Assessment - FTSE 100 Index in Japanese yen - 20/06/22 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
20/06/22
⇓ Δwk
28/02/22
prc diff
Δ16
⇓ ∅-RS
FTSE
1,358,994.315
12/08/24
0.52
1,178,831.254
1,149,713.192
29,118.062
2.53
4.41
ConvaTec
38,335.384
12/08/24
-0.17
35,554.579
27,786.116
7,768.462
27.96
10.58
Pearson
171,234.691
12/08/24
-0.72
127,784.612
99,891.281
27,893.331
27.92
17.61
Standard Chartered
119,508.407
12/08/24
0.92
99,976.562
82,132.831
17,843.731
21.73
33.44
L
AstraZeneca
2,115,398.112
12/08/24
0.63
1,664,179.391
1,396,473.946
267,705.445
19.17
19.77
L
Imperial Brands
353,228.448
12/08/24
0.38
300,343.496
252,657.114
47,686.382
18.87
19.67
Beazley
121,163.648
12/08/24
1.24
82,265.482
69,461.437
12,804.045
18.43
27.97
GSK
260,203.899
12/08/24
0.42
283,327.617
239,981.096
43,346.522
18.06
16.85
Fresnillo
89,383.019
12/08/24
0.93
130,664.732
110,774.498
19,890.234
17.96
5.43
Johnson Matthey
261,031.520
12/08/24
0.06
337,669.182
290,270.498
47,398.684
16.33
-4.48
L
BAT
463,633.029
12/08/24
581,900.005
502,770.700
79,129.305
15.74
29.32
BP
72,764.398
12/08/24
1.35
64,802.689
56,042.400
8,760.288
15.63
19.95
L
LSE Group
1,644,978.594
12/08/24
1.12
1,171,579.643
1,013,403.214
158,176.429
15.61
1.47
Shell
463,301.981
12/08/24
0.83
349,338.632
303,990.134
45,348.498
14.92
29.88
Glencore
67,906.266
12/08/24
1.27
78,251.522
68,158.843
10,092.680
14.81
31.06
BAE Systems
215,760.676
12/08/24
2.04
125,467.275
110,928.651
14,538.623
13.11
33.09
L
HSBC
106,580.974
12/08/24
0.22
88,969.209
79,327.243
9,641.966
12.15
26.76
Centrica
21,071.219
12/08/24
3.29
13,347.864
11,912.960
1,434.904
12.04
34.44
Hiscox
196,808.166
12/08/24
1.89
157,347.218
142,098.431
15,248.787
10.73
13.24
Melrose
80,560.584
12/08/24
0.19
75,652.794
68,559.641
7,093.153
10.35
9.60
S
Unite
154,599.518
12/08/24
-1.11
179,593.658
164,635.630
14,958.028
9.09
5.10
L
BT Group
23,421.661
12/08/24
8.43
31,193.018
28,711.036
2,481.983
8.64
15.78
Phoenix
89,051.971
12/08/24
0.47
103,154.625
95,359.177
7,795.448
8.17
2.84
Compass Group
389,643.752
12/08/24
0.90
280,480.603
261,135.541
19,345.062
7.41
13.93
Haleon
61,773.597
12/08/24
-1.01
-na-
⇓ instrument
freshest
⇓ Δday
20/06/22
⇓ Δwk
28/02/22
prc diff
Δ16
⇓ ∅-RS
Aviva
80,146.774
12/08/24
0.35
69,139.420
64,713.518
4,425.902
6.84
8.36
L
Frasers
138,791.965
12/08/24
-0.42
103,535.330
98,118.519
5,416.811
5.52
0.39
L
Vodafone
12,321.615
12/08/24
0.87
21,147.360
20,261.898
885.462
4.37
13.47
S
Severn Trent
416,127.610
12/08/24
-0.63
462,474.360
443,344.637
19,129.723
4.31
5.13
S
M&G
33,750.366
12/08/24
1.09
33,055.165
31,724.731
1,330.434
4.19
1.71
Reckitt Benckiser
691,890.775
12/08/24
1,011,683.354
974,402.452
37,280.902
3.83
8.31
L
Airtel Africa
18,207.652
12/08/24
-0.63
22,610.593
21,905.171
705.422
3.22
26.04
L
Unilever Plc
780,280.649
12/08/24
-0.34
596,052.316
577,535.008
18,517.308
3.21
-0.16
L
NatWest
55,384.367
12/08/24
0.48
36,531.171
35,408.993
1,122.178
3.17
7.48
S
United Utilities
163,670.239
12/08/24
-0.12
170,489.832
165,637.626
4,852.206
2.93
3.42
Berkeley
839,207.232
12/08/24
1.00
617,404.926
