Assessment - FTSE 100 Index in Japanese yen - 8/04/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
8/04/24
⇓ Δwk
18/12/23
prc diff
⇓ Δ16
∅-RS
FTSE
1,576,745.091
12/08/24
0.52
1,525,511.078
1,385,710.440
139,800.638
10.09
10.39
Rolls-Royce
93,468.754
12/08/24
0.35
82,406.908
54,529.281
27,877.627
51.12
114.90
Antofagasta
360,950.324
12/08/24
1.79
425,381.734
282,105.006
143,276.728
50.79
53.31
CRH (L)
1,232,166.683
12/08/24
-1.35
1,299,766.850
955,410.312
344,356.538
36.04
51.75
DS Smith
85,268.393
12/08/24
1.19
78,623.603
55,649.620
22,973.983
41.28
43.52
L
3i Group
579,594.615
12/08/24
0.23
542,145.659
432,891.600
109,254.058
25.24
43.53
Pershing Square
678,690.314
12/08/24
-0.79
779,706.473
598,738.489
180,967.985
30.22
37.38
Melrose
93,468.754
12/08/24
0.19
128,824.409
104,393.545
24,430.864
23.40
36.70
InterContinental Hot
1,388,107.977
12/08/24
-0.61
1,530,221.965
1,269,472.525
260,749.440
20.54
35.84
ConvaTec
44,477.837
12/08/24
-0.17
55,194.000
41,911.694
13,282.306
31.69
34.90
Barclays
42,269.309
12/08/24
0.85
37,099.433
26,171.851
10,927.582
41.75
34.22
BAE Systems
250,331.869
12/08/24
2.04
256,861.431
191,467.753
65,393.678
34.15
34.20
Scottish Mortgage
158,361.073
12/08/24
-0.17
169,768.602
137,195.598
32,573.003
23.74
32.57
Smurfit Kappa
587,276.452
12/08/24
0.07
697,894.907
555,394.230
142,500.677
25.66
29.22
S
Sage Group
193,102.182
12/08/24
1.03
232,855.689
218,190.590
14,665.099
6.72
29.04
L
Lloyds Bank
10,908.209
12/08/24
-0.28
10,316.707
8,469.578
1,847.129
21.81
26.96
L
NatWest
64,258.568
12/08/24
0.48
53,446.382
40,203.637
13,242.746
32.94
26.32
Next
1,832,502.258
12/08/24
0.23
1,695,765.556
1,495,376.925
200,388.632
13.40
26.82
Beazley
140,577.620
12/08/24
1.24
129,727.025
98,810.217
30,916.808
31.29
25.95
Aviva
92,988.639
12/08/24
0.35
94,678.643
78,809.413
15,869.230
20.14
25.99
RELX
678,114.177
12/08/24
0.57
633,559.521
572,474.806
61,084.714
10.67
22.82
L
Experian
676,769.855
12/08/24
1.18
648,155.012
573,209.455
74,945.557
13.07
21.37
Intertek
898,774.949
12/08/24
0.60
927,197.747
743,096.909
184,100.837
24.77
20.72
Ass Brit Foods
467,631.838
12/08/24
-0.90
462,830.690
450,890.488
11,940.202
2.65
20.71
Int Cons Airlines
31,966.045
12/08/24
-0.06
33,732.867
28,651.290
5,081.578
17.74
20.19
⇓ instrument
freshest
⇓ Δday
8/04/24
⇓ Δwk
18/12/23
prc diff
⇓ Δ16
∅-RS
Shell
537,536.556
12/08/24
0.83
540,417.245
462,185.708
78,231.538
16.93
19.93
Pearson
198,671.514
12/08/24
-0.72
193,966.389
177,050.277
16,916.112
9.55
18.95
L
British Land
75,858.142
12/08/24
-0.40
74,974.731
71,242.534
3,732.197
5.24
18.55
Ashtead
989,420.628
12/08/24
-0.43
1,101,575.451
935,207.480
166,367.971
17.79
18.50
DCC
986,155.847
12/08/24
-0.29
1,052,411.693
1,026,303.888
26,107.805
2.54
17.80
Hiscox
228,342.610
12/08/24
1.89
228,342.610
191,375.922
36,966.688
19.32
17.41
Weir Group
365,655.449
12/08/24
0.79
389,853.237
351,161.960
38,691.276
11.02
17.12
F&C Investment Trust
197,039.124
12/08/24
192,430.021
167,867.171
24,562.850
14.63
16.88
L
Segro
169,883.829
12/08/24
-0.96
167,502.460
