Assessment - FTSE 100 Index in Japanese yen - 2/10/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
2/10/17
⇓ Δwk
12/06/17
prc diff
⇓ Δ16
∅-RS
FTSE
1,229,028.754
12/08/24
0.52
1,113,552.968
1,042,922.179
70,630.789
6.77
9.70
L
Frasers
125,518.786
12/08/24
-0.42
61,524.414
40,540.275
20,984.139
51.76
41.58
Intertek
700,569.967
12/08/24
0.60
755,956.908
600,052.994
155,903.914
25.98
38.92
L
Persimmon
236,142.975
12/08/24
0.03
402,678.036
329,704.894
72,973.142
22.13
38.60
S
B&M
66,554.147
12/08/24
-2.22
58,665.250
48,620.563
10,044.687
20.66
37.16
S
RS Group
112,869.606
12/08/24
-0.40
95,579.898
83,579.608
12,000.290
14.36
37.38
Antofagasta
281,350.695
12/08/24
1.79
144,829.368
112,783.878
32,045.490
28.41
36.15
L
Coca-Cola HBC
405,372.536
12/08/24
0.89
382,768.676
319,593.428
63,175.249
19.77
34.91
Berkeley
758,950.797
12/08/24
1.00
563,150.473
436,055.086
127,095.387
29.15
33.88
Next
1,428,384.321
12/08/24
0.23
791,883.573
589,638.864
202,244.709
34.30
31.91
L
Rentokil Initial
70,206.691
12/08/24
1.01
45,327.476
38,568.796
6,758.680
17.52
30.80
L
LSE Group
1,487,663.318
12/08/24
1.12
582,311.361
472,084.562
110,226.799
23.35
29.14
L
Barratt Developments
78,529.702
12/08/24
0.15
95,879.287
79,186.820
16,692.468
21.08
28.62
L
3i Group
451,777.812
12/08/24
0.23
137,419.493
128,866.705
8,552.788
6.64
27.34
Glencore
61,412.143
12/08/24
1.27
52,512.809
41,090.068
11,422.741
27.80
26.54
Int Cons Airlines
24,916.639
12/08/24
-0.06
90,939.371
81,612.294
9,327.076
11.43
26.26
Ass Brit Foods
364,505.955
12/08/24
-0.90
480,219.755
407,543.611
72,676.144
17.83
25.08
L
Abrdn
22,895.764
12/08/24
2.51
65,551.194
53,779.729
11,771.465
21.89
24.90
L
Anglo American
334,192.831
12/08/24
0.29
204,108.365
150,998.641
53,109.724
35.17
24.52
Scottish Mortgage
123,438.033
12/08/24
-0.17
63,665.044
56,478.712
7,186.332
12.72
24.64
L
NatWest
50,087.759
12/08/24
0.48
40,133.079
34,702.198
5,430.881
15.65
24.82
S
Entain
86,882.651
12/08/24
3.98
123,946.994
106,626.477
17,320.517
16.24
23.20
L
Unilever Plc
705,659.577
12/08/24
-0.34
655,511.941
596,491.837
59,020.104
9.89
23.00
Rolls-Royce
72,856.283
12/08/24
0.35
135,174.077
125,111.176
10,062.901
8.04
22.92
L
Taylor Wimpey
23,651.721
12/08/24
0.54
29,864.040
24,703.189
5,160.851
20.89
22.76
⇓ instrument
freshest
⇓ Δday
2/10/17
⇓ Δwk
12/06/17
prc diff
⇓ Δ16
∅-RS
S
Spirax-Sarco
1,154,892.584
12/08/24
0.72
833,049.543
749,023.233
84,026.310
11.22
22.53
Ashtead
771,225.741
12/08/24
-0.43
268,252.432
227,979.348
40,273.084
17.67
22.66
Hiscox
177,986.686
12/08/24
1.89
194,153.685
170,074.784
24,078.901
14.16
22.33
DS Smith
66,464.330
12/08/24
1.19
75,071.760
62,240.429
12,831.331
20.62
22.21
L
Segro
132,419.699
12/08/24
-0.96
80,610.454
69,237.792
11,372.663
16.43
21.06
L
Hargreaves Lansdown
164,963.270
12/08/24
220,799.295
191,754.113
29,045.182
15.15
20.49
Mondi
213,015.184
12/08/24
-0.42
308,969.319
284,141.512
24,827.806
8.74
19.46
Johnson Matthey
236,068.128
12/08/24
0.06
512,703.448
