| | |
| | |
Assessment - Straits Times Index in Japanese yen - 16/05/11 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/05/11 |
⇓ Δwk |
5/07/10 |
prc diff |
⇓ Δ45 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
209,936.118 |
12/08/24 |
-0.81 |
205,599.029 |
|
183,838.572 |
21,760.457 |
11.84 |
|
4.69 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
274.698 |
12/08/24 |
1.80 |
604.335 |
|
443.066 |
161.270 |
36.40 |
|
14.37 |
| |  |
 |
 |
 |
S |
 |
Genting |
51.586 |
12/08/24 |
-2.45 |
132.371 |
|
74.363 |
58.008 |
78.01 |
|
21.05 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
2,923.108 |
12/08/24 |
1.63 |
4,165.712 |
|
3,483.110 |
682.602 |
19.60 |
|
13.79 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
90.843 |
12/08/24 |
-1.41 |
6,929.998 |
|
4,991.144 |
1,938.854 |
38.85 |
|
17.10 |
| |  |
 |
 |
 |
S |
 |
Keppel |
386.081 |
12/08/24 |
0.34 |
741.017 |
|
553.311 |
187.706 |
33.92 |
|
13.60 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
1,689.025 |
12/08/24 |
1.21 |
2,525.426 |
|
2,077.122 |
448.304 |
21.58 |
|
12.72 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
300.430 |
12/08/24 |
-2.53 |
334.820 |
|
267.203 |
67.617 |
25.31 |
|
12.15 |
| |  |
 |
 |
 |
S |
 |
UOL |
344.553 |
12/08/24 |
-0.19 |
314.056 |
|
238.844 |
75.212 |
31.49 |
|
11.69 |
| |  |
 |
 |
 |
L |
 |
Singtel |
184.281 |
12/08/24 |
-2.74 |
207.640 |
|
192.840 |
14.801 |
7.68 |
|
6.15 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
154.433 |
12/08/24 |
-4.03 |
112.256 |
|
83.816 |
28.440 |
33.93 |
|
4.37 |
| |  |
 |
 |
 |
|
 |
OCBC |
897.396 |
12/08/24 |
0.29 |
617.730 |
|
565.915 |
51.815 |
9.16 |
|
4.37 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
2,204.881 |
12/08/24 |
1.22 |
956.444 |
|
897.398 |
59.046 |
6.58 |
|
4.22 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
1,900.558 |
12/08/24 |
0.58 |
1,261.415 |
|
1,245.265 |
16.150 |
1.30 |
|
4.02 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
31.146 |
12/08/24 |
-4.00 |
18.817 |
|
17.645 |
1.172 |
6.64 |
|
3.76 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
136.264 |
12/08/24 |
0.96 |
125.233 |
|
122.888 |
2.345 |
1.91 |
|
1.77 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
170.654 |
12/08/24 |
-0.75 |
129.775 |
|
117.846 |
11.929 |
10.12 |
|
-0.92 |
| |  |
 |
 |
 |
L |
 |
SATS |
196.609 |
12/08/24 |
-0.98 |
171.952 |
|
175.194 |
-3.242 |
-1.85 |
|
-2.21 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
382.837 |
12/08/24 |
0.34 |
936.977 |
|
933.949 |
3.028 |
0.32 |
|
-2.27 |
| |  |
 |
 |
 |
S |
 |
City Developments |
337.416 |
12/08/24 |
0.97 |
731.932 |
|
693.214 |
38.718 |
5.59 |
|
-2.93 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
894.151 |
12/08/24 |
-0.72 |
571.660 |
|
572.217 |
-0.557 |
-0.10 |
|
-3.23 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
197.258 |
12/08/24 |
-0.98 |
356.233 |
|
379.377 |
-23.144 |
-6.10 |
|
-4.34 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
633.952 |
12/08/24 |
-0.51 |
491.199 |
|
471.386 |
19.814 |
4.20 |
|
-5.45 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
