Share-o-matic - Assessment STI (Straits Times Index)

Assessment - Straits Times Index - 5/06/24 - RS = 45

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	6/26/23	prc diff	⇓ Δ45	Curr	∅-RS
	L	STI	3,290.700	Fri	0.76	3,303.190	-0.38	3,189.680	113.510	3.56	SGD	3.70
	L	OCBC	14.120	Fri	1.51	14.270	-1.05	12.290	1.980	16.11	SGD	11.29
		Yangzijiang Ship	1.720	Fri		1.710	0.58	1.350	0.360	26.67	SGD	10.50
	L	DBS Bank	35.400	Fri	0.34	35.810	-1.14	31.570	4.240	13.43	SGD	8.92
	L	United Overseas Bank	30.340	Fri	-0.03	30.560	-0.72	27.860	2.700	9.69	SGD	8.05
	L	Venture Corporation	14.000	Fri	0.21	14.250	-1.75	15.000	-0.750	-5.00	SGD	4.03
		ST Engineering	3.980	Fri	1.79	3.930	1.27	3.580	0.350	9.78	SGD	3.32
		Sembcorp Industries	5.290	Fri	2.12	5.310	-0.38	5.400	-0.090	-1.67	SGD	1.95
		Keppel	6.730	Fri	1.66	6.820	-1.32	6.670	0.150	2.25	SGD	0.33
		CapitaLand ICT	1.950	Fri		1.930	1.04	1.890	0.040	2.12	SGD	0.15
	S	Singapore Airlines	6.750	Fri	1.20	6.550	3.05	7.480	-0.930	-12.43	SGD	-1.06
	S	Singtel	2.400	Fri	1.27	2.380	0.84	2.480	-0.100	-4.03	SGD	-1.64
		Singapore Exchange	9.290	Fri	1.20	9.260	0.32	9.560	-0.300	-3.14	SGD	-2.59
	S	Mapletree Industrial	2.210	Fri	1.38	2.200	0.45	2.180	0.020	0.92	SGD	-3.74
	S	SATS	2.570	Fri	1.18	2.530	1.58	2.560	-0.030	-1.17	SGD	-3.83
	L	Hongkong Land	3.350	Fri	2.45	3.300	1.52	3.900	-0.600	-15.38	USD	-4.13
		Genting	0.885	Fri	1.14	0.885		0.925	-0.040	-4.32	SGD	-4.93
	S	CapitaLand Ascendas	2.600	Fri	1.17	2.590	0.39	2.660	-0.070	-2.63	SGD	-6.06
		City Developments	5.980	Fri	0.84	5.980		6.670	-0.690	-10.34	SGD	-6.90
	L	Jardine Matheson	40.430	Fri	1.18	39.650	1.97	51.090	-11.440	-22.39	USD	-8.15
		ThaiBev	0.490	Fri		0.490		0.565	-0.075	-13.27	SGD	-8.71
		UOL	5.610	Fri	0.36	5.690	-1.41	6.330	-0.640	-10.11	SGD	-8.72
		Jardine Cycle & Carr	27.040	Fri	1.73	26.900	0.52	33.540	-6.640	-19.80	SGD	-9.06
		Wilmar International	3.180	Fri	0.32	3.220	-1.24	3.870	-0.650	-16.80	SGD	-10.31
		Frasers L&C Trust	1.020	Fri	0.99	1.010	0.99	1.230	-0.220	-17.89	SGD	-10.50
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	6/26/23	prc diff	⇓ Δ45	Curr	∅-RS
	S	Mapletree Logistics	1.370	Fri	1.48	1.390	-1.44	1.620	-0.230	-14.20	SGD	-12.29
		CapitaLand Invest	2.590	Fri	1.17	2.650	-2.26	3.250	-0.600	-18.46	SGD	-12.77
	S	Emperador	0.435	Fri	-1.14	0.430	1.16	0.520	-0.090	-17.31	SGD	-13.60
		Mapletree Pan Asia	1.240	Fri	0.81	1.240		1.600	-0.360	-22.50	USD	-14.58
		Seatrium	0.091	Mon	-1.09	0.091		0.125	-0.034	-27.20	SGD	-18.42
	S	DFI Retail	1.860	Fri	1.09	1.910	-2.62	2.680	-0.770	-28.73	USD	-18.92
STI - 30 out of 30 instruments rated - 5/06/24 / 6/26/23 - 8 did rise, Market-Ratio(45) = 26.67 %

