Assessment - Straits Times Index in Swiss Franc - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		STI	2,153.816	12/08/24	-0.81	2,222.511	-3.09	2,057.199	165.312	8.04		5.59
						S		CapitaLand Ascendas	1.751	12/08/24	-0.75	1.691	3.54	1.924	-0.233	-12.10		-6.12
								CapitaLand ICT	1.398	12/08/24	0.96	1.305	7.14	1.308	-0.003	-0.24		3.24
						L		CapitaLand Invest	1.678	12/08/24	0.80	1.764	-4.91	2.006	-0.242	-12.07		-8.57
						S		City Developments	3.462	12/08/24	0.97	3.495	-0.95	4.222	-0.727	-17.22		-15.13
								DBS Bank	22.621	12/08/24	1.22	24.045	-5.92	21.212	2.834	13.36		9.19
						L		DFI Retail	1.681	12/08/24	5.68	1.726	-2.62	2.010	-0.284	-14.15		-12.88
								Emperador	0.286	12/08/24		0.286		0.336	-0.050	-14.93		-10.66
						S		Frasers L&C Trust	0.656	12/08/24	-1.50	0.629	4.23	0.730	-0.101	-13.84		-12.58
						S		Genting	0.529	12/08/24	-2.45	0.563	-5.92	0.635	-0.072	-11.40		-6.83
						L		Hongkong Land	3.072	12/08/24	1.80	2.928	4.94	2.915	0.013	0.43		-1.13
						L		Jardine Cycle & Carr	17.328	12/08/24	1.21	17.615	-1.63	18.894	-1.280	-6.77		-6.96
						S		Jardine Matheson	32.693	12/08/24	1.63	32.025	2.09	34.520	-2.496	-7.23		-13.49
						S		Keppel	3.961	12/08/24	0.34	4.287	-7.61	4.489	-0.201	-4.49		-4.58
						S		Mapletree Industrial	1.478	12/08/24	-0.89	1.405	5.21	1.594	-0.189	-11.86		-6.16
						S		Mapletree Logistics	0.839	12/08/24	-0.79	0.865	-3.08	1.105	-0.239	-21.66		-14.52
								Mapletree Pan Asia	1.102	12/08/24	-0.81	1.120	-1.61	1.315	-0.195	-14.80		-9.46
								OCBC	9.207	12/08/24	0.29	9.653	-4.62	8.254	1.399	16.95		12.20
						L		SATS	2.017	12/08/24	-0.98	1.904	5.94	1.746	0.158	9.05		9.65
						L		Seatrium	0.932	12/08/24	-1.41	0.959	-2.78	1.498	-0.540	-36.02		-31.20
						S		Sembcorp Industries	3.082	12/08/24	-2.53	3.235	-4.73	3.371	-0.136	-4.03		-5.84
								Singapore Airlines	3.928	12/08/24	0.34	4.580	-14.24	4.165	0.415	9.97		4.75
						L		Singapore Exchange	6.504	12/08/24	-0.51	6.251	4.05	6.241	0.010	0.16		-0.07
						L		Singtel	1.891	12/08/24	-2.74	1.837	2.90	1.568	0.269	17.17		15.74
								ST Engineering	2.829	12/08/24	0.71	2.856	-0.93	2.470	0.386	15.64		12.63
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		ThaiBev	0.320	12/08/24	-4.00	0.296	7.87	0.333	-0.037	-11.12		-14.36
						L		United Overseas Bank	19.499	12/08/24	0.58	20.837	-6.42	18.062	2.774	15.36		10.71
						S		UOL	3.535	12/08/24	-0.19	3.488	1.34	3.987	-0.499	-12.51		-12.61
								Venture Corporation	9.173	12/08/24	-0.72	9.506	-3.50	8.641	0.866	10.02		6.59
						S		Wilmar International	2.024	12/08/24	-0.98	2.057	-1.62	2.267	-0.210	-9.24		-10.10
						L		Yangzijiang Ship	1.584	12/08/24	-4.03	1.598	-0.83	0.946	0.652	68.89		47.25
STI - 30 out of 30 instruments rated - 1/07/24 / 1/01/24 - 11 did rise, Market-Ratio(26) in CHF = 36.67 %

 

 

