Share-o-matic - Assessment STI (Straits Times Index)

Assessment - Straits Times Index - 26/04/21 - RS = 45

historical assessment - show freshest

		instrument	freshest		⇓ Δday	26/04/21	⇓ Δwk	15/06/20	prc diff	⇓ Δ45	Curr	⇓∅-RS
	L	STI	3,235.380	12/08/24	-0.81	3,204.900		2,613.880	591.020	22.61	SGD	17.69
	S	CapitaLand Ascendas	2.630	12/08/24	-0.75	3.120		3.080	0.040	1.30	SGD	0.30
		CapitaLand ICT	2.100	12/08/24	0.96	2.190		2.040	0.150	7.35	SGD	8.72
	L	CapitaLand Invest	2.520	12/08/24	0.80						SGD	-na-
	S	City Developments	5.200	12/08/24	0.97	8.010		8.330	-0.320	-3.84	SGD	2.98
		DBS Bank	33.980	12/08/24	1.22	29.000		21.300	7.700	36.15	SGD	26.74
	L	DFI Retail	1.860	12/08/24	5.68	4.330		4.800	-0.470	-9.79	USD	0.60
		Emperador	0.430	12/08/24							SGD	-na-
	S	Frasers L&C Trust	0.985	12/08/24	-1.50	1.470		1.150	0.320	27.83	SGD	12.16
	S	Genting	0.795	12/08/24	-2.45	0.880		0.760	0.120	15.79	SGD	12.73
	L	Hongkong Land	3.400	12/08/24	1.80	4.990		3.930	1.060	26.97	USD	19.92
	L	Jardine Cycle & Carr	26.030	12/08/24	1.21	22.840		21.120	1.720	8.14	SGD	12.21
	S	Jardine Matheson	36.180	12/08/24	1.63	64.620		43.110	21.510	49.90	USD	35.31
	S	Keppel	5.950	12/08/24	0.34	5.550		5.910	-0.360	-6.09	SGD	6.80
	S	Mapletree Industrial	2.220	12/08/24	-0.89	2.810		2.690	0.120	4.46	SGD	-2.67
	S	Mapletree Logistics	1.260	12/08/24	-0.79	2.010		1.860	0.150	8.06	SGD	2.04
		Mapletree Pan Asia	1.220	12/08/24	-0.81	2.140		2.010	0.130	6.47	USD	7.05
		OCBC	13.830	12/08/24	0.29	12.020		8.940	3.080	34.45	SGD	25.69
	L	SATS	3.030	12/08/24	-0.98	4.100		3.100	1.000	32.26	SGD	21.43
	L	Seatrium	1.400	12/08/24	-1.41	4.000		10.700	-6.700	-62.62	SGD	-0.47
	S	Sembcorp Industries	4.630	12/08/24	-2.53	2.170		1.930	0.240	12.44	SGD	29.66
		Singapore Airlines	5.900	12/08/24	0.34	5.130		4.020	1.110	27.61	SGD	25.15
	L	Singapore Exchange	9.770	12/08/24	-0.51	10.580		8.160	2.420	29.66	SGD	15.24
	L	Singtel	2.840	12/08/24	-2.74	2.550		2.520	0.030	1.19	SGD	6.81
		ST Engineering	4.250	12/08/24	0.71	4.020		3.330	0.690	20.72	SGD	12.42
		instrument	freshest		⇓ Δday	26/04/21	⇓ Δwk	15/06/20	prc diff	⇓ Δ45	Curr	⇓∅-RS
	L	ThaiBev	0.480	12/08/24	-4.00	0.720		0.685	0.035	5.11	SGD	5.41
	L	United Overseas Bank	29.290	12/08/24	0.58	26.450		20.820	5.630	27.04	SGD	22.74
	S	UOL	5.310	12/08/24	-0.19	7.890		7.050	0.840	11.91	SGD	11.38
		Venture Corporation	13.780	12/08/24	-0.72	20.580		15.060	5.520	36.65	SGD	11.21
	S	Wilmar International	3.040	12/08/24	-0.98	5.270		3.780	1.490	39.42	SGD	17.69
	L	Yangzijiang Ship	2.380	12/08/24	-4.03	1.440		0.945	0.495	52.38	SGD	44.48
STI - 28 out of 30 instruments rated - 26/04/21 / 15/06/20 - 24 did rise, Market-Ratio(45) = 85.71 %

