Assessment - FTSE 100 Index in Japanese yen - 8/05/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
8/05/17
⇓ Δwk
16/01/17
prc diff
⇓ Δ16
∅-RS
FTSE
1,203,398.357
12/08/24
0.52
1,070,106.627
1,007,663.585
62,443.041
6.20
11.89
Melrose
71,336.924
12/08/24
0.19
105,532.331
83,340.153
22,192.178
26.63
73.68
L
JD Sports Fashion
17,640.022
12/08/24
-4.07
13,059.626
9,621.249
3,438.377
35.74
56.02
S
RS Group
110,515.802
12/08/24
-0.40
78,489.671
66,259.547
12,230.124
18.46
54.75
Int Cons Airlines
24,397.023
12/08/24
-0.06
88,969.618
66,267.799
22,701.819
34.26
42.31
L
Persimmon
231,218.405
12/08/24
0.03
353,679.880
270,730.348
82,949.532
30.64
38.76
Glencore
60,131.443
12/08/24
1.27
41,692.599
44,277.550
-2,584.951
-5.84
36.10
Antofagasta
275,483.355
12/08/24
1.79
110,442.515
100,895.219
9,547.296
9.46
34.76
L
NatWest
49,043.219
12/08/24
0.48
39,076.277
29,559.624
9,516.652
32.19
35.54
L
3i Group
442,356.352
12/08/24
0.23
120,043.026
99,449.832
20,593.194
20.71
34.19
L
Coca-Cola HBC
396,918.821
12/08/24
0.89
317,036.710
247,319.467
69,717.243
28.19
33.69
InterContinental Hot
1,059,427.341
12/08/24
-0.61
609,009.491
516,076.331
92,933.160
18.01
33.40
Mondi
208,572.926
12/08/24
-0.42
294,317.944
241,129.466
53,188.478
22.06
31.43
S
B&M
65,166.214
12/08/24
-2.22
49,644.167
41,257.501
8,386.666
20.33
30.23
S
Spirax-Sarco
1,130,808.237
12/08/24
0.72
759,979.353
594,933.169
165,046.184
27.74
29.17
L
Barratt Developments
76,892.029
12/08/24
0.15
87,064.173
69,876.455
17,187.718
24.60
28.95
L
Taylor Wimpey
23,158.484
12/08/24
0.54
29,021.391
23,285.734
5,735.657
24.63
28.85
Ashtead
755,142.454
12/08/24
-0.43
233,197.136
222,263.786
10,933.350
4.92
27.45
L
Smiths Group
255,476.184
12/08/24
0.52
242,138.070
207,979.064
34,159.006
16.42
27.16
Prudential
93,132.282
12/08/24
0.41
257,610.282
217,079.094
40,531.188
18.67
27.53
L
St. James´s Place
101,281.723
12/08/24
-1.22
170,464.028
146,768.060
23,695.969
16.15
27.27
Scottish Mortgage
120,863.833
12/08/24
-0.17
55,595.018
47,363.611
8,231.407
17.38
26.86
Berkeley
743,123.495
12/08/24
1.00
489,406.183
390,511.877
98,894.306
25.32
27.52
L
LSE Group
1,456,639.307
12/08/24
1.12
497,027.963
405,148.663
91,879.300
22.68
25.81
Intertek
685,960.149
12/08/24
0.60
611,940.945
490,100.609
121,840.336
24.86
25.51
⇓ instrument
freshest
⇓ Δday
8/05/17
⇓ Δwk
16/01/17
prc diff
⇓ Δ16
∅-RS
Rolls-Royce
71,336.924
12/08/24
0.35
124,660.066
91,506.387
33,153.678
36.23
25.24
Aviva
70,970.492
12/08/24
0.35
77,683.521
66,267.799
11,415.723
17.23
23.80
L
Rentokil Initial
68,742.588
12/08/24
1.01
37,214.804
31,025.641
6,189.163
19.95
23.20
L
Unilever Plc
690,943.620
12/08/24
-0.34
591,005.969
468,022.344
122,983.624
26.28
22.04
S
Croda
561,226.797
12/08/24
-0.05
562,985.669
458,893.435
104,092.235
22.68
21.89
L
Schroders
49,424.308
12/08/24
-0.12
80,682.398
70,970.329
9,712.070
13.68
22.18
L
HSBC
94,378.150
12/08/24
0.22
96,972.486
93,577.514
3,394.972
3.63
21.33
Beazley
107,291.203
12/08/24
1.24