275.772 |
12/08/24 |
0.71 |
197.258 |
|
206.704 |
-9.446 |
-4.57 |
|
-5.44 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
163.517 |
12/08/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/05/11 |
⇓ Δwk |
5/07/10 |
prc diff |
⇓ Δ45 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
150.276 |
12/08/24 |
5.68 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
27.902 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
63.914 |
12/08/24 |
-1.50 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
144.051 |
12/08/24 |
-0.89 |
72.629 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
81.758 |
12/08/24 |
-0.79 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
98.568 |
12/08/24 |
-0.81 |
68.165 |
|
|
|
|
|
-na- |
| STI - 23 out of 30 instruments rated - 16/05/11 / 5/07/10 - 19 did rise, Market-Ratio(45) in JPY = 82.61 % |
Technical Chart
Transactions Straits Times Index in Japanese yen * A45 - 79/68 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 2/01/06 |
27/02/06 |
56 |
|
- cash - |
| long |
27/02/06 |
29/05/06 |
91 |
 |
 |
 |
Singapore Exchange |
100 |
35 |
|
282.181 |
283.783 |
|
1.602 |
1 |
10,056 |
2 |
|
| short |
29/05/06 |
4/09/06 |
98 |
 |
 |
 |
Noble Group |
100 |
223 |
|
44.920 |
52.881 |
36.960 |
-7.960 |
-18 |
8,281 |
-52 |
|
| long |
4/09/06 |
26/11/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
27 |
|
303.877 |
1,059.346 |
|
755.469 |
249 |
28,679 |
177 |
|
| short |
26/11/07 |
17/08/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
118 |
|
241.922 |
100.609 |
581.716 |
339.794 |
140 |
68,774 |
66 |
|
| long |
17/08/09 |
7/02/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
1,106 |
|
62.141 |
123.123 |
|
60.982 |
98 |
136,220 |
59 |
|
| short |
7/02/11 |
28/03/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
402 |
|
338.427 |
352.941 |
323.913 |
-14.514 |
-4 |
130,386 |
-28 |
|
| long |
28/03/11 |
2/05/11 |
35 |
 |
 |
 |
Genting |
100 |
980 |
|
132.917 |
139.251 |
|
6.334 |
5 |
136,593 |
62 |
|
| short |
2/05/11 |
2/07/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
402 |
|
339.507 |
221.985 |
519.247 |
179.740 |
53 |
208,848 |
44 |
|
| long |
2/07/12 |
10/06/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
9,740 |
|
21.442 |
49.212 |
|
27.771 |
130 |
479,334 |
142 |
|
| short |
10/06/13 |
5/12/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
6,075 |
|
78.896 |
13.321 |
467.262 |
388.366 |
492 |
2,838,656 |
66 |
|
| long |
5/12/16 |
19/12/16 |
14 |
 |
 |
 |
Genting |
100 |
36,094 |
|
78.645 |
75.148 |
|
-3.497 |
-4 |
2,712,434 |
-69 |
|
| short |
19/12/16 |
8/05/17 |
140 |
 |
 |
 |
StarHub |
100 |
12,162 |
|
223.019 |
222.443 |
223.595 |
0.577 |
0 |
2,719,449 |
1 |
|
| long |
8/05/17 |
12/06/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
26,673 |
|
101.953 |
96.304 |
|
-5.650 |
-6 |
2,568,759 |
-45 |
|
| short |
12/06/17 |
25/01/21 |
1323 |
 |
 |
 |
StarHub |
100 |
11,914 |
|
215.593 |
103.974 |
447.040 |
231.446 |
107 |
5,326,209 |
22 |
|
| long |
25/01/21 |
21/06/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
