| | Sat, Nov 29th, 2025, 22:15UTC |
| | |
Assessment - Straits Times Index in Dollar - 8/19/19 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/19/19 |
⇓ Δwk |
10/08/18 |
prc diff |
⇓ Δ45 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
2,334.798 |
8/12/24 |
-0.81 |
2,257.633 |
|
2,299.628 |
-41.995 |
-1.83 |
|
-3.67 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.346 |
8/12/24 |
-4.00 |
0.639 |
|
0.492 |
0.147 |
29.93 |
|
19.47 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
1.220 |
8/12/24 |
-0.81 |
2.042 |
|
1.574 |
0.468 |
29.75 |
|
14.86 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
2.194 |
8/12/24 |
-0.98 |
2.757 |
|
2.291 |
0.465 |
20.31 |
|
12.60 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.909 |
8/12/24 |
-0.79 |
1.126 |
|
0.882 |
0.244 |
27.66 |
|
11.90 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
1.515 |
8/12/24 |
0.96 |
1.898 |
|
1.547 |
0.351 |
22.70 |
|
10.70 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.602 |
8/12/24 |
-0.89 |
1.624 |
|
1.395 |
0.229 |
16.39 |
|
9.28 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
3.067 |
8/12/24 |
0.71 |
2.966 |
|
2.559 |
0.407 |
15.91 |
|
9.03 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
7.050 |
8/12/24 |
-0.51 |
5.896 |
|
5.233 |
0.663 |
12.66 |
|
7.99 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.898 |
8/12/24 |
-0.75 |
2.194 |
|
1.843 |
0.351 |
19.02 |
|
7.99 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.711 |
8/12/24 |
-1.50 |
0.859 |
|
0.745 |
0.114 |
15.35 |
|
5.33 |
| |  |
 |
 |
 |
S |
 |
UOL |
3.832 |
8/12/24 |
-0.19 |
5.189 |
|
4.785 |
0.404 |
8.43 |
|
4.55 |
| |  |
 |
 |
 |
S |
 |
City Developments |
3.753 |
8/12/24 |
0.97 |
6.632 |
|
6.260 |
0.372 |
5.95 |
|
2.15 |
| |  |
 |
 |
 |
L |
 |
Singtel |
2.049 |
8/12/24 |
-2.74 |
2.302 |
|
2.313 |
-0.011 |
-0.47 |
|
0.13 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
24.522 |
8/12/24 |
1.22 |
17.861 |
|
18.410 |
-0.550 |
-2.99 |
|
-2.72 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
21.137 |
8/12/24 |
0.58 |
18.149 |
|
18.887 |
-0.738 |
-3.91 |
|
-3.26 |
| |  |
 |
 |
 |
L |
 |
SATS |
2.187 |
8/12/24 |
-0.98 |
3.457 |
|
3.585 |
-0.129 |
-3.58 |
|
-5.49 |
| |  |
 |
 |
 |
|
 |
OCBC |
9.980 |
8/12/24 |
0.29 |
7.729 |
|
8.031 |
-0.302 |
-3.76 |
|
-6.32 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
9.944 |
8/12/24 |
-0.72 |
10.991 |
|
12.563 |
-1.572 |
-12.51 |
|
-7.71 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
4.258 |
8/12/24 |
0.34 |
6.437 |
|
6.896 |
-0.459 |
-6.65 |
|
-7.91 |
| |  |
 |
 |
 |
S |
 |
Keppel |
4.294 |
8/12/24 |
0.34 |
4.272 |
|
5.132 |
-0.860 |
-16.76 |
|
-8.22 |
| |  |
 |
 |
 |
S |
 |
Genting |
0.574 |
8/12/24 |
-2.45 |
0.646 |
|
0.737 |
-0.091 |
-12.40 |
|
-9.83 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
18.784 |
8/12/24 |
1.21 |
21.909 |
|
21.663 |
0.246 |
1.14 |
|
-11.99 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.860 |
8/12/24 |
5.68 |
7.280 |
|
8.950 |
-1.670 |
-18.66 |
|
-12.67 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
3.400 |
8/12/24 |
1.80 |
5.760 |
|
6.350 |
-0.590 |
-9.29 |
|
-13.86 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/19/19 |
⇓ Δwk |
10/08/18 |
prc diff |
⇓ Δ45 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
3.341 |
8/12/24 |
-2.53 |
1.616 |
|
2.140 |
-0.523 |
-24.45 |
|
-15.66 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
36.180 |
8/12/24 |
1.63 |
53.000 |
|
60.630 |
-7.630 |
-12.58 |
|
-17.09 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
1.010 |
8/12/24 |
-1.41 |
18.185 |
|
28.768 |
-10.583 |
-36.79 |
|
-22.83 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.718 |
8/12/24 |
-4.03 |
0.729 |
|
0.882 |
-0.153 |
-17.35 |
|
-25.60 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.819 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
0.310 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| STI - 28 out of 30 instruments rated - 8/19/19 / 10/08/18 - 13 did rise, Market-Ratio(45) in USD = 46.43 % |
