Assessment - FTSE 100 Index in Japanese yen - 25/10/21 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
⇓ Δ16
∅-RS
FTSE
1,284,895.037
12/08/24
0.52
1,130,363.335
1,100,803.470
29,559.865
2.69
12.79
S
Entain
90,831.958
12/08/24
3.98
334,438.135
285,075.575
49,362.559
17.32
53.82
Ashtead
806,282.297
12/08/24
-0.43
916,770.516
838,864.263
77,906.253
9.29
43.79
Glencore
64,203.671
12/08/24
1.27
58,201.938
49,187.252
9,014.687
18.33
42.62
S
Croda
599,234.262
12/08/24
-0.05
1,455,439.706
1,143,067.787
312,371.919
27.33
41.01
Shell
438,040.402
12/08/24
0.83
277,910.734
228,920.834
48,989.901
21.40
35.08
L
NatWest
52,364.530
12/08/24
0.48
36,307.743
31,787.732
4,520.011
14.22
34.21
L
Segro
138,438.921
12/08/24
-0.96
201,570.574
171,767.444
29,803.130
17.35
32.64
L
Frasers
131,224.322
12/08/24
-0.42
100,785.287
94,410.639
6,374.648
6.75
32.72
BP
68,796.913
12/08/24
1.35
56,441.326
49,817.168
6,624.158
13.30
32.47
Barclays
34,445.406
12/08/24
0.85
31,393.678
27,301.498
4,092.180
14.99
30.60
S
Spirax-Sarco
1,207,388.960
12/08/24
0.72
2,420,255.382
2,108,683.518
311,571.863
14.78
30.06
Rolls-Royce
76,168.011
12/08/24
0.35
20,742.363
16,128.932
4,613.431
28.60
28.80
L
Airtel Africa
17,214.878
12/08/24
-0.63
15,454.266
12,690.511
2,763.755
21.78
28.69
L
JD Sports Fashion
18,834.642
12/08/24
-4.07
33,318.614
30,039.330
3,279.285
10.92
27.55
L
St. James´s Place
108,140.735
12/08/24
-1.22
243,199.280
236,756.379
6,442.901
2.72
27.01
L
Lloyds Bank
8,889.137
12/08/24
-0.28
7,633.234
7,330.076
303.158
4.14
26.76
Scottish Mortgage
129,048.987
12/08/24
-0.17
228,488.384
204,108.274
24,380.110
11.94
26.03
J Sainsbury
42,192.102
12/08/24
0.67
46,308.022
42,742.131
3,565.891
8.34
25.44
Centrica
19,922.309
12/08/24
3.29
9,270.994
8,124.385
1,146.609
14.11
24.95
RELX
552,597.592
12/08/24
0.57
348,523.035
303,358.514
45,164.521
14.89
24.29
L
Experian
551,502.099
12/08/24
1.18
514,255.363
437,100.518
77,154.845
17.65
23.77
Pershing Square
553,067.088
12/08/24
-0.79
464,801.712
412,518.415
52,283.297
12.67
23.08
L
Rentokil Initial
73,397.981
12/08/24
1.01
92,803.844
76,880.527
15,923.317
20.71
20.73
S
Diageo
383,657.036
12/08/24
1.03
566,604.242
534,583.920
32,020.322
5.99
20.92
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
⇓ Δ16
∅-RS
S
RS Group
118,000.165
12/08/24
-0.40
172,148.782
165,161.004
6,987.778
4.23
21.08
L
Halma
395,472.703
12/08/24
0.04
460,419.743
421,583.066
38,836.678
9.21
20.61
S
B&M
69,579.408
12/08/24
-2.22
96,622.417
87,788.835
8,833.581
10.06
20.37
L
AstraZeneca
2,000,055.854
12/08/24
0.63
1,399,413.102
1,333,271.809
66,141.294
4.96
19.75
BAE Systems
203,996.307
12/08/24
2.04
89,830.365
81,028.757
8,801.608
10.86
18.14
S
Sage Group
157,359.637
12/08/24
1.03
112,272.306
105,518.677
6,753.629
6.40
17.78
L
3i Group
472,313.659
12/08/24
0.23
207,595.782
186,439.887
21,155.895
11.35
17.75
Rightmove
84,071.205
12/08/24
0.04
109,611.825
100,448.618
9,163.207
9.12
16.28
L
Tesco
52,192.381
12/08/24
0.91
42,833.747
35,567.230
7,266.517
20.43
15.23
L
HSBC
100,769.637
12/08/24
