Assessment - FTSE 100 Index in Japanese yen - 6/01/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
6/01/20
⇓ Δwk
2/10/20
prc diff
⇓ Δ16
∅-RS
FTSE
1,100,960.030
8/12/24
0.52
826,891.014
1,054,586.933
-227,695.919
-21.59
-11.65
Ocado
50,513.887
8/12/24
0.72
298,899.535
172,344.968
126,554.567
73.43
71.92
S
Flutter
1,969,196.801
8/12/24
-1.28
1,448,234.624
1,192,394.933
255,839.691
21.46
39.47
Endeavour Mining
210,128.116
8/12/24
1.89
431,246.724
352,039.734
79,206.990
22.50
34.46
Scottish Mortgage
110,575.395
8/12/24
-0.17
99,432.035
88,650.740
10,781.295
12.16
32.30
Pershing Square
473,894.552
8/12/24
-0.79
259,609.466
216,670.338
42,939.128
19.82
29.88
L
AstraZeneca
1,713,744.305
8/12/24
0.63
1,167,169.830
1,091,848.567
75,321.263
6.90
18.98
Fresnillo
72,411.731
8/12/24
0.93
108,537.139
92,417.688
16,119.451
17.44
16.50
L
LSE Group
1,332,644.045
8/12/24
1.12
1,089,662.458
1,156,424.824
-66,762.366
-5.77
15.26
S
Entain
77,829.201
8/12/24
3.98
109,046.703
128,302.828
-19,256.124
-15.01
15.08
S
Spirax-Sarco
1,034,549.085
8/12/24
0.72
1,318,429.891
1,304,270.467
14,159.424
1.09
13.35
L
Halma
338,860.083
8/12/24
0.04
307,347.570
311,835.349
-4,487.779
-1.44
12.77
L
Experian
472,553.594
8/12/24
1.18
376,943.290
393,405.359
-16,462.069
-4.18
12.35
Reckitt Benckiser
560,520.438
8/12/24
950,202.828
917,379.379
32,823.449
3.58
12.13
ConvaTec
31,056.587
8/12/24
-0.17
27,489.639
30,022.295
-2,532.657
-8.44
12.30
L
Rentokil Initial
62,890.929
8/12/24
1.01
66,498.106
70,099.227
-3,601.121
-5.14
11.23
S
B&M
59,618.992
8/12/24
-2.22
53,222.622
52,539.017
683.606
1.30
11.17
Ashtead
690,861.554
8/12/24
-0.43
327,193.748
375,561.919
-48,368.171
-12.88
10.47
S
Severn Trent
337,116.837
8/12/24
-0.63
332,691.676
362,533.376
-29,841.700
-8.23
8.77
L
BAT
375,602.332
8/12/24
432,324.854
488,570.370
-56,245.516
-11.51
6.62
L
Persimmon
211,536.122
8/12/24
0.03
320,354.863
435,748.124
-115,393.262
-26.48
6.54
S
United Utilities
132,593.926
8/12/24
-0.12
123,797.241
139,943.548
-16,146.307
-11.54
5.67
DCC
688,581.925
8/12/24
-0.29
902,464.724
882,542.188
19,922.536
2.26
5.60
S
Croda
513,452.812
8/12/24
-0.05
686,570.488
718,694.095
-32,123.607
-4.47
4.80
L
Frasers
112,439.327
8/12/24
-0.42
41,569.698
66,275.633
-24,705.935
-37.28
5.41
⇓ instrument
freshest
⇓ Δday
6/01/20
⇓ Δwk
2/10/20
prc diff
⇓ Δ16
∅-RS
Antofagasta
252,033.053
8/12/24
1.79
120,042.559
118,616.389
1,426.170
1.20
4.78
Rio Tinto
662,701.436
8/12/24
0.56
586,937.310
583,806.189
3,131.121
0.54
4.12
L
Auto Trader
106,981.628
8/12/24
0.81
73,886.785
82,164.791
-8,278.006
-10.07
4.26
Admiral Group
361,790.464
8/12/24
0.86
307,883.953
325,147.122
-17,263.168
-5.31
3.98
Smurfit Kappa
410,064.952
8/12/24
0.07
358,035.782
419,462.445
-61,426.663
-14.64
4.06
Rightmove
72,036.263
8/12/24
0.04
79,116.521
98,365.501
-19,248.980
-19.57
4.08
L
Hargreaves Lansdown
147,773.570
8/12/24
245,596.455
231,469.064
14,127.391
6.10
3.12
S
RS Group
101,108.232
8/12/24
-0.40
85,553.119
98,648.730
-13,095.611
-13.27
3.24
Intertek
627,568.337
8/12/24
0.60
744,768.065
832,693.848