422,919.759
89,783.688
21.23
18.91
Smurfit Kappa
457,765.589
12/08/24
0.07
347,889.872
312,682.144
35,207.729
11.26
19.34
Rio Tinto
739,789.909
12/08/24
0.56
531,789.488
452,832.096
78,957.392
17.44
18.85
L
Schroders
50,476.964
12/08/24
-0.12
86,294.352
73,921.443
12,372.909
16.74
18.00
Beazley
109,576.328
12/08/24
1.24
71,194.674
64,919.975
6,274.700
9.67
17.76
Prudential
95,115.845
12/08/24
0.41
270,647.543
246,826.410
23,821.132
9.65
17.79
S
Burberry Group
100,444.967
12/08/24
-2.02
268,701.515
242,884.841
25,816.674
10.63
17.58
S
Unite
139,814.604
12/08/24
-1.11
102,390.995
90,174.345
12,216.650
13.55
17.44
L
Halma
378,277.843
12/08/24
0.04
169,454.103
158,273.677
11,180.426
7.06
17.17
L
HSBC
96,388.248
12/08/24
0.22
110,728.975
95,798.614
14,930.362
15.59
17.33
Ocado
56,389.895
12/08/24
0.72
44,174.828
37,555.289
6,619.539
17.63
16.52
S
Diageo
366,975.913
12/08/24
1.03
369,146.482
322,361.828
46,784.654
14.51
16.10
F&C Investment Trust
153,586.493
12/08/24
91,837.537
82,260.661
9,576.876
11.64
16.14
RELX
528,571.058
12/08/24
0.57
249,690.321
233,636.937
16,053.384
6.87
15.70
Smith and Nephew
173,046.770
12/08/24
-0.86
203,734.129
185,586.993
18,147.136
9.78
15.58
L
AstraZeneca
1,913,094.909
12/08/24
0.63
757,603.547
732,523.897
25,079.651
3.42
14.44
S
Legal & General
33,771.065
12/08/24
0.53
39,324.729
35,639.345
3,685.384
10.34
14.77
Shell
418,994.730
12/08/24
0.83
338,683.664
298,186.219
40,497.446
13.58
14.46
⇓ instrument
freshest
⇓ Δday
2/10/17
⇓ Δwk
12/06/17
prc diff
⇓ Δ16
∅-RS
DCC
768,680.935
12/08/24
-0.29
1,089,775.503
1,005,405.764
84,369.739
8.39
14.40
S
Croda
573,180.000
12/08/24
-0.05
574,227.861
546,507.899
27,719.963
5.07
14.16
Weir Group
285,018.209
12/08/24
0.79
295,347.125
258,791.345
36,555.780
14.13
13.76
L
JD Sports Fashion
18,015.726
12/08/24
-4.07
11,340.851
12,034.353
-693.502
-5.76
13.53
L
St. James´s Place
103,438.856
12/08/24
-1.22
170,801.353
164,121.473
6,679.880
4.07
13.21
L
Lloyds Bank
8,502.644
12/08/24
-0.28
10,104.375
9,675.520
428.855
4.43
12.72
InterContinental Hot
1,081,991.393
12/08/24
-0.61
596,831.721
608,247.128
-11,415.406
-1.88
12.68
S
Sage Group
150,517.757
12/08/24
1.03
106,283.050
94,389.423
11,893.628
12.60
12.04
Compass Group
352,380.705
12/08/24
0.90
239,361.405
229,242.760
10,118.645
4.41
11.85
BAE Systems
195,126.699
12/08/24
2.04
94,382.343
92,783.084
1,599.259
1.72
11.09
L
Smiths Group
260,917.404
12/08/24
0.52
237,415.378
221,906.637
15,508.741
6.99
10.68
Standard Chartered
108,079.384
12/08/24
0.92
113,049.239
108,981.145
4,068.094
3.73
10.68
BP
65,805.675
12/08/24
1.35
71,853.330
65,882.112
5,971.218
9.06
9.84
Aviva
72,482.047
12/08/24
0.35
76,493.857
74,040.148
2,453.709
3.31
9.41
CRH (L)
960,439.510
12/08/24
-1.35
420,791.063
394,776.201
26,014.863
6.59
9.15
Melrose
72,856.283
12/08/24
0.19
96,103.829
100,482.959
-4,379.130
-4.36
8.98
L
Auto Trader
119,426.222
12/08/24
0.81
59,144.272
56,312.108
2,832.164
5.03
8.57
Rightmove
80,415.852
12/08/24
0.04
61,569.322
