Assessment - FTSE 100 Index in Japanese yen - 21/12/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
21/12/20
⇓ Δwk
31/08/20
prc diff
⇓ Δ16
∅-RS
FTSE
1,134,011.569
12/08/24
0.52
886,231.370
844,183.977
42,047.393
4.98
4.11
Weir Group
262,983.225
12/08/24
0.79
268,231.840
179,564.820
88,667.020
49.38
66.37
Scottish Mortgage
113,894.941
12/08/24
-0.17
161,878.330
136,106.878
25,771.452
18.93
58.22
Antofagasta
259,599.250
12/08/24
1.79
196,615.873
152,032.020
44,583.853
29.33
55.82
S
Flutter
2,028,313.375
12/08/24
-1.28
2,051,103.413
1,752,473.373
298,630.040
17.04
47.70
S
Entain
80,165.685
12/08/24
3.98
156,353.472
113,839.991
42,513.481
37.34
46.15
Pershing Square
488,121.176
12/08/24
-0.79
334,253.889
301,516.017
32,737.873
10.86
38.69
Fresnillo
74,585.579
12/08/24
0.93
160,980.541
178,715.479
-17,734.939
-9.92
38.56
Ashtead
711,601.669
12/08/24
-0.43
465,607.381
368,755.504
96,851.877
26.26
38.69
Glencore
56,664.322
12/08/24
1.27
32,555.224
23,948.582
8,606.642
35.94
37.49
L
Anglo American
308,356.119
12/08/24
0.29
335,773.225
259,417.020
76,356.206
29.43
36.95
Ocado
52,030.347
12/08/24
0.72
322,099.203
353,467.368
-31,368.165
-8.87
35.54
S
RS Group
104,143.567
12/08/24
-0.40
117,886.651
94,559.953
23,326.698
24.67
32.26
L
Frasers
115,814.829
12/08/24
-0.42
58,784.486
49,969.556
8,814.930
17.64
31.75
Rio Tinto
682,596.166
12/08/24
0.56
774,446.925
656,115.839
118,331.086
18.04
30.94
Melrose
67,223.706
12/08/24
0.19
68,266.523
43,231.451
25,035.071
57.91
31.08
L
Airtel Africa
15,193.359
12/08/24
-0.63
9,986.180
8,450.942
1,535.238
18.17
30.37
S
B&M
61,408.793
12/08/24
-2.22
69,889.450
67,069.619
2,819.831
4.20
29.15
Smurfit Kappa
422,375.369
12/08/24
0.07
472,651.574
378,522.924
94,128.650
24.87
27.98
Kingfisher
37,486.159
12/08/24
0.18
37,223.729
38,262.807
-1,039.079
-2.72
27.78
Admiral Group
372,651.650
12/08/24
0.86
410,496.925
373,285.322
37,211.604
9.97
24.27
L
3i Group
416,850.512
12/08/24
0.23
155,731.926
132,780.293
22,951.633
17.29
23.99
Pearson
142,886.632
12/08/24
-0.72
92,265.123
79,186.882
13,078.241
16.52
23.03
DS Smith
61,325.920
12/08/24
1.19
51,657.419
36,620.748
15,036.671
41.06
21.96
Barclays
30,400.529
12/08/24
0.85
19,511.035
15,848.701
3,662.334
23.11
21.80
⇓ instrument
freshest
⇓ Δday
21/12/20
⇓ Δwk
31/08/20
prc diff
⇓ Δ16
∅-RS
S
Croda
528,867.001
12/08/24
-0.05
877,623.642
835,185.210
42,438.432
5.08
20.77
Next
1,317,954.799
12/08/24
0.23
910,772.788
854,720.051
56,052.737
6.56
20.24
L
JD Sports Fashion
16,622.916
12/08/24
-4.07
21,778.989
20,123.717
1,655.272
8.23
20.16
S
Bunzl
442,264.857
12/08/24
0.50
336,878.197
342,850.607
-5,972.410
-1.74
19.45
WPP Group
95,331.419
12/08/24
1.68
108,756.823
91,389.080
17,367.743
19.00
18.85
L
NatWest
46,215.434
12/08/24
0.48
21,194.735
15,967.609
5,227.127
32.74
18.36
L
St. James´s Place
95,441.916
12/08/24
-1.22
153,729.165
138,697.368
15,031.797
10.84
18.10
S
M&G
28,162.962
12/08/24
1.09
26,609.096
23,434.731
3,174.365
13.55
18.15
S
Spirax-Sarco
1,065,606.925
12/08/24
0.72
1,569,059.580
