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

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		STI	2,222.147	12/08/24	-0.81	2,293.021	-3.09	2,218.148	74.874	3.38		4.55
						S		CapitaLand Ascendas	1.806	12/08/24	-0.75	1.745	3.54	2.074	-0.330	-15.89		-7.00
								CapitaLand ICT	1.442	12/08/24	0.96	1.346	7.14	1.410	-0.064	-4.54		2.24
						L		CapitaLand Invest	1.731	12/08/24	0.80	1.820	-4.91	2.163	-0.343	-15.86		-9.43
						S		City Developments	3.572	12/08/24	0.97	3.606	-0.95	4.552	-0.946	-20.79		-15.93
								DBS Bank	23.338	12/08/24	1.22	24.808	-5.92	22.871	1.937	8.47		8.09
						L		DFI Retail	1.734	12/08/24	5.68	1.781	-2.62	2.168	-0.387	-17.85		-13.71
								Emperador	0.295	12/08/24		0.295		0.363	-0.067	-18.60		-11.47
						S		Frasers L&C Trust	0.677	12/08/24	-1.50	0.649	4.23	0.787	-0.138	-17.55		-13.40
						S		Genting	0.546	12/08/24	-2.45	0.580	-5.92	0.685	-0.104	-15.22		-7.70
						L		Hongkong Land	3.170	12/08/24	1.80	3.021	4.94	3.143	-0.123	-3.90		-2.11
						L		Jardine Cycle & Carr	17.878	12/08/24	1.21	18.173	-1.63	20.372	-2.199	-10.79		-7.85
						S		Jardine Matheson	33.730	12/08/24	1.63	33.041	2.09	37.221	-4.180	-11.23		-14.32
						S		Keppel	4.087	12/08/24	0.34	4.423	-7.61	4.840	-0.417	-8.61		-5.50
						S		Mapletree Industrial	1.525	12/08/24	-0.89	1.449	5.21	1.718	-0.269	-15.66		-7.04
						S		Mapletree Logistics	0.865	12/08/24	-0.79	0.893	-3.08	1.191	-0.298	-25.04		-15.30
								Mapletree Pan Asia	1.137	12/08/24	-0.81	1.156	-1.61	1.418	-0.262	-18.48		-10.30
								OCBC	9.499	12/08/24	0.29	9.959	-4.62	8.899	1.060	11.91		11.07
						L		SATS	2.081	12/08/24	-0.98	1.964	5.94	1.883	0.082	4.35		8.61
						L		Seatrium	0.962	12/08/24	-1.41	0.989	-2.78	1.616	-0.627	-38.78		-31.81
						S		Sembcorp Industries	3.180	12/08/24	-2.53	3.338	-4.73	3.635	-0.297	-8.17		-6.76
								Singapore Airlines	4.052	12/08/24	0.34	4.725	-14.24	4.491	0.235	5.23		3.72
						L		Singapore Exchange	6.710	12/08/24	-0.51	6.449	4.05	6.729	-0.280	-4.16		-1.03
						L		Singtel	1.951	12/08/24	-2.74	1.896	2.90	1.691	0.205	12.11		14.60
								ST Engineering	2.919	12/08/24	0.71	2.946	-0.93	2.663	0.284	10.65		11.51
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		ThaiBev	0.330	12/08/24	-4.00	0.306	7.87	0.359	-0.054	-14.96		-15.19
						L		United Overseas Bank	20.117	12/08/24	0.58	21.498	-6.42	19.476	2.022	10.38		9.61
						S		UOL	3.647	12/08/24	-0.19	3.599	1.34	4.299	-0.700	-16.28		-13.44
								Venture Corporation	9.464	12/08/24	-0.72	9.808	-3.50	9.317	0.491	5.27		5.52
						S		Wilmar International	2.088	12/08/24	-0.98	2.122	-1.62	2.444	-0.322	-13.16		-10.96
						L		Yangzijiang Ship	1.635	12/08/24	-4.03	1.648	-0.83	1.020	0.628	61.61		45.75
STI - 30 out of 30 instruments rated - 1/07/24 / 1/01/24 - 9 did rise, Market-Ratio(26) in EUR = 30.00 %

 

 

