Assessment - FTSE 100 Index in Japanese yen - 8/31/20 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
8/31/20
⇓ Δwk
5/11/20
prc diff
⇓ Δ16
∅-RS
FTSE
1,162,216.843
8/12/24
0.52
844,183.977
789,385.877
54,798.100
6.94
-6.08
Fresnillo
76,440.680
8/12/24
0.93
178,715.479
91,248.650
87,466.829
95.86
82.18
Ocado
53,324.452
8/12/24
0.72
353,467.368
254,435.683
99,031.684
38.92
78.04
Scottish Mortgage
116,727.750
8/12/24
-0.17
136,106.878
93,029.500
43,077.378
46.31
62.85
S
Flutter
2,078,761.832
8/12/24
-1.28
1,752,473.373
1,309,057.969
443,415.404
33.87
45.43
Endeavour Mining
221,819.530
8/12/24
1.89
511,610.395
366,405.990
145,204.405
39.63
42.13
Kingfisher
38,418.520
8/12/24
0.18
38,262.807
21,589.489
16,673.318
77.23
42.44
Pershing Square
500,261.785
8/12/24
-0.79
301,516.017
226,991.981
74,524.036
32.83
40.08
S
B&M
62,936.160
8/12/24
-2.22
67,069.619
45,212.337
21,857.282
48.34
32.67
Antofagasta
266,056.034
8/12/24
1.79
152,032.020
105,947.311
46,084.709
43.50
28.10
S
Bunzl
453,264.923
8/12/24
0.50
342,850.607
231,643.456
111,207.151
48.01
27.41
S
Croda
542,021.046
8/12/24
-0.05
835,185.210
664,762.230
170,422.981
25.64
23.57
Admiral Group
381,920.288
8/12/24
0.86
373,285.322
322,147.870
51,137.452
15.87
22.62
Reckitt Benckiser
591,707.488
8/12/24
1,063,091.683
909,828.513
153,263.169
16.85
20.31
L
LSE Group
1,406,791.630
8/12/24
1.12
1,245,699.974
1,057,346.721
188,353.253
17.81
20.07
S
Spirax-Sarco
1,092,110.830
8/12/24
0.72
1,450,249.572
1,232,507.980
217,741.592
17.67
19.35
L
Frasers
118,695.390
8/12/24
-0.42
49,969.556
32,533.745
17,435.811
53.59
19.63
L
Rentokil Initial
66,390.146
8/12/24
1.01
75,449.783
63,525.859
11,923.924
18.77
18.57
Ashtead
729,300.712
8/12/24
-0.43
368,755.504
301,415.581
67,339.923
22.34
18.00
L
Segro
125,221.159
8/12/24
-0.96
134,875.334
111,343.022
23,532.312
21.13
16.04
Rio Tinto
699,573.781
8/12/24
0.56
656,115.839
488,271.977
167,843.861
34.38
15.30
L
Persimmon
223,305.876
8/12/24
0.03
370,878.856
294,770.617
76,108.239
25.82
15.51
Rightmove
76,044.321
8/12/24
0.04
89,718.710
69,426.587
20,292.122
29.23
15.22
Intertek
662,485.895
8/12/24
0.60
831,787.847
631,404.509
200,383.338
31.74
14.36
L
Experian
498,846.217
8/12/24
1.18
394,943.515
339,690.576
55,252.939
16.27
13.47
⇓ instrument
freshest
⇓ Δday
8/31/20
⇓ Δwk
5/11/20
prc diff
⇓ Δ16
∅-RS
L
AstraZeneca
1,809,096.099
8/12/24
0.63
1,180,583.839
1,157,154.085
23,429.754
2.02
12.31
L
Airtel Africa
15,571.250
8/12/24
-0.63
8,450.942
5,282.747
3,168.195
59.97
12.75
L
Auto Trader
112,934.027
8/12/24
0.81
79,724.798
66,037.655
13,687.143
20.73
12.26
L
JD Sports Fashion
17,036.363
8/12/24
-4.07
20,123.717
14,331.859
5,791.858
40.41
12.50
Weir Group
269,524.176
8/12/24
0.79
179,564.820
123,835.555
55,729.265
45.00
12.28
S
Entain
82,159.576
8/12/24
3.98
113,839.991
103,555.124
10,284.867
9.93
12.18
Next
1,350,735.131
8/12/24
0.23
854,720.051
637,384.977
217,335.074
34.10
11.82
S
Sage Group
142,335.378
8/12/24
1.03
104,836.977
85,401.081
19,435.896
22.76
