Assessment - FTSE 100 Index in Japanese yen - 5/09/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
5/09/22
⇓ Δwk
1/17/22
prc diff
⇓ Δ16
∅-RS
FTSE
1,321,115.808
8/12/24
0.52
1,161,223.826
1,191,164.572
-29,940.746
-2.51
3.95
Shell
450,388.617
8/12/24
0.83
358,025.964
288,399.913
69,626.051
24.14
41.12
L
Airtel Africa
17,700.160
8/12/24
-0.63
23,187.210
22,583.084
604.125
2.68
40.06
BAE Systems
209,746.896
8/12/24
2.04
119,749.628
92,398.149
27,351.479
29.60
32.85
Glencore
66,013.551
8/12/24
1.27
73,785.531
64,368.832
9,416.698
14.63
29.98
BP
70,736.276
8/12/24
1.35
65,136.589
61,622.241
3,514.348
5.70
24.98
S
National Grid
157,434.878
8/12/24
-0.04
189,713.533
169,114.905
20,598.629
12.18
22.73
Centrica
20,483.912
8/12/24
3.29
11,575.905
11,596.719
-20.814
-0.18
22.21
L
BAT
450,710.438
8/12/24
531,326.622
492,038.923
39,287.699
7.98
21.35
L
AstraZeneca
2,056,436.774
8/12/24
0.63
1,631,632.933
1,372,513.154
259,119.780
18.88
21.23
GSK
252,951.378
8/12/24
0.42
281,525.873
269,239.505
12,286.368
4.56
19.98
Standard Chartered
116,177.414
8/12/24
0.92
88,018.068
82,475.990
5,542.079
6.72
19.94
L
SSE
302,190.005
8/12/24
0.86
290,363.080
247,740.972
42,622.108
17.20
17.14
S
Bunzl
515,235.567
8/12/24
0.50
481,122.532
427,247.538
53,874.993
12.61
17.14
Beazley
117,786.519
8/12/24
1.24
71,090.279
76,544.605
-5,454.326
-7.13
16.88
L
HSBC
103,610.300
8/12/24
0.22
79,280.626
81,223.983
-1,943.357
-2.39
15.08
Hiscox
191,322.639
8/12/24
1.89
151,577.734
151,899.802
-322.068
-0.21
11.65
Pearson
166,461.960
8/12/24
-0.72
121,905.829
96,404.573
25,501.257
26.45
11.42
Endeavour Mining
252,146.825
8/12/24
1.89
314,741.027
250,401.488
64,339.540
25.69
11.42
S
Severn Trent
404,529.112
8/12/24
-0.63
475,973.394
452,757.190
23,216.204
5.13
11.11
L
Tesco
53,663.667
8/12/24
0.91
44,330.855
45,299.194
-968.339
-2.14
10.08
RELX
568,175.137
8/12/24
0.57
369,933.345
351,970.591
17,962.754
5.10
10.06
L
Anglo American
359,232.793
8/12/24
0.29
531,004.801
527,642.885
3,361.916
0.64
9.80
Reckitt Benckiser
672,606.081
8/12/24
1,016,954.649
1,001,136.448
15,818.201
1.58
9.01
L
Imperial Brands
343,383.105
8/12/24
0.38
265,904.677
271,059.610
-5,154.934
-1.90
7.42
⇓ instrument
freshest
⇓ Δday
5/09/22
⇓ Δwk
1/17/22
prc diff
⇓ Δ16
∅-RS
S
United Utilities
159,108.348
8/12/24
-0.12
173,461.568
166,595.240
6,866.329
4.12
6.77
S
Diageo
394,472.203
8/12/24
1.03
599,794.059
584,296.221
15,497.838
2.65
6.70
Informa
129,983.539
8/12/24
1.03
87,470.973
90,238.436
-2,767.463
-3.07
5.26
DCC
826,275.652
8/12/24
-0.29
972,865.159
981,886.833
-9,021.674
-0.92
4.51
Compass Group
378,783.425
8/12/24
0.90
253,675.475
271,842.115
-18,166.640
-6.68
4.54
L
BT Group
22,768.842
8/12/24
8.43
27,926.025
28,334.493
-408.468
-1.44
4.52
L
Frasers
