| | Tue, Dec 16th, 2025, 23:23UTC |
| | |
Assessment - Straits Times Index in Pound sterling - 2/08/16 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/08/16 |
Δwk |
3/30/15 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
1,595.877 |
8/12/24 |
-0.81 |
1,293.919 |
|
1,695.386 |
-401.467 |
-23.68 |
|
-12.33 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.174 |
8/12/24 |
-4.03 |
0.459 |
|
0.623 |
-0.165 |
-26.41 |
|
-20.39 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
16.761 |
8/12/24 |
1.22 |
6.708 |
|
10.003 |
-3.294 |
-32.94 |
|
-23.20 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
2.284 |
8/12/24 |
-2.53 |
1.253 |
|
2.110 |
-0.858 |
-40.64 |
|
-26.61 |
| |  |
 |
 |
 |
|
 |
OCBC |
6.822 |
8/12/24 |
0.29 |
3.793 |
|
5.227 |
-1.434 |
-27.43 |
|
-16.19 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
6.797 |
8/12/24 |
-0.72 |
3.926 |
|
4.162 |
-0.236 |
-5.66 |
|
1.25 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
14.448 |
8/12/24 |
0.58 |
8.815 |
|
11.402 |
-2.587 |
-22.69 |
|
-11.97 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
2.096 |
8/12/24 |
0.71 |
1.361 |
|
1.718 |
-0.356 |
-20.75 |
|
-10.53 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.095 |
8/12/24 |
-0.89 |
0.755 |
|
0.768 |
-0.013 |
-1.75 |
|
3.51 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
4.819 |
8/12/24 |
-0.51 |
3.477 |
|
3.966 |
-0.488 |
-12.31 |
|
-5.71 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.622 |
8/12/24 |
-0.79 |
0.468 |
|
0.602 |
-0.134 |
-22.28 |
|
-8.29 |
| |  |
 |
 |
 |
S |
 |
Keppel |
2.935 |
8/12/24 |
0.34 |
2.422 |
|
4.437 |
-2.015 |
-45.41 |
|
-30.87 |
| |  |
 |
 |
 |
S |
 |
Genting |
0.392 |
8/12/24 |
-2.45 |
0.348 |
|
0.456 |
-0.109 |
-23.82 |
|
-13.22 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.297 |
8/12/24 |
-0.75 |
1.179 |
|
1.256 |
-0.078 |
-6.18 |
|
4.46 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
1.500 |
8/12/24 |
-0.98 |
1.480 |
|
1.595 |
-0.115 |
-7.23 |
|
2.38 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
1.036 |
8/12/24 |
0.96 |
1.031 |
|
1.070 |
-0.039 |
-3.65 |
|
6.62 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.243 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
0.212 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.486 |
8/12/24 |
-1.50 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
UOL |
2.619 |
8/12/24 |
-0.19 |
2.807 |
|
3.769 |
-0.963 |
-25.54 |
|
-11.67 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
0.845 |
8/12/24 |
-0.81 |
0.911 |
|
1.060 |
-0.150 |
-14.12 |
|
0.79 |
| |  |
 |
 |
 |
L |
 |
Singtel |
1.401 |
8/12/24 |
-2.74 |
1.825 |
|
2.140 |
-0.315 |
-14.71 |
|
-3.58 |
| |  |
 |
 |
 |
L |
 |
SATS |
1.495 |
8/12/24 |
-0.98 |
1.958 |
|
1.526 |
0.432 |
28.29 |
|
16.04 |
| |  |
 |
 |
 |
S |
 |
City Developments |
2.565 |
8/12/24 |
0.97 |
3.542 |
|
4.996 |
-1.455 |
-29.12 |
|
-15.33 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.237 |
8/12/24 |
-4.00 |
0.333 |
|
0.378 |
-0.045 |
-11.90 |
|
-2.56 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/08/16 |
Δwk |
3/30/15 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
12.840 |
8/12/24 |
1.21 |
18.581 |
|
19.986 |
-1.405 |
-7.03 |
|
13.72 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
25.065 |
8/12/24 |
1.63 |
37.202 |
|
42.601 |
-5.398 |
-12.67 |
|
3.50 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
2.355 |
8/12/24 |
1.80 |
4.060 |
|
5.013 |
-0.953 |
-19.01 |
|
-16.76 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
2.910 |
8/12/24 |
0.34 |
5.544 |
|
5.890 |
-0.346 |
-5.87 |
|
5.76 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.289 |
8/12/24 |
5.68 |
4.053 |
|
6.350 |
-2.297 |
-36.18 |
|
-16.15 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
0.691 |
8/12/24 |
-1.41 |
14.600 |
|
28.761 |
-14.161 |
-49.24 |
|
-35.80 |
| STI - 27 out of 30 instruments rated - 2/08/16 / 3/30/15 - 1 did rise, Market-Ratio(45) in GBP = 3.70 % |
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 |
|
|