Assessment - FTSE 100 Index in Japanese yen - 12/03/18 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
12/03/18
⇓ Δwk
20/11/17
prc diff
⇓ Δ16
∅-RS
FTSE
1,215,811.021
12/08/24
0.52
1,068,394.351
1,101,549.305
-33,154.953
-3.01
-1.53
Ocado
55,783.443
12/08/24
0.72
88,495.316
37,012.713
51,482.603
139.09
96.99
Smurfit Kappa
452,842.496
12/08/24
0.07
473,574.330
343,317.877
130,256.453
37.94
40.65
L
Anglo American
330,598.716
12/08/24
0.29
257,489.383
216,441.637
41,047.745
18.96
35.54
Beazley
108,397.877
12/08/24
1.24
85,074.563
74,979.438
10,095.125
13.46
19.65
L
Hargreaves Lansdown
163,189.153
12/08/24
256,186.239
237,906.924
18,279.315
7.68
18.94
S
Croda
567,015.669
12/08/24
-0.05
689,333.492
643,511.397
45,822.095
7.12
18.55
Hiscox
176,072.507
12/08/24
1.89
223,311.473
211,075.316
12,236.157
5.80
18.55
S
Entain
85,948.262
12/08/24
3.98
141,642.854
137,288.394
4,354.460
3.17
18.31
L
Segro
130,995.576
12/08/24
-0.96
89,946.544
83,103.452
6,843.092
8.23
17.50
Pearson
153,193.447
12/08/24
-0.72
113,580.835
103,525.287
10,055.548
9.71
16.00
S
Unite
138,310.952
12/08/24
-1.11
117,282.949
107,773.625
9,509.323
8.82
15.98
Scottish Mortgage
122,110.504
12/08/24
-0.17
70,754.789
68,331.162
2,423.627
3.55
15.83
S
B&M
65,838.383
12/08/24
-2.22
62,313.971
59,446.918
2,867.053
4.82
15.45
Ashtead
762,931.504
12/08/24
-0.43
295,798.851
288,560.528
7,238.323
2.51
14.83
L
Tesco
49,386.191
12/08/24
0.91
39,728.118
35,177.729
4,550.389
12.94
14.65
Kingfisher
40,190.142
12/08/24
0.18
51,992.479
45,375.230
6,617.249
14.58
10.85
Next
1,413,022.595
12/08/24
0.23
713,767.440
651,560.880
62,206.560
9.55
11.00
Glencore
60,751.679
12/08/24
1.27
54,650.596
53,640.856
1,009.740
1.88
10.51
L
Coca-Cola HBC
401,012.910
12/08/24
0.89
376,578.962
364,760.804
11,818.159
3.24
10.09
Intertek
693,035.605
12/08/24
0.60
746,346.037
805,693.561
-59,347.524
-7.37
10.03
InterContinental Hot
1,070,354.991
12/08/24
-0.61
679,115.659
642,318.881
36,796.778
5.73
9.75
F&C Investment Trust
151,934.729
12/08/24
97,439.621
94,059.692
3,379.929
3.59
9.30
Berkeley
750,788.572
12/08/24
1.00
570,273.529
558,693.703
11,579.826
2.07
9.38
L
LSE Group
1,471,664.070
12/08/24
1.12
584,193.475
569,579.883
14,613.592
2.57
9.27
⇓ instrument
freshest
⇓ Δday
12/03/18
⇓ Δwk
20/11/17
prc diff
⇓ Δ16
∅-RS
Rio Tinto
731,833.753
12/08/24
0.56
549,911.906
528,806.273
21,105.633
3.99
7.85
DS Smith
65,749.532
12/08/24
1.19
75,434.260
79,674.969
-4,240.709
-5.32
7.82
L
Auto Trader
118,141.839
12/08/24
0.81
58,197.221
48,207.456
9,989.765
20.72
7.48
Johnson Matthey
233,529.305
12/08/24
0.06
481,274.726
487,440.878
-6,166.152
-1.27
7.53
L
Halma
374,209.610
12/08/24
0.04
179,478.452
191,547.868
-12,069.416
-6.30
7.60
S
Spirax-Sarco
1,142,472.157
12/08/24
0.72
855,928.590
863,828.711
-7,900.122
-0.91
7.08
L
Frasers
124,168.879
12/08/24
-0.42
54,376.640
58,284.215
-3,907.575
-6.70
6.94
Rolls-Royce
72,072.741
12/08/24
0.35
134,905.008
133,710.846
1,194.162
0.89
6.30
Barclays
32,593.405
12/08/24
0.85
31,319.878