134,923.493
8/12/24
-0.42
104,109.123
121,601.222
-17,492.099
-14.38
3.42
L
Vodafone
11,978.181
8/12/24
0.87
19,103.300
18,604.831
498.469
2.68
2.27
Aviva
77,912.886
8/12/24
0.35
64,702.130
68,797.809
-4,095.678
-5.95
2.06
InterContinental Hot
1,163,061.424
8/12/24
-0.61
762,876.897
767,167.558
-4,290.660
-0.56
1.78
S
M&G
32,809.660
8/12/24
1.09
33,147.572
33,475.549
-327.976
-0.98
1.26
L
Smiths Group
280,467.081
8/12/24
0.52
233,078.925
254,940.015
-21,861.089
-8.57
0.93
ConvaTec
37,266.882
8/12/24
-0.17
32,600.477
27,857.165
4,743.311
17.03
0.85
Johnson Matthey
253,755.931
8/12/24
0.06
366,554.223
305,176.813
61,377.410
20.11
0.42
Rio Tinto
795,219.917
8/12/24
0.56
834,803.911
844,009.514
-9,205.603
-1.09
0.09
L
Rentokil Initial
75,467.046
8/12/24
1.01
83,222.934
81,662.185
1,560.749
1.91
-0.12
Land Securities
99,040.441
8/12/24
-0.73
112,444.289
127,235.256
-14,790.967
-11.62
-0.43
Fresnillo
86,891.695
8/12/24
0.93
123,547.117
125,858.048
-2,310.931
-1.84
-1.24
L
LSE Group
1,599,129.003
8/12/24
1.12
1,134,419.347
1,163,114.910
-28,695.563
-2.47
-1.62
L
3i Group
485,628.027
8/12/24
0.23
198,724.524
224,109.331
-25,384.807
-11.33
-1.80
Smith and Nephew
186,012.591
8/12/24
-0.86
201,299.093
196,799.919
4,499.174
2.29
-2.08
L
NatWest
53,840.669
8/12/24
0.48
32,841.842
39,657.336
-6,815.493
-17.19
-2.01
F&C Investment Trust
165,094.220
8/12/24
130,498.453
140,694.336
-10,195.883
-7.25
-2.72
Antofagasta
302,431.371
8/12/24
1.79
219,160.163
224,813.586
-5,653.422
-2.51
-3.02
WPP Group
111,060.459
8/12/24
1.68
153,219.022
190,539.882
-37,320.860
-19.59
-3.21
⇓ instrument
freshest
⇓ Δday
5/09/22
⇓ Δwk
1/17/22
prc diff
⇓ Δ16
∅-RS
L
Unilever Plc
758,532.312
8/12/24
-0.34
585,070.744
573,106.405
11,964.339
2.09
-3.32
S
Sage Group
161,795.554
8/12/24
1.03
107,649.155
126,797.053
-19,147.898
-15.10
-3.26
L
British Land
63,559.666
8/12/24
-0.40
77,156.607
86,920.616
-9,764.010
-11.23
-3.32
Intertek
753,061.354
8/12/24
0.60
787,818.032
846,357.028
-58,538.996
-6.92
-3.86
S
Unite
150,290.450
8/12/24
-1.11
162,036.920
166,751.741
-4,714.821
-2.83
-5.35
Pershing Square
568,657.868
8/12/24
-0.79
399,058.153
450,722.678
-51,664.524
-11.46
-5.59
L
Lloyds Bank
9,139.719
8/12/24
-0.28
6,813.757
8,627.896
-1,814.139
-21.03
-6.76
Berkeley
815,816.467
8/12/24
1.00
620,631.975
699,089.653
-78,457.678
-11.22
-8.69
L
Auto Trader
128,374.433
8/12/24
0.81
90,174.270
108,298.643
-18,124.374
-16.74
-8.74
Mondi
228,975.707
8/12/24
-0.42
251,342.272
294,769.501
-43,427.229
-14.73
-9.11
CRH (L)
1,032,402.061
8/12/24
-1.35
498,742.236
616,926.665
-118,184.429
-19.16
-9.34
Phoenix
86,569.874
8/12/24
0.47
91,912.104
107,359.638
-15,447.534
-14.39
-9.51
L
Experian
567,048.763
8/12/24
1.18
423,194.735
484,213.877
-61,019.141
-12.60
