Assessment - FTSE 100 Index in Japanese yen - 1/07/24 - RS = 16
⇐
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
1,677,021.040
12/08/24
0.52
1,668,137.797
0.53
1,443,190.856
224,946.941
15.59
16.10
L
3i Group
616,454.980
12/08/24
0.23
609,918.678
1.07
474,023.828
135,894.849
28.67
43.10
L
Abrdn
31,241.481
12/08/24
2.51
30,495.934
2.44
28,575.037
1,920.897
6.72
-1.49
Admiral Group
551,091.960
12/08/24
0.86
525,763.790
4.82
507,707.935
18,055.855
3.56
12.14
L
Airtel Africa
22,468.538
12/08/24
-0.63
24,143.465
-6.94
17,660.634
6,482.832
36.71
14.40
L
Anglo American
456,009.192
12/08/24
0.29
496,861.080
-8.22
348,282.375
148,578.705
42.66
26.61
Antofagasta
383,905.611
12/08/24
1.79
431,600.190
-11.05
343,427.347
88,172.843
25.67
40.27
Ashtead
1,052,344.618
12/08/24
-0.43
1,065,825.741
-1.26
949,553.092
116,272.649
12.24
7.71
Ass Brit Foods
497,371.728
12/08/24
-0.90
509,831.554
-2.44
424,156.296
85,675.258
20.20
21.77
L
AstraZeneca
2,610,435.601
12/08/24
0.63
2,513,208.109
3.87
1,966,474.398
546,733.711
27.80
24.92
L
Auto Trader
162,958.179
12/08/24
0.81
162,753.919
0.13
140,758.167
21,995.752
15.63
28.00
Aviva
98,902.419
12/08/24
0.35
97,227.492
1.72
87,446.952
9,780.539
11.18
22.17
S
B&M
90,813.746
12/08/24
-2.22
90,282.671
0.59
103,498.653
-13,215.981
-12.77
-11.45
BAE Systems
266,252.176
12/08/24
2.04
259,818.003
2.48
237,106.004
22,712.000
9.58
23.77
Barclays
44,957.502
12/08/24
0.85
43,548.112
3.24
32,705.574
10,842.538
33.15
45.96
L
Barratt Developments
107,154.500
12/08/24
0.15
97,595.159
9.79
90,006.192
7,588.967
8.43
11.01
Beazley
149,517.908
12/08/24
1.24
140,224.103
6.63
121,563.872
18,660.231
15.35
29.67
Berkeley
1,035,595.344
12/08/24
1.00
943,678.598
9.74
866,942.349
76,736.248
8.85
12.84
BP
89,792.448
12/08/24
1.35
97,738.140
-8.13
88,764.208
8,973.932
10.11
7.47
L
BAT
572,130.682
12/08/24
500,639.879
14.28
436,387.955
64,251.924
14.72
9.14
L
British Land
80,682.477
12/08/24
-0.40
83,378.702
-3.23
68,948.921
14,429.782
20.93
26.29
L
BT Group
28,902.710
12/08/24
8.43
28,861.858
0.14
20,709.139
8,152.719
39.37
32.28
S
Bunzl
654,038.716
12/08/24
0.50
611,144.235
7.02
578,463.378
32,680.857
5.65
9.29
S
Burberry Group
137,058.082
12/08/24
-2.02
176,194.190
-22.21
234,753.762
-58,559.572
-24.95
-36.16
Centrica
26,002.226
12/08/24
3.29
27,932.478
-6.91
24,500.954
3,431.524
14.01
6.96
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
⇓ ∅-RS
L
Coca-Cola HBC
553,134.555
12/08/24
0.89
549,866.404
0.59
459,345.838
90,520.566
19.71
25.29
Compass Group
480,826.714
12/08/24
0.90
443,855.756
8.33
401,574.772
42,280.984
10.53
11.81
ConvaTec
47,306.486
12/08/24
-0.17
48,286.931
-2.03
52,840.767
-4,553.836
-8.62
10.31
CRH (L)
1,310,528.546
12/08/24
-1.35
1,178,576.950
11.20
1,198,326.217
-19,749.267
-1.65
20.59
S
Croda
782,109.383
12/08/24
-0.05
796,407.544
-1.80
891,970.205
-95,562.662
-10.71
-12.00
DCC
1,048,872.207
12/08/24
-0.29
1,138,746.360
-7.89
1,068,106.094
70,640.266
6.61
19.87
S
Diageo
500,742.009
12/08/24
1.03
506,563.403
-1.15
544,120.643
-37,557.240
-6.90
-8.60
DS Smith
90,691.190
12/08/24
1.19
85,625.556
5.92
64,338.526
21,287.030
33.09
47.62
Endeavour Mining
320,074.537
12/08/24
1.89
351,734.750
-9.00
276,811.851
74,922.899
27.07
15.97
S
Entain
118,552.177
12/08/24
3.98
128,601.741
