Assessment - FTSE 100 Index in Japanese yen - 18/12/17 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
18/12/17
⇓ Δwk
28/08/17
prc diff
⇓ Δ16
∅-RS
FTSE
1,236,087.730
12/08/24
0.52
1,134,728.611
1,044,774.697
89,953.914
8.61
7.18
Berkeley
763,309.862
12/08/24
1.00
632,929.913
522,042.923
110,886.990
21.24
33.47
Ocado
56,713.772
12/08/24
0.72
51,880.982
41,161.649
10,719.333
26.04
31.00
L
Hargreaves Lansdown
165,910.743
12/08/24
258,652.139
193,510.569
65,141.569
33.66
30.21
S
Entain
87,381.665
12/08/24
3.98
139,940.141
105,586.124
34,354.017
32.54
28.51
L
Anglo American
336,112.281
12/08/24
0.29
222,895.513
189,781.177
33,114.336
17.45
25.74
L
Halma
380,450.497
12/08/24
0.04
191,053.297
153,862.133
37,191.164
24.17
24.30
S
Unite
140,617.635
12/08/24
-1.11
116,453.684
94,081.754
22,371.930
23.78
24.16
Intertek
704,593.718
12/08/24
0.60
755,782.151
700,422.775
55,359.376
7.90
24.19
L
Rentokil Initial
70,609.926
12/08/24
1.01
47,499.854
41,651.467
5,848.387
14.04
23.73
Hiscox
179,008.960
12/08/24
1.89
213,485.875
177,294.347
36,191.527
20.41
23.63
S
B&M
66,936.403
12/08/24
-2.22
60,522.794
50,802.735
9,720.058
19.13
23.52
S
Croda
576,472.083
12/08/24
-0.05
658,373.575
550,494.713
107,878.861
19.60
22.96
Ashtead
775,655.307
12/08/24
-0.43
293,129.053
224,967.612
68,161.442
30.30
21.51
L
Persimmon
237,499.272
12/08/24
0.03
399,269.774
370,852.910
28,416.864
7.66
20.90
L
Segro
133,180.257
12/08/24
-0.96
86,794.504
74,601.961
12,192.543
16.34
20.55
InterContinental Hot
1,088,205.854
12/08/24
-0.61
696,162.682
543,116.389
153,046.293
28.18
20.34
S
Sage Group
151,382.262
12/08/24
1.03
118,410.889
97,832.319
20,578.569
21.03
20.30
Glencore
61,764.866
12/08/24
1.27
55,644.837
49,873.916
5,770.921
11.57
20.23
S
Diageo
369,083.654
12/08/24
1.03
402,581.966
362,624.815
39,957.152
11.02
18.64
Scottish Mortgage
124,147.004
12/08/24
-0.17
66,304.076
60,618.857
5,685.218
9.38
18.37
L
Frasers
126,239.708
12/08/24
-0.42
55,780.336
54,134.062
1,646.274
3.04
18.23
L
Barratt Developments
78,980.740
12/08/24
0.15
96,580.528
86,457.814
10,122.714
11.71
18.02
Int Cons Airlines
25,059.749
12/08/24
-0.06
95,827.757
87,331.582
8,496.175
9.73
17.86
Shell
421,401.243
12/08/24
0.83
364,717.582
302,789.384
61,928.198
20.45
16.84
⇓ instrument
freshest
⇓ Δday
18/12/17
⇓ Δwk
28/08/17
prc diff
⇓ Δ16
∅-RS
Smurfit Kappa
460,394.784
12/08/24
0.07
369,309.485
332,793.912
36,515.574
10.97
16.47
Antofagasta
282,966.644
12/08/24
1.79
142,875.948
144,672.752
-1,796.804
-1.24
16.40
L
Tesco
50,209.830
12/08/24
0.91
39,294.650
32,902.500
6,392.150
19.43
16.07
L
NatWest
50,375.440
12/08/24
0.48
41,658.351
36,216.887
5,441.463
15.02
15.83
L
3i Group
454,372.616
12/08/24
0.23
137,757.105
134,228.478
3,528.628
2.63
15.61
L
Taylor Wimpey
23,787.566
12/08/24
0.54
30,923.835
27,784.113
3,139.722
11.30
15.35
DS Smith
66,846.071
12/08/24
1.19
76,857.926
68,955.644
7,902.282
11.46
15.33
L
LSE Group
1,496,207.772
12/08/24
1.12
570,600.469
564,631.679
5,968.789
1.06
15.15
