Assessment - FTSE 100 Index in Japanese yen - 23/12/19 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
23/12/19
⇓ Δwk
2/09/19
prc diff
⇓ Δ16
∅-RS
FTSE
1,161,520.541
12/08/24
0.52
1,078,524.574
932,453.444
146,071.130
15.67
7.05
L
Frasers
118,624.277
12/08/24
-0.42
66,378.665
31,064.964
35,313.701
113.68
72.08
L
JD Sports Fashion
17,026.156
12/08/24
-4.07
23,540.942
16,047.244
7,493.698
46.70
47.42
L
LSE Group
1,405,948.800
12/08/24
1.12
1,094,144.498
898,911.990
195,232.508
21.72
41.26
S
Flutter
2,077,516.415
12/08/24
-1.28
1,287,678.203
882,009.372
405,668.831
45.99
38.94
S
Entain
82,110.353
12/08/24
3.98
122,118.636
82,899.661
39,218.975
47.31
31.76
Melrose
68,854.426
12/08/24
0.19
101,520.312
70,741.300
30,779.011
43.51
30.71
ConvaTec
32,764.917
12/08/24
-0.17
27,622.409
22,645.667
4,976.742
21.98
29.41
Next
1,349,925.886
12/08/24
0.23
1,005,865.966
761,898.339
243,967.627
32.02
29.17
Berkeley
717,263.073
12/08/24
1.00
698,164.352
499,779.701
198,384.651
39.69
28.51
S
Unite
132,134.854
12/08/24
-1.11
175,142.344
135,733.150
39,409.194
29.03
27.23
L
SSE
265,684.428
12/08/24
0.86
206,690.601
147,129.612
59,560.989
40.48
27.15
L
Barratt Developments
74,216.215
12/08/24
0.15
104,717.579
80,978.909
23,738.670
29.31
26.14
Smurfit Kappa
432,621.396
12/08/24
0.07
417,342.419
322,942.456
94,399.963
29.23
25.96
L
Segro
125,146.137
12/08/24
-0.96
125,570.553
101,031.561
24,538.992
24.29
24.91
S
Severn Trent
355,660.624
12/08/24
-0.63
355,660.624
264,551.591
91,109.033
34.44
25.09
Int Cons Airlines
23,548.015
12/08/24
-0.06
88,533.182
54,446.920
34,086.262
62.60
24.41
L
Abrdn
21,638.143
12/08/24
2.51
47,025.295
32,307.051
14,718.244
45.56
23.70
L
Halma
357,499.760
12/08/24
0.04
303,315.982
254,627.705
48,688.276
19.12
23.07
Rightmove
75,998.762
12/08/24
0.04
90,966.500
69,377.566
21,588.934
31.12
23.24
CRH (L)
907,684.393
12/08/24
-1.35
436,016.724
354,698.891
81,317.833
22.93
23.13
L
Persimmon
223,172.090
12/08/24
0.03
369,383.409
243,871.494
125,511.915
51.47
23.02
L
AstraZeneca
1,808,012.242
12/08/24
0.63
1,095,842.162
964,601.713
131,240.449
13.61
21.86
S
United Utilities
139,887.520
12/08/24
-0.12
135,275.533
104,488.915
30,786.617
29.46
19.70
S
Legal & General
31,916.085
12/08/24
0.53
43,686.556
28,619.207
15,067.349
52.65
19.82
⇓ instrument
freshest
⇓ Δday
23/12/19
⇓ Δwk
2/09/19
prc diff
⇓ Δ16
∅-RS
S
Spirax-Sarco
1,091,456.530
12/08/24
0.72
1,282,443.738
1,029,523.134
252,920.604
24.57
18.96
L
Rentokil Initial
66,350.371
12/08/24
1.01
65,275.184
58,813.430
6,461.754
10.99
18.76
L
Schroders
47,704.361
12/08/24
-0.12
81,482.217
60,081.126
21,401.091
35.62
18.57
L
Taylor Wimpey
22,352.577
12/08/24
0.54
27,091.889
18,861.786
8,230.103
43.63
18.68
Ashtead
728,863.777
12/08/24
-0.43
344,201.392
293,106.773
51,094.619
17.43
18.08
L
St. James´s Place
97,757.156
12/08/24
-1.22
166,371.080
117,908.570
48,462.510
41.10
17.49
L
Auto Trader
112,866.367
12/08/24
0.81
84,656.849
68,199.505
16,457.344
24.13
17.04
WPP Group
97,643.979
12/08/24
1.68
151,375.047
