Assessment - FTSE 100 Index in Japanese yen - 26/02/18 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
26/02/18
⇓ Δwk
6/11/17
prc diff
⇓ Δ16
∅-RS
FTSE
1,226,523.745
12/08/24
0.52
1,088,985.471
1,131,946.609
-42,961.138
-3.80
0.56
Ocado
56,274.961
12/08/24
0.72
78,668.421
42,016.087
36,652.334
87.23
79.78
L
Anglo American
333,511.679
12/08/24
0.29
275,414.168
225,722.333
49,691.835
22.01
46.85
Glencore
61,286.973
12/08/24
1.27
59,964.877
56,273.416
3,691.461
6.56
22.23
L
Hargreaves Lansdown
164,627.041
12/08/24
259,041.098
235,900.794
23,140.304
9.81
21.68
Ashtead
769,653.827
12/08/24
-0.43
309,235.913
293,828.210
15,407.703
5.24
21.28
Rio Tinto
738,282.068
12/08/24
0.56
607,118.236
564,829.724
42,288.512
7.49
19.98
S
Croda
572,011.744
12/08/24
-0.05
679,422.672
635,106.008
44,316.664
6.98
18.49
S
B&M
66,418.496
12/08/24
-2.22
62,892.908
61,504.845
1,388.063
2.26
18.39
S
Unite
139,529.634
12/08/24
-1.11
117,868.181
107,846.778
10,021.403
9.29
17.82
Next
1,425,472.985
12/08/24
0.23
736,489.396
661,001.209
75,488.187
11.42
15.88
L
LSE Group
1,484,631.159
12/08/24
1.12
610,106.023
564,156.150
45,949.873
8.14
15.66
Scottish Mortgage
123,186.441
12/08/24
-0.17
69,705.061
68,285.496
1,419.565
2.08
15.67
Kingfisher
40,544.264
12/08/24
0.18
53,824.976
47,389.715
6,435.260
13.58
15.35
L
Segro
132,149.801
12/08/24
-0.96
87,542.147
81,876.735
5,665.412
6.92
15.33
S
Entain
86,705.567
12/08/24
3.98
135,122.649
135,463.337
-340.688
-0.25
14.21
Beazley
109,352.989
12/08/24
1.24
79,923.291
75,140.989
4,782.303
6.36
13.59
InterContinental Hot
1,079,786.076
12/08/24
-0.61
693,913.437
650,972.432
42,941.005
6.60
13.22
L
Tesco
49,821.341
12/08/24
0.91
38,980.158
33,473.664
5,506.494
16.45
13.04
Smurfit Kappa
456,832.570
12/08/24
0.07
374,369.660
354,749.290
19,620.370
5.53
12.13
Berkeley
757,403.902
12/08/24
1.00
576,941.592
555,474.522
21,467.070
3.86
12.16
Standard Chartered
107,859.096
12/08/24
0.92
123,843.754
107,562.380
16,281.375
15.14
11.66
L
Halma
377,506.836
12/08/24
0.04
183,450.097
183,960.708
-510.611
-0.28
11.20
L
Frasers
125,262.953
12/08/24
-0.42
55,886.548
58,136.972
-2,250.424
-3.87
11.10
L
3i Group
450,856.997
12/08/24
0.23
141,262.550
143,546.232
-2,283.682
-1.59
10.86
⇓ instrument
freshest
⇓ Δday
26/02/18
⇓ Δwk
6/11/17
prc diff
⇓ Δ16
∅-RS
S
RS Group
112,639.555
12/08/24
-0.40
95,519.537
104,927.955
-9,408.417
-8.97
10.77
F&C Investment Trust
153,273.452
12/08/24
97,850.011
95,273.385
2,576.626
2.70
10.53
Intertek
699,142.063
12/08/24
0.60
733,501.609
802,302.192
-68,800.583
-8.58
10.06
Hiscox
177,623.913
12/08/24
1.89
204,215.214
210,903.692
-6,688.478
-3.17
9.75
Pearson
154,543.262
12/08/24
-0.72
106,663.981
104,329.222
2,334.760
2.24
9.50
Rightmove
80,251.948
12/08/24
0.04
66,463.313
61,370.130
5,093.182
8.30
9.15
L
Coca-Cola HBC
404,546.305
12/08/24
0.89
369,290.423
393,816.617
-24,526.194
-6.23
9.22
L
JD Sports Fashion
17,979.006
12/08/24
-4.07
11,742.001
10,816.111
925.890
8.56
8.78
S
Flutter
2,193,782.308
12/08/24
-1.28
