| | Tue, Dec 16th, 2025, 22:16UTC |
| | |
Assessment - Straits Times Index in Pound sterling - 11/30/20 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/30/20 |
Δwk |
1/20/20 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
1,808.896 |
8/12/24 |
-0.81 |
1,568.803 |
|
1,812.633 |
-243.831 |
-13.45 |
|
2.64 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.331 |
8/12/24 |
-4.03 |
0.492 |
|
0.648 |
-0.156 |
-24.03 |
|
-9.95 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
2.589 |
8/12/24 |
-2.53 |
1.023 |
|
1.284 |
-0.261 |
-20.31 |
|
5.19 |
| |  |
 |
 |
 |
|
 |
OCBC |
7.732 |
8/12/24 |
0.29 |
5.636 |
|
6.149 |
-0.514 |
-8.35 |
|
7.06 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
3.299 |
8/12/24 |
0.34 |
2.426 |
|
5.029 |
-2.602 |
-51.75 |
|
-9.93 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
18.998 |
8/12/24 |
1.22 |
14.089 |
|
14.563 |
-0.473 |
-3.25 |
|
15.39 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
14.553 |
8/12/24 |
1.21 |
10.852 |
|
16.776 |
-5.924 |
-35.31 |
|
-11.26 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
16.376 |
8/12/24 |
0.58 |
12.585 |
|
14.850 |
-2.264 |
-15.25 |
|
4.47 |
| |  |
 |
 |
 |
L |
 |
Singtel |
1.588 |
8/12/24 |
-2.74 |
1.336 |
|
1.886 |
-0.550 |
-29.17 |
|
-9.31 |
| |  |
 |
 |
 |
S |
 |
Keppel |
3.327 |
8/12/24 |
0.34 |
2.835 |
|
3.824 |
-0.989 |
-25.87 |
|
-9.17 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
2.376 |
8/12/24 |
0.71 |
2.158 |
|
2.213 |
-0.055 |
-2.48 |
|
8.10 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
5.462 |
8/12/24 |
-0.51 |
4.970 |
|
4.849 |
0.122 |
2.51 |
|
-0.29 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
1.174 |
8/12/24 |
0.96 |
1.085 |
|
1.368 |
-0.284 |
-20.74 |
|
-5.79 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.409 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
0.240 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Genting |
0.444 |
8/12/24 |
-2.45 |
0.464 |
|
0.518 |
-0.054 |
-10.43 |
|
8.49 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.470 |
8/12/24 |
-0.75 |
1.661 |
|
1.684 |
-0.023 |
-1.38 |
|
-4.71 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
2.545 |
8/12/24 |
1.80 |
3.047 |
|
4.361 |
-1.314 |
-30.13 |
|
-8.69 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.241 |
8/12/24 |
-0.89 |
1.644 |
|
1.571 |
0.073 |
4.62 |
|
4.23 |
| |  |
 |
 |
 |
L |
 |
SATS |
1.694 |
8/12/24 |
-0.98 |
2.315 |
|
2.849 |
-0.535 |
-18.77 |
|
22.16 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
7.704 |
8/12/24 |
-0.72 |
10.528 |
|
9.061 |
1.467 |
16.19 |
|
10.82 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
1.700 |
8/12/24 |
-0.98 |
2.354 |
|
2.337 |
0.017 |
0.72 |
|
4.15 |
| |  |
 |
 |
 |
S |
 |
UOL |
2.969 |
8/12/24 |
-0.19 |
4.121 |
|
4.708 |
-0.587 |
-12.47 |
|
3.56 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.551 |
8/12/24 |
-1.50 |
0.772 |
|
0.698 |
0.073 |
10.49 |
|
15.58 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
27.083 |
8/12/24 |
1.63 |
39.727 |
|
42.703 |
-2.977 |
-6.97 |
|
9.57 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/30/20 |
Δwk |
1/20/20 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
City Developments |
2.907 |
8/12/24 |
0.97 |
4.361 |
|
6.234 |
-1.873 |
-30.04 |
|
-8.23 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.268 |
8/12/24 |
-4.00 |
0.414 |
|
0.498 |
-0.085 |
-16.98 |
|
6.98 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.704 |
8/12/24 |
-0.79 |
1.101 |
|
1.019 |
0.082 |
8.06 |
|
4.26 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
0.913 |
8/12/24 |
-0.81 |
1.527 |
|
1.861 |
-0.334 |
-17.96 |
|
-2.71 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.392 |
8/12/24 |
5.68 |
3.047 |
|
4.323 |
-1.276 |
-29.52 |
|
-14.58 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
0.783 |
8/12/24 |
-1.41 |
1.811 |
|
15.204 |
-13.393 |
-88.09 |
|
-53.66 |
| STI - 28 out of 30 instruments rated - 11/30/20 / 1/20/20 - 6 did rise, Market-Ratio(45) in GBP = 21.43 % |
