Assessment - FTSE 100 Index in Japanese yen - 7/01/24 - RS = 15
⇐
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
⇓ ∅-RS
FTSE
1,677,021.040
8/12/24
0.52
1,668,137.797
0.53
1,465,147.172
202,990.625
13.85
16.10
L
BT Group
28,902.710
8/12/24
8.43
28,861.858
0.14
19,854.537
9,007.322
45.37
32.28
S
Entain
118,552.177
8/12/24
3.98
128,601.741
-7.81
147,035.507
-18,433.766
-12.54
-25.74
Centrica
26,002.226
8/12/24
3.29
27,932.478
-6.91
24,597.617
3,334.860
13.56
6.96
L
Abrdn
31,241.481
8/12/24
2.51
30,495.934
2.44
26,267.182
4,228.752
16.10
-1.49
BAE Systems
266,252.176
8/12/24
2.04
259,818.003
2.48
247,588.822
12,229.181
4.94
23.77
Endeavour Mining
320,074.537
8/12/24
1.89
351,734.750
-9.00
277,375.370
74,359.380
26.81
15.97
Hiscox
242,864.470
8/12/24
1.89
231,630.201
4.85
232,790.410
-1,160.209
-0.50
15.63
Antofagasta
383,905.611
8/12/24
1.79
431,600.190
-11.05
366,450.429
65,149.760
17.78
40.27
WPP Group
140,979.863
8/12/24
1.68
146,903.387
-4.03
133,754.881
13,148.506
9.83
3.31
BP
89,792.448
8/12/24
1.35
97,738.140
-8.13
93,590.472
4,147.668
4.43
7.47
Glencore
83,797.434
8/12/24
1.27
94,306.582
-11.14
80,177.039
14,129.543
17.62
13.76
Beazley
149,517.908
8/12/24
1.24
140,224.103
6.63
128,347.769
11,876.335
9.25
29.67
DS Smith
90,691.190
8/12/24
1.19
85,625.556
5.92
64,278.232
21,347.324
33.21
47.62
L
Experian
719,810.255
8/12/24
1.18
745,138.425
-3.40
637,849.518
107,288.907
16.82
29.98
L
LSE Group
2,029,930.282
8/12/24
1.12
1,900,429.799
6.81
1,783,398.413
117,031.386
6.56
16.00
S
M&G
41,648.499
8/12/24
1.09
41,771.055
-0.29
43,750.178
-1,979.123
-4.52
8.25
S
Diageo
500,742.009
8/12/24
1.03
506,563.403
-1.15
544,221.101
-37,657.698
-6.92
-8.60
Informa
165,000.773
8/12/24
1.03
172,640.076
-4.42
156,066.333
16,573.742
10.62
20.07
S
Sage Group
205,382.864
8/12/24
1.03
219,272.505
-6.33
231,557.209
-12,284.704
-5.31
10.03
L
Rentokil Initial
95,797.676
8/12/24
1.01
94,041.045
1.87
89,549.367
4,491.678
5.02
5.25
Berkeley
1,035,595.344
8/12/24
1.00
943,678.598
9.74
875,193.285
68,485.312
7.83
12.84
Fresnillo
110,300.096
8/12/24
0.93
114,895.933
-4.00
87,500.356
27,395.577
31.31
12.01
Standard Chartered
147,475.313
8/12/24
0.92
149,558.760
-1.39
123,358.048
26,200.712
21.24
17.19
L
Tesco
68,120.522
8/12/24
0.91
62,768.925
8.53
54,602.347
8,166.578
14.96
20.25
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
⇓ ∅-RS
Compass Group
480,826.714
8/12/24
0.90
443,855.756
8.33
411,889.144
31,966.612
7.76
11.81
L
Coca-Cola HBC
553,134.555
8/12/24
0.89
549,866.404
0.59
470,703.347
79,163.056
16.82
25.29
L
Vodafone
15,205.072
8/12/24
0.87
14,347.183
5.98
12,774.065
1,573.117
12.31
7.19
Admiral Group
551,091.960
8/12/24
0.86
525,763.790
4.82
524,205.300
1,558.490
0.30
12.14
L
SSE
383,599.222
8/12/24
0.86
367,462.727
4.39
305,264.686
62,198.041
20.38
16.01
Barclays
