| | Thu, Jan 1st, 2026, 1:38UTC |
| | New Year's Day |
Assessment - Straits Times Index in Euro - 8/24/20 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/24/20 |
Δwk |
10/14/19 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
2,001.559 |
8/12/24 |
-0.81 |
1,570.504 |
|
2,070.269 |
-499.765 |
-24.14 |
|
-15.18 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.472 |
8/12/24 |
-4.03 |
0.575 |
|
0.646 |
-0.071 |
-10.94 |
|
-8.90 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
2.864 |
8/12/24 |
-2.53 |
1.144 |
|
1.385 |
-0.240 |
-17.36 |
|
-6.75 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
21.022 |
8/12/24 |
1.22 |
12.862 |
|
16.565 |
-3.703 |
-22.36 |
|
-11.79 |
| |  |
 |
 |
 |
|
 |
OCBC |
8.556 |
8/12/24 |
0.29 |
5.327 |
|
7.143 |
-1.816 |
-25.43 |
|
-16.41 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
3.650 |
8/12/24 |
0.34 |
2.277 |
|
6.023 |
-3.746 |
-62.20 |
|
-41.90 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
18.120 |
8/12/24 |
0.58 |
12.280 |
|
17.307 |
-5.027 |
-29.05 |
|
-16.82 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
16.103 |
8/12/24 |
1.21 |
11.699 |
|
19.977 |
-8.279 |
-41.44 |
|
-26.54 |
| |  |
 |
 |
 |
S |
 |
Keppel |
3.681 |
8/12/24 |
0.34 |
2.858 |
|
3.956 |
-1.098 |
-27.75 |
|
-27.41 |
| |  |
 |
 |
 |
L |
 |
Singtel |
1.757 |
8/12/24 |
-2.74 |
1.423 |
|
2.094 |
-0.671 |
-32.04 |
|
-24.06 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
2.629 |
8/12/24 |
0.71 |
2.141 |
|
2.677 |
-0.536 |
-20.04 |
|
-9.09 |
| |  |
 |
 |
 |
S |
 |
Genting |
0.492 |
8/12/24 |
-2.45 |
0.430 |
|
0.606 |
-0.176 |
-29.08 |
|
-18.20 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
6.044 |
8/12/24 |
-0.51 |
5.351 |
|
5.533 |
-0.181 |
-3.28 |
|
-5.31 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
1.299 |
8/12/24 |
0.96 |
1.163 |
|
1.743 |
-0.580 |
-33.26 |
|
-18.08 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.559 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
0.266 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
SATS |
1.875 |
8/12/24 |
-0.98 |
1.905 |
|
3.194 |
-1.288 |
-40.34 |
|
-21.14 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
30.644 |
8/12/24 |
1.63 |
35.023 |
|
47.738 |
-12.714 |
-26.63 |
|
-21.00 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
2.880 |
8/12/24 |
1.80 |
3.337 |
|
4.996 |
-1.659 |
-33.20 |
|
-20.69 |
| |  |
 |
 |
 |
S |
 |
UOL |
3.285 |
8/12/24 |
-0.19 |
4.083 |
|
4.857 |
-0.774 |
-15.93 |
|
-13.29 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.297 |
8/12/24 |
-4.00 |
0.374 |
|
0.586 |
-0.212 |
-36.17 |
|
-23.52 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.627 |
8/12/24 |
-0.75 |
2.097 |
|
2.087 |
0.010 |
0.48 |
|
5.78 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.609 |
8/12/24 |
-1.50 |
0.835 |
|
0.835 |
0.000 |
0.04 |
|
11.36 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.373 |
8/12/24 |
-0.89 |
1.918 |
|
1.703 |
0.215 |
12.62 |
|
13.10 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
1.881 |
8/12/24 |
-0.98 |
2.734 |
|
2.412 |
0.323 |
13.37 |
|
9.32 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/24/20 |
Δwk |
10/14/19 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
8.525 |
8/12/24 |
-0.72 |
12.435 |
|
10.191 |
2.244 |
22.02 |
|
21.30 |
| |  |
 |
 |
 |
S |
 |
City Developments |
3.217 |
8/12/24 |
0.97 |
4.949 |
|
6.527 |
-1.577 |
-24.17 |
|
-15.98 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
1.033 |
8/12/24 |
-0.81 |
1.643 |
|
2.122 |
-0.479 |
-22.58 |
|
-12.66 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.779 |
8/12/24 |
-0.79 |
1.299 |
|
1.113 |
0.186 |
16.71 |
|
13.76 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.575 |
8/12/24 |
5.68 |
3.625 |
|
5.513 |
-1.888 |
-34.24 |
|
-21.47 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
0.866 |
8/12/24 |
-1.41 |
2.536 |
|
15.770 |
-13.233 |
-83.92 |
|
-74.40 |
| STI - 28 out of 30 instruments rated - 8/24/20 / 10/14/19 - 6 did rise, Market-Ratio(45) in EUR = 21.43 % |
