Assessment - FTSE 100 Index in Japanese yen - 9/09/19 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
9/09/19
⇓ Δwk
5/20/19
prc diff
⇓ Δ16
∅-RS
FTSE
1,086,021.788
8/12/24
0.52
957,126.435
1,023,451.514
-66,325.078
-6.48
-5.67
L
LSE Group
1,314,562.228
8/12/24
1.12
936,516.459
734,668.541
201,847.918
27.47
36.71
Ocado
49,828.496
8/12/24
0.72
177,580.981
173,237.866
4,343.115
2.51
24.46
L
JD Sports Fashion
15,919.457
8/12/24
-4.07
16,735.602
17,526.772
-791.170
-4.51
21.85
Smith and Nephew
152,911.445
8/12/24
-0.86
255,822.434
228,673.983
27,148.451
11.87
18.87
L
Rentokil Initial
62,037.602
8/12/24
1.01
59,339.164
53,994.218
5,344.946
9.90
17.31
Pershing Square
467,464.572
8/12/24
-0.79
206,880.190
189,546.723
17,333.466
9.14
17.36
L
Halma
334,262.301
8/12/24
0.04
261,378.040
251,422.389
9,955.651
3.96
16.83
L
Experian
466,141.808
8/12/24
1.18
340,611.565
322,117.438
18,494.128
5.74
15.65
Endeavour Mining
207,277.019
8/12/24
1.89
336,246.446
275,080.732
61,165.714
22.24
15.03
L
3i Group
399,209.982
8/12/24
0.23
151,059.576
149,999.493
1,060.082
0.71
12.48
S
Burberry Group
88,757.422
8/12/24
-2.02
295,240.782
252,262.331
42,978.451
17.04
10.34
L
Segro
117,011.647
8/12/24
-0.96
103,175.542
99,757.013
3,418.529
3.43
9.52
Compass Group
311,378.495
8/12/24
0.90
269,182.344
252,542.311
16,640.033
6.59
9.36
ConvaTec
30,635.199
8/12/24
-0.17
23,082.221
19,591.628
3,490.593
17.82
8.43
Next
1,262,180.799
8/12/24
0.23
798,949.070
811,663.148
-12,714.078
-1.57
8.03
L
Unilever Plc
623,550.648
8/12/24
-0.34
669,715.090
670,203.057
-487.967
-0.07
7.17
L
AstraZeneca
1,690,491.575
8/12/24
0.63
926,463.458
815,302.893
111,160.565
13.63
7.13
Ashtead
681,487.683
8/12/24
-0.43
302,515.981
282,080.242
20,435.739
7.24
6.94
CRH (L)
848,684.972
8/12/24
-1.35
360,585.292
350,815.428
9,769.865
2.78
6.56
L
Smiths Group
230,557.654
8/12/24
0.52
221,562.863
207,395.473
14,167.390
6.83
6.43
Informa
106,852.824
8/12/24
1.03
111,747.049
108,072.430
3,674.618
3.40
6.28
Melrose
64,378.893
8/12/24
0.19
79,445.167
73,347.862
6,097.305
8.31
6.10
S
Unite
123,546.098
8/12/24
-1.11
135,847.797
135,440.513
407.284
0.30
5.07
S
Diageo
324,275.438
8/12/24
1.03
446,763.325
468,127.211
-21,363.886
-4.56
4.82
⇓ instrument
freshest
⇓ Δday
9/09/19
⇓ Δwk
5/20/19
prc diff
⇓ Δ16
∅-RS
RELX
467,067.743
8/12/24
0.57
253,375.322
253,382.252
-6.930
-0.00
4.73
S
Spirax-Sarco
1,020,511.933
8/12/24
0.72
1,072,761.086
1,202,515.771
-129,754.686
-10.79
4.64
BAE Systems
172,422.204
8/12/24
2.04
74,233.480
64,297.496
9,935.983
15.45
3.72
Smurfit Kappa
404,501.036
8/12/24
0.07
343,918.474
301,118.909
42,799.565
14.21
3.64
S
Flutter
1,942,477.995
8/12/24
-1.28
925,934.353
813,902.991
112,031.361
13.76
3.04
Intertek
