Assessment - FTSE 100 Index in Japanese yen - 19/03/18 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
19/03/18
⇓ Δwk
27/11/17
prc diff
⇓ Δ16
∅-RS
FTSE
1,221,592.507
12/08/24
0.52
1,047,908.470
1,092,040.471
-44,132.001
-4.04
-3.48
Ocado
56,048.707
12/08/24
0.72
85,136.900
37,890.650
47,246.250
124.69
86.84
Smurfit Kappa
454,995.876
12/08/24
0.07
457,971.650
351,989.643
105,982.007
30.11
35.04
L
Anglo American
332,170.795
12/08/24
0.29
252,196.864
211,489.575
40,707.289
19.25
31.72
L
Segro
131,618.493
12/08/24
-0.96
92,070.454
82,747.145
9,323.309
11.27
19.49
L
Hargreaves Lansdown
163,965.159
12/08/24
256,511.736
236,188.008
20,323.728
8.60
18.35
S
Entain
86,356.967
12/08/24
3.98
142,465.190
134,806.117
7,659.073
5.68
18.22
S
Croda
569,711.971
12/08/24
-0.05
680,857.138
635,651.884
45,205.254
7.11
16.43
Pearson
153,921.921
12/08/24
-0.72
113,853.121
102,565.049
11,288.072
11.01
15.88
S
Unite
138,968.655
12/08/24
-1.11
115,980.800
107,371.630
8,609.169
8.02
14.08
Hiscox
176,909.776
12/08/24
1.89
216,338.785
210,158.522
6,180.263
2.94
13.98
Beazley
108,913.336
12/08/24
1.24
81,015.453
73,518.509
7,496.944
10.20
13.24
Ashtead
766,559.435
12/08/24
-0.43
293,188.153
281,591.714
11,596.439
4.12
13.36
S
B&M
66,151.461
12/08/24
-2.22
61,449.737
57,057.817
4,391.920
7.70
13.02
L
Tesco
49,621.035
12/08/24
0.91
38,936.518
36,127.744
2,808.774
7.77
12.05
Scottish Mortgage
122,691.170
12/08/24
-0.17
68,026.198
68,534.454
-508.256
-0.74
10.61
Glencore
61,040.568
12/08/24
1.27
54,940.231
52,946.341
1,993.890
3.77
10.64
Barclays
32,748.395
12/08/24
0.85
32,287.150
27,730.276
4,556.874
16.43
9.44
L
Frasers
124,759.333
12/08/24
-0.42
56,093.344
55,919.027
174.317
0.31
9.72
L
LSE Group
1,478,662.201
12/08/24
1.12
589,054.503
557,563.425
31,491.078
5.65
9.48
S
Spirax-Sarco
1,147,904.899
12/08/24
0.72
874,877.616
865,924.100
8,953.516
1.03
8.86
Next
1,419,741.872
12/08/24
0.23
700,646.036
632,250.303
68,395.733
10.82
8.43
InterContinental Hot
1,075,444.797
12/08/24
-0.61
670,888.294
647,187.679
23,700.615
3.66
7.94
L
Coca-Cola HBC
402,919.827
12/08/24
0.89
370,632.677
358,349.119
12,283.558
3.43
7.65
Intertek
696,331.163
12/08/24
0.60
732,635.609
773,489.845
-40,854.236
-5.28
7.31
⇓ instrument
freshest
⇓ Δday
19/03/18
⇓ Δwk
27/11/17
prc diff
⇓ Δ16
∅-RS
Kingfisher
40,381.256
12/08/24
0.18
50,216.190
46,867.865
3,348.325
7.14
6.88
Berkeley
754,358.760
12/08/24
1.00
561,082.226
547,950.263
13,131.963
2.40
6.92
Antofagasta
279,648.381
12/08/24
1.79
140,635.089
139,760.593
874.495
0.63
6.80
Informa
120,191.520
12/08/24
1.03
107,127.871
111,734.527
-4,606.656
-4.12
6.63
Prudential
94,540.346
12/08/24
0.41
279,499.592
279,299.345
200.247
0.07
5.70
F&C Investment Trust
152,657.217
12/08/24
94,480.831
93,543.466
937.365
1.00
5.62
Int Cons Airlines
24,765.881
12/08/24
-0.06
92,963.186
89,254.517
3,708.670
4.16
5.08
Rio Tinto
735,313.805
12/08/24
0.56
537,350.427
534,048.151
3,302.276
0.62
5.03
L
British Land
58,771.540
12/08/24
-0.40
96,415.084