1,269,809.303
1,251,351.927
18,457.376
1.47
7.33
S
Spirax-Sarco
1,152,538.679
12/08/24
0.72
844,049.713
863,672.323
-19,622.610
-2.27
6.83
Phoenix
80,371.459
12/08/24
0.47
106,799.776
103,173.667
3,626.109
3.51
6.67
L
Schroders
50,374.082
12/08/24
-0.12
87,616.842
88,552.608
-935.766
-1.06
6.55
L
British Land
59,008.785
12/08/24
-0.40
97,132.942
89,884.789
7,248.154
8.06
6.16
Barclays
32,880.591
12/08/24
0.85
31,147.675
27,242.351
3,905.325
14.34
5.41
Weir Group
284,437.284
12/08/24
0.79
297,882.324
300,863.322
-2,980.999
-0.99
5.66
Shell
418,140.734
12/08/24
0.83
340,383.588
367,921.416
-27,537.828
-7.48
5.68
L
Rentokil Initial
70,063.596
12/08/24
1.01
43,621.684
48,647.055
-5,025.370
-10.33
5.72
Johnson Matthey
235,586.973
12/08/24
0.06
470,875.167
518,951.810
-48,076.642
-9.26
5.51
J Sainsbury
40,275.363
12/08/24
0.67
38,363.180
35,070.784
3,292.396
9.39
5.17
L
NatWest
49,985.670
12/08/24
0.48
40,051.279
41,522.132
-1,470.853
-3.54
5.31
Prudential
94,921.980
12/08/24
0.41
274,726.977
277,812.102
-3,085.125
-1.11
4.96
L
Lloyds Bank
8,485.314
12/08/24
-0.28
10,240.639
10,148.524
92.115
0.91
4.39
Antofagasta
280,777.245
12/08/24
1.79
136,243.069
148,036.729
-11,793.660
-7.97
4.49
S
Diageo
366,227.942
12/08/24
1.03
371,531.263
388,802.229
-17,270.965
-4.44
4.44
L
Smiths Group
260,385.602
12/08/24
0.52
238,275.981
235,002.694
3,273.287
1.39
4.00
⇓ instrument
freshest
⇓ Δday
26/02/18
⇓ Δwk
6/11/17
prc diff
⇓ Δ16
∅-RS
BP
65,671.549
12/08/24
1.35
71,833.859
77,999.939
-6,166.080
-7.91
4.14
DS Smith
66,328.862
12/08/24
1.19
72,483.703
78,883.070
-6,399.367
-8.11
4.12
L
Persimmon
235,661.668
12/08/24
0.03
371,680.652
429,590.913
-57,910.260
-13.48
3.99
L
HSBC
96,191.789
12/08/24
0.22
107,769.462
109,702.850
-1,933.388
-1.76
3.47
S
Whitbread
420,381.574
12/08/24
-1.44
584,709.837
551,433.074
33,276.763
6.03
3.15
S
Legal & General
33,702.233
12/08/24
0.53
39,184.821
40,564.159
-1,379.338
-3.40
3.20
Melrose
72,707.787
12/08/24
0.19
101,061.882
98,296.987
2,764.895
2.81
2.95
Informa
120,676.701
12/08/24
1.03
102,600.592
106,125.421
-3,524.829
-3.32
2.85
Int Cons Airlines
24,865.854
12/08/24
-0.06
90,051.888
92,728.770
-2,676.882
-2.89
2.91
L
Taylor Wimpey
23,603.514
12/08/24
0.54
28,712.629
30,355.762
-1,643.133
-5.41
1.94
Admiral Group
403,052.412
12/08/24
0.86
288,918.964
279,009.568
9,909.395
3.55
1.78
L
Experian
526,447.998
12/08/24
1.18
235,288.194
241,289.391
-6,001.196
-2.49
1.82
L
Auto Trader
119,182.807
12/08/24
0.81
54,676.495
51,730.529
2,945.965
5.69
0.94
L
St. James´s Place
103,228.027
12/08/24
-1.22
170,901.393
176,925.595
-6,024.202
-3.40
1.11
Compass Group
351,662.482
12/08/24
0.90
231,926.934
247,426.404
-15,499.469
-6.26
0.87
S
Sage Group
150,210.971
12/08/24
1.03
103,915.218
114,357.999
-10,442.781
-9.13
0.93
Rolls-Royce
72,707.787
12/08/24
0.35
126,951.052
146,839.263
-19,888.211
-13.54
0.62
L
AstraZeneca
1,909,195.634
12/08/24
0.63
719,085.539
768,024.729
-48,939.190
-6.37
0.36
Smith and Nephew
172,694.065
12/08/24
-0.86
