
L
Rentokil Initial
71,015.472
12/08/24
1.01
47,227.560
41,223.041
6,004.519
14.57
24.10
S
Unite
141,425.267
12/08/24
-1.11
115,154.085
94,880.323
20,273.762
21.37
23.57
S
B&M
67,320.850
12/08/24
-2.22
59,886.181
52,233.375
7,652.806
14.65
23.42
L
Hargreaves Lansdown
166,863.645
12/08/24
242,875.941
186,485.519
56,390.422
30.24
22.97
S
Croda
579,783.029
12/08/24
-0.05
643,681.811
535,496.112
108,185.700
20.20
21.04
Scottish Mortgage
124,860.038
12/08/24
-0.17
67,214.857
59,043.674
8,171.183
13.84
20.94
Hiscox
180,037.091
12/08/24
1.89
206,081.144
182,873.038
23,208.106
12.69
20.15
S
Sage Group
152,251.720
12/08/24
1.03
116,971.112
97,683.158
19,287.954
19.75
19.38
Int Cons Airlines
25,203.679
12/08/24
-0.06
95,848.174
86,648.928
9,199.245
10.62
18.88
L
NatWest
50,664.769
12/08/24
0.48
42,503.290
35,788.858
6,714.432
18.76
18.88
DS Smith
67,229.999
12/08/24
1.19
78,737.836
69,902.200
8,835.636
12.64
18.71
S
Diageo
371,203.472
12/08/24
1.03
399,821.647
358,868.307
40,953.340
11.41
18.49
L
Anglo American
338,042.730
12/08/24
0.29
209,336.651
180,806.756
28,529.896
15.78
18.45
L
LSE Group
1,504,801.186
12/08/24
1.12
580,388.704
554,377.999
26,010.706
4.69
18.04
InterContinental Hot
1,094,455.924
12/08/24
-0.61
675,328.365
549,891.214
125,437.151
22.81
17.46
L
Segro
133,945.173
12/08/24
-0.96
84,113.208
74,006.652
10,106.555
13.66
17.44
⇓ instrument
freshest
⇓ Δday
11/12/17
⇓ Δwk
21/08/17
prc diff
⇓ Δ16
∅-RS
Pearson
156,642.868
12/08/24
-0.72
112,655.673
86,348.122
26,307.551
30.47
17.02
L
Barratt Developments
79,434.363
12/08/24
0.15
95,091.079
85,811.170
9,279.909
10.81
17.05
S
RS Group
114,169.863
12/08/24
-0.40
93,955.437
88,344.123
5,611.314
6.35
17.01
L
Tesco
50,498.208
12/08/24
0.91
39,414.344
31,501.673
7,912.671
25.12
16.43
Shell
423,821.545
12/08/24
0.83
361,209.824
295,967.572
65,242.251
22.04
16.04
L
Taylor Wimpey
23,924.189
12/08/24
0.54
30,859.175
27,407.060
3,452.115
12.60
15.91
Glencore
62,119.610
12/08/24
1.27
53,193.465
48,130.328
5,063.137
10.52
15.43
Informa
122,316.200
12/08/24
1.03
112,125.707
97,279.741
14,845.966
15.26
15.31
F&C Investment Trust
155,355.808
12/08/24
96,605.268
85,743.700
10,861.569
12.67
14.72
S
Spirax-Sarco
1,168,196.936
12/08/24
0.72
841,132.077
788,560.910
52,571.167
6.67
14.62
L
Vodafone
11,271.624
12/08/24
0.87
34,902.060
30,884.600
4,017.461
13.01
14.39
Weir Group
288,301.616
12/08/24
0.79
312,528.642
243,737.009
68,791.634
28.22
14.26
L
HSBC
97,498.640
12/08/24
0.22
113,821.599
103,149.671
10,671.928
10.35
13.67
RELX
534,660.192
12/08/24
0.57
259,683.441
234,054.999
25,628.442
10.95
13.29
L
Schroders
51,058.458
12/08/24
-0.12
88,549.782
80,518.535
8,031.247
9.97
13.21
Antofagasta