91,694.781
4,720.303
5.15
4.76
L
Halma
375,989.070
12/08/24
0.04
174,975.523
191,819.566
-16,844.043
-8.78
4.34
Rolls-Royce
72,415.465
12/08/24
0.35
132,779.045
130,517.168
2,261.877
1.73
4.13
Phoenix
80,048.326
12/08/24
0.47
104,564.093
99,945.980
4,618.113
4.62
4.06
Johnson Matthey
234,639.796
12/08/24
0.06
464,815.930
446,494.425
18,321.506
4.10
3.53
L
Persimmon
234,714.190
12/08/24
0.03
376,733.014
382,899.657
-6,166.643
-1.61
3.61
DS Smith
66,062.187
12/08/24
1.19
72,713.043
81,933.724
-9,220.681
-11.25
3.54
L
Schroders
50,171.553
12/08/24
-0.12
85,721.640
86,237.462
-515.823
-0.60
3.19
L
Experian
524,331.414
12/08/24
1.18
238,210.725
232,490.638
5,720.087
2.46
2.94
Rightmove
79,929.295
12/08/24
0.04
63,041.776
59,364.976
3,676.801
6.19
2.73
Smith and Nephew
171,999.749
12/08/24
-0.86
196,401.097
195,960.620
440.477
0.22
1.98
L
3i Group
449,044.327
12/08/24
0.23
132,898.076
136,063.223
-3,165.147
-2.33
2.08
L
Lloyds Bank
8,451.199
12/08/24
-0.28
9,988.186
9,685.631
302.555
3.12
1.61
S
Legal & General
33,566.733
12/08/24
0.53
38,833.853
39,280.861
-447.008
-1.14
1.64
Melrose
72,415.465
12/08/24
0.19
99,361.101
89,047.464
10,313.637
11.58
1.10
Aviva
72,043.493
12/08/24
0.35
76,477.397
74,317.141
2,160.256
2.91
1.02
L
Smiths Group
259,338.722
12/08/24
0.52
232,110.388
220,954.843
11,155.545
5.05
0.71
⇓ instrument
freshest
⇓ Δday
19/03/18
⇓ Δwk
27/11/17
prc diff
⇓ Δ16
∅-RS
Standard Chartered
107,425.449
12/08/24
0.92
112,305.718
108,599.157
3,706.561
3.41
0.45
L
AstraZeneca
1,901,519.715
12/08/24
0.63
721,253.272
734,815.353
-13,562.080
-1.85
0.17
S
Diageo
364,755.523
12/08/24
1.03
359,175.946
385,487.817
-26,311.870
-6.83
0.19
Mondi
211,726.335
12/08/24
-0.42
285,227.957
258,520.124
26,707.833
10.33
-0.04
Weir Group
283,293.704
12/08/24
0.79
284,186.436
296,972.774
-12,786.338
-4.31
0.13
S
Whitbread
418,691.430
12/08/24
-1.44
568,670.450
525,766.042
42,904.408
8.16
-0.07
L
NatWest
49,784.702
12/08/24
0.48
38,327.972
39,576.651
-1,248.679
-3.16
-0.24
Shell
416,459.600
12/08/24
0.83
323,689.839
342,450.427
-18,760.589
-5.48
-0.30
Compass Group
350,248.624
12/08/24
0.90
228,018.698
224,948.003
3,070.696
1.37
-1.37
S
Burberry Group
99,837.224
12/08/24
-2.02
248,477.146
258,668.019
-10,190.873
-3.94
-1.54
BP
65,407.517
12/08/24
1.35
68,405.609
73,385.404
-4,979.794
-6.79
-1.41
L
HSBC
95,805.050
12/08/24
0.22
103,497.427
108,791.421
-5,293.994
-4.87
-1.43
S
RS Group
112,186.687
12/08/24
-0.40
86,714.060
96,205.572
-9,491.512
-9.87
-1.46
Admiral Group
401,431.940
12/08/24
0.86
279,499.592
277,154.870
2,344.722
0.85
-2.13
BAE Systems
193,946.084
12/08/24
2.04
86,565.272
80,380.828
6,184.444
7.69
-2.24
L
St. James´s Place
102,812.999
12/08/24
-1.22
166,271.384
175,994.821
-9,723.438
-5.52
-2.21
L
Auto Trader
118,703.633
12/08/24
0.81
52,715.840
49,071.497
3,644.343
7.43
-2.80
L
Taylor Wimpey
23,508.616
12/08/24
0.54
27,533.351
28,514.119
-980.768
-3.44
-2.74
DCC
764,030.026
12/08/24
-0.29
1,012,507.172
1,055,229.454
-42,722.281
-4.05
