Assessment - FTSE 100 Index in Japanese yen - 7/06/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
7/06/21
⇓ Δwk
15/02/21
prc diff
⇓ Δ16
∅-RS
FTSE
1,272,612.558
12/08/24
0.52
1,095,721.699
990,091.235
105,630.464
10.67
21.13
S
Entain
89,963.683
12/08/24
3.98
268,620.025
199,377.915
69,242.110
34.73
79.80
Ashtead
798,574.940
12/08/24
-0.43
806,015.079
581,207.505
224,807.574
38.68
73.65
Glencore
63,589.940
12/08/24
1.27
51,112.206
41,370.368
9,741.838
23.55
69.19
L
NatWest
51,863.970
12/08/24
0.48
32,178.602
26,334.591
5,844.011
22.19
60.13
L
Frasers
129,969.931
12/08/24
-0.42
89,359.172
67,558.411
21,800.760
32.27
59.30
L
Lloyds Bank
8,804.165
12/08/24
-0.28
7,585.067
5,728.543
1,856.524
32.41
58.57
L
BT Group
21,932.910
12/08/24
8.43
27,435.513
18,992.560
8,442.953
44.45
56.90
L
Anglo American
346,043.974
12/08/24
0.29
504,456.937
409,307.252
95,149.685
23.25
56.72
Barclays
34,116.138
12/08/24
0.85
28,514.333
22,562.458
5,951.876
26.38
52.47
WPP Group
106,983.001
12/08/24
1.68
154,599.892
125,239.519
29,360.373
23.44
48.33
S
M&G
31,605.091
12/08/24
1.09
38,161.714
28,759.953
9,401.761
32.69
46.81
L
St. James´s Place
107,107.004
12/08/24
-1.22
221,576.645
181,572.390
40,004.255
22.03
44.08
Pearson
160,350.500
12/08/24
-0.72
130,605.443
113,926.050
16,679.393
14.64
44.14
S
Burberry Group
104,006.946
12/08/24
-2.02
337,441.313
272,285.311
65,156.002
23.93
42.12
S
RS Group
116,872.186
12/08/24
-0.40
159,652.987
148,892.291
10,760.696
7.23
39.51
Aviva
75,052.404
12/08/24
0.35
63,473.687
52,801.075
10,672.612
20.21
38.94
DS Smith
68,821.288
12/08/24
1.19
65,922.733
60,055.178
5,867.555
9.77
38.23
Next
1,479,037.670
12/08/24
0.23
1,270,403.767
1,162,415.010
107,988.756
9.29
37.48
Weir Group
295,125.521
12/08/24
0.79
297,140.559
292,142.502
4,998.057
1.71
36.65
L
Barratt Developments
81,314.521
12/08/24
0.15
117,151.192
103,081.533
14,069.659
13.65
36.53
Antofagasta
291,327.950
12/08/24
1.79
242,657.040
233,230.394
9,426.645
4.04
36.49
Johnson Matthey
244,439.573
12/08/24
0.06
494,459.250
451,366.393
43,092.857
9.55
35.86
Kingfisher
42,067.787
12/08/24
0.18
53,429.500
40,974.689
12,454.810
30.40
35.51
ConvaTec
35,898.672
12/08/24
-0.17
37,929.210
29,690.530
8,238.680
27.75
34.99
⇓ instrument
freshest
⇓ Δday
7/06/21
⇓ Δwk
15/02/21
prc diff
⇓ Δ16
∅-RS
J Sainsbury
41,788.782
12/08/24
0.67
41,137.770
34,350.741
6,787.029
19.76
35.03
Compass Group
364,876.826
12/08/24
0.90
248,934.657
219,235.105
29,699.552
13.55
33.11
L
JD Sports Fashion
18,654.599
12/08/24
-4.07
28,960.742
24,772.395
4,188.347
16.91
32.61
Melrose
75,439.911
12/08/24
0.19
78,423.717
76,981.418
1,442.299
1.87
31.65
Int Cons Airlines
25,800.233
12/08/24
-0.06
30,433.269
23,381.658
7,051.611
30.16
31.40
CRH (L)
994,498.605
12/08/24
-1.35
571,960.700
480,089.709
91,870.991
19.14
31.07
L
3i Group
467,798.752
12/08/24
0.23
194,063.631
173,658.823
20,404.807
11.75
31.13
L
British Land
61,226.145
12/08/24
-0.40
79,671.491
69,419.565
10,251.925
14.77
31.07
Rio Tinto
766,024.331
12/08/24
0.56
963,963.034