0.22
69,336.835
65,004.298
4,332.536
6.66
15.67
L
SSE
293,904.921
12/08/24
0.86
252,823.962
233,069.064
19,754.898
8.48
15.17
Kingfisher
42,473.800
12/08/24
0.18
53,757.370
57,245.572
-3,488.202
-6.09
14.61
S
Severn Trent
393,438.217
12/08/24
-0.63
417,069.550
393,774.562
23,294.989
5.92
14.03
F&C Investment Trust
160,567.864
12/08/24
137,093.030
134,433.375
2,659.655
1.98
13.47
S
Bunzl
501,109.456
12/08/24
0.50
404,706.138
374,877.070
29,829.068
7.96
12.79
Aviva
75,776.764
12/08/24
0.35
62,098.761
63,913.468
-1,814.707
-2.84
13.34
S
Legal & General
35,306.150
12/08/24
0.53
44,179.638
40,898.474
3,281.164
8.02
13.07
WPP Group
108,015.536
12/08/24
1.68
147,641.056
152,777.770
-5,136.714
-3.36
13.34
Beazley
114,557.190
12/08/24
1.24
57,935.890
51,791.418
6,144.472
11.86
11.43
Prudential
99,439.397
12/08/24
0.41
229,114.379
216,399.325
12,715.055
5.88
11.53
Standard Chartered
112,992.201
12/08/24
0.92
76,543.609
70,581.363
5,962.246
8.45
11.28
DCC
803,621.816
12/08/24
-0.29
972,484.122
915,683.335
56,800.787
6.20
11.32
GSK
246,016.260
12/08/24
0.42
224,588.432
221,690.623
2,897.809
1.31
10.13
S
United Utilities
154,746.105
12/08/24
-0.12
156,577.143
153,638.143
2,938.999
1.91
10.26
Next
1,493,312.438
12/08/24
0.23
1,229,455.304
1,219,886.859
9,568.445
0.78
9.81
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
⇓ Δ16
∅-RS
L
Imperial Brands
333,968.638
12/08/24
0.38
244,686.019
241,826.438
2,859.582
1.18
9.52
CRH (L)
1,004,096.898
12/08/24
-1.35
544,772.647
564,620.177
-19,847.530
-3.52
9.67
L
Schroders
52,771.427
12/08/24
-0.12
94,819.549
92,276.605
2,542.944
2.76
9.18
L
Coca-Cola HBC
423,799.003
12/08/24
0.89
386,552.266
404,836.508
-18,284.242
-4.52
8.92
L
Anglo American
349,383.779
12/08/24
0.29
440,153.137
458,763.496
-18,610.359
-4.06
8.97
L
Auto Trader
124,854.817
12/08/24
0.81
93,993.235
98,697.143
-4,703.908
-4.77
7.68
S
Unite
146,169.966
12/08/24
-1.11
169,566.551
172,689.273
-3,122.723
-1.81
7.44
S
National Grid
153,118.517
12/08/24
-0.04
142,648.741
141,961.645
687.097
0.48
7.06
InterContinental Hot
1,131,173.999
12/08/24
-0.61
760,271.623
757,282.409
2,989.214
0.39
7.10
Smurfit Kappa
478,573.615
12/08/24
0.07
574,194.439
612,401.640
-38,207.201
-6.24
6.80
S
Whitbread
440,387.885
12/08/24
-1.44
493,754.008
497,787.585
-4,033.577
-0.81
6.58
S
Flutter
2,298,186.245
12/08/24
-1.28
2,211,329.359
2,101,001.611
110,327.748
5.25
6.15
Antofagasta
294,139.670
12/08/24
1.79
231,774.861
226,078.528
5,696.333
2.52
6.55
L
Hargreaves Lansdown
172,461.780
12/08/24
243,903.525
248,048.783
-4,145.258
-1.67
6.20
S
Burberry Group
105,010.757
12/08/24
-2.02
295,704.659
314,497.280
-18,792.621
-5.98
6.32
Fresnillo
84,509.402
12/08/24
0.93
144,448.478
124,754.172
19,694.306
15.79
5.03
Land Securities
96,325.069
12/08/24
-0.73
105,761.952
108,253.436
-2,491.484
-2.30
5.19
L
British Land
61,817.063
12/08/24
-0.40
75,886.313
80,229.838
-4,343.525
-5.41
4.76
Compass Group
368,398.394
12/08/24
0.90
225,358.406
245,821.029
-20,462.623
-8.32
4.38
Admiral Group
422,234.014
12/08/24
0.86
