Assessment - FTSE 100 Index in Japanese yen - 15/03/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
15/03/21
⇓ Δwk
23/11/20
prc diff
⇓ Δ16
∅-RS
FTSE
1,244,945.516
12/08/24
0.52
1,023,477.817
880,017.935
143,459.882
16.30
21.98
S
Entain
88,007.841
12/08/24
3.98
226,843.092
134,909.852
91,933.240
68.14
96.12
Antofagasta
284,994.379
12/08/24
1.79
263,310.848
158,598.966
104,711.882
66.02
84.90
Glencore
62,207.472
12/08/24
1.27
43,230.592
27,743.357
15,487.235
55.82
76.15
Ashtead
781,213.641
12/08/24
-0.43
642,469.371
446,967.037
195,502.334
43.74
75.77
L
Anglo American
338,520.857
12/08/24
0.29
454,444.348
304,137.657
150,306.691
49.42
75.60
Barclays
33,374.441
12/08/24
0.85
27,336.412
19,479.260
7,857.152
40.34
72.97
L
Frasers
127,144.340
12/08/24
-0.42
74,694.456
65,801.551
8,892.906
13.51
66.62
S
Flutter
2,226,731.817
12/08/24
-1.28
2,558,808.268
1,742,990.823
815,817.445
46.81
65.14
L
NatWest
50,736.429
12/08/24
0.48
28,575.254
21,966.269
6,608.985
30.09
64.70
Melrose
73,799.821
12/08/24
0.19
81,063.046
67,045.056
14,017.990
20.91
60.87
Weir Group
288,709.389
12/08/24
0.79
276,502.926
235,223.871
41,279.055
17.55
61.27
Pearson
156,864.424
12/08/24
-0.72
121,640.059
87,031.443
34,608.616
39.77
55.94
L
Airtel Africa
16,679.639
12/08/24
-0.63
12,100.320
11,003.976
1,096.344
9.96
55.20
S
RS Group
114,331.344
12/08/24
-0.40
147,766.439
111,429.146
36,337.293
32.61
54.82
S
Burberry Group
101,745.798
12/08/24
-2.02
320,249.070
231,194.638
89,054.433
38.52
52.85
WPP Group
104,657.154
12/08/24
1.68
137,197.613
102,036.864
35,160.749
34.46
52.83
Next
1,446,882.874
12/08/24
0.23
1,180,311.915
927,557.333
252,754.582
27.25
52.37
L
Barratt Developments
79,546.715
12/08/24
0.15
113,512.526
90,143.678
23,368.847
25.92
51.31
S
M&G
30,917.986
12/08/24
1.09
33,222.808
27,113.962
6,108.846
22.53
51.30
Kingfisher
41,153.219
12/08/24
0.18
46,748.479
38,736.217
8,012.262
20.68
50.75
Aviva
73,420.739
12/08/24
0.35
59,303.699
45,099.627
14,204.072
31.49
50.17
Johnson Matthey
239,125.371
12/08/24
0.06
474,005.016
311,918.246
162,086.770
51.96
49.84
Prudential
96,347.661
12/08/24
0.41
234,273.113
175,757.943
58,515.170
33.29
46.64
L
Taylor Wimpey
23,958.027
12/08/24
0.54
27,566.894
23,202.827
4,364.067
18.81
46.34
⇓ instrument
freshest
⇓ Δday
15/03/21
⇓ Δwk
23/11/20
prc diff
⇓ Δ16
∅-RS
Int Cons Airlines
25,239.327
12/08/24
-0.06
32,995.359
23,133.358
9,862.001
42.63
44.78
S
Legal & General
34,208.423
12/08/24
0.53
43,518.695
36,138.056
7,380.639
20.42
45.37
S
Whitbread
426,695.494
12/08/24
-1.44
525,105.365
417,095.134
108,010.231
25.90
45.18
Scottish Mortgage
125,036.640
12/08/24
-0.17
175,591.110
147,970.126
27,620.984
18.67
45.79
Pershing Square
535,871.314
12/08/24
-0.79
397,278.676
314,697.028
82,581.648
26.24
45.22
L
Lloyds Bank
8,612.759
12/08/24
-0.28
6,232.120
5,168.534
1,063.586
20.58
44.18
Centrica
19,302.891
12/08/24
3.29
8,336.787
6,075.806
2,260.981
37.21
43.50
L
St. James´s Place
104,778.460
12/08/24
-1.22
188,555.738
150,609.968
37,945.770
25.19
42.56
Compass Group
356,944.276
12/08/24