1,450,249.572
118,810.008
8.19
17.56
L
British Land
54,557.970
12/08/24
-0.40
65,607.685
51,767.327
13,840.358
26.74
16.32
L
Schroders
46,574.550
12/08/24
-0.12
77,039.997
69,739.381
7,300.616
10.47
15.16
L
Barratt Developments
72,458.508
12/08/24
0.15
87,900.486
74,345.639
13,554.846
18.23
15.31
CRH (L)
886,187.171
12/08/24
-1.35
426,933.377
400,605.787
26,327.590
6.57
15.15
InterContinental Hot
998,341.782
12/08/24
-0.61
635,358.633
623,699.328
11,659.305
1.87
14.99
S
Burberry Group
92,679.488
12/08/24
-2.02
243,162.799
204,478.820
38,683.979
18.92
14.47
Prudential
87,762.364
12/08/24
0.41
181,422.514
172,911.650
8,510.864
4.92
13.77
Mondi
196,546.812
12/08/24
-0.42
234,323.026
206,814.507
27,508.519
13.30
12.85
L
Halma
349,032.884
12/08/24
0.04
336,049.468
313,973.016
22,076.452
7.03
12.37
L
Coca-Cola HBC
374,032.865
12/08/24
0.89
322,927.931
282,264.290
40,663.642
14.41
12.35
Rightmove
74,198.839
12/08/24
0.04
89,999.932
89,718.710
281.222
0.31
12.30
L
Abrdn
21,125.675
12/08/24
2.51
38,674.004
33,577.277
5,096.727
15.18
12.25
F&C Investment Trust
141,712.599
12/08/24
105,248.539
98,381.987
6,866.552
6.98
11.98
L
Taylor Wimpey
21,823.188
12/08/24
0.54
21,830.094
17,340.710
4,489.384
25.89
11.90
L
SSE
259,392.068
12/08/24
0.86
201,657.305
178,220.030
23,437.275
13.15
11.21
L
Smiths Group
240,745.673
12/08/24
0.52
210,289.895
198,462.655
11,827.240
5.96
11.10
⇓ instrument
freshest
⇓ Δday
21/12/20
⇓ Δwk
31/08/20
prc diff
⇓ Δ16
∅-RS
L
LSE Group
1,372,650.890
12/08/24
1.12
1,219,612.332
1,245,699.974
-26,087.642
-2.09
10.72
J Sainsbury
37,237.541
12/08/24
0.67
30,428.154
26,018.143
4,410.011
16.95
10.71
L
Persimmon
217,886.575
12/08/24
0.03
369,612.979
370,878.856
-1,265.877
-0.34
10.77
S
Legal & General
31,160.197
12/08/24
0.53
33,632.571
30,760.296
2,872.275
9.34
10.82
L
Auto Trader
110,193.286
12/08/24
0.81
79,751.321
79,724.798
26.522
0.03
10.50
L
BT Group
19,544.184
12/08/24
8.43
18,232.030
14,813.921
3,418.110
23.07
10.23
Johnson Matthey
217,817.514
12/08/24
0.06
342,126.812
336,197.436
5,929.375
1.76
9.34
Ass Brit Foods
336,325.711
12/08/24
-0.90
300,414.136
289,625.244
10,788.892
3.73
9.31
Endeavour Mining
216,436.300
12/08/24
1.89
425,253.820
511,610.395
-86,356.575
-16.88
8.76
S
Whitbread
388,673.738
12/08/24
-1.44
414,364.326
357,997.186
56,367.140
15.75
9.09
Informa
111,574.501
12/08/24
1.03
72,209.890
58,519.587
13,690.302
23.39
8.44
Aviva
66,878.402
12/08/24
0.35
43,397.757
40,018.112
3,379.645
8.45
7.97
Intertek
646,408.348
12/08/24
0.60
805,800.492
831,787.847
-25,987.354
-3.12
7.29
S
Diageo
338,604.715
12/08/24
1.03
404,419.582
355,236.828
49,182.754
13.85
6.60
Compass Group
325,137.874
12/08/24
0.90
191,160.076
172,770.093
18,389.983
10.64
6.82
Hiscox
164,226.394
12/08/24
1.89
133,508.186
112,311.177
21,197.009
18.87
6.29
L
Rentokil Initial
64,778.956
12/08/24
1.01
70,939.173
75,449.783
-4,510.610
-5.98
5.96
L
Experian
486,739.961
12/08/24
1.18
385,635.066
394,943.515
-9,308.449
-2.36
5.91
L
Segro
122,182.228
12/08/24
-0.96
126,436.368