Technical Chart
Transactions Straits Times Index in Dollar * 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 |
4,142 |
|
2.414 |
2.518 |
|
0.104 |
4 |
10,432 |
19 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
26,169 |
|
0.399 |
0.452 |
0.346 |
-0.053 |
-13 |
9,047 |
-41 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
3,485 |
|
2.595 |
9.781 |
|
7.186 |
277 |
34,090 |
195 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
15,261 |
|
2.234 |
1.060 |
4.707 |
2.474 |
111 |
71,841 |
54 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
109,739 |
|
0.655 |
1.498 |
|
0.843 |
129 |
164,374 |
75 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
39,924 |
|
4.117 |
4.337 |
3.897 |
-0.220 |
-5 |
155,581 |
-34 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
95,246 |
|
1.633 |
1.715 |
|
0.082 |
5 |
163,368 |
66 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
39,065 |
|
4.182 |
2.782 |
6.286 |
2.104 |
50 |
245,574 |
42 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
913,896 |
|
0.269 |
0.504 |
|
0.236 |
88 |
461,015 |
95 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
570,054 |
|
0.809 |
0.117 |
5.597 |
4.788 |
592 |
3,190,706 |
74 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
4,625,352 |
|
0.690 |
0.642 |
|
-0.048 |
-7 |
2,968,711 |
-85 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
1,558,542 |
|
1.905 |
1.964 |
1.845 |
-0.059 |
-3 |
2,876,135 |
-8 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
3,194,728 |
|
0.900 |
0.878 |
|
-0.022 |
-2 |
2,806,503 |
-23 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
1,427,057 |
|
1.967 |
1.002 |
3.859 |
1.892 |
96 |
5,506,728 |
20 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
1,321,376 |
|
4.167 |
3.388 |
|
-0.779 |
-19 |
4,477,321 |
-40 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
2,339,401 |
|
1.914 |
1.908 |
1.920 |
0.006 |
0 |
4,492,119 |
4 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
4,502,110 |
|
0.998 |
1.035 |
|
0.037 |
4 |
4,658,576 |
21 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
1,354,237 |
|
3.440 |
1.860 |
6.362 |
2.922 |
85 |
8,615,927 |
24 |
|
| accum | 2/27/06 |
8/12/24 | 7215 |
days out of 7271 invested (99%) |
86,059 |
8,615,927 |
41 |
|
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 | 0.40 | 0.45 | 0.35 | -0.05 | -13.28 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 0.81 | 0.12 | 5.60 | 4.79 | 592.10 | | | 500.17 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 2.41 | 2.52 | | 0.10 | 4.32 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 2.60 | 9.78 | | 7.19 | 276.89 | | | 293.19 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 0.65 | 1.50 | | 0.84 | 128.80 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 0.90 | 0.88 | | -0.02 | -2.42 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 1.00 | 1.03 | | 0.04 | 3.71 | | | 131.54 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 2.23 | 1.06 | 4.71 | 2.47 | 110.74 | | | 110.74 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 1.90 | 1.96 | 1.85 | -0.06 | -3.12 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 1.97 | 1.00 | 3.86 | 1.89 | 96.21 | | | 90.09 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 0.27 | 0.50 | | 0.24 | 87.73 | | | 87.73 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 3.44 | 1.86 | 6.36 | 2.92 | 84.95 | | | 84.95 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 4.12 | 4.34 | 3.90 | -0.22 | -5.35 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 4.18 | 2.78 | 6.29 | 2.10 | 50.32 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 4.17 | 3.39 | | -0.78 | -18.69 | | | 15.68 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 1.91 | 1.91 | 1.92 | 0.01 | 0.33 | | | 0.33 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 1.63 | 1.72 | | 0.08 | 5.01 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 0.69 | 0.64 | | -0.05 | -6.96 | | | -2.30 |
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 |
|
|