Assessment - FTSE 100 Index in Japanese yen - 4/09/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
4/09/17
⇓ Δwk
15/05/17
prc diff
⇓ Δ16
∅-RS
FTSE
1,164,192.358
12/08/24
0.52
1,050,927.406
1,093,938.488
-43,011.082
-3.93
4.89
Antofagasta
266,508.272
12/08/24
1.79
150,432.895
116,218.225
34,214.670
29.44
50.64
L
Coca-Cola HBC
383,987.443
12/08/24
0.89
377,714.325
321,256.206
56,458.119
17.57
38.42
Intertek
663,611.977
12/08/24
0.60
721,546.153
610,485.408
111,060.745
18.19
36.83
S
RS Group
106,915.263
12/08/24
-0.40
89,615.976
78,658.697
10,957.280
13.93
37.25
Glencore
58,172.396
12/08/24
1.27
52,042.493
42,823.497
9,218.996
21.53
33.33
L
Persimmon
223,685.447
12/08/24
0.03
369,777.923
351,252.172
18,525.751
5.27
31.44
L
3i Group
427,944.647
12/08/24
0.23
135,970.975
122,684.087
13,286.888
10.83
30.68
L
Frasers
118,897.146
12/08/24
-0.42
55,003.223
44,700.446
10,302.777
23.05
29.82
Berkeley
718,912.975
12/08/24
1.00
527,979.898
488,094.824
39,885.074
8.17
29.38
L
Anglo American
316,562.765
12/08/24
0.29
200,908.526
157,704.817
43,203.709
27.40
28.24
L
LSE Group
1,409,182.869
12/08/24
1.12
556,505.288
510,254.270
46,251.017
9.06
27.41
L
Rentokil Initial
66,502.995
12/08/24
1.01
42,719.312
37,813.407
4,905.905
12.97
26.96
S
B&M
63,043.138
12/08/24
-2.22
52,181.455
52,507.615
-326.161
-0.62
25.95
Int Cons Airlines
23,602.182
12/08/24
-0.06
86,967.200
88,050.780
-1,083.580
-1.23
25.47
Scottish Mortgage
116,926.162
12/08/24
-0.17
61,718.750
56,939.504
4,779.245
8.39
24.63
Ass Brit Foods
345,276.744
12/08/24
-0.90
467,900.327
420,002.221
47,898.106
11.40
23.75
Rio Tinto
700,762.904
12/08/24
0.56
531,219.970
443,181.589
88,038.381
19.87
23.84
L
Unilever Plc
668,433.090
12/08/24
-0.34
638,563.461
603,799.419
34,764.042
5.76
22.47
Beazley
103,795.719
12/08/24
1.24
71,536.804
65,509.780
6,027.024
9.20
20.70
L
Barratt Developments
74,386.932
12/08/24
0.15
87,572.675
89,180.765
-1,608.090
-1.80
20.18
Rolls-Royce
69,012.810
12/08/24
0.35
129,237.015
124,437.765
4,799.250
3.86
20.02
S
Spirax-Sarco
1,093,967.180
12/08/24
0.72
791,229.665
758,704.221
32,525.444
4.29
19.27
Smurfit Kappa
433,616.544
12/08/24
0.07
338,215.232
317,795.810
20,419.422
6.43
18.91
L
Taylor Wimpey
22,403.994
12/08/24
0.54
28,202.091
28,670.801
-468.710
-1.63
18.75
⇓ instrument
freshest
⇓ Δday
4/09/17
⇓ Δwk
15/05/17
prc diff
⇓ Δ16
∅-RS
L
Abrdn
21,687.917
12/08/24
2.51
60,873.637
57,353.343
3,520.294
6.14
18.44
Mondi
201,777.744
12/08/24
-0.42
296,597.686
299,812.906
-3,215.220
-1.07
17.81
S
Diageo
347,616.402
12/08/24
1.03
366,248.585
334,940.765
31,307.820
9.35
17.40
L
Segro
125,434.007
12/08/24
-0.96
76,641.511
72,216.315
4,425.197
6.13
17.50
DS Smith
62,958.059
12/08/24
1.19
70,274.807
63,822.140
6,452.666
10.11
16.82
S
Burberry Group
95,146.076
12/08/24
-2.02
256,347.068
243,166.904
13,180.164
5.42
15.71
L
HSBC
91,303.366
12/08/24
0.22
105,911.337
100,564.263
5,347.074
5.32
15.19
S
Unite
132,438.801
12/08/24
-1.11
98,620.113
94,874.715
3,745.398
3.95
14.50
Hiscox
