| | |
| | |
Assessment - Topix 100 (Tokyo) in Dollar - 1/23/06 - RS = 42
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/06 |
⇓ Δwk |
4/04/05 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Price Index |
4.125 |
8/09/24 |
0.43 |
1.241 |
|
0.940 |
0.301 |
32.04 |
|
23.24 |
| |  |
 |
 |
 |
|
 |
Softbank Group |
65.809 |
8/09/24 |
4.88 |
15.260 |
|
6.626 |
8.634 |
130.30 |
|
88.97 |
| |  |
 |
 |
 |
|
 |
Komatsu |
33.537 |
8/09/24 |
2.71 |
16.600 |
|
7.476 |
9.124 |
122.04 |
|
75.58 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Estate |
19.756 |
8/09/24 |
-0.52 |
20.025 |
|
11.794 |
8.231 |
69.79 |
|
56.33 |
| |  |
 |
 |
 |
|
 |
Resona |
7.838 |
8/09/24 |
3.93 |
34.214 |
|
19.335 |
14.879 |
76.95 |
|
54.59 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Heavy |
15.004 |
8/09/24 |
1.67 |
4.406 |
|
2.563 |
1.843 |
71.89 |
|
50.63 |
| |  |
 |
 |
 |
|
 |
Orix |
28.924 |
8/09/24 |
4.68 |
23.694 |
|
13.326 |
10.367 |
77.80 |
|
49.42 |
| |  |
 |
 |
 |
|
 |
Mitsui Fudosan |
12.445 |
8/09/24 |
-0.24 |
6.487 |
|
3.820 |
2.667 |
69.83 |
|
47.95 |
| |  |
 |
 |
 |
S |
 |
M3 |
9.995 |
8/09/24 |
-2.00 |
1.908 |
|
1.165 |
0.743 |
63.82 |
|
46.15 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Corp |
24.210 |
8/09/24 |
1.77 |
7.314 |
|
4.383 |
2.931 |
66.86 |
|
42.86 |
| |  |
 |
 |
 |
S |
 |
Nitori |
170.983 |
8/09/24 |
-1.03 |
25.173 |
|
16.391 |
8.782 |
53.58 |
|
40.73 |
| |  |
 |
 |
 |
|
 |
Fujitsu |
20.971 |
8/09/24 |
2.37 |
8.655 |
|
5.981 |
2.675 |
44.72 |
|
40.37 |
| |  |
 |
 |
 |
L |
 |
Itochu |
58.367 |
8/09/24 |
6.05 |
7.901 |
|
4.950 |
2.951 |
59.62 |
|
39.51 |
| |  |
 |
 |
 |
L |
 |
Marubeni |
19.743 |
8/09/24 |
1.04 |
5.134 |
|
3.148 |
1.986 |
63.09 |
|
38.01 |
| |  |
 |
 |
 |
|
 |
Mizuho |
24.106 |
8/09/24 |
2.38 |
73.198 |
|
47.084 |
26.114 |
55.46 |
|
36.31 |
| |  |
 |
 |
 |
|
 |
Sumitomo Mitsui FG |
77.777 |
8/09/24 |
3.71 |
103.136 |
|
66.456 |
36.680 |
55.20 |
|
35.60 |
| |  |
 |
 |
 |
L |
 |
Nidec |
50.484 |
8/09/24 |
0.80 |
20.385 |
|
15.388 |
4.997 |
32.47 |
|
35.90 |
| |  |
 |
 |
 |
|
 |
Shin-Etsu |
51.577 |
8/09/24 |
0.03 |
11.164 |
|
7.435 |
3.729 |
50.15 |
|
35.21 |
| |  |
 |
 |
 |
|
 |
Aeon |
30.433 |
8/09/24 |
1.18 |
23.876 |
|
16.558 |
7.318 |
44.19 |
|
34.13 |
| |  |
 |
 |
 |
L |
 |
Shiseido |
29.054 |
8/09/24 |
-12.07 |
18.490 |
|
12.918 |
5.572 |
43.14 |
|
32.18 |
| |  |
 |
 |
 |
S |
 |
Kubota |
16.925 |
8/09/24 |
1.80 |
8.083 |
|
5.284 |
2.799 |
52.97 |
|
31.64 |
| |  |
 |
 |
 |
|
 |
Mitsui & Co |
24.735 |
8/09/24 |
1.24 |
6.769 |
|
4.653 |
2.116 |
45.49 |
|
31.41 |
| |  |
