Assessment - FTSE 100 Index in Japanese yen - 26/04/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
26/04/21
⇓ Δwk
4/01/21
prc diff
⇓ Δ16
∅-RS
FTSE
1,233,028.078
12/08/24
0.52
1,045,732.160
920,288.747
125,443.413
13.63
19.68
S
Entain
87,165.372
12/08/24
3.98
255,308.636
198,848.734
56,459.902
28.39
87.89
Antofagasta
282,266.225
12/08/24
1.79
286,246.036
210,331.549
75,914.487
36.09
79.14
Ashtead
773,735.350
12/08/24
-0.43
719,669.992
490,120.120
229,549.871
46.84
72.18
Glencore
61,611.981
12/08/24
1.27
45,985.591
34,364.422
11,621.169
33.82
68.47
L
Anglo American
335,280.312
12/08/24
0.29
480,731.144
360,168.271
120,562.873
33.47
66.01
Barclays
33,054.959
12/08/24
0.85
27,945.783
20,097.726
7,848.057
39.05
61.44
L
NatWest
50,250.747
12/08/24
0.48
29,841.074
22,237.450
7,603.624
34.19
61.08
Kingfisher
40,759.273
12/08/24
0.18
54,350.703
38,607.462
15,743.241
40.78
54.65
Weir Group
285,945.673
12/08/24
0.79
301,114.009
288,890.802
12,223.207
4.23
54.56
S
RS Group
113,236.889
12/08/24
-0.40
162,346.256
126,871.094
35,475.163
27.96
54.04
L
Frasers
125,927.230
12/08/24
-0.42
77,043.136
62,287.266
14,755.870
23.69
52.68
WPP Group
103,655.306
12/08/24
1.68
145,315.669
111,607.353
33,708.316
30.20
49.48
Pearson
155,362.814
12/08/24
-0.72
123,599.416
95,475.399
28,124.017
29.46
48.79
Johnson Matthey
236,836.306
12/08/24
0.06
495,148.573
351,346.109
143,802.464
40.93
46.01
L
Barratt Developments
78,785.242
12/08/24
0.15
116,570.920
91,022.308
25,548.612
28.07
44.34
L
Lloyds Bank
8,530.312
12/08/24
-0.28
6,441.287
4,878.096
1,563.191
32.05
43.03
Next
1,433,032.358
12/08/24
0.23
1,214,968.746
967,917.220
247,051.526
25.52
42.43
L
BT Group
21,250.689
12/08/24
8.43
23,510.922
19,016.661
4,494.261
23.63
41.91
Aviva
72,717.907
12/08/24
0.35
60,087.638
45,735.209
14,352.430
31.38
42.21
S
Burberry Group
100,771.821
12/08/24
-2.02
312,527.807
254,792.445
57,735.362
22.66
40.01
Scottish Mortgage
123,839.707
12/08/24
-0.17
189,679.299
170,841.870
18,837.428
11.03
39.97
Melrose
73,093.361
12/08/24
0.19
76,615.118
74,589.281
2,025.838
2.72
40.12
L
Taylor Wimpey
23,728.685
12/08/24
0.54
27,716.005
22,097.416
5,618.590
25.43
39.22
L
St. James´s Place
103,775.452
12/08/24
-1.22
198,615.101
160,059.228
38,555.873
24.09
38.78
⇓ instrument
freshest
⇓ Δday
26/04/21
⇓ Δwk
4/01/21
prc diff
⇓ Δ16
∅-RS
DS Smith
66,680.609
12/08/24
1.19
63,166.360
53,927.217
9,239.144
17.13
38.60
L
British Land
59,321.713
12/08/24
-0.40
79,175.714
66,628.329
12,547.384
18.83
37.25
L
3i Group
453,247.920
12/08/24
0.23
188,477.846
164,050.206
24,427.640
14.89
36.86
L
JD Sports Fashion
18,074.350
12/08/24
-4.07
27,591.355
22,808.790
4,782.564
20.97
36.63
S
Whitbread
422,610.884
12/08/24
-1.44
512,269.270
422,623.578
89,645.692
21.21
36.18
Rio Tinto
742,197.224
12/08/24
0.56
934,129.246
805,617.443
128,511.803
15.95
36.09
Int Cons Airlines
24,997.719
12/08/24
-0.06
30,787.218
20,984.143
9,803.075
46.72
34.60
Pershing Square
530,741.601
12/08/24
-0.79
405,490.187
364,789.404
40,700.784
11.16
34.47
Compass Group