600,580.913
16,824.013
2.80
-8.22
L
Smiths Group
288,508.522
12/08/24
0.52
242,079.009
235,700.261
6,378.748
2.71
4.66
L
British Land
65,382.023
12/08/24
-0.40
83,722.094
81,639.541
2,082.553
2.55
4.55
L
SSE
310,854.277
12/08/24
0.86
267,983.532
262,754.149
5,229.383
1.99
5.62
S
Diageo
405,782.353
12/08/24
1.03
585,541.535
574,220.714
11,320.821
1.97
2.54
L
Coca-Cola HBC
448,239.287
12/08/24
0.89
299,019.303
293,507.715
5,511.588
1.88
-11.94
Weir Group
315,157.903
12/08/24
0.79
248,203.401
243,947.458
4,255.944
1.74
-5.21
F&C Investment Trust
169,827.736
12/08/24
130,764.046
128,563.779
2,200.267
1.71
-2.66
Mondi
235,540.807
12/08/24
-0.42
241,747.961
242,251.772
-503.811
-0.21
-10.62
S
National Grid
161,948.788
12/08/24
-0.04
171,814.025
174,316.452
-2,502.427
-1.44
7.91
RELX
584,465.629
12/08/24
0.57
346,110.912
351,623.476
-5,512.564
-1.57
0.04
Pershing Square
584,962.201
12/08/24
-0.79
410,499.790
417,755.204
-7,255.414
-1.74
-3.11
Informa
133,710.375
12/08/24
1.03
89,846.486
91,628.669
-1,782.183
-1.95
7.51
Land Securities
101,880.089
12/08/24
-0.73
119,541.511
122,428.481
-2,886.969
-2.36
4.91
S
Whitbread
465,784.842
12/08/24
-1.44
439,963.082
450,743.991
-10,780.910
-2.39
-4.95
⇓ instrument
freshest
⇓ Δday
20/06/22
⇓ Δwk
28/02/22
prc diff
Δ16
⇓ ∅-RS
L
Lloyds Bank
9,401.769
12/08/24
-0.28
7,240.852
7,466.411
-225.559
-3.02
-0.29
Endeavour Mining
259,376.279
12/08/24
1.89
295,626.059
306,764.891
-11,138.833
-3.63
7.40
S
Legal & General
37,342.239
12/08/24
0.53
40,867.902
42,731.270
-1,863.368
-4.36
-3.59
S
Sage Group
166,434.492
12/08/24
1.03
103,386.358
108,338.877
-4,952.519
-4.57
-7.71
Rio Tinto
818,020.146
12/08/24
0.56
848,311.058
892,701.249
-44,390.191
-4.97
2.44
Rolls-Royce
80,560.584
12/08/24
0.35
15,145.456
15,954.857
-809.401
-5.07
-9.42
L
Schroders
55,814.730
12/08/24
-0.12
75,806.731
80,295.325
-4,488.594
-5.59
-14.51
L
Anglo American
369,532.573
12/08/24
0.29
555,085.099
589,327.729
-34,242.629
-5.81
12.97
L
Rentokil Initial
77,630.807
12/08/24
1.01
73,658.228
78,279.001
-4,620.772
-5.90
-12.63
Barclays
36,431.856
12/08/24
0.85
26,503.720
28,191.539
-1,687.819
-5.99
-3.20
S
Bunzl
530,008.197
12/08/24
0.50
428,707.442
457,680.886
-28,973.444
-6.33
1.21
L
Tesco
55,202.290
12/08/24
0.91
41,695.523
44,665.893
-2,970.370
-6.65
1.15
Next
1,579,431.047
12/08/24
0.23
985,530.545
1,057,799.339
-72,268.795
-6.83
-12.71
DCC
849,966.299
12/08/24
-0.29
841,524.570
903,337.821
-61,813.251
-6.84
-9.46
Ass Brit Foods
403,051.205
12/08/24
-0.90
272,618.207
295,974.167
-23,355.959
-7.89
-6.11
Smith and Nephew
191,345.870
12/08/24
-0.86
189,194.056
206,102.844
-16,908.788
-8.20
-6.48
Prudential
105,174.019
12/08/24
0.41
160,525.281
175,195.125
-14,669.844
-8.37
-16.97
Antofagasta
311,102.563
12/08/24
1.79
213,691.625
234,467.035
-20,775.411
-8.86
-4.67
S
Burberry Group
111,066.677
12/08/24
-2.02
271,542.301
299,057.231
-27,514.930
-9.20
-3.88
CRH (L)
1,062,002.683
12/08/24
-1.35
468,764.276
521,962.775
-53,198.499
-10.19
-13.80
S
RS Group
124,805.178
12/08/24
-0.40
135,812.531
152,534.603
-16,722.072
-10.96
-17.24
