| | Tue, Dec 16th, 2025, 22:02UTC |
| | |
Assessment - Straits Times Index in Pound sterling - 2/22/16 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/16 |
Δwk |
4/13/15 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
1,635.145 |
8/12/24 |
-0.81 |
1,352.553 |
|
1,731.737 |
-379.183 |
-21.90 |
|
-7.48 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
17.173 |
8/12/24 |
1.22 |
6.883 |
|
10.139 |
-3.255 |
-32.11 |
|
-20.05 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.203 |
8/12/24 |
-4.03 |
0.485 |
|
0.691 |
-0.206 |
-29.77 |
|
-14.82 |
| |  |
 |
 |
 |
|
 |
OCBC |
6.990 |
8/12/24 |
0.29 |
4.018 |
|
5.318 |
-1.300 |
-24.45 |
|
-10.19 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
2.340 |
8/12/24 |
-2.53 |
1.365 |
|
2.271 |
-0.907 |
-39.92 |
|
-18.35 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
14.803 |
8/12/24 |
0.58 |
8.662 |
|
11.590 |
-2.928 |
-25.26 |
|
-12.66 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
6.964 |
8/12/24 |
-0.72 |
4.104 |
|
4.224 |
-0.121 |
-2.86 |
|
5.91 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
2.148 |
8/12/24 |
0.71 |
1.415 |
|
1.774 |
-0.359 |
-20.24 |
|
-6.29 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.122 |
8/12/24 |
-0.89 |
0.786 |
|
0.785 |
0.001 |
0.08 |
|
7.74 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
4.938 |
8/12/24 |
-0.51 |
3.654 |
|
4.175 |
-0.521 |
-12.47 |
|
-0.45 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.637 |
8/12/24 |
-0.79 |
0.490 |
|
0.612 |
-0.123 |
-20.04 |
|
-3.23 |
| |  |
 |
 |
 |
S |
 |
Keppel |
3.007 |
8/12/24 |
0.34 |
2.633 |
|
4.682 |
-2.049 |
-43.76 |
|
-23.12 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.329 |
8/12/24 |
-0.75 |
1.208 |
|
1.307 |
-0.099 |
-7.59 |
|
6.99 |
| |  |
 |
 |
 |
S |
 |
Genting |
0.402 |
8/12/24 |
-2.45 |
0.387 |
|
0.504 |
-0.118 |
-23.36 |
|
-2.19 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.274 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
0.217 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.498 |
8/12/24 |
-1.50 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
1.061 |
8/12/24 |
0.96 |
1.071 |
|
1.103 |
-0.032 |
-2.89 |
|
10.79 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
1.536 |
8/12/24 |
-0.98 |
1.597 |
|
1.620 |
-0.023 |
-1.43 |
|
10.73 |
| |  |
 |
 |
 |
S |
 |
UOL |
2.684 |
8/12/24 |
-0.19 |
2.936 |
|
3.842 |
-0.905 |
-23.57 |
|
-6.62 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
0.864 |
8/12/24 |
-0.81 |
0.973 |
|
1.086 |
-0.113 |
-10.42 |
|
7.93 |
| |  |
 |
 |
 |
L |
 |
SATS |
1.531 |
8/12/24 |
-0.98 |
1.996 |
|
1.566 |
0.431 |
27.52 |
|
17.12 |
| |  |
 |
 |
 |
L |
 |
Singtel |
1.435 |
8/12/24 |
-2.74 |
1.880 |
|
2.197 |
-0.317 |
-14.42 |
|
-0.31 |
| |  |
 |
 |
 |
S |
 |
City Developments |
2.628 |
8/12/24 |
0.97 |
3.619 |
|
5.268 |
-1.650 |
-31.31 |
|
-12.30 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.243 |
8/12/24 |
-4.00 |
0.349 |
|
0.388 |
-0.039 |
-10.04 |
|
2.23 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/16 |
Δwk |
4/13/15 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
13.155 |
8/12/24 |
1.21 |
19.852 |
|
21.356 |
-1.504 |
-7.04 |
|
21.79 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
25.636 |
8/12/24 |
1.63 |
40.495 |
|
42.329 |
-1.834 |
-4.33 |
|
13.18 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
2.409 |
8/12/24 |
1.80 |
4.188 |
|
5.057 |
-0.869 |
-17.19 |
|
-13.31 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
2.982 |
8/12/24 |
0.34 |
5.883 |
|
5.924 |
-0.041 |
-0.70 |
|
12.41 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.318 |
8/12/24 |
5.68 |
4.152 |
|
6.406 |
-2.254 |
-35.18 |
|
-12.91 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
0.708 |
8/12/24 |
-1.41 |
16.577 |
|
30.218 |
-13.641 |
-45.14 |
|
-24.90 |
| STI - 27 out of 30 instruments rated - 2/22/16 / 4/13/15 - 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 |
|
|