Assessment - FTSE 100 Index in Japanese yen - 16/07/18 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
16/07/18
⇓ Δwk
26/03/18
prc diff
⇓ Δ16
∅-RS
FTSE
1,220,411.533
12/08/24
0.52
1,129,767.892
1,032,694.848
97,073.044
9.40
2.25
Ocado
55,994.522
12/08/24
0.72
156,746.014
79,842.942
76,903.072
96.32
161.35
J Sainsbury
40,074.657
12/08/24
0.67
48,904.162
33,775.094
15,129.068
44.79
29.58
L
JD Sports Fashion
17,889.410
12/08/24
-4.07
13,628.505
10,170.006
3,458.499
34.01
26.46
Pearson
153,773.117
12/08/24
-0.72
134,434.419
112,853.486
21,580.933
19.12
26.46
Next
1,418,369.337
12/08/24
0.23
897,815.007
730,819.268
166,995.739
22.85
25.75
L
Tesco
49,573.064
12/08/24
0.91
47,975.131
38,489.815
9,485.317
24.64
25.12
L
Hargreaves Lansdown
163,806.645
12/08/24
300,113.990
244,430.937
55,683.053
22.78
23.40
S
Entain
86,273.482
12/08/24
3.98
162,617.486
136,494.553
26,122.934
19.14
22.28
Smurfit Kappa
454,556.008
12/08/24
0.07
464,663.859
439,540.942
25,122.917
5.72
21.88
Ashtead
765,818.363
12/08/24
-0.43
348,274.927
286,181.330
62,093.597
21.70
20.58
Scottish Mortgage
122,572.559
12/08/24
-0.17
81,457.388
65,961.124
15,496.264
23.49
20.46
Informa
120,075.325
12/08/24
1.03
126,883.260
105,267.957
21,615.303
20.53
18.48
L
Experian
523,824.517
12/08/24
1.18
282,127.961
226,741.363
55,386.598
24.43
18.23
S
Burberry Group
99,740.707
12/08/24
-2.02
312,154.224
247,803.949
64,350.275
25.97
18.12
Rightmove
79,852.023
12/08/24
0.04
76,135.902
64,252.131
11,883.771
18.50
17.55
S
Spirax-Sarco
1,146,795.162
12/08/24
0.72
1,003,352.864
850,748.584
152,604.280
17.94
17.31
L
Segro
131,491.251
12/08/24
-0.96
100,008.268
87,608.365
12,399.902
14.15
16.70
L
Auto Trader
118,588.876
12/08/24
0.81
62,668.677
50,670.136
11,998.541
23.68
16.24
Pershing Square
525,310.966
12/08/24
-0.79
171,833.468
128,324.368
43,509.100
33.91
15.21
Johnson Matthey
234,412.958
12/08/24
0.06
546,864.472
455,431.577
91,432.895
20.08
15.32
S
Croda
569,161.202
12/08/24
-0.05
731,481.399
662,909.293
68,572.106
10.34
15.22
S
RS Group
112,078.231
12/08/24
-0.40
109,429.231
85,239.761
24,189.470
28.38
14.76
Intertek
695,657.985
12/08/24
0.60
855,897.154
699,487.734
156,409.419
22.36
14.44
L
Rentokil Initial
69,714.443
12/08/24
1.01
51,594.634
39,696.604
11,898.030
29.97
14.37
⇓ instrument
freshest
⇓ Δday
16/07/18
⇓ Δwk
26/03/18
prc diff
⇓ Δ16
∅-RS
BAE Systems
193,758.586
12/08/24
2.04
99,978.539
83,950.521
16,028.018
19.09
12.93
L
Halma
375,625.583
12/08/24
0.04
203,048.891
172,098.568
30,950.322
17.98
12.72
L
LSE Group
1,477,232.705
12/08/24
1.12
665,929.012
611,339.687
54,589.324
8.93
12.43
S
Unite
138,834.307
12/08/24
-1.11
125,493.430
116,331.436
9,161.994
7.88
12.04
BP
65,344.284
12/08/24
1.35
82,869.514
70,391.013
12,478.501
17.73
12.00
Rolls-Royce
72,345.458
12/08/24
0.35
146,236.822
130,063.343
16,173.479
12.44
11.59
InterContinental Hot
1,074,405.111
12/08/24
-0.61
723,008.641
639,822.900
83,185.741
13.00
10.73
Shell
416,056.987
12/08/24
0.83
385,510.467
331,154.823
54,355.644