-10.36
L
Segro
142,341.469
8/12/24
-0.96
172,657.016
202,825.205
-30,168.189
-14.87
-10.30
S
Legal & General
36,301.419
8/12/24
0.53
37,846.160
46,950.279
-9,104.119
-19.39
-11.44
Smurfit Kappa
492,064.449
8/12/24
0.07
518,614.689
625,847.218
-107,232.529
-17.13
-11.54
J Sainsbury
43,381.483
8/12/24
0.67
37,492.157
45,792.172
-8,300.015
-18.13
-12.35
S
Whitbread
452,802.276
8/12/24
-1.44
412,091.908
493,134.430
-81,042.522
-16.43
-12.43
S
RS Group
121,326.551
8/12/24
-0.40
144,899.946
176,533.049
-31,633.102
-17.92
-12.48
Weir Group
306,373.679
8/12/24
0.79
231,228.454
290,622.227
-59,393.772
-20.44
-13.31
S
Croda
616,126.479
8/12/24
-0.05
1,076,813.372
1,335,578.934
-258,765.563
-19.37
-14.57
Barclays
35,416.411
8/12/24
0.85
23,489.721
33,616.400
-10,126.678
-30.12
-15.14
DS Smith
71,444.282
8/12/24
1.19
50,010.998
61,896.118
-11,885.120
-19.20
-15.88
Ass Brit Foods
391,817.179
8/12/24
-0.90
251,020.451
332,251.474
-81,231.023
-24.45
-16.33
L
Halma
406,620.949
8/12/24
0.04
352,715.916
417,857.482
-65,141.566
-15.59
-16.44
⇓ instrument
freshest
⇓ Δday
5/09/22
⇓ Δwk
1/17/22
prc diff
⇓ Δ16
∅-RS
Rightmove
86,441.145
8/12/24
0.04
86,891.695
108,016.942
-21,125.247
-19.56
-16.60
S
B&M
71,540.829
8/12/24
-2.22
74,034.942
88,235.224
-14,200.282
-16.09
-16.65
Int Cons Airlines
26,783.560
8/12/24
-0.06
20,506.440
26,123.135
-5,616.695
-21.50
-16.87
L
Schroders
54,259.036
8/12/24
-0.12
75,280.390
92,080.452
-16,800.062
-18.24
-16.98
S
Burberry Group
107,970.976
8/12/24
-2.02
239,676.258
274,346.130
-34,669.872
-12.64
-17.42
Next
1,535,408.427
8/12/24
0.23
950,015.862
1,193,476.090
-243,460.228
-20.40
-17.95
L
St. James´s Place
111,189.187
8/12/24
-1.22
190,115.810
258,539.536
-68,423.726
-26.47
-18.17
S
Spirax-Sarco
1,241,424.860
8/12/24
0.72
1,746,683.974
2,114,327.561
-367,643.587
-17.39
-18.86
L
Taylor Wimpey
25,423.866
8/12/24
0.54
19,349.493
25,102.749
-5,753.256
-22.92
-20.09
L
Persimmon
253,836.386
8/12/24
0.03
326,970.229
403,459.397
-76,489.168
-18.96
-20.22
Admiral Group
434,136.652
8/12/24
0.86
370,094.255
507,219.513
-137,125.258
-27.03
-20.79
Kingfisher
43,671.122
8/12/24
0.18
38,940.352
52,850.364
-13,910.012
-26.32
-23.03
L
Abrdn
24,611.268
8/12/24
2.51
28,811.033
38,170.577
-9,359.544
-24.52
-23.66
S
Entain
93,392.481
8/12/24
3.98
200,896.816
270,433.607
-69,536.790
-25.71
-25.70
Rolls-Royce
78,315.163
8/12/24
0.35
12,631.478
19,703.467
-7,071.989
-35.89
-26.26
Ashtead
829,011.131
8/12/24
-0.43
611,460.074
898,315.337
-286,855.263
-31.93
-26.37
Melrose
78,315.163
8/12/24
0.19
51,941.924
79,533.772
-27,591.848
-34.69
-26.74
L
Barratt Developments
84,413.672
8/12/24
0.15
73,874.032
106,264.131
-32,390.100
-30.48
-27.03
S
Flutter
2,362,971.364
8/12/24
-1.28
1,286,640.723
1,741,072.843