28,138.904
3,180.975
11.30
6.10
Phoenix
79,669.478
12/08/24
0.47
106,199.858
101,339.704
4,860.154
4.80
5.80
L
JD Sports Fashion
17,821.973
12/08/24
-4.07
11,458.781
10,169.179
1,289.602
12.68
5.59
L
Persimmon
233,603.348
12/08/24
0.03
382,650.428
400,089.087
-17,438.659
-4.36
5.79
L
3i Group
446,919.115
12/08/24
0.23
136,682.022
136,394.007
288.015
0.21
5.63
Int Cons Airlines
24,648.670
12/08/24
-0.06
92,997.086
89,924.643
3,072.442
3.42
5.45
Informa
119,622.684
12/08/24
1.03
105,525.037
109,487.867
-3,962.830
-3.62
5.35
L
Schroders
49,934.104
12/08/24
-0.12
86,725.706
88,557.871
-1,832.165
-2.07
4.70
S
RS Group
111,655.736
12/08/24
-0.40
91,575.474
97,860.837
-6,285.363
-6.42
4.72
Weir Group
281,952.947
12/08/24
0.79
294,762.259
297,772.713
-3,010.454
-1.01
4.11
Rightmove
79,551.010
12/08/24
0.04
63,676.348
59,491.637
4,184.711
7.03
4.03
Standard Chartered
106,917.031
12/08/24
0.92
115,802.103
107,952.503
7,849.601
7.27
3.79
Prudential
94,092.911
12/08/24
0.41
273,586.171
280,539.368
-6,953.196
-2.48
3.79
L
British Land
58,493.390
12/08/24
-0.40
95,159.120
92,196.386
2,962.733
3.21
3.60
Mondi
210,724.288
12/08/24
-0.42
293,799.710
261,310.048
32,489.661
12.43
3.16
L
Smiths Group
258,111.338
12/08/24
0.52
236,935.250
223,894.862
13,040.388
5.82
2.94
S
Whitbread
416,709.870
12/08/24
-1.44
584,637.729
529,477.063
55,160.665
10.42
2.88
⇓ instrument
freshest
⇓ Δday
12/03/18
⇓ Δwk
20/11/17
prc diff
⇓ Δ16
∅-RS
Shell
414,488.602
12/08/24
0.83
333,634.448
347,469.323
-13,834.874
-3.98
2.99
Smith and Nephew
171,185.718
12/08/24
-0.86
196,878.384
197,361.383
-482.999
-0.24
2.49
S
Legal & General
33,407.870
12/08/24
0.53
39,005.465
39,800.218
-794.753
-2.00
2.31
L
Experian
521,849.887
12/08/24
1.18
236,342.912
231,795.280
4,547.632
1.96
2.19
Aviva
71,702.530
12/08/24
0.35
77,211.274
74,587.398
2,623.876
3.52
2.02
BP
65,097.960
12/08/24
1.35
70,777.002
73,324.822
-2,547.820
-3.47
2.18
S
Diageo
363,029.228
12/08/24
1.03
364,806.242
385,927.961
-21,121.719
-5.47
2.03
L
Lloyds Bank
8,411.201
12/08/24
-0.28
9,995.706
9,856.144
139.562
1.42
1.76
L
NatWest
49,549.084
12/08/24
0.48
38,886.998
40,784.044
-1,897.046
-4.65
1.50
Admiral Group
399,532.065
12/08/24
0.86
288,098.455
280,986.561
7,111.894
2.53
1.03
L
St. James´s Place
102,326.411
12/08/24
-1.22
170,297.211
172,616.678
-2,319.467
-1.34
0.37
Antofagasta
278,324.876
12/08/24
1.79
131,469.447
143,176.441
-11,706.995
-8.18
0.22
S
Sage Group
148,898.996
12/08/24
1.03
103,659.172
114,277.309
-10,618.137
-9.29
0.20
BAE Systems
193,028.186
12/08/24
2.04
88,347.231
80,552.959
7,794.272
9.68
-0.25
Compass Group
348,590.986
12/08/24
0.90
230,123.361
238,300.454
-8,177.093
-3.43
-0.30
L
HSBC
95,351.630
12/08/24
0.22
104,488.445
108,624.783
-4,136.338
-3.81
-0.28
J Sainsbury
39,923.590
12/08/24
0.67
36,295.519
33,509.697
2,785.822
8.31
-0.52
L
AstraZeneca
1,892,520.307
12/08/24
0.63
710,805.749
740,403.315
-29,597.566
-4.00
-1.18
S
Flutter
2,174,621.339
12/08/24
-1.28
1,160,982.724
1,303,066.605
-142,083.882
