| | |
| | |
Assessment - Straits Times Index in Japanese yen - 11/04/22 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/04/22 |
⇓ Δwk |
31/05/21 |
prc diff |
⇓ Δ45 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
297,464.150 |
12/08/24 |
-0.81 |
309,249.150 |
|
262,192.265 |
47,056.885 |
17.95 |
|
16.52 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
425.687 |
12/08/24 |
-2.53 |
261.113 |
|
184.778 |
76.335 |
41.31 |
|
48.87 |
| |  |
 |
 |
 |
S |
 |
Keppel |
547.049 |
12/08/24 |
0.34 |
609.569 |
|
441.644 |
167.925 |
38.02 |
|
34.88 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
2,393.225 |
12/08/24 |
1.21 |
2,336.221 |
|
1,823.749 |
512.473 |
28.10 |
|
30.65 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
2,692.953 |
12/08/24 |
0.58 |
2,896.142 |
|
2,160.160 |
735.982 |
34.07 |
|
27.47 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
218.820 |
12/08/24 |
-4.03 |
147.106 |
|
124.290 |
22.816 |
18.36 |
|
26.28 |
| |  |
 |
 |
 |
S |
 |
City Developments |
478.093 |
12/08/24 |
0.97 |
748.400 |
|
635.536 |
112.864 |
17.76 |
|
24.63 |
| |  |
 |
 |
 |
L |
 |
Singtel |
261.113 |
12/08/24 |
-2.74 |
242.724 |
|
199.693 |
43.032 |
21.55 |
|
19.80 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
193.076 |
12/08/24 |
0.96 |
208.706 |
|
173.177 |
35.529 |
20.52 |
|
19.31 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
3,124.156 |
12/08/24 |
1.22 |
3,130.592 |
|
2,488.286 |
642.306 |
25.81 |
|
19.26 |
| |  |
 |
 |
 |
L |
 |
SATS |
278.581 |
12/08/24 |
-0.98 |
394.427 |
|
324.811 |
69.616 |
21.43 |
|
17.60 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
542.452 |
12/08/24 |
0.34 |
493.723 |
|
412.643 |
81.080 |
19.65 |
|
16.63 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
390.749 |
12/08/24 |
0.71 |
372.361 |
|
320.668 |
51.693 |
16.12 |
|
15.50 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
128.717 |
12/08/24 |
-1.41 |
194.915 |
|
331.440 |
-136.525 |
-41.19 |
|
14.69 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
44.132 |
12/08/24 |
-4.00 |
65.278 |
|
56.759 |
8.519 |
15.01 |
|
14.72 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
279.501 |
12/08/24 |
-0.98 |
424.768 |
|
395.242 |
29.525 |
7.47 |
|
14.13 |
| |  |
 |
 |
 |
|
 |
OCBC |
1,271.544 |
12/08/24 |
0.29 |
1,116.164 |
|
1,024.150 |
92.014 |
8.98 |
|
12.01 |
| |  |
 |
 |
 |
S |
 |
Genting |
73.093 |
12/08/24 |
-2.45 |
74.472 |
|
70.017 |
4.456 |
6.36 |
|
11.61 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
898.264 |
12/08/24 |
-0.51 |
912.055 |
|
855.944 |
56.111 |
6.56 |
|
8.98 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
90.562 |
12/08/24 |
-1.50 |
133.314 |
|
118.490 |
14.825 |
12.51 |
|
9.03 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
426.558 |
12/08/24 |
1.80 |
617.254 |
|
531.776 |
85.478 |
16.07 |
|
10.23 |
| |  |
 |
 |
 |
S |
 |
UOL |
488.207 |
12/08/24 |
-0.19 |
652.781 |
|
612.335 |
40.446 |
6.61 |
|
8.66 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
204.109 |
12/08/24 |
-0.89 |
245.483 |
|
234.494 |
10.989 |
4.69 |
|
7.41 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
241.805 |
12/08/24 |
-0.75 |
265.710 |
|
242.780 |
22.930 |
9.44 |
|
7.03 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
4,539.078 |
12/08/24 |
1.63 |
7,050.751 |
|
7,091.440 |
-40.689 |
-0.57 |
|
6.58 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/04/22 |
⇓ Δwk |
31/05/21 |
prc diff |
⇓ Δ45 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
115.846 |
12/08/24 |
-0.79 |
167.333 |
|
164.891 |
2.441 |
1.48 |
|
3.38 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
1,266.947 |
12/08/24 |
-0.72 |
1,578.627 |
|
1,575.997 |
2.630 |
0.17 |
|
1.94 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
153.059 |
12/08/24 |
-0.81 |
234.607 |
|
229.780 |
4.827 |
2.10 |
|
2.82 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
233.352 |
12/08/24 |
5.68 |
353.792 |
|
477.066 |
-123.274 |
-25.84 |
|
-6.62 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
231.691 |
12/08/24 |
0.80 |
371.442 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
39.535 |
12/08/24 |
|
|
|
|
|
|
|
-na- |
| STI - 28 out of 30 instruments rated - 11/04/22 / 31/05/21 - 25 did rise, Market-Ratio(45) in JPY = 89.29 % |
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 | |
| 2/01/06 |
27/02/06 |
56 |
|
- cash - |
| long |
27/02/06 |
29/05/06 |
91 |
 |
 |
 |