154,827.161
12,675.298
8.19
16.77
GSK
301,896.201
12/08/24
0.42
311,114.406
265,832.542
45,281.863
17.03
16.31
Admiral Group
518,139.917
12/08/24
0.86
510,458.080
513,886.592
-3,428.512
-0.67
16.25
Informa
155,134.702
12/08/24
1.03
155,864.476
144,248.224
11,616.253
8.05
15.32
L
Taylor Wimpey
30,343.257
12/08/24
0.54
25,609.325
25,290.273
319.052
1.26
14.68
S
Legal & General
43,325.562
12/08/24
0.53
48,530.006
44,134.006
4,396.001
9.96
14.49
L
LSE Group
1,908,552.446
12/08/24
1.12
1,773,736.203
1,680,508.335
93,227.869
5.55
13.69
Phoenix
103,320.710
12/08/24
0.47
106,681.514
91,224.972
15,456.542
16.94
13.21
Berkeley
973,672.862
12/08/24
1.00
887,252.194
866,517.849
20,734.344
2.39
12.90
L
Persimmon
302,952.454
12/08/24
0.03
245,914.813
240,872.861
5,041.951
2.09
12.43
Glencore
78,786.843
12/08/24
1.27
89,647.040
80,682.766
8,964.274
11.11
12.28
Kingfisher
52,121.265
12/08/24
0.18
46,974.434
42,627.976
4,346.458
10.20
11.94
Mondi
273,281.357
12/08/24
-0.42
272,033.059
270,809.786
1,223.273
0.45
11.79
S
Flutter
2,820,194.472
12/08/24
-1.28
2,983,433.512
2,428,013.135
555,420.378
22.88
11.49
L
HSBC
123,658.374
12/08/24
0.22
123,773.601
113,209.326
10,564.275
9.33
11.47
L
Tesco
64,047.317
12/08/24
0.91
55,309.228
53,353.844
1,955.384
3.66
11.46
L
Auto Trader
153,214.242
12/08/24
0.81
133,126.238
136,387.485
-3,261.247
-2.39
11.37
⇓ instrument
freshest
⇓ Δday
8/04/24
⇓ Δwk
18/12/23
prc diff
⇓ Δ16
∅-RS
Standard Chartered
138,657.161
12/08/24
0.92
134,240.105
118,829.387
15,410.717
12.97
11.23
Johnson Matthey
302,856.431
12/08/24
0.06
339,921.295
298,910.089
41,011.206
13.72
10.88
Compass Group
452,076.118
12/08/24
0.90
425,189.688
379,262.263
45,927.424
12.11
10.99
BP
84,423.391
12/08/24
1.35
97,924.219
85,816.122
12,108.097
14.11
10.81
L
Halma
485,300.063
12/08/24
0.04
431,911.295
406,260.594
25,650.701
6.31
9.20
L
Coca-Cola HBC
520,060.377
12/08/24
0.89
457,837.496
416,912.997
40,924.499
9.82
8.89
Land Securities
118,204.270
12/08/24
-0.73
123,197.464
120,115.022
3,082.442
2.57
8.77
L
Anglo American
428,742.537
12/08/24
0.29
413,858.978
328,571.520
85,287.457
25.96
7.98
S
M&G
39,158.165
12/08/24
1.09
40,176.008
39,597.552
578.457
1.46
7.63
Endeavour Mining
300,935.971
12/08/24
1.89
327,054.218
312,225.592
14,828.625
4.75
6.65
L
Frasers
161,030.512
12/08/24
-0.42
153,828.789
169,428.299
-15,599.510
-9.21
6.57
S
Unite
179,370.898
12/08/24
-1.11
182,347.610
182,743.802
-396.193
-0.22
6.23
Rio Tinto
949,090.983
12/08/24
0.56
995,566.098
1,007,203.028
-11,636.930
-1.16
6.10
S
National Grid
187,897.737
12/08/24
-0.04
199,247.652
195,324.657
3,922.994
2.01
5.81
L
Barratt Developments
100,747.295
12/08/24
0.15
90,396.019
99,508.133
-9,112.114
-9.16
5.90
S
United Utilities
189,895.015
12/08/24
-0.12
194,254.458
203,405.790
-9,151.333
-4.50
4.27
L
AstraZeneca
2,454,346.977
12/08/24
0.63
2,037,607.310
1,854,252.693
183,354.617
9.89
3.97
Fresnillo
103,704.802
12/08/24
0.93
106,777.537
105,789.377
988.160
0.93
3.10
Haleon
71,671.541
12/08/24
-1.01
61,761.971
60,158.525
1,603.446
2.67
3.11
Rightmove
103,167.073
