| | Tue, Dec 16th, 2025, 23:27UTC |
| | |
Assessment - Straits Times Index in Pound sterling - 11/09/15 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/09/15 |
Δwk |
12/29/14 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
1,504.415 |
8/12/24 |
-0.81 |
1,393.905 |
|
1,638.873 |
-244.967 |
-14.95 |
|
-10.40 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.107 |
8/12/24 |
-4.03 |
0.558 |
|
0.589 |
-0.031 |
-5.24 |
|
-7.55 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
15.800 |
8/12/24 |
1.22 |
8.119 |
|
10.005 |
-1.887 |
-18.86 |
|
-12.97 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
6.408 |
8/12/24 |
-0.72 |
3.966 |
|
3.781 |
0.185 |
4.90 |
|
3.00 |
| |  |
 |
 |
 |
|
 |
OCBC |
6.431 |
8/12/24 |
0.29 |
4.236 |
|
5.110 |
-0.874 |
-17.10 |
|
-11.72 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.032 |
8/12/24 |
-0.89 |
0.707 |
|
0.720 |
-0.013 |
-1.87 |
|
-3.56 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
13.620 |
8/12/24 |
0.58 |
9.537 |
|
11.962 |
-2.425 |
-20.27 |
|
-10.64 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
1.976 |
8/12/24 |
0.71 |
1.465 |
|
1.659 |
-0.195 |
-11.74 |
|
-7.87 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
2.153 |
8/12/24 |
-2.53 |
1.632 |
|
2.151 |
-0.519 |
-24.12 |
|
-14.62 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
4.543 |
8/12/24 |
-0.51 |
3.553 |
|
3.810 |
-0.258 |
-6.77 |
|
-5.01 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.586 |
8/12/24 |
-0.79 |
0.467 |
|
0.568 |
-0.101 |
-17.86 |
|
-13.44 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.223 |
8/12/24 |
-0.75 |
1.056 |
|
1.192 |
-0.137 |
-11.47 |
|
-8.46 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
0.976 |
8/12/24 |
0.96 |
0.904 |
|
0.983 |
-0.079 |
-8.00 |
|
-8.61 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.172 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
0.200 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.458 |
8/12/24 |
-1.50 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
1.414 |
8/12/24 |
-0.98 |
1.428 |
|
1.577 |
-0.149 |
-9.46 |
|
-4.71 |
| |  |
 |
 |
 |
S |
 |
Genting |
0.370 |
8/12/24 |
-2.45 |
0.395 |
|
0.528 |
-0.133 |
-25.15 |
|
-10.20 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
0.807 |
8/12/24 |
-0.81 |
0.866 |
|
0.901 |
-0.034 |
-3.82 |
|
-5.78 |
| |  |
 |
 |
 |
S |
 |
Keppel |
2.767 |
8/12/24 |
0.34 |
3.287 |
|
4.307 |
-1.019 |
-23.67 |
|
-15.44 |
| |  |
 |
 |
 |
S |
 |
UOL |
2.469 |
8/12/24 |
-0.19 |
3.027 |
|
3.421 |
-0.394 |
-11.52 |
|
-8.63 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
12.104 |
8/12/24 |
1.21 |
15.670 |
|
20.653 |
-4.983 |
-24.13 |
|
-9.04 |
| |  |
 |
 |
 |
L |
 |
SATS |
1.409 |
8/12/24 |
-0.98 |
1.855 |
|
1.445 |
0.410 |
28.36 |
|
16.98 |
| |  |
 |
 |
 |
L |
 |
Singtel |
1.321 |
8/12/24 |
-2.74 |
1.800 |
|
1.908 |
-0.108 |
-5.67 |
|
-7.15 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.223 |
8/12/24 |
-4.00 |
0.316 |
|
0.343 |
-0.027 |
-7.84 |
|
-9.09 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/09/15 |
Δwk |
12/29/14 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
23.936 |
8/12/24 |
1.63 |
35.580 |
|
38.859 |
-3.279 |
-8.44 |
|
-4.95 |
| |  |
 |
 |
 |
S |
 |
City Developments |
2.418 |
8/12/24 |
0.97 |
3.673 |
|
4.964 |
-1.290 |
-26.00 |
|
-19.55 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
2.743 |
8/12/24 |
0.34 |
5.059 |
|
5.640 |
-0.581 |
-10.30 |
|
-5.25 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
2.249 |
8/12/24 |
1.80 |
4.882 |
|
4.331 |
0.552 |
12.74 |
|
0.25 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.231 |
8/12/24 |
5.68 |
4.075 |
|
5.845 |
-1.770 |
-30.28 |
|
-23.44 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
0.651 |
8/12/24 |
-1.41 |
21.389 |
|
31.924 |
-10.535 |
-33.00 |
|
-20.54 |
| STI - 27 out of 30 instruments rated - 11/09/15 / 12/29/14 - 3 did rise, Market-Ratio(45) in GBP = 11.11 % |
Technical Chart
Transactions Straits Times Index in Pound sterling * 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 | |
| 1/02/06 |
