Share-o-matic - Portfolio

Tue, Aug 3rd, 2021, 23:55UTC

Assessment - Straits Times Index - 1/18/21 - RS = 45

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	1/18/21	⇓ Δwk	3/09/20	prc diff	⇓ Δ45	Curr	∅-RS
		STI	3,149.250	09:20	-0.38	2,990.400		2,782.370	208.030	7.48	SGD	12.23
	S	Wilmar International	4.420	09:04	2.79	5.350		3.730	1.620	43.43	SGD	32.53
		Frasers L&C Trust	1.530	09:04		1.550		1.200	0.350	29.17	SGD	29.15
		DBS Bank	30.210	09:07	-0.49	26.410		21.150	5.260	24.87	SGD	22.47
		SATS	3.970	09:04	-0.50	3.990		3.780	0.210	5.56	SGD	21.72
		Jardine Matheson	59.000	09:06	-1.32	56.300		50.120	6.180	12.33	USD	21.24
		Genting	0.800	09:14	-0.62	0.880		0.730	0.150	20.55	SGD	17.53
	S	Venture Corporation	18.890	09:06	0.05	20.180		16.010	4.170	26.05	SGD	17.36
	S	ThaiBev	0.645	09:04		0.785		0.755	0.030	3.97	SGD	17.24
		CapitaLand	4.050	09:06	-0.25	3.470		3.370	0.100	2.97	SGD	16.47
		CapitaLand ICT	2.140	09:15	-0.47	2.320		2.390	-0.070	-2.93	SGD	16.08
		OCBC	12.240	09:15	-0.49	10.580		9.520	1.060	11.13	SGD	14.64
		United Overseas Bank	25.850	09:07	-1.07	23.870		21.500	2.370	11.02	SGD	13.91
		UOL	7.220	09:04	-0.28	7.890		6.690	1.200	17.94	SGD	13.01
		Yangzijiang Ship	1.390	09:13		1.060		0.845	0.215	25.44	SGD	11.99
		Mapletree Commercial	2.130	09:04	-0.47	2.210		2.210	0.000	0.00	USD	11.64
	L	Singapore Exchange	11.930	09:04	0.25	9.860		8.640	1.220	14.12	SGD	11.10
		ST Engineering	3.990	09:04	0.50	3.880		4.030	-0.150	-3.72	SGD	10.32
		Hongkong Land	4.570	09:04	-0.65	4.550		4.550	0.000	0.00	USD	10.31
		Keppel DC REIT	2.590	09:12	-0.38	2.860		2.450	0.410	16.73	SGD	10.26
		Sembcorp Industries	2.070	09:04	3.50	1.830		1.610	0.220	13.66	SGD	9.54
	S	Jardine Cycle & Carr	20.250	09:04	-1.84	22.420		24.090	-1.670	-6.93	SGD	8.81
	S	ComfortDelGro	1.560	09:15	-0.64	1.690		1.810	-0.120	-6.63	SGD	7.44
	L	Mapletree Logistics	2.110	09:12		2.020		1.890	0.130	6.88	SGD	6.19
		Keppel	5.450	09:09	-0.73	5.670		5.620	0.050	0.89	SGD	5.74
		⇓instrument	freshest		⇓ Δday	1/18/21	⇓ Δwk	3/09/20	prc diff	⇓ Δ45	Curr	∅-RS
	S	Dairy Farm	3.690	09:13		4.520		4.300	0.220	5.12	SGD	3.05
	L	Mapletree Industrial	2.970	09:06	-0.67	2.900		2.940	-0.040	-1.36	SGD	2.62
		Ascendas REIT	3.120	09:04		3.040		3.260	-0.220	-6.75	SGD	-1.31
	S	Singtel	2.270	09:14	-0.44	2.450		2.810	-0.360	-12.81	SGD	-1.78
		Singapore Airlines	5.000	09:07	0.20	4.280		7.600	-3.320	-43.68	SGD	-3.16
	S	City Developments	6.760	09:07	-0.59	7.660		8.860	-1.200	-13.54	SGD	-5.06
STI - 30 out of 30 instruments rated - 1/18/21 / 3/09/20 - 19 did rise, Market-Ratio(45) = 63.33 %