 |
 |
 |
|
 |
Sumitomo Corp |
27.510 |
8/09/24 |
2.03 |
12.159 |
|
8.395 |
3.764 |
44.84 |
|
31.32 |
| |  |
 |
 |
 |
|
 |
Advantest |
50.232 |
8/09/24 |
-0.41 |
13.128 |
|
9.570 |
3.558 |
37.18 |
|
31.59 |
| |  |
 |
 |
 |
L |
 |
Sumitomo El |
18.482 |
8/09/24 |
2.55 |
14.986 |
|
10.345 |
4.641 |
44.86 |
|
30.36 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/06 |
⇓ Δwk |
4/04/05 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Daiwa House |
37.327 |
8/09/24 |
-0.85 |
15.758 |
|
11.302 |
4.456 |
39.43 |
|
30.19 |
| |  |
 |
 |
 |
|
 |
Mitsubishi UFJ |
12.233 |
8/09/24 |
1.22 |
12.862 |
|
8.618 |
4.244 |
49.24 |
|
29.82 |
| |  |
 |
 |
 |
S |
 |
Asahi Kasei |
8.244 |
8/09/24 |
-1.15 |
6.557 |
|
4.848 |
1.709 |
35.25 |
|
29.68 |
| |  |
 |
 |
 |
|
 |
Mitsubishi El |
17.848 |
8/09/24 |
-3.88 |
7.276 |
|
5.154 |
2.122 |
41.18 |
|
28.96 |
| |  |
 |
 |
 |
S |
 |
Denso |
18.291 |
8/09/24 |
-0.19 |
8.321 |
|
6.050 |
2.271 |
37.54 |
|
27.63 |
| |  |
 |
 |
 |
|
 |
Hoya |
170.809 |
8/09/24 |
0.90 |
38.420 |
|
27.684 |
10.737 |
38.78 |
|
27.18 |
| |  |
 |
 |
 |
|
 |
Nomura |
6.416 |
8/09/24 |
2.06 |
17.900 |
|
13.661 |
4.240 |
31.04 |
|
26.98 |
| |  |
 |
 |
 |
|
 |
Panasonic |
9.180 |
8/09/24 |
1.34 |
20.650 |
|
14.757 |
5.893 |
39.94 |
|
26.07 |
| |  |
 |
 |
 |
|
 |
Nintendo |
67.656 |
8/09/24 |
3.11 |
13.954 |
|
10.685 |
3.269 |
30.59 |
|
26.28 |
| |  |
 |
 |
 |
|
 |
Toyota |
21.226 |
8/09/24 |
-0.14 |
10.216 |
|
7.420 |
2.796 |
37.69 |
|
25.07 |
| |  |
 |
 |
 |
|
 |
Sekisui House |
28.802 |
8/09/24 |
0.36 |
13.746 |
|
10.392 |
3.354 |
32.28 |
|
24.86 |
| |  |
 |
 |
 |
|
 |
Fast Retailing |
343.787 |
8/09/24 |
-0.50 |
27.016 |
|
19.595 |
7.421 |
37.87 |
|
24.60 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
27.484 |
8/09/24 |
1.83 |
34.335 |
|
24.619 |
9.716 |
39.47 |
|
23.44 |
| |  |
 |
 |
 |
|
 |
Chugai |
53.094 |
8/09/24 |
2.60 |
7.077 |
|
4.984 |
2.093 |
41.99 |
|
23.25 |
| |  |
 |
 |
 |
L |
 |
Murata Manufacturing |
23.963 |
8/09/24 |
-1.32 |
7.152 |
|
5.900 |
1.252 |
21.22 |
|
21.99 |
| |  |
 |
 |
 |
|
 |
Kirin |
17.493 |
8/09/24 |
0.77 |
12.324 |
|
9.742 |
2.582 |
26.51 |
|
21.41 |
| |  |
 |
 |
 |
|
 |
Disco |
358.443 |
8/09/24 |
-1.95 |
17.892 |
|
14.367 |
3.525 |
24.54 |
|
21.42 |
| |  |
 |
 |
 |
S |
 |
EJR |
22.306 |
8/09/24 |
-0.87 |
21.922 |
|
17.478 |
4.444 |
25.43 |
|
21.05 |
| |  |
 |
 |
 |
|
 |
Tokyo Electron |
223.843 |
8/09/24 |
0.70 |
22.488 |
|
18.861 |
3.627 |
19.23 |
|
20.86 |
| |  |
 |
 |
 |
S |
 |
SMC |
561.558 |
8/09/24 |
-0.17 |
143.906 |
|
112.267 |
31.640 |
28.18 |
|
20.37 |
| |  |