906,543.022
57,420.011
6.33
30.88
L
Coca-Cola HBC
419,747.853
12/08/24
0.89
404,557.568
352,007.168
52,550.401
14.93
30.52
Smurfit Kappa
473,998.868
12/08/24
0.07
579,090.834
545,449.908
33,640.926
6.17
30.45
S
Diageo
379,989.609
12/08/24
1.03
526,389.848
448,875.085
77,514.762
17.27
29.73
S
Unite
144,772.708
12/08/24
-1.11
179,880.865
141,711.462
38,169.403
26.93
29.41
L
Taylor Wimpey
24,490.458
12/08/24
0.54
26,567.497
24,693.259
1,874.238
7.59
29.12
S
Whitbread
436,178.160
12/08/24
-1.44
501,124.375
503,390.767
-2,266.392
-0.45
29.10
L
HSBC
99,806.367
12/08/24
0.22
68,813.537
60,150.434
8,663.104
14.40
28.58
Scottish Mortgage
127,815.391
12/08/24
-0.17
190,188.558
207,364.755
-17,176.197
-8.28
28.65
L
Persimmon
244,517.074
12/08/24
0.03
488,414.137
415,901.891
72,512.246
17.43
28.14
S
Legal & General
34,968.654
12/08/24
0.53
43,261.309
39,816.964
3,444.345
8.65
27.82
S
Spirax-Sarco
1,195,847.372
12/08/24
0.72
2,006,512.538
1,740,984.660
265,527.878
15.25
27.37
BP
68,139.275
12/08/24
1.35
49,515.676
40,872.106
8,643.570
21.15
27.45
Centrica
19,731.869
12/08/24
3.29
8,305.055
7,972.186
332.870
4.18
26.23
Land Securities
95,404.285
12/08/24
-0.73
111,013.077
92,999.063
18,014.014
19.37
25.99
Prudential
98,488.843
12/08/24
0.41
228,396.773
201,429.580
26,967.192
13.39
25.34
Mondi
220,569.126
12/08/24
-0.42
296,133.040
274,410.250
21,722.790
7.92
24.95
⇓ instrument
freshest
⇓ Δday
7/06/21
⇓ Δwk
15/02/21
prc diff
⇓ Δ16
∅-RS
F&C Investment Trust
159,032.975
12/08/24
131,907.468
118,410.404
13,497.063
11.40
24.54
S
Croda
593,506.103
12/08/24
-0.05
1,080,060.206
972,196.316
107,863.890
11.09
24.11
L
Schroders
52,266.978
12/08/24
-0.12
94,413.816
89,736.915
4,676.902
5.21
23.86
L
Segro
137,115.565
12/08/24
-0.96
164,380.575
142,209.723
22,170.852
15.59
23.11
L
Airtel Africa
17,050.319
12/08/24
-0.63
12,144.477
11,723.802
420.675
3.59
23.00
Standard Chartered
111,912.094
12/08/24
0.92
76,865.938
70,504.017
6,361.921
9.02
22.92
L
SSE
291,095.446
12/08/24
0.86
238,471.961
214,399.037
24,072.925
11.23
22.12
Pershing Square
547,780.248
12/08/24
-0.79
393,707.366
399,342.020
-5,634.655
-1.41
22.01
L
Imperial Brands
330,776.188
12/08/24
0.38
247,617.132
224,657.364
22,959.768
10.22
21.58
Informa
125,211.342
12/08/24
1.03
83,794.568
77,377.096
6,417.472
8.29
21.91
L
Halma
391,692.328
12/08/24
0.04
409,207.655
377,506.438
31,701.217
8.40
21.50
InterContinental Hot
1,120,360.960
12/08/24
-0.61
768,504.377
750,909.545
17,594.832
2.34
21.62
Admiral Group
418,197.824
12/08/24
0.86
473,533.859
447,995.800
25,538.059
5.70
21.08
S
United Utilities
153,266.867
12/08/24
-0.12
155,312.906
139,864.963
15,447.943
11.04
20.64
Shell
433,853.117
12/08/24
0.83
216,012.041
210,442.254
5,569.788
2.65
20.87
Ass Brit Foods
377,432.061
12/08/24
-0.90
356,351.667
344,093.601
12,258.066
3.56
19.88
S
B&M
68,914.289
12/08/24
-2.22
83,608.564
85,319.972
-1,711.408
-2.01
19.22
BAE Systems
202,046.280
12/08/24
2.04
82,554.544
71,148.826
11,405.718
16.03
17.41
L
Smiths Group
270,170.054
12/08/24
0.52
