Assessment - FTSE 100 Index in Japanese yen - 11/10/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
11/10/21
Δwk
21/06/21
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
1,267,105.065
12/08/24
0.52
1,102,988.318
1,083,522.701
19,465.616
1.80
11.46
Rolls-Royce
75,113.430
12/08/24
0.35
22,452.233
16,763.074
5,689.159
33.94
38.61
L
3i Group
465,774.256
12/08/24
0.23
196,156.090
185,259.124
10,896.966
5.88
12.64
BAE Systems
201,171.883
12/08/24
2.04
90,407.740
82,695.377
7,712.363
9.33
20.32
Centrica
19,646.475
12/08/24
3.29
9,371.045
7,895.184
1,475.861
18.69
28.89
Beazley
112,971.092
12/08/24
1.24
58,615.329
49,264.352
9,350.977
18.98
13.78
CRH (L)
990,194.708
12/08/24
-1.35
526,272.437
558,922.559
-32,650.123
-5.84
7.08
RELX
544,946.620
12/08/24
0.57
332,585.660
296,568.023
36,017.637
12.14
20.34
Shell
431,975.528
12/08/24
0.83
268,043.979
218,475.357
49,568.622
22.69
34.17
Compass Group
363,297.747
12/08/24
0.90
232,269.800
239,954.675
-7,684.876
-3.20
9.08
L
HSBC
99,374.435
12/08/24
0.22
66,486.266
65,442.882
1,043.384
1.59
13.15
Standard Chartered
111,427.771
12/08/24
0.92
75,885.090
72,354.620
3,530.471
4.88
12.13
InterContinental Hot
1,115,512.367
12/08/24
-0.61
763,635.195
776,937.645
-13,302.449
-1.71
8.85
Hiscox
183,500.858
12/08/24
1.89
126,181.919
128,016.740
-1,834.821
-1.43
-4.60
L
NatWest
51,639.518
12/08/24
0.48
35,650.713
31,052.958
4,597.755
14.81
36.75
S
Sage Group
155,180.919
12/08/24
1.03
109,267.122
104,021.272
5,245.849
5.04
15.10
L
AstraZeneca
1,972,364.147
12/08/24
0.63
1,389,451.832
1,289,986.516
99,465.316
7.71
19.72
Informa
124,669.465
12/08/24
1.03
88,864.419
81,560.042
7,304.377
8.96
14.20
L
Imperial Brands
329,344.686
12/08/24
0.38
235,665.106
244,173.827
-8,508.722
-3.48
6.73
Pearson
159,656.550
12/08/24
-0.72
114,915.676
130,839.736
-15,924.060
-12.17
7.35
L
Auto Trader
123,126.144
12/08/24
0.81
89,358.282
96,350.087
-6,991.805
-7.26
2.92
Ass Brit Foods
375,798.646
12/08/24
-0.90
275,174.122
348,271.812
-73,097.690
-20.99
-12.94
L
Frasers
129,407.460
12/08/24
-0.42
94,759.905
88,755.614
6,004.291
6.76
28.33
S
Bunzl
494,171.361
12/08/24
0.50
369,934.027
364,994.995
4,939.031
1.35
3.49
Antofagasta
290,067.168
12/08/24
1.79
219,228.738
216,634.272
2,594.466
1.20
2.98
⇓ instrument
freshest
⇓ Δday
11/10/21
Δwk
21/06/21
prc diff
⇓ Δ16
⇓ ∅-RS
L
LSE Group
1,533,752.339
12/08/24
1.12
1,176,627.876
1,246,414.184
-69,786.308
-5.60
-1.48
Pershing Square
545,409.616
12/08/24
-0.79
432,129.860
401,970.108
30,159.751
7.50
16.14
Next
1,472,636.830
12/08/24
0.23
1,176,319.212
1,193,943.276
-17,624.065
-1.48
6.65
L
Tesco
51,469.753
12/08/24
0.91
41,723.681
34,612.388
7,111.293
20.55
12.71
BP
67,844.388
12/08/24
1.35
55,605.853
48,612.301
6,993.552
14.39
34.03
L
Unilever Plc
727,521.486
12/08/24
-0.34
596,493.539
660,412.340
-63,918.802
-9.68
-4.23
L
Smiths Group
269,000.838
12/08/24
0.52
221,466.553
244,710.810
-23,244.257
-9.50
-0.30
Berkeley
782,463.711
12/08/24
1.00
645,879.809
706,055.893
-60,176.084
-8.52
-3.65
L
SSE
289,835.670
