Assessment - FTSE 100 Index in Japanese yen - 23/08/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
23/08/21
⇓ Δwk
3/05/21
prc diff
⇓ Δ16
∅-RS
FTSE
1,236,507.570
12/08/24
0.52
1,070,656.441
1,057,636.975
13,019.465
1.23
12.31
J Sainsbury
40,603.202
12/08/24
0.67
51,205.819
36,069.894
15,135.925
41.96
52.70
Ashtead
775,918.760
12/08/24
-0.43
839,474.217
705,768.102
133,706.116
18.94
52.67
S
Entain
87,411.345
12/08/24
3.98
280,653.069
256,677.434
23,975.635
9.34
52.22
S
Croda
576,667.883
12/08/24
-0.05
1,391,593.428
1,026,406.244
365,187.184
35.58
45.41
L
Frasers
126,282.585
12/08/24
-0.42
95,709.700
82,701.272
13,008.428
15.73
43.23
S
Spirax-Sarco
1,161,920.270
12/08/24
0.72
2,416,462.830
1,792,872.527
623,590.304
34.78
40.35
L
St. James´s Place
104,068.296
12/08/24
-1.22
239,763.716
206,601.434
33,162.282
16.05
39.14
L
NatWest
50,392.550
12/08/24
0.48
32,048.818
29,833.156
2,215.662
7.43
39.21
L
Segro
133,225.492
12/08/24
-0.96
194,280.901
152,580.053
41,700.848
27.33
36.07
Glencore
61,785.845
12/08/24
1.27
47,817.198
44,795.258
3,021.941
6.75
36.56
L
Airtel Africa
16,566.588
12/08/24
-0.63
14,111.721
11,684.400
2,427.321
20.77
29.66
Admiral Group
406,333.233
12/08/24
0.86
555,131.318
474,811.522
80,319.795
16.92
29.06
Barclays
33,148.237
12/08/24
0.85
27,199.326
26,631.327
567.999
2.13
29.79
L
BT Group
21,310.657
12/08/24
8.43
25,324.289
25,030.412
293.877
1.17
28.41
Smurfit Kappa
460,551.158
12/08/24
0.07
634,650.942
563,582.612
71,068.330
12.61
27.15
DS Smith
66,868.775
12/08/24
1.19
66,597.685
63,854.487
2,743.199
4.30
26.12
L
Halma
380,579.718
12/08/24
0.04
451,966.653
392,717.232
59,249.421
15.09
25.49
WPP Group
103,947.812
12/08/24
1.68
146,779.973
148,042.864
-1,262.890
-0.85
25.04
Aviva
72,923.110
12/08/24
0.35
63,028.339
60,743.705
2,284.634
3.76
24.87
RELX
531,787.489
12/08/24
0.57
328,319.662
285,205.579
43,114.083
15.12
23.81
L
Lloyds Bank
8,554.384
12/08/24
-0.28
6,619.858
6,894.555
-274.697
-3.98
24.19
L
JD Sports Fashion
18,125.354
12/08/24
-4.07
29,982.513
27,872.605
2,109.908
7.57
23.27
S
Unite
140,665.396
12/08/24
-1.11
181,479.446
177,238.689
4,240.757
2.39
22.14
S
RS Group
113,556.433
12/08/24
-0.40
157,382.590
160,698.435
-3,315.845
-2.06
22.37
⇓ instrument
freshest
⇓ Δday
23/08/21
⇓ Δwk
3/05/21
prc diff
⇓ Δ16
∅-RS
Scottish Mortgage
124,189.171
12/08/24
-0.17
203,693.735
191,047.525
12,646.210
6.62
21.97
Kingfisher
40,874.292
12/08/24
0.18
54,368.531
54,218.650
149.881
0.28
22.08
S
Diageo
369,209.014
12/08/24
1.03
531,862.791
493,324.468
38,538.324
7.81
22.04
S
Severn Trent
378,621.848
12/08/24
-0.63
427,719.192
375,873.487
51,845.705
13.79
21.13
CRH (L)
966,283.921
12/08/24
-1.35
565,824.298
520,031.667
45,792.630
8.81
20.77
L
3i Group
454,526.944
12/08/24
0.23
198,347.245
194,537.671
3,809.574
1.96
20.64
L
Experian
530,733.251
12/08/24
1.18
483,141.961
423,673.305
59,468.656
14.04
19.93
Mondi
214,311.412
12/08/24
-0.42
308,138.545
298,179.815
9,958.730
3.34
19.70
L
SSE
282,836.846
12/08/24
0.86
246,239.746
222,762.325
23,477.421
10.54