Technical Chart

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

3/01/22	scale up chart	1/07/24

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
2/01/06		27/02/06	56		- cash -
long	27/02/06	29/05/06	91		Singapore Exchange	100	2,551	SGD	3.920	3.980		0.060	2	10,153	6
short	29/05/06	4/09/06	98		Noble Group	100	16,115	SGD	0.630	0.710	0.550	-0.080	-13	8,864	-40
long	4/09/06	26/11/07	448		Singapore Exchange	100	2,172	SGD	4.080	14.100		10.020	246	30,627	175
short	26/11/07	17/08/09	630		CapitaLand ICT	100	9,511	SGD	3.220	1.530	6.777	3.557	110	64,455	54
long	17/08/09	7/02/11	539		Yangzijiang Ship	100	68,206	SGD	0.945	1.910		0.965	102	130,274	61
short	7/02/11	28/03/11	49		Wilmar International	100	24,814	SGD	5.250	5.470	5.030	-0.220	-4	124,815	-27
long	28/03/11	2/05/11	35		Genting	100	60,589	SGD	2.060	2.100		0.040	2	127,238	22
short	2/05/11	2/07/12	427		Wilmar International	100	24,851	SGD	5.120	3.520	7.447	2.327	45	185,074	38
long	2/07/12	10/06/13	343		ThaiBev	100	544,335	SGD	0.340	0.630		0.290	85	342,931	93
short	10/06/13	5/12/16	1274		Noble Group	100	339,535	SGD	1.010	0.166	6.145	5.135	508	2,086,511	68
long	5/12/16	19/12/16	14		Genting	100	2,129,093	SGD	0.980	0.930		-0.050	-5	1,980,057	-74
short	19/12/16	8/05/17	140		StarHub	100	717,411	SGD	2.760	2.760	2.760	0.000	0	1,980,057	0
long	8/05/17	12/06/17	35		Yangzijiang Ship	100	1,565,262	SGD	1.265	1.215		-0.050	-4	1,901,794	-34
short	12/06/17	25/01/21	1323		StarHub	100	699,188	SGD	2.720	1.330	5.563	2.843	105	3,889,375	22
long	25/01/21	21/06/21	147		Wilmar International	100	703,322	SGD	5.530	4.550		-0.980	-18	3,200,120	-38
short	21/06/21	19/07/21	28		Keppel DC REIT	100	1,245,182	SGD	2.570	2.600	2.540	-0.030	-1	3,162,764	-14
long	19/07/21	27/09/21	70		Yangzijiang Ship	100	2,325,561	SGD	1.360	1.400		0.040	3	3,255,787	16
short	27/09/21	12/08/24	1050		DFI Retail	100	946,449	USD	3.440	1.860	6.362	2.922	85	6,021,500	24
accum	27/02/06	12/08/24	7456	days out of 7512 invested (99%)								60,115		6,021,500	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	29/05/06	4/09/06	98	0.63	0.71	0.55	-0.08	-12.70
	short	10/06/13	5/12/16	1274	1.01	0.17	6.15	5.14	508.44	431.17
Singapore Exchange	long	27/02/06	29/05/06	91	3.92	3.98		0.06	1.53
	long	4/09/06	26/11/07	448	4.08	14.10		10.02	245.59	250.88
CapitaLand ICT	short	26/11/07	17/08/09	630	3.22	1.53	6.78	3.56	110.46	110.46
StarHub	short	19/12/16	8/05/17	140	2.76	2.76	2.76	0.00	0.00
	short	12/06/17	25/01/21	1323	2.72	1.33	5.56	2.84	104.51	104.51
Yangzijiang Ship	long	17/08/09	7/02/11	539	0.95	1.91		0.97	102.12
	long	8/05/17	12/06/17	35	1.27	1.22		-0.05	-3.95
	long	19/07/21	27/09/21	70	1.36	1.40		0.04	2.94	99.84
ThaiBev	long	2/07/12	10/06/13	343	0.34	0.63		0.29	85.29	85.29
DFI Retail	short	27/09/21	12/08/24	1050	3.44	1.86	6.36	2.92	84.95	84.95
Wilmar International	short	7/02/11	28/03/11	49	5.25	5.47	5.03	-0.22	-4.19
	short	2/05/11	2/07/12	427	5.12	3.52	7.45	2.33	45.46
	long	25/01/21	21/06/21	147	5.53	4.55		-0.98	-17.72	14.66
Keppel DC REIT	short	21/06/21	19/07/21	28	2.57	2.60	2.54	-0.03	-1.17	-1.17
Genting	long	28/03/11	2/05/11	35	2.06	2.10		0.04	1.94
	long	5/12/16	19/12/16	14	0.98	0.93		-0.05	-5.10	-3.26

Annotations

7/05/24	Seatrium	reverse split 20:1 (one for twenty)
12/03/24	STI	Component update: Seatrium (former Sembcorp Marine) replaces Keppel DC REIT
7/12/20	CapitaLand Mall	mergered with CMT
17/01/18	STI	Jardine Strategic and Venture Corporation replace Global Logistic and SIA Engineering Company
31/10/16	STI	CapitaCom Trust and Jardine Matheson replace Noble and Sembcorp Marine
2/02/16	STI	full technique analysis performed
21/09/15	STI	SATS, UOL and Yangzijiang Shipbuilding replace Jardine Matheson, Jardine Strategic and Olam
4/09/15	STI	complete analysis


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