| | Tue, Dec 16th, 2025, 22:27UTC |
| | |
Assessment - Straits Times Index in Pound sterling - 11/30/15 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/30/15 |
Δwk |
1/19/15 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
1,524.677 |
8/12/24 |
-0.81 |
1,345.865 |
|
1,643.474 |
-297.609 |
-18.11 |
|
-12.58 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.122 |
8/12/24 |
-4.03 |
0.518 |
|
0.621 |
-0.103 |
-16.54 |
|
-13.66 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
16.013 |
8/12/24 |
1.22 |
7.776 |
|
9.788 |
-2.013 |
-20.56 |
|
-15.68 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
6.494 |
8/12/24 |
-0.72 |
3.968 |
|
3.856 |
0.112 |
2.91 |
|
2.66 |
| |  |
 |
 |
 |
|
 |
OCBC |
6.517 |
8/12/24 |
0.29 |
4.086 |
|
5.063 |
-0.977 |
-19.30 |
|
-13.87 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
13.803 |
8/12/24 |
0.58 |
9.138 |
|
11.418 |
-2.280 |
-19.97 |
|
-13.32 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
2.003 |
8/12/24 |
0.71 |
1.348 |
|
1.669 |
-0.322 |
-19.27 |
|
-14.28 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.046 |
8/12/24 |
-0.89 |
0.714 |
|
0.778 |
-0.064 |
-8.18 |
|
-2.42 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
2.182 |
8/12/24 |
-2.53 |
1.532 |
|
2.062 |
-0.530 |
-25.72 |
|
-18.20 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
4.604 |
8/12/24 |
-0.51 |
3.553 |
|
3.811 |
-0.258 |
-6.76 |
|
-4.97 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.594 |
8/12/24 |
-0.79 |
0.471 |
|
0.607 |
-0.137 |
-22.51 |
|
-11.61 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
0.990 |
8/12/24 |
0.96 |
0.898 |
|
1.073 |
-0.175 |
-16.35 |
|
-8.76 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.239 |
8/12/24 |
-0.75 |
1.126 |
|
1.242 |
-0.116 |
-9.33 |
|
-1.97 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
1.433 |
8/12/24 |
-0.98 |
1.348 |
|
1.575 |
-0.227 |
-14.43 |
|
-9.38 |
| |  |
 |
 |
 |
S |
 |
Genting |
0.375 |
8/12/24 |
-2.45 |
0.358 |
|
0.499 |
-0.141 |
-28.28 |
|
-16.86 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.188 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
0.203 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.464 |
8/12/24 |
-1.50 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
0.811 |
8/12/24 |
-0.81 |
0.845 |
|
0.955 |
-0.110 |
-11.53 |
|
-7.88 |
| |  |
 |
 |
 |
S |
 |
Keppel |
2.804 |
8/12/24 |
0.34 |
3.087 |
|
4.064 |
-0.978 |
-24.05 |
|
-18.93 |
| |  |
 |
 |
 |
S |
 |
UOL |
2.502 |
8/12/24 |
-0.19 |
2.879 |
|
3.369 |
-0.489 |
-14.53 |
|
-12.62 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
12.267 |
8/12/24 |
1.21 |
15.056 |
|
19.194 |
-4.137 |
-21.56 |
|
-11.27 |
| |  |
 |
 |
 |
L |
 |
SATS |
1.428 |
8/12/24 |
-0.98 |
1.861 |
|
1.461 |
0.401 |
27.43 |
|
15.87 |
| |  |
 |
 |
 |
L |
 |
Singtel |
1.338 |
8/12/24 |
-2.74 |
1.805 |
|
1.943 |
-0.138 |
-7.10 |
|
-6.52 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
24.054 |
8/12/24 |
1.63 |
33.175 |
|
41.707 |
-8.531 |
-20.46 |
|
-10.78 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/30/15 |
Δwk |
1/19/15 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
City Developments |
2.451 |
8/12/24 |
0.97 |
3.459 |
|
4.998 |
-1.539 |
-30.80 |
|
-22.86 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.226 |
8/12/24 |
-4.00 |
0.323 |
|
0.345 |
-0.023 |
-6.52 |
|
-6.56 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
2.780 |
8/12/24 |
0.34 |
4.788 |
|
5.913 |
-1.125 |
-19.02 |
|
-10.28 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
2.260 |
8/12/24 |
1.80 |
4.647 |
|
5.025 |
-0.377 |
-7.51 |
|
-5.11 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.237 |
8/12/24 |
5.68 |
4.009 |
|
5.945 |
-1.936 |
-32.56 |
|
-22.83 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
0.660 |
8/12/24 |
-1.41 |
19.416 |
|
29.414 |
-9.999 |
-33.99 |
|
-25.74 |
| STI - 27 out of 30 instruments rated - 11/30/15 / 1/19/15 - 2 did rise, Market-Ratio(45) in GBP = 7.41 % |
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 |
|
|