12/08/24
0.86
239,909.238
232,667.049
7,242.189
3.11
10.58
F&C Investment Trust
158,344.727
12/08/24
132,416.936
127,495.099
4,921.836
3.86
10.98
Aviva
74,727.599
12/08/24
0.35
62,566.230
63,839.604
-1,273.373
-1.99
16.38
Weir Group
293,848.305
12/08/24
0.79
247,934.507
290,354.363
-42,419.856
-14.61
-6.76
L
Lloyds Bank
8,766.063
12/08/24
-0.28
7,397.137
7,210.147
186.990
2.59
26.59
L
Airtel Africa
16,976.530
12/08/24
-0.63
14,607.533
12,465.676
2,141.857
17.18
24.18
DS Smith
68,523.449
12/08/24
1.19
59,541.321
66,340.410
-6,799.089
-10.25
4.05
ConvaTec
35,743.313
12/08/24
-0.17
31,252.249
36,622.239
-5,369.990
-14.66
0.69
L
Coca-Cola HBC
417,931.307
12/08/24
0.89
367,001.717
408,874.175
-41,872.458
-10.24
4.96
L
Experian
543,866.295
12/08/24
1.18
480,744.469
429,586.375
51,158.094
11.91
16.38
GSK
242,610.050
12/08/24
0.42
216,535.643
218,691.684
-2,156.041
-0.99
6.63
Glencore
63,314.741
12/08/24
1.27
56,639.878
46,218.891
10,420.987
22.55
44.53
Barclays
33,968.494
12/08/24
0.85
30,508.368
26,533.096
3,975.272
14.98
31.29
S
National Grid
150,998.520
12/08/24
-0.04
136,877.133
142,208.433
-5,331.300
-3.75
3.04
L
BAT
432,284.192
12/08/24
392,080.682
431,350.748
-39,270.066
-9.10
-1.99
L
Taylor Wimpey
24,384.471
12/08/24
0.54
23,126.664
25,314.911
-2,188.247
-8.64
-2.65
S
Flutter
2,266,366.783
12/08/24
-1.28
2,196,145.681
2,091,165.106
104,980.575
5.02
6.37
⇓ instrument
freshest
⇓ Δday
11/10/21
Δwk
21/06/21
prc diff
⇓ Δ16
⇓ ∅-RS
S
M&G
31,468.314
12/08/24
1.09
30,943.585
37,128.537
-6,184.952
-16.66
3.43
S
United Utilities
152,603.573
12/08/24
-0.12
151,646.714
157,642.857
-5,996.143
-3.80
7.76
Haleon
57,596.737
12/08/24
-1.01
-na-
Melrose
75,113.430
12/08/24
0.19
76,463.835
72,906.945
3,556.891
4.88
5.75
Rio Tinto
762,709.203
12/08/24
0.56
787,248.006
888,630.102
-101,382.097
-11.41
-3.61
L
BT Group
21,837.991
12/08/24
8.43
22,609.652
30,930.219
-8,320.567
-26.90
5.92
S
Severn Trent
387,990.881
12/08/24
-0.63
403,269.759
386,474.314
16,795.444
4.35
10.95
Intertek
722,274.194
12/08/24
0.60
767,493.498
856,717.972
-89,224.474
-10.41
-7.17
Ashtead
795,118.942
12/08/24
-0.43
855,617.123
785,836.220
69,780.903
8.88
38.62
Smith and Nephew
178,407.899
12/08/24
-0.86
194,072.607
236,272.507
-42,199.900
-17.86
-10.17
J Sainsbury
41,607.932
12/08/24
0.67
45,327.336
41,439.743
3,887.593
9.38
25.28
Int Cons Airlines
25,688.577
12/08/24
-0.06
28,088.441
30,347.209
-2,258.768
-7.44
16.86
L
Halma
389,997.199
12/08/24
0.04
426,573.905
416,238.513
10,335.392
2.48
12.86
Land Securities
94,991.403
12/08/24
-0.73
106,612.610
103,959.903
2,652.707
2.55
7.72
Admiral Group
416,387.986
12/08/24
0.86
468,860.898
489,728.468
-20,867.570
-4.26
3.97
S
Unite
144,146.175
12/08/24
-1.11
162,357.362
170,453.737
-8,096.375
-4.75
4.29
S
Whitbread
434,290.509
12/08/24
-1.44
501,887.966
494,638.027
7,249.939
1.47
10.70
DCC
792,495.297
12/08/24
-0.29
930,313.856
903,358.778
26,955.077
2.98
7.56
Kingfisher
41,885.730
12/08/24
0.18
50,296.829
54,250.622
-3,953.793
-7.29
7.99
Phoenix
83,030.666
12/08/24