Transactions Straits Times Index in Swiss Franc * Mixed Cut L46 - 75/72 (1) - S21 - 15/20 (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		13/02/06	42				- cash -
long	13/02/06	20/02/06	7				Singapore Exchange	100	3,382		2.956	2.954		-0.002	0	9,992	-4
20/02/06		27/02/06	7				- cash -
	27/02/06	24/04/06	56				Singapore Exchange	100	3,142		3.180	3.438		0.258	8	10,803	66
24/04/06		1/05/06	7				- cash -
	1/05/06	8/05/06	7				Singapore Exchange	100	3,036		3.558	3.825		0.267	8	11,614	4,259
8/05/06		14/08/06	98				- cash -
	14/08/06	21/08/06	7				Singapore Exchange	100	3,615		3.212	3.119		-0.094	-3	11,276	-79
21/08/06		4/09/06	14				- cash -
	4/09/06	3/12/07	455				Singapore Exchange	100	3,531		3.193	11.254		8.061	252	39,739	175
3/12/07		18/02/08	77				- cash -
short	18/02/08	31/03/08	42				UOL	100	13,268		2.995	2.781	3.225	0.230	8	42,789	90
31/03/08		14/07/08	105				- cash -
	14/07/08	28/07/08	14				Yangzijiang Ship	100	69,602		0.615	0.598	0.632	0.017	3	43,982	105
28/07/08		18/08/08	21				- cash -
	18/08/08	16/03/09	210				Yangzijiang Ship	100	91,770		0.479	0.292	0.786	0.307	64	72,131	136
16/03/09		24/08/09	161				- cash -
long	24/08/09	22/11/10	455				Genting	100	96,246		0.749	1.532		0.782	104	147,427	77
22/11/10		29/11/10	7				- cash -
	29/11/10	7/02/11	70				Genting	100	92,797		1.589	1.521		-0.068	-4	141,149	-20
7/02/11		4/04/11	56				- cash -
	4/04/11	2/05/11	28				Genting	100	89,137		1.583	1.484		-0.099	-6	132,292	-57
2/05/11		16/05/11	14				- cash -
	16/05/11	23/05/11	7				Hongkong Land	100	19,807		6.679	6.497		-0.182	-3	128,683	-76
23/05/11		13/06/11	21				- cash -
short	13/06/11	27/06/11	14				CapitaLand	100	68,651		1.874	1.959	1.790	-0.085	-5	122,879	-70
27/06/11		15/08/11	49				- cash -
	15/08/11	31/10/11	77				Yangzijiang Ship	100	169,390		0.725	0.657	0.801	0.076	10	135,715	60
31/10/11		14/11/11	14				- cash -
	14/11/11	2/01/12	49				Noble Group	100	172,292		0.788	0.818	0.757	-0.031	-4	130,443	-26
2/01/12		2/07/12	182				- cash -
long	2/07/12	3/06/13	336				ThaiBev	100	511,785		0.255	0.506		0.251	99	259,071	111
3/06/13		2/09/13	91				- cash -
short	2/09/13	9/09/13	7				Jardine Cycle & Carr	100	10,297		25.159	24.580	25.751	0.592	2	265,167	236
9/09/13		30/09/13	21				- cash -
	30/09/13	21/10/13	21				Jardine Cycle & Carr	100	9,548		27.769	26.734	28.845	1.075	4	275,435	94
21/10/13		12/05/14	203				- cash -
long	12/05/14	19/05/14	7				Noble Group	100	315,383		0.873	0.944		0.071	8	297,804	5,765
19/05/14		14/07/14	56				- cash -
	14/07/14	21/07/14	7				Noble Group	100	300,365		0.991	1.018		0.026	3	305,754	295
21/07/14		28/07/14	7				- cash -
	28/07/14	4/08/14	7				Noble Group	100	289,628		1.056	1.018		-0.037	-4	294,961	-85
4/08/14		13/10/14	70				- cash -
short	13/10/14	27/10/14	14				Genting	100	361,121		0.817	0.775	0.861	0.044	5	310,926	295
27/10/14		17/08/15	294				- cash -
	17/08/15	18/01/16	154				Noble Group	100	983,862		0.316	0.192	0.520	0.204	65	511,707	226
18/01/16		5/12/16	322				- cash -
long	5/12/16	19/12/16	14				Genting	100	734,318		0.697	0.659		-0.038	-5	484,038	-77
19/12/16		3/04/17	105				- cash -
	3/04/17	17/04/17	14				Yangzijiang Ship	100	578,697		0.836	0.809		-0.027	-3	468,393	-58
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
17/04/17		9/10/17	175				- cash -
	9/10/17	23/10/17	14				Yangzijiang Ship	100	454,272		1.031	1.100		0.069	7	499,678	440
23/10/17		13/11/17	21				- cash -
	13/11/17	27/11/17	14				Yangzijiang Ship	100	409,063		1.222	1.218		-0.004	0	498,115	-8
27/11/17		25/06/18	210				- cash -
short	25/06/18	9/07/18	14				StarHub	100	422,200		1.180	1.272	1.087	-0.093	-8	459,017	-88
9/07/18		10/09/18	63				- cash -
	10/09/18	1/10/18	21				HPH	100	1,968,254		0.233	0.248	0.219	-0.014	-6	430,654	-67
1/10/18		15/10/18	14				- cash -
	15/10/18	12/11/18	28				Golden Agri	100	2,553,548		0.169	0.179	0.159	-0.010	-6	404,993	-55
12/11/18		16/03/20	490				- cash -
	16/03/20	10/08/20	147				HPH	100	3,965,268		0.102	0.093	0.112	0.010	9	443,317	25
10/08/20		1/02/21	175				- cash -
long	1/02/21	26/04/21	84				Wilmar International	100	124,533		3.560	3.635		0.076	2	452,730	10
26/04/21		3/05/21	7				- cash -
	3/05/21	24/05/21	21				Yangzijiang Ship	100	449,143		1.008	0.979		-0.029	-3	439,797	-40
24/05/21		14/06/21	21				- cash -
	14/06/21	21/06/21	7				Yangzijiang Ship	100	444,408		0.990	0.929		-0.060	-6	413,045	-96
21/06/21		19/07/21	28				- cash -
	19/07/21	4/10/21	77				Yangzijiang Ship	100	451,220		0.915	0.927		0.011	1	418,206	6
4/10/21		17/10/22	378				- cash -
short	17/10/22	7/11/22	21				SATS	100	219,166		1.908	1.905	1.911	0.003	0	418,893	3
7/11/22		23/10/23	350				- cash -
	23/10/23	6/11/23	14				Venture Corporation	100	56,098		7.467	8.204	6.730	-0.737	-10	377,553	-93
6/11/23		9/08/26	1007				- cash -
accum	13/02/06	6/11/23	2541	days out of 7524 invested (34%)										3,676		377,553	68