-10.90
-1.97
L
Taylor Wimpey
23,397.356
12/08/24
0.54
27,706.616
29,410.424
-1,703.808
-5.79
-2.10
L
Rentokil Initial
69,451.645
12/08/24
1.01
40,812.097
48,462.356
-7,650.259
-15.79
-1.94
S
Burberry Group
99,364.720
12/08/24
-2.02
245,820.322
260,713.791
-14,893.469
-5.71
-2.66
L
Vodafone
11,023.412
12/08/24
0.87
30,683.115
34,222.225
-3,539.110
-10.34
-3.31
Melrose
72,072.741
12/08/24
0.19
94,848.142
96,280.753
-1,432.611
-1.49
-3.53
DCC
760,414.067
12/08/24
-0.29
1,004,753.543
1,069,537.706
-64,784.162
-6.06
-3.74
⇓ instrument
freshest
⇓ Δday
12/03/18
⇓ Δwk
20/11/17
prc diff
⇓ Δ16
∅-RS
L
Unilever Plc
698,070.479
12/08/24
-0.34
574,790.107
625,996.320
-51,206.213
-8.18
-5.76
RELX
522,886.479
12/08/24
0.57
225,310.614
262,286.421
-36,975.807
-14.10
-5.85
L
Barratt Developments
77,685.145
12/08/24
0.15
81,298.408
94,357.821
-13,059.414
-13.84
-6.86
S
Bunzl
474,166.668
12/08/24
0.50
302,832.866
326,451.230
-23,618.364
-7.23
-7.12
L
Abrdn
22,649.529
12/08/24
2.51
55,102.254
62,994.653
-7,892.399
-12.53
-6.87
Land Securities
91,146.029
12/08/24
-0.73
136,445.087
138,406.378
-1,961.291
-1.42
-7.29
GSK
232,788.883
12/08/24
0.42
199,594.254
197,236.169
2,358.086
1.20
-8.49
CRH (L)
950,110.351
12/08/24
-1.35
361,918.594
408,476.946
-46,558.352
-11.40
-8.83
Ass Brit Foods
360,585.833
12/08/24
-0.90
385,315.950
461,354.592
-76,038.642
-16.48
-9.73
L
SSE
278,102.749
12/08/24
0.86
182,662.269
198,404.834
-15,742.565
-7.93
-10.31
Fresnillo
79,965.647
12/08/24
0.93
181,995.889
192,639.020
-10,643.131
-5.52
-13.83
L
BAT
414,784.772
12/08/24
630,099.680
745,553.493
-115,453.813
-15.49
-14.00
S
National Grid
144,885.905
12/08/24
-0.04
116,068.655
131,176.750
-15,108.095
-11.52
-14.26
S
Severn Trent
372,284.511
12/08/24
-0.63
269,291.720
311,218.330
-41,926.610
-13.47
-15.68
L
BT Group
20,953.961
12/08/24
8.43
34,799.865
36,640.051
-1,840.186
-5.02
-15.72
ConvaTec
34,296.377
12/08/24
-0.17
30,460.988
29,961.962
499.026
1.67
-16.01
WPP Group
102,207.943
12/08/24
1.68
176,961.015
188,715.643
-11,754.628
-6.23
-18.10
S
United Utilities
146,425.984
12/08/24
-0.12
103,896.107
117,537.349
-13,641.242
-11.61
-18.12
Reckitt Benckiser
618,993.340
12/08/24
843,637.573
951,031.437
-107,393.864
-11.29
-18.05
Centrica
18,851.161
12/08/24
3.29
20,850.302
24,059.008
-3,208.706
-13.34
-18.79
L
Imperial Brands
316,012.389
12/08/24
0.38
378,059.808
452,567.241
-74,507.433
-16.46
-21.13
L
Airtel Africa
16,289.298
12/08/24
-0.63
-na-
Endeavour Mining
232,048.460
12/08/24
1.89
327,118.729
-na-
Haleon
55,265.147
12/08/24
-1.01
-na-
S
M&G
30,194.436
12/08/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
12/03/18
⇓ Δwk
20/11/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
523,330.733
12/08/24
-0.79
137,422.445
153,536.423
-16,113.978
-10.50
-na-
FTSE - 96 out of 100 instruments rated - 12/03/18 / 20/11/17 - 45 did rise, Market-Ratio(16) in JPY = 46.88 %
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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