| | Thu, Jan 1st, 2026, 1:19UTC |
| | New Year's Day |
Assessment - Straits Times Index in Euro - 2/15/21 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/15/21 |
Δwk |
4/06/20 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
2,016.793 |
8/12/24 |
-0.81 |
1,827.380 |
|
1,597.919 |
229.462 |
14.36 |
|
9.37 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
2.886 |
8/12/24 |
-2.53 |
1.053 |
|
1.003 |
0.051 |
5.08 |
|
1.49 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.484 |
8/12/24 |
-4.03 |
0.667 |
|
0.569 |
0.098 |
17.19 |
|
11.83 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
3.678 |
8/12/24 |
0.34 |
2.705 |
|
3.719 |
-1.014 |
-27.25 |
|
1.39 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
21.182 |
8/12/24 |
1.22 |
16.132 |
|
11.901 |
4.232 |
35.56 |
|
18.47 |
| |  |
 |
 |
 |
|
 |
OCBC |
8.621 |
8/12/24 |
0.29 |
6.608 |
|
5.633 |
0.974 |
17.29 |
|
13.84 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
18.258 |
8/12/24 |
0.58 |
14.936 |
|
12.599 |
2.336 |
18.54 |
|
13.72 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
16.226 |
8/12/24 |
1.21 |
13.514 |
|
12.127 |
1.387 |
11.44 |
|
5.98 |
| |  |
 |
 |
 |
L |
 |
Singtel |
1.770 |
8/12/24 |
-2.74 |
1.496 |
|
1.688 |
-0.192 |
-11.38 |
|
-2.59 |
| |  |
 |
 |
 |
S |
 |
Keppel |
3.709 |
8/12/24 |
0.34 |
3.210 |
|
3.564 |
-0.353 |
-9.92 |
|
-3.26 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
2.649 |
8/12/24 |
0.71 |
2.338 |
|
1.960 |
0.378 |
19.28 |
|
5.91 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.571 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
0.268 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
1.309 |
8/12/24 |
0.96 |
1.334 |
|
1.048 |
0.286 |
27.32 |
|
6.72 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
6.090 |
8/12/24 |
-0.51 |
6.234 |
|
6.034 |
0.199 |
3.30 |
|
10.37 |
| |  |
 |
 |
 |
S |
 |
Genting |
0.496 |
8/12/24 |
-2.45 |
0.536 |
|
0.446 |
0.090 |
20.12 |
|
13.66 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.639 |
8/12/24 |
-0.75 |
1.926 |
|
1.727 |
0.199 |
11.54 |
|
-0.74 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.384 |
8/12/24 |
-0.89 |
1.758 |
|
1.436 |
0.322 |
22.43 |
|
-1.60 |
| |  |
 |
 |
 |
L |
 |
SATS |
1.889 |
8/12/24 |
-0.98 |
2.550 |
|
1.869 |
0.680 |
36.40 |
|
24.59 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
2.802 |
8/12/24 |
1.80 |
3.790 |
|
3.720 |
0.070 |
1.88 |
|
7.36 |
| |  |
 |
 |
 |
S |
 |
City Developments |
3.241 |
8/12/24 |
0.97 |
4.507 |
|
4.534 |
-0.027 |
-0.60 |
|
-8.98 |
| |  |
 |
 |
 |
S |
 |
UOL |
3.310 |
8/12/24 |
-0.19 |
4.632 |
|
4.139 |
0.492 |
11.89 |
|
5.84 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.614 |
8/12/24 |
-1.50 |
0.879 |
|
0.534 |
0.345 |
64.72 |
|
14.65 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
8.590 |
8/12/24 |
-0.72 |
12.710 |
|
9.191 |
3.520 |
38.29 |
|
15.24 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
29.812 |
8/12/24 |
1.63 |
44.859 |
|
46.210 |
-1.351 |
-2.92 |
|
11.42 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/15/21 |
Δwk |
4/06/20 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.785 |
8/12/24 |
-0.79 |
1.216 |
|
1.003 |
0.213 |
21.25 |
|
0.71 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.299 |
8/12/24 |
-4.00 |
0.489 |
|
0.411 |
0.079 |
19.15 |
|
15.90 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
1.005 |
8/12/24 |
-0.81 |
1.689 |
|
1.462 |
0.227 |
15.52 |
|
-0.94 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
1.895 |
8/12/24 |
-0.98 |
3.391 |
|
2.199 |
1.192 |
54.21 |
|
30.45 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
0.873 |
8/12/24 |
-1.41 |
1.932 |
|
8.861 |
-6.928 |
-78.19 |
|
-36.83 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.533 |
8/12/24 |
5.68 |
3.626 |
|
4.146 |
-0.521 |
-12.56 |
|
-3.16 |
| STI - 28 out of 30 instruments rated - 2/15/21 / 4/06/20 - 21 did rise, Market-Ratio(45) in EUR = 75.00 % |
Technical Chart