284,591.852
12/08/24
1.79
138,321.180
134,346.321
3,974.859
2.96
13.12
L
Coca-Cola HBC
410,042.424
12/08/24
0.89
352,654.655
358,902.042
-6,247.387
-1.74
13.03
L
Abrdn
23,159.523
12/08/24
2.51
63,202.255
60,723.407
2,478.848
4.08
12.21
Smurfit Kappa
463,039.045
12/08/24
0.07
353,411.750
321,079.231
32,332.518
10.07
12.08
Prudential
96,211.579
12/08/24
0.41
278,459.386
253,202.551
25,256.835
9.97
11.93
BP
66,563.755
12/08/24
1.35
75,512.613
62,006.751
13,505.862
21.78
11.75
Beazley
110,838.646
12/08/24
1.24
73,014.201
72,671.300
342.902
0.47
11.43
L
3i Group
456,982.288
12/08/24
0.23
131,583.038
132,048.109
-465.071
-0.35
11.08
L
British Land
59,810.472
12/08/24
-0.40
98,270.876
84,984.657
13,286.219
15.63
10.78
L
Unilever Plc
713,788.769
12/08/24
-0.34
634,142.420
626,508.129
7,634.290
1.22
10.87
⇓ instrument
freshest
⇓ Δday
11/12/17
⇓ Δwk
21/08/17
prc diff
⇓ Δ16
∅-RS
Rio Tinto
748,312.282
12/08/24
0.56
535,720.124
484,526.402
51,193.722
10.57
10.69
Kingfisher
41,095.094
12/08/24
0.18
50,528.492
41,325.652
9,202.840
22.27
9.95
S
Flutter
2,223,586.779
12/08/24
-1.28
1,286,303.690
1,005,641.468
280,662.222
27.91
9.88
Rightmove
81,342.242
12/08/24
0.04
64,565.026
57,167.152
7,397.874
12.94
9.80
Standard Chartered
109,324.457
12/08/24
0.92
116,925.687
106,523.193
10,402.493
9.77
9.24
S
Legal & General
34,160.107
12/08/24
0.53
40,080.587
37,190.276
2,890.312
7.77
9.28
Next
1,444,839.295
12/08/24
0.23
669,725.865
585,113.601
84,612.264
14.46
9.34
L
St. James´s Place
104,630.471
12/08/24
-1.22
175,948.780
164,743.165
11,205.615
6.80
8.66
S
Burberry Group
101,602.093
12/08/24
-2.02
263,166.076
246,666.351
16,499.725
6.69
7.40
L
AstraZeneca
1,935,133.744
12/08/24
0.63
738,470.053
620,296.631
118,173.422
19.05
7.22
DCC
777,536.133
12/08/24
-0.29
1,057,661.127
963,562.396
94,098.731
9.77
6.50
Rolls-Royce
73,695.586
12/08/24
0.35
125,677.700
126,657.501
-979.801
-0.77
6.58
Smith and Nephew
175,040.267
12/08/24
-0.86
197,753.104
191,434.757
6,318.347
3.30
6.36
S
Whitbread
426,092.829
12/08/24
-1.44
588,716.745
533,479.026
55,237.719
10.35
5.66
L
Lloyds Bank
8,600.594
12/08/24
-0.28
10,090.557
9,048.069
1,042.488
11.52
5.64
Ass Brit Foods
368,705.060
12/08/24
-0.90
434,723.707
442,469.820
-7,746.113
-1.75
5.43
Johnson Matthey
238,787.630
12/08/24
0.06
463,341.882
390,469.780
72,872.102
18.66
5.30
L
BAT
424,124.383
12/08/24
757,397.417
669,073.551
88,323.866
13.20
4.96
Aviva
73,317.039
12/08/24
0.35
77,299.357
73,296.807
4,002.550
5.46
4.98
L
Experian
533,600.259
12/08/24
1.18
236,970.603
212,482.727
24,487.876
11.52
4.62
Phoenix
81,463.377
12/08/24
0.47
102,327.541
97,140.302
5,187.238
5.34
4.37
Compass Group
356,440.128
12/08/24
0.90
228,793.982