57,547.754
4,021.569
6.99
8.54
S
Bunzl
479,321.588
12/08/24
0.50
340,105.762
332,323.352
7,782.410
2.34
7.80
Informa
120,923.166
12/08/24
1.03
101,193.440
94,643.494
6,549.946
6.92
7.71
Phoenix
80,535.607
12/08/24
0.47
101,767.967
96,820.867
4,947.100
5.11
7.21
L
Vodafone
11,143.254
12/08/24
0.87
31,510.679
31,004.980
505.699
1.63
5.94
L
Tesco
49,923.095
12/08/24
0.91
35,390.759
32,465.541
2,925.218
9.01
5.02
L
British Land
59,129.303
12/08/24
-0.40
90,490.287
87,755.812
2,734.475
3.12
5.17
S
Whitbread
421,240.147
12/08/24
-1.44
568,389.778
555,790.511
12,599.267
2.27
5.01
⇓ instrument
freshest
⇓ Δday
2/10/17
⇓ Δwk
12/06/17
prc diff
⇓ Δ16
∅-RS
L
Experian
527,523.197
12/08/24
1.18
225,589.517
224,012.787
1,576.730
0.70
2.36
L
SSE
281,126.153
12/08/24
0.86
213,314.573
207,192.738
6,121.835
2.95
2.17
GSK
235,319.655
12/08/24
0.42
229,285.473
237,128.677
-7,843.204
-3.31
2.14
Fresnillo
80,834.996
12/08/24
0.93
211,667.934
234,751.795
-23,083.861
-9.83
1.88
S
Severn Trent
376,331.815
12/08/24
-0.63
328,429.595
343,513.578
-15,083.983
-4.39
1.91
S
National Grid
146,461.037
12/08/24
-0.04
140,293.627
140,708.075
-414.449
-0.29
1.43
Land Securities
92,136.926
12/08/24
-0.73
146,625.701
147,849.828
-1,224.127
-0.83
1.53
L
BAT
419,294.119
12/08/24
706,108.661
758,841.755
-52,733.094
-6.95
1.32
J Sainsbury
40,357.620
12/08/24
0.67
35,881.757
36,806.960
-925.203
-2.51
1.26
Admiral Group
403,875.592
12/08/24
0.86
274,539.598
286,833.553
-12,293.955
-4.29
0.93
Reckitt Benckiser
625,722.748
12/08/24
1,021,065.757
1,099,480.028
-78,414.271
-7.13
0.33
Barclays
32,947.746
12/08/24
0.85
28,846.118
28,579.506
266.612
0.93
-0.54
S
United Utilities
148,017.860
12/08/24
-0.12
128,437.827
137,242.715
-8,804.888
-6.42
-2.13
Centrica
19,056.102
12/08/24
3.29
28,891.026
28,049.150
841.876
3.00
-2.25
Kingfisher
40,627.070
12/08/24
0.18
44,608.942
43,498.882
1,110.060
2.55
-3.62
Pearson
154,858.895
12/08/24
-0.72
91,987.232
99,697.144
-7,709.913
-7.73
-4.63
S
Flutter
2,198,262.812
12/08/24
-1.28
1,101,002.586
1,158,574.420
-57,571.834
-4.97
-4.79
L
Imperial Brands
319,447.929
12/08/24
0.38
473,932.588
498,846.697
-24,914.108
-4.99
-6.38
L
BT Group
21,181.763
12/08/24
8.43
42,385.980
41,502.412
883.567
2.13
-7.17
WPP Group
103,319.101
12/08/24
1.68
208,524.351
232,013.938
-23,489.587
-10.12
-12.34
L
Airtel Africa
16,466.388
12/08/24
-0.63
-na-
ConvaTec
34,669.232
12/08/24
-0.17
41,914.442
43,997.305
-2,082.863
-4.73
-na-
Endeavour Mining
234,571.183
12/08/24
1.89
-na-
Haleon
55,865.964
12/08/24
-1.01
-na-
S
M&G
30,522.696
12/08/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
2/10/17
⇓ Δwk
12/06/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
529,020.141
12/08/24
-0.79
146,625.701
170,768.967
-24,143.266
-14.14
-na-
FTSE - 96 out of 100 instruments rated - 2/10/17 / 12/06/17 - 77 did rise, Market-Ratio(16) in JPY = 80.21 %
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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