| | |
| | |
Assessment - Straits Times Index in Japanese yen - 8/24/20 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/24/20 |
Δwk |
10/14/19 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
250,106.801 |
8/12/24 |
-0.81 |
196,243.911 |
|
247,473.757 |
-51,229.845 |
-20.70 |
|
-11.60 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
183.983 |
8/12/24 |
-4.03 |
71.892 |
|
77.225 |
-5.333 |
-6.91 |
|
-5.03 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
357.916 |
8/12/24 |
-2.53 |
143.012 |
|
165.540 |
-22.528 |
-13.61 |
|
-2.73 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
2,626.779 |
8/12/24 |
1.22 |
1,607.144 |
|
1,980.139 |
-372.995 |
-18.84 |
|
-8.02 |
| |  |
 |
 |
 |
|
 |
OCBC |
1,069.110 |
8/12/24 |
0.29 |
665.585 |
|
853.836 |
-188.251 |
-22.05 |
|
-12.88 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
456.092 |
8/12/24 |
0.34 |
284.478 |
|
719.978 |
-435.501 |
-60.49 |
|
-39.60 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
2,264.225 |
8/12/24 |
0.58 |
1,534.478 |
|
2,068.849 |
-534.371 |
-25.83 |
|
-13.30 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
2,012.215 |
8/12/24 |
1.21 |
1,461.813 |
|
2,388.047 |
-926.234 |
-38.79 |
|
-23.45 |
| |  |
 |
 |
 |
S |
 |
Keppel |
459.957 |
8/12/24 |
0.34 |
357.143 |
|
472.857 |
-115.714 |
-24.47 |
|
-24.35 |
| |  |
 |
 |
 |
L |
 |
Singtel |
219.542 |
8/12/24 |
-2.74 |
177.798 |
|
250.290 |
-72.491 |
-28.96 |
|
-20.89 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
328.541 |
8/12/24 |
0.71 |
267.471 |
|
319.990 |
-52.520 |
-16.41 |
|
-5.25 |
| |  |
 |
 |
 |
S |
 |
Genting |
61.456 |
8/12/24 |
-2.45 |
53.726 |
|
72.473 |
-18.747 |
-25.87 |
|
-14.74 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
755.257 |
8/12/24 |
-0.51 |
668.677 |
|
661.366 |
7.311 |
1.11 |
|
-1.36 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
162.338 |
8/12/24 |
0.96 |
145.331 |
|
208.311 |
-62.980 |
-30.23 |
|
-14.61 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
194.805 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
33.241 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
SATS |
234.230 |
8/12/24 |
-0.98 |
238.095 |
|
381.771 |
-143.675 |
-37.63 |
|
-17.84 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
3,829.201 |
8/12/24 |
1.63 |
4,376.381 |
|
5,706.431 |
-1,330.050 |
-23.31 |
|
-17.74 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
359.848 |
8/12/24 |
1.80 |
417.000 |
|
597.197 |
-180.197 |
-30.17 |
|
-17.39 |
| |  |
 |
 |
 |
S |
 |
UOL |
410.483 |
8/12/24 |
-0.19 |
510.204 |
|
580.577 |
-70.372 |
-12.12 |
|
-9.62 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
37.106 |
8/12/24 |
-4.00 |
46.769 |
|
70.097 |
-23.328 |
-33.28 |
|
-20.32 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
203.309 |
8/12/24 |
-0.75 |
262.059 |
|
249.497 |
12.562 |
5.03 |
|
10.32 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
76.144 |
8/12/24 |
-1.50 |
104.360 |
|
99.799 |
4.561 |
4.57 |
|
16.20 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
171.614 |
8/12/24 |
-0.89 |
239.641 |
|
203.558 |
36.083 |
17.73 |
|
18.00 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
235.003 |
8/12/24 |
-0.98 |
341.682 |
|
288.308 |
53.374 |
18.51 |
|
14.08 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/24/20 |
Δwk |
10/14/19 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
1,065.245 |
8/12/24 |
-0.72 |
1,553.804 |
|
1,218.181 |
335.623 |
27.55 |
|
26.52 |
| |  |
 |
 |
 |
S |
 |
City Developments |
401.979 |
8/12/24 |
0.97 |
618.429 |
|
780.175 |
-161.745 |
-20.73 |
|
-12.38 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
129.122 |
8/12/24 |
-0.81 |
205.325 |
|
253.706 |
-48.381 |
-19.07 |
|
-8.97 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
97.403 |
8/12/24 |
-0.79 |
162.338 |
|
133.065 |
29.272 |
22.00 |
|
18.67 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
196.858 |
8/12/24 |
5.68 |
452.985 |
|
658.976 |
-205.992 |
-31.26 |
|
-18.21 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
108.225 |
8/12/24 |
-1.41 |
316.945 |
|
1,885.092 |
-1,568.147 |
-83.19 |
|
-73.46 |
| STI - 28 out of 30 instruments rated - 8/24/20 / 10/14/19 - 7 did rise, Market-Ratio(45) in JPY = 25.00 % |