229,381.264
-587.282
-0.26
2.36
J Sainsbury
40,822.540
12/08/24
0.67
37,052.209
33,395.063
3,657.146
10.95
2.19
Admiral Group
408,528.235
12/08/24
0.86
280,882.089
279,977.075
905.014
0.32
1.37
Barclays
33,327.303
12/08/24
0.85
30,071.797
27,148.423
2,923.373
10.77
0.59
⇓ instrument
freshest
⇓ Δday
11/12/17
⇓ Δwk
21/08/17
prc diff
⇓ Δ16
∅-RS
CRH (L)
971,503.764
12/08/24
-1.35
399,897.357
372,172.637
27,724.720
7.45
0.59
L
Smiths Group
263,923.170
12/08/24
0.52
223,797.158
217,170.518
6,626.640
3.05
0.21
Reckitt Benckiser
632,931.068
12/08/24
1,019,503.560
1,020,473.722
-970.162
-0.10
-0.82
Land Securities
93,198.343
12/08/24
-0.73
144,453.646
141,266.259
3,187.386
2.26
-1.75
S
Severn Trent
380,667.154
12/08/24
-0.63
315,708.440
311,953.853
3,754.587
1.20
-3.10
S
Bunzl
484,843.368
12/08/24
0.50
313,891.413
323,657.165
-9,765.752
-3.02
-3.26
Melrose
73,695.586
12/08/24
0.19
91,714.437
96,946.606
-5,232.169
-5.40
-3.29
S
National Grid
148,148.267
12/08/24
-0.04
133,097.227
134,933.876
-1,836.649
-1.36
-3.96
BAE Systems
197,374.557
12/08/24
2.04
84,340.336
82,299.895
2,040.441
2.48
-4.21
Mondi
215,469.117
12/08/24
-0.42
261,500.468
292,064.126
-30,563.658
-10.46
-4.51
L
SSE
284,364.724
12/08/24
0.86
199,721.550
201,333.235
-1,611.685
-0.80
-4.71
L
Auto Trader
120,802.011
12/08/24
0.81
52,103.249
50,068.698
2,034.551
4.06
-4.76
Fresnillo
81,766.215
12/08/24
0.93
197,753.104
213,645.187
-15,892.083
-7.44
-4.85
L
JD Sports Fashion
18,223.267
12/08/24
-4.07
9,969.421
9,634.218
335.203
3.48
-5.19
S
United Utilities
149,723.024
12/08/24
-0.12
123,406.416
126,355.289
-2,948.873
-2.33
-6.27
L
BT Group
21,425.777
12/08/24
8.43
40,693.834
41,068.421
-374.587
-0.91
-6.87
L
Imperial Brands
323,127.966
12/08/24
0.38
465,234.619
449,083.330
16,151.289
3.60
-6.94
WPP Group
104,509.336
12/08/24
1.68
208,352.428
218,920.533
-10,568.105
-4.83
-9.39
GSK
238,030.536
12/08/24
0.42
198,750.955
209,494.348
-10,743.394
-5.13
-11.47
ConvaTec
35,068.621
12/08/24
-0.17
32,252.229
40,140.702
-7,888.473
-19.65
-13.54
Centrica
19,275.628
12/08/24
3.29
21,425.777
28,070.519
-6,644.743
-23.67
-25.83
L
Airtel Africa
16,656.081
12/08/24
-0.63
-na-
Endeavour Mining
237,273.441
12/08/24
1.89
-na-
Haleon
56,509.539
12/08/24
-1.01
-na-
S
M&G
30,874.317
12/08/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
11/12/17
⇓ Δwk
21/08/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
535,114.449
12/08/24
-0.79
158,687.024
151,949.081
6,737.943
4.43
-na-
FTSE - 96 out of 100 instruments rated - 11/12/17 / 21/08/17 - 78 did rise, Market-Ratio(16) in JPY = 81.25 %
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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