123,978.147
27,396.900
22.10
16.93
L
BAT
396,263.090
12/08/24
464,594.069
371,537.484
93,056.585
25.05
16.56
S
National Grid
138,416.211
12/08/24
-0.04
136,619.517
110,238.366
26,381.150
23.93
16.37
Scottish Mortgage
116,657.817
12/08/24
-0.17
82,336.708
66,329.973
16,006.735
24.13
16.26
S
B&M
62,898.454
12/08/24
-2.22
57,692.284
46,213.296
11,478.988
24.84
16.33
Barclays
31,137.989
12/08/24
0.85
25,388.566
17,612.016
7,776.550
44.15
16.36
S
Burberry Group
94,927.716
12/08/24
-2.02
316,189.934
279,789.558
36,400.376
13.01
15.80
Smith and Nephew
163,541.639
12/08/24
-0.86
263,420.876
254,819.781
8,601.095
3.38
15.43
DS Smith
62,813.571
12/08/24
1.19
55,499.468
43,741.928
11,757.540
26.88
15.74
L
Experian
498,547.351
12/08/24
1.18
362,875.697
332,162.066
30,713.631
9.25
15.11
GSK
222,393.994
12/08/24
0.42
258,660.343
224,033.966
34,626.377
15.46
14.91
BAE Systems
184,408.760
12/08/24
2.04
81,742.525
71,067.828
10,674.697
15.02
14.43
Informa
114,281.087
12/08/24
1.03
121,382.982
112,018.263
9,364.718
8.36
13.56
F&C Investment Trust
145,150.279
12/08/24
109,640.805
91,043.650
18,597.155
20.43
13.29
Land Securities
87,076.020
12/08/24
-0.73
136,067.776
99,699.840
36,367.936
36.48
13.52
L
Smiths Group
246,585.707
12/08/24
0.52
240,714.619
214,932.162
25,782.457
12.00
12.90
Phoenix
76,111.939
12/08/24
0.47
106,273.771
82,848.441
23,425.330
28.27
12.88
Ass Brit Foods
344,484.336
12/08/24
-0.90
369,524.881
292,722.622
76,802.258
26.24
12.70
⇓ instrument
freshest
⇓ Δday
23/12/19
⇓ Δwk
2/09/19
prc diff
⇓ Δ16
∅-RS
Intertek
662,088.990
12/08/24
0.60
823,367.078
715,031.988
108,335.090
15.15
12.40
S
RS Group
106,669.893
12/08/24
-0.40
93,541.291
74,499.572
19,041.719
25.56
12.40
Standard Chartered
102,142.789
12/08/24
0.92
102,652.088
80,389.879
22,262.209
27.69
12.04
L
British Land
55,881.443
12/08/24
-0.40
87,344.817
65,792.162
21,552.654
32.76
12.30
L
Tesco
47,180.914
12/08/24
0.91
45,337.534
36,364.960
8,972.574
24.67
12.10
L
Anglo American
315,836.254
12/08/24
0.29
304,942.910
228,210.961
76,731.949
33.62
11.74
Ocado
53,292.505
12/08/24
0.72
176,840.008
170,114.612
6,725.396
3.95
10.92
L
Lloyds Bank
8,035.610
12/08/24
-0.28
8,799.559
6,443.483
2,356.076
36.57
10.32
S
Sage Group
142,250.102
12/08/24
1.03
106,924.542
89,763.149
17,161.394
19.12
9.96
Admiral Group
381,691.473
12/08/24
0.86
325,102.671
276,716.355
48,386.316
17.49
10.02
InterContinental Hot
1,022,559.663
12/08/24
-0.61
738,483.874
661,122.878
77,360.995
11.70
9.53
L
3i Group
426,962.515
12/08/24
0.23
155,265.527
143,608.233
11,657.294
8.12
9.40
L
NatWest
47,336.533
12/08/24
0.48
34,193.784
23,849.339
10,344.445
43.37
9.63
Endeavour Mining
221,686.634
12/08/24
1.89
329,728.805
331,512.852
-1,784.046
-0.54
8.99
RELX
499,537.655
12/08/24
0.57
271,555.516
257,508.834
14,046.683
5.45
8.88
Pershing Square
499,962.071
12/08/24
-0.79
203,436.745
199,246.019
4,190.726
2.10
8.47
J Sainsbury
38,140.853
12/08/24
0.67
33,161.038
25,187.463
7,973.576
31.66
8.86
S
Whitbread
398,102.226
12/08/24
-1.44
687,553.951
564,573.072
