| | |
| | |
Assessment - Straits Times Index in Japanese yen - 8/02/21 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/02/21 |
Δwk |
9/21/20 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
261,299.718 |
8/12/24 |
-0.81 |
255,310.317 |
|
190,957.252 |
64,353.065 |
33.70 |
|
12.52 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
373.934 |
8/12/24 |
-2.53 |
161.526 |
|
102.942 |
58.585 |
56.91 |
|
14.93 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
192.216 |
8/12/24 |
-4.03 |
112.261 |
|
75.286 |
36.975 |
49.11 |
|
29.31 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
2,102.267 |
8/12/24 |
1.21 |
1,666.145 |
|
1,399.697 |
266.448 |
19.04 |
|
1.82 |
| |  |
 |
 |
 |
L |
 |
Singtel |
229.368 |
8/12/24 |
-2.74 |
184.140 |
|
169.777 |
14.363 |
8.46 |
|
-0.45 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
476.503 |
8/12/24 |
0.34 |
403.008 |
|
262.731 |
140.277 |
53.39 |
|
18.47 |
| |  |
 |
 |
 |
|
 |
OCBC |
1,116.955 |
8/12/24 |
0.29 |
993.388 |
|
650.682 |
342.705 |
52.67 |
|
21.55 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
2,365.555 |
8/12/24 |
0.58 |
2,110.343 |
|
1,474.983 |
635.360 |
43.08 |
|
16.02 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
2,744.334 |
8/12/24 |
1.22 |
2,451.971 |
|
1,535.672 |
916.299 |
59.67 |
|
22.75 |
| |  |
 |
 |
 |
S |
 |
Keppel |
480.541 |
8/12/24 |
0.34 |
443.390 |
|
321.884 |
121.506 |
37.75 |
|
10.78 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
343.244 |
8/12/24 |
0.71 |
320.630 |
|
261.963 |
58.667 |
22.40 |
|
8.01 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
203.523 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
34.728 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Genting |
64.207 |
8/12/24 |
-2.45 |
65.014 |
|
51.855 |
13.160 |
25.38 |
|
2.47 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
169.603 |
8/12/24 |
0.96 |
173.641 |
|
155.180 |
18.460 |
11.90 |
|
6.37 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
212.407 |
8/12/24 |
-0.75 |
251.981 |
|
250.440 |
1.541 |
0.62 |
|
3.16 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
789.057 |
8/12/24 |
-0.51 |
961.082 |
|
683.716 |
277.366 |
40.57 |
|
25.10 |
| |  |
 |
 |
 |
S |
 |
City Developments |
419.969 |
8/12/24 |
0.97 |
549.190 |
|
610.735 |
-61.545 |
-10.08 |
|
-8.70 |
| |  |
 |
 |
 |
L |
 |
SATS |
244.713 |
8/12/24 |
-0.98 |
322.245 |
|
216.638 |
105.607 |
48.75 |
|
10.88 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
38.766 |
8/12/24 |
-4.00 |
52.092 |
|
45.709 |
6.383 |
13.96 |
|
-4.14 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
179.294 |
8/12/24 |
-0.89 |
241.482 |
|
251.976 |
-10.494 |
-4.16 |
|
4.62 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
371.309 |
8/12/24 |
1.80 |
502.360 |
|
389.514 |
112.846 |
28.97 |
|
8.11 |
| |  |
 |
 |
 |
S |
 |
UOL |
428.853 |
8/12/24 |
-0.19 |
584.726 |
|
513.171 |
71.555 |
13.94 |
|
2.00 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
1,112.917 |
8/12/24 |
-0.72 |
1,524.810 |
|
1,467.300 |
57.509 |
3.92 |
|
-1.52 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
245.520 |
8/12/24 |
-0.98 |
347.282 |
|
334.176 |
13.106 |
3.92 |
|
-7.68 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/02/21 |
Δwk |
9/21/20 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
79.552 |
8/12/24 |
-1.50 |
123.568 |
|
106.783 |
16.785 |
15.72 |
|
10.85 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
3,951.167 |
8/12/24 |
1.63 |
6,529.582 |
|
4,310.826 |
2,218.756 |
51.47 |
|
15.39 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
113.069 |
8/12/24 |
-1.41 |
187.371 |
|
232.002 |
-44.632 |
-19.24 |
|
-26.92 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
101.762 |
8/12/24 |
-0.79 |
170.410 |
|
155.949 |
14.462 |
9.27 |
|
7.47 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
133.234 |
8/12/24 |
-0.81 |
233.706 |
|
209.416 |
24.291 |
11.60 |
|
7.24 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
203.128 |
8/12/24 |
5.68 |
402.980 |
|
408.361 |
-5.381 |
-1.32 |
|
-10.32 |
| STI - 28 out of 30 instruments rated - 8/02/21 / 9/21/20 - 24 did rise, Market-Ratio(45) in JPY = 85.71 % |