134,875.334
-8,438.966
-6.26
5.11
ConvaTec
31,988.926
12/08/24
-0.17
27,900.531
27,122.286
778.245
2.87
4.68
Phoenix
74,309.336
12/08/24
0.47
95,662.911
97,815.759
-2,152.849
-2.20
4.80
Standard Chartered
99,723.681
12/08/24
0.92
63,798.294
55,546.894
8,251.400
14.85
4.70
S
Unite
129,005.427
12/08/24
-1.11
134,875.588
134,620.531
255.057
0.19
4.10
L
Imperial Brands
294,751.157
12/08/24
0.38
211,187.685
177,370.690
33,816.995
19.07
3.82
Land Securities
85,013.748
12/08/24
-0.73
90,552.417
81,833.995
8,718.422
10.65
3.24
⇓ instrument
freshest
⇓ Δday
21/12/20
⇓ Δwk
31/08/20
prc diff
⇓ Δ16
∅-RS
S
United Utilities
136,574.482
12/08/24
-0.12
124,668.413
117,662.025
7,006.389
5.95
0.77
L
Vodafone
10,281.760
12/08/24
0.87
16,845.291
15,775.091
1,070.200
6.78
0.63
Shell
386,601.916
12/08/24
0.83
181,215.332
156,675.083
24,540.249
15.66
0.57
L
Lloyds Bank
7,845.298
12/08/24
-0.28
4,638.118
4,013.136
624.982
15.57
0.51
RELX
487,706.811
12/08/24
0.57
246,270.531
241,000.478
5,270.053
2.19
0.18
Berkeley
700,275.711
12/08/24
1.00
598,756.451
645,357.521
-46,601.070
-7.22
0.00
L
Unilever Plc
651,104.477
12/08/24
-0.34
592,955.350
631,343.396
-38,388.046
-6.08
-1.60
Reckitt Benckiser
577,347.627
12/08/24
902,209.259
1,063,091.683
-160,882.424
-15.13
-2.41
Smith and Nephew
159,668.387
12/08/24
-0.86
209,806.470
215,378.694
-5,572.224
-2.59
-2.66
L
Tesco
46,063.501
12/08/24
0.91
38,524.833
39,214.069
-689.236
-1.76
-2.98
L
HSBC
88,936.396
12/08/24
0.22
52,638.082
46,734.983
5,903.099
12.63
-3.84
BAE Systems
180,041.300
12/08/24
2.04
67,734.755
73,552.921
-5,818.166
-7.91
-4.44
L
Hargreaves Lansdown
152,209.829
12/08/24
206,905.920
228,826.592
-21,920.672
-9.58
-4.50
S
Severn Trent
347,237.305
12/08/24
-0.63
316,574.345
330,110.493
-13,536.148
-4.10
-4.95
L
BAT
386,878.159
12/08/24
374,170.986
358,492.635
15,678.352
4.37
-5.02
L
AstraZeneca
1,765,192.028
12/08/24
0.63
1,027,623.528
1,180,583.839
-152,960.311
-12.96
-6.12
S
National Grid
135,138.019
12/08/24
-0.04
117,403.226
119,360.707
-1,957.481
-1.64
-6.69
Centrica
17,582.860
12/08/24
3.29
5,774.857
6,517.276
-742.418
-11.39
-7.65
DCC
709,253.604
12/08/24
-0.29
737,016.014
938,238.572
-201,222.557
-21.45
-9.17
GSK
217,126.907
12/08/24
0.42
186,499.858
206,169.008
-19,669.150
-9.54
-13.31
BP
60,718.186
12/08/24
1.35
35,642.238
37,399.311
-1,757.073
-4.70
-13.20
Beazley
101,104.895
12/08/24
1.24
48,093.886
60,869.431
-12,775.544
-20.99
-13.23
S
Sage Group
138,881.110
12/08/24
1.03
80,138.061
104,836.977
-24,698.917
-23.56
-13.40
Int Cons Airlines
22,990.314
12/08/24
-0.06
19,875.675
30,618.739
-10,743.064
-35.09
-26.83
Rolls-Royce
67,223.706
12/08/24
0.35
15,227.889
34,129.348
-18,901.459
-55.38
-53.74
⇓ instrument
freshest
⇓ Δday
21/12/20
⇓ Δwk
31/08/20
prc diff
⇓ Δ16
∅-RS
Haleon
51,546.922
12/08/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 21/12/20 / 31/08/20 - 69 did rise, Market-Ratio(16) in JPY = 69.70 %
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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