Assessment - FTSE 100 Index in Japanese yen - 18/10/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
18/10/21
⇓ Δwk
28/06/21
prc diff
⇓ Δ16
∅-RS
FTSE
1,287,759.370
12/08/24
0.52
1,129,904.641
1,085,881.288
44,023.353
4.05
13.52
S
Entain
91,034.443
12/08/24
3.98
333,144.655
272,891.584
60,253.070
22.08
55.80
Glencore
64,346.796
12/08/24
1.27
61,554.906
47,523.820
14,031.086
29.52
54.14
Ashtead
808,079.690
12/08/24
-0.43
930,734.643
825,046.061
105,688.581
12.81
48.43
Rolls-Royce
76,337.808
12/08/24
0.35
22,372.765
15,429.313
6,943.452
45.00
38.43
L
NatWest
52,481.262
12/08/24
0.48
36,576.899
31,288.498
5,288.401
16.90
37.75
Shell
439,016.897
12/08/24
0.83
277,338.220
221,752.239
55,585.981
25.07
36.90
S
Croda
600,570.096
12/08/24
-0.05
1,387,475.337
1,117,051.571
270,423.766
24.21
35.56
BP
68,950.278
12/08/24
1.35
56,692.625
48,383.563
8,309.062
17.17
34.97
L
Segro
138,747.534
12/08/24
-0.96
199,745.630
170,643.598
29,102.032
17.05
32.59
Barclays
34,522.193
12/08/24
0.85
31,284.855
26,332.695
4,952.161
18.81
32.47
L
Frasers
131,516.852
12/08/24
-0.42
98,970.940
92,268.828
6,702.112
7.26
32.29
L
Lloyds Bank
8,908.953
12/08/24
-0.28
7,728.674
7,139.704
588.970
8.25
30.43
L
Airtel Africa
17,253.254
12/08/24
-0.63
15,394.608
11,990.342
3,404.266
28.39
29.58
S
Spirax-Sarco
1,210,080.514
12/08/24
0.72
2,355,069.205
2,098,693.647
256,375.557
12.22
27.53
L
St. James´s Place
108,381.806
12/08/24
-1.22
239,820.234
226,987.458
12,832.776
5.65
26.94
J Sainsbury
42,286.158
12/08/24
0.67
46,223.037
41,451.886
4,771.150
11.51
26.49
Scottish Mortgage
129,336.668
12/08/24
-0.17
225,547.087
201,502.225
24,044.863
11.93
25.49
L
JD Sports Fashion
18,876.629
12/08/24
-4.07
32,451.803
28,500.475
3,951.328
13.86
25.13
Centrica
19,966.721
12/08/24
3.29
9,156.773
7,949.551
1,207.222
15.19
24.71
RELX
553,829.461
12/08/24
0.57
343,810.303
296,150.698
47,659.605
16.09
23.56
BAE Systems
204,451.063
12/08/24
2.04
93,136.203
80,693.005
12,443.198
15.42
23.28
L
Experian
552,731.527
12/08/24
1.18
506,461.436
430,639.040
75,822.396
17.61
22.29
S
RS Group
118,263.215
12/08/24
-0.40
172,061.999
159,205.948
12,856.051
8.08
22.44
L
Rentokil Initial
73,561.602
12/08/24
1.01
92,947.986
76,824.162
16,123.824
20.99
21.46
⇓ instrument
freshest
⇓ Δday
18/10/21
⇓ Δwk
28/06/21
prc diff
⇓ Δ16
∅-RS
S
Diageo
384,512.298
12/08/24
1.03
565,828.315
535,113.146
30,715.169
5.74
21.86
Pershing Square
554,300.005
12/08/24
-0.79
451,721.566
398,398.684
53,322.881
13.38
20.54
WPP Group
108,256.328
12/08/24
1.68
154,338.202
150,762.045
3,576.156
2.37
19.85
S
Sage Group
157,710.429
12/08/24
1.03
112,585.326
105,932.598
6,652.728
6.28
18.41
L
Halma
396,354.304
12/08/24
0.04
449,368.849
419,431.678
29,937.171
7.14
18.37
L
AstraZeneca
2,004,514.448
12/08/24
0.63
1,364,418.715
1,330,452.022
33,966.693
2.55
17.20
S
B&M
69,734.517
12/08/24
-2.22
93,544.008
86,772.615
6,771.392
7.80
17.19
L
3i Group
473,366.557
12/08/24
0.23
204,843.182
182,004.486
22,838.697
12.55
16.98
Rightmove
84,258.620
12/08/24
0.04
109,134.675
