| | Sun, Nov 30th, 2025, 0:46UTC |
| | |
Assessment - Straits Times Index in Dollar - 2/15/21 - RS = 45
⇐
| |
|
instrument |
freshest |
⇓ Δday |
2/15/21 |
⇓ Δwk |
4/06/20 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
2,447.560 |
8/12/24 |
-0.81 |
2,217.690 |
|
1,726.551 |
491.139 |
28.45 |
|
15.17 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.990 |
8/12/24 |
-0.75 |
2.338 |
|
1.866 |
0.472 |
25.28 |
|
4.56 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
1.589 |
8/12/24 |
0.96 |
1.619 |
|
1.132 |
0.487 |
43.00 |
|
12.44 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.906 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
City Developments |
3.934 |
8/12/24 |
0.97 |
5.469 |
|
4.899 |
0.571 |
11.65 |
|
-4.30 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
25.706 |
8/12/24 |
1.22 |
19.578 |
|
12.859 |
6.719 |
52.26 |
|
25.02 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.860 |
8/12/24 |
5.68 |
4.400 |
|
4.480 |
-0.080 |
-1.79 |
|
1.60 |
| |  |
 |
 |
 |
|
 |
Emperador |
0.325 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.745 |
8/12/24 |
-1.50 |
1.067 |
|
0.577 |
0.490 |
85.01 |
|
21.35 |
| |  |
 |
 |
 |
S |
 |
Genting |
0.601 |
8/12/24 |
-2.45 |
0.651 |
|
0.482 |
0.168 |
34.92 |
|
19.73 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
3.400 |
8/12/24 |
1.80 |
4.600 |
|
4.020 |
0.580 |
14.43 |
|
12.83 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
19.692 |
8/12/24 |
1.21 |
16.401 |
|
13.103 |
3.298 |
25.17 |
|
11.40 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
36.180 |
8/12/24 |
1.63 |
54.440 |
|
49.930 |
4.510 |
9.03 |
|
17.24 |
| |  |
 |
 |
 |
S |
 |
Keppel |
4.501 |
8/12/24 |
0.34 |
3.896 |
|
3.851 |
0.045 |
1.18 |
|
1.50 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.679 |
8/12/24 |
-0.89 |
2.133 |
|
1.551 |
0.582 |
37.51 |
|
3.85 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.953 |
8/12/24 |
-0.79 |
1.475 |
|
1.083 |
0.392 |
36.19 |
|
6.25 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
1.220 |
8/12/24 |
-0.81 |
2.050 |
|
1.580 |
0.470 |
29.75 |
|
4.26 |
| |  |
 |
 |
 |
|
 |
OCBC |
10.462 |
8/12/24 |
0.29 |
8.019 |
|
6.087 |
1.932 |
31.74 |
|
19.91 |
| |  |
 |
 |
 |
L |
 |
SATS |
2.292 |
8/12/24 |
-0.98 |
3.094 |
|
2.020 |
1.074 |
53.20 |
|
31.40 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
1.059 |
8/12/24 |
-1.41 |
2.345 |
|
9.574 |
-7.229 |
-75.51 |
|
-34.97 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
3.503 |
8/12/24 |
-2.53 |
1.278 |
|
1.083 |
0.195 |
18.03 |
|
6.82 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
4.463 |
8/12/24 |
0.34 |
3.283 |
|
4.018 |
-0.735 |
-18.29 |
|
6.17 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
7.391 |
8/12/24 |
-0.51 |
7.565 |
|
6.520 |
1.045 |
16.02 |
|
16.17 |
| |  |
 |
 |
 |
L |
 |
Singtel |
2.148 |
8/12/24 |
-2.74 |
1.816 |
|
1.824 |
-0.008 |
-0.46 |
|
2.23 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
3.215 |
8/12/24 |
0.71 |
2.837 |
|
2.117 |
0.719 |
33.97 |
|
11.64 |
| |
|
instrument |
freshest |
⇓ Δday |
2/15/21 |
⇓ Δwk |
4/06/20 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.363 |
8/12/24 |
-4.00 |
0.594 |
|
0.444 |
0.150 |
33.82 |
|
22.02 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
22.158 |
8/12/24 |
0.58 |
18.126 |
|
13.613 |
4.512 |
33.15 |
|
19.78 |
| |  |
 |
 |
 |
S |
 |
UOL |
4.017 |
8/12/24 |
-0.19 |
5.621 |
|
4.473 |
1.148 |
25.67 |
|
11.46 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
10.425 |
8/12/24 |
-0.72 |
15.425 |
|
9.931 |
5.494 |
55.33 |
|
21.82 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
2.300 |
8/12/24 |
-0.98 |
4.115 |
|
2.376 |
1.739 |
73.20 |
|
37.91 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.800 |
8/12/24 |
-4.03 |
0.809 |
|
0.615 |
0.194 |
31.62 |
|
17.72 |
| STI - 28 out of 30 instruments rated - 2/15/21 / 4/06/20 - 24 did rise, Market-Ratio(45) in USD = 85.71 % |
Technical Chart