 |
 |
 |
L |
 |
Olympus |
20.745 |
8/09/24 |
1.42 |
6.431 |
|
5.704 |
0.726 |
12.74 |
|
19.61 |
| |  |
 |
 |
 |
L |
 |
Japan Tobacco |
33.997 |
8/09/24 |
-0.31 |
15.568 |
|
11.590 |
3.978 |
34.32 |
|
19.27 |
| |  |
 |
 |
 |
S |
 |
Sony |
106.891 |
8/09/24 |
0.28 |
43.329 |
|
39.181 |
4.148 |
10.59 |
|
19.24 |
| |  |
 |
 |
 |
L |
 |
Daikin |
146.829 |
8/09/24 |
-3.40 |
30.606 |
|
24.665 |
5.941 |
24.08 |
|
18.20 |
| |  |
 |
 |
 |
|
 |
LY |
3.282 |
8/09/24 |
-0.76 |
6.765 |
|
5.581 |
1.183 |
21.20 |
|
18.14 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/06 |
⇓ Δwk |
4/04/05 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Keyence |
518.715 |
8/09/24 |
0.08 |
62.910 |
|
52.435 |
10.475 |
19.98 |
|
16.34 |
| |  |
 |
 |
 |
S |
 |
Sysmex |
22.757 |
8/09/24 |
1.04 |
3.043 |
|
2.306 |
0.736 |
31.94 |
|
15.93 |
| |  |
 |
 |
 |
S |
 |
ANA |
23.893 |
8/09/24 |
-1.36 |
38.073 |
|
32.875 |
5.198 |
15.81 |
|
16.17 |
| |  |
 |
 |
 |
|
 |
Tokio Marine |
42.548 |
8/09/24 |
0.20 |
11.234 |
|
9.537 |
1.697 |
17.79 |
|
15.75 |
| |  |
 |
 |
 |
|
 |
Sumitomo Mitsui Trst |
28.793 |
8/09/24 |
2.72 |
62.964 |
|
48.569 |
14.395 |
29.64 |
|
15.60 |
| |  |
 |
 |
 |
|
 |
Fanuc |
33.711 |
8/09/24 |
-0.66 |
16.017 |
|
12.361 |
3.656 |
29.58 |
|
14.87 |
| |  |
 |
 |
 |
|
 |
Nippon Yūsen |
39.253 |
8/09/24 |
0.82 |
22.838 |
|
19.626 |
3.212 |
16.37 |
|
14.91 |
| |  |
 |
 |
 |
L |
 |
Eisai |
48.307 |
8/09/24 |
1.07 |
41.126 |
|
32.958 |
8.168 |
24.78 |
|
14.10 |
| |  |
 |
 |
 |
L |
 |
Astellas Pharma |
14.141 |
8/09/24 |
-2.98 |
8.126 |
|
6.779 |
1.347 |
19.87 |
|
13.14 |
| |  |
 |
 |
 |
|
 |
NEC |
103.422 |
8/09/24 |
2.71 |
63.224 |
|
59.249 |
3.975 |
6.71 |
|
12.07 |
| |  |
 |
 |
 |
L |
 |
Kao |
55.757 |
8/09/24 |
1.56 |
26.521 |
|
22.260 |
4.261 |
19.14 |
|
11.59 |
| |  |
 |
 |
 |
L |
 |
Unicharm |
42.314 |
8/09/24 |
-0.93 |
5.334 |
|
4.959 |
0.375 |
7.55 |
|
11.12 |
| |  |
 |
 |
 |
S |
 |
Secom |
81.428 |
8/09/24 |
-0.88 |
48.897 |
|
40.081 |
8.815 |
21.99 |
|
9.83 |
| |  |
 |
 |
 |
|
 |
Canon |
39.244 |
8/09/24 |
1.64 |
39.400 |
|
35.401 |
3.999 |
11.30 |
|
9.97 |
| |  |
 |
 |
 |
L |
 |
Hitachi |
28.212 |
8/09/24 |
3.73 |
6.851 |
|
6.213 |
0.639 |
10.28 |
|
9.12 |
| |  |
 |
 |
 |
|
 |
Subaru |
21.070 |
8/09/24 |
-2.37 |
5.013 |
|
4.792 |
0.221 |
4.61 |
|
7.98 |
| |  |
 |
 |
 |
S |
 |
Kyocera |
13.859 |
8/09/24 |
-0.62 |
9.631 |
|
8.762 |
0.869 |
9.92 |
|
7.45 |
| |  |
 |
 |
 |
|
 |
Takeda |
35.289 |
8/09/24 |
0.52 |
54.959 |
|
47.557 |
7.402 |
15.56 |
|
6.73 |
| |  |
 |
 |
 |
S |
 |
KDDI |
39.105 |
8/09/24 |
-0.22 |
8.985 |
|