Singapore Exchange |
100 |
35 |
|
282.181 |
283.783 |
|
1.602 |
1 |
10,056 |
2 |
|
| short |
29/05/06 |
4/09/06 |
98 |
 |
 |
 |
Noble Group |
100 |
223 |
|
44.920 |
52.881 |
36.960 |
-7.960 |
-18 |
8,281 |
-52 |
|
| long |
4/09/06 |
26/11/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
27 |
|
303.877 |
1,059.346 |
|
755.469 |
249 |
28,679 |
177 |
|
| short |
26/11/07 |
17/08/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
118 |
|
241.922 |
100.609 |
581.716 |
339.794 |
140 |
68,774 |
66 |
|
| long |
17/08/09 |
7/02/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
1,106 |
|
62.141 |
123.123 |
|
60.982 |
98 |
136,220 |
59 |
|
| short |
7/02/11 |
28/03/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
402 |
|
338.427 |
352.941 |
323.913 |
-14.514 |
-4 |
130,386 |
-28 |
|
| long |
28/03/11 |
2/05/11 |
35 |
 |
 |
 |
Genting |
100 |
980 |
|
132.917 |
139.251 |
|
6.334 |
5 |
136,593 |
62 |
|
| short |
2/05/11 |
2/07/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
402 |
|
339.507 |
221.985 |
519.247 |
179.740 |
53 |
208,848 |
44 |
|
| long |
2/07/12 |
10/06/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
9,740 |
|
21.442 |
49.212 |
|
27.771 |
130 |
479,334 |
142 |
|
| short |
10/06/13 |
5/12/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
6,075 |
|
78.896 |
13.321 |
467.262 |
388.366 |
492 |
2,838,656 |
66 |
|
| long |
5/12/16 |
19/12/16 |
14 |
 |
 |
 |
Genting |
100 |
36,094 |
|
78.645 |
75.148 |
|
-3.497 |
-4 |
2,712,434 |
-69 |
|
| short |
19/12/16 |
8/05/17 |
140 |
 |
 |
 |
StarHub |
100 |
12,162 |
|
223.019 |
222.443 |
223.595 |
0.577 |
0 |
2,719,449 |
1 |
|
| long |
8/05/17 |
12/06/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
26,673 |
|
101.953 |
96.304 |
|
-5.650 |
-6 |
2,568,759 |
-45 |
|
| short |
12/06/17 |
25/01/21 |
1323 |
 |
 |
 |
StarHub |
100 |
11,914 |
|
215.593 |
103.974 |
447.040 |
231.446 |
107 |
5,326,209 |
22 |
|
| long |
25/01/21 |
21/06/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
12,320 |
|
432.313 |
373.177 |
|
-59.136 |
-14 |
4,597,651 |
-31 |
|
| short |
21/06/21 |
19/07/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
21,812 |
|
210.783 |
208.584 |
213.006 |
2.223 |
1 |
4,646,135 |
15 |
|
| long |
19/07/21 |
27/09/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
42,583 |
|
109.105 |
114.817 |
|
5.712 |
5 |
4,889,373 |
30 |
|
| short |
27/09/21 |
12/08/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
12,809 |
|
381.706 |
300.528 |
484.811 |
103.105 |
27 |
6,210,048 |
9 |
|
| accum | 27/02/06 |
12/08/24 | 7414 |
days out of 7470 invested (99%) |
62,000 |
6,210,048 |
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 | 44.92 | 52.88 | 36.96 | -7.96 | -17.72 | | | |
| | short | 10/06/13 | 5/12/16 | 1274 | 78.90 | 13.32 | 467.26 | 388.37 | 492.25 | | | 387.30 |
| Singapore Exchange | long | 27/02/06 | 29/05/06 | 91 | 282.18 | 283.78 | | 1.60 | 0.57 | | | |
| | long | 4/09/06 | 26/11/07 | 448 | 303.88 | 1,059.35 | | 755.47 | 248.61 | | | 250.59 |
| CapitaLand ICT | short | 26/11/07 | 17/08/09 | 630 | 241.92 | 100.61 | 581.72 | 339.79 | 140.46 | | | 140.46 |
| ThaiBev | long | 2/07/12 | 10/06/13 | 343 | 21.44 | 49.21 | | 27.77 | 129.52 | | | 129.52 |
| StarHub | short | 19/12/16 | 8/05/17 | 140 | 223.02 | 222.44 | 223.60 | 0.58 | 0.26 | | | |
| | short | 12/06/17 | 25/01/21 | 1323 | 215.59 | 103.97 | 447.04 | 231.45 | 107.35 | | | 107.89 |
| Yangzijiang Ship | long | 17/08/09 | 7/02/11 | 539 | 62.14 | 123.12 | | 60.98 | 98.13 | | | |
| | long | 8/05/17 | 12/06/17 | 35 | 101.95 | 96.30 | | -5.65 | -5.54 | | | |
| | long | 19/07/21 | 27/09/21 | 70 | 109.11 | 114.82 | | 5.71 | 5.24 | | | 96.95 |
| DFI Retail | short | 27/09/21 | 12/08/24 | 1050 | 381.71 | 300.53 | 484.81 | 103.11 | 27.01 | | | 27.01 |
| Wilmar International | short | 7/02/11 | 28/03/11 | 49 | 338.43 | 352.94 | 323.91 | -14.51 | -4.29 | | | |
| | short | 2/05/11 | 2/07/12 | 427 | 339.51 | 221.99 | 519.25 | 179.74 | 52.94 | | | |
| | long | 25/01/21 | 21/06/21 | 147 | 432.31 | 373.18 | | -59.14 | -13.68 | | | 26.36 |
| Keppel DC REIT | short | 21/06/21 | 19/07/21 | 28 | 210.78 | 208.58 | 213.01 | 2.22 | 1.05 | | | 1.05 |
| Genting | long | 28/03/11 | 2/05/11 | 35 | 132.92 | 139.25 | | 6.33 | 4.77 | | | |
| | long | 5/12/16 | 19/12/16 | 14 | 78.64 | 75.15 | | -3.50 | -4.45 | | | 0.11 |
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 |
|
|