12,320 |
|
432.313 |
373.177 |
|
-59.136 |
-14 |
4,597,651 |
-31 |
|
| short |
21/06/21 |
19/07/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
21,812 |
|
210.783 |
208.584 |
213.006 |
2.223 |
1 |
4,646,135 |
15 |
|
| long |
19/07/21 |
27/09/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
42,583 |
|
109.105 |
114.817 |
|
5.712 |
5 |
4,889,373 |
30 |
|
| short |
27/09/21 |
12/08/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
12,809 |
|
381.706 |
300.528 |
484.811 |
103.105 |
27 |
6,210,048 |
9 |
|
| accum | 27/02/06 |
12/08/24 | 7414 |
days out of 7470 invested (99%) |
62,000 |
6,210,048 |
37 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Noble Group | short | 29/05/06 | 4/09/06 | 98 | 44.92 | 52.88 | 36.96 | -7.96 | -17.72 | | | |
| | short | 10/06/13 | 5/12/16 | 1274 | 78.90 | 13.32 | 467.26 | 388.37 | 492.25 | | | 387.30 |
| Singapore Exchange | long | 27/02/06 | 29/05/06 | 91 | 282.18 | 283.78 | | 1.60 | 0.57 | | | |
| | long | 4/09/06 | 26/11/07 | 448 | 303.88 | 1,059.35 | | 755.47 | 248.61 | | | 250.59 |
| CapitaLand ICT | short | 26/11/07 | 17/08/09 | 630 | 241.92 | 100.61 | 581.72 | 339.79 | 140.46 | | | 140.46 |
| ThaiBev | long | 2/07/12 | 10/06/13 | 343 | 21.44 | 49.21 | | 27.77 | 129.52 | | | 129.52 |
| StarHub | short | 19/12/16 | 8/05/17 | 140 | 223.02 | 222.44 | 223.60 | 0.58 | 0.26 | | | |
| | short | 12/06/17 | 25/01/21 | 1323 | 215.59 | 103.97 | 447.04 | 231.45 | 107.35 | | | 107.89 |
| Yangzijiang Ship | long | 17/08/09 | 7/02/11 | 539 | 62.14 | 123.12 | | 60.98 | 98.13 | | | |
| | long | 8/05/17 | 12/06/17 | 35 | 101.95 | 96.30 | | -5.65 | -5.54 | | | |
| | long | 19/07/21 | 27/09/21 | 70 | 109.11 | 114.82 | | 5.71 | 5.24 | | | 96.95 |
| DFI Retail | short | 27/09/21 | 12/08/24 | 1050 | 381.71 | 300.53 | 484.81 | 103.11 | 27.01 | | | 27.01 |
| Wilmar International | short | 7/02/11 | 28/03/11 | 49 | 338.43 | 352.94 | 323.91 | -14.51 | -4.29 | | | |
| | short | 2/05/11 | 2/07/12 | 427 | 339.51 | 221.99 | 519.25 | 179.74 | 52.94 | | | |
| | long | 25/01/21 | 21/06/21 | 147 | 432.31 | 373.18 | | -59.14 | -13.68 | | | 26.36 |
| Keppel DC REIT | short | 21/06/21 | 19/07/21 | 28 | 210.78 | 208.58 | 213.01 | 2.22 | 1.05 | | | 1.05 |
| Genting | long | 28/03/11 | 2/05/11 | 35 | 132.92 | 139.25 | | 6.33 | 4.77 | | | |
| | long | 5/12/16 | 19/12/16 | 14 | 78.64 | 75.15 | | -3.50 | -4.45 | | | 0.11 |
Annotations
| 7/05/24 | Seatrium | | | reverse split 20:1 (one for twenty) |
| 12/03/24 | STI | | | Component update: Seatrium (former Sembcorp Marine) replaces Keppel DC REIT |
| 7/12/20 | CapitaLand Mall | | | mergered with CMT |
| 17/01/18 | STI | | | Jardine Strategic and Venture Corporation replace Global Logistic and SIA Engineering Company |
| 31/10/16 | STI | | | CapitaCom Trust and Jardine Matheson replace Noble and Sembcorp Marine |
| 2/02/16 | STI | | | full technique analysis performed |
| 21/09/15 | STI | | | SATS, UOL and Yangzijiang Shipbuilding replace
Jardine Matheson, Jardine Strategic and Olam |
| 4/09/15 | STI | | | complete analysis |
|
|