19.54
L
Coca-Cola HBC
407,839.286
12/08/24
0.89
399,706.597
379,667.123
20,039.474
5.28
19.75
S
United Utilities
148,918.569
12/08/24
-0.12
161,599.540
146,919.948
14,679.592
9.99
19.35
L
Anglo American
336,226.442
12/08/24
0.29
438,412.172
465,858.541
-27,446.369
-5.89
19.95
L
Taylor Wimpey
23,795.645
12/08/24
0.54
26,130.028
27,253.483
-1,123.455
-4.12
19.10
F&C Investment Trust
154,521.088
12/08/24
134,490.577
127,921.417
6,569.160
5.14
18.27
S
Sage Group
151,433.679
12/08/24
1.03
110,484.084
96,813.599
13,670.485
14.12
17.88
L
British Land
59,489.113
12/08/24
-0.40
78,314.782
78,664.843
-350.061
-0.45
18.49
Beazley
110,243.116
12/08/24
1.24
59,639.718
50,713.330
8,926.388
17.60
17.72
BAE Systems
196,314.073
12/08/24
2.04
86,146.260
76,813.548
9,332.712
12.15
17.53
L
Rentokil Initial
70,633.909
12/08/24
1.01
87,200.497
75,933.425
11,267.073
14.84
16.89
Rightmove
80,905.194
12/08/24
0.04
106,206.892
93,171.708
13,035.184
13.99
16.48
Prudential
95,694.639
12/08/24
0.41
225,154.997
232,853.398
-7,698.400
-3.31
16.57
S
Bunzl
482,238.329
12/08/24
0.50
406,634.443
353,111.669
53,522.774
15.16
15.89
L
Schroders
50,784.124
12/08/24
-0.12
93,757.854
93,074.591
683.263
0.73
15.42
Pearson
155,801.234
12/08/24
-0.72
116,417.935
125,948.726
-9,530.791
-7.57
15.82
S
B&M
66,959.138
12/08/24
-2.22
87,381.224
85,857.577
1,523.646
1.77
14.53
⇓ instrument
freshest
⇓ Δday
23/08/21
⇓ Δwk
3/05/21
prc diff
⇓ Δ16
∅-RS
Next
1,437,076.244
12/08/24
0.23
1,195,806.474
1,183,918.024
11,888.450
1.00
14.62
ConvaTec
34,880.199
12/08/24
-0.17
34,097.051
33,110.858
986.193
2.98
14.20
Land Securities
92,697.593
12/08/24
-0.73
107,291.251
109,378.122
-2,086.872
-1.91
14.22
Shell
421,544.373
12/08/24
0.83
214,190.928
207,132.543
7,058.385
3.41
14.36
L
AstraZeneca
1,924,736.365
12/08/24
0.63
1,298,820.533
1,170,716.170
128,104.363
10.94
13.43
L
Auto Trader
120,152.948
12/08/24
0.81
96,116.334
86,525.257
9,591.077
11.08
13.59
GSK
236,751.609
12/08/24
0.42
227,933.666
203,642.398
24,291.268
11.93
13.14
L
Barratt Developments
79,007.566
12/08/24
0.15
106,899.677
117,147.490
-10,247.813
-8.75
13.58
S
National Grid
147,352.274
12/08/24
-0.04
145,785.978
138,179.409
7,606.569
5.50
12.43
Johnson Matthey
237,504.636
12/08/24
0.06
451,063.021
493,172.722
-42,109.701
-8.54
12.88
S
M&G
30,708.431
12/08/24
1.09
31,928.334
32,974.287
-1,045.953
-3.17
12.33
BP
66,206.112
12/08/24
1.35
44,428.578
45,978.872
-1,550.294
-3.37
11.77
Melrose
73,299.624
12/08/24
0.19
74,210.786
74,158.003
52.783
0.07
11.32
S
Legal & General
33,976.567
12/08/24
0.53
40,000.781
41,335.461
-1,334.681
-3.23
11.22
Berkeley
763,569.121
12/08/24
1.00
724,562.336
702,126.211
22,436.125
3.20
10.14
L
Imperial Brands
321,391.816
12/08/24
0.38
234,718.437
228,756.270
5,962.167
2.61
9.95
Centrica
19,172.061
12/08/24
3.29
7,653.764
8,597.897
-944.134
-10.98
9.86
Hiscox
179,069.760
12/08/24
1.89
139,520.796
123,217.308
16,303.488
13.23
8.30
Compass Group
354,524.992
12/08/24
0.90
221,916.982
238,619.725
-16,702.742
-7.00
8.72
Informa
121,659.001
12/08/24