0.90
243,674.364
186,664.661
57,009.703
30.54
41.89
InterContinental Hot
1,096,003.921
12/08/24
-0.61
785,156.101
634,534.802
150,621.300
23.74
41.12
L
British Land
59,895.068
12/08/24
-0.40
77,120.586
65,884.914
11,235.672
17.05
40.86
DS Smith
67,325.089
12/08/24
1.19
60,683.560
44,932.900
15,750.659
35.05
40.75
L
3i Group
457,628.643
12/08/24
0.23
178,244.689
151,304.664
26,940.025
17.81
39.63
L
JD Sports Fashion
18,249.041
12/08/24
-4.07
25,359.117
22,585.938
2,773.179
12.28
38.86
Shell
424,420.998
12/08/24
0.83
235,091.931
180,481.872
54,610.060
30.26
37.99
Ass Brit Foods
369,226.556
12/08/24
-0.90
372,410.851
280,518.013
91,892.838
32.76
37.75
S
B&M
67,416.069
12/08/24
-2.22
80,911.413
67,371.562
13,539.850
20.10
37.74
CRH (L)
972,877.858
12/08/24
-1.35
520,859.639
409,731.362
111,128.276
27.12
37.21
Informa
122,489.204
12/08/24
1.03
85,430.079
78,278.281
7,151.798
9.14
35.87
L
Persimmon
239,201.188
12/08/24
0.03
447,469.227
399,727.748
47,741.479
11.94
34.17
Rio Tinto
749,370.694
12/08/24
0.56
848,690.363
676,077.588
172,612.775
25.53
32.81
L
BT Group
21,456.081
12/08/24
8.43
21,016.345
16,707.425
4,308.920
25.79
31.55
Mondi
215,773.876
12/08/24
-0.42
277,943.440
230,499.942
47,443.498
20.58
31.37
Smurfit Kappa
463,693.966
12/08/24
0.07
503,118.568
442,937.804
60,180.764
13.59
29.36
Standard Chartered
109,479.086
12/08/24
0.92
74,694.456
61,397.182
13,297.275
21.66
28.42
⇓ instrument
freshest
⇓ Δday
15/03/21
⇓ Δwk
23/11/20
prc diff
⇓ Δ16
∅-RS
L
Coca-Cola HBC
410,622.388
12/08/24
0.89
359,825.305
308,583.708
51,241.597
16.61
27.80
J Sainsbury
40,880.279
12/08/24
0.67
35,739.918
29,871.903
5,868.014
19.64
27.55
BP
66,657.903
12/08/24
1.35
47,938.799
35,214.111
12,724.688
36.14
26.99
L
Schroders
51,130.675
12/08/24
-0.12
87,154.147
71,992.676
15,161.470
21.06
27.28
Admiral Group
409,106.057
12/08/24
0.86
441,555.536
399,588.809
41,966.727
10.50
25.40
F&C Investment Trust
155,575.543
12/08/24
119,335.236
102,814.923
16,520.313
16.07
25.16
Land Securities
93,330.162
12/08/24
-0.73
102,883.047
95,867.969
7,015.078
7.32
24.61
L
HSBC
97,636.542
12/08/24
0.22
64,292.427
53,352.609
10,939.818
20.50
24.35
L
Abrdn
23,192.280
12/08/24
2.51
43,003.142
37,416.296
5,586.847
14.93
24.49
L
Smiths Group
264,296.463
12/08/24
0.52
231,088.818
215,077.704
16,011.114
7.44
23.63
L
Vodafone
11,287.567
12/08/24
0.87
20,176.298
17,114.517
3,061.781
17.89
23.37
S
Spirax-Sarco
1,169,849.232
12/08/24
0.72
1,733,924.299
1,599,883.566
134,040.733
8.38
22.67
S
Croda
580,603.073
12/08/24
-0.05
937,698.983
853,085.983
84,613.000
9.92
21.62
S
Unite
141,625.299
12/08/24
-1.11
151,329.816
144,357.709
6,972.107
4.83
21.47
S
Diageo
371,728.502
12/08/24
1.03
456,339.762
405,493.720
50,846.042
12.54
20.90
Phoenix
81,578.598
12/08/24
0.47
109,418.432
108,956.031
462.402
0.42
20.59
L
Auto Trader
120,972.873
12/08/24
0.81
85,369.425
76,694.375
8,675.050
11.31
17.15
L
SSE
284,766.929
12/08/24
0.86
210,845.801
189,096.095
21,749.706
11.50
16.71
S
Bunzl
485,529.130
12/08/24
0.50
339,961.371
332,064.414
7,896.958
2.38
15.78
DCC