619,053.253
8/12/24
0.60
732,017.244
706,950.483
25,066.761
3.55
2.42
Rightmove
71,058.848
8/12/24
0.04
71,296.945
78,912.473
-7,615.528
-9.65
2.31
Beazley
96,826.278
8/12/24
1.24
78,109.176
78,744.484
-635.308
-0.81
1.83
InterContinental Hot
956,093.357
8/12/24
-0.61
670,773.300
697,921.115
-27,147.815
-3.89
1.55
GSK
207,938.400
8/12/24
0.42
223,753.359
218,778.076
4,975.283
2.27
1.28
Berkeley
670,641.024
8/12/24
1.00
521,830.146
511,524.171
10,305.975
2.01
1.20
L
Vodafone
9,846.650
8/12/24
0.87
20,571.616
17,694.761
2,876.855
16.26
1.22
WPP Group
91,297.127
8/12/24
1.68
132,038.239
133,298.663
-1,260.425
-0.95
1.13
DCC
679,238.986
8/12/24
-0.29
942,072.066
981,611.244
-39,539.179
-4.03
1.08
L
Barratt Developments
69,392.166
8/12/24
0.15
78,625.054
82,146.246
-3,521.192
-4.29
0.16
L
Auto Trader
105,530.061
8/12/24
0.81
68,386.866
81,138.317
-12,751.451
-15.72
-0.48
S
Sage Group
133,003.856
8/12/24
1.03
91,641.046
103,396.758
-11,755.712
-11.37
-0.74
S
B&M
58,810.059
8/12/24
-2.22
49,511.033
53,448.256
-3,937.224
-7.37
-1.02
Antofagasta
248,613.374
8/12/24
1.79
118,572.508
116,051.871
2,520.636
2.17
-1.22
L
Coca-Cola HBC
358,204.318
8/12/24
0.89
359,130.252
374,053.800
-14,923.547
-3.99
-2.07
Standard Chartered
95,503.515
8/12/24
0.92
87,196.561
94,773.362
-7,576.801
-7.99
-2.13
F&C Investment Trust
135,715.521
8/12/24
94,313.028
97,433.175
-3,120.148
-3.20
-2.85
L
Tesco
44,114.158
8/12/24
0.91
38,636.595
41,617.685
-2,981.090
-7.16
-2.87
Scottish Mortgage
109,075.067
8/12/24
-0.17
68,849.833
71,115.019
-2,265.186
-3.19
-3.36
L
Schroders
44,603.581
8/12/24
-0.12
64,784.981
72,775.303
-7,990.321
-10.98
-3.33
⇓ instrument
freshest
⇓ Δday
9/09/19
⇓ Δwk
5/20/19
prc diff
⇓ Δ16
∅-RS
S
Entain
76,773.185
8/12/24
3.98
91,588.135
85,002.046
6,586.089
7.75
-3.67
S
RS Group
99,736.357
8/12/24
-0.40
79,418.712
84,918.052
-5,499.340
-6.48
-4.27
S
Severn Trent
332,542.709
8/12/24
-0.63
262,766.942
268,711.178
-5,944.237
-2.21
-4.60
L
Hargreaves Lansdown
145,768.522
8/12/24
260,848.935
334,856.545
-74,007.611
-22.10
-4.80
Rio Tinto
653,709.653
8/12/24
0.56
558,007.724
654,664.145
-96,656.421
-14.76
-5.27
Phoenix
71,164.669
8/12/24
0.47
87,262.699
95,557.307
-8,294.608
-8.68
-5.24
L
SSE
248,414.959
8/12/24
0.86
150,728.885
145,519.807
5,209.078
3.58
-5.42
Reckitt Benckiser
552,915.085
8/12/24
835,457.339
877,458.540
-42,001.201
-4.79
-5.55
Weir Group
251,854.144
8/12/24
0.79
201,721.413
213,835.022
-12,113.610
-5.66
-5.48
Johnson Matthey
208,599.782
8/12/24
0.06
411,908.511
435,649.486
-23,740.975
-5.45
-5.61
L
Anglo American
295,306.920
8/12/24
0.29
245,425.514
270,629.044
-25,203.530
-9.31
-6.48
DS Smith
58,730.693
8/12/24
1.19
46,151.214
44,572.878
1,578.336
3.54
-6.59
S
National Grid
