| | Wed, Dec 31st, 2025, 19:19UTC |
| | New Year's Eve |
Assessment - Straits Times Index in Renminbi yuán - 2/03/20 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/03/20 |
Δwk |
3/25/19 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
16,590.110 |
8/12/24 |
-0.81 |
15,979.552 |
|
15,813.096 |
166.457 |
1.05 |
|
-2.37 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
12.204 |
8/12/24 |
-4.03 |
4.820 |
|
7.452 |
-2.632 |
-35.32 |
|
-22.78 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
23.741 |
8/12/24 |
-2.53 |
10.666 |
|
12.619 |
-1.953 |
-15.48 |
|
-11.28 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
174.240 |
8/12/24 |
1.22 |
127.680 |
|
124.799 |
2.881 |
2.31 |
|
-1.56 |
| |  |
 |
 |
 |
|
 |
OCBC |
70.916 |
8/12/24 |
0.29 |
54.918 |
|
54.600 |
0.318 |
0.58 |
|
-2.63 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
150.191 |
8/12/24 |
0.58 |
129.731 |
|
123.954 |
5.777 |
4.66 |
|
-1.06 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
50.098 |
8/12/24 |
-0.51 |
44.047 |
|
36.218 |
7.830 |
21.62 |
|
7.59 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
21.793 |
8/12/24 |
0.71 |
20.767 |
|
18.630 |
2.137 |
11.47 |
|
3.18 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
12.922 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
2.205 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Genting |
4.077 |
8/12/24 |
-2.45 |
4.333 |
|
5.117 |
-0.784 |
-15.33 |
|
-9.02 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
133.474 |
8/12/24 |
1.21 |
148.345 |
|
160.818 |
-12.473 |
-7.76 |
|
-10.83 |
| |  |
 |
 |
 |
S |
 |
Keppel |
30.510 |
8/12/24 |
0.34 |
34.151 |
|
30.653 |
3.497 |
11.41 |
|
5.44 |
| |  |
 |
 |
 |
L |
 |
Singtel |
14.563 |
8/12/24 |
-2.74 |
16.614 |
|
14.755 |
1.859 |
12.60 |
|
1.59 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
70.660 |
8/12/24 |
-0.72 |
82.146 |
|
86.694 |
-4.548 |
-5.25 |
|
-0.08 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
10.768 |
8/12/24 |
0.96 |
12.717 |
|
11.774 |
0.942 |
8.00 |
|
-0.09 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
13.486 |
8/12/24 |
-0.75 |
16.050 |
|
14.209 |
1.841 |
12.96 |
|
6.07 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
5.051 |
8/12/24 |
-1.50 |
6.307 |
|
5.813 |
0.494 |
8.51 |
|
3.82 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
11.384 |
8/12/24 |
-0.89 |
14.255 |
|
10.334 |
3.921 |
37.95 |
|
23.38 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
15.588 |
8/12/24 |
-0.98 |
19.742 |
|
16.196 |
3.546 |
21.89 |
|
5.62 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
30.254 |
8/12/24 |
0.34 |
43.534 |
|
47.644 |
-4.110 |
-8.63 |
|
-8.08 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
6.461 |
8/12/24 |
-0.79 |
9.486 |
|
7.154 |
2.332 |
32.60 |
|
19.59 |
| |  |
 |
 |
 |
S |
 |
UOL |
27.228 |
8/12/24 |
-0.19 |
40.150 |
|
33.038 |
7.112 |
21.53 |
|
7.07 |
| |  |
 |
 |
 |
L |
 |
SATS |
15.537 |
8/12/24 |
-0.98 |
23.023 |
|
25.139 |
-2.115 |
-8.41 |
|
-9.82 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
23.861 |
8/12/24 |
1.80 |
36.984 |
|
47.540 |
-10.555 |
-22.20 |
|
-13.74 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/03/20 |
Δwk |
3/25/19 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
253.908 |
8/12/24 |
1.63 |
396.582 |
|
429.401 |
-32.819 |
-7.64 |
|
-4.25 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
2.461 |
8/12/24 |
-4.00 |
4.051 |
|
4.099 |
-0.048 |
-1.17 |
|
-6.06 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
8.562 |
8/12/24 |
-0.81 |
16.282 |
|
12.490 |
3.792 |
30.36 |
|
13.26 |
| |  |
 |
 |
 |
S |
 |
City Developments |
26.664 |
8/12/24 |
0.97 |
53.585 |
|
44.067 |
9.517 |
21.60 |
|
9.64 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
13.053 |
8/12/24 |
5.68 |
35.651 |
|
53.038 |
-17.387 |
-32.78 |
|
-25.62 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
7.179 |
8/12/24 |
-1.41 |
117.937 |
|
161.960 |
-44.023 |
-27.18 |
|
-17.49 |
| STI - 28 out of 30 instruments rated - 2/03/20 / 3/25/19 - 16 did rise, Market-Ratio(45) in CNY = 57.14 % |