Technical Chart
Transactions Straits Times Index in Pound sterling * 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 |
7,230 |
|
1.383 |
1.355 |
|
-0.028 |
-2 |
9,796 |
-8 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
45,680 |
|
0.214 |
0.237 |
0.192 |
-0.023 |
-11 |
8,766 |
-34 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
6,435 |
|
1.362 |
4.743 |
|
3.381 |
248 |
30,521 |
176 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
28,179 |
|
1.083 |
0.641 |
1.831 |
0.748 |
69 |
51,590 |
36 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
130,352 |
|
0.396 |
0.930 |
|
0.534 |
135 |
121,237 |
78 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
47,423 |
|
2.556 |
2.705 |
2.408 |
-0.148 |
-6 |
114,215 |
-36 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
112,138 |
|
1.019 |
1.027 |
|
0.008 |
1 |
115,121 |
9 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
45,994 |
|
2.503 |
1.771 |
3.537 |
1.034 |
41 |
162,672 |
34 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
950,783 |
|
0.171 |
0.324 |
|
0.153 |
90 |
308,295 |
97 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
593,062 |
|
0.520 |
0.092 |
2.932 |
2.412 |
464 |
1,738,858 |
64 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
3,195,836 |
|
0.544 |
0.518 |
|
-0.026 |
-5 |
1,654,993 |
-72 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
1,076,857 |
|
1.537 |
1.518 |
1.556 |
0.020 |
1 |
1,676,022 |
3 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
2,409,527 |
|
0.696 |
0.694 |
|
-0.002 |
0 |
1,671,363 |
-3 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
1,076,314 |
|
1.553 |
0.733 |
3.290 |
1.737 |
112 |
3,541,289 |
23 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
1,162,111 |
|
3.047 |
2.432 |
|
-0.615 |
-20 |
2,826,638 |
-43 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
2,057,435 |
|
1.374 |
1.395 |
1.353 |
-0.021 |
-2 |
2,783,299 |
-18 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
3,814,413 |
|
0.730 |
0.754 |
|
0.025 |
3 |
2,877,925 |
19 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
1,147,377 |
|
2.508 |
1.471 |
4.276 |
1.768 |
70 |
4,906,186 |
20 |
|
| accum | 2/27/06 |
8/12/24 | 7232 |
days out of 7288 invested (99%) |
48,962 |
4,906,186 |
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 | 0.21 | 0.24 | 0.19 | -0.02 | -10.51 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 0.52 | 0.09 | 2.93 | 2.41 | 464.02 | | | 404.73 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 1.38 | 1.35 | | -0.03 | -2.04 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 1.36 | 4.74 | | 3.38 | 248.20 | | | 241.10 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 0.40 | 0.93 | | 0.53 | 135.00 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 0.70 | 0.69 | | -0.00 | -0.28 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 0.73 | 0.75 | | 0.02 | 3.40 | | | 142.31 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 1.54 | 1.52 | 1.56 | 0.02 | 1.27 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 1.55 | 0.73 | 3.29 | 1.74 | 111.88 | | | 114.57 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 0.17 | 0.32 | | 0.15 | 89.52 | | | 89.52 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 2.51 | 1.47 | 4.28 | 1.77 | 70.48 | | | 70.48 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 1.08 | 0.64 | 1.83 | 0.75 | 69.03 | | | 69.03 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 2.56 | 2.70 | 2.41 | -0.15 | -5.79 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 2.50 | 1.77 | 3.54 | 1.03 | 41.31 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 3.05 | 2.43 | | -0.61 | -20.18 | | | 6.26 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 1.37 | 1.39 | 1.35 | -0.02 | -1.53 | | | -1.53 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 1.02 | 1.03 | | 0.01 | 0.79 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 0.54 | 0.52 | | -0.03 | -4.82 | | | -4.07 |
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 |
|
|