129,419.167
8/12/24
-0.04
108,466.596
114,483.981
-6,017.386
-5.26
-6.97
Pearson
136,839.870
8/12/24
-0.72
113,678.283
112,076.150
1,602.133
1.43
-6.95
L
BAT
370,506.017
8/12/24
383,006.131
416,050.858
-33,044.727
-7.94
-7.54
S
United Utilities
130,794.841
8/12/24
-0.12
101,614.681
107,764.452
-6,149.770
-5.71
-7.68
Admiral Group
356,881.555
8/12/24
0.86
273,018.358
288,939.762
-15,921.404
-5.51
-8.04
Ass Brit Foods
322,092.878
8/12/24
-0.90
304,896.955
353,615.232
-48,718.277
-13.78
-8.15
S
Croda
506,486.091
8/12/24
-0.05
632,545.439
713,250.041
-80,704.602
-11.32
-8.65
Hiscox
157,276.564
8/12/24
1.89
206,747.913
232,243.733
-25,495.820
-10.98
-9.37
L
Abrdn
20,231.666
8/12/24
2.51
33,809.832
36,355.454
-2,545.622
-7.00
-10.67
S
Whitbread
372,225.610
8/12/24
-1.44
586,248.721
633,455.630
-47,206.909
-7.45
-10.73
L
St. James´s Place
91,402.948
8/12/24
-1.22
128,069.949
156,089.067
-28,019.118
-17.95
-11.20
BP
58,148.677
8/12/24
1.35
66,773.094
78,002.536
-11,229.442
-14.40
-11.61
L
HSBC
85,172.733
8/12/24
0.22
80,291.736
91,007.625
-10,715.890
-11.77
-11.77
⇓ instrument
freshest
⇓ Δday
9/09/19
⇓ Δwk
5/20/19
prc diff
⇓ Δ16
∅-RS
L
Frasers
110,913.708
8/12/24
-0.42
34,259.571
40,261.180
-6,001.609
-14.91
-11.87
Shell
370,241.465
8/12/24
0.83
301,127.079
355,435.104
-54,308.025
-15.28
-12.25
L
Taylor Wimpey
20,899.661
8/12/24
0.54
19,788.540
24,008.318
-4,219.778
-17.58
-12.52
L
British Land
52,249.153
8/12/24
-0.40
68,439.776
77,694.558
-9,254.782
-11.91
-13.66
S
Legal & General
29,841.541
8/12/24
0.53
31,270.126
38,077.333
-6,807.207
-17.88
-13.81
Mondi
188,229.226
8/12/24
-0.42
213,758.559
231,823.762
-18,065.203
-7.79
-13.89
Prudential
84,048.384
8/12/24
0.41
190,411.786
229,373.934
-38,962.148
-16.99
-14.27
L
Imperial Brands
282,277.701
8/12/24
0.38
282,542.254
306,228.551
-23,686.297
-7.73
-14.23
S
Bunzl
423,548.828
8/12/24
0.50
274,605.674
294,959.340
-20,353.666
-6.90
-14.49
Land Securities
81,416.085
8/12/24
-0.73
102,619.982
121,679.477
-19,059.496
-15.66
-14.54
Aviva
64,048.202
8/12/24
0.35
49,524.260
58,361.912
-8,837.652
-15.14
-15.18
Rolls-Royce
64,378.893
8/12/24
0.35
104,022.111
131,758.771
-27,736.660
-21.05
-15.47
L
Persimmon
208,665.920
8/12/24
0.03
251,126.624
286,419.938
-35,293.314
-12.32
-16.26
Barclays
29,114.022
8/12/24
0.85
18,621.863
21,888.867
-3,267.004
-14.93
-16.69
Kingfisher
35,899.798
8/12/24
0.18
26,719.820
31,357.804
-4,637.984
-14.79
-17.46
L
Lloyds Bank
7,513.296
8/12/24
-0.28
6,637.627
8,329.417
-1,691.790
-20.31
-17.90
Fresnillo
71,429.221
8/12/24
0.93
92,117.240
103,200.771
-11,083.531
-10.74
-19.91
Glencore
54,266.367
8/12/24
1.27
32,110.081
38,217.323
-6,107.243
-15.98
-20.72
L
NatWest
44,259.662
8/12/24
0.48
25,502.878