102,063.755
7,070.920
6.93
16.12
Beazley
114,812.565
12/08/24
1.24
59,225.716
51,999.088
7,226.628
13.90
14.51
L
Tesco
52,308.730
12/08/24
0.91
42,270.473
34,382.037
7,888.436
22.94
14.01
L
HSBC
100,994.276
12/08/24
0.22
67,883.713
64,542.122
3,341.591
5.18
14.41
L
SSE
294,560.104
12/08/24
0.86
248,682.133
233,819.343
14,862.789
6.36
13.99
Standard Chartered
113,244.087
12/08/24
0.92
77,357.318
70,683.142
6,674.176
9.44
13.41
Aviva
75,945.688
12/08/24
0.35
61,719.596
63,237.155
-1,517.559
-2.40
13.80
F&C Investment Trust
160,925.808
12/08/24
135,987.013
130,189.628
5,797.385
4.45
13.32
S
Severn Trent
394,315.283
12/08/24
-0.63
411,097.994
386,884.271
24,213.723
6.26
12.79
S
Whitbread
441,369.613
12/08/24
-1.44
515,558.606
475,468.488
40,090.119
8.43
12.58
InterContinental Hot
1,133,695.652
12/08/24
-0.61
791,767.522
741,374.661
50,392.861
6.80
12.27
Int Cons Airlines
26,107.311
12/08/24
-0.06
27,561.289
27,081.899
479.390
1.77
12.77
S
Legal & General
35,384.856
12/08/24
0.53
43,337.038
40,024.099
3,312.939
8.28
12.18
Next
1,496,641.382
12/08/24
0.23
1,243,489.088
1,209,780.976
33,708.112
2.79
11.97
S
Bunzl
502,226.546
12/08/24
0.50
398,079.630
369,535.889
28,543.740
7.72
11.22
L
Schroders
52,889.067
12/08/24
-0.12
95,350.894
92,443.847
2,907.047
3.14
10.65
L
Anglo American
350,162.637
12/08/24
0.29
443,251.786
445,454.251
-2,202.465
-0.49
10.98
⇓ instrument
freshest
⇓ Δday
18/10/21
⇓ Δwk
28/06/21
prc diff
⇓ Δ16
∅-RS
Prudential
99,661.070
12/08/24
0.41
224,762.849
217,238.589
7,524.260
3.46
10.36
L
Imperial Brands
334,713.132
12/08/24
0.38
244,133.548
239,269.499
4,864.049
2.03
10.01
L
Coca-Cola HBC
424,743.750
12/08/24
0.89
387,413.982
409,452.521
-22,038.539
-5.38
10.06
Kingfisher
42,568.484
12/08/24
0.18
51,493.122
55,576.233
-4,083.111
-7.35
10.17
S
United Utilities
155,091.071
12/08/24
-0.12
154,808.745
153,157.043
1,651.702
1.08
9.58
Land Securities
96,539.800
12/08/24
-0.73
109,228.784
103,660.421
5,568.363
5.37
9.60
CRH (L)
1,006,335.266
12/08/24
-1.35
539,085.771
563,592.127
-24,506.356
-4.35
9.18
S
Flutter
2,303,309.442
12/08/24
-1.28
2,255,470.873
2,038,051.073
217,419.800
10.67
8.79
GSK
246,564.688
12/08/24
0.42
220,507.569
219,796.324
711.245
0.32
8.41
L
British Land
61,954.868
12/08/24
-0.40
77,906.285
76,486.406
1,419.879
1.86
8.63
Smurfit Kappa
479,640.468
12/08/24
0.07
576,415.540
597,828.315
-21,412.775
-3.58
7.85
DCC
805,413.278
12/08/24
-0.29
934,498.989
910,099.191
24,399.798
2.68
7.56
L
Auto Trader
125,133.148
12/08/24
0.81
93,418.529
99,238.886
-5,820.357
-5.86
7.34
S
National Grid
153,459.854
12/08/24
-0.04
142,088.391
142,087.854
0.537
0.00
6.85
S
Unite
146,495.813
12/08/24
-1.11
167,748.686
168,571.004
-822.318
-0.49
7.11
Antofagasta
294,795.376
12/08/24
1.79
230,566.216
220,385.862
10,180.354
4.62
7.18
Informa
126,701.625
12/08/24
1.03
83,599.859
77,530.380
6,069.479
7.83
6.43
Compass Group
369,219.641
12/08/24
0.90
228,527.195
231,669.986
-3,142.791
-1.36
6.60
Melrose
76,337.808
12/08/24
0.19
76,910.302
70,629.408
6,280.894
8.89
5.55
L