Transactions Straits Times Index in Euro * 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 |
4,919 |
|
2.033 |
1.977 |
|
-0.055 |
-3 |
9,729 |
-10 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
31,081 |
|
0.313 |
0.352 |
0.274 |
-0.039 |
-12 |
8,523 |
-39 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
4,215 |
|
2.022 |
6.594 |
|
4.572 |
226 |
27,793 |
162 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
18,457 |
|
1.506 |
0.746 |
3.038 |
1.532 |
102 |
56,077 |
50 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
121,653 |
|
0.461 |
1.103 |
|
0.642 |
139 |
134,202 |
81 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
44,258 |
|
3.032 |
3.080 |
2.984 |
-0.048 |
-2 |
132,077 |
-11 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
113,855 |
|
1.160 |
1.158 |
|
-0.002 |
0 |
131,879 |
-2 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
46,698 |
|
2.824 |
2.197 |
3.631 |
0.807 |
29 |
169,552 |
24 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
799,139 |
|
0.212 |
0.382 |
|
0.169 |
80 |
304,960 |
87 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
498,473 |
|
0.612 |
0.109 |
3.433 |
2.821 |
461 |
1,711,158 |
64 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
2,658,406 |
|
0.644 |
0.617 |
|
-0.027 |
-4 |
1,639,686 |
-67 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
895,767 |
|
1.830 |
1.798 |
1.864 |
0.033 |
2 |
1,669,352 |
5 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
2,025,788 |
|
0.824 |
0.784 |
|
-0.041 |
-5 |
1,587,240 |
-41 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
904,901 |
|
1.754 |
0.825 |
3.730 |
1.976 |
113 |
3,375,101 |
23 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
984,058 |
|
3.430 |
2.842 |
|
-0.588 |
-17 |
2,796,861 |
-37 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
1,742,205 |
|
1.605 |
1.616 |
1.595 |
-0.011 |
-1 |
2,778,295 |
-8 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
3,286,681 |
|
0.845 |
0.884 |
|
0.039 |
5 |
2,905,740 |
26 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
988,635 |
|
2.939 |
1.734 |
4.982 |
2.043 |
69 |
4,925,085 |
20 |
|
| accum | 2/27/06 |
8/12/24 | 7248 |
days out of 7304 invested (99%) |
49,151 |
4,925,085 |
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 | 0.31 | 0.35 | 0.27 | -0.04 | -12.40 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 0.61 | 0.11 | 3.43 | 2.82 | 461.11 | | | 391.53 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 2.03 | 1.98 | | -0.06 | -2.71 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 2.02 | 6.59 | | 4.57 | 226.13 | | | 217.29 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 0.46 | 1.10 | | 0.64 | 139.32 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 0.82 | 0.78 | | -0.04 | -4.92 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 0.85 | 0.88 | | 0.04 | 4.59 | | | 137.99 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 1.83 | 1.80 | 1.86 | 0.03 | 1.81 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 1.75 | 0.82 | 3.73 | 1.98 | 112.64 | | | 116.49 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 1.51 | 0.75 | 3.04 | 1.53 | 101.77 | | | 101.77 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 0.21 | 0.38 | | 0.17 | 79.86 | | | 79.86 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 2.94 | 1.73 | 4.98 | 2.04 | 69.50 | | | 69.50 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 3.03 | 3.08 | 2.98 | -0.05 | -1.58 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 2.82 | 2.20 | 3.63 | 0.81 | 28.57 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 3.43 | 2.84 | | -0.59 | -17.13 | | | 4.85 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 1.61 | 1.62 | 1.59 | -0.01 | -0.66 | | | -0.66 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 1.16 | 1.16 | | -0.00 | -0.15 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 0.64 | 0.62 | | -0.03 | -4.18 | | | -4.32 |
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 |
|
|