Assessment - FTSE 100 Index in Japanese yen - 28/06/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
28/06/21
Δwk
8/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
1,260,482.774
12/08/24
0.52
1,085,881.288
1,012,425.733
73,455.555
7.26
18.34
Rolls-Royce
74,720.863
12/08/24
0.35
15,429.313
17,553.998
-2,124.685
-12.10
-16.71
L
3i Group
463,339.973
12/08/24
0.23
182,004.486
172,903.118
9,101.367
5.26
19.32
BAE Systems
200,120.495
12/08/24
2.04
80,693.005
74,796.608
5,896.397
7.88
13.62
Centrica
19,543.797
12/08/24
3.29
7,949.551
7,832.248
117.303
1.50
18.54
Beazley
112,380.669
12/08/24
1.24
51,999.088
54,635.879
-2,636.790
-4.83
2.31
Shell
429,717.887
12/08/24
0.83
221,752.239
232,948.341
-11,196.102
-4.81
23.10
RELX
542,098.557
12/08/24
0.57
296,150.698
256,830.819
39,319.879
15.31
16.02
CRH (L)
985,019.637
12/08/24
-1.35
563,592.127
514,264.351
49,327.776
9.59
26.24
L
NatWest
51,369.634
12/08/24
0.48
31,288.498
28,967.864
2,320.633
8.01
50.76
Informa
124,017.903
12/08/24
1.03
77,530.380
88,387.773
-10,857.393
-12.28
11.43
Standard Chartered
110,845.414
12/08/24
0.92
70,683.142
76,695.152
-6,012.010
-7.84
11.51
Compass Group
361,399.038
12/08/24
0.90
231,669.986
238,749.447
-7,079.461
-2.97
20.99
L
HSBC
98,855.072
12/08/24
0.22
64,542.122
68,633.874
-4,091.752
-5.96
19.08
InterContinental Hot
1,109,682.347
12/08/24
-0.61
741,374.661
769,663.728
-28,289.067
-3.68
14.90
L
Tesco
51,200.756
12/08/24
0.91
34,382.037
33,119.046
1,262.991
3.81
-8.07
L
AstraZeneca
1,962,055.948
12/08/24
0.63
1,330,452.022
1,055,500.081
274,951.941
26.05
17.59
S
Sage Group
154,369.895
12/08/24
1.03
105,932.598
89,111.028
16,821.571
18.88
14.71
L
Airtel Africa
16,887.806
12/08/24
-0.63
11,990.342
11,707.688
282.654
2.41
18.55
L
Frasers
128,731.136
12/08/24
-0.42
92,268.828
70,185.858
22,082.970
31.46
58.76
BP
67,489.812
12/08/24
1.35
48,383.563
48,013.576
369.987
0.77
23.89
L
Imperial Brands
327,623.427
12/08/24
0.38
239,269.499
208,839.845
30,429.654
14.57
16.29
Pershing Square
542,559.133
12/08/24
-0.79
398,398.684
380,462.199
17,936.485
4.71
20.35
Hiscox
182,541.825
12/08/24
1.89
135,102.444
138,262.223
-3,159.779
-2.29
8.58
S
Bunzl
491,588.666
12/08/24
0.50
369,535.889
323,957.912
45,577.977
14.07
9.26
⇓ instrument
freshest
⇓ Δday
28/06/21
Δwk
8/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
Glencore
62,983.838
12/08/24
1.27
47,523.820
44,020.607
3,503.213
7.96
51.05
Antofagasta
288,551.186
12/08/24
1.79
220,385.862
265,645.488
-45,259.626
-17.04
18.85
Barclays
33,790.964
12/08/24
0.85
26,332.695
26,808.647
-475.953
-1.78
36.98
L
Experian
541,023.878
12/08/24
1.18
430,639.040
358,915.231
71,723.809
19.98
9.82
Pearson
158,822.134
12/08/24
-0.72
127,948.155
121,868.446
6,079.709
4.99
37.10
L
Auto Trader
122,482.648
12/08/24
0.81
99,238.886
83,566.074
15,672.813
18.75
22.63
L
SSE
288,320.898
12/08/24
0.86
233,819.343
197,162.292
36,657.051
18.59
17.78
L
Lloyds Bank
8,720.249
12/08/24
-0.28
7,139.704
6,295.331
844.373
13.41
45.63
L
LSE Group
1,525,736.464
12/08/24
1.12
1,250,925.811
1,146,057.619
104,868.193
9.15
4.80
Next