11.38
L
Halma
357,714.072
8/12/24
0.04
313,973.016
296,099.610
17,873.407
6.04
10.71
S
RS Group
106,733.839
8/12/24
-0.40
94,559.953
77,347.385
17,212.568
22.25
10.14
InterContinental Hot
1,023,172.661
8/12/24
-0.61
623,699.328
468,071.286
155,628.042
33.25
9.55
DCC
726,894.246
8/12/24
-0.29
938,238.572
785,700.580
152,537.992
19.41
9.13
CRH (L)
908,228.527
8/12/24
-1.35
400,605.787
308,459.243
92,146.544
29.87
9.08
Berkeley
717,693.053
8/12/24
1.00
645,357.521
554,322.923
91,034.598
16.42
8.33
Smurfit Kappa
432,880.741
8/12/24
0.07
378,522.924
335,437.798
43,085.126
12.84
7.60
Phoenix
76,157.567
8/12/24
0.47
97,815.759
78,702.957
19,112.802
24.28
7.62
L
Anglo American
316,025.590
8/12/24
0.29
259,417.020
189,700.441
69,716.579
36.75
6.55
L
St. James´s Place
97,815.759
8/12/24
-1.22
138,697.368
112,485.956
26,211.412
23.30
5.71
F&C Investment Trust
145,237.292
8/12/24
98,381.987
86,650.335
11,731.652
13.54
4.88
L
Unilever Plc
667,298.827
8/12/24
-0.34
631,343.396
554,588.721
76,754.675
13.84
4.16
L
3i Group
427,218.468
8/12/24
0.23
132,780.293
97,734.135
35,046.158
35.86
3.77
ConvaTec
32,784.558
8/12/24
-0.17
27,122.286
29,131.524
-2,009.238
-6.90
2.99
Prudential
89,945.200
8/12/24
0.41
172,911.650
148,980.100
23,931.550
16.06
3.04
S
Severn Trent
355,873.834
8/12/24
-0.63
330,110.493
323,742.661
6,367.832
1.97
2.31
L
Schroders
47,732.958
8/12/24
-0.12
69,739.381
62,785.610
6,953.771
11.08
2.34
⇓ instrument
freshest
⇓ Δday
8/31/20
⇓ Δwk
5/11/20
prc diff
⇓ Δ16
∅-RS
L
Smiths Group
246,733.529
8/12/24
0.52
198,462.655
167,453.101
31,009.554
18.52
1.36
Johnson Matthey
223,235.098
8/12/24
0.06
336,197.436
261,014.198
75,183.238
28.80
0.76
Ass Brit Foods
344,690.845
8/12/24
-0.90
289,625.244
229,251.269
60,373.975
26.34
-0.15
L
Hargreaves Lansdown
155,995.610
8/12/24
228,826.592
210,645.369
18,181.223
8.63
-0.74
BAE Systems
184,519.309
8/12/24
2.04
73,552.921
66,848.341
6,704.580
10.03
-0.75
Mondi
201,435.348
8/12/24
-0.42
206,814.507
181,208.177
25,606.330
14.13
-0.72
Pearson
146,440.525
8/12/24
-0.72
79,186.882
60,455.885
18,730.997
30.98
-0.93
L
SSE
265,843.699
8/12/24
0.86
178,220.030
164,994.464
13,225.567
8.02
-0.96
S
Unite
132,214.065
8/12/24
-1.11
134,620.531
104,857.537
29,762.995
28.38
-1.41
S
United Utilities
139,971.379
8/12/24
-0.12
117,662.025
120,858.611
-3,196.586
-2.64
-3.32
L
Tesco
47,209.198
8/12/24
0.91
39,214.069
40,081.096
-867.027
-2.16
-3.62
RELX
499,837.115
8/12/24
0.57
241,000.478
247,259.122
-6,258.644
-2.53
-4.16
S
National Grid
138,499.188
8/12/24
-0.04
119,360.707
123,011.579
-3,650.873
-2.97
-4.70
S
Legal & General
31,935.218
8/12/24
0.53
30,760.296
27,071.585
3,688.711
13.63
-4.89
Smith and Nephew
163,639.678
8/12/24
-0.86
215,378.694
213,502.703
1,875.991
0.88
-5.38
Beazley
103,619.589
8/12/24
1.24
60,869.431
50,847.267
10,022.164
19.71
-5.31
Glencore
58,073.683
8/12/24
1.27
23,948.582
19,695.674
4,252.908
21.59
-6.00
J Sainsbury
38,163.717
8/12/24
0.67
26,018.143
25,357.184
660.959
2.61
-6.78
L
Abrdn
