Assessment - FTSE 100 Index in Japanese yen - 9/25/23 - RS = 16
⇐
⇓ instrument
freshest
Δday
9/25/23
⇓ Δwk
6/05/23
prc diff
⇓ Δ16
⇓ ∅-RS
FTSE
1,382,704.186
Fri
0.08
1,385,595.694
-0.21
1,320,469.167
65,126.527
4.93
8.49
JD Sports Fashion
27,206.709
Fri
4.80
26,470.655
2.78
26,930.657
-460.001
-1.71
11.36
Severn Trent
429,818.745
Fri
4.42
426,729.139
0.72
476,933.241
-50,204.102
-10.53
-5.24
Croda
893,259.676
Fri
4.31
880,356.026
1.47
1,079,311.218
-198,955.192
-18.43
-17.86
United Utilities
172,327.329
Fri
4.08
176,289.295
-2.25
182,780.973
-6,491.677
-3.55
3.54
Ocado
109,117.621
Fri
3.34
119,404.193
-8.61
59,664.435
59,739.757
100.13
23.74
L
British Land
57,593.894
Fri
2.66
57,448.501
0.25
61,245.526
-3,797.024
-6.20
-8.35
L
Land Securities
107,191.161
Fri
2.61
109,408.408
-2.03
108,382.862
1,025.546
0.95
4.92
Persimmon
195,826.511
Fri
2.42
201,733.111
-2.93
216,748.349
-15,015.238
-6.93
-3.19
Haleon
61,946.604
Fri
2.33
60,156.450
2.98
57,370.986
2,785.464
4.86
12.58
L
Segro
130,744.865
Fri
2.22
132,707.673
-1.48
143,027.849
-10,320.175
-7.22
0.78
Johnson Matthey
295,875.229
Fri
2.13
299,237.448
-1.12
313,524.967
-14,287.519
-4.56
-8.60
Phoenix
87,635.771
Fri
2.07
92,869.928
-5.64
97,541.101
-4,671.173
-4.79
-3.73
S
St. James´s Place
151,245.311
Fri
2.04
149,100.761
1.44
199,286.859
-50,186.098
-25.18
-19.78
L
Rightmove
102,175.095
Fri
2.03
103,665.375
-1.44
91,390.486
12,274.889
13.43
12.67
Barratt Developments
80,166.194
Fri
1.94
85,800.182
-6.57
83,189.667
2,610.515
3.14
17.61
L
Glencore
85,400.350
Fri
1.93
82,328.918
3.73
74,728.228
7,600.690
10.17
0.87
L
Taylor Wimpey
21,318.283
Fri
1.91
21,908.943
-2.70
20,484.674
1,424.269
6.95
18.07
S
Intertek
747,321.218
Fri
1.81
738,052.399
1.26
747,629.777
-9,577.377
-1.28
5.98
Rentokil Initial
110,898.689
Fri
1.70
106,754.981
3.88
112,483.272
-5,728.290
-5.09
12.87
Kingfisher
40,582.886
Fri
1.68
39,746.875
2.10
41,368.963
-1,622.088
-3.92
-3.71
L
Unite
163,113.033
Fri
1.64
166,747.864
-2.18
157,587.778
9,160.086
5.81
6.34
S
DS Smith
52,177.997
Fri
1.52
51,142.070
2.03
54,851.666
-3,709.597
-6.76
-2.04
National Grid
178,106.711
Fri
1.41
182,286.766
-2.29
184,518.434
-2,231.668
-1.21
4.73
L
Berkeley
746,412.510
Fri
1.31
765,131.889
-2.45
701,065.803
64,066.086
9.14
13.95
⇓ instrument
freshest
Δday
9/25/23
⇓ Δwk
6/05/23
prc diff
⇓ Δ16
⇓ ∅-RS
L
Scottish Mortgage
121,694.136
Fri
1.30
120,712.732
0.81
119,572.115
1,140.616
0.95
1.31
S
Halma
352,305.978
Fri
1.28
353,487.298
-0.33
427,936.821
-74,449.523
-17.40
-4.66
S
Abrdn
28,306.245
Fri
1.23
27,988.197
1.14
36,486.696
-8,498.499
-23.29
-13.62
S
Spirax-Sarco
1,731,269.923
Fri
1.15
1,721,819.363
0.55
1,948,563.315
-226,743.953
-11.64
-7.43
S
WPP Group
133,216.550
Fri
1.13
133,398.291
-0.14
151,715.157
-18,316.866
-12.07
-8.33
S
RS Group
133,652.729
Fri
1.02
129,036.494
3.58
138,684.194
-9,647.700
-6.96
-12.57
J Sainsbury
45,944.262
Fri
1.00
48,961.171
-6.16
47,988.693
972.479
2.03
18.00
Auto Trader
112,243.576
Fri
0.98
112,716.104
-0.42
106,089.412
6,626.692
6.25
13.36
L
Sage Group
179,742.384
Fri
0.94
184,831.148
-2.75
151,193.919
33,637.229
22.25
35.31
B&M
106,573.240
Fri
0.89
104,719.476
1.77
92,710.957
12,008.519
12.95
36.91
AstraZeneca