Transactions Straits Times Index in Dollar * 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 |
4,142 |
|
2.414 |
2.518 |
|
0.104 |
4 |
10,432 |
19 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
26,169 |
|
0.399 |
0.452 |
0.346 |
-0.053 |
-13 |
9,047 |
-41 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
3,485 |
|
2.595 |
9.781 |
|
7.186 |
277 |
34,090 |
195 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
15,261 |
|
2.234 |
1.060 |
4.707 |
2.474 |
111 |
71,841 |
54 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
109,739 |
|
0.655 |
1.498 |
|
0.843 |
129 |
164,374 |
75 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
39,924 |
|
4.117 |
4.337 |
3.897 |
-0.220 |
-5 |
155,581 |
-34 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
95,246 |
|
1.633 |
1.715 |
|
0.082 |
5 |
163,368 |
66 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
39,065 |
|
4.182 |
2.782 |
6.286 |
2.104 |
50 |
245,574 |
42 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
913,896 |
|
0.269 |
0.504 |
|
0.236 |
88 |
461,015 |
95 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
570,054 |
|
0.809 |
0.117 |
5.597 |
4.788 |
592 |
3,190,706 |
74 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
4,625,352 |
|
0.690 |
0.642 |
|
-0.048 |
-7 |
2,968,711 |
-85 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
1,558,542 |
|
1.905 |
1.964 |
1.845 |
-0.059 |
-3 |
2,876,135 |
-8 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
3,194,728 |
|
0.900 |
0.878 |
|
-0.022 |
-2 |
2,806,503 |
-23 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
1,427,057 |
|
1.967 |
1.002 |
3.859 |
1.892 |
96 |
5,506,728 |
20 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
1,321,376 |
|
4.167 |
3.388 |
|
-0.779 |
-19 |
4,477,321 |
-40 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
2,339,401 |
|
1.914 |
1.908 |
1.920 |
0.006 |
0 |
4,492,119 |
4 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
4,502,110 |
|
0.998 |
1.035 |
|
0.037 |
4 |
4,658,576 |
21 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
1,354,237 |
|
3.440 |
1.860 |
6.362 |
2.922 |
85 |
8,615,927 |
24 |
|
| accum | 2/27/06 |
8/12/24 | 7216 |
days out of 7272 invested (99%) |
86,059 |
8,615,927 |
41 |
|
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 | 0.40 | 0.45 | 0.35 | -0.05 | -13.28 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 0.81 | 0.12 | 5.60 | 4.79 | 592.10 | | | 500.17 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 2.41 | 2.52 | | 0.10 | 4.32 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 2.60 | 9.78 | | 7.19 | 276.89 | | | 293.19 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 0.65 | 1.50 | | 0.84 | 128.80 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 0.90 | 0.88 | | -0.02 | -2.42 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 1.00 | 1.03 | | 0.04 | 3.71 | | | 131.54 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 2.23 | 1.06 | 4.71 | 2.47 | 110.74 | | | 110.74 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 1.90 | 1.96 | 1.85 | -0.06 | -3.12 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 1.97 | 1.00 | 3.86 | 1.89 | 96.21 | | | 90.09 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 0.27 | 0.50 | | 0.24 | 87.73 | | | 87.73 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 3.44 | 1.86 | 6.36 | 2.92 | 84.95 | | | 84.95 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 4.12 | 4.34 | 3.90 | -0.22 | -5.35 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 4.18 | 2.78 | 6.29 | 2.10 | 50.32 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 4.17 | 3.39 | | -0.78 | -18.69 | | | 15.68 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 1.91 | 1.91 | 1.92 | 0.01 | 0.33 | | | 0.33 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 1.63 | 1.72 | | 0.08 | 5.01 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 0.69 | 0.64 | | -0.05 | -6.96 | | | -2.30 |
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 |
|
|