31,105.821
-5,602.944
-18.01
-21.03
J Sainsbury
35,661.700
8/12/24
0.67
26,561.088
27,690.060
-1,128.972
-4.08
-21.64
Int Cons Airlines
22,017.396
8/12/24
-0.06
56,019.028
70,331.074
-14,312.045
-20.35
-26.40
L
BT Group
18,717.102
8/12/24
8.43
22,365.283
28,453.007
-6,087.724
-21.40
-26.77
Centrica
16,838.778
8/12/24
3.29
8,968.336
13,094.683
-4,126.347
-31.51
-41.89
L
Airtel Africa
14,550.397
8/12/24
-0.63
8,022.560
-na-
Haleon
49,365.529
8/12/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
9/09/19
⇓ Δwk
5/20/19
prc diff
⇓ Δ16
∅-RS
S
M&G
26,971.145
8/12/24
1.09
-na-
FTSE - 97 out of 100 instruments rated - 9/09/19 / 5/20/19 - 32 did rise, Market-Ratio(16) in JPY = 32.99 %
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
1/02/06
6/19/06
168
- cash -
short
6/19/06
9/04/06
77
Carnival
100
2
4,677.386
5,086.597
4,268.175
-409.211
-9
9,182
-35
long
9/04/06
7/30/07
329
LSE Group
100
3
2,466.062
2,949.546
483.483
20
10,632
22
short
7/30/07
2/16/09
567
Taylor Wimpey
100
19
546.602
17.484
17,087.953
16,541.351
3,026
324,918
817
long
2/16/09
7/05/10
504
Randgold Res
100
75
4,281.943
8,175.566
3,893.622
91
616,939
60
short
7/05/10
9/06/10
63
BP
100
1,386
444.884
529.434
360.335
-84.550
-19
499,754
-71
long
9/06/10
8/08/11
336
Croda
100
269
1,853.344
2,276.933
423.589
23
613,699
25
short
8/08/11
11/28/11
112
Lloyds Bank
100
14,540
42.207
28.427
62.666
20.459
48
911,178
263
long
11/28/11
6/04/12
189
Next
100
284
3,197.526
3,585.164
387.639
12
1,021,267
25
short
6/04/12
7/30/12
56
Aviva
100
3,153
323.899
369.441
278.357
-45.542
-14
877,673
-63
long
7/30/12
8/24/15
1120
Ashtead
100
2,724
322.118
1,649.814
1,327.697
412
4,494,319
70
short
8/24/15
5/09/16
259
Glencore
100
17,443
257.655
206.893
320.872
63.217
25
5,597,005
36
long
5/09/16
10/08/18
882
Fresnillo
100
3,451
1,621.742
1,149.337
-472.406
-29
3,966,733
-13
short
10/08/18
2/11/19
126
Fresnillo
100
3,451
1,149.337
1,382.869
915.805
-233.532
-20
3,160,814
-48
long
2/11/19
3/09/20
392
Micro Focus
100
1,319
2,396.060
793.869
-1,602.190
-67
1,047,525
-64
short
3/09/20
7/06/20
119
Micro Focus
100
1,319
793.869
588.853
1,070.264
276.395
35
1,412,090
150
long
7/06/20
3/07/22
609
Scottish Mortgage
100
1,171
1,205.357
1,295.512
90.155
7
1,517,661
4
short
3/07/22
1/09/23
308
Polymetal
100
5,811
261.146
506.181
16.110
-245.035
-94
93,762
-96
long
1/09/23
8/21/23
224
Antofagasta
100
33
2,774.352
2,592.308
-182.044
-7
87,754
-10
short
8/21/23
12/11/23
112
Fresnillo
100
92
951.135
1,057.894
844.376
-106.759
-11
77,932
-32
long
12/11/23
8/12/24
245
Rolls-Royce
100
142
545.293
994.131
448.838
82
141,667
145
accum 6/19/06
8/12/24 7321
days out of 7489 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 7/30/07 2/16/09 567 546.60 17.48 17,087.95 16,541.35 3,026.21 3,026.21