-454,432.120
-26.10
-28.21
L
Coca-Cola HBC
435,745.758
8/12/24
0.89
252,146.825
416,761.976
-164,615.151
-39.50
-28.89
Prudential
102,242.561
8/12/24
0.41
141,762.191
205,407.470
-63,645.280
-30.98
-29.90
Scottish Mortgage
132,686.836
8/12/24
-0.17
125,027.494
179,897.819
-54,870.325
-30.50
-32.85
L
JD Sports Fashion
19,365.584
8/12/24
-4.07
18,915.035
30,674.182
-11,759.148
-38.34
-33.71
L
Hargreaves Lansdown
177,323.421
8/12/24
137,417.606
212,293.511
-74,875.905
-35.27
-34.61
Ocado
60,615.003
8/12/24
0.72
126,057.321
228,256.606
-102,199.285
-44.77
-48.29
⇓ instrument
freshest
⇓ Δday
5/09/22
⇓ Δwk
1/17/22
prc diff
⇓ Δ16
∅-RS
Haleon
60,051.816
8/12/24
-1.01
-na-
FTSE - 99 out of 100 instruments rated - 5/09/22 / 1/17/22 - 26 did rise, Market-Ratio(16) in JPY = 26.26 %
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
1/02/06
6/19/06
168
- cash -
short
6/19/06
9/04/06
77
Carnival
100
2
4,677.386
5,086.597
4,268.175
-409.211
-9
9,182
-35
long
9/04/06
7/30/07
329
LSE Group
100
3
2,466.062
2,949.546
483.483
20
10,632
22
short
7/30/07
2/16/09
567
Taylor Wimpey
100
19
546.602
17.484
17,087.953
16,541.351
3,026
324,918
817
long
2/16/09
7/05/10
504
Randgold Res
100
75
4,281.943
8,175.566
3,893.622
91
616,939
60
short
7/05/10
9/06/10
63
BP
100
1,386
444.884
529.434
360.335
-84.550
-19
499,754
-71
long
9/06/10
8/08/11
336
Croda
100
269
1,853.344
2,276.933
423.589
23
613,699
25
short
8/08/11
11/28/11
112
Lloyds Bank
100
14,540
42.207
28.427
62.666
20.459
48
911,178
263
long
11/28/11
6/04/12
189
Next
100
284
3,197.526
3,585.164
387.639
12
1,021,267
25
short
6/04/12
7/30/12
56
Aviva
100
3,153
323.899
369.441
278.357
-45.542
-14
877,673
-63
long
7/30/12
8/24/15
1120
Ashtead
100
2,724
322.118
1,649.814
1,327.697
412
4,494,319
70
short
8/24/15
5/09/16
259
Glencore
100
17,443
257.655
206.893
320.872
63.217
25
5,597,005
36
long
5/09/16
10/08/18
882
Fresnillo
100
3,451
1,621.742
1,149.337
-472.406
-29
3,966,733
-13
short
10/08/18
2/11/19
126
Fresnillo
100
3,451
1,149.337
1,382.869
915.805
-233.532
-20
3,160,814
-48
long
2/11/19
3/09/20
392
Micro Focus
100
1,319
2,396.060
793.869
-1,602.190
-67
1,047,525
-64
short
3/09/20
7/06/20
119
Micro Focus
100
1,319
793.869
588.853
1,070.264
276.395
35
1,412,090
150
long
7/06/20
3/07/22
609
Scottish Mortgage
100
1,171
1,205.357
1,295.512
90.155
7
1,517,661
4
short
3/07/22
1/09/23
308
Polymetal
100
5,811
261.146
506.181
16.110
-245.035
-94
93,762
-96
long
1/09/23
8/21/23
224
Antofagasta
100
33
2,774.352
2,592.308
-182.044
-7
87,754
-10
short
8/21/23
12/11/23
112
Fresnillo
100
92
951.135
1,057.894
844.376
-106.759
-11
77,932
-32
long
12/11/23
8/12/24
245
Rolls-Royce
100
142
545.293
994.131
448.838
82
141,667
145
accum 6/19/06
8/12/24 7321
