| |
| |
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
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 | 6650 |
days out of 6706 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 |
|
|