353,527.371
12/08/24
0.90
239,990.118
192,057.070
47,933.048
24.96
33.93
S
M&G
30,622.018
12/08/24
1.09
31,898.561
27,684.785
4,213.776
15.22
34.00
Centrica
19,118.111
12/08/24
3.29
8,268.996
6,508.795
1,760.201
27.04
33.87
Mondi
213,708.347
12/08/24
-0.42
299,011.468
245,270.112
53,741.356
21.91
33.19
Prudential
95,425.357
12/08/24
0.41
229,026.865
193,807.499
35,219.366
18.17
33.05
S
Unite
140,269.568
12/08/24
-1.11
173,309.510
141,154.595
32,154.915
22.78
32.23
InterContinental Hot
1,085,512.249
12/08/24
-0.61
790,856.047
653,820.240
137,035.806
20.96
32.40
S
Flutter
2,205,416.074
12/08/24
-1.28
2,329,315.853
2,170,531.960
158,783.893
7.32
32.34
L
Persimmon
236,911.396
12/08/24
0.03
473,372.248
380,893.350
92,478.898
24.28
31.42
Informa
121,316.657
12/08/24
1.03
85,693.593
75,758.567
9,935.026
13.11
30.18
L
Airtel Africa
16,519.971
12/08/24
-0.63
11,398.780
10,418.553
980.226
9.41
30.50
S
B&M
66,770.717
12/08/24
-2.22
84,041.596
73,293.963
10,747.633
14.66
29.62
Admiral Group
405,189.824
12/08/24
0.86
481,782.415
419,962.926
61,819.489
14.72
29.24
S
Legal & General
33,880.958
12/08/24
0.53
41,254.872
36,506.947
4,747.925
13.01
29.10
Land Securities
92,436.745
12/08/24
-0.73
108,911.661
93,094.816
15,816.845
16.99
28.00
Smurfit Kappa
459,255.182
12/08/24
0.07
532,093.235
501,602.934
30,490.300
6.08
27.23
F&C Investment Trust
154,086.271
12/08/24
128,104.863
111,047.216
17,057.647
15.36
26.60
⇓ instrument
freshest
⇓ Δday
26/04/21
⇓ Δwk
4/01/21
prc diff
⇓ Δ16
∅-RS
L
Coca-Cola HBC
406,691.640
12/08/24
0.89
373,501.517
333,701.785
39,799.732
11.93
26.17
CRH (L)
963,564.830
12/08/24
-1.35
517,525.624
443,908.794
73,616.830
16.58
26.18
J Sainsbury
40,488.946
12/08/24
0.67
36,509.135
31,647.756
4,861.379
15.36
25.65
L
Smiths Group
261,766.443
12/08/24
0.52
249,451.556
216,353.024
33,098.531
15.30
25.20
S
Croda
575,045.158
12/08/24
-0.05
1,029,043.986
928,987.679
100,056.307
10.77
24.74
L
Schroders
50,641.219
12/08/24
-0.12
90,685.628
81,296.924
9,388.703
11.55
24.53
S
Diageo
368,170.072
12/08/24
1.03
482,908.777
412,821.175
70,087.601
16.98
23.04
S
Spirax-Sarco
1,158,650.665
12/08/24
0.72
1,844,229.444
1,636,301.029
207,928.415
12.71
22.99
Ass Brit Foods
365,692.076
12/08/24
-0.90
347,970.653
311,716.396
36,254.257
11.63
22.81
L
HSBC
96,701.901
12/08/24
0.22
63,489.251
53,262.054
10,227.197
19.20
21.75
L
Halma
379,508.779
12/08/24
0.04
394,977.479
354,286.830
40,690.649
11.49
21.37
Standard Chartered
108,431.080
12/08/24
0.92
72,717.907
64,891.904
7,826.003
12.06
21.54
L
Vodafone
11,179.515
12/08/24
0.87
20,175.390
17,313.843
2,861.546
16.53
18.90
Intertek
702,849.658
12/08/24
0.60
927,521.258
822,001.459
105,519.799
12.84
18.21
L
SSE
282,040.952
12/08/24
0.86
221,818.151
215,162.733
6,655.418
3.09
18.18
Shell
420,358.161
12/08/24
0.83
205,538.470
182,352.692
23,185.779
12.71
17.48
L
Segro
132,850.600
12/08/24
-0.96
150,151.515
136,813.531
13,337.984
9.75
17.21
RELX
530,291.056
12/08/24
0.57
289,850.393
257,383.080
32,467.313
12.61
16.45
S
Bunzl
480,881.326
12/08/24