8.024 |
0.961 |
11.98 |
|
6.12 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
12.315 |
8/09/24 |
-0.14 |
9.182 |
|
8.293 |
0.889 |
10.71 |
|
4.87 |
| |  |
 |
 |
 |
S |
 |
Nippon Tel & Tel |
1.264 |
8/09/24 |
0.21 |
0.455 |
|
0.423 |
0.032 |
7.53 |
|
3.98 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
3.558 |
8/09/24 |
-0.56 |
10.650 |
|
10.308 |
0.342 |
3.32 |
|
2.84 |
| |  |
 |
 |
 |
|
 |
Asahi Group |
45.072 |
8/09/24 |
-2.18 |
12.411 |
|
12.658 |
-0.247 |
-1.95 |
|
2.68 |
| |  |
 |
 |
 |
L |
 |
Omron |
46.000 |
8/09/24 |
0.23 |
23.243 |
|
22.102 |
1.141 |
5.16 |
|
1.97 |
| |  |
 |
 |
 |
|
 |
Terumo |
22.644 |
8/09/24 |
5.05 |
3.697 |
|
3.633 |
0.063 |
1.74 |
|
1.84 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/06 |
⇓ Δwk |
4/04/05 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Bridgestone |
48.411 |
8/09/24 |
-1.33 |
20.025 |
|
18.564 |
1.461 |
7.87 |
|
1.21 |
| |  |
 |
 |
 |
|
 |
Ajinomoto |
44.404 |
8/09/24 |
0.04 |
10.468 |
|
11.971 |
-1.503 |
-12.55 |
|
-2.27 |
| |  |
 |
 |
 |
L |
 |
Fujifilm |
29.565 |
8/09/24 |
2.25 |
10.719 |
|
11.881 |
-1.161 |
-9.77 |
|
-2.53 |
| |  |
 |
 |
 |
S |
 |
Ono Pharmaceutical |
18.421 |
8/09/24 |
-1.62 |
9.219 |
|
10.308 |
-1.089 |
-10.57 |
|
-3.66 |
| |  |
 |
 |
 |
S |
 |
Oriental Land |
33.980 |
8/09/24 |
-0.15 |
2.846 |
|
3.196 |
-0.350 |
-10.95 |
|
-3.69 |
| |  |
 |
 |
 |
L |
 |
Shimano |
234.857 |
8/09/24 |
-0.48 |
26.634 |
|
32.420 |
-5.786 |
-17.85 |
|
-6.18 |
| |  |
 |
 |
 |
L |
 |
Renesas Electronics |
18.972 |
8/09/24 |
0.44 |
32.263 |
|
48.291 |
-16.028 |
-33.19 |
|
-17.22 |
| |  |
 |
 |
 |
L |
 |
Bandai Namco |
24.596 |
8/09/24 |
-5.94 |
4.964 |
|
6.779 |
-1.816 |
-26.78 |
|
-21.27 |
| |  |
 |
 |
 |
S |
 |
Central Jap. Railway |
27.857 |
8/09/24 |
-2.10 |
19.271 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
32.982 |
8/09/24 |
3.15 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Daiichi Sankyo |
47.336 |
8/09/24 |
-1.16 |
6.820 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Eneos |
5.949 |
8/09/24 |
1.55 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Japan Exchange |
28.776 |
8/09/24 |
4.70 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Japan Post |
11.799 |
8/09/24 |
0.52 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Lasertec |
233.470 |
8/09/24 |
-0.92 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Chemical |
7.224 |
8/09/24 |
-0.14 |
6.071 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
26.131 |
8/09/24 |
-0.50 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Otsuka |
66.728 |