12/08/24
0.04
102,706.163
106,817.885
-4,111.722
-3.85
3.14
J Sainsbury
51,775.583
12/08/24
0.67
50,700.125
54,896.606
-4,196.480
-7.64
2.85
S
Bunzl
614,931.066
12/08/24
0.50
561,542.297
569,536.213
-7,993.915
-1.40
2.39
L
Smiths Group
334,736.055
12/08/24
0.52
306,697.349
311,307.282
-4,609.932
-1.48
2.40
S
B&M
85,383.620
12/08/24
-2.22
100,286.384
111,446.170
-11,159.786
-10.01
2.48
S
Whitbread
540,417.245
12/08/24
-1.44
624,341.316
616,002.727
8,338.589
1.35
1.87
⇓ instrument
freshest
⇓ Δday
8/04/24
⇓ Δwk
18/12/23
prc diff
⇓ Δ16
∅-RS
L
Imperial Brands
409,826.013
12/08/24
0.38
332,719.573
333,714.059
-994.487
-0.30
1.69
S
Spirax-Sarco
1,481,634.345
12/08/24
0.72
1,846,521.611
1,764,258.258
82,263.353
4.66
0.94
L
Unilever Plc
905,304.511
12/08/24
-0.34
733,039.312
694,150.956
38,888.356
5.60
0.72
L
Hargreaves Lansdown
211,634.614
12/08/24
140,616.029
140,538.249
77.781
0.06
0.67
WPP Group
132,550.100
12/08/24
1.68
141,614.668
134,881.456
6,733.212
4.99
-0.29
L
Airtel Africa
21,125.052
12/08/24
-0.63
20,395.278
21,268.073
-872.795
-4.10
-1.07
Centrica
24,447.447
12/08/24
3.29
24,236.196
26,401.429
-2,165.232
-8.20
-0.94
L
SSE
360,662.255
12/08/24
0.86
308,617.808
339,774.909
-31,157.101
-9.17
-1.34
L
BAT
537,920.648
12/08/24
447,851.107
421,045.394
26,805.713
6.37
-2.41
L
Vodafone
14,295.899
12/08/24
0.87
13,155.146
12,590.038
565.108
4.49
-2.61
S
Severn Trent
482,803.466
12/08/24
-0.63
457,453.404
497,907.989
-40,454.585
-8.12
-2.82
S
RS Group
144,802.631
12/08/24
-0.40
135,488.403
148,509.185
-13,020.781
-8.77
-2.99
S
Diageo
470,800.596
12/08/24
1.03
542,049.636
515,998.707
26,050.929
5.05
-4.68
L
Schroders
64,757.887
12/08/24
-0.12
72,017.224
77,707.440
-5,690.217
-7.32
-5.60
L
JD Sports Fashion
23,112.728
12/08/24
-4.07
23,900.116
31,700.081
-7,799.965
-24.61
-5.86
S
Croda
735,343.863
12/08/24
-0.05
882,835.137
874,782.645
8,052.493
0.92
-6.09
L
Rentokil Initial
90,069.541
12/08/24
1.01
87,976.240
76,770.763
11,205.477
14.60
-6.55
Smith and Nephew
222,005.094
12/08/24
-0.86
185,785.232
192,661.557
-6,876.325
-3.57
-7.01
L
BT Group
27,174.499
12/08/24
8.43
20,356.869
24,124.019
-3,767.150
-15.62
-8.75
L
Abrdn
29,373.425
12/08/24
2.51
27,174.499
33,242.842
-6,068.343
-18.25
-15.83
S
Entain
111,463.457
12/08/24
3.98
158,437.892
149,317.298
9,120.594
6.11
-16.71
Prudential
122,025.984
12/08/24
0.41
138,273.069
164,671.451
-26,398.381
-16.03
-18.84
Reckitt Benckiser
802,751.985
12/08/24
818,115.659
988,469.493
-170,353.833
-17.23
-21.14
S
Burberry Group
128,862.819
12/08/24
-2.02
228,534.656
275,034.014
-46,499.358
-16.91
-27.84
Ocado
72,343.702
12/08/24
0.72
72,036.428
116,147.920
-44,111.492
-37.98
-28.22
⇓ instrument
freshest
⇓ Δday
8/04/24
⇓ Δwk
18/12/23
prc diff
⇓ Δ16
∅-RS
L
St. James´s Place
132,703.737
12/08/24
-1.22
82,234.067
127,204.380
-44,970.313
-35.35
-41.11
FTSE - 100 out of 100 instruments rated - 8/04/24 / 18/12/23 - 72 did rise, Market-Ratio(16) in JPY = 72.00 %
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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