Transactions Straits Times Index in Euro * Mixed Straddles 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	5,263		1.900	1.889		-0.011	-1	9,941	-26
20/02/06		27/02/06	7				- cash -
	27/02/06	24/04/06	56				Singapore Exchange	100	4,891		2.033	2.184		0.151	7	10,682	60
24/04/06		1/05/06	7				- cash -
	1/05/06	8/05/06	7				Singapore Exchange	100	4,698		2.273	2.451		0.178	8	11,516	4,948
8/05/06		14/08/06	98				- cash -
	14/08/06	21/08/06	7				Singapore Exchange	100	5,669		2.031	1.972		-0.060	-3	11,178	-79
21/08/06		4/09/06	14				- cash -
	4/09/06	3/12/07	455				Singapore Exchange	100	5,528		2.022	6.794		4.772	236	37,557	164
3/12/07		18/02/08	77				- cash -
short	18/02/08	31/03/08	42				UOL	100	20,129		1.866	1.770	1.967	0.101	5	39,592	58
31/03/08		14/07/08	105				- cash -
	14/07/08	28/07/08	14				Yangzijiang Ship	100	104,306		0.380	0.367	0.392	0.013	3	40,909	135
28/07/08		18/08/08	21				- cash -
	18/08/08	16/03/09	210				Yangzijiang Ship	100	137,428		0.298	0.191	0.465	0.167	56	63,849	117
16/03/09		24/08/09	161				- cash -
long	24/08/09	22/11/10	455				Genting	100	129,181		0.494	1.129		0.634	128	145,786	94
22/11/10		29/11/10	7				- cash -
	29/11/10	7/02/11	70				Genting	100	121,937		1.196	1.172		-0.023	-2	142,967	-10
7/02/11		4/04/11	56				- cash -
	4/04/11	2/05/11	28				Genting	100	118,761		1.204	1.158		-0.046	-4	137,562	-39
2/05/11		16/05/11	14				- cash -
	16/05/11	23/05/11	7				Hongkong Land	100	25,958		5.299	5.228		-0.071	-1	135,716	-51
23/05/11		13/06/11	21				- cash -
short	13/06/11	27/06/11	14				CapitaLand	100	87,578		1.550	1.656	1.443	-0.106	-7	126,402	-84
27/06/11		15/08/11	49				- cash -
	15/08/11	31/10/11	77				Yangzijiang Ship	100	193,205		0.654	0.538	0.796	0.142	22	153,753	153
31/10/11		14/11/11	14				- cash -
	14/11/11	2/01/12	49				Noble Group	100	241,666		0.636	0.673	0.600	-0.036	-6	144,976	-35
2/01/12		2/07/12	182				- cash -
long	2/07/12	3/06/13	336				ThaiBev	100	683,304		0.212	0.408		0.196	92	278,611	103
3/06/13		2/09/13	91				- cash -
short	2/09/13	9/09/13	7				Jardine Cycle & Carr	100	13,688		20.353	19.892	20.826	0.472	2	285,075	231
9/09/13		30/09/13	21				- cash -
	30/09/13	21/10/13	21				Jardine Cycle & Carr	100	12,626		22.577	21.666	23.525	0.949	4	297,054	105
21/10/13		12/05/14	203				- cash -
long	12/05/14	19/05/14	7				Noble Group	100	415,513		0.715	0.773		0.058	8	321,311	5,892
19/05/14		14/07/14	56				- cash -
	14/07/14	21/07/14	7				Noble Group	100	393,652		0.816	0.838		0.022	3	329,942	298
21/07/14		28/07/14	7				- cash -
	28/07/14	4/08/14	7				Noble Group	100	379,705		0.869	0.837		-0.032	-4	317,746	-86
4/08/14		13/10/14	70				- cash -
short	13/10/14	27/10/14	14				Genting	100	470,205		0.676	0.643	0.711	0.035	5	334,175	272
27/10/14		17/08/15	294				- cash -
	17/08/15	18/01/16	154				Noble Group	100	1,145,301		0.292	0.175	0.486	0.194	66	556,044	234
18/01/16		5/12/16	322				- cash -
long	5/12/16	19/12/16	14				Genting	100	863,853		0.644	0.617		-0.027	-4	532,819	-67
19/12/16		3/04/17	105				- cash -
	3/04/17	17/04/17	14				Yangzijiang Ship	100	680,590		0.783	0.757		-0.026	-3	515,356	-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	571,543		0.902	0.950		0.048	5	543,035	291
23/10/17		13/11/17	21				- cash -
	13/11/17	27/11/17	14				Yangzijiang Ship	100	516,611		1.051	1.042		-0.009	-1	538,385	-20
27/11/17		25/06/18	210				- cash -
short	25/06/18	9/07/18	14				StarHub	100	526,626		1.022	1.092	0.953	-0.070	-7	501,612	-84
9/07/18		10/09/18	63				- cash -
	10/09/18	1/10/18	21				HPH	100	2,430,993		0.206	0.217	0.195	-0.011	-5	474,773	-62
1/10/18		15/10/18	14				- cash -
	15/10/18	12/11/18	28				Golden Agri	100	3,220,981		0.147	0.158	0.137	-0.010	-7	442,241	-60
12/11/18		16/03/20	490				- cash -
	16/03/20	10/08/20	147				HPH	100	4,575,255		0.097	0.087	0.108	0.011	11	492,755	31
10/08/20		1/02/21	175				- cash -
long	1/02/21	26/04/21	84				Wilmar International	100	149,764		3.290	3.289		-0.001	0	492,635	0
26/04/21		3/05/21	7				- cash -
	3/05/21	24/05/21	21				Yangzijiang Ship	100	537,220		0.917	0.894		-0.023	-3	480,149	-36
24/05/21		14/06/21	21				- cash -
	14/06/21	21/06/21	7				Yangzijiang Ship	100	528,976		0.908	0.850		-0.058	-6	449,380	-97
21/06/21		19/07/21	28				- cash -
	19/07/21	4/10/21	77				Yangzijiang Ship	100	531,609		0.845	0.863		0.017	2	458,633	10
4/10/21		17/10/22	378				- cash -
short	17/10/22	7/11/22	21				SATS	100	235,487		1.948	1.922	1.973	0.026	1	464,641	25
7/11/22		23/10/23	350				- cash -
	23/10/23	6/11/23	14				Venture Corporation	100	59,161		7.854	8.512	7.196	-0.658	-8	425,698	-90
6/11/23		1/02/26	818				- cash -
accum	13/02/06	6/11/23	2541	days out of 7335 invested (35%)										4,157		425,698	71

