Assessment - FTSE 100 Index in Japanese yen - 5/02/24 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
5/02/24
⇓ Δwk
16/10/23
prc diff
Δ16
⇓ ∅-RS
FTSE
1,529,256.922
12/08/24
0.52
1,417,985.914
1,392,508.293
25,477.622
1.83
5.38
Rolls-Royce
90,653.676
12/08/24
0.35
57,703.943
38,961.465
18,742.478
48.11
82.81
L
Persimmon
293,828.178
12/08/24
0.03
262,815.568
188,328.953
74,486.615
39.55
23.78
L
Taylor Wimpey
29,429.383
12/08/24
0.54
27,035.918
19,964.329
7,071.589
35.42
28.00
Pershing Square
658,249.623
12/08/24
-0.79
712,638.103
541,628.229
171,009.874
31.57
35.43
L
Barratt Developments
97,713.003
12/08/24
0.15
97,005.208
75,751.307
21,253.901
28.06
18.11
InterContinental Hot
1,346,301.152
12/08/24
-0.61
1,399,944.585
1,099,680.494
300,264.090
27.30
35.78
S
Flutter
2,735,256.284
12/08/24
-1.28
3,109,642.741
2,446,269.006
663,373.736
27.12
23.60
DCC
956,454.955
12/08/24
-0.29
1,065,418.178
843,465.524
221,952.654
26.31
27.23
Antofagasta
350,079.277
12/08/24
1.79
320,463.632
257,127.417
63,336.215
24.63
20.89
Melrose
90,653.676
12/08/24
0.19
108,814.213
87,321.128
21,493.085
24.61
24.90
L
British Land
73,573.458
12/08/24
-0.40
70,574.641
56,827.167
13,747.475
24.19
12.23
CRH (L)
1,195,056.474
12/08/24
-1.35
1,070,633.512
872,298.832
198,334.679
22.74
38.27
L
Experian
656,387.003
12/08/24
1.18
609,821.524
502,028.052
107,793.472
21.47
21.05
Smith and Nephew
215,318.779
12/08/24
-0.86
207,682.040
173,291.835
34,390.205
19.85
5.25
ConvaTec
43,138.260
12/08/24
-0.17
44,069.570
36,862.838
7,206.732
19.55
12.88
L
Segro
164,767.294
12/08/24
-0.96
159,514.708
133,472.671
26,042.037
19.51
15.78
Next
1,777,311.233
12/08/24
0.23
1,535,543.262
1,293,849.105
241,694.157
18.68
22.63
Berkeley
944,347.930
12/08/24
1.00
877,293.640
741,089.029
136,204.611
18.38
17.22
S
Spirax-Sarco
1,437,010.707
12/08/24
0.72
1,819,033.903
1,545,319.354
273,714.549
17.71
-0.13
S
Croda
713,196.889
12/08/24
-0.05
920,692.667
788,353.756
132,338.910
16.79
-4.58
L
Auto Trader
148,599.759
12/08/24
0.81
135,673.182
116,282.179
19,391.003
16.68
20.84
L
Halma
470,683.870
12/08/24
0.04
400,649.388
343,718.588
56,930.800
16.56
4.88
S
Legal & General
42,020.689
12/08/24
0.53
46,435.096
39,837.413
6,597.683
16.56
12.32
RELX
657,690.837
12/08/24
0.57
614,850.595
527,941.532
86,909.064
16.46
28.72
⇓ instrument
freshest
⇓ Δday
5/02/24
⇓ Δwk
16/10/23
prc diff
Δ16
⇓ ∅-RS
Ass Brit Foods
453,547.773
12/08/24
-0.90
418,344.271
359,686.401
58,657.869
16.31
15.48
Scottish Mortgage
153,591.579
12/08/24
-0.17
143,607.940
123,727.742
19,880.197
16.07
17.84
S
Sage Group
187,286.360
12/08/24
1.03
214,946.255
186,412.815
28,533.439
15.31
33.17
L
3i Group
562,138.472
12/08/24
0.23
436,039.153
378,300.310
57,738.843
15.26
28.50
F&C Investment Trust
191,104.729
12/08/24
182,536.681
159,860.623
22,676.058
14.18
14.69
GSK
292,803.737
12/08/24
0.42
309,679.067
272,493.016
37,186.051
13.65
21.80
Land Securities
114,644.211
12/08/24
-0.73
122,746.605
108,800.118
13,946.487
12.82
10.77
S
M&G
37,978.805
12/08/24
1.09
40,754.108
36,278.872
4,475.236
12.34