8/09/24 |
1.22 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Recruit |
72.001 |
8/09/24 |
6.81 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Seven & i |
14.505 |
8/09/24 |
-0.54 |
13.047 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Shionogi |
54.421 |
8/09/24 |
0.56 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
SoftBank |
16.287 |
8/09/24 |
0.51 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Sompo |
25.658 |
8/09/24 |
0.02 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Sumitomo Realty |
37.943 |
8/09/24 |
-0.57 |
19.782 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
14.102 |
8/09/24 |
0.31 |
4.479 |
|
|
|
|
|
-na- |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/06 |
⇓ Δwk |
4/04/05 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
West Japan Railway |
22.605 |
8/09/24 |
-2.18 |
|
|
|
|
|
|
-na- |
| Topix (TYO) - 82 out of 100 instruments rated - 1/23/06 / 4/04/05 - 74 did rise, Market-Ratio(42) in USD = 90.24 % |
| Stock Exchange Currency: JPY ¥ Japanese yen |
Technical Chart
Transactions Topix 100 (Tokyo) in Dollar * A42 - 32/30 (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 |
11/12/07 |
679 |
|
- cash - |
| short |
11/12/07 |
12/24/07 |
42 |
 |
 |
 |
Orix |
100 |
60,284 |
|
0.166 |
0.164 |
0.167 |
0.001 |
1 |
10,086 |
8 |
|
| long |
12/24/07 |
12/31/07 |
7 |
 |
 |
 |
Nintendo |
100 |
17,379 |
|
0.580 |
0.595 |
|
0.015 |
3 |
10,343 |
273 |
|
| short |
12/31/07 |
7/27/09 |
574 |
 |
 |
 |
Orix |
100 |
60,695 |
|
0.170 |
0.062 |
0.467 |
0.297 |
174 |
28,369 |
90 |
|
| long |
7/27/09 |
7/05/10 |
343 |
 |
 |
 |
Kubota |
100 |
315,644 |
|
0.090 |
0.076 |
|
-0.014 |
-16 |
23,925 |
-17 |
|
| short |
7/05/10 |
7/12/10 |
7 |
 |
 |
 |
Inpex |
100 |
173,617 |
|
0.138 |
0.123 |
0.155 |
0.017 |
12 |
26,859 |
41,558 |
|
| long |
7/12/10 |
8/16/10 |
35 |
 |
 |
 |
Isuzu Motors |
100 |
460,401 |
|
0.058 |
0.059 |
|
0.000 |
1 |
27,033 |
7 |
|
| short |
8/16/10 |
8/23/10 |
7 |
 |
 |
 |
Inpex |
100 |
237,475 |
|
0.114 |
0.116 |
0.111 |
-0.003 |
-2 |
26,407 |
-71 |
|
| long |
8/23/10 |
10/25/10 |
63 |
 |
 |
 |
Isuzu Motors |
100 |
419,505 |
|
0.063 |
0.073 |
|
0.010 |
15 |
30,425 |
127 |
|
| short |
10/25/10 |
11/22/10 |
28 |
 |
 |
 |
Resona |
100 |
406,417 |
|
0.075 |
0.063 |
0.089 |
0.014 |
19 |
36,171 |
854 |
|
| long |
11/22/10 |
1/24/11 |
63 |
 |
 |
 |
Isuzu Motors |
100 |
439,221 |
|
0.082 |
0.089 |
|
0.007 |
9 |
39,295 |
62 |
|
| short |
1/24/11 |
1/31/11 |
7 |
 |
 |
 |
Resona |
100 |
714,943 |
|
0.055 |
0.050 |
0.061 |
0.006 |
10 |
43,254 |
14,816 |
|
| long |