Technical Chart
Transactions Straits Times Index in Euro * 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 |
4,919 |
|
2.033 |
1.977 |
|
-0.055 |
-3 |
9,729 |
-10 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
31,081 |
|
0.313 |
0.352 |
0.274 |
-0.039 |
-12 |
8,523 |
-39 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
4,215 |
|
2.022 |
6.594 |
|
4.572 |
226 |
27,793 |
162 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
18,457 |
|
1.506 |
0.746 |
3.038 |
1.532 |
102 |
56,077 |
50 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
121,653 |
|
0.461 |
1.103 |
|
0.642 |
139 |
134,202 |
81 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
44,258 |
|
3.032 |
3.080 |
2.984 |
-0.048 |
-2 |
132,077 |
-11 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
113,855 |
|
1.160 |
1.158 |
|
-0.002 |
0 |
131,879 |
-2 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
46,698 |
|
2.824 |
2.197 |
3.631 |
0.807 |
29 |
169,552 |
24 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
799,139 |
|
0.212 |
0.382 |
|
0.169 |
80 |
304,960 |
87 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
498,473 |
|
0.612 |
0.109 |
3.433 |
2.821 |
461 |
1,711,158 |
64 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
2,658,406 |
|
0.644 |
0.617 |
|
-0.027 |
-4 |
1,639,686 |
-67 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
895,767 |
|
1.830 |
1.798 |
1.864 |
0.033 |
2 |
1,669,352 |
5 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
2,025,788 |
|
0.824 |
0.784 |
|
-0.041 |
-5 |
1,587,240 |
-41 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
904,901 |
|
1.754 |
0.825 |
3.730 |
1.976 |
113 |
3,375,101 |
23 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
984,058 |
|
3.430 |
2.842 |
|
-0.588 |
-17 |
2,796,861 |
-37 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
1,742,205 |
|
1.605 |
1.616 |
1.595 |
-0.011 |
-1 |
2,778,295 |
-8 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
3,286,681 |
|
0.845 |
0.884 |
|
0.039 |
5 |
2,905,740 |
26 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
988,635 |
|
2.939 |
1.734 |
4.982 |
2.043 |
69 |
4,925,085 |
20 |
|
| accum | 2/27/06 |
8/12/24 | 7248 |
days out of 7304 invested (99%) |
49,151 |
4,925,085 |
37 |
|
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 | 0.31 | 0.35 | 0.27 | -0.04 | -12.40 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 0.61 | 0.11 | 3.43 | 2.82 | 461.11 | | | 391.53 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 2.03 | 1.98 | | -0.06 | -2.71 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 2.02 | 6.59 | | 4.57 | 226.13 | | | 217.29 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 0.46 | 1.10 | | 0.64 | 139.32 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 0.82 | 0.78 | | -0.04 | -4.92 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 0.85 | 0.88 | | 0.04 | 4.59 | | | 137.99 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 1.83 | 1.80 | 1.86 | 0.03 | 1.81 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 1.75 | 0.82 | 3.73 | 1.98 | 112.64 | | | 116.49 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 1.51 | 0.75 | 3.04 | 1.53 | 101.77 | | | 101.77 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 0.21 | 0.38 | | 0.17 | 79.86 | | | 79.86 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 2.94 | 1.73 | 4.98 | 2.04 | 69.50 | | | 69.50 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 3.03 | 3.08 | 2.98 | -0.05 | -1.58 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 2.82 | 2.20 | 3.63 | 0.81 | 28.57 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 3.43 | 2.84 | | -0.59 | -17.13 | | | 4.85 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 1.61 | 1.62 | 1.59 | -0.01 | -0.66 | | | -0.66 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 1.16 | 1.16 | | -0.00 | -0.15 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 0.64 | 0.62 | | -0.03 | -4.18 | | | -4.32 |
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 |
|
|