Technical Chart
Transactions Straits Times Index in Renminbi yuán * 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 |
515 |
|
19.417 |
20.210 |
|
0.794 |
4 |
10,409 |
17 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
3,253 |
|
3.199 |
3.592 |
2.807 |
-0.393 |
-12 |
9,131 |
-39 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
442 |
|
20.640 |
72.373 |
|
51.733 |
251 |
31,997 |
178 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
1,935 |
|
16.528 |
7.243 |
37.713 |
21.185 |
128 |
72,991 |
61 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
16,315 |
|
4.474 |
9.824 |
|
5.350 |
120 |
160,274 |
70 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
5,935 |
|
27.002 |
28.453 |
25.552 |
-1.451 |
-5 |
151,663 |
-34 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
14,153 |
|
10.715 |
11.134 |
|
0.419 |
4 |
157,587 |
49 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
5,805 |
|
27.146 |
17.561 |
41.961 |
14.815 |
55 |
243,588 |
45 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
143,602 |
|
1.696 |
3.112 |
|
1.416 |
83 |
446,894 |
91 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
89,573 |
|
4.989 |
0.804 |
30.969 |
25.980 |
521 |
2,774,016 |
69 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
584,618 |
|
4.745 |
4.461 |
|
-0.284 |
-6 |
2,607,992 |
-80 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
196,991 |
|
13.239 |
13.557 |
12.921 |
-0.318 |
-2 |
2,545,322 |
-6 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
409,627 |
|
6.214 |
5.966 |
|
-0.248 |
-4 |
2,443,905 |
-35 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
182,976 |
|
13.356 |
6.489 |
27.491 |
14.134 |
106 |
5,030,149 |
22 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
186,430 |
|
26.981 |
21.902 |
|
-5.079 |
-19 |
4,083,263 |
-40 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
330,061 |
|
12.371 |
12.373 |
12.369 |
-0.002 |
0 |
4,082,503 |
0 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
630,768 |
|
6.472 |
6.677 |
|
0.205 |
3 |
4,211,889 |
18 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
189,735 |
|
22.199 |
13.546 |
36.380 |
14.181 |
64 |
6,902,532 |
19 |
|
| accum | 2/27/06 |
8/12/24 | 7247 |
days out of 7303 invested (99%) |
68,925 |
6,902,532 |
39 |
|
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 | 3.20 | 3.59 | 2.81 | -0.39 | -12.27 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 4.99 | 0.80 | 30.97 | 25.98 | 520.74 | | | 444.55 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 19.42 | 20.21 | | 0.79 | 4.09 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 20.64 | 72.37 | | 51.73 | 250.64 | | | 264.97 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 16.53 | 7.24 | 37.71 | 21.19 | 128.18 | | | 128.18 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 4.47 | 9.82 | | 5.35 | 119.58 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 6.21 | 5.97 | | -0.25 | -3.98 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 6.47 | 6.68 | | 0.21 | 3.17 | | | 117.51 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 13.24 | 13.56 | 12.92 | -0.32 | -2.40 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 13.36 | 6.49 | 27.49 | 14.13 | 105.82 | | | 100.88 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 1.70 | 3.11 | | 1.42 | 83.46 | | | 83.46 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 22.20 | 13.55 | 36.38 | 14.18 | 63.88 | | | 63.88 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 27.00 | 28.45 | 25.55 | -1.45 | -5.37 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 27.15 | 17.56 | 41.96 | 14.81 | 54.58 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 26.98 | 21.90 | | -5.08 | -18.82 | | | 18.74 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 12.37 | 12.37 | 12.37 | -0.00 | -0.02 | | | -0.02 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 10.72 | 11.13 | | 0.42 | 3.91 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 4.75 | 4.46 | | -0.28 | -5.98 | | | -2.31 |
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 |
|
|