44,957.502
8/12/24
0.85
43,548.112
3.24
33,489.946
10,058.166
30.03
45.96
Shell
571,722.163
8/12/24
0.83
583,671.340
-2.05
485,786.344
97,884.996
20.15
21.58
L
Auto Trader
162,958.179
8/12/24
0.81
162,753.919
0.13
143,241.043
19,512.876
13.62
28.00
Weir Group
388,909.967
8/12/24
0.79
405,659.241
-4.13
379,446.471
26,212.770
6.91
15.42
Ocado
76,944.530
8/12/24
0.72
58,847.144
30.75
87,690.079
-28,842.936
-32.89
-40.06
S
Spirax-Sarco
1,575,861.554
8/12/24
0.72
1,725,992.240
-8.70
1,983,556.427
-257,564.187
-12.98
-4.10
J Sainsbury
55,068.344
8/12/24
0.67
52,658.083
4.58
47,449.781
5,208.302
10.98
4.48
L
AstraZeneca
2,610,435.601
8/12/24
0.63
2,513,208.109
3.87
1,952,252.093
560,956.016
28.73
24.92
Intertek
955,934.164
8/12/24
0.60
966,964.173
-1.14
919,967.969
46,996.205
5.11
18.75
RELX
721,240.071
8/12/24
0.57
730,636.005
-1.29
642,972.045
87,663.960
13.63
29.64
Rio Tinto
1,009,450.136
8/12/24
0.56
1,069,093.892
-5.58
926,987.728
142,106.163
15.33
9.29
L
Taylor Wimpey
32,272.991
8/12/24
0.54
29,372.507
9.87
26,428.447
2,944.060
11.14
23.66
S
Legal & General
46,080.929
8/12/24
0.53
46,754.985
-1.44
46,880.611
-125.626
-0.27
6.50
L
Smiths Group
356,024.198
8/12/24
0.52
347,853.821
2.35
308,964.289
38,889.532
12.59
12.72
S
Bunzl
654,038.716
8/12/24
0.50
611,144.235
7.02
571,256.662
39,887.573
6.98
9.29
L
NatWest
68,345.208
8/12/24
0.48
64,341.723
6.22
45,552.549
18,789.174
41.25
45.08
Phoenix
109,891.577
8/12/24
0.47
108,768.150
1.03
91,389.683
17,378.468
19.02
15.02
GSK
321,095.834
8/12/24
0.42
311,699.900
3.01
315,092.349
-3,392.449
-1.08
9.79
Prudential
129,786.446
8/12/24
0.41
145,882.090
-11.03
149,539.854
-3,657.765
-2.45
-8.85
L
Imperial Brands
435,889.638
8/12/24
0.38
414,238.138
5.23
325,944.519
88,293.619
27.09
22.74
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
⇓ ∅-RS
Aviva
98,902.419
8/12/24
0.35
97,227.492
1.72
91,199.959
6,027.533
6.61
22.17
Rolls-Royce
99,413.068
8/12/24
0.35
92,488.673
7.49
73,992.062
18,496.611
25.00
88.57
L
Anglo American
456,009.192
8/12/24
0.29
496,861.080
-8.22
346,927.908
149,933.171
43.22
26.61
L
3i Group
616,454.980
8/12/24
0.23
609,918.678
1.07
479,430.616
130,488.062
27.22
43.10
Next
1,949,043.545
8/12/24
0.23
1,862,846.063
4.63
1,604,299.679
258,546.384
16.12
26.58
L
HSBC
131,522.651
8/12/24
0.22
141,122.845
-6.80
114,308.249
26,814.595
23.46
20.19
Melrose
99,413.068
8/12/24
0.19
113,078.024
-12.08
117,248.960
-4,170.935
-3.56
9.59
Kingfisher
55,436.011
8/12/24
0.18
51,350.822
7.96
42,782.590
8,568.233
20.03
18.37
L
Barratt Developments
107,154.500
8/12/24
0.15
97,595.159
9.79
89,454.506
8,140.653
9.10
11.01
Smurfit Kappa
624,625.357
8/12/24
0.07
723,486.925
-13.66
671,620.254
51,866.671
7.72
24.97
Johnson Matthey
322,117.132
8/12/24
0.06
321,708.613
0.13
324,237.009
-2,528.397
-0.78
3.51
L
Halma