days out of 7489 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 7/30/07 2/16/09 567 546.60 17.48 17,087.95 16,541.35 3,026.21 3,026.21
Ashtead long 7/30/12 8/24/15 1120 322.12 1,649.81 1,327.70 412.18 412.18
Randgold Res long 2/16/09 7/05/10 504 4,281.94 8,175.57 3,893.62 90.93 90.93
Rolls-Royce long 12/11/23 8/12/24 245 545.29 994.13 448.84 82.31 82.31
Lloyds Bank short 8/08/11 11/28/11 112 42.21 28.43 62.67 20.46 48.47 48.47
Glencore short 8/24/15 5/09/16 259 257.66 206.89 320.87 63.22 24.54 24.54
Croda long 9/06/10 8/08/11 336 1,853.34 2,276.93 423.59 22.86 22.86
LSE Group long 9/04/06 7/30/07 329 2,466.06 2,949.55 483.48 19.61 19.61
Next long 11/28/11 6/04/12 189 3,197.53 3,585.16 387.64 12.12 12.12
Scottish Mortgage long 7/06/20 3/07/22 609 1,205.36 1,295.51 90.15 7.48 7.48
Antofagasta long 1/09/23 8/21/23 224 2,774.35 2,592.31 -182.04 -6.56 -6.56
Carnival short 6/19/06 9/04/06 77 4,677.39 5,086.60 4,268.18 -409.21 -8.75 -8.75
Aviva short 6/04/12 7/30/12 56 323.90 369.44 278.36 -45.54 -14.06 -14.06
BP short 7/05/10 9/06/10 63 444.88 529.43 360.33 -84.55 -19.00 -19.00
Fresnillo long 5/09/16 10/08/18 882 1,621.74 1,149.34 -472.41 -29.13
short 10/08/18 2/11/19 126 1,149.34 1,382.87 915.80 -233.53 -20.32
short 8/21/23 12/11/23 112 951.13 1,057.89 844.38 -106.76 -11.22 -49.87
Micro Focus long 2/11/19 3/09/20 392 2,396.06 793.87 -1,602.19 -66.87
short 3/09/20 7/06/20 119 793.87 588.85 1,070.26 276.39 34.82 -55.33
Polymetal short 3/07/22 1/09/23 308 261.15 506.18 16.11 -245.04 -93.83 -93.83
Annotations
4/20/23 Melrose reverse split 3:1 (one for three)
9/26/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
7/18/22 GlaxoSmithKline demergers OTC business -> Haleon
11/30/21 JD Sports stock split 1:5 (five for one)
5/28/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
2/12/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
8/31/18 Rightmove stock split 1:10 (ten for one)
7/02/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
5/21/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
1/19/18 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
8/14/17 Standard Life merger with Aberdeen Asset Management completed
3/20/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
2/14/17 FTSE machine learning processed for all techniques
12/19/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
10/04/16 SAB Miller acquired by AB InBev - deletion
9/19/16 FTSE Polymetal replaces Berkeley
9/05/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
7/11/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
2/18/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
8/26/15 FTSE complete analysis
6/22/15 FTSE Inmarsat replaces Aggreko
4/21/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
write an annotation