Assessment - Straits Times Index in Pound sterling - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		STI	1,885.425	8/12/24	-0.81	1,945.560	-3.09	1,928.169	17.390	0.90		3.25
						L		ThaiBev	0.280	8/12/24	-4.00	0.259	7.87	0.312	-0.053	-16.99		-16.21
								CapitaLand ICT	1.224	8/12/24	0.96	1.142	7.14	1.226	-0.084	-6.82		0.97
						L		SATS	1.766	8/12/24	-0.98	1.667	5.94	1.636	0.030	1.85		7.27
						S		Mapletree Industrial	1.294	8/12/24	-0.89	1.230	5.21	1.494	-0.264	-17.68		-8.18
						L		Hongkong Land	2.689	8/12/24	1.80	2.563	4.94	2.732	-0.169	-6.20		-3.31
						S		Frasers L&C Trust	0.574	8/12/24	-1.50	0.551	4.23	0.684	-0.134	-19.53		-14.46
						L		Singapore Exchange	5.693	8/12/24	-0.51	5.472	4.05	5.849	-0.377	-6.45		-2.24
						S		CapitaLand Ascendas	1.533	8/12/24	-0.75	1.480	3.54	1.803	-0.323	-17.91		-8.14
						L		Singtel	1.655	8/12/24	-2.74	1.608	2.90	1.470	0.139	9.43		13.19
						S		Jardine Matheson	28.619	8/12/24	1.63	28.034	2.09	32.355	-4.321	-13.36		-15.37
						S		UOL	3.094	8/12/24	-0.19	3.054	1.34	3.737	-0.683	-18.29		-14.49
								Emperador	0.251	8/12/24		0.251		0.315	-0.065	-20.55		-12.53
						L		Yangzijiang Ship	1.387	8/12/24	-4.03	1.399	-0.83	0.887	0.512	57.74		43.87
								ST Engineering	2.477	8/12/24	0.71	2.500	-0.93	2.315	0.185	8.00		10.13
						S		City Developments	3.030	8/12/24	0.97	3.059	-0.95	3.957	-0.898	-22.69		-16.94
								Mapletree Pan Asia	0.965	8/12/24	-0.81	0.981	-1.61	1.233	-0.252	-20.43		-11.39
						S		Wilmar International	1.772	8/12/24	-0.98	1.801	-1.62	2.124	-0.324	-15.24		-12.04
						L		Jardine Cycle & Carr	15.169	8/12/24	1.21	15.420	-1.63	17.709	-2.289	-12.93		-8.96
						L		DFI Retail	1.471	8/12/24	5.68	1.511	-2.62	1.884	-0.373	-19.82		-14.74
						L		Seatrium	0.816	8/12/24	-1.41	0.839	-2.78	1.404	-0.565	-40.25		-32.60
						S		Mapletree Logistics	0.734	8/12/24	-0.79	0.758	-3.08	1.035	-0.278	-26.83		-16.32
								Venture Corporation	8.030	8/12/24	-0.72	8.322	-3.50	8.099	0.223	2.75		4.19
								OCBC	8.059	8/12/24	0.29	8.450	-4.62	7.736	0.714	9.23		9.69
						S		Sembcorp Industries	2.698	8/12/24	-2.53	2.832	-4.73	3.160	-0.328	-10.37		-7.92
								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		CapitaLand Invest	1.469	8/12/24	0.80	1.544	-4.91	1.880	-0.336	-17.87		-10.51
								DBS Bank	19.802	8/12/24	1.22	21.049	-5.92	19.881	1.168	5.87		6.75
						S		Genting	0.463	8/12/24	-2.45	0.492	-5.92	0.595	-0.103	-17.25		-8.85
						L		United Overseas Bank	17.069	8/12/24	0.58	18.240	-6.42	16.930	1.311	7.74		8.25
						S		Keppel	3.467	8/12/24	0.34	3.753	-7.61	4.207	-0.454	-10.80		-6.68
								Singapore Airlines	3.438	8/12/24	0.34	4.009	-14.24	3.904	0.106	2.71		2.43
STI - 30 out of 30 instruments rated - 7/01/24 / 1/01/24 - 9 did rise, Market-Ratio(26) in GBP = 30.00 %

 

 