0.47
100,223.261
107,519.333
-7,296.072
-6.79
-2.88
Endeavour Mining
241,838.389
12/08/24
1.89
293,230.976
259,324.418
33,906.558
13.07
-14.99
L
Barratt Developments
80,962.616
12/08/24
0.15
98,494.742
108,900.146
-10,405.405
-9.55
-2.10
Smurfit Kappa
471,947.540
12/08/24
0.07
582,294.986
584,544.318
-2,249.332
-0.38
9.55
Rightmove
82,907.200
12/08/24
0.04
102,322.178
100,154.995
2,167.183
2.16
9.09
L
British Land
60,961.177
12/08/24
-0.40
75,422.094
75,714.599
-292.505
-0.39
6.06
⇓ instrument
freshest
⇓ Δday
11/10/21
Δwk
21/06/21
prc diff
⇓ Δ16
⇓ ∅-RS
Mondi
219,614.568
12/08/24
-0.42
272,859.140
287,669.448
-14,810.308
-5.15
1.09
L
Rentokil Initial
72,381.752
12/08/24
1.01
90,407.740
75,054.877
15,352.863
20.46
18.53
S
Legal & General
34,817.320
12/08/24
0.53
43,861.181
41,746.590
2,114.591
5.07
14.69
L
Anglo American
344,546.397
12/08/24
0.29
436,914.155
425,750.783
11,163.372
2.62
10.64
S
B&M
68,616.048
12/08/24
-2.22
87,197.632
84,014.821
3,182.811
3.79
9.76
Reckitt Benckiser
645,108.148
12/08/24
841,418.570
989,582.901
-148,164.330
-14.97
-9.82
L
Hargreaves Lansdown
170,073.966
12/08/24
225,479.188
250,234.064
-24,754.876
-9.89
-1.29
L
Segro
136,522.169
12/08/24
-0.96
185,198.511
167,692.110
17,506.401
10.44
23.74
S
RS Group
116,366.398
12/08/24
-0.40
165,598.336
152,503.163
13,095.172
8.59
19.06
WPP Group
106,520.010
12/08/24
1.68
151,708.447
150,784.818
923.629
0.61
19.10
S
Diageo
378,345.126
12/08/24
1.03
548,264.760
534,988.461
13,276.299
2.48
19.00
L
Vodafone
11,488.481
12/08/24
0.87
17,248.155
19,862.233
-2,614.078
-13.16
-5.68
Fresnillo
83,339.330
12/08/24
0.93
125,225.060
126,083.601
-858.541
-0.68
-10.01
L
Persimmon
243,458.876
12/08/24
0.03
394,627.161
466,101.217
-71,474.056
-15.33
-5.77
L
Abrdn
23,605.094
12/08/24
2.51
39,015.153
42,160.834
-3,145.681
-7.46
-4.70
Scottish Mortgage
127,262.244
12/08/24
-0.17
212,669.624
191,702.920
20,966.704
10.94
19.21
Johnson Matthey
243,381.710
12/08/24
0.06
408,671.382
470,090.234
-61,418.852
-13.07
-1.25
L
JD Sports Fashion
18,573.867
12/08/24
-4.07
31,668.945
27,100.763
4,568.182
16.86
23.02
L
Schroders
52,040.782
12/08/24
-0.12
91,329.103
92,565.124
-1,236.022
-1.34
6.70
S
Spirax-Sarco
1,190,672.096
12/08/24
0.72
2,229,327.081
2,054,343.417
174,983.664
8.52
21.55
L
St. James´s Place
106,643.476
12/08/24
-1.22
222,392.546
227,757.491
-5,364.945
-2.36
18.94
S
Croda
590,937.583
12/08/24
-0.05
1,275,709.079
1,098,820.579
176,888.500
16.10
25.50
Prudential
98,062.612
12/08/24
0.41
229,646.154
223,461.627
6,184.527
2.77
13.59
S
Burberry Group
103,556.834
12/08/24
-2.02
281,115.907
340,754.050
-59,638.143
-17.50
2.32
S
Entain
89,574.347
12/08/24
3.98
325,332.052
281,532.500
43,799.552
15.56
54.49
⇓ instrument
freshest
⇓ Δday
11/10/21
Δwk
21/06/21
prc diff
⇓ Δ16
⇓ ∅-RS
Ocado
58,136.899
12/08/24
0.72
241,606.891
300,250.192
-58,643.300
-19.53
-22.24
FTSE - 99 out of 100 instruments rated - 11/10/21 / 21/06/21 - 51 did rise, Market-Ratio(16) in JPY = 51.52 %
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