122,980.879
21.78
7.57
Rio Tinto
699,154.656
12/08/24
0.56
644,970.877
531,023.935
113,946.942
21.46
7.38
L
Vodafone
10,531.176
12/08/24
0.87
21,280.219
20,060.335
1,219.884
6.08
6.43
Antofagasta
265,896.636
12/08/24
1.79
129,927.891
109,585.311
20,342.580
18.56
6.36
Mondi
201,314.665
12/08/24
-0.42
249,698.091
203,791.799
45,906.292
22.53
5.75
Weir Group
269,362.700
12/08/24
0.79
218,008.362
184,968.429
33,039.933
17.86
5.73
Aviva
68,500.746
12/08/24
0.35
59,474.832
45,547.435
13,927.396
30.58
5.23
Compass Group
333,025.103
12/08/24
0.90
269,645.644
271,210.199
-1,564.554
-0.58
4.81
⇓ instrument
freshest
⇓ Δday
23/12/19
⇓ Δwk
2/09/19
prc diff
⇓ Δ16
∅-RS
L
Hargreaves Lansdown
155,902.151
12/08/24
279,336.477
242,590.992
36,745.485
15.15
4.84
S
Croda
541,696.313
12/08/24
-0.05
713,726.273
607,213.769
106,512.504
17.54
4.86
S
Diageo
346,818.624
12/08/24
1.03
456,671.637
459,828.057
-3,156.420
-0.69
3.87
Reckitt Benckiser
591,352.987
12/08/24
877,975.272
824,386.808
53,588.464
6.50
2.99
Beazley
103,557.509
12/08/24
1.24
78,516.964
73,948.956
4,568.007
6.18
2.15
Johnson Matthey
223,101.354
12/08/24
0.06
435,733.780
378,900.367
56,833.412
15.00
1.91
L
BT Group
20,018.289
12/08/24
8.43
28,584.419
21,392.057
7,192.362
33.62
1.79
Kingfisher
38,395.503
12/08/24
0.18
30,883.339
25,161.853
5,721.486
22.74
1.50
L
Coca-Cola HBC
383,106.193
12/08/24
0.89
366,271.025
352,906.189
13,364.836
3.79
0.29
Centrica
18,009.386
12/08/24
3.29
12,718.333
8,991.681
3,726.652
41.45
0.64
DCC
726,458.753
12/08/24
-0.29
927,773.418
901,985.194
25,788.225
2.86
-0.96
L
Unilever Plc
666,899.038
12/08/24
-0.34
626,579.517
674,952.293
-48,372.777
-7.17
-1.47
S
Bunzl
452,993.365
12/08/24
0.50
299,213.294
263,655.240
35,558.053
13.49
-2.06
L
HSBC
91,093.825
12/08/24
0.22
84,741.732
76,177.029
8,564.703
11.24
-2.93
Shell
395,980.146
12/08/24
0.83
320,009.679
294,003.124
26,006.555
8.85
-3.39
Prudential
89,891.313
12/08/24
0.41
202,304.969
175,620.768
26,684.201
15.19
-3.89
BP
62,191.094
12/08/24
1.35
69,186.885
64,511.661
4,675.224
7.25
-4.80
Hiscox
168,210.216
12/08/24
1.89
201,456.137
199,630.170
1,825.967
0.91
-7.27
Glencore
58,038.891
12/08/24
1.27
33,323.731
30,335.078
2,988.653
9.85
-10.36
L
Imperial Brands
301,901.262
12/08/24
0.38
262,883.282
274,795.603
-11,912.320
-4.33
-10.62
Rolls-Royce
68,854.426
12/08/24
0.35
99,652.881
99,085.199
567.682
0.57
-13.67
Pearson
146,352.791
12/08/24
-0.72
92,550.987
107,664.559
-15,113.572
-14.04
-17.51
Fresnillo
76,394.883
12/08/24
0.93
83,723.133
95,525.405
-11,802.272
-12.36
-19.95
L
Airtel Africa
15,561.921
12/08/24
-0.63
10,900.418
8,688.202
2,212.216
25.46
-na-
Haleon
52,797.353
12/08/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
23/12/19
⇓ Δwk
2/09/19
prc diff
⇓ Δ16
∅-RS
S
M&G
28,846.142
12/08/24
1.09
33,613.749
-na-
FTSE - 98 out of 100 instruments rated - 23/12/19 / 2/09/19 - 91 did rise, Market-Ratio(16) in JPY = 92.86 %
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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