1/31/11 |
8/29/11 |
210 |
 |
 |
 |
Isuzu Motors |
100 |
442,821 |
|
0.098 |
0.083 |
|
-0.014 |
-15 |
36,956 |
-24 |
|
| short |
8/29/11 |
2/13/12 |
168 |
 |
 |
 |
Nintendo |
100 |
218,592 |
|
0.169 |
0.139 |
0.206 |
0.037 |
22 |
45,096 |
54 |
|
| long |
2/13/12 |
5/07/12 |
84 |
 |
 |
 |
Fast Retailing |
100 |
66,185 |
|
0.681 |
0.731 |
|
0.049 |
7 |
48,367 |
36 |
|
| short |
5/07/12 |
6/11/12 |
35 |
 |
 |
 |
Sony |
100 |
315,570 |
|
0.153 |
0.129 |
0.182 |
0.029 |
19 |
57,560 |
514 |
|
| long |
6/11/12 |
1/11/16 |
1309 |
 |
 |
 |
Subaru |
100 |
758,823 |
|
0.076 |
0.366 |
|
0.290 |
382 |
277,383 |
55 |
|
| short |
1/11/16 |
10/31/16 |
294 |
 |
 |
 |
Toshiba |
100 |
1,420,318 |
|
0.195 |
0.364 |
0.027 |
-0.168 |
-86 |
38,491 |
-91 |
|
| long |
10/31/16 |
10/29/18 |
728 |
 |
 |
 |
Toshiba |
100 |
105,886 |
|
0.364 |
0.283 |
|
-0.080 |
-22 |
29,991 |
-12 |
|
| short |
10/29/18 |
12/03/18 |
35 |
 |
 |
 |
Tokyo Electron |
100 |
71,174 |
|
0.421 |
0.470 |
0.373 |
-0.048 |
-12 |
26,541 |
-72 |
|
| long |
12/03/18 |
12/10/18 |
7 |
 |
 |
 |
Eisai |
100 |
28,998 |
|
0.915 |
0.851 |
|
-0.064 |
-7 |
24,686 |
-98 |
|
| short |
12/10/18 |
1/14/19 |
35 |
 |
 |
 |
Nitto Denko |
100 |
49,106 |
|
0.503 |
0.530 |
0.476 |
-0.027 |
-5 |
23,350 |
-44 |
|
| long |
1/14/19 |
2/18/19 |
35 |
 |
 |
 |
Kansai Electric Pwr |
100 |
141,668 |
|
0.165 |
0.144 |
|
-0.021 |
-12 |
20,442 |
-75 |
|
| short |
2/18/19 |
7/01/19 |
133 |
 |
 |
 |
Nintendo |
100 |
76,145 |
|
0.268 |
0.369 |
0.168 |
-0.101 |
-38 |
12,754 |
-73 |
|
| long |
7/01/19 |
7/08/19 |
7 |
 |
 |
 |
Rakuten |
100 |
110,358 |
|
0.116 |
0.109 |
|
-0.006 |
-5 |
12,058 |
-95 |
|
| short |
7/08/19 |
9/09/19 |
63 |
 |
 |
 |
Eisai |
100 |
21,314 |
|
0.566 |
0.500 |
0.641 |
0.075 |
13 |
13,654 |
105 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | long |
9/09/19 |
3/09/20 |
182 |
 |
 |
 |
Daiichi Sankyo |
100 |
60,666 |
|
0.225 |
0.204 |
|
-0.021 |
-9 |
12,388 |
-18 |
|
| short |
3/09/20 |
5/25/20 |
77 |
 |
 |
 |
JFE |
100 |
160,112 |
|
0.077 |
0.068 |
0.088 |
0.011 |
14 |
14,122 |
86 |
|
| long |
5/25/20 |
7/13/20 |
49 |
 |
 |
 |
Ono Pharmaceutical |
100 |
52,171 |
|
0.271 |
0.272 |
|
0.001 |
0 |
14,185 |
3 |
|
| short |
7/13/20 |
7/20/20 |
7 |
 |
 |
 |
West Japan Railway |
100 |
56,038 |
|
0.253 |
0.251 |
0.256 |
0.003 |
1 |
14,335 |
73 |
|
| long |
7/20/20 |
8/10/20 |
21 |
 |
 |
 |
Yamato |
100 |
55,755 |
|
0.257 |
0.263 |
|
0.006 |
2 |
14,651 |
46 |
|
| short |
8/10/20 |
11/16/20 |
98 |
 |
 |
 |
West Japan Railway |
100 |
64,647 |
|
0.227 |
0.236 |
0.217 |
-0.009 |
-4 |
14,054 |