14.62
S
Unite
173,968.633
12/08/24
-1.11
185,423.741
165,152.812
20,270.928
12.27
11.34
L
Coca-Cola HBC
504,397.277
12/08/24
0.89
433,058.962
386,329.839
46,729.124
12.10
8.65
BAE Systems
242,792.412
12/08/24
2.04
219,602.803
196,540.971
23,061.832
11.73
24.64
Informa
150,462.378
12/08/24
1.03
146,327.364
131,136.808
15,190.556
11.58
15.12
L
Imperial Brands
397,482.936
12/08/24
0.38
350,544.932
314,794.035
35,750.897
11.36
8.14
Hiscox
221,465.422
12/08/24
1.89
192,222.301
173,547.320
18,674.981
10.76
1.99
S
Bunzl
596,410.665
12/08/24
0.50
596,596.927
541,628.229
54,968.698
10.15
12.39
Intertek
871,705.782
12/08/24
0.60
829,796.850
754,593.237
75,203.613
9.97
12.90
S
National Grid
182,238.662
12/08/24
-0.04
195,016.229
177,671.578
17,344.651
9.76
6.08
L
LSE Group
1,851,070.953
12/08/24
1.12
1,643,947.699
1,500,426.987
143,520.712
9.57
12.11
S
Whitbread
524,141.041
12/08/24
-1.44
655,641.956
601,119.739
54,522.216
9.07
12.53
J Sainsbury
50,216.213
12/08/24
0.67
50,756.373
46,626.015
4,130.358
8.86
5.45
WPP Group
128,557.977
12/08/24
1.68
143,980.464
132,304.739
11,675.724
8.82
-0.67
Phoenix
100,208.913
12/08/24
0.47
92,609.426
85,423.239
7,186.187
8.41
-1.90
L
SSE
349,799.884
12/08/24
0.86
312,733.762
289,063.044
23,670.718
8.19
1.45
Pearson
192,687.955
12/08/24
-0.72
180,413.295
167,196.693
13,216.602
7.90
16.11
L
Tesco
62,118.350
12/08/24
0.91
53,978.704
50,056.814
3,921.890
7.83
14.28
⇓ instrument
freshest
⇓ Δday
5/02/24
⇓ Δwk
16/10/23
prc diff
Δ16
⇓ ∅-RS
S
RS Group
140,441.487
12/08/24
-0.40
142,341.359
132,122.250
10,219.109
7.73
0.65
Beazley
136,343.725
12/08/24
1.24
102,630.317
95,533.146
7,097.171
7.43
2.67
Compass Group
438,460.558
12/08/24
0.90
400,835.650
375,380.481
25,455.169
6.78
10.03
Ocado
70,164.865
12/08/24
0.72
97,414.984
91,244.648
6,170.336
6.76
-1.79
Johnson Matthey
293,735.047
12/08/24
0.06
295,318.273
277,292.484
18,025.788
6.50
-4.98
Smurfit Kappa
569,588.949
12/08/24
0.07
533,081.613
501,115.605
31,966.007
6.38
2.44
Admiral Group
502,534.658
12/08/24
0.86
466,027.322
440,346.670
25,680.652
5.83
13.77
Aviva
90,188.021
12/08/24
0.35
79,310.325
75,203.839
4,106.487
5.46
9.31
S
Entain
108,106.418
12/08/24
3.98
184,362.048
175,189.724
9,172.324
5.24
-7.84
S
United Utilities
184,175.786
12/08/24
-0.12
195,481.884
185,956.592
9,525.292
5.12
7.62
Ashtead
959,621.408
12/08/24
-0.43
952,170.931
906,606.820
45,564.111
5.03
5.41
Rio Tinto
920,506.405
12/08/24
0.56
996,315.006
952,046.654
44,268.351
4.65
7.02
L
Hargreaves Lansdown
205,260.635
12/08/24
144,651.006
139,020.345
5,630.661
4.05
4.51
S
Severn Trent
468,262.465
12/08/24
-0.63
475,712.942
459,143.067
16,569.874
3.61
1.87
L
Schroders
62,807.519
12/08/24
-0.12
74,597.899
72,375.255
2,222.644
3.07
-2.92
Int Cons Airlines
31,003.296
12/08/24
-0.06
27,305.997
26,515.695
790.303
2.98
0.29
Kingfisher
50,551.485
12/08/24
0.18
39,133.629
38,049.018
1,084.611
2.85
-7.24
L
Smiths Group
324,654.525
12/08/24
0.52
300,999.261
294,081.500
6,917.762
2.35
2.16
L
Abrdn
28,488.761
12/08/24
2.51
30,509.702
29,964.742
544.960
1.82
-8.37
L