2/27/06 |
56 |
|
- cash - |
| long |
2/27/06 |
5/29/06 |
91 |
 |
 |
 |
Singapore Exchange |
100 |
7,230 |
|
1.383 |
1.355 |
|
-0.028 |
-2 |
9,796 |
-8 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
45,680 |
|
0.214 |
0.237 |
0.192 |
-0.023 |
-11 |
8,766 |
-34 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
6,435 |
|
1.362 |
4.743 |
|
3.381 |
248 |
30,521 |
176 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
28,179 |
|
1.083 |
0.641 |
1.831 |
0.748 |
69 |
51,590 |
36 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
130,352 |
|
0.396 |
0.930 |
|
0.534 |
135 |
121,237 |
78 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
47,423 |
|
2.556 |
2.705 |
2.408 |
-0.148 |
-6 |
114,215 |
-36 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
112,138 |
|
1.019 |
1.027 |
|
0.008 |
1 |
115,121 |
9 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
45,994 |
|
2.503 |
1.771 |
3.537 |
1.034 |
41 |
162,672 |
34 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
950,783 |
|
0.171 |
0.324 |
|
0.153 |
90 |
308,295 |
97 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
593,062 |
|
0.520 |
0.092 |
2.932 |
2.412 |
464 |
1,738,858 |
64 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
3,195,836 |
|
0.544 |
0.518 |
|
-0.026 |
-5 |
1,654,993 |
-72 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
1,076,857 |
|
1.537 |
1.518 |
1.556 |
0.020 |
1 |
1,676,022 |
3 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
2,409,527 |
|
0.696 |
0.694 |
|
-0.002 |
0 |
1,671,363 |
-3 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
1,076,314 |
|
1.553 |
0.733 |
3.290 |
1.737 |
112 |
3,541,289 |
23 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
1,162,111 |
|
3.047 |
2.432 |
|
-0.615 |
-20 |
2,826,638 |
-43 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
2,057,435 |
|
1.374 |
1.395 |
1.353 |
-0.021 |
-2 |
2,783,299 |
-18 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
3,814,413 |
|
0.730 |
0.754 |
|
0.025 |
3 |
2,877,925 |
19 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
1,147,377 |
|
2.508 |
1.471 |
4.276 |
1.768 |
70 |
4,906,186 |
20 |
|
| accum | 2/27/06 |
8/12/24 | 7232 |
days out of 7288 invested (99%) |
48,962 |
4,906,186 |
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 | 5/29/06 | 9/04/06 | 98 | 0.21 | 0.24 | 0.19 | -0.02 | -10.51 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 0.52 | 0.09 | 2.93 | 2.41 | 464.02 | | | 404.73 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 1.38 | 1.35 | | -0.03 | -2.04 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 1.36 | 4.74 | | 3.38 | 248.20 | | | 241.10 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 0.40 | 0.93 | | 0.53 | 135.00 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 0.70 | 0.69 | | -0.00 | -0.28 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 0.73 | 0.75 | | 0.02 | 3.40 | | | 142.31 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 1.54 | 1.52 | 1.56 | 0.02 | 1.27 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 1.55 | 0.73 | 3.29 | 1.74 | 111.88 | | | 114.57 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 0.17 | 0.32 | | 0.15 | 89.52 | | | 89.52 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 2.51 | 1.47 | 4.28 | 1.77 | 70.48 | | | 70.48 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 1.08 | 0.64 | 1.83 | 0.75 | 69.03 | | | 69.03 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 2.56 | 2.70 | 2.41 | -0.15 | -5.79 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 2.50 | 1.77 | 3.54 | 1.03 | 41.31 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 3.05 | 2.43 | | -0.61 | -20.18 | | | 6.26 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 1.37 | 1.39 | 1.35 | -0.02 | -1.53 | | | -1.53 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 1.02 | 1.03 | | 0.01 | 0.79 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 0.54 | 0.52 | | -0.03 | -4.82 | | | -4.07 |
Annotations
| 5/07/24 | Seatrium | | | reverse split 20:1 (one for twenty) |
| 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 |
|
|