474,504.644
482,270.132
-7,765.488
-1.61
4.22
Mondi
222,697.925
12/08/24
-0.42
279,741.771
298,211.636
-18,469.865
-6.19
2.79
Informa
126,419.806
12/08/24
1.03
81,035.127
80,414.204
620.923
0.77
2.30
Melrose
76,168.011
12/08/24
0.19
75,025.569
74,944.686
80.883
0.11
2.13
Johnson Matthey
246,798.754
12/08/24
0.06
425,207.493
474,895.501
-49,688.009
-10.46
1.72
S
M&G
31,910.124
12/08/24
1.09
30,775.507
35,475.047
-4,699.540
-13.25
1.50
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
⇓ Δ16
∅-RS
ConvaTec
36,245.144
12/08/24
-0.17
31,706.676
37,579.890
-5,873.214
-15.63
1.08
L
BAT
438,353.400
12/08/24
404,236.641
434,565.489
-30,328.848
-6.98
0.70
DS Smith
69,485.509
12/08/24
1.19
58,295.838
66,678.954
-8,383.117
-12.57
0.43
Weir Group
297,973.892
12/08/24
0.79
267,300.109
290,068.815
-22,768.705
-7.85
0.01
Phoenix
84,196.404
12/08/24
0.47
103,164.070
105,580.132
-2,416.062
-2.29
-0.24
Berkeley
793,449.388
12/08/24
1.00
666,998.282
727,169.333
-60,171.050
-8.27
-0.91
L
Barratt Developments
82,099.319
12/08/24
0.15
101,098.285
111,111.105
-10,012.820
-9.01
-0.91
L
Unilever Plc
737,735.782
12/08/24
-0.34
607,137.456
655,189.863
-48,052.407
-7.33
-2.14
L
LSE Group
1,555,286.000
12/08/24
1.12
1,165,603.756
1,210,054.017
-44,450.262
-3.67
-2.38
Int Cons Airlines
26,049.241
12/08/24
-0.06
24,467.037
27,949.851
-3,482.814
-12.46
-1.62
L
Abrdn
23,936.506
12/08/24
2.51
40,204.566
42,696.040
-2,491.474
-5.84
-2.42
L
Persimmon
246,877.004
12/08/24
0.03
411,435.590
470,593.633
-59,158.043
-12.57
-2.38
L
Smiths Group
272,777.571
12/08/24
0.52
217,533.461
247,587.868
-30,054.407
-12.14
-2.67
L
BT Group
22,144.593
12/08/24
8.43
21,158.650
29,897.983
-8,739.332
-29.23
-2.93
L
Taylor Wimpey
24,726.825
12/08/24
0.54
23,388.760
25,319.566
-1,930.806
-7.63
-3.25
Hiscox
186,077.184
12/08/24
1.89
126,044.209
131,237.702
-5,193.494
-3.96
-4.94
Smith and Nephew
180,912.720
12/08/24
-0.86
203,135.563
243,746.915
-40,611.351
-16.66
-5.75
L
Vodafone
11,649.778
12/08/24
0.87
17,327.557
18,768.436
-1,440.878
-7.68
-5.76
Ocado
58,953.133
12/08/24
0.72
285,923.478
304,971.715
-19,048.237
-6.25
-7.02
Intertek
732,414.820
12/08/24
0.60
767,783.570
853,306.248
-85,522.679
-10.02
-6.79
Reckitt Benckiser
654,165.373
12/08/24
856,205.444
996,343.360
-140,137.916
-14.07
-7.66
Rio Tinto
773,417.530
12/08/24
0.56
745,951.974
927,974.386
-182,022.412
-19.62
-9.50
Pearson
161,898.105
12/08/24
-0.72
98,500.403
127,304.566
-28,804.162
-22.63
-9.36
Endeavour Mining
245,233.765
12/08/24
1.89
293,435.425
249,431.526
44,003.899
17.64
-13.59
Ass Brit Foods
381,074.805
12/08/24
-0.90
274,029.562
358,130.512
-84,100.950
-23.48
-13.79
⇓ instrument
freshest
⇓ Δday
25/10/21
⇓ Δwk
5/07/21
prc diff
⇓ Δ16
∅-RS
Haleon
58,405.387
12/08/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 25/10/21 / 5/07/21 - 56 did rise, Market-Ratio(16) in JPY = 56.57 %
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 7388
days out of 7556 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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