Technical Chart
Transactions Straits Times Index in Japanese yen * 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 |
35 |
|
282.181 |
283.783 |
|
1.602 |
1 |
10,056 |
2 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
223 |
|
44.920 |
52.881 |
36.960 |
-7.960 |
-18 |
8,281 |
-52 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
27 |
|
303.877 |
1,059.346 |
|
755.469 |
249 |
28,679 |
177 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
118 |
|
241.922 |
100.609 |
581.716 |
339.794 |
140 |
68,774 |
66 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
1,106 |
|
62.141 |
123.123 |
|
60.982 |
98 |
136,220 |
59 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
402 |
|
338.427 |
352.941 |
323.913 |
-14.514 |
-4 |
130,386 |
-28 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
980 |
|
132.917 |
139.251 |
|
6.334 |
5 |
136,593 |
62 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
402 |
|
339.507 |
221.985 |
519.247 |
179.740 |
53 |
208,848 |
44 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
9,740 |
|
21.442 |
49.212 |
|
27.771 |
130 |
479,334 |
142 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
6,075 |
|
78.896 |
13.321 |
467.262 |
388.366 |
492 |
2,838,656 |
66 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
36,094 |
|
78.645 |
75.148 |
|
-3.497 |
-4 |
2,712,434 |
-69 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
12,162 |
|
223.019 |
222.443 |
223.595 |
0.577 |
0 |
2,719,449 |
1 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
26,673 |
|
101.953 |
96.304 |
|
-5.650 |
-6 |
2,568,759 |
-45 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
11,914 |
|
215.593 |
103.974 |
447.040 |
231.446 |
107 |
5,326,209 |
22 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
12,320 |
|
432.313 |
373.177 |
|
-59.136 |
-14 |
4,597,651 |
-31 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
21,812 |
|
210.783 |
208.584 |
213.006 |
2.223 |
1 |
4,646,135 |
15 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
42,583 |
|
109.105 |
114.817 |
|
5.712 |
5 |
4,889,373 |
30 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
12,809 |
|
381.706 |
300.528 |
484.811 |
103.105 |
27 |
6,210,048 |
9 |
|
| accum | 2/27/06 |
8/12/24 | 7265 |
days out of 7321 invested (99%) |
62,000 |
6,210,048 |
38 |
|
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 | 44.92 | 52.88 | 36.96 | -7.96 | -17.72 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 78.90 | 13.32 | 467.26 | 388.37 | 492.25 | | | 387.30 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 282.18 | 283.78 | | 1.60 | 0.57 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 303.88 | 1,059.35 | | 755.47 | 248.61 | | | 250.59 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 241.92 | 100.61 | 581.72 | 339.79 | 140.46 | | | 140.46 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 21.44 | 49.21 | | 27.77 | 129.52 | | | 129.52 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 223.02 | 222.44 | 223.60 | 0.58 | 0.26 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 215.59 | 103.97 | 447.04 | 231.45 | 107.35 | | | 107.89 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 62.14 | 123.12 | | 60.98 | 98.13 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 101.95 | 96.30 | | -5.65 | -5.54 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 109.11 | 114.82 | | 5.71 | 5.24 | | | 96.95 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 381.71 | 300.53 | 484.81 | 103.11 | 27.01 | | | 27.01 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 338.43 | 352.94 | 323.91 | -14.51 | -4.29 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 339.51 | 221.99 | 519.25 | 179.74 | 52.94 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 432.31 | 373.18 | | -59.14 | -13.68 | | | 26.36 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 210.78 | 208.58 | 213.01 | 2.22 | 1.05 | | | 1.05 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 132.92 | 139.25 | | 6.33 | 4.77 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 78.64 | 75.15 | | -3.50 | -4.45 | | | 0.11 |
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 |
|
|