1,464,940.364
12/08/24
0.23
1,209,780.976
1,122,551.835
87,229.141
7.77
26.72
F&C Investment Trust
157,517.168
12/08/24
130,189.628
116,474.170
13,715.458
11.78
20.51
Aviva
74,337.049
12/08/24
0.35
63,237.155
59,774.002
3,463.154
5.79
34.58
S
Flutter
2,254,522.034
12/08/24
-1.28
2,038,051.073
2,180,312.088
-142,261.015
-6.52
7.07
L
Smiths Group
267,594.954
12/08/24
0.52
243,184.399
229,784.100
13,400.299
5.83
14.61
L
Unilever Plc
723,719.228
12/08/24
-0.34
657,703.262
586,137.804
71,565.458
12.21
5.60
GSK
241,342.093
12/08/24
0.42
219,796.324
190,066.860
29,729.463
15.64
9.12
Ass Brit Foods
373,834.604
12/08/24
-0.90
342,668.926
355,901.669
-13,232.743
-3.72
13.48
Berkeley
778,374.308
12/08/24
1.00
715,428.851
671,270.930
44,157.922
6.58
11.84
DS Smith
68,165.324
12/08/24
1.19
63,974.078
60,120.561
3,853.516
6.41
31.46
Melrose
74,720.863
12/08/24
0.19
70,629.408
83,151.709
-12,522.300
-15.06
15.80
S
National Grid
150,209.354
12/08/24
-0.04
142,087.854
125,303.907
16,783.948
13.39
11.92
Weir Group
292,312.561
12/08/24
0.79
286,555.354
277,775.075
8,780.279
3.16
25.79
L
Coca-Cola HBC
415,747.066
12/08/24
0.89
409,452.521
352,436.073
57,016.448
16.18
29.60
Haleon
57,295.718
12/08/24
-1.01
-na-
J Sainsbury
41,390.476
12/08/24
0.67
41,451.886
34,083.386
7,368.500
21.62
33.10
⇓ instrument
freshest
⇓ Δday
28/06/21
Δwk
8/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
S
Severn Trent
385,963.118
12/08/24
-0.63
386,884.271
332,094.529
54,789.742
16.50
12.89
L
BAT
430,024.938
12/08/24
432,327.821
392,893.142
39,434.679
10.04
11.37
S
United Utilities
151,806.019
12/08/24
-0.12
153,157.043
132,687.134
20,469.910
15.43
17.62
L
Taylor Wimpey
24,257.030
12/08/24
0.54
24,633.167
26,918.642
-2,285.475
-8.49
18.35
Endeavour Mining
240,574.466
12/08/24
1.89
244,335.840
361,732.912
-117,397.071
-32.45
-41.77
ConvaTec
35,556.507
12/08/24
-0.17
37,030.352
28,523.364
8,506.988
29.82
29.67
Ashtead
790,963.399
12/08/24
-0.43
825,046.061
608,136.806
216,909.255
35.67
70.09
Int Cons Airlines
25,554.320
12/08/24
-0.06
27,081.899
31,642.401
-4,560.502
-14.41
17.97
L
Rentokil Initial
72,003.462
12/08/24
1.01
76,824.162
70,321.469
6,502.694
9.25
4.48
L
Halma
387,958.950
12/08/24
0.04
419,431.678
339,779.113
79,652.566
23.44
22.36
Land Securities
94,494.948
12/08/24
-0.73
103,660.421
103,455.583
204.838
0.20
16.14
S
Whitbread
432,020.770
12/08/24
-1.44
475,468.488
536,263.353
-60,794.866
-11.34
19.73
S
M&G
31,303.850
12/08/24
1.09
35,310.866
30,904.078
4,406.788
14.26
32.00
DCC
788,353.466
12/08/24
-0.29
910,099.191
898,644.181
11,455.010
1.27
5.89
S
Legal & General
34,635.354
12/08/24
0.53
40,024.099
42,717.241
-2,693.142
-6.30
16.34
S
Unite
143,392.821
12/08/24
-1.11
168,571.004
149,924.708
18,646.296
12.44
19.16
Intertek
718,499.361
12/08/24
0.60
852,987.703
793,470.868
59,516.836
7.50
3.49
Admiral Group
414,211.811
12/08/24
0.86
497,269.109
441,788.185
55,480.924
12.56
23.89
Rio Tinto
758,723.044
12/08/24
0.56
921,460.078
910,095.716
11,364.362
1.25
22.12
Rightmove
82,473.901
12/08/24
0.04
102,063.755
84,319.464
17,744.291
21.04
16.63
Phoenix