65,825.791
52,713.334
13,112.457
24.88
20.86
S
Burberry Group
98,350.269
12/08/24
-2.02
235,249.154
225,173.815
10,075.338
4.47
20.08
BAE Systems
191,057.490
12/08/24
2.04
93,733.230
84,121.295
9,611.935
11.43
20.38
CRH (L)
940,410.324
12/08/24
-1.35
420,956.741
395,411.893
25,544.848
6.46
20.04
Weir Group
279,074.385
12/08/24
0.79
274,970.350
279,038.234
-4,067.884
-1.46
19.79
L
Lloyds Bank
8,325.328
12/08/24
-0.28
10,173.610
8,889.616
1,283.994
14.44
20.77
Smurfit Kappa
448,219.260
12/08/24
0.07
317,623.001
290,590.334
27,032.666
9.30
20.18
F&C Investment Trust
150,383.571
12/08/24
84,132.719
76,463.902
7,668.817
10.03
18.49
S
Legal & General
33,066.797
12/08/24
0.53
36,848.372
33,835.277
3,013.095
8.91
18.49
L
Experian
516,522.129
12/08/24
1.18
246,242.105
221,734.315
24,507.790
11.05
17.51
S
Entain
85,070.784
12/08/24
3.98
108,097.353
84,852.928
23,244.425
27.39
17.49
L
Abrdn
22,418.292
12/08/24
2.51
55,624.333
48,323.536
7,300.797
15.11
17.83
Hiscox
174,274.918
12/08/24
1.89
170,757.174
139,312.829
31,444.344
22.57
17.62
RELX
517,548.138
12/08/24
0.57
232,610.845
202,339.164
30,271.682
14.96
17.42
L
BAT
410,550.081
12/08/24
775,444.237
654,766.172
120,678.064
18.43
17.33
DCC
752,650.719
12/08/24
-0.29
1,074,377.754
840,445.557
233,932.197
27.83
16.91
L
Segro
129,658.194
12/08/24
-0.96
71,981.844
64,829.287
7,152.557
11.03
16.56
Barclays
32,260.647
12/08/24
0.85
30,284.847
31,793.031
-1,508.183
-4.74
16.67
⇓ instrument
freshest
⇓ Δday
8/05/17
⇓ Δwk
16/01/17
prc diff
⇓ Δ16
∅-RS
L
Halma
370,389.166
12/08/24
0.04
159,910.795
129,617.317
30,293.479
23.37
15.72
Compass Group
345,032.092
12/08/24
0.90
231,584.837
201,514.014
30,070.823
14.92
15.74
Rio Tinto
724,362.191
12/08/24
0.56
430,712.619
479,783.483
-49,070.864
-10.23
15.06
L
Hargreaves Lansdown
161,523.095
12/08/24
204,615.463
175,893.105
28,722.358
16.33
15.56
Standard Chartered
105,825.476
12/08/24
0.92
103,934.688
99,887.161
4,047.527
4.05
15.02
S
Bunzl
469,325.726
12/08/24
0.50
352,800.444
296,425.520
56,374.924
19.02
14.60
Admiral Group
395,453.094
12/08/24
0.86
308,975.212
242,917.291
66,057.921
27.19
14.39
J Sainsbury
39,515.995
12/08/24
0.67
39,501.338
36,175.952
3,325.385
9.19
14.50
S
Diageo
359,322.928
12/08/24
1.03
335,079.807
301,996.658
33,083.149
10.95
13.36
Land Securities
90,215.485
12/08/24
-0.73
165,480.557
139,065.284
26,415.273
18.99
13.33
Smith and Nephew
169,438.020
12/08/24
-0.86
189,225.332
170,152.812
19,072.520
11.21
12.16
DS Smith
65,078.271
12/08/24
1.19
63,744.459
58,709.424
5,035.035
8.58
12.06
L
Auto Trader
116,935.685
12/08/24
0.81
60,241.372
54,157.347
6,084.025
11.23
11.93
L
Anglo American
327,223.511
12/08/24
0.29
147,965.122
186,452.275
-38,487.153
-20.64
11.01
Rightmove
78,738.844
12/08/24
0.04
61,707.099
55,780.142
5,926.957
10.63
11.74
S
Whitbread
412,455.525
12/08/24
-1.44
599,482.267
557,595.130
41,887.137
7.51
11.61
L
British Land
57,896.209
12/08/24
-0.40
97,763.978
84,525.618
13,238.360
15.66
11.73
S
United Utilities