168,597.145
12/08/24
1.89
178,239.371
175,514.555
2,724.816
1.55
14.40
Fresnillo
76,570.613
12/08/24
0.93
235,929.656
223,170.572
12,759.084
5.72
13.47
Ashtead
730,540.365
12/08/24
-0.43
241,109.516
235,204.179
5,905.337
2.51
14.16
Ocado
53,415.092
12/08/24
0.72
42,737.746
38,830.394
3,907.352
10.06
13.76
Prudential
90,098.088
12/08/24
0.41
255,089.324
259,042.460
-3,953.135
-1.53
14.08
S
Entain
82,299.229
12/08/24
3.98
112,516.262
111,677.739
838.522
0.75
13.59
Smith and Nephew
163,917.830
12/08/24
-0.86
197,289.856
193,459.304
3,830.552
1.98
13.49
L
NatWest
47,445.420
12/08/24
0.48
35,489.061
38,448.841
-2,959.780
-7.70
13.74
L
Schroders
47,814.094
12/08/24
-0.12
80,837.297
80,668.456
168.842
0.21
13.02
RELX
500,686.729
12/08/24
0.57
239,474.591
236,115.504
3,359.087
1.42
12.91
F&C Investment Trust
145,484.164
12/08/24
87,276.319
84,969.003
2,307.316
2.72
12.88
Compass Group
333,791.153
12/08/24
0.90
233,944.492
233,187.816
756.676
0.32
10.97
L
St. James´s Place
97,982.025
12/08/24
-1.22
163,312.355
173,295.675
-9,983.320
-5.76
10.50
S
Croda
542,942.363
12/08/24
-0.05
544,723.339
576,414.159
-31,690.820
-5.50
10.15
L
Hargreaves Lansdown
156,260.769
12/08/24
197,505.388
211,826.697
-14,321.309
-6.76
9.13
S
Legal & General
31,989.500
12/08/24
0.53
36,580.901
37,671.059
-1,090.157
-2.89
9.08
DCC
728,129.808
12/08/24
-0.29
1,020,252.368
1,078,934.636
-58,682.268
-5.44
8.19
⇓ instrument
freshest
⇓ Δday
4/09/17
⇓ Δwk
15/05/17
prc diff
⇓ Δ16
∅-RS
Standard Chartered
102,377.745
12/08/24
0.92
108,096.436
112,578.792
-4,482.357
-3.98
8.00
L
Halma
358,322.108
12/08/24
0.04
154,133.807
162,893.943
-8,760.136
-5.38
7.66
Aviva
68,658.316
12/08/24
0.35
73,245.463
78,531.023
-5,285.560
-6.73
6.79
InterContinental Hot
1,024,911.831
12/08/24
-0.61
547,708.175
622,812.517
-75,104.342
-12.06
5.68
L
Smiths Group
247,152.922
12/08/24
0.52
221,106.152
241,405.889
-20,299.736
-8.41
4.95
Phoenix
76,287.018
12/08/24
0.47
98,503.130
99,899.040
-1,395.909
-1.40
4.75
L
Vodafone
10,555.401
12/08/24
0.87
30,911.840
30,976.264
-64.424
-0.21
4.29
Shell
396,891.009
12/08/24
0.83
301,381.932
317,340.881
-15,958.949
-5.03
3.82
S
Sage Group
142,577.317
12/08/24
1.03
97,902.618
101,033.868
-3,131.249
-3.10
3.54
Informa
114,543.965
12/08/24
1.03
97,051.834
95,388.345
1,663.489
1.74
3.59
S
Bunzl
454,035.374
12/08/24
0.50
324,849.407
360,079.262
-35,229.856
-9.78
3.49
Melrose
69,012.810
12/08/24
0.19
88,736.832
104,230.111
-15,493.279
-14.86
3.39
BAE Systems
184,832.951
12/08/24
2.04
85,966.111
93,260.451
-7,294.341
-7.82
2.98
Rightmove
76,173.580
12/08/24
0.04
57,966.790
61,723.597
-3,756.807
-6.09
2.77
CRH (L)
909,772.317
12/08/24
-1.35
389,489.183
419,708.718
-30,219.535
-7.20
2.31
Reckitt Benckiser
592,713.262
12/08/24
1,034,739.811
1,077,484.733
-42,744.921
-3.97
2.10
L
Lloyds Bank
8,054.094
12/08/24
-0.28
8,988.539
10,181.605
-1,193.066
-11.72
2.03
Weir Group
269,982.309
12/08/24
0.79
256,086.160
280,735.237
-24,649.077
-8.78
0.69
L
British Land
56,009.985
12/08/24
-0.40
