Assessment - FTSE 100 Index in Japanese yen - 1/04/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
1/04/24
⇓ Δwk
11/12/23
prc diff
⇓ Δ16
∅-RS
FTSE
1,562,170.527
12/08/24
0.52
1,513,151.070
1,385,710.440
127,440.630
9.20
9.88
Rolls-Royce
92,604.780
12/08/24
0.35
81,188.534
54,529.281
26,659.253
48.89
116.16
CRH (L)
1,220,777.211
12/08/24
-1.35
1,299,168.765
955,410.312
343,758.453
35.98
53.51
L
3i Group
574,237.161
12/08/24
0.23
534,470.571
432,891.600
101,578.971
23.47
43.33
Antofagasta
357,613.898
12/08/24
1.79
387,962.084
282,105.006
105,857.079
37.52
40.82
InterContinental Hot
1,375,277.070
12/08/24
-0.61
1,568,211.623
1,269,472.525
298,739.098
23.53
40.74
DS Smith
84,480.218
12/08/24
1.19
75,480.411
55,649.620
19,830.791
35.64
38.66
Pershing Square
672,416.874
12/08/24
-0.79
775,924.169
598,738.489
177,185.680
29.59
38.02
Melrose
92,604.780
12/08/24
0.19
128,052.223
104,393.545
23,658.678
22.66
36.96
BAE Systems
248,017.939
12/08/24
2.04
256,770.394
191,467.753
65,302.641
34.11
35.26
S
Sage Group
191,317.252
12/08/24
1.03
240,787.650
218,190.590
22,597.059
10.36
35.16
ConvaTec
44,066.709
12/08/24
-0.17
54,493.546
41,911.694
12,581.852
30.02
34.05
Scottish Mortgage
156,897.271
12/08/24
-0.17
170,102.062
137,195.598
32,906.463
23.99
33.88
Next
1,815,563.614
12/08/24
0.23
1,756,579.678
1,495,376.925
261,202.754
17.47
32.64
Smurfit Kappa
581,847.991
12/08/24
0.07
688,780.160
555,394.230
133,385.930
24.02
28.37
RELX
671,846.062
12/08/24
0.57
651,487.090
572,474.806
79,012.284
13.80
27.30
Barclays
41,878.595
12/08/24
0.85
34,857.604
26,171.851
8,685.753
33.19
26.94
Aviva
92,129.103
12/08/24
0.35
94,488.461
78,809.413
15,679.048
19.89
26.55
Ass Brit Foods
463,309.306
12/08/24
-0.90
475,296.364
450,890.488
24,405.877
5.41
24.91
Intertek
890,467.168
12/08/24
0.60
948,499.750
743,096.909
205,402.841
27.64
24.32
Admiral Group
513,350.517
12/08/24
0.86
539,798.153
513,886.592
25,911.560
5.04
24.09
L
Experian
670,514.167
12/08/24
1.18
657,195.213
573,209.455
83,985.758
14.65
24.04
Beazley
139,278.198
12/08/24
1.24
126,625.192
98,810.217
27,814.976
28.15
23.54
DCC
977,040.365
12/08/24
-0.29
1,095,959.591
1,026,303.888
69,655.703
6.79
23.47
Pearson
196,835.104
12/08/24
-0.72
198,262.134
177,050.277
21,211.857
11.98
22.43
⇓ instrument
freshest
⇓ Δday
1/04/24
⇓ Δwk
11/12/23
prc diff
⇓ Δ16
∅-RS
GSK
299,105.638
12/08/24
0.42
325,096.625
265,832.542
59,264.082
22.29
22.26
Hiscox
226,231.936
12/08/24
1.89
235,935.745
191,375.922
44,559.824
23.28
21.91
L
Lloyds Bank
10,807.379
12/08/24
-0.28
9,848.415
8,469.578
1,378.836
16.28
21.66
Int Cons Airlines
31,670.568
12/08/24
-0.06
33,630.357
28,651.290
4,979.068
17.38
20.57
L
Segro
168,313.516
12/08/24
-0.96
171,966.715
154,827.161
17,139.554
11.07
20.58
L
NatWest
63,664.597
12/08/24
0.48
50,516.887
40,203.637
10,313.251
25.65
19.71
L
British Land
75,156.951
12/08/24
-0.40
75,195.005
71,242.534
3,952.472
5.55
19.24
Informa
153,700.722
12/08/24
1.03
158,153.058
144,248.224
13,904.834
9.64
17.78
L
Taylor Wimpey
30,062.780
12/08/24
0.54
26,076.608
25,290.273