Technical Chart
Transactions Straits Times Index in Japanese yen * 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 |
35 |
|
282.181 |
283.783 |
|
1.602 |
1 |
10,056 |
2 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
223 |
|
44.920 |
52.881 |
36.960 |
-7.960 |
-18 |
8,281 |
-52 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
27 |
|
303.877 |
1,059.346 |
|
755.469 |
249 |
28,679 |
177 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
118 |
|
241.922 |
100.609 |
581.716 |
339.794 |
140 |
68,774 |
66 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
1,106 |
|
62.141 |
123.123 |
|
60.982 |
98 |
136,220 |
59 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
402 |
|
338.427 |
352.941 |
323.913 |
-14.514 |
-4 |
130,386 |
-28 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
980 |
|
132.917 |
139.251 |
|
6.334 |
5 |
136,593 |
62 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
402 |
|
339.507 |
221.985 |
519.247 |
179.740 |
53 |
208,848 |
44 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
9,740 |
|
21.442 |
49.212 |
|
27.771 |
130 |
479,334 |
142 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
6,075 |
|
78.896 |
13.321 |
467.262 |
388.366 |
492 |
2,838,656 |
66 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
36,094 |
|
78.645 |
75.148 |
|
-3.497 |
-4 |
2,712,434 |
-69 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
12,162 |
|
223.019 |
222.443 |
223.595 |
0.577 |
0 |
2,719,449 |
1 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
26,673 |
|
101.953 |
96.304 |
|
-5.650 |
-6 |
2,568,759 |
-45 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
11,914 |
|
215.593 |
103.974 |
447.040 |
231.446 |
107 |
5,326,209 |
22 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
12,320 |
|
432.313 |
373.177 |
|
-59.136 |
-14 |
4,597,651 |
-31 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
21,812 |
|
210.783 |
208.584 |
213.006 |
2.223 |
1 |
4,646,135 |
15 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
42,583 |
|
109.105 |
114.817 |
|
5.712 |
5 |
4,889,373 |
30 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
12,809 |
|
381.706 |
300.528 |
484.811 |
103.105 |
27 |
6,210,048 |
9 |
|
| accum | 2/27/06 |
8/12/24 | 7265 |
days out of 7321 invested (99%) |
62,000 |
6,210,048 |
38 |
|
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 | 44.92 | 52.88 | 36.96 | -7.96 | -17.72 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 78.90 | 13.32 | 467.26 | 388.37 | 492.25 | | | 387.30 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 282.18 | 283.78 | | 1.60 | 0.57 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 303.88 | 1,059.35 | | 755.47 | 248.61 | | | 250.59 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 241.92 | 100.61 | 581.72 | 339.79 | 140.46 | | | 140.46 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 21.44 | 49.21 | | 27.77 | 129.52 | | | 129.52 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 223.02 | 222.44 | 223.60 | 0.58 | 0.26 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 215.59 | 103.97 | 447.04 | 231.45 | 107.35 | | | 107.89 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 62.14 | 123.12 | | 60.98 | 98.13 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 101.95 | 96.30 | | -5.65 | -5.54 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 109.11 | 114.82 | | 5.71 | 5.24 | | | 96.95 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 381.71 | 300.53 | 484.81 | 103.11 | 27.01 | | | 27.01 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 338.43 | 352.94 | 323.91 | -14.51 | -4.29 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 339.51 | 221.99 | 519.25 | 179.74 | 52.94 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 432.31 | 373.18 | | -59.14 | -13.68 | | | 26.36 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 210.78 | 208.58 | 213.01 | 2.22 | 1.05 | | | 1.05 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 132.92 | 139.25 | | 6.33 | 4.77 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 78.64 | 75.15 | | -3.50 | -4.45 | | | 0.11 |
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 |
|
|