86,063.951
98,609.536
-12,545.585
-12.72
0.27
Admiral Group
382,569.469
12/08/24
0.86
272,085.165
297,046.644
-24,961.479
-8.40
-0.04
Next
1,353,031.087
12/08/24
0.23
599,323.858
625,979.410
-26,655.553
-4.26
-0.25
L
Tesco
47,289.443
12/08/24
0.91
33,078.505
33,115.898
-37.394
-0.11
-0.53
L
Experian
499,694.147
12/08/24
1.18
218,064.597
246,395.433
-28,330.836
-11.50
-0.53
S
National Grid
138,734.606
12/08/24
-0.04
137,346.410
153,522.405
-16,175.995
-10.54
-0.83
S
Severn Trent
356,478.742
12/08/24
-0.63
319,015.860
356,799.371
-37,783.511
-10.59
-0.97
⇓ instrument
freshest
⇓ Δday
4/09/17
⇓ Δwk
15/05/17
prc diff
⇓ Δ16
∅-RS
L
BAT
397,174.604
12/08/24
682,417.152
791,789.302
-109,372.149
-13.81
-1.44
L
AstraZeneca
1,812,171.168
12/08/24
0.63
649,586.793
762,302.563
-112,715.770
-14.79
-1.55
S
Whitbread
399,017.971
12/08/24
-1.44
532,700.335
599,945.730
-67,245.395
-11.21
-1.50
Land Securities
87,276.319
12/08/24
-0.73
141,501.074
165,975.720
-24,474.646
-14.75
-1.80
BP
62,334.151
12/08/24
1.35
63,299.791
68,114.616
-4,814.825
-7.07
-2.11
S
United Utilities
140,209.300
12/08/24
-0.12
128,528.027
150,405.407
-21,877.380
-14.55
-2.14
L
SSE
266,295.575
12/08/24
0.86
203,035.488
210,341.573
-7,306.086
-3.47
-2.65
GSK
222,905.562
12/08/24
0.42
216,475.048
245,177.397
-28,702.349
-11.71
-3.58
L
JD Sports Fashion
17,065.321
12/08/24
-4.07
9,211.161
13,057.931
-3,846.770
-29.46
-5.01
Centrica
18,050.813
12/08/24
3.29
28,138.282
28,252.560
-114.278
-0.40
-5.45
J Sainsbury
38,228.587
12/08/24
0.67
33,360.682
39,034.378
-5,673.697
-14.54
-5.46
Barclays
31,209.615
12/08/24
0.85
26,972.707
30,665.152
-3,692.444
-12.04
-5.35
Johnson Matthey
223,614.549
12/08/24
0.06
401,676.673
457,570.554
-55,893.881
-12.22
-6.75
L
Auto Trader
113,125.990
12/08/24
0.81
50,040.313
60,872.439
-10,832.126
-17.79
-8.07
Kingfisher
38,483.823
12/08/24
0.18
41,840.168
51,048.907
-9,208.739
-18.04
-10.62
L
Imperial Brands
302,595.718
12/08/24
0.38
455,647.611
537,508.922
-81,861.311
-15.23
-10.75
L
BT Group
20,064.336
12/08/24
8.43
41,109.911
44,547.825
-3,437.913
-7.72
-11.40
Pearson
146,689.442
12/08/24
-0.72
85,567.660
101,930.518
-16,362.858
-16.05
-12.73
S
Flutter
2,082,295.274
12/08/24
-1.28
986,201.133
1,230,139.838
-243,938.705
-19.83
-15.58
WPP Group
97,868.587
12/08/24
1.68
200,908.526
251,091.474
-50,182.948
-19.99
-16.60
L
Airtel Africa
15,597.717
12/08/24
-0.63
-na-
ConvaTec
32,840.285
12/08/24
-0.17
39,396.998
43,400.229
-4,003.231
-9.22
-na-
Endeavour Mining
222,196.574
12/08/24
1.89
-na-
Haleon
52,918.801
12/08/24
-1.01
-na-
S
M&G
28,912.496
12/08/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
4/09/17
⇓ Δwk
15/05/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
501,112.121
12/08/24
-0.79
147,611.126
179,623.591
-32,012.466
-17.82
-na-
FTSE - 96 out of 100 instruments rated - 4/09/17 / 15/05/17 - 38 did rise, Market-Ratio(16) in JPY = 39.58 %
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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