-87,925.784
-10.56
2.96
L
Segro
118,621.143
8/12/24
-0.96
112,935.481
129,407.422
-16,471.940
-12.73
2.99
S
National Grid
131,199.329
8/12/24
-0.04
124,601.816
145,041.673
-20,439.857
-14.09
2.21
Kingfisher
36,393.600
8/12/24
0.18
26,819.160
29,795.712
-2,976.552
-9.99
2.27
L
Schroders
45,217.103
8/12/24
-0.12
68,160.894
82,214.356
-14,053.462
-17.09
0.95
L
JD Sports Fashion
16,138.429
8/12/24
-4.07
17,652.371
23,961.190
-6,308.819
-26.33
0.74
RELX
473,492.264
8/12/24
0.57
254,580.873
293,850.295
-39,269.422
-13.36
-0.04
CRH (L)
860,358.643
8/12/24
-1.35
354,951.579
423,002.810
-68,051.232
-16.09
-0.46
DS Smith
59,538.535
8/12/24
1.19
45,552.343
51,845.105
-6,292.762
-12.14
-1.13
GSK
210,798.595
8/12/24
0.42
224,480.390
245,027.246
-20,546.856
-8.39
-1.57
L
SSE
251,831.910
8/12/24
0.86
167,753.844
226,583.360
-58,829.516
-25.96
-1.95
Berkeley
679,865.698
8/12/24
1.00
553,815.648
731,014.566
-177,198.918
-24.24
-2.42
L
Tesco
44,720.949
8/12/24
0.91
39,389.300
46,064.397
-6,675.097
-14.49
-3.03
L
Vodafone
9,982.091
8/12/24
0.87
18,145.843
21,242.190
-3,096.347
-14.58
-3.23
F&C Investment Trust
137,582.289
8/12/24
90,782.856
109,751.315
-18,968.459
-17.28
-3.38
S
Sage Group
134,833.325
8/12/24
1.03
91,882.441
109,581.378
-17,698.936
-16.15
-3.75
Mondi
190,818.321
8/12/24
-0.42
205,837.051
235,575.887
-29,738.837
-12.62
-3.83
⇓ instrument
freshest
⇓ Δday
6/01/20
⇓ Δwk
2/10/20
prc diff
⇓ Δ16
∅-RS
S
Bunzl
429,374.747
8/12/24
0.50
255,452.496
281,388.210
-25,935.714
-9.22
-3.92
Smith and Nephew
155,014.743
8/12/24
-0.86
222,867.217
264,323.651
-41,456.434
-15.68
-4.52
L
St. James´s Place
92,660.197
8/12/24
-1.22
125,674.582
166,751.192
-41,076.609
-24.63
-5.20
L
Unilever Plc
632,127.594
8/12/24
-0.34
578,757.466
663,535.209
-84,777.742
-12.78
-6.63
J Sainsbury
36,152.227
8/12/24
0.67
25,974.356
28,464.535
-2,490.178
-8.75
-6.76
L
Abrdn
20,509.952
8/12/24
2.51
34,234.657
45,359.156
-11,124.499
-24.53
-6.55
L
Anglo American
299,368.870
8/12/24
0.29
227,828.762
285,353.419
-57,524.658
-20.16
-7.38
Phoenix
72,143.540
8/12/24
0.47
84,024.427
110,133.674
-26,109.247
-23.71
-8.05
L
Taylor Wimpey
21,187.136
8/12/24
0.54
20,288.694
30,843.660
-10,554.966
-34.22
-7.93
S
Diageo
328,735.850
8/12/24
1.03
382,307.121
443,890.964
-61,583.842
-13.87
-8.60
BAE Systems
174,793.873
8/12/24
2.04
66,819.936
91,851.230
-25,031.293
-27.25
-9.82
Next
1,279,542.109
8/12/24
0.23
686,838.680
974,025.219
-287,186.539
-29.48
-11.34
L
Smiths Group
233,728.977
8/12/24
0.52
176,537.119
245,842.946
-69,305.827
-28.19
-11.96
InterContinental Hot
969,244.431
8/12/24
-0.61
530,751.170
669,907.866
-139,156.695
-20.77
-13.19
Ass Brit Foods
326,523.269
8/12/24
-0.90
263,766.436
383,492.337
-119,725.901
-31.22
-13.46
Barclays
29,514.485
8/12/24
0.85
16,196.091
25,051.623
-8,855.532
-35.35
-13.84
S
Unite
125,245.476
8/12/24
-1.11
118,339.542
184,098.980
-65,759.438
-35.72
-14.68
L
Coca-Cola HBC
363,131.422
8/12/24
0.89
276,773.728
393,971.817
-117,198.089
-29.75
-15.62
L
3i Group
404,701.120
8/12/24
0.23
112,211.364
161,865.488
-49,654.124