1.03
79,188.293
85,311.294
-6,123.001
-7.18
8.36
S
Whitbread
423,803.453
12/08/24
-1.44
458,593.289
492,262.249
-33,668.961
-6.84
8.10
S
Burberry Group
101,056.189
12/08/24
-2.02
282,686.241
312,747.379
-30,061.138
-9.61
7.68
DCC
773,358.469
12/08/24
-0.29
915,981.735
953,568.426
-37,586.692
-3.94
7.13
Antofagasta
283,062.754
12/08/24
1.79
215,064.439
283,081.142
-68,016.704
-24.03
7.25
Pershing Square
532,239.305
12/08/24
-0.79
375,760.347
403,642.905
-27,882.558
-6.91
6.00
⇓ instrument
freshest
⇓ Δday
23/08/21
⇓ Δwk
3/05/21
prc diff
⇓ Δ16
∅-RS
L
HSBC
96,974.784
12/08/24
0.22
59,526.764
68,710.341
-9,183.577
-13.37
5.93
Int Cons Airlines
25,068.260
12/08/24
-0.06
24,166.134
30,773.978
-6,607.844
-21.47
5.82
S
Flutter
2,211,639.555
12/08/24
-1.28
2,063,293.286
2,251,902.522
-188,609.236
-8.38
4.02
Standard Chartered
108,737.062
12/08/24
0.92
67,772.407
78,846.937
-11,074.530
-14.05
4.23
L
Persimmon
237,579.939
12/08/24
0.03
423,502.242
475,266.759
-51,764.516
-10.89
3.90
L
Vodafone
11,211.062
12/08/24
0.87
18,422.046
20,758.778
-2,336.732
-11.26
3.49
L
BAT
421,845.584
12/08/24
407,538.075
406,981.305
556.771
0.14
3.28
L
Tesco
50,226.884
12/08/24
0.91
37,877.245
33,535.745
4,341.500
12.95
2.43
Rolls-Royce
73,299.624
12/08/24
0.35
17,129.852
15,875.609
1,254.243
7.90
2.35
L
LSE Group
1,496,715.962
12/08/24
1.12
1,218,698.487
1,122,916.352
95,782.135
8.53
1.71
L
Abrdn
23,035.088
12/08/24
2.51
39,714.631
42,109.363
-2,394.733
-5.69
0.05
L
Unilever Plc
709,953.617
12/08/24
-0.34
619,816.315
642,110.884
-22,294.569
-3.47
-1.25
Rio Tinto
744,291.637
12/08/24
0.56
791,280.506
922,005.372
-130,724.867
-14.18
-0.68
Weir Group
286,752.585
12/08/24
0.79
248,649.432
290,896.033
-42,246.602
-14.52
-0.72
InterContinental Hot
1,088,575.465
12/08/24
-0.61
676,218.019
781,792.574
-105,574.555
-13.50
-0.93
L
Smiths Group
262,505.124
12/08/24
0.52
214,462.017
246,662.234
-32,200.216
-13.05
-1.96
Smith and Nephew
174,099.784
12/08/24
-0.86
211,901.727
238,316.234
-26,414.507
-11.08
-2.17
L
Hargreaves Lansdown
165,967.095
12/08/24
223,498.338
260,926.306
-37,427.968
-14.34
-2.35
Ass Brit Foods
366,724.026
12/08/24
-0.90
300,231.764
350,228.505
-49,996.741
-14.28
-3.86
Intertek
704,833.035
12/08/24
0.60
789,172.031
931,413.590
-142,241.560
-15.27
-5.55
Ocado
56,733.035
12/08/24
0.72
294,960.577
318,210.215
-23,249.638
-7.31
-8.04
Phoenix
81,025.678
12/08/24
0.47
93,977.738
107,951.715
-13,973.977
-12.94
-8.86
Fresnillo
81,326.889
12/08/24
0.93
127,442.247
124,977.555
2,464.692
1.97
-12.33
Reckitt Benckiser
629,530.360
12/08/24
840,377.849
978,909.917
-138,532.068
-14.15
-12.05
Endeavour Mining
235,998.582
12/08/24
1.89
256,782.121
393,475.960
-136,693.839
-34.74
-31.63
⇓ instrument
freshest
⇓ Δday
23/08/21
⇓ Δwk
3/05/21
prc diff
⇓ Δ16
∅-RS
Haleon
56,205.916
12/08/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 23/08/21 / 3/05/21 - 57 did rise, Market-Ratio(16) in JPY = 57.58 %
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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