240,797.005
220,554.033
20,242.972
9.18
15.58
Phoenix
83,391.560
12/08/24
0.47
114,919.150
105,543.531
9,375.619
8.88
15.47
Berkeley
785,864.702
12/08/24
1.00
725,103.565
644,076.396
81,027.170
12.58
14.65
L
Hargreaves Lansdown
170,813.196
12/08/24
255,987.289
244,661.102
11,326.187
4.63
13.40
L
Vodafone
11,538.416
12/08/24
0.87
19,831.071
19,871.845
-40.774
-0.21
13.54
RELX
547,315.239
12/08/24
0.57
286,290.356
274,190.429
12,099.927
4.41
13.04
S
Severn Trent
389,677.290
12/08/24
-0.63
382,702.160
348,196.932
34,505.228
9.91
12.54
⇓ instrument
freshest
⇓ Δday
7/06/21
⇓ Δwk
15/02/21
prc diff
⇓ Δ16
∅-RS
L
Abrdn
23,707.694
12/08/24
2.51
43,075.306
48,521.887
-5,446.581
-11.22
12.90
S
National Grid
151,654.837
12/08/24
-0.04
141,719.151
126,822.233
14,896.919
11.75
12.30
L
AstraZeneca
1,980,937.060
12/08/24
0.63
1,248,548.358
1,087,675.770
160,872.588
14.79
11.13
S
Sage Group
155,855.416
12/08/24
1.03
101,712.903
88,456.089
13,256.814
14.99
10.92
S
Flutter
2,276,217.584
12/08/24
-1.28
2,063,088.596
2,061,923.751
1,164.845
0.06
10.60
Rightmove
83,267.558
12/08/24
0.04
95,109.779
94,405.919
703.860
0.75
10.13
DCC
795,939.891
12/08/24
-0.29
945,517.689
877,819.707
67,697.982
7.71
10.10
L
BAT
434,163.122
12/08/24
423,777.928
408,794.336
14,983.592
3.67
9.34
Smith and Nephew
179,183.352
12/08/24
-0.86
232,659.353
234,476.048
-1,816.696
-0.77
8.73
L
Auto Trader
123,661.313
12/08/24
0.81
86,460.618
90,185.350
-3,724.733
-4.13
8.27
L
Unilever Plc
730,683.670
12/08/24
-0.34
662,327.391
583,698.813
78,628.578
13.47
7.00
Endeavour Mining
242,889.544
12/08/24
1.89
456,948.549
385,273.457
71,675.091
18.60
6.66
L
Experian
546,230.219
12/08/24
1.18
412,617.719
386,299.290
26,318.429
6.81
5.93
S
Bunzl
496,319.285
12/08/24
0.50
352,166.588
343,800.506
8,366.082
2.43
5.77
GSK
243,664.558
12/08/24
0.42
211,168.201
190,023.786
21,144.414
11.13
4.71
Reckitt Benckiser
647,912.121
12/08/24
1,005,503.811
929,990.627
75,513.184
8.12
3.86
Hiscox
184,298.448
12/08/24
1.89
126,110.359
144,847.579
-18,737.220
-12.94
2.13
L
Rentokil Initial
72,696.360
12/08/24
1.01
74,261.889
77,377.096
-3,115.207
-4.03
1.74
Intertek
725,413.571
12/08/24
0.60
824,615.427
863,751.144
-39,135.717
-4.53
0.91
L
LSE Group
1,540,418.818
12/08/24
1.12
1,174,611.975
1,447,303.409
-272,691.435
-18.84
-0.92
Beazley
113,462.123
12/08/24
1.24
48,004.398
53,196.753
-5,192.355
-9.76
-6.40
L
Tesco
51,693.467
12/08/24
0.91
34,875.652
35,808.889
-933.237
-2.61
-7.32
Fresnillo
83,701.566
12/08/24
0.93
135,689.538
150,064.671
-14,375.133
-9.58
-8.07
Ocado
58,389.592
12/08/24
0.72
292,025.463
388,497.503
-96,472.040
-24.83
-8.53
Rolls-Royce
75,439.911
12/08/24
0.35
16,634.911
14,080.287
2,554.624
18.14
-13.88
⇓ instrument
freshest
⇓ Δday
7/06/21
⇓ Δwk
15/02/21
prc diff
⇓ Δ16
∅-RS
Haleon
57,847.082
12/08/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 7/06/21 / 15/02/21 - 83 did rise, Market-Ratio(16) in JPY = 83.84 %
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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