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	1.90	1.89		-0.01	-0.59
	long	27/02/06	24/04/06	56	2.03	2.18		0.15	7.45
	long	1/05/06	8/05/06	7	2.27	2.45		0.18	7.81
	long	14/08/06	21/08/06	7	2.03	1.97		-0.06	-2.94
	long	4/09/06	3/12/07	455	2.02	6.79		4.77	236.02			275.60
Genting	long	24/08/09	22/11/10	455	0.49	1.13		0.63	128.33
	long	29/11/10	7/02/11	70	1.20	1.17		-0.02	-1.93
	long	4/04/11	2/05/11	28	1.20	1.16		-0.05	-3.78
	short	13/10/14	27/10/14	14	0.68	0.64	0.71	0.03	5.17
	long	5/12/16	19/12/16	14	0.64	0.62		-0.03	-4.18			117.13
ThaiBev	long	2/07/12	3/06/13	336	0.21	0.41		0.20	92.18			92.18
Yangzijiang Ship	short	14/07/08	28/07/08	14	0.38	0.37	0.39	0.01	3.33
	short	18/08/08	16/03/09	210	0.30	0.19	0.46	0.17	56.08
	short	15/08/11	31/10/11	77	0.65	0.54	0.80	0.14	21.64
	long	3/04/17	17/04/17	14	0.78	0.76		-0.03	-3.28
	long	9/10/17	23/10/17	14	0.90	0.95		0.05	5.37
	long	13/11/17	27/11/17	14	1.05	1.04		-0.01	-0.86
	long	3/05/21	24/05/21	21	0.92	0.89		-0.02	-2.53
	long	14/06/21	21/06/21	7	0.91	0.85		-0.06	-6.41
	long	19/07/21	4/10/21	77	0.85	0.86		0.02	2.06			84.53
Noble Group	short	14/11/11	2/01/12	49	0.64	0.67	0.60	-0.04	-5.71
	long	12/05/14	19/05/14	7	0.71	0.77		0.06	8.17
	long	14/07/14	21/07/14	7	0.82	0.84		0.02	2.69
	long	28/07/14	4/08/14	7	0.87	0.84		-0.03	-3.70
	short	17/08/15	18/01/16	154	0.29	0.18	0.49	0.19	66.39			67.82
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Jardine Cycle & Carr	short	2/09/13	9/09/13	7	20.35	19.89	20.83	0.47	2.32
	short	30/09/13	21/10/13	21	22.58	21.67	23.53	0.95	4.20			6.62
HPH	short	10/09/18	1/10/18	21	0.21	0.22	0.20	-0.01	-5.35
	short	16/03/20	10/08/20	147	0.10	0.09	0.11	0.01	11.42			5.46
UOL	short	18/02/08	31/03/08	42	1.87	1.77	1.97	0.10	5.42			5.42
SATS	short	17/10/22	7/11/22	21	1.95	1.92	1.97	0.03	1.31			1.31
Wilmar International	long	1/02/21	26/04/21	84	3.29	3.29		-0.00	-0.02			-0.02
Hongkong Land	long	16/05/11	23/05/11	7	5.30	5.23		-0.07	-1.34			-1.34
StarHub	short	25/06/18	9/07/18	14	1.02	1.09	0.95	-0.07	-6.83			-6.83
Golden Agri	short	15/10/18	12/11/18	28	0.15	0.16	0.14	-0.01	-6.85			-6.85
CapitaLand	short	13/06/11	27/06/11	14	1.55	1.66	1.44	-0.11	-6.86			-6.86
Venture Corporation	short	23/10/23	6/11/23	14	7.85	8.51	7.20	-0.66	-8.38			-8.38

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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