2,017,694.592
Fri
0.87
2,034,414.814
-0.82
2,049,162.349
-14,747.535
-0.72
9.05
S
Entain
169,528.510
Fri
0.84
166,838.735
1.61
226,999.373
-60,160.638
-26.50
-24.40
Antofagasta
259,708.663
Fri
0.81
253,075.096
2.62
250,455.106
2,619.990
1.05
2.97
S
Experian
489,066.488
Fri
0.79
488,339.522
0.15
508,381.298
-20,041.777
-3.94
2.01
S
Schroders
74,005.156
Fri
0.79
73,696.195
0.42
79,679.994
-5,983.799
-7.51
-2.18
Fresnillo
100,175.938
Fri
0.77
103,956.162
-3.64
118,321.143
-14,364.981
-12.14
-14.72
S
Prudential
161,531.882
Fri
0.77
159,350.983
1.37
197,549.397
-38,198.414
-19.34
-11.73
S
Smith and Nephew
185,921.597
Fri
0.74
189,102.074
-1.68
212,491.568
-23,389.494
-11.01
-1.76
Reckitt Benckiser
1,053,010.490
Fri
0.73
1,056,281.838
-0.31
1,094,253.389
-37,971.551
-3.47
4.96
Unilever Plc
738,234.141
Fri
0.68
741,687.230
-0.47
707,320.665
34,366.565
4.86
6.08
BT Group
21,209.238
Fri
0.65
21,127.454
0.39
25,219.257
-4,091.803
-16.22
-3.81
L
Weir Group
345,581.541
Fri
0.64
347,217.215
-0.47
307,443.851
39,773.364
12.94
16.81
Coca-Cola HBC
408,736.726
Fri
0.63
403,647.963
1.26
413,863.381
-10,215.418
-2.47
11.09
S
Endeavour Mining
288,242.085
Fri
0.63
294,421.297
-2.10
364,171.976
-69,750.679
-19.15
-3.14
Bunzl
531,775.750
Fri
0.62
522,870.414
1.70
542,783.040
-19,912.626
-3.67
4.82
⇓ instrument
freshest
Δday
9/25/23
⇓ Δwk
6/05/23
prc diff
⇓ Δ16
⇓ ∅-RS
Informa
136,378.853
Fri
0.59
136,487.898
-0.08
122,352.054
14,135.843
11.55
22.37
L
Mondi
249,440.265
Fri
0.59
246,078.047
1.37
218,833.303
27,244.744
12.45
6.20
NatWest
42,836.481
Fri
0.55
42,872.830
-0.08
44,913.385
-2,040.556
-4.54
-1.26
S
SSE
292,603.882
Fri
0.50
300,146.156
-2.51
323,689.118
-23,542.962
-7.27
3.45
Ass Brit Foods
375,841.507
Fri
0.49
374,205.834
0.44
320,040.448
54,165.385
16.92
24.91
L
Pershing Square
542,316.759
Fri
0.47
551,040.353
-1.58
483,361.850
67,678.504
14.00
13.54
L
M&G
35,857.606
Fri
0.41
37,129.797
-3.43
35,061.977
2,067.819
5.90
13.70
L
RELX
504,332.777
Fri
0.40
503,969.294
0.07
448,438.869
55,530.425
12.38
21.09
3i Group
376,750.215
Fri
0.34
369,298.812
2.02
339,760.639
29,538.173
8.69
40.30
Legal & General
40,437.493
Fri
0.32
40,728.279
-0.71
40,726.103
2.177
0.01
0.57
DCC
837,646.764
Fri
0.26
829,831.878
0.94
819,734.438
10,097.440
1.23
8.18
L
BAT
468,347.952
Fri
0.25
476,526.321
-1.72
446,614.534
29,911.787
6.70
-4.52
Lloyds Bank
8,063.872
Fri
0.25
8,132.934
-0.85
7,771.666
361.268
4.65
4.93
Int Cons Airlines
26,897.748
Fri
0.24
26,761.442
0.51
27,321.585
-560.144
-2.05
10.17
L
Admiral Group
431,999.644
Fri
0.21
436,724.924
-1.08
410,735.950
25,988.974
6.33
20.41
L
Frasers
146,392.812
Fri
0.19
145,574.975
0.56
120,666.716
24,908.258
20.64
14.57
L
Next
1,325,986.286
Fri
0.19
1,328,894.150
-0.22
1,120,662.807
208,231.343
18.58
25.39
L
Standard Chartered
137,760.088
Fri
0.16
136,124.414
1.20
114,463.978
21,660.437
18.92
23.93
F&C Investment Trust
160,477.781
Fri
0.11
160,114.298
0.23
157,587.778
2,526.520
1.60
4.64
L
Pearson
157,824.354
Fri
0.02
157,133.737
0.44
142,124.368
15,009.368
10.56
5.63
HSBC
117,205.120
Fri
116,060.148
0.99
105,307.555
10,752.594
10.21
22.54
Smurfit Kappa
496,154.408
Fri
498,698.789
-0.51
518,111.084
-19,412.294
-3.75