-14 |
|
| long |
11/16/20 |
8/09/24 |
1362 |
 |
 |
 |
Nidec |
100 |
12,583 |
|
1.117 |
0.360 |
|
-0.757 |
-68 |
4,533 |
-26 |
|
| accum | 11/12/07 |
8/09/24 | 6758 |
days out of 7437 invested (91%) |
-55 |
4,533 |
-4 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Subaru | long | 6/11/12 | 1/11/16 | 1309 | 0.08 | 0.37 | | 0.29 | 381.90 | | | 381.90 |
| Orix | short | 11/12/07 | 12/24/07 | 42 | 0.17 | 0.16 | 0.17 | 0.00 | 0.86 | | | |
| | short | 12/31/07 | 7/27/09 | 574 | 0.17 | 0.06 | 0.47 | 0.30 | 174.27 | | | 176.62 |
| Resona | short | 10/25/10 | 11/22/10 | 28 | 0.07 | 0.06 | 0.09 | 0.01 | 18.89 | | | |
| | short | 1/24/11 | 1/31/11 | 7 | 0.05 | 0.05 | 0.06 | 0.01 | 10.07 | | | 30.86 |
| Sony | short | 5/07/12 | 6/11/12 | 35 | 0.15 | 0.13 | 0.18 | 0.03 | 19.01 | | | 19.01 |
| JFE | short | 3/09/20 | 5/25/20 | 77 | 0.08 | 0.07 | 0.09 | 0.01 | 14.00 | | | 14.00 |
| Inpex | short | 7/05/10 | 7/12/10 | 7 | 0.14 | 0.12 | 0.15 | 0.02 | 12.26 | | | |
| | short | 8/16/10 | 8/23/10 | 7 | 0.11 | 0.12 | 0.11 | -0.00 | -2.31 | | | 9.67 |
| Isuzu Motors | long | 7/12/10 | 8/16/10 | 35 | 0.06 | 0.06 | | 0.00 | 0.65 | | | |
| | long | 8/23/10 | 10/25/10 | 63 | 0.06 | 0.07 | | 0.01 | 15.21 | | | |
| | long | 11/22/10 | 1/24/11 | 63 | 0.08 | 0.09 | | 0.01 | 8.64 | | | |
| | long | 1/31/11 | 8/29/11 | 210 | 0.10 | 0.08 | | -0.01 | -14.56 | | | 7.63 |
| Fast Retailing | long | 2/13/12 | 5/07/12 | 84 | 0.68 | 0.73 | | 0.05 | 7.25 | | | 7.25 |
| Eisai | long | 12/03/18 | 12/10/18 | 7 | 0.92 | 0.85 | | -0.06 | -6.99 | | | |
| | short | 7/08/19 | 9/09/19 | 63 | 0.57 | 0.50 | 0.64 | 0.07 | 13.23 | | | 5.32 |
| Yamato | long | 7/20/20 | 8/10/20 | 21 | 0.26 | 0.26 | | 0.01 | 2.21 | | | 2.21 |
| Ono Pharmaceutical | long | 5/25/20 | 7/13/20 | 49 | 0.27 | 0.27 | | 0.00 | 0.45 | | | 0.45 |
| West Japan Railway | short | 7/13/20 | 7/20/20 | 7 | 0.25 | 0.25 | 0.26 | 0.00 | 1.05 | | | |
| | short | 8/10/20 | 11/16/20 | 98 | 0.23 | 0.24 | 0.22 | -0.01 | -4.07 | | | -3.06 |
| Nitto Denko | short | 12/10/18 | 1/14/19 | 35 | 0.50 | 0.53 | 0.48 | -0.03 | -5.41 | | | -5.41 |
| Rakuten | long | 7/01/19 | 7/08/19 | 7 | 0.12 | 0.11 | | -0.01 | -5.46 | | | -5.46 |
| Daiichi Sankyo | long | 9/09/19 | 3/09/20 | 182 | 0.23 | 0.20 | | -0.02 | -9.27 | | | -9.27 |
| Tokyo Electron | short | 10/29/18 | 12/03/18 | 35 | 0.42 | 0.47 | 0.37 | -0.05 | -11.50 | | | -11.50 |
| Kansai Electric Pwr | long | 1/14/19 | 2/18/19 | 35 | 0.16 | 0.14 | | -0.02 | -12.46 | | | -12.46 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Kubota | long | 7/27/09 | 7/05/10 | 343 | 0.09 | 0.08 | | -0.01 | -15.67 | | | -15.67 |