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Singapore Exchange	long	13/02/06	20/02/06	7	2.96	2.95		-0.00	-0.08
	long	27/02/06	24/04/06	56	3.18	3.44		0.26	8.12
	long	1/05/06	8/05/06	7	3.56	3.83		0.27	7.51
	long	14/08/06	21/08/06	7	3.21	3.12		-0.09	-2.91
	long	4/09/06	3/12/07	455	3.19	11.25		8.06	252.47			297.45
ThaiBev	long	2/07/12	3/06/13	336	0.25	0.51		0.25	98.61			98.61
Genting	long	24/08/09	22/11/10	455	0.75	1.53		0.78	104.39
	long	29/11/10	7/02/11	70	1.59	1.52		-0.07	-4.26
	long	4/04/11	2/05/11	28	1.58	1.48		-0.10	-6.27
	short	13/10/14	27/10/14	14	0.82	0.77	0.86	0.04	5.41
	long	5/12/16	19/12/16	14	0.70	0.66		-0.04	-5.41			82.88
Yangzijiang Ship	short	14/07/08	28/07/08	14	0.61	0.60	0.63	0.02	2.79
	short	18/08/08	16/03/09	210	0.48	0.29	0.79	0.31	64.00
	short	15/08/11	31/10/11	77	0.73	0.66	0.80	0.08	10.45
	long	3/04/17	17/04/17	14	0.84	0.81		-0.03	-3.23
	long	9/10/17	23/10/17	14	1.03	1.10		0.07	6.68
	long	13/11/17	27/11/17	14	1.22	1.22		-0.00	-0.31
	long	3/05/21	24/05/21	21	1.01	0.98		-0.03	-2.86
	long	14/06/21	21/06/21	7	0.99	0.93		-0.06	-6.08
	long	19/07/21	4/10/21	77	0.92	0.93		0.01	1.25			76.99
Noble Group	short	14/11/11	2/01/12	49	0.79	0.82	0.76	-0.03	-3.89
	long	12/05/14	19/05/14	7	0.87	0.94		0.07	8.12
	long	14/07/14	21/07/14	7	0.99	1.02		0.03	2.67
	long	28/07/14	4/08/14	7	1.06	1.02		-0.04	-3.53
	short	17/08/15	18/01/16	154	0.32	0.19	0.52	0.20	64.58			69.39
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
UOL	short	18/02/08	31/03/08	42	2.99	2.78	3.22	0.23	7.67			7.67
Jardine Cycle & Carr	short	2/09/13	9/09/13	7	25.16	24.58	25.75	0.59	2.35
	short	30/09/13	21/10/13	21	27.77	26.73	28.84	1.08	3.87			6.32
HPH	short	10/09/18	1/10/18	21	0.23	0.25	0.22	-0.01	-6.18
	short	16/03/20	10/08/20	147	0.10	0.09	0.11	0.01	9.46			2.70
Wilmar International	long	1/02/21	26/04/21	84	3.56	3.64		0.08	2.12			2.12
SATS	short	17/10/22	7/11/22	21	1.91	1.91	1.91	0.00	0.16			0.16
Hongkong Land	long	16/05/11	23/05/11	7	6.68	6.50		-0.18	-2.73			-2.73
CapitaLand	short	13/06/11	27/06/11	14	1.87	1.96	1.79	-0.08	-4.51			-4.51
Golden Agri	short	15/10/18	12/11/18	28	0.17	0.18	0.16	-0.01	-5.96			-5.96
StarHub	short	25/06/18	9/07/18	14	1.18	1.27	1.09	-0.09	-7.85			-7.85
Venture Corporation	short	23/10/23	6/11/23	14	7.47	8.20	6.73	-0.74	-9.87			-9.87

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

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