Barratt Developments
82,282.338
12/08/24
0.15
106,311.416
107,928.430
-1,617.014
-1.50
5.06
L
LSE Group
1,558,753.097
12/08/24
1.12
1,242,548.001
1,250,925.811
-8,377.810
-0.67
4.12
S
Burberry Group
105,244.851
12/08/24
-2.02
288,050.922
315,494.912
-27,443.990
-8.70
4.28
ConvaTec
36,325.943
12/08/24
-0.17
32,373.379
37,030.352
-4,656.973
-12.58
3.76
L
Hargreaves Lansdown
172,846.238
12/08/24
236,604.855
246,792.249
-10,187.394
-4.13
3.46
Admiral Group
423,175.272
12/08/24
0.86
468,347.429
497,269.109
-28,921.680
-5.82
3.35
⇓ instrument
freshest
⇓ Δday
18/10/21
⇓ Δwk
28/06/21
prc diff
⇓ Δ16
∅-RS
S
M&G
31,981.259
12/08/24
1.09
31,032.330
35,310.866
-4,278.536
-12.12
3.04
Mondi
223,194.371
12/08/24
-0.42
277,698.969
289,011.762
-11,312.793
-3.91
2.54
L
Taylor Wimpey
24,781.947
12/08/24
0.54
24,374.143
24,633.167
-259.024
-1.05
1.82
DS Smith
69,640.408
12/08/24
1.19
58,708.119
63,974.078
-5,265.959
-8.23
1.88
L
BAT
439,330.592
12/08/24
405,216.203
432,327.821
-27,111.618
-6.27
1.21
Johnson Matthey
247,348.927
12/08/24
0.06
422,077.338
463,800.549
-41,723.211
-9.00
1.54
Phoenix
84,384.098
12/08/24
0.47
103,927.330
103,046.319
881.011
0.85
0.67
Berkeley
795,218.173
12/08/24
1.00
670,210.504
715,428.851
-45,218.348
-6.32
-0.15
L
BT Group
22,193.959
12/08/24
8.43
21,558.725
30,682.072
-9,123.347
-29.74
0.05
L
Persimmon
247,427.351
12/08/24
0.03
416,744.514
450,597.356
-33,852.842
-7.51
-0.70
L
Smiths Group
273,385.656
12/08/24
0.52
219,900.568
243,184.399
-23,283.831
-9.57
-1.29
Hiscox
186,491.994
12/08/24
1.89
130,215.015
135,102.444
-4,887.429
-3.62
-1.65
Fresnillo
84,697.794
12/08/24
0.93
135,359.622
122,973.929
12,385.693
10.07
-2.07
L
Abrdn
23,989.866
12/08/24
2.51
40,309.876
42,802.911
-2,493.035
-5.82
-1.79
L
Unilever Plc
739,380.368
12/08/24
-0.34
602,060.149
657,703.262
-55,643.112
-8.46
-3.12
Rio Tinto
775,141.659
12/08/24
0.56
784,552.525
921,460.078
-136,907.553
-14.86
-4.35
Weir Group
298,638.146
12/08/24
0.79
251,740.664
286,555.354
-34,814.690
-12.15
-5.49
Intertek
734,047.544
12/08/24
0.60
775,455.354
852,987.703
-77,532.349
-9.09
-6.01
L
Vodafone
11,675.748
12/08/24
0.87
17,165.419
18,509.035
-1,343.615
-7.26
-6.36
Reckitt Benckiser
655,623.661
12/08/24
862,662.712
989,471.877
-126,809.165
-12.82
-7.20
Smith and Nephew
181,316.017
12/08/24
-0.86
197,785.033
239,115.973
-41,330.941
-17.28
-8.29
Ocado
59,084.553
12/08/24
0.72
281,698.588
309,967.994
-28,269.406
-9.12
-8.71
Ass Brit Foods
381,924.310
12/08/24
-0.90
284,443.423
342,668.926
-58,225.503
-16.99
-10.15
Pearson
162,259.014
12/08/24
-0.72
96,492.746
127,948.155
-31,455.410
-24.58
-10.60
Endeavour Mining
245,780.449
12/08/24
1.89
295,658.039
244,335.840
51,322.198
21.00
-13.61
⇓ instrument
freshest
⇓ Δday
18/10/21
⇓ Δwk
28/06/21
prc diff
⇓ Δ16
∅-RS
Haleon
58,535.586
12/08/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 18/10/21 / 28/06/21 - 62 did rise, Market-Ratio(16) in JPY = 62.63 %
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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