InterContinental Hot
1,196,408.259
12/08/24
-0.61
718,540.157
807,146.217
-88,606.060
-10.98
-4.19
DS Smith
73,492.704
12/08/24
1.19
46,727.456
53,121.197
-6,393.741
-12.04
-18.63
Rightmove
88,919.551
12/08/24
0.04
91,071.365
103,683.450
-12,612.086
-12.16
-12.39
Int Cons Airlines
27,551.488
12/08/24
-0.06
19,958.897
22,901.001
-2,942.104
-12.85
-15.20
⇓ instrument
freshest
⇓ Δday
20/06/22
⇓ Δwk
28/02/22
prc diff
Δ16
⇓ ∅-RS
S
Croda
633,791.813
12/08/24
-0.05
999,765.618
1,153,682.637
-153,917.019
-13.34
-20.93
L
3i Group
499,551.761
12/08/24
0.23
176,531.462
205,871.614
-29,340.152
-14.25
-13.26
L
Halma
418,279.423
12/08/24
0.04
317,723.527
371,663.394
-53,939.867
-14.51
-23.41
L
St. James´s Place
114,377.159
12/08/24
-1.22
184,724.906
216,354.033
-31,629.127
-14.62
-19.59
L
Auto Trader
132,055.134
12/08/24
0.81
87,098.786
102,203.579
-15,104.793
-14.78
-12.25
L
Abrdn
25,316.912
12/08/24
2.51
27,121.125
31,863.469
-4,742.344
-14.88
-25.13
WPP Group
114,244.740
12/08/24
1.68
138,278.841
163,017.021
-24,738.181
-15.18
-12.52
Kingfisher
44,923.243
12/08/24
0.18
39,924.415
47,201.713
-7,277.298
-15.42
-18.20
L
Experian
583,306.960
12/08/24
1.18
380,043.354
452,131.370
-72,088.016
-15.94
-19.56
Intertek
774,652.830
12/08/24
0.60
696,194.402
829,960.892
-133,766.490
-16.12
-13.64
S
Flutter
2,430,721.539
12/08/24
-1.28
1,392,388.804
1,664,083.921
-271,695.117
-16.33
-18.91
S
Entain
96,070.193
12/08/24
3.98
217,084.869
259,594.009
-42,509.140
-16.38
-18.24
L
Taylor Wimpey
26,152.809
12/08/24
0.54
19,358.045
23,161.520
-3,803.476
-16.42
-17.48
S
Spirax-Sarco
1,277,018.500
12/08/24
0.72
1,536,063.731
1,841,360.115
-305,296.384
-16.58
-27.39
Smurfit Kappa
506,172.725
12/08/24
0.07
472,902.379
571,291.803
-98,389.424
-17.22
-17.86
L
Persimmon
261,114.282
12/08/24
0.03
306,385.126
371,971.700
-65,586.574
-17.63
-22.37
J Sainsbury
44,625.300
12/08/24
0.67
34,495.224
42,500.040
-8,004.816
-18.83
-18.42
L
Segro
146,422.627
12/08/24
-0.96
162,412.256
200,630.405
-38,218.149
-19.05
-16.56
L
Barratt Developments
86,833.948
12/08/24
0.15
75,214.155
94,187.612
-18,973.457
-20.14
-22.13
Admiral Group
446,584.046
12/08/24
0.86
357,035.503
458,914.111
-101,878.609
-22.20
-21.11
L
JD Sports Fashion
19,920.827
12/08/24
-4.07
17,603.489
23,277.135
-5,673.646
-24.37
-35.18
Scottish Mortgage
136,491.180
12/08/24
-0.17
116,694.497
155,617.667
-38,923.171
-25.01
-33.84
Ashtead
852,780.209
12/08/24
-0.43
563,444.067
751,651.061
-188,206.994
-25.04
-30.32
L
Hargreaves Lansdown
182,407.568
12/08/24
129,439.853
174,886.819
-45,446.966
-25.99
-33.28
Ocado
62,352.932
12/08/24
0.72
145,263.958
211,652.360
-66,388.402
-31.37
-33.86
⇓ instrument
freshest
⇓ Δday
20/06/22
⇓ Δwk
28/02/22
prc diff
Δ16
⇓ ∅-RS
S
B&M
73,592.019
12/08/24
-2.22
61,872.912
93,324.354
-31,451.443
-33.70
-28.06
FTSE - 99 out of 100 instruments rated - 20/06/22 / 28/02/22 - 41 did rise, Market-Ratio(16) in JPY = 41.41 %
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 7324
days out of 7492 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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