16.41
10.51
L
Coca-Cola HBC
402,530.304
12/08/24
0.89
406,692.361
374,479.289
32,213.072
8.60
10.27
L
Smiths Group
259,088.006
12/08/24
0.52
258,642.071
219,620.560
39,021.512
17.77
10.22
L
AstraZeneca
1,899,681.422
12/08/24
0.63
812,641.497
713,579.429
99,062.068
13.88
10.27
F&C Investment Trust
152,509.635
12/08/24
104,200.053
91,745.927
12,454.126
13.57
9.69
L
Frasers
124,638.722
12/08/24
-0.42
62,832.186
55,647.203
7,184.983
12.91
9.58
GSK
233,669.734
12/08/24
0.42
231,765.593
194,537.343
37,228.250
19.14
9.25
Hiscox
176,738.749
12/08/24
1.89
227,652.589
214,673.475
12,979.114
6.05
9.29
Beazley
108,808.044
12/08/24
1.24
85,444.341
83,800.609
1,643.731
1.96
8.53
S
Diageo
364,402.896
12/08/24
1.03
411,597.641
352,966.968
58,630.674
16.61
8.47
S
Flutter
2,182,849.896
12/08/24
-1.28
1,263,481.384
1,072,617.818
190,863.565
17.79
7.99
L
Anglo American
331,849.669
12/08/24
0.29
243,896.501
247,893.896
-3,997.395
-1.61
7.34
Int Cons Airlines
24,741.938
12/08/24
-0.06
100,246.099
89,677.146
10,568.954
11.79
6.92
S
Bunzl
475,960.869
12/08/24
0.50
341,734.553
297,124.880
44,609.673
15.01
6.11
S
B&M
66,087.509
12/08/24
-2.22
62,063.097
59,409.985
2,653.113
4.47
6.10
Rio Tinto
734,602.941
12/08/24
0.56
595,174.054
530,087.576
65,086.478
12.28
6.02
Compass Group
349,910.021
12/08/24
0.90
245,858.613
218,871.001
26,987.611
12.33
5.57
RELX
524,865.031
12/08/24
0.57
252,473.309
214,298.696
38,174.613
17.81
4.87
⇓ instrument
freshest
⇓ Δday
16/07/18
⇓ Δwk
26/03/18
prc diff
⇓ Δ16
∅-RS
Mondi
211,521.648
12/08/24
-0.42
302,492.308
285,206.904
17,285.404
6.06
4.55
S
Whitbread
418,286.660
12/08/24
-1.44
595,471.344
548,826.531
46,644.812
8.50
3.21
CRH (L)
953,705.477
12/08/24
-1.35
404,016.753
350,493.425
53,523.328
15.27
3.09
L
British Land
58,714.723
12/08/24
-0.40
96,886.725
95,193.894
1,692.831
1.78
1.94
L
SSE
279,155.063
12/08/24
0.86
203,197.535
184,016.544
19,180.992
10.42
1.77
L
St. James´s Place
102,713.604
12/08/24
-1.22
176,144.169
161,829.621
14,314.549
8.85
1.79
L
Unilever Plc
700,711.911
12/08/24
-0.34
623,565.224
553,923.527
69,641.697
12.57
1.57
Admiral Group
401,043.856
12/08/24
0.86
288,222.400
276,811.852
11,410.548
4.12
1.30
Centrica
18,922.492
12/08/24
3.29
23,411.567
20,253.063
3,158.504
15.60
0.72
Reckitt Benckiser
621,335.551
12/08/24
966,637.581
868,887.893
97,749.688
11.25
0.72
DCC
763,291.401
12/08/24
-0.29
1,052,405.670
970,677.900
81,727.770
8.42
0.46
Smith and Nephew
171,833.468
12/08/24
-0.86
197,994.965
195,634.696
2,360.269
1.21
0.23
Melrose
72,345.458
12/08/24
0.19
98,417.768
99,391.420
-973.653
-0.98
0.18
S
Legal & General
33,534.282
12/08/24
0.53
39,420.619
38,347.399
1,073.220
2.80
-0.26
L
Imperial Brands
317,208.150
12/08/24
0.38
424,158.133
348,544.574
75,613.559
21.69
-1.34
Phoenix
79,970.939
12/08/24
0.47
100,730.384
101,174.170
-443.785
-0.44
-1.69
L
3i Group
448,610.214
12/08/24
0.23
135,118.186
129,253.820
5,864.366
4.54
-1.80
S
National Grid
145,434.140
12/08/24
-0.04
125,604.914
113,033.380
12,571.534
11.12