| Nintendo | long | 12/24/07 | 12/31/07 | 7 | 0.58 | 0.60 | | 0.01 | 2.56 | | | |
| | short | 8/29/11 | 2/13/12 | 168 | 0.17 | 0.14 | 0.21 | 0.04 | 22.03 | | | |
| | short | 2/18/19 | 7/01/19 | 133 | 0.27 | 0.37 | 0.17 | -0.10 | -37.61 | | | -21.92 |
| Nidec | long | 11/16/20 | 8/09/24 | 1362 | 1.12 | 0.36 | | -0.76 | -67.74 | | | -67.74 |
| Toshiba | short | 1/11/16 | 10/31/16 | 294 | 0.20 | 0.36 | 0.03 | -0.17 | -86.12 | | | |
| | long | 10/31/16 | 10/29/18 | 728 | 0.36 | 0.28 | | -0.08 | -22.08 | | | -89.19 |
Annotations
| 3/28/24 | West Japan Railway | | | stock split 1:2 (two for one) |
| | Fujitsu | | | stock split 1:10 (ten for one) |
| | Mitsubishi Heavy | | | stock split 1:10 (ten for one) |
| | Suzuki Motor | | | stock split 1:4 (four for one) |
| | MS&AD Insurance | | | stock split 1:3 (three for one) |
| | Sysmex | | | stock split 1:3 (three for one) |
| | Sompo | | | stock split 1:3 (three for one) |
| | Mitsui Fudosan | | | stock split 1:3 (three for one) |
| | Fujifilm | | | stock split 1:3 (three for one) |
| | EJR | | | stock split 1:3 (three for one) |
| | Terumo | | | stock split 1:2 (two for one) |
| 2/28/24 | Seven & i | | | stock split 1:3 (three for one) |
| 9/28/23 | Central Jap. Railway | | | stock split 1:5 (five for one) |
| | Denso | | | stock split 1:4 (four for one) |
| | Murata Manufacturing | | | stock split 1:3 (three for one) |
| | Honda Motor | | | stock split 1:3 (three for one) |
| 6/29/23 | Nippon Tel & Tel | | | stock split 1:25 (twenty-five for one) |
| 3/30/23 | Disco | | | stock split 1:3 (three for one) |
| | Shin-Etsu | | | stock split 1:5 (five for one) |
| | Oriental Land | | | stock split 1:5 (five for one) |
| | Fanuc | | | stock split 1:5 (five for one) |
| | Tokyo Electron | | | stock split 1:3 (three for one) |
| | Bandai Namco | | | stock split 1:3 (three for one) |
| 2/27/23 | Fast Retailing | | | splits 1:3 (three for one) |
| 9/29/22 | Nippon Yūsen | | | stock split 1:3 (three for one) |
| | Tokio Marine | | | stock split 1:3 (three for one) |
| | Nintendo | | | stock split 1:10 (ten for one) |
| 9/29/21 | Toyota | | | stock split 1:5 (five for one) |
| 3/30/20 | Nidec | | | splits 1:2 (two for one) |
| 12/27/19 | Nippon Tel & Tel | | | splits 1:2 (two for one) |
| 11/19/19 | Keyence | | | splits 1:2 (two for one) |
| 4/06/17 | Fuji Heavy | | | is now called Subaru Corporation |
| 1/18/17 | Keyence | | | stock split 1:2 (two for one) |
| 4/18/16 | Topix (TYO) | | | complete analysis after creation |
|
|