-7.81
138,274.200
-9,672.458
-7.00
-25.74
L
Experian
719,810.255
12/08/24
1.18
745,138.425
-3.40
629,648.166
115,490.259
18.34
29.98
F&C Investment Trust
209,570.182
12/08/24
205,076.474
2.19
182,910.346
22,166.129
12.12
18.30
S
Flutter
2,999,549.828
12/08/24
-1.28
2,992,400.748
0.24
3,189,640.291
-197,239.543
-6.18
9.43
L
Frasers
171,271.538
12/08/24
-0.42
178,829.137
-4.23
151,013.943
27,815.194
18.42
17.47
Fresnillo
110,300.096
12/08/24
0.93
114,895.933
-4.00
88,406.667
26,489.266
29.96
12.01
Glencore
83,797.434
12/08/24
1.27
94,306.582
-11.14
74,970.660
19,335.922
25.79
13.76
GSK
321,095.834
12/08/24
0.42
311,699.900
3.01
315,200.442
-3,500.541
-1.11
9.79
Haleon
76,229.622
12/08/24
-1.01
66,323.039
14.94
61,628.743
4,694.296
7.62
8.46
L
Halma
516,163.597
12/08/24
0.04
552,726.036
-6.61
426,226.269
126,499.767
29.68
36.69
L
Hargreaves Lansdown
225,093.899
12/08/24
230,200.385
-2.22
137,596.754
92,603.631
67.30
58.00
Hiscox
242,864.470
12/08/24
1.89
231,630.201
4.85
224,497.986
7,132.215
3.18
15.63
L
HSBC
131,522.651
12/08/24
0.22
141,122.845
-6.80
108,353.680
32,769.165
30.24
20.19
L
Imperial Brands
435,889.638
12/08/24
0.38
414,238.138
5.23
327,526.190
86,711.947
26.47
22.74
Informa
165,000.773
12/08/24
1.03
172,640.076
-4.42
150,769.310
21,870.766
14.51
20.07
InterContinental Hot
1,476,387.208
12/08/24
-0.61
1,672,884.787
-11.75
1,537,049.079
135,835.707
8.84
33.25
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
⇓ ∅-RS
Int Cons Airlines
33,998.983
12/08/24
-0.06
33,478.122
1.56
28,885.533
4,592.589
15.90
13.39
Intertek
955,934.164
12/08/24
0.60
966,964.173
-1.14
933,557.846
33,406.328
3.58
18.75
J Sainsbury
55,068.344
12/08/24
0.67
52,658.083
4.58
46,762.573
5,895.510
12.61
4.48
L
JD Sports Fashion
24,582.623
12/08/24
-4.07
24,378.364
0.84
21,490.084
2,888.280
13.44
-1.20
Johnson Matthey
322,117.132
12/08/24
0.06
321,708.613
0.13
316,705.877
5,002.736
1.58
3.51
Kingfisher
55,436.011
12/08/24
0.18
51,350.822
7.96
42,547.355
8,803.467
20.69
18.37
Land Securities
125,721.683
12/08/24
-0.73
128,683.445
-2.30
117,950.828
10,732.617
9.10
9.77
S
Legal & General
46,080.929
12/08/24
0.53
46,754.985
-1.44
46,423.850
331.135
0.71
6.50
L
Lloyds Bank
11,601.936
12/08/24
-0.28
11,360.910
2.12
9,230.198
2,130.712
23.08
32.68
L
LSE Group
2,029,930.282
12/08/24
1.12
1,900,429.799
6.81
1,753,455.353
146,974.446
8.38
16.00
S
M&G
41,648.499
12/08/24
1.09
41,771.055
-0.29
43,318.891
-1,547.836
-3.57
8.25
Melrose
99,413.068
12/08/24
0.19
113,078.024
-12.08
112,869.985
208.039
0.18
9.59
Mondi
290,661.178
12/08/24
-0.42
311,802.030
-6.78
253,948.057
57,853.973
22.78
20.19
S
National Grid
199,847.433
12/08/24
-0.04
180,851.305
10.50
198,435.144
-17,583.839
-8.86
-4.42
L
NatWest
68,345.208
12/08/24
0.48
64,341.723
6.22
47,026.024
17,315.698
36.82
45.08
Next
1,949,043.545
12/08/24
0.23
1,862,846.063
4.63
1,579,201.258
283,644.805
17.96
26.58
Ocado
76,944.530
12/08/24
0.72
58,847.144
30.75
85,960.335
-27,113.192
-31.54
-40.06
Pearson
211,306.387
12/08/24
-0.72
200,909.582
5.17
187,690.102
13,219.480
7.04
15.65
Pershing Square
721,852.849
12/08/24
-0.79
853,804.445
-15.45
728,254.155
125,550.290
17.24
34.79
L
Persimmon
322,219.261
12/08/24
0.03
280,243.947
14.98
258,652.542
21,591.406
8.35
22.67
Phoenix