Technical Chart

	STI RS = 45 - B/S = 79/68

1/06/20	scale up chart	5/06/24

Transactions Straits Times Index * A45 - 79/68 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		2/27/06	56		- cash -
long	2/27/06	5/29/06	91		Singapore Exchange	100	2,551	SGD	3.920	3.980		0.060	2	10,153	6
short	5/29/06	9/04/06	98		Noble Group	100	16,115	SGD	0.630	0.710	0.550	-0.080	-13	8,864	-40
long	9/04/06	11/26/07	448		Singapore Exchange	100	2,172	SGD	4.080	14.100		10.020	246	30,627	175
short	11/26/07	8/17/09	630		CapitaLand ICT	100	9,511	SGD	3.220	1.530	6.777	3.557	110	64,455	54
long	8/17/09	2/07/11	539		Yangzijiang Ship	100	68,206	SGD	0.945	1.910		0.965	102	130,274	61
short	2/07/11	3/28/11	49		Wilmar International	100	24,814	SGD	5.250	5.470	5.030	-0.220	-4	124,815	-27
long	3/28/11	5/02/11	35		Genting	100	60,589	SGD	2.060	2.100		0.040	2	127,238	22
short	5/02/11	7/02/12	427		Wilmar International	100	24,851	SGD	5.120	3.520	7.447	2.327	45	185,074	38
long	7/02/12	6/10/13	343		ThaiBev	100	544,335	SGD	0.340	0.630		0.290	85	342,931	93
short	6/10/13	12/05/16	1274		Noble Group	100	339,535	SGD	1.010	0.166	6.145	5.135	508	2,086,511	68
long	12/05/16	12/19/16	14		Genting	100	2,129,093	SGD	0.980	0.930		-0.050	-5	1,980,057	-74
short	12/19/16	5/08/17	140		StarHub	100	717,411	SGD	2.760	2.760	2.760	0.000	0	1,980,057	0
long	5/08/17	6/12/17	35		Yangzijiang Ship	100	1,565,262	SGD	1.265	1.215		-0.050	-4	1,901,794	-34
short	6/12/17	1/25/21	1323		StarHub	100	699,188	SGD	2.720	1.330	5.563	2.843	105	3,889,375	22
long	1/25/21	6/21/21	147		Wilmar International	100	703,322	SGD	5.530	4.550		-0.980	-18	3,200,120	-38
short	6/21/21	7/19/21	28		Keppel DC REIT	100	1,245,182	SGD	2.570	2.600	2.540	-0.030	-1	3,162,764	-14
long	7/19/21	9/27/21	70		Yangzijiang Ship	100	2,325,561	SGD	1.360	1.400		0.040	3	3,255,787	16
short	9/27/21	5/10/24	956		DFI Retail	100	946,449	USD	3.440	1.860	6.362	2.922	85	6,021,500	26
accum	2/27/06	5/10/24	6648	days out of 6704 invested (99%)								60,115		6,021,500	42

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Noble Group	short	5/29/06	9/04/06	98	0.63	0.71	0.55	-0.08	-12.70
	short	6/10/13	12/05/16	1274	1.01	0.17	6.15	5.14	508.44	431.17
Singapore Exchange	long	2/27/06	5/29/06	91	3.92	3.98		0.06	1.53
	long	9/04/06	11/26/07	448	4.08	14.10		10.02	245.59	250.88
CapitaLand ICT	short	11/26/07	8/17/09	630	3.22	1.53	6.78	3.56	110.46	110.46
StarHub	short	12/19/16	5/08/17	140	2.76	2.76	2.76	0.00	0.00
	short	6/12/17	1/25/21	1323	2.72	1.33	5.56	2.84	104.51	104.51
Yangzijiang Ship	long	8/17/09	2/07/11	539	0.95	1.91		0.97	102.12
	long	5/08/17	6/12/17	35	1.27	1.22		-0.05	-3.95
	long	7/19/21	9/27/21	70	1.36	1.40		0.04	2.94	99.84
ThaiBev	long	7/02/12	6/10/13	343	0.34	0.63		0.29	85.29	85.29
DFI Retail	short	9/27/21	5/10/24	956	3.44	1.86	6.36	2.92	84.95	84.95
Wilmar International	short	2/07/11	3/28/11	49	5.25	5.47	5.03	-0.22	-4.19
	short	5/02/11	7/02/12	427	5.12	3.52	7.45	2.33	45.46
	long	1/25/21	6/21/21	147	5.53	4.55		-0.98	-17.72	14.66
Keppel DC REIT	short	6/21/21	7/19/21	28	2.57	2.60	2.54	-0.03	-1.17	-1.17
Genting	long	3/28/11	5/02/11	35	2.06	2.10		0.04	1.94
	long	12/05/16	12/19/16	14	0.98	0.93		-0.05	-5.10	-3.26

Annotations

3/12/24	STI	Component update: Seatrium (former Sembcorp Marine) replaces Keppel DC REIT
12/07/20	CapitaLand Mall	mergered with CMT
1/17/18	STI	Jardine Strategic and Venture Corporation replace Global Logistic and SIA Engineering Company
10/31/16	STI	CapitaCom Trust and Jardine Matheson replace Noble and Sembcorp Marine
2/02/16	STI	full technique analysis performed
9/21/15	STI	SATS, UOL and Yangzijiang Shipbuilding replace Jardine Matheson, Jardine Strategic and Olam
9/04/15	STI	complete analysis


	is taking down something concerning