516,163.597
8/12/24
0.04
552,726.036
-6.61
420,047.243
132,678.792
31.59
36.69
Rightmove
109,728.169
8/12/24
0.04
108,666.020
0.98
107,648.964
1,017.057
0.94
6.70
L
Persimmon
322,219.261
8/12/24
0.03
280,243.947
14.98
244,648.112
35,595.835
14.55
22.67
L
BAT
572,130.682
8/12/24
500,639.879
14.28
455,146.042
45,493.837
10.00
9.14
F&C Investment Trust
209,570.182
8/12/24
205,076.474
2.19
184,980.155
20,096.320
10.86
18.30
L
Hargreaves Lansdown
225,093.899
8/12/24
230,200.385
-2.22
132,312.984
97,887.401
73.98
58.00
Reckitt Benckiser
853,804.445
8/12/24
876,068.724
-2.54
867,983.802
8,084.922
0.93
-11.18
S
National Grid
199,847.433
8/12/24
-0.04
180,851.305
10.50
198,165.919
-17,314.614
-8.74
-4.42
S
Croda
782,109.383
8/12/24
-0.05
796,407.544
-1.80
897,580.627
-101,173.083
-11.27
-12.00
Int Cons Airlines
33,998.983
8/12/24
-0.06
33,478.122
1.56
29,682.200
3,795.921
12.79
13.39
L
Schroders
68,876.282
8/12/24
-0.12
74,227.879
-7.21
72,493.248
1,734.631
2.39
-0.96
S
United Utilities
201,971.731
8/12/24
-0.12
201,563.212
0.20
194,750.901
6,812.311
3.50
5.79
ConvaTec
47,306.486
8/12/24
-0.17
48,286.931
-2.03
54,640.292
-6,353.361
-11.63
10.31
Scottish Mortgage
168,432.331
8/12/24
-0.17
181,055.565
-6.97
158,039.455
23,016.110
14.56
29.57
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
⇓ ∅-RS
L
Lloyds Bank
11,601.936
8/12/24
-0.28
11,360.910
2.12
9,370.431
1,990.479
21.24
32.68
DCC
1,048,872.207
8/12/24
-0.29
1,138,746.360
-7.89
1,087,493.586
51,252.774
4.71
19.87
L
Unilever Plc
962,878.985
8/12/24
-0.34
887,507.252
8.49
723,130.112
164,377.140
22.73
19.24
L
British Land
80,682.477
8/12/24
-0.40
83,378.702
-3.23
70,671.905
12,706.797
17.98
26.29
S
RS Group
154,011.615
8/12/24
-0.40
140,326.233
9.75
139,598.357
727.876
0.52
0.59
L
Frasers
171,271.538
8/12/24
-0.42
178,829.137
-4.23
150,924.834
27,904.303
18.49
17.47
Mondi
290,661.178
8/12/24
-0.42
311,802.030
-6.78
250,339.809
61,462.221
24.55
20.19
Ashtead
1,052,344.618
8/12/24
-0.43
1,065,825.741
-1.26
986,560.824
79,264.916
8.03
7.71
InterContinental Hot
1,476,387.208
8/12/24
-0.61
1,672,884.787
-11.75
1,523,098.134
149,786.652
9.83
33.25
L
Airtel Africa
22,468.538
8/12/24
-0.63
24,143.465
-6.94
17,919.360
6,224.106
34.73
14.40
S
Severn Trent
513,508.224
8/12/24
-0.63
488,997.091
5.01
476,774.491
12,222.601
2.56
4.16
Pearson
211,306.387
8/12/24
-0.72
200,909.582
5.17
193,043.392
7,866.190
4.07
15.65
Land Securities
125,721.683
8/12/24
-0.73
128,683.445
-2.30
118,045.797
10,637.648
9.01
9.77
Pershing Square
721,852.849
8/12/24
-0.79
853,804.445
-15.45
749,786.227
104,018.219
13.87
34.79
Smith and Nephew
236,123.909
8/12/24
-0.86
199,275.506
18.49
199,683.705
-408.199
-0.20
1.59
Ass Brit Foods
497,371.728
8/12/24
-0.90
509,831.554
-2.44
437,122.335
72,709.219
16.63
21.77
L
Segro
180,687.898
8/12/24
-0.96