-30.68
-16.71
S
Legal & General
30,252.012
8/12/24
0.53
27,798.059
43,617.297
-15,819.238
-36.27
-16.64
L
Imperial Brands
286,160.434
8/12/24
0.38
200,875.506
261,590.489
-60,714.983
-23.21
-17.69
S
Burberry Group
89,978.281
8/12/24
-2.02
203,155.135
282,662.742
-79,507.607
-28.13
-17.81
L
Barratt Developments
70,346.656
8/12/24
0.15
68,067.027
116,662.108
-48,595.080
-41.65
-18.03
Prudential
85,204.470
8/12/24
0.41
146,097.372
207,252.967
-61,155.595
-29.51
-18.26
L
British Land
52,967.840
8/12/24
-0.40
54,576.990
80,720.322
-26,143.332
-32.39
-19.40
⇓ instrument
freshest
⇓ Δday
6/01/20
⇓ Δwk
2/10/20
prc diff
⇓ Δ16
∅-RS
Weir Group
255,318.400
8/12/24
0.79
134,632.182
195,852.992
-61,220.810
-31.26
-20.05
Johnson Matthey
211,469.074
8/12/24
0.06
280,394.315
376,978.065
-96,583.751
-25.62
-22.16
Pearson
138,722.104
8/12/24
-0.72
67,034.490
82,023.176
-14,988.687
-18.27
-23.10
Land Securities
82,535.964
8/12/24
-0.73
82,898.023
135,411.881
-52,513.858
-38.78
-23.31
Beazley
98,158.124
8/12/24
1.24
52,431.457
85,889.255
-33,457.798
-38.95
-23.85
WPP Group
92,552.920
8/12/24
1.68
85,928.588
136,488.152
-50,559.564
-37.04
-23.77
Glencore
55,012.801
8/12/24
1.27
21,047.677
32,514.712
-11,467.036
-35.27
-24.38
L
BT Group
18,974.555
8/12/24
8.43
15,970.810
21,828.474
-5,857.665
-26.83
-27.26
Melrose
65,264.425
8/12/24
0.19
48,073.344
101,665.121
-53,591.778
-52.71
-27.24
Aviva
64,929.186
8/12/24
0.35
33,939.647
57,594.658
-23,655.011
-41.07
-28.62
BP
58,948.513
8/12/24
1.35
41,703.793
65,794.143
-24,090.350
-36.61
-29.56
Informa
108,322.586
8/12/24
1.03
64,419.622
111,535.659
-47,116.037
-42.24
-29.77
Compass Group
315,661.510
8/12/24
0.90
160,378.575
281,813.054
-121,434.479
-43.09
-30.97
L
HSBC
86,344.285
8/12/24
0.22
51,010.042
81,895.723
-30,885.681
-37.71
-31.93
Standard Chartered
96,817.167
8/12/24
0.92
53,678.548
89,302.167
-35,623.619
-39.89
-32.84
Shell
375,334.140
8/12/24
0.83
173,090.857
279,603.866
-106,513.010
-38.09
-34.33
L
NatWest
44,868.454
8/12/24
0.48
15,467.950
31,367.634
-15,899.684
-50.69
-35.95
L
Lloyds Bank
7,616.641
8/12/24
-0.28
4,138.196
8,055.038
-3,916.842
-48.63
-36.23
S
Whitbread
377,345.577
8/12/24
-1.44
335,373.592
652,276.848
-316,903.256
-48.58
-36.95
Int Cons Airlines
22,320.246
8/12/24
-0.06
32,451.183
85,875.093
-53,423.910
-62.21
-38.02
Centrica
17,070.395
8/12/24
3.29
5,092.958
11,708.695
-6,615.737
-56.50
-40.30
Hiscox
159,439.904
8/12/24
1.89
100,169.561
189,763.564
-89,594.003
-47.21
-41.60
Rolls-Royce
65,264.425
8/12/24
0.35
38,418.446
97,997.303
-59,578.857
-60.80
-50.78
L
Airtel Africa
14,750.538
8/12/24
-0.63
5,149.279
10,408.673
-5,259.394
-50.53
-na-
Haleon
50,044.552
8/12/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
6/01/20
⇓ Δwk
2/10/20
prc diff
⇓ Δ16
∅-RS
S
M&G
27,342.133
8/12/24
1.09
19,115.356
34,015.827
-14,900.471
-43.80
-na-
FTSE - 99 out of 100 instruments rated - 6/01/20 / 2/10/20 - 14 did rise, Market-Ratio(16) in JPY = 14.14 %
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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