-3.04
L
JD Sports Fashion
17,906.721
12/08/24
-4.07
10,489.604
9,749.226
740.378
7.59
-3.53
S
Flutter
2,184,962.208
12/08/24
-1.28
1,137,489.689
1,299,995.361
-162,505.672
-12.50
-3.83
S
Sage Group
149,607.048
12/08/24
1.03
99,718.194
119,720.847
-20,002.653
-16.71
-3.86
J Sainsbury
40,113.436
12/08/24
0.67
34,727.285
33,542.542
1,184.743
3.53
-4.75
Land Securities
91,579.451
12/08/24
-0.73
139,385.264
136,359.013
3,026.251
2.22
-5.16
L
Rentokil Initial
69,781.905
12/08/24
1.01
39,414.129
48,805.287
-9,391.157
-19.24
-5.66
⇓ instrument
freshest
⇓ Δday
19/03/18
⇓ Δwk
27/11/17
prc diff
⇓ Δ16
∅-RS
L
Abrdn
22,757.233
12/08/24
2.51
55,483.310
61,553.819
-6,070.509
-9.86
-6.33
S
Bunzl
476,421.450
12/08/24
0.50
302,338.659
314,720.151
-12,381.492
-3.93
-7.15
L
Vodafone
11,075.832
12/08/24
0.87
29,555.389
33,217.174
-3,661.784
-11.02
-7.00
L
Unilever Plc
701,389.980
12/08/24
-0.34
561,826.169
626,556.353
-64,730.184
-10.33
-7.93
RELX
525,372.935
12/08/24
0.57
220,356.080
260,590.651
-40,234.572
-15.44
-8.00
CRH (L)
954,628.364
12/08/24
-1.35
361,705.354
387,632.291
-25,926.937
-6.69
-8.70
GSK
233,895.852
12/08/24
0.42
195,118.539
196,732.631
-1,614.093
-0.82
-10.24
L
Barratt Developments
78,054.557
12/08/24
0.15
78,441.408
88,884.779
-10,443.372
-11.75
-10.28
L
SSE
279,425.198
12/08/24
0.86
181,447.832
200,249.570
-18,801.738
-9.39
-10.64
Ass Brit Foods
362,300.509
12/08/24
-0.90
371,525.409
447,825.478
-76,300.069
-17.04
-13.04
S
National Grid
145,574.874
12/08/24
-0.04
113,957.273
129,822.062
-15,864.789
-12.22
-15.53
Fresnillo
80,345.903
12/08/24
0.93
176,686.593
197,735.358
-21,048.765
-10.64
-16.17
Reckitt Benckiser
621,936.808
12/08/24
844,673.507
953,182.036
-108,508.529
-11.38
-17.61
L
BAT
416,757.177
12/08/24
599,618.502
734,667.458
-135,048.956
-18.38
-17.94
L
BT Group
21,053.602
12/08/24
8.43
33,581.612
36,419.096
-2,837.485
-7.79
-18.21
S
Severn Trent
374,054.817
12/08/24
-0.63
259,636.299
312,797.518
-53,161.219
-17.00
-18.37
S
United Utilities
147,122.277
12/08/24
-0.12
102,693.968
117,650.320
-14,956.352
-12.71
-18.61
WPP Group
102,693.968
12/08/24
1.68
174,231.580
187,530.616
-13,299.037
-7.09
-18.87
Centrica
18,940.803
12/08/24
3.29
20,190.628
20,483.431
-292.803
-1.43
-20.75
ConvaTec
34,459.465
12/08/24
-0.17
28,619.508
28,809.909
-190.400
-0.66
-20.81
L
Imperial Brands
317,515.107
12/08/24
0.38
359,175.946
463,946.012
-104,770.066
-22.58
-24.52
L
Airtel Africa
16,366.758
12/08/24
-0.63
-na-
Endeavour Mining
233,151.909
12/08/24
1.89
358,134.425
-na-
Haleon
55,527.947
12/08/24
-1.01
-na-
S
M&G
30,338.018
12/08/24
1.09
-na-
⇓ instrument
freshest
⇓ Δday
19/03/18
⇓ Δwk
27/11/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
525,819.302
12/08/24
-0.79
133,017.107
148,930.071
-15,912.965
-10.68
-na-
FTSE - 96 out of 100 instruments rated - 19/03/18 / 27/11/17 - 50 did rise, Market-Ratio(16) in JPY = 52.08 %
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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