Transactions Straits Times Index in Pound sterling * 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
1/02/06		2/13/06	42				- cash -
long	2/13/06	2/20/06	7				Singapore Exchange	100	7,711		1.297	1.295		-0.002	0	9,988	-6
2/20/06		2/27/06	7				- cash -
	2/27/06	4/24/06	56				Singapore Exchange	100	7,222		1.383	1.513		0.130	9	10,926	80
4/24/06		5/01/06	7				- cash -
	5/01/06	5/08/06	7				Singapore Exchange	100	6,945		1.573	1.677		0.104	7	11,650	2,738
5/08/06		8/14/06	98				- cash -
	8/14/06	8/21/06	7				Singapore Exchange	100	8,520		1.367	1.344		-0.023	-2	11,452	-59
8/21/06		9/04/06	14				- cash -
	9/04/06	12/03/07	455				Singapore Exchange	100	8,407		1.362	4.834		3.472	255	40,644	176
12/03/07		2/18/08	77				- cash -
short	2/18/08	3/31/08	42				UOL	100	29,080		1.398	1.402	1.394	-0.004	0	40,532	-2
3/31/08		7/14/08	105				- cash -
	7/14/08	7/28/08	14				Yangzijiang Ship	100	133,244		0.304	0.290	0.319	0.015	5	42,545	254
7/28/08		8/18/08	21				- cash -
	8/18/08	3/16/09	210				Yangzijiang Ship	100	181,581		0.234	0.176	0.312	0.077	33	56,617	64
3/16/09		8/24/09	161				- cash -
long	8/24/09	11/22/10	455				Genting	100	132,000		0.429	0.966		0.537	125	127,501	92
11/22/10		11/29/10	7				- cash -
	11/29/10	2/07/11	70				Genting	100	125,522		1.016	0.989		-0.027	-3	124,079	-13
2/07/11		4/04/11	56				- cash -
	4/04/11	5/02/11	28				Genting	100	116,676		1.063	1.027		-0.037	-3	119,780	-37
5/02/11		5/16/11	14				- cash -
	5/16/11	5/23/11	7				Hongkong Land	100	25,935		4.618	4.560		-0.058	-1	118,267	-48
5/23/11		6/13/11	21				- cash -
short	6/13/11	6/27/11	14				CapitaLand	100	86,314		1.370	1.472	1.268	-0.102	-7	109,455	-87
6/27/11		8/15/11	49				- cash -
	8/15/11	10/31/11	77				Yangzijiang Ship	100	191,114		0.573	0.472	0.695	0.122	21	132,844	150
10/31/11		11/14/11	14				- cash -
	11/14/11	1/02/12	49				Noble Group	100	243,927		0.545	0.561	0.529	-0.016	-3	128,940	-20
1/02/12		7/02/12	182				- cash -
long	7/02/12	6/03/13	336				ThaiBev	100	753,625		0.171	0.349		0.178	104	262,789	117
6/03/13		9/02/13	91				- cash -
short	9/02/13	9/09/13	7				Jardine Cycle & Carr	100	15,290		17.186	16.801	17.581	0.395	2	268,822	227
9/09/13		9/30/13	21				- cash -
	9/30/13	10/21/13	21				Jardine Cycle & Carr	100	14,064		19.113	18.358	19.900	0.787	4	279,887	102
10/21/13		5/12/14	203				- cash -
long	5/12/14	5/19/14	7				Noble Group	100	480,014		0.583	0.625		0.042	7	300,218	3,772
5/19/14		7/14/14	56				- cash -
	7/14/14	7/21/14	7				Noble Group	100	461,377		0.651	0.664		0.013	2	306,271	183
7/21/14		7/28/14	7				- cash -
	7/28/14	8/04/14	7				Noble Group	100	445,425		0.688	0.666		-0.021	-3	296,739	-81
8/04/14		10/13/14	70				- cash -
short	10/13/14	10/27/14	14				Genting	100	553,884		0.536	0.506	0.567	0.031	6	313,997	337
10/27/14		8/17/15	294				- cash -
	8/17/15	1/18/16	154				Noble Group	100	1,513,995		0.207	0.134	0.321	0.113	55	485,690	181
1/18/16		12/05/16	322				- cash -
long	12/05/16	12/19/16	14				Genting	100	892,645		0.544	0.518		-0.026	-5	462,265	-72
12/19/16		4/03/17	105				- cash -
	4/03/17	4/17/17	14				Yangzijiang Ship	100	691,091		0.669	0.641		-0.028	-4	443,085	-67
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
4/17/17		10/09/17	175				- cash -
	10/09/17	10/23/17	14				Yangzijiang Ship	100	556,126		0.797	0.846		0.049	6	470,317	374
10/23/17		11/13/17	21				- cash -
	11/13/17	11/27/17	14				Yangzijiang Ship	100	502,251		0.936	0.931		-0.005	-1	467,765	-13
11/27/17		6/25/18	210				- cash -
short	6/25/18	7/09/18	14				StarHub	100	519,245		0.901	0.968	0.834	-0.067	-7	432,791	-87
7/09/18		9/10/18	63				- cash -
	9/10/18	10/01/18	21				HPH	100	2,357,997		0.184	0.193	0.174	-0.009	-5	410,763	-60
10/01/18		10/15/18	14				- cash -
	10/15/18	11/12/18	28				Golden Agri	100	3,164,284		0.130	0.138	0.122	-0.008	-6	385,410	-56
11/12/18		3/16/20	490				- cash -
	3/16/20	8/10/20	147				HPH	100	4,369,936		0.088	0.078	0.100	0.012	13	436,120	36
8/10/20		2/01/21	175				- cash -
long	2/01/21	4/26/21	84				Wilmar International	100	150,213		2.903	2.863		-0.041	-1	430,025	-6
4/26/21		5/03/21	7				- cash -
	5/03/21	5/24/21	21				Yangzijiang Ship	100	540,812		0.795	0.771		-0.024	-3	417,018	-41
5/24/21		6/14/21	21				- cash -
	6/14/21	6/21/21	7				Yangzijiang Ship	100	534,974		0.780	0.727		-0.052	-7	388,940	-97
6/21/21		7/19/21	28				- cash -
	7/19/21	10/04/21	77				Yangzijiang Ship	100	533,029		0.730	0.737		0.007	1	392,580	5
10/04/21		10/17/22	378				- cash -
short	10/17/22	11/07/22	21				SATS	100	233,301		1.683	1.673	1.693	0.010	1	394,887	11
11/07/22		10/23/23	350				- cash -
	10/23/23	11/06/23	14				Venture Corporation	100	57,678		6.846	7.386	6.306	-0.540	-8	363,737	-88
11/06/23		12/16/25	771				- cash -
accum	2/13/06	11/06/23	2541	days out of 7288 invested (35%)										3,537		363,737	68