-1.85
Anglo American
411,735.462
Fri
-0.07
403,193.609
2.12
419,510.131
-16,316.522
-3.89
-10.58
LSE Group
1,496,459.851
Fri
-0.07
1,509,545.242
-0.87
1,504,989.339
4,555.903
0.30
13.15
L
Airtel Africa
22,826.738
Fri
-0.08
23,153.872
-1.41
21,666.148
1,487.725
6.87
16.77
⇓ instrument
freshest
Δday
9/25/23
⇓ Δwk
6/05/23
prc diff
⇓ Δ16
⇓ ∅-RS
L
Barclays
28,886.001
Fri
-0.09
27,922.770
3.45
27,066.179
856.592
3.16
5.33
Beazley
100,593.943
Fri
-0.09
101,957.005
-1.34
106,767.022
-4,810.018
-4.51
0.46
Aviva
70,842.853
Fri
-0.10
71,624.341
-1.09
70,436.698
1,187.643
1.69
1.63
S
Burberry Group
346,853.732
Fri
-0.10
347,944.181
-0.31
377,202.939
-29,258.758
-7.76
-6.28
L
Centrica
28,069.981
Fri
-0.13
30,541.666
-8.09
20,936.414
9,605.252
45.88
74.74
S
Diageo
551,403.836
Fri
-0.13
563,853.132
-2.21
578,922.244
-15,069.112
-2.60
-5.98
L
GSK
271,158.380
Fri
-0.13
279,118.659
-2.85
240,117.209
39,001.450
16.24
16.76
Smiths Group
294,330.426
Fri
-0.15
302,872.279
-2.82
282,511.275
20,361.004
7.21
8.82
L
Tesco
48,016.115
Fri
-0.15
48,852.126
-1.71
45,712.618
3,139.509
6.87
17.26
S
Hiscox
182,650.249
Fri
-0.20
187,920.754
-2.80
201,893.051
-13,972.298
-6.92
5.22
L
Rio Tinto
940,330.735
Fri
-0.23
924,155.738
1.75
878,286.898
45,868.840
5.22
3.34
L
Rolls-Royce
40,146.706
Fri
-0.27
39,946.791
0.50
25,592.811
14,353.980
56.09
98.48
Compass Group
363,483.083
Fri
-0.30
364,391.790
-0.25
382,415.324
-18,023.533
-4.71
8.89
Whitbread
629,552.699
Fri
-0.57
649,907.752
-3.13
580,485.960
69,421.792
11.96
28.89
L
ConvaTec
39,583.308
Fri
-0.64
40,310.274
-1.80
36,173.953
4,136.321
11.43
7.34
L
InterContinental Hot
1,103,898.122
Fri
-0.65
1,093,357.113
0.96
936,839.358
156,517.755
16.71
23.14
S
Imperial Brands
302,963.149
Fri
-0.80
297,965.257
1.68
301,188.989
-3,223.732
-1.07
-8.68
Ashtead
909,071.190
Fri
-1.19
915,613.885
-0.71
890,275.384
25,338.502
2.85
8.20
Melrose
85,273.131
Fri
-1.20
85,854.704
-0.68
85,118.249
736.455
0.87
17.74
L
Vodafone
13,961.385
Fri
-1.20
14,539.323
-3.98
13,538.302
1,001.022
7.39
-1.07
Flutter
2,433,519.238
Fri
-1.22
2,471,684.962
-1.54
2,743,452.050
-271,767.088
-9.91
9.98
CRH (L)
825,470.081
Fri
-1.77
829,286.653
-0.46
674,656.385
154,630.269
22.92
30.74
L
BP
96,577.455
Fri
-1.79
95,832.315
0.78
82,173.252
13,659.063
16.62
15.95
L
BAE Systems
181,341.710
Fri
-2.03
183,558.957
-1.21
162,417.921
21,141.035
13.02
20.55
Hargreaves Lansdown
140,522.560
Fri
-2.05
146,992.559
-4.40
141,464.133
5,528.426
3.91
5.21
⇓ instrument
freshest
Δday
9/25/23
⇓ Δwk
6/05/23
prc diff
⇓ Δ16
⇓ ∅-RS
L
Shell
473,618.457
Fri
-2.05
473,436.715
0.04
397,010.002
76,426.713
19.25
17.35
FTSE - 100 out of 100 instruments rated - 9/25/23 / 6/05/23 - 56 did rise, Market-Ratio(16) in JPY = 56.00 %
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
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
9/29/23
39
Fresnillo
100
92
951.135
1,001.759
900.510
-50.625
-5
83,097
-40
accum 6/19/06
9/29/23 6313
days out of 6481 invested (97%)
731
83,097
13
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
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 9/29/23 39 951.13 1,001.76 900.51 -50.62 -5.32 -46.54
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