778,635.879
12/08/24
-0.29
910,405.028
771,945.557
138,459.470
17.94
13.66
BAE Systems
197,653.723
12/08/24
2.04
76,908.299
72,831.868
4,076.431
5.60
13.19
L
Segro
134,134.625
12/08/24
-0.96
138,350.025
124,628.359
13,721.665
11.01
12.84
Berkeley
768,779.729
12/08/24
1.00
659,149.010
668,991.695
-9,842.685
-1.47
12.22
Ocado
57,120.182
12/08/24
0.72
320,552.337
311,779.307
8,773.029
2.81
12.51
L
Halma
383,176.800
12/08/24
0.04
347,088.126
316,225.358
30,862.768
9.76
11.83
⇓ instrument
freshest
⇓ Δday
15/03/21
⇓ Δwk
23/11/20
prc diff
⇓ Δ16
∅-RS
S
United Utilities
149,934.792
12/08/24
-0.12
135,438.669
127,601.656
7,837.014
6.14
10.49
L
Imperial Brands
323,584.998
12/08/24
0.38
215,394.794
205,351.968
10,042.826
4.89
9.40
Fresnillo
81,881.865
12/08/24
0.93
144,324.368
150,748.907
-6,424.539
-4.26
9.81
ConvaTec
35,118.222
12/08/24
-0.17
29,113.552
28,176.846
936.705
3.32
9.05
RELX
535,416.415
12/08/24
0.57
263,007.582
244,949.607
18,057.975
7.37
8.24
Intertek
709,642.826
12/08/24
0.60
810,023.927
843,638.125
-33,614.198
-3.98
7.58
L
Hargreaves Lansdown
167,099.657
12/08/24
228,965.955
205,629.846
23,336.109
11.35
7.27
Hiscox
180,291.735
12/08/24
1.89
127,432.443
152,138.298
-24,705.856
-16.24
7.22
L
BAT
424,724.264
12/08/24
405,391.046
376,594.390
28,796.656
7.65
6.83
Rightmove
81,457.292
12/08/24
0.04
84,853.873
86,725.777
-1,871.904
-2.16
6.46
Beazley
110,995.416
12/08/24
1.24
53,769.091
51,740.915
2,028.176
3.92
5.58
L
Rentokil Initial
71,115.916
12/08/24
1.01
72,025.714
70,108.662
1,917.052
2.73
5.48
S
National Grid
148,357.808
12/08/24
-0.04
128,099.628
127,685.019
414.609
0.32
4.65
S
Severn Trent
381,205.570
12/08/24
-0.63
340,567.903
339,011.368
1,556.536
0.46
4.23
Smith and Nephew
175,287.843
12/08/24
-0.86
211,603.967
199,238.648
12,365.319
6.21
1.53
Reckitt Benckiser
633,826.285
12/08/24
946,493.701
910,051.008
36,442.693
4.00
1.21
L
Unilever Plc
714,798.351
12/08/24
-0.34
602,438.237
619,112.564
-16,674.327
-2.69
0.94
S
Sage Group
152,467.065
12/08/24
1.03
89,129.926
80,529.094
8,600.832
10.68
0.88
L
Experian
534,354.983
12/08/24
1.18
368,620.024
397,643.662
-29,023.638
-7.30
0.87
L
LSE Group
1,506,929.574
12/08/24
1.12
1,146,346.104
1,095,395.747
50,950.357
4.65
0.20
L
AstraZeneca
1,937,870.795
12/08/24
0.63
1,058,095.650
1,111,512.681
-53,417.031
-4.81
-3.35
GSK
238,367.206
12/08/24
0.42
193,379.187
191,187.128
2,192.058
1.15
-4.88
Endeavour Mining
237,609.040
12/08/24
1.89
371,046.153
427,896.258
-56,850.105
-13.29
-8.56
L
Tesco
50,569.633
12/08/24
0.91
33,708.034
40,952.295
-7,244.261
-17.69
-12.69
Rolls-Royce
73,799.821
12/08/24
0.35
17,892.704
14,866.482
3,026.222
20.36
-22.47
⇓ instrument
freshest
⇓ Δday
15/03/21
⇓ Δwk
23/11/20
prc diff
⇓ Δ16
∅-RS
Haleon
56,589.466
12/08/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 15/03/21 / 23/11/20 - 89 did rise, Market-Ratio(16) in JPY = 89.90 %
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 7434
days out of 7602 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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