109,891.577
12/08/24
0.47
108,768.150
1.03
95,820.934
12,947.216
13.51
15.02
Prudential
129,786.446
12/08/24
0.41
145,882.090
-11.03
148,322.978
-2,440.888
-1.65
-8.85
Reckitt Benckiser
853,804.445
12/08/24
876,068.724
-2.54
972,887.334
-96,818.610
-9.95
-11.18
RELX
721,240.071
12/08/24
0.57
730,636.005
-1.29
632,282.677
98,353.328
15.56
29.64
L
Rentokil Initial
95,797.676
12/08/24
1.01
94,041.045
1.87
93,129.969
911.075
0.98
5.25
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
⇓ ∅-RS
Rightmove
109,728.169
12/08/24
0.04
108,666.020
0.98
108,730.039
-64.019
-0.06
6.70
Rio Tinto
1,009,450.136
12/08/24
0.56
1,069,093.892
-5.58
905,048.671
164,045.220
18.13
9.29
Rolls-Royce
99,413.068
12/08/24
0.35
92,488.673
7.49
72,110.334
20,378.339
28.26
88.57
S
RS Group
154,011.615
12/08/24
-0.40
140,326.233
9.75
136,166.591
4,159.642
3.05
0.59
S
Sage Group
205,382.864
12/08/24
1.03
219,272.505
-6.33
231,366.533
-12,094.028
-5.23
10.03
L
Schroders
68,876.282
12/08/24
-0.12
74,227.879
-7.21
73,389.954
837.926
1.14
-0.96
Scottish Mortgage
168,432.331
12/08/24
-0.17
181,055.565
-6.97
147,532.625
33,522.940
22.72
29.57
L
Segro
180,687.898
12/08/24
-0.96
181,995.158
-0.72
167,818.361
14,176.798
8.45
20.94
S
Severn Trent
513,508.224
12/08/24
-0.63
488,997.091
5.01
491,336.330
-2,339.239
-0.48
4.16
Shell
571,722.163
12/08/24
0.83
583,671.340
-2.05
465,273.488
118,397.852
25.45
21.58
Smith and Nephew
236,123.909
12/08/24
-0.86
199,275.506
18.49
205,303.691
-6,028.184
-2.94
1.59
L
Smiths Group
356,024.198
12/08/24
0.52
347,853.821
2.35
303,251.052
44,602.769
14.71
12.72
Smurfit Kappa
624,625.357
12/08/24
0.07
723,486.925
-13.66
628,519.090
94,967.835
15.11
24.97
S
Spirax-Sarco
1,575,861.554
12/08/24
0.72
1,725,992.240
-8.70
1,995,642.200
-269,649.960
-13.51
-4.10
L
SSE
383,599.222
12/08/24
0.86
367,462.727
4.39
303,533.321
63,929.406
21.06
16.01
L
St. James´s Place
141,143.271
12/08/24
-1.22
112,138.431
25.87
85,376.979
26,761.451
31.35
-5.79
Standard Chartered
147,475.313
12/08/24
0.92
149,558.760
-1.39
124,198.383
25,360.377
20.42
17.19
L
Taylor Wimpey
32,272.991
12/08/24
0.54
29,372.507
9.87
26,232.204
3,140.303
11.97
23.66
L
Tesco
68,120.522
12/08/24
0.91
62,768.925
8.53
53,104.218
9,664.707
18.20
20.25
L
Unilever Plc
962,878.985
12/08/24
-0.34
887,507.252
8.49
725,055.106
162,452.147
22.41
19.24
S
Unite
190,778.314
12/08/24
-1.11
181,688.769
5.00
181,028.552
660.217
0.36
2.68
S
United Utilities
201,971.731
12/08/24
-0.12
201,563.212
0.20
198,435.144
3,128.068
1.58
5.79
L
Vodafone
15,205.072
12/08/24
0.87
14,347.183
5.98
13,200.783
1,146.400
8.68
7.19
Weir Group
388,909.967
12/08/24
0.79
405,659.241
-4.13
356,317.634
49,341.608
13.85
15.42
S
Whitbread
574,786.055
12/08/24
-1.44
603,790.895
-4.80
616,099.251
-12,308.357
-2.00
-3.11
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
11/03/24
prc diff
⇓ Δ16
⇓ ∅-RS
WPP Group
140,979.863
12/08/24
1.68
146,903.387
-4.03
133,644.987
13,258.400
9.92
3.31
FTSE - 100 out of 100 instruments rated - 1/07/24 / 11/03/24 - 80 did rise, Market-Ratio(16) in JPY = 80.00 %
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 6954
days out of 7122 invested (98%)
1,317
141,667
15
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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