786.335
3.11
17.44
L
LSE Group
1,890,910.836
12/08/24
1.12
1,805,669.535
1,680,508.335
125,161.200
7.45
16.55
Weir Group
362,275.532
12/08/24
0.79
384,727.481
351,161.960
33,565.521
9.56
16.10
Compass Group
447,897.375
12/08/24
0.90
441,998.981
379,262.263
62,736.717
16.54
16.02
Ashtead
980,274.968
12/08/24
-0.43
1,073,127.100
935,207.480
137,919.620
14.75
16.07
Berkeley
964,672.765
12/08/24
1.00
905,308.287
866,517.849
38,790.438
4.48
15.81
F&C Investment Trust
195,217.802
12/08/24
189,509.679
167,867.171
21,642.508
12.89
15.65
L
Persimmon
300,152.128
12/08/24
0.03
250,396.323
240,872.861
9,523.462
3.95
14.89
S
Legal & General
42,925.084
12/08/24
0.53
48,404.882
44,134.006
4,270.876
9.68
14.66
L
Halma
480,814.216
12/08/24
0.04
450,561.165
406,260.594
44,300.571
10.90
14.38
L
Tesco
63,455.299
12/08/24
0.91
56,434.308
53,353.844
3,080.464
5.77
14.30
L
Coca-Cola HBC
515,253.224
12/08/24
0.89
476,247.718
416,912.997
59,334.722
14.23
13.83
Kingfisher
51,639.485
12/08/24
0.18
47,453.528
42,627.976
4,825.552
11.32
13.29
S
M&G
38,796.208
12/08/24
1.09
41,954.703
39,597.552
2,357.152
5.95
13.01
S
Flutter
2,794,126.145
12/08/24
-1.28
3,004,375.338
2,428,013.135
576,362.203
23.74
12.77
Phoenix
102,365.670
12/08/24
0.47
105,143.623
91,224.972
13,918.652
15.26
11.90
L
Auto Trader
151,798.014
12/08/24
0.81
133,227.588
136,387.485
-3,159.897
-2.32
12.08
⇓ instrument
freshest
⇓ Δday
1/04/24
⇓ Δwk
11/12/23
prc diff
⇓ Δ16
∅-RS
Johnson Matthey
300,056.992
12/08/24
0.06
340,394.394
298,910.089
41,484.305
13.88
11.10
Shell
532,567.864
12/08/24
0.83
499,460.751
462,185.708
37,275.044
8.06
11.35
Land Securities
117,111.654
12/08/24
-0.73
125,236.216
120,115.022
5,121.194
4.26
10.98
Mondi
270,755.295
12/08/24
-0.42
265,522.849
270,809.786
-5,286.937
-1.95
9.60
S
Unite
177,712.892
12/08/24
-1.11
186,084.806
182,743.802
3,341.003
1.83
8.79
S
National Grid
186,160.914
12/08/24
-0.04
202,828.633
195,324.657
7,503.975
3.84
7.97
L
Frasers
159,542.034
12/08/24
-0.42
154,309.588
169,428.299
-15,118.711
-8.92
7.31
BP
83,643.027
12/08/24
1.35
94,317.217
85,816.122
8,501.095
9.91
6.88
S
B&M
84,594.381
12/08/24
-2.22
103,849.782
111,446.170
-7,596.388
-6.82
6.74
L
HSBC
122,515.344
12/08/24
0.22
117,777.602
113,209.326
4,568.275
4.04
6.63
L
Barratt Developments
99,816.042
12/08/24
0.15
90,492.775
99,508.133
-9,015.358
-9.06
6.37
Standard Chartered
137,375.490
12/08/24
0.92
127,747.790
118,829.387
8,918.403
7.51
6.33
Haleon
71,009.049
12/08/24
-1.01
63,379.191
60,158.525
3,220.666
5.35
6.19
S
Bunzl
609,246.981
12/08/24
0.50
579,945.284
569,536.213
10,409.071
1.83
6.05
S
United Utilities
188,139.730
12/08/24
-0.12
195,788.614
203,405.790
-7,617.176
-3.74
5.39
Rightmove
102,213.454
12/08/24
0.04
104,572.811
106,817.885
-2,245.074
-2.10
5.28
S
Spirax-Sarco
1,467,938.932
12/08/24
0.72
1,912,221.162
1,764,258.258
147,962.904
8.39
4.52
J Sainsbury
51,296.998
12/08/24
0.67
51,449.214
54,896.606
-3,447.391
-6.28
4.62
L
Smiths Group
331,641.939
12/08/24
0.52
312,329.456
311,307.282
1,022.175
0.33
4.51
L
Unilever Plc
896,936.374
12/08/24