Unilever Plc
878,038.687
12/08/24
-0.34
729,774.200
718,642.846
11,131.354
1.55
2.02
Mondi
265,050.711
12/08/24
-0.42
254,061.258
251,105.271
2,955.987
1.18
6.98
Haleon
69,512.948
12/08/24
-1.01
61,289.485
60,896.678
392.807
0.65
5.33
Reckitt Benckiser
778,574.822
12/08/24
1,073,986.226
1,068,292.336
5,693.891
0.53
3.99
L
Frasers
156,180.619
12/08/24
-0.42
146,681.261
146,903.883
-222.621
-0.15
5.32
Weir Group
354,642.694
12/08/24
0.79
327,727.847
331,126.827
-3,398.980
-1.03
1.67
⇓ instrument
freshest
⇓ Δday
5/02/24
⇓ Δwk
16/10/23
prc diff
Δ16
⇓ ∅-RS
S
Diageo
456,621.095
12/08/24
1.03
555,805.567
562,796.987
-6,991.420
-1.24
-2.93
L
Lloyds Bank
10,579.677
12/08/24
-0.28
7,802.512
7,940.109
-137.597
-1.73
-2.56
DS Smith
82,700.292
12/08/24
1.19
50,421.102
51,443.732
-1,022.631
-1.99
-5.59
L
BAT
521,719.636
12/08/24
442,930.844
453,668.389
-10,737.545
-2.37
-5.02
Rightmove
100,059.903
12/08/24
0.04
103,636.132
106,354.761
-2,718.630
-2.56
6.71
L
NatWest
62,323.238
12/08/24
0.48
40,456.089
41,644.057
-1,187.968
-2.85
-4.52
L
HSBC
119,934.050
12/08/24
0.22
115,333.380
118,855.278
-3,521.898
-2.96
7.63
Barclays
40,996.248
12/08/24
0.85
27,134.636
27,968.309
-833.673
-2.98
1.13
L
St. James´s Place
128,706.986
12/08/24
-1.22
118,946.862
122,669.304
-3,722.443
-3.03
-25.15
L
AstraZeneca
2,380,427.328
12/08/24
0.63
1,929,673.483
2,002,272.550
-72,599.067
-3.63
-0.05
L
BT Group
26,356.062
12/08/24
8.43
20,451.559
21,889.591
-1,438.032
-6.57
-10.21
L
Airtel Africa
20,488.811
12/08/24
-0.63
19,836.894
21,260.003
-1,423.109
-6.69
-3.85
Fresnillo
100,581.436
12/08/24
0.93
94,025.017
101,172.065
-7,147.049
-7.06
-14.23
Prudential
118,350.823
12/08/24
0.41
152,324.998
163,984.881
-11,659.883
-7.11
-14.37
Shell
521,347.112
12/08/24
0.83
460,253.202
501,936.807
-41,683.605
-8.30
5.71
Glencore
76,413.952
12/08/24
1.27
76,255.630
84,446.921
-8,191.292
-9.70
-5.04
S
B&M
82,812.049
12/08/24
-2.22
94,211.279
104,602.864
-10,391.585
-9.93
0.87
Centrica
23,711.142
12/08/24
3.29
24,931.158
28,468.330
-3,537.172
-12.42
10.27
L
Vodafone
13,865.337
12/08/24
0.87
12,354.753
14,135.621
-1,780.868
-12.60
-11.30
BP
81,880.740
12/08/24
1.35
84,590.851
100,186.623
-15,595.773
-15.57
-3.24
Endeavour Mining
291,872.427
12/08/24
1.89
249,590.972
305,304.591
-55,713.620
-18.25
-20.38
L
JD Sports Fashion
22,416.622
12/08/24
-4.07
19,939.338
24,426.192
-4,486.854
-18.37
-25.28
Standard Chartered
134,481.106
12/08/24
0.92
110,639.580
136,501.993
-25,862.413
-18.95
-7.04
L
Anglo American
415,829.735
12/08/24
0.29
337,134.074
416,440.572
-79,306.498
-19.04
-16.59
S
Burberry Group
124,981.748
12/08/24
-2.02
240,371.007
319,447.512
-79,076.505
-24.75
-30.87
⇓ instrument
freshest
⇓ Δday
5/02/24
⇓ Δwk
16/10/23
prc diff
Δ16
⇓ ∅-RS
L
Rentokil Initial
87,356.840
12/08/24
1.01
74,299.880
110,552.015
-36,252.136
-32.79
-21.45
FTSE - 100 out of 100 instruments rated - 5/02/24 / 16/10/23 - 72 did rise, Market-Ratio(16) in JPY = 72.00 %
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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