Technical Chart

	STI RS = 45 - B/S = 79/68

1/02/17	scale up chart	8/02/21

Transactions Straits Times Index * A45 - 79/68 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	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	2,551	SGD	3.920	3.980		0.060	2	10,153	6
short	5/29/06	9/04/06	98		Noble Group	100	16,115	SGD	0.630	0.710	0.550	-0.080	-13	8,864	-40
long	9/04/06	11/26/07	448		Singapore Exchange	100	2,172	SGD	4.080	14.100		10.020	246	30,627	175
short	11/26/07	8/17/09	630		CapitaLand ICT	100	9,511	SGD	3.220	1.530	6.777	3.557	110	64,455	54
long	8/17/09	2/07/11	539		Yangzijiang Ship	100	68,206	SGD	0.945	1.910		0.965	102	130,274	61
short	2/07/11	3/28/11	49		Wilmar International	100	24,814	SGD	5.250	5.470	5.030	-0.220	-4	124,815	-27
long	3/28/11	5/02/11	35		Genting	100	60,589	SGD	2.060	2.100		0.040	2	127,238	22
short	5/02/11	7/02/12	427		Wilmar International	100	24,851	SGD	5.120	3.520	7.447	2.327	45	185,074	38
long	7/02/12	6/10/13	343		ThaiBev	100	544,335	SGD	0.340	0.630		0.290	85	342,931	93
short	6/10/13	12/05/16	1274		Noble Group	100	339,535	SGD	1.010	0.166	6.145	5.135	508	2,086,511	68
long	12/05/16	12/19/16	14		Genting	100	2,129,093	SGD	0.980	0.930		-0.050	-5	1,980,057	-74
short	12/19/16	5/08/17	140		StarHub	100	717,411	SGD	2.760	2.760	2.760	0.000	0	1,980,057	0
long	5/08/17	6/12/17	35		Yangzijiang Ship	100	1,565,262	SGD	1.265	1.215		-0.050	-4	1,901,794	-34
short	6/12/17	1/25/21	1323		StarHub	100	699,188	SGD	2.720	1.330	5.563	2.843	105	3,889,375	22
long	1/25/21	6/21/21	147		Wilmar International	100	703,322	SGD	5.530	4.550		-0.980	-18	3,200,120	-38
short	6/21/21	7/19/21	28		Keppel DC REIT	100	1,245,182	SGD	2.570	2.600	2.540	-0.030	-1	3,162,764	-14
long	7/19/21	8/03/21	15		Yangzijiang Ship	100	2,325,561	SGD	1.360	1.390		0.030	2	3,232,531	70
accum	2/27/06	8/03/21	5636	days out of 5692 invested (99%)								32,225		3,232,531	45

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	0.63	0.71	0.55	-0.08	-12.70
	short	6/10/13	12/05/16	1274	1.01	0.17	6.15	5.14	508.44	431.17
Singapore Exchange	long	2/27/06	5/29/06	91	3.92	3.98		0.06	1.53
	long	9/04/06	11/26/07	448	4.08	14.10		10.02	245.59	250.88
CapitaLand ICT	short	11/26/07	8/17/09	630	3.22	1.53	6.78	3.56	110.46	110.46
StarHub	short	12/19/16	5/08/17	140	2.76	2.76	2.76	0.00	0.00
	short	6/12/17	1/25/21	1323	2.72	1.33	5.56	2.84	104.51	104.51
Yangzijiang Ship	long	8/17/09	2/07/11	539	0.95	1.91		0.97	102.12
	long	5/08/17	6/12/17	35	1.27	1.22		-0.05	-3.95
	long	7/19/21	8/03/21	15	1.36	1.39		0.03	2.21	98.41
ThaiBev	long	7/02/12	6/10/13	343	0.34	0.63		0.29	85.29	85.29
Wilmar International	short	2/07/11	3/28/11	49	5.25	5.47	5.03	-0.22	-4.19
	short	5/02/11	7/02/12	427	5.12	3.52	7.45	2.33	45.46
	long	1/25/21	6/21/21	147	5.53	4.55		-0.98	-17.72	14.66
Keppel DC REIT	short	6/21/21	7/19/21	28	2.57	2.60	2.54	-0.03	-1.17	-1.17
Genting	long	3/28/11	5/02/11	35	2.06	2.10		0.04	1.94
	long	12/05/16	12/19/16	14	0.98	0.93		-0.05	-5.10	-3.26

Annotations

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


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