Ashtead long 7/30/12 8/24/15 1120 322.12 1,649.81 1,327.70 412.18 412.18
Randgold Res long 2/16/09 7/05/10 504 4,281.94 8,175.57 3,893.62 90.93 90.93
Rolls-Royce long 12/11/23 8/12/24 245 545.29 994.13 448.84 82.31 82.31
Lloyds Bank short 8/08/11 11/28/11 112 42.21 28.43 62.67 20.46 48.47 48.47
Glencore short 8/24/15 5/09/16 259 257.66 206.89 320.87 63.22 24.54 24.54
Croda long 9/06/10 8/08/11 336 1,853.34 2,276.93 423.59 22.86 22.86
LSE Group long 9/04/06 7/30/07 329 2,466.06 2,949.55 483.48 19.61 19.61
Next long 11/28/11 6/04/12 189 3,197.53 3,585.16 387.64 12.12 12.12
Scottish Mortgage long 7/06/20 3/07/22 609 1,205.36 1,295.51 90.15 7.48 7.48
Antofagasta long 1/09/23 8/21/23 224 2,774.35 2,592.31 -182.04 -6.56 -6.56
Carnival short 6/19/06 9/04/06 77 4,677.39 5,086.60 4,268.18 -409.21 -8.75 -8.75
Aviva short 6/04/12 7/30/12 56 323.90 369.44 278.36 -45.54 -14.06 -14.06
BP short 7/05/10 9/06/10 63 444.88 529.43 360.33 -84.55 -19.00 -19.00
Fresnillo long 5/09/16 10/08/18 882 1,621.74 1,149.34 -472.41 -29.13
short 10/08/18 2/11/19 126 1,149.34 1,382.87 915.80 -233.53 -20.32
short 8/21/23 12/11/23 112 951.13 1,057.89 844.38 -106.76 -11.22 -49.87
Micro Focus long 2/11/19 3/09/20 392 2,396.06 793.87 -1,602.19 -66.87
short 3/09/20 7/06/20 119 793.87 588.85 1,070.26 276.39 34.82 -55.33
Polymetal short 3/07/22 1/09/23 308 261.15 506.18 16.11 -245.04 -93.83 -93.83
Annotations
4/20/23 Melrose reverse split 3:1 (one for three)
9/26/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
7/18/22 GlaxoSmithKline demergers OTC business -> Haleon
11/30/21 JD Sports stock split 1:5 (five for one)
5/28/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
2/12/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
8/31/18 Rightmove stock split 1:10 (ten for one)
7/02/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
5/21/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
1/19/18 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
8/14/17 Standard Life merger with Aberdeen Asset Management completed
3/20/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
2/14/17 FTSE machine learning processed for all techniques
12/19/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
10/04/16 SAB Miller acquired by AB InBev - deletion
9/19/16 FTSE Polymetal replaces Berkeley
9/05/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
7/11/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
2/18/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
8/26/15 FTSE complete analysis
6/22/15 FTSE Inmarsat replaces Aggreko
4/21/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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