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Singapore Exchange	long	2/13/06	2/20/06	7	1.30	1.30		-0.00	-0.12
	long	2/27/06	4/24/06	56	1.38	1.51		0.13	9.39
	long	5/01/06	5/08/06	7	1.57	1.68		0.10	6.63
	long	8/14/06	8/21/06	7	1.37	1.34		-0.02	-1.70
	long	9/04/06	12/03/07	455	1.36	4.83		3.47	254.93			306.47
Genting	long	8/24/09	11/22/10	455	0.43	0.97		0.54	125.20
	long	11/29/10	2/07/11	70	1.02	0.99		-0.03	-2.68
	long	4/04/11	5/02/11	28	1.06	1.03		-0.04	-3.46
	short	10/13/14	10/27/14	14	0.54	0.51	0.57	0.03	5.82
	long	12/05/16	12/19/16	14	0.54	0.52		-0.03	-4.82			113.07
ThaiBev	long	7/02/12	6/03/13	336	0.17	0.35		0.18	103.81			103.81
Noble Group	short	11/14/11	1/02/12	49	0.54	0.56	0.53	-0.02	-2.94
	long	5/12/14	5/19/14	7	0.58	0.63		0.04	7.26
	long	7/14/14	7/21/14	7	0.65	0.66		0.01	2.02
	long	7/28/14	8/04/14	7	0.69	0.67		-0.02	-3.11
	short	8/17/15	1/18/16	154	0.21	0.13	0.32	0.11	54.68			59.17
Yangzijiang Ship	short	7/14/08	7/28/08	14	0.30	0.29	0.32	0.02	4.97
	short	8/18/08	3/16/09	210	0.23	0.18	0.31	0.08	33.08
	short	8/15/11	10/31/11	77	0.57	0.47	0.70	0.12	21.37
	long	4/03/17	4/17/17	14	0.67	0.64		-0.03	-4.15
	long	10/09/17	10/23/17	14	0.80	0.85		0.05	6.15
	long	11/13/17	11/27/17	14	0.94	0.93		-0.01	-0.54
	long	5/03/21	5/24/21	21	0.80	0.77		-0.02	-3.02
	long	6/14/21	6/21/21	7	0.78	0.73		-0.05	-6.73
	long	7/19/21	10/04/21	77	0.73	0.74		0.01	0.94			56.61
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
HPH	short	9/10/18	10/01/18	21	0.18	0.19	0.17	-0.01	-5.09
	short	3/16/20	8/10/20	147	0.09	0.08	0.10	0.01	13.16			7.40
Jardine Cycle & Carr	short	9/02/13	9/09/13	7	17.19	16.80	17.58	0.39	2.30
	short	9/30/13	10/21/13	21	19.11	18.36	19.90	0.79	4.12			6.51
SATS	short	10/17/22	11/07/22	21	1.68	1.67	1.69	0.01	0.59			0.59
UOL	short	2/18/08	3/31/08	42	1.40	1.40	1.39	-0.00	-0.28			-0.28
Hongkong Land	long	5/16/11	5/23/11	7	4.62	4.56		-0.06	-1.26			-1.26
Wilmar International	long	2/01/21	4/26/21	84	2.90	2.86		-0.04	-1.40			-1.40
Golden Agri	short	10/15/18	11/12/18	28	0.13	0.14	0.12	-0.01	-6.17			-6.17
CapitaLand	short	6/13/11	6/27/11	14	1.37	1.47	1.27	-0.10	-7.45			-7.45
StarHub	short	6/25/18	7/09/18	14	0.90	0.97	0.83	-0.07	-7.48			-7.48
Venture Corporation	short	10/23/23	11/06/23	14	6.85	7.39	6.31	-0.54	-7.89			-7.89

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

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