21,651.115
8/12/24
2.51
33,577.277
28,533.477
5,043.800
17.68
-7.10
L
Coca-Cola HBC
383,335.856
8/12/24
0.89
282,264.290
245,730.780
36,533.509
14.87
-7.52
L
Barratt Developments
74,260.705
8/12/24
0.15
74,345.639
67,778.636
6,567.003
9.69
-7.42
Aviva
68,541.810
8/12/24
0.35
40,018.112
32,188.207
7,829.905
24.33
-8.22
GSK
222,527.314
8/12/24
0.42
206,169.008
224,618.400
-18,449.392
-8.21
-9.60
WPP Group
97,702.514
8/12/24
1.68
91,389.080
78,383.999
13,005.081
16.59
-9.80
Barclays
31,156.655
8/12/24
0.85
15,848.701
13,635.467
2,213.234
16.23
-9.89
⇓ instrument
freshest
⇓ Δday
8/31/20
⇓ Δwk
5/11/20
prc diff
⇓ Δ16
∅-RS
S
Diageo
347,026.533
8/12/24
1.03
355,236.828
376,237.879
-21,001.051
-5.58
-10.82
S
Burberry Group
94,984.623
8/12/24
-2.02
204,478.820
182,271.371
22,207.449
12.18
-10.90
L
BAT
396,500.640
8/12/24
358,492.635
405,475.722
-46,983.088
-11.59
-11.17
Centrica
18,020.183
8/12/24
3.29
6,517.276
4,836.205
1,681.071
34.76
-10.63
L
Vodafone
10,537.489
8/12/24
0.87
15,775.091
15,017.619
757.472
5.04
-14.23
Compass Group
333,224.743
8/12/24
0.90
172,770.093
168,782.093
3,988.000
2.36
-14.62
Land Securities
87,128.220
8/12/24
-0.73
81,833.995
84,045.509
-2,211.514
-2.63
-17.25
L
British Land
55,914.942
8/12/24
-0.40
51,767.327
50,966.876
800.451
1.57
-17.45
DS Smith
62,851.226
8/12/24
1.19
36,620.748
41,982.885
-5,362.136
-12.77
-17.88
L
Taylor Wimpey
22,365.977
8/12/24
0.54
17,340.710
20,021.277
-2,680.568
-13.39
-18.64
S
Whitbread
398,340.878
8/12/24
-1.44
357,997.186
377,168.174
-19,170.988
-5.08
-19.58
L
Imperial Brands
302,082.244
8/12/24
0.38
177,370.690
214,765.246
-37,394.557
-17.41
-20.62
Hiscox
168,311.053
8/12/24
1.89
112,311.177
104,139.881
8,171.297
7.85
-21.23
Standard Chartered
102,204.021
8/12/24
0.92
55,546.894
53,797.631
1,749.263
3.25
-21.75
L
BT Group
20,030.289
8/12/24
8.43
14,813.921
14,186.999
626.922
4.42
-22.92
L
NatWest
47,364.910
8/12/24
0.48
15,967.609
14,678.726
1,288.883
8.78
-23.30
Informa
114,349.595
8/12/24
1.03
58,519.587
57,266.302
1,253.285
2.19
-24.87
Melrose
68,895.702
8/12/24
0.19
43,231.451
37,373.937
5,857.514
15.67
-26.16
BP
62,228.376
8/12/24
1.35
37,399.311
41,710.441
-4,311.130
-10.34
-27.45
L
Lloyds Bank
8,040.427
8/12/24
-0.28
4,013.136
4,042.132
-28.996
-0.72
-27.55
L
HSBC
91,148.433
8/12/24
0.22
46,734.983
54,621.607
-7,886.624
-14.44
-27.83
Int Cons Airlines
23,562.132
8/12/24
-0.06
30,618.739
24,579.723
6,039.016
24.57
-28.43
Shell
396,217.526
8/12/24
0.83
156,675.083
174,603.082
-17,927.999
-10.27
-29.64
Rolls-Royce
68,895.702
8/12/24
0.35
34,129.348
37,557.338
-3,427.990
-9.13
-41.43
Haleon
52,829.003
8/12/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
8/31/20
⇓ Δwk
5/11/20
prc diff
⇓ Δ16
∅-RS
S
M&G
28,863.435
8/12/24
1.09
23,434.731
17,137.363
6,297.368
36.75
-na-
FTSE - 99 out of 100 instruments rated - 8/31/20 / 5/11/20 - 81 did rise, Market-Ratio(16) in JPY = 81.82 %
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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