-1.99
DS Smith
65,998.322
12/08/24
1.19
73,727.855
69,873.818
3,854.037
5.52
-2.09
Kingfisher
40,342.217
12/08/24
0.18
45,396.143
43,204.536
2,191.607
5.07
-2.08
Antofagasta
279,378.031
12/08/24
1.79
139,428.887
140,107.423
-678.536
-0.48
-2.61
Weir Group
283,019.830
12/08/24
0.79
288,816.980
290,978.502
-2,161.523
-0.74
-2.87
Land Securities
91,490.917
12/08/24
-0.73
139,072.139
137,498.961
1,573.179
1.14
-3.12
L
HSBC
95,712.431
12/08/24
0.22
105,062.193
99,721.226
5,340.967
5.36
-3.16
Barclays
32,716.736
12/08/24
0.85
28,468.465
30,866.808
-2,398.342
-7.77
-3.58
⇓ instrument
freshest
⇓ Δday
16/07/18
⇓ Δwk
26/03/18
prc diff
⇓ Δ16
∅-RS
Aviva
71,973.845
12/08/24
0.35
72,746.799
74,071.344
-1,324.545
-1.79
-4.36
L
Lloyds Bank
8,443.029
12/08/24
-0.28
9,288.818
9,690.289
-401.471
-4.14
-5.41
L
Persimmon
234,487.280
12/08/24
0.03
367,747.405
374,779.112
-7,031.707
-1.88
-5.52
ConvaTec
34,426.152
12/08/24
-0.17
30,962.726
29,277.744
1,684.982
5.76
-6.05
S
Severn Trent
373,693.200
12/08/24
-0.63
281,682.026
256,723.692
24,958.334
9.72
-6.32
Prudential
94,448.950
12/08/24
0.41
255,743.497
270,140.784
-14,397.287
-5.33
-6.41
Berkeley
753,629.484
12/08/24
1.00
534,229.658
563,817.696
-29,588.038
-5.25
-6.41
L
Schroders
50,123.050
12/08/24
-0.12
79,953.102
81,093.205
-1,140.103
-1.41
-6.45
WPP Group
102,594.688
12/08/24
1.68
180,752.160
164,003.339
16,748.821
10.21
-7.40
S
United Utilities
146,980.046
12/08/24
-0.12
106,578.371
98,342.039
8,236.332
8.38
-9.11
L
NatWest
49,736.573
12/08/24
0.48
36,224.754
38,752.160
-2,527.406
-6.52
-9.09
L
Taylor Wimpey
23,485.889
12/08/24
0.54
25,990.555
27,553.760
-1,563.205
-5.67
-9.17
S
Sage Group
149,462.415
12/08/24
1.03
92,605.753
95,883.488
-3,277.735
-3.42
-10.72
Standard Chartered
107,321.595
12/08/24
0.92
100,379.880
105,912.577
-5,532.697
-5.22
-11.00
L
Barratt Developments
77,979.098
12/08/24
0.15
77,146.687
79,033.419
-1,886.732
-2.39
-11.34
L
BT Group
21,033.249
12/08/24
8.43
32,924.838
32,703.225
221.613
0.68
-11.83
L
BAT
416,354.277
12/08/24
575,627.254
584,655.415
-9,028.161
-1.54
-13.31
Ass Brit Foods
361,950.255
12/08/24
-0.90
363,585.349
358,138.919
5,446.429
1.52
-14.28
L
Vodafone
11,065.124
12/08/24
0.87
26,883.911
28,618.133
-1,734.222
-6.06
-14.23
Glencore
60,981.557
12/08/24
1.27
45,946.129
52,813.872
-6,867.744
-13.00
-14.92
Fresnillo
80,268.229
12/08/24
0.93
162,989.098
189,338.407
-26,349.309
-13.92
-17.88
L
Abrdn
22,735.233
12/08/24
2.51
45,574.517
53,548.440
-7,973.923
-14.89
-22.57
L
Airtel Africa
16,350.936
12/08/24
-0.63
-na-
Endeavour Mining
232,926.509
12/08/24
1.89
340,099.460
360,837.329
-20,737.869
-5.75
-na-
Haleon
55,474.265
12/08/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
16/07/18
⇓ Δwk
26/03/18
prc diff
⇓ Δ16
∅-RS
S
M&G
30,308.689
12/08/24
1.09
-na-
FTSE - 97 out of 100 instruments rated - 16/07/18 / 26/03/18 - 74 did rise, Market-Ratio(16) in JPY = 76.29 %
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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