0.50
367,644.436
354,286.830
13,357.607
3.77
16.57
BP
66,019.810
12/08/24
1.35
44,536.339
35,638.734
8,897.604
24.97
16.19
DCC
771,182.264
12/08/24
-0.29
965,066.646
748,063.338
217,003.308
29.01
14.58
Phoenix
80,797.674
12/08/24
0.47
108,941.697
98,892.237
10,049.460
10.16
14.10
L
Hargreaves Lansdown
165,500.069
12/08/24
251,328.825
209,911.446
41,417.380
19.73
13.71
L
Abrdn
22,970.268
12/08/24
2.51
41,720.435
40,175.846
1,544.588
3.84
14.12
ConvaTec
34,782.047
12/08/24
-0.17
31,087.581
28,763.049
2,324.532
8.08
13.09
⇓ instrument
freshest
⇓ Δday
26/04/21
⇓ Δwk
4/01/21
prc diff
⇓ Δ16
∅-RS
S
United Utilities
148,499.517
12/08/24
-0.12
141,621.202
127,711.300
13,909.903
10.89
12.71
Berkeley
761,420.463
12/08/24
1.00
687,681.321
657,461.133
30,220.189
4.60
12.24
Rightmove
80,677.529
12/08/24
0.04
93,022.453
91,218.356
1,804.097
1.98
11.67
L
Auto Trader
119,814.841
12/08/24
0.81
85,843.774
84,748.770
1,095.004
1.29
11.10
L
Imperial Brands
320,487.429
12/08/24
0.38
222,418.877
217,123.213
5,295.664
2.44
10.82
S
National Grid
146,937.629
12/08/24
-0.04
135,163.396
123,594.291
11,569.105
9.36
8.86
L
Experian
529,239.785
12/08/24
1.18
412,098.175
407,359.837
4,738.339
1.16
8.57
BAE Systems
195,761.652
12/08/24
2.04
74,835.467
69,162.951
5,672.516
8.20
8.50
S
Severn Trent
377,556.419
12/08/24
-0.63
361,336.811
327,120.172
34,216.640
10.46
8.30
S
Sage Group
151,007.549
12/08/24
1.03
96,686.882
82,396.194
14,290.689
17.34
7.17
L
Rentokil Initial
70,435.147
12/08/24
1.01
76,021.901
74,050.148
1,971.753
2.66
6.12
Ocado
56,573.390
12/08/24
0.72
329,648.504
330,480.995
-832.491
-0.25
6.09
Hiscox
178,565.864
12/08/24
1.89
126,332.721
139,110.094
-12,777.373
-9.19
5.80
L
BAT
420,658.524
12/08/24
406,466.367
385,584.500
20,881.867
5.42
5.30
Smith and Nephew
173,609.873
12/08/24
-0.86
221,367.606
219,433.779
1,933.826
0.88
4.56
Reckitt Benckiser
627,758.882
12/08/24
994,201.867
949,992.827
44,209.039
4.65
3.62
Endeavour Mining
235,334.490
12/08/24
1.89
431,771.959
455,915.337
-24,143.378
-5.30
2.04
L
AstraZeneca
1,919,320.220
12/08/24
0.63
1,130,867.078
1,039,334.723
91,532.355
8.81
1.19
L
Unilever Plc
707,955.831
12/08/24
-0.34
613,641.817
624,693.102
-11,051.285
-1.77
1.05
GSK
236,085.398
12/08/24
0.42
202,814.177
194,104.372
8,709.805
4.49
-0.19
Beazley
109,932.895
12/08/24
1.24
51,271.981
50,972.492
299.489
0.59
-0.21
L
LSE Group
1,492,504.252
12/08/24
1.12
1,142,280.876
1,296,997.872
-154,716.996
-11.93
-2.75
Fresnillo
81,098.037
12/08/24
0.93
136,184.630
174,902.866
-38,718.235
-22.14
-3.40
L
Tesco
50,085.547
12/08/24
0.91
33,400.377
42,038.303
-8,637.926
-20.55
-12.60
Rolls-Royce
73,093.361
12/08/24
0.35
16,192.575
14,451.542
1,741.033
12.05
-22.72
⇓ instrument
freshest
⇓ Δday
26/04/21
⇓ Δwk
4/01/21
prc diff
⇓ Δ16
∅-RS
Haleon
56,047.755
12/08/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 26/04/21 / 4/01/21 - 92 did rise, Market-Ratio(16) in JPY = 92.93 %
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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