144,931.067
12/08/24
-0.12
147,452.117
123,210.027
24,242.091
19.68
10.91
S
Sage Group
147,378.831
12/08/24
1.03
102,234.445
92,654.721
9,579.724
10.34
10.50
S
Unite
136,898.884
12/08/24
-1.11
93,733.230
81,483.565
12,249.665
15.03
10.64
Shell
410,256.935
12/08/24
0.83
305,164.323
313,757.796
-8,593.474
-2.74
9.67
Ass Brit Foods
356,904.479
12/08/24
-0.90
410,403.508
354,429.441
55,974.067
15.79
10.08
Phoenix
78,856.103
12/08/24
0.47
99,909.216
90,588.408
9,320.808
10.29
9.74
S
Severn Trent
368,483.721
12/08/24
-0.63
350,162.136
305,229.871
44,932.265
14.72
8.47
S
National Grid
143,406.711
12/08/24
-0.04
151,370.005
132,930.294
18,439.711
13.87
7.63
⇓ instrument
freshest
⇓ Δday
8/05/17
⇓ Δwk
16/01/17
prc diff
⇓ Δ16
∅-RS
L
Frasers
122,901.193
12/08/24
-0.42
44,997.813
39,194.626
5,803.187
14.81
7.84
L
AstraZeneca
1,873,198.868
12/08/24
0.63
677,665.601
636,639.002
41,026.599
6.44
6.76
BP
64,433.351
12/08/24
1.35
66,155.580
70,474.688
-4,319.109
-6.13
6.74
Reckitt Benckiser
612,673.808
12/08/24
1,053,132.044
956,677.565
96,454.479
10.08
6.08
GSK
230,412.255
12/08/24
0.42
234,838.750
218,957.685
15,881.065
7.25
5.69
Ocado
55,213.929
12/08/24
0.72
38,196.841
37,035.484
1,161.357
3.14
5.68
Johnson Matthey
231,145.119
12/08/24
0.06
452,763.013
445,271.583
7,491.430
1.68
3.87
L
Tesco
48,881.989
12/08/24
0.91
33,326.231
35,293.042
-1,966.811
-5.57
3.84
Kingfisher
39,779.826
12/08/24
0.18
50,230.458
47,996.227
2,234.231
4.66
3.78
Informa
118,401.412
12/08/24
1.03
96,664.683
95,240.191
1,424.492
1.50
2.60
WPP Group
101,164.465
12/08/24
1.68
246,388.677
260,249.568
-13,860.890
-5.33
2.12
L
Vodafone
10,910.870
12/08/24
0.87
30,267.259
28,954.514
1,312.744
4.53
1.49
Fresnillo
79,149.248
12/08/24
0.93
205,348.327
197,525.789
7,822.538
3.96
-0.03
L
Imperial Brands
312,786.102
12/08/24
0.38
532,404.745
498,866.452
33,538.293
6.72
0.50
Pearson
151,629.439
12/08/24
-0.72
106,631.626
111,109.202
-4,477.576
-4.03
0.46
L
SSE
275,263.496
12/08/24
0.86
212,383.815
214,100.302
-1,716.487
-0.80
0.36
S
Flutter
2,152,419.826
12/08/24
-1.28
1,209,224.621
1,196,122.350
13,102.271
1.10
-0.20
Next
1,398,596.526
12/08/24
0.23
632,021.402
556,537.563
75,483.839
13.56
-1.94
Centrica
18,658.702
12/08/24
3.29
29,666.311
31,689.887
-2,023.576
-6.39
-3.02
L
BT Group
20,740.034
12/08/24
8.43
45,245.521
53,453.219
-8,207.698
-15.35
-11.28
L
Airtel Africa
16,122.995
12/08/24
-0.63
-na-
ConvaTec
33,946.233
12/08/24
-0.17
42,579.364
33,281.051
9,298.313
27.94
-na-
Endeavour Mining
229,679.392
12/08/24
1.89
-na-
Haleon
54,700.925
12/08/24
-1.01
-na-
S
M&G
29,886.170
12/08/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
8/05/17
⇓ Δwk
16/01/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
517,987.856
12/08/24
-0.79
177,499.517
-na-
FTSE - 95 out of 100 instruments rated - 8/05/17 / 16/01/17 - 82 did rise, Market-Ratio(16) in JPY = 86.32 %
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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