181,995.158
-0.72
161,037.082
20,958.076
13.01
20.94
Haleon
76,229.622
8/12/24
-1.01
66,323.039
14.94
59,762.819
6,560.220
10.98
8.46
S
Unite
190,778.314
8/12/24
-1.11
181,688.769
5.00
181,565.136
123.633
0.07
2.68
L
St. James´s Place
141,143.271
8/12/24
-1.22
112,138.431
25.87
78,792.060
33,346.371
42.32
-5.79
S
Flutter
2,999,549.828
8/12/24
-1.28
2,992,400.748
0.24
3,194,939.285
-202,538.538
-6.34
9.43
CRH (L)
1,310,528.546
8/12/24
-1.35
1,178,576.950
11.20
1,252,552.801
-73,975.851
-5.91
20.59
S
Whitbread
574,786.055
8/12/24
-1.44
603,790.895
-4.80
610,339.648
-6,548.754
-1.07
-3.11
S
Burberry Group
137,058.082
8/12/24
-2.02
176,194.190
-22.21
238,292.384
-62,098.194
-26.06
-36.16
S
B&M
90,813.746
8/12/24
-2.22
90,282.671
0.59
101,274.263
-10,991.592
-10.85
-11.45
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
3/18/24
prc diff
⇓ Δ15
⇓ ∅-RS
L
JD Sports Fashion
24,582.623
8/12/24
-4.07
24,378.364
0.84
21,087.738
3,290.626
15.60
-1.20
FTSE - 100 out of 100 instruments rated - 7/01/24 / 3/18/24 - 79 did rise, Market-Ratio(15) in JPY = 79.00 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index in Japanese yen * S15 - 16/45 (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
1/21/08
749
- cash -
short
1/21/08
5/05/08
105
Barratt Developments
100
18
548.031
364.455
824.074
276.043
50
14,969
313
5/05/08
7/21/08
77
- cash -
7/21/08
1/26/09
189
Taylor Wimpey
100
190
78.703
12.792
484.219
405.515
515
92,017
3,241
1/26/09
8/08/11
924
- cash -
8/08/11
11/21/11
105
Lloyds Bank
100
2,180
42.207
28.458
62.598
20.391
48
136,469
294
11/21/11
8/24/15
1372
- cash -
8/24/15
10/19/15
56
Glencore
100
529
257.655
203.210
326.687
69.032
27
172,987
370
10/19/15
2/08/16
112
- cash -
2/08/16
2/29/16
21
Standard Chartered
100
242
713.952
675.530
754.559
40.607
6
182,814
162
2/29/16
10/15/18
959
- cash -
10/15/18
1/28/19
105
Royal Mail
100
364
502.215
432.711
582.883
80.668
16
212,177
68
1/28/19
3/09/20
406
- cash -
3/09/20
6/22/20
105
Micro Focus
100
267
793.869
637.446
988.678
194.809
25
264,191
114
6/22/20
5/30/26
2168
- cash -
accum 1/21/08
6/22/20 686
days out of 7453 invested (9%)
2,542
264,191
471
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Taylor Wimpey short 7/21/08 1/26/09 189 78.70 12.79 484.22 405.52 515.25 515.25
Barratt Developments 1/21/08 5/05/08 105 548.03 364.45 824.07 276.04 50.37 50.37
Lloyds Bank 8/08/11 11/21/11 105 42.21 28.46 62.60 20.39 48.31 48.31
Glencore 8/24/15 10/19/15 56 257.66 203.21 326.69 69.03 26.79 26.79
Micro Focus 3/09/20 6/22/20 105 793.87 637.45 988.68 194.81 24.54 24.54
Royal Mail 10/15/18 1/28/19 105 502.22 432.71 582.88 80.67 16.06 16.06
Standard Chartered 2/08/16 2/29/16 21 713.95 675.53 754.56 40.61 5.69 5.69
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
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