L
British Land
59,468.914
12/08/24
-0.40
101,925.202
85,091.406
16,833.797
19.78
14.69
S
RS Group
113,517.877
12/08/24
-0.40
92,891.950
88,364.858
4,527.092
5.12
14.99
L
Schroders
50,766.881
12/08/24
-0.12
89,810.105
81,404.220
8,405.885
10.33
14.36
F&C Investment Trust
154,468.623
12/08/24
96,505.251
86,035.752
10,469.499
12.17
14.10
Rio Tinto
744,038.922
12/08/24
0.56
552,835.071
521,296.198
31,538.874
6.05
13.97
Weir Group
286,655.222
12/08/24
0.79
312,249.438
255,919.309
56,330.130
22.01
13.85
Informa
121,617.694
12/08/24
1.03
111,033.732
97,079.948
13,953.785
14.37
13.85
Prudential
95,662.147
12/08/24
0.41
284,321.632
257,950.571
26,371.061
10.22
13.86
L
Vodafone
11,207.256
12/08/24
0.87
34,830.717
31,016.630
3,814.088
12.30
13.75
Pearson
155,748.334
12/08/24
-0.72
109,302.359
87,935.738
21,366.621
24.30
13.58
Rightmove
80,877.723
12/08/24
0.04
66,996.625
57,027.800
9,968.825
17.48
13.52
BP
66,183.632
12/08/24
1.35
76,737.483
62,925.377
13,812.105
21.95
13.43
L
HSBC
96,941.858
12/08/24
0.22
113,834.041
105,466.140
8,367.901
7.93
13.31
RELX
531,606.927
12/08/24
0.57
260,609.343
235,804.305
24,805.038
10.52
13.10
L
Coca-Cola HBC
407,700.810
12/08/24
0.89
354,103.510
367,067.055
-12,963.545
-3.53
12.62
S
Spirax-Sarco
1,161,525.756
12/08/24
0.72
828,048.173
789,072.772
38,975.402
4.94
12.15
Beazley
110,205.684
12/08/24
1.24
73,545.733
71,425.907
2,119.826
2.97
11.58
⇓ instrument
freshest
⇓ Δday
18/12/17
⇓ Δwk
28/08/17
prc diff
⇓ Δ16
∅-RS
L
St. James´s Place
104,032.961
12/08/24
-1.22
179,761.731
168,517.148
11,244.583
6.67
10.56
S
Legal & General
33,965.031
12/08/24
0.53
40,649.638
37,329.212
3,320.426
8.89
10.54
S
Flutter
2,210,888.623
12/08/24
-1.28
1,293,260.693
967,047.500
326,213.192
33.73
10.37
L
Abrdn
23,027.267
12/08/24
2.51
62,299.333
62,815.274
-515.941
-0.82
10.22
L
Unilever Plc
709,712.562
12/08/24
-0.34
633,833.238
635,197.935
-1,364.697
-0.21
10.05
DCC
773,095.885
12/08/24
-0.29
1,093,776.360
978,107.223
115,669.137
11.83
9.67
Kingfisher
40,860.413
12/08/24
0.18
50,179.719
41,290.103
8,889.616
21.53
9.17
Rolls-Royce
73,274.736
12/08/24
0.35
128,799.130
128,476.292
322.837
0.25
8.58
S
Burberry Group
101,021.877
12/08/24
-2.02
264,373.199
252,490.583
11,882.616
4.71
7.41
Standard Chartered
108,700.142
12/08/24
0.92
115,053.530
109,908.380
5,145.150
4.68
7.06
L
AstraZeneca
1,924,082.846
12/08/24
0.63
739,447.019
641,334.070
98,112.949
15.30
6.97
L
Experian
530,553.048
12/08/24
1.18
240,585.633
214,543.099
26,042.534
12.14
6.04
Phoenix
80,998.167
12/08/24
0.47
103,164.715
98,757.045
4,407.670
4.46
5.00
L
Lloyds Bank
8,551.479
12/08/24
-0.28
10,049.494
9,192.204
857.290
9.33
4.96
Johnson Matthey
237,423.994
12/08/24
0.06
460,093.676
398,453.518
61,640.158
15.47
4.46
Ass Brit Foods
366,599.509
12/08/24
-0.90
430,886.159
451,140.712
-20,254.553
-4.49
4.25
Next
1,436,588.304
12/08/24
0.23
636,844.322
584,770.680
52,073.643
8.90
4.05
S
Whitbread
423,659.556
12/08/24
-1.44
579,784.276
521,691.440
58,092.836
11.14
