| | |
| | |
Assessment - Straits Times Index in Japanese yen - 9/07/20 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/07/20 |
Δwk |
10/28/19 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
251,721.945 |
8/12/24 |
-0.81 |
195,379.419 |
|
254,642.067 |
-59,262.647 |
-23.27 |
|
-11.37 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
185.171 |
8/12/24 |
-4.03 |
73.135 |
|
75.940 |
-2.806 |
-3.69 |
|
-3.44 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
360.227 |
8/12/24 |
-2.53 |
149.382 |
|
185.454 |
-36.073 |
-19.45 |
|
1.98 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
2,643.743 |
8/12/24 |
1.22 |
1,612.076 |
|
2,012.816 |
-400.740 |
-19.91 |
|
-7.26 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
459.037 |
8/12/24 |
0.34 |
283.203 |
|
729.826 |
-446.623 |
-61.20 |
|
-37.65 |
| |  |
 |
 |
 |
|
 |
OCBC |
1,076.014 |
8/12/24 |
0.29 |
671.439 |
|
860.123 |
-188.684 |
-21.94 |
|
-11.45 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
2,278.847 |
8/12/24 |
0.58 |
1,519.491 |
|
2,085.559 |
-566.069 |
-27.14 |
|
-13.42 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
2,025.209 |
8/12/24 |
1.21 |
1,426.127 |
|
2,520.417 |
-1,094.290 |
-43.42 |
|
-23.96 |
| |  |
 |
 |
 |
S |
 |
Keppel |
462.927 |
8/12/24 |
0.34 |
337.665 |
|
552.365 |
-214.701 |
-38.87 |
|
-27.76 |
| |  |
 |
 |
 |
L |
 |
Singtel |
220.960 |
8/12/24 |
-2.74 |
174.278 |
|
261.394 |
-87.116 |
-33.33 |
|
-21.48 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
330.662 |
8/12/24 |
0.71 |
265.308 |
|
317.350 |
-52.042 |
-16.40 |
|
-5.58 |
| |  |
 |
 |
 |
S |
 |
Genting |
61.853 |
8/12/24 |
-2.45 |
54.073 |
|
73.942 |
-19.869 |
-26.87 |
|
-13.42 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
760.134 |
8/12/24 |
-0.51 |
668.327 |
|
707.443 |
-39.117 |
-5.53 |
|
-1.66 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
163.386 |
8/12/24 |
0.96 |
154.050 |
|
207.836 |
-53.787 |
-25.88 |
|
-8.43 |
| |  |
 |
 |
 |
L |
 |
SATS |
235.743 |
8/12/24 |
-0.98 |
231.853 |
|
398.886 |
-167.034 |
-41.87 |
|
-18.69 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
196.063 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
33.455 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
3,845.019 |
8/12/24 |
1.63 |
4,269.055 |
|
6,160.035 |
-1,890.980 |
-30.70 |
|
-18.98 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
361.334 |
8/12/24 |
1.80 |
412.346 |
|
587.706 |
-175.361 |
-29.84 |
|
-17.21 |
| |  |
 |
 |
 |
S |
 |
UOL |
413.133 |
8/12/24 |
-0.19 |
512.721 |
|
621.111 |
-108.390 |
-17.45 |
|
-8.87 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
204.622 |
8/12/24 |
-0.75 |
255.972 |
|
254.999 |
0.972 |
0.38 |
|
7.37 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
37.345 |
8/12/24 |
-4.00 |
47.071 |
|
72.743 |
-25.672 |
-35.29 |
|
-18.61 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
1,072.124 |
8/12/24 |
-0.72 |
1,470.475 |
|
1,222.238 |
248.236 |
20.31 |
|
18.35 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
76.636 |
8/12/24 |
-1.50 |
105.812 |
|
101.520 |
4.292 |
4.23 |
|
17.33 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
172.722 |
8/12/24 |
-0.89 |
238.855 |
|
201.442 |
37.413 |
18.57 |
|
16.26 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/07/20 |
Δwk |
10/28/19 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
236.521 |
8/12/24 |
-0.98 |
339.221 |
|
296.567 |
42.654 |
14.38 |
|
12.53 |
| |  |
 |
 |
 |
S |
 |
City Developments |
404.575 |
8/12/24 |
0.97 |
622.423 |
|
858.525 |
-236.101 |
-27.50 |
|
-11.35 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
98.032 |
8/12/24 |
-0.79 |
159.496 |
|
134.294 |
25.202 |
18.77 |
|
15.20 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
129.655 |
8/12/24 |
-0.81 |
211.487 |
|
255.761 |
-44.275 |
-17.31 |
|
-5.74 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
197.671 |
8/12/24 |
5.68 |
421.911 |
|
620.357 |
-198.446 |
-31.99 |
|
-22.41 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
108.924 |
8/12/24 |
-1.41 |
309.656 |
|
2,270.214 |
-1,960.558 |
-86.36 |
|
-70.98 |
| STI - 28 out of 30 instruments rated - 9/07/20 / 10/28/19 - 6 did rise, Market-Ratio(45) in JPY = 21.43 % |
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 |
|
|