-0.34
756,421.416
694,150.956
62,270.459
8.97
4.10
Glencore
78,058.580
12/08/24
1.27
82,824.863
80,682.766
2,142.097
2.65
3.96
L
AstraZeneca
2,431,660.343
12/08/24
0.63
2,031,711.200
1,854,252.693
177,458.507
9.57
3.85
S
Whitbread
535,421.925
12/08/24
-1.44
630,557.306
616,002.727
14,554.579
2.36
3.45
L
Imperial Brands
406,037.807
12/08/24
0.38
336,779.249
333,714.059
3,065.190
0.92
3.08
Rio Tinto
940,318.108
12/08/24
0.56
954,588.415
1,007,203.028
-52,614.613
-5.22
1.87
⇓ instrument
freshest
⇓ Δday
1/04/24
⇓ Δwk
11/12/23
prc diff
⇓ Δ16
∅-RS
WPP Group
131,324.880
12/08/24
1.68
143,388.047
134,881.456
8,506.591
6.31
0.79
L
JD Sports Fashion
22,899.086
12/08/24
-4.07
25,591.418
31,700.081
-6,108.663
-19.27
0.60
L
SSE
357,328.492
12/08/24
0.86
313,946.758
339,774.909
-25,828.151
-7.60
0.50
L
Hargreaves Lansdown
209,678.380
12/08/24
140,039.281
140,538.249
-498.968
-0.36
0.40
Endeavour Mining
298,154.285
12/08/24
1.89
306,145.657
312,225.592
-6,079.936
-1.95
-0.32
S
Severn Trent
478,340.697
12/08/24
-0.63
469,968.783
497,907.989
-27,939.205
-5.61
-0.14
L
BAT
532,948.405
12/08/24
457,791.454
421,045.394
36,746.060
8.73
-0.30
Centrica
24,221.468
12/08/24
3.29
24,288.063
26,401.429
-2,113.366
-8.00
-0.02
S
Croda
728,546.749
12/08/24
-0.05
932,707.277
874,782.645
57,924.633
6.62
-1.01
L
Vodafone
14,163.756
12/08/24
0.87
13,406.478
12,590.038
816.440
6.48
-0.92
S
RS Group
143,464.155
12/08/24
-0.40
138,288.790
148,509.185
-10,220.395
-6.88
-1.12
L
Airtel Africa
20,929.784
12/08/24
-0.63
20,130.647
21,268.073
-1,137.426
-5.35
-2.04
S
Diageo
466,448.774
12/08/24
1.03
556,637.115
515,998.707
40,638.409
7.88
-2.24
L
Anglo American
424,779.477
12/08/24
0.29
371,370.474
328,571.520
42,798.954
13.03
-3.41
L
Rentokil Initial
89,236.988
12/08/24
1.01
89,750.719
76,770.763
12,979.955
16.91
-4.81
Smith and Nephew
219,953.001
12/08/24
-0.86
188,672.488
192,661.557
-3,989.069
-2.07
-5.53
L
Schroders
64,159.301
12/08/24
-0.12
71,655.969
77,707.440
-6,051.471
-7.79
-6.15
L
BT Group
26,923.313
12/08/24
8.43
20,863.189
24,124.019
-3,260.829
-13.52
-6.75
Fresnillo
102,746.212
12/08/24
0.93
89,408.231
105,789.377
-16,381.146
-15.48
-14.20
Ocado
71,674.996
12/08/24
0.72
86,592.224
116,147.920
-29,555.696
-25.45
-13.70
L
Abrdn
29,101.913
12/08/24
2.51
26,847.205
33,242.842
-6,395.638
-19.24
-17.23
Prudential
120,898.042
12/08/24
0.41
141,371.176
164,671.451
-23,300.274
-14.15
-17.46
Reckitt Benckiser
795,331.787
12/08/24
858,501.680
988,469.493
-129,967.813
-13.15
-17.55
S
Entain
110,433.150
12/08/24
3.98
151,721.906
149,317.298
2,404.608
1.61
-20.75
S
Burberry Group
127,671.682
12/08/24
-2.02
230,798.435
275,034.014
-44,235.580
-16.08
-27.98
⇓ instrument
freshest
⇓ Δday
1/04/24
⇓ Δwk
11/12/23
prc diff
⇓ Δ16
∅-RS
L
St. James´s Place
131,477.097
12/08/24
-1.22
88,380.769
127,204.380
-38,823.610
-30.52
-37.77
FTSE - 100 out of 100 instruments rated - 1/04/24 / 11/12/23 - 73 did rise, Market-Ratio(16) in JPY = 73.00 %
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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