3.72
Admiral Group
406,195.268
12/08/24
0.86
287,709.102
277,546.113
10,162.988
3.66
3.69
Smith and Nephew
174,040.671
12/08/24
-0.86
193,311.610
196,580.754
-3,269.144
-1.66
3.65
Barclays
33,136.982
12/08/24
0.85
30,788.337
27,446.746
3,341.591
12.17
3.17
L
BAT
421,702.352
12/08/24
746,748.898
682,634.054
64,114.844
9.39
3.13
Aviva
72,898.350
12/08/24
0.35
75,954.601
74,242.008
1,712.593
2.31
2.93
Compass Group
354,404.618
12/08/24
0.90
229,444.621
231,672.613
-2,227.992
-0.96
2.34
Land Securities
92,666.118
12/08/24
-0.73
149,650.888
139,794.334
9,856.554
7.05
1.79
⇓ instrument
freshest
⇓ Δday
18/12/17
⇓ Δwk
28/08/17
prc diff
⇓ Δ16
∅-RS
Mondi
214,238.646
12/08/24
-0.42
279,579.174
298,023.893
-18,444.719
-6.19
1.78
L
Smiths Group
262,415.994
12/08/24
0.52
221,164.139
221,108.354
55.785
0.03
-1.12
Fresnillo
81,299.275
12/08/24
0.93
205,205.393
222,116.222
-16,910.829
-7.61
-1.63
J Sainsbury
40,589.416
12/08/24
0.67
35,651.238
33,385.260
2,265.978
6.79
-1.77
Reckitt Benckiser
629,316.612
12/08/24
1,010,670.434
1,042,917.059
-32,246.625
-3.09
-1.81
L
Auto Trader
120,112.151
12/08/24
0.81
53,220.914
48,346.588
4,874.327
10.08
-2.56
S
Severn Trent
378,493.292
12/08/24
-0.63
316,314.402
317,382.290
-1,067.888
-0.34
-2.91
CRH (L)
965,955.833
12/08/24
-1.35
383,160.473
385,634.967
-2,474.494
-0.64
-3.66
BAE Systems
196,247.417
12/08/24
2.04
84,762.022
84,728.630
33.392
0.04
-3.70
Melrose
73,274.736
12/08/24
0.19
91,235.853
96,890.796
-5,654.943
-5.84
-4.05
L
BT Group
21,303.421
12/08/24
8.43
41,455.103
40,989.437
465.666
1.14
-4.73
S
Bunzl
482,074.591
12/08/24
0.50
307,883.366
329,517.636
-21,634.270
-6.57
-5.23
S
United Utilities
148,868.006
12/08/24
-0.12
124,433.057
129,124.207
-4,691.150
-3.63
-5.39
S
National Grid
147,302.242
12/08/24
-0.04
131,147.775
136,971.176
-5,823.401
-4.25
-5.36
L
SSE
282,740.813
12/08/24
0.86
197,376.574
199,515.427
-2,138.853
-1.07
-5.66
L
JD Sports Fashion
18,119.200
12/08/24
-4.07
9,927.545
8,562.639
1,364.905
15.94
-5.68
L
Imperial Brands
321,282.691
12/08/24
0.38
466,718.061
458,178.846
8,539.216
1.86
-6.49
WPP Group
103,912.518
12/08/24
1.68
205,506.501
203,096.603
2,409.898
1.19
-10.28
GSK
236,671.223
12/08/24
0.42
197,766.509
213,082.115
-15,315.606
-7.19
-11.75
ConvaTec
34,868.356
12/08/24
-0.17
31,721.773
40,746.645
-9,024.872
-22.15
-14.77
Centrica
19,165.551
12/08/24
3.29
20,776.481
28,142.654
-7,366.173
-26.17
-27.47
L
Airtel Africa
16,560.963
12/08/24
-0.63
-na-
Endeavour Mining
235,918.452
12/08/24
1.89
-na-
Haleon
56,186.832
12/08/24
-1.01
-na-
S
M&G
30,698.004
12/08/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
18/12/17
⇓ Δwk
28/08/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
532,058.590
12/08/24
-0.79
157,178.599
146,239.605
10,938.994
7.48
-na-
FTSE - 96 out of 100 instruments rated - 18/12/17 / 28/08/17 - 76 did rise, Market-Ratio(16) in JPY = 79.17 %
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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