82,596.721
12/08/24
0.47
103,046.319
112,948.303
-9,901.984
-8.77
2.08
L
Segro
135,808.661
12/08/24
-0.96
170,643.598
133,440.524
37,203.074
27.88
25.47
L
British Land
60,642.574
12/08/24
-0.40
76,486.406
76,604.745
-118.339
-0.15
23.81
S
B&M
68,257.439
12/08/24
-2.22
86,772.615
78,352.611
8,420.004
10.75
20.03
Smurfit Kappa
469,480.993
12/08/24
0.07
597,828.315
514,415.029
83,413.286
16.22
30.66
⇓ instrument
freshest
⇓ Δday
28/06/21
Δwk
8/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
Anglo American
342,745.689
12/08/24
0.29
445,454.251
454,821.841
-9,367.589
-2.06
33.44
Mondi
218,466.793
12/08/24
-0.42
289,011.762
268,960.406
20,051.356
7.46
19.43
Kingfisher
41,666.822
12/08/24
0.18
55,576.233
41,331.002
14,245.230
34.47
35.56
L
Barratt Developments
80,539.480
12/08/24
0.15
107,928.430
111,652.471
-3,724.041
-3.34
22.58
Smith and Nephew
177,475.483
12/08/24
-0.86
239,115.973
205,675.605
33,440.369
16.26
11.32
S
RS Group
115,758.230
12/08/24
-0.40
159,205.948
144,876.992
14,328.956
9.89
34.76
L
BT Group
21,723.859
12/08/24
8.43
30,682.072
20,688.103
9,993.969
48.31
70.58
S
Diageo
376,367.774
12/08/24
1.03
535,113.146
442,767.593
92,345.553
20.86
29.53
WPP Group
105,963.303
12/08/24
1.68
150,762.045
138,955.343
11,806.703
8.50
40.53
L
Hargreaves Lansdown
169,185.106
12/08/24
246,792.249
229,934.779
16,857.470
7.33
8.61
Fresnillo
82,903.772
12/08/24
0.93
122,973.929
135,640.424
-12,666.495
-9.34
-18.18
Reckitt Benckiser
641,736.609
12/08/24
989,471.877
935,710.993
53,760.884
5.75
1.82
L
JD Sports Fashion
18,476.794
12/08/24
-4.07
28,500.475
24,048.225
4,452.250
18.51
26.83
Scottish Mortgage
126,597.131
12/08/24
-0.17
201,502.225
159,116.072
42,386.153
26.64
30.99
L
Vodafone
11,428.439
12/08/24
0.87
18,509.035
18,994.481
-485.446
-2.56
5.26
S
Spirax-Sarco
1,184,449.268
12/08/24
0.72
2,098,693.647
1,624,309.904
474,383.743
29.21
30.12
L
Schroders
51,768.800
12/08/24
-0.12
92,443.847
87,271.248
5,172.599
5.93
19.28
L
Abrdn
23,481.726
12/08/24
2.51
42,802.911
48,066.313
-5,263.403
-10.95
10.92
L
Persimmon
242,186.483
12/08/24
0.03
450,597.356
463,184.475
-12,587.119
-2.72
15.55
S
Croda
587,849.157
12/08/24
-0.05
1,117,051.571
927,875.732
189,175.839
20.39
24.91
Johnson Matthey
242,109.721
12/08/24
0.06
463,800.549
485,635.512
-21,834.963
-4.50
23.82
L
St. James´s Place
106,086.124
12/08/24
-1.22
226,987.458
187,594.233
39,393.226
21.00
43.29
Prudential
97,550.106
12/08/24
0.41
217,238.589
227,448.590
-10,210.001
-4.49
16.93
S
Burberry Group
103,015.614
12/08/24
-2.02
315,494.912
289,301.949
26,192.962
9.05
29.74
S
Entain
89,106.203
12/08/24
3.98
272,891.584
213,510.866
59,380.719
27.81
73.30
⇓ instrument
freshest
⇓ Δday
28/06/21
Δwk
8/03/21
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
57,833.058
12/08/24
0.72
309,967.994
310,547.561
-579.568
-0.19
-3.51
FTSE - 99 out of 100 instruments rated - 28/06/21 / 8/03/21 - 69 did rise, Market-Ratio(16) in JPY = 69.70 %
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 7357
days out of 7525 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
write an annotation