190,695.479
210,454.642
-19,759.163
-9.39
-0.23
Aviva
72,334.313
12/08/24
0.35
74,993.444
75,889.405
-895.962
-1.18
-0.68
Mondi
212,581.016
12/08/24
-0.42
281,673.581
274,668.754
7,004.827
2.55
-0.83
DCC
767,114.208
12/08/24
-0.29
1,018,088.282
1,091,190.855
-73,102.573
-6.70
-2.32
BAE Systems
194,728.991
12/08/24
2.04
86,287.277
87,564.698
-1,277.421
-1.46
-2.64
L
Vodafone
11,120.542
12/08/24
0.87
30,706.977
32,758.178
-2,051.201
-6.26
-2.98
Ass Brit Foods
363,763.018
12/08/24
-0.90
407,235.313
500,391.088
-93,155.775
-18.62
-4.28
⇓ instrument
freshest
⇓ Δday
26/02/18
⇓ Δwk
6/11/17
prc diff
⇓ Δ16
∅-RS
Land Securities
91,949.132
12/08/24
-0.73
140,904.016
143,695.915
-2,791.899
-1.94
-4.53
WPP Group
103,108.515
12/08/24
1.68
206,381.359
197,432.200
8,949.159
4.53
-5.55
L
Barratt Developments
78,369.642
12/08/24
0.15
82,343.399
98,416.733
-16,073.335
-16.33
-5.16
L
Unilever Plc
704,221.301
12/08/24
-0.34
572,385.217
637,051.890
-64,666.673
-10.15
-5.96
Fresnillo
80,670.238
12/08/24
0.93
198,986.587
195,486.318
3,500.269
1.79
-6.20
RELX
527,493.723
12/08/24
0.57
224,382.773
259,101.697
-34,718.924
-13.40
-6.05
L
Abrdn
22,849.098
12/08/24
2.51
55,423.441
64,244.049
-8,820.607
-13.73
-6.11
CRH (L)
958,481.940
12/08/24
-1.35
369,439.813
413,724.489
-44,284.676
-10.70
-7.13
S
Burberry Group
100,240.240
12/08/24
-2.02
231,030.598
293,977.893
-62,947.294
-21.41
-8.46
L
SSE
280,553.161
12/08/24
0.86
187,259.525
205,664.778
-18,405.254
-8.95
-8.63
L
BAT
418,439.513
12/08/24
666,948.663
742,279.211
-75,330.548
-10.15
-9.36
S
Bunzl
478,344.634
12/08/24
0.50
295,043.926
347,863.861
-52,819.935
-15.18
-9.79
GSK
234,840.026
12/08/24
0.42
195,785.174
205,142.384
-9,357.210
-4.56
-10.90
ConvaTec
34,598.569
12/08/24
-0.17
31,670.538
28,275.165
3,395.373
12.01
-12.92
L
BT Group
21,138.590
12/08/24
8.43
36,271.729
37,765.083
-1,493.353
-3.95
-13.07
Reckitt Benckiser
624,447.398
12/08/24
893,348.192
979,826.521
-86,478.329
-8.83
-13.85
S
National Grid
146,162.520
12/08/24
-0.04
114,387.410
137,708.585
-23,321.175
-16.94
-16.22
Centrica
19,017.262
12/08/24
3.29
21,497.125
25,431.183
-3,934.059
-15.47
-17.56
S
Severn Trent
375,564.775
12/08/24
-0.63
265,913.007
327,057.890
-61,144.883
-18.70
-17.52
L
Imperial Brands
318,796.830
12/08/24
0.38
393,566.189
461,772.810
-68,206.621
-14.77
-19.00
S
United Utilities
147,716.169
12/08/24
-0.12
102,779.859
125,733.926
-22,954.067
-18.26
-20.02
L
Airtel Africa
16,432.826
12/08/24
-0.63
-na-
Endeavour Mining
234,093.080
12/08/24
1.89
330,001.029
-na-
Haleon
55,752.098
12/08/24
-1.01
-na-
S
M&G
30,460.484
12/08/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
26/02/18
⇓ Δwk
6/11/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
527,941.891
12/08/24
-0.79
144,907.650
153,874.376
-8,966.726
-5.83
-na-
FTSE - 96 out of 100 instruments rated - 26/02/18 / 6/11/17 - 39 did rise, Market-Ratio(16) in JPY = 40.63 %
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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