| | Wed, Dec 17th, 2025, 1:47UTC |
| | |
Assessment - Straits Times Index in Pound sterling - 8/22/22 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/22/22 |
Δwk |
10/11/21 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
1,966.779 |
8/12/24 |
-0.81 |
1,983.307 |
|
1,689.106 |
294.202 |
17.42 |
|
10.18 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.447 |
8/12/24 |
-4.03 |
0.571 |
|
0.749 |
-0.177 |
-23.67 |
|
-15.21 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
2.815 |
8/12/24 |
-2.53 |
1.970 |
|
1.020 |
0.950 |
93.11 |
|
50.10 |
| |  |
 |
 |
 |
|
 |
OCBC |
8.407 |
8/12/24 |
0.29 |
7.404 |
|
6.299 |
1.106 |
17.55 |
|
11.49 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
3.587 |
8/12/24 |
0.34 |
3.270 |
|
2.995 |
0.276 |
9.21 |
|
12.11 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
2.584 |
8/12/24 |
0.71 |
2.359 |
|
2.121 |
0.237 |
11.19 |
|
7.39 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
17.805 |
8/12/24 |
0.58 |
16.614 |
|
14.279 |
2.335 |
16.35 |
|
5.34 |
| |  |
 |
 |
 |
L |
 |
Singtel |
1.726 |
8/12/24 |
-2.74 |
1.617 |
|
1.345 |
0.272 |
20.19 |
|
14.04 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
20.656 |
8/12/24 |
1.22 |
19.933 |
|
16.411 |
3.522 |
21.46 |
|
10.25 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
1.277 |
8/12/24 |
0.96 |
1.264 |
|
1.139 |
0.125 |
10.99 |
|
6.13 |
| |  |
 |
 |
 |
S |
 |
Genting |
0.483 |
8/12/24 |
-2.45 |
0.489 |
|
0.412 |
0.077 |
18.69 |
|
12.05 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
5.939 |
8/12/24 |
-0.51 |
6.024 |
|
5.138 |
0.887 |
17.26 |
|
10.99 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.599 |
8/12/24 |
-0.75 |
1.793 |
|
1.611 |
0.182 |
11.30 |
|
9.59 |
| |  |
 |
 |
 |
S |
 |
Keppel |
3.617 |
8/12/24 |
0.34 |
4.280 |
|
2.859 |
1.421 |
49.69 |
|
30.36 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.350 |
8/12/24 |
-0.89 |
1.629 |
|
1.470 |
0.159 |
10.81 |
|
9.52 |
| |  |
 |
 |
 |
|
 |
Emperador |
0.261 |
8/12/24 |
|
0.322 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
15.824 |
8/12/24 |
1.21 |
19.751 |
|
11.718 |
8.032 |
68.55 |
|
50.60 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
8.377 |
8/12/24 |
-0.72 |
11.149 |
|
9.635 |
1.514 |
15.71 |
|
11.15 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
1.848 |
8/12/24 |
-0.98 |
2.498 |
|
2.344 |
0.155 |
6.61 |
|
4.10 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.292 |
8/12/24 |
-4.00 |
0.395 |
|
0.372 |
0.024 |
6.33 |
|
4.21 |
| |  |
 |
 |
 |
L |
 |
SATS |
1.842 |
8/12/24 |
-0.98 |
2.505 |
|
2.349 |
0.155 |
6.62 |
|
9.10 |
| |  |
 |
 |
 |
S |
 |
UOL |
3.228 |
8/12/24 |
-0.19 |
4.444 |
|
3.846 |
0.597 |
15.53 |
|
10.74 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.766 |
8/12/24 |
-0.79 |
1.082 |
|
1.063 |
0.019 |
1.76 |
|
5.55 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
30.731 |
8/12/24 |
1.63 |
44.550 |
|
39.485 |
5.065 |
12.83 |
|
4.67 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.599 |
8/12/24 |
-1.50 |
0.869 |
|
0.792 |
0.077 |
9.75 |
|
7.72 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/22/22 |
Δwk |
10/11/21 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
2.888 |
8/12/24 |
1.80 |
4.247 |
|
3.614 |
0.633 |
17.53 |
|
10.32 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.580 |
8/12/24 |
5.68 |
2.387 |
|
2.512 |
-0.125 |
-4.98 |
|
5.63 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.532 |
8/12/24 |
0.80 |
2.340 |
|
1.817 |
0.523 |
28.78 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
1.036 |
8/12/24 |
-0.81 |
1.639 |
|
1.520 |
0.119 |
7.82 |
|
11.11 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
0.851 |
8/12/24 |
-1.41 |
1.350 |
|
0.868 |
0.482 |
55.47 |
|
30.71 |
| |  |
 |
 |
 |
S |
 |
City Developments |
3.161 |
8/12/24 |
0.97 |
5.076 |
|
3.933 |
1.143 |
29.05 |
|
21.63 |
| STI - 29 out of 30 instruments rated - 8/22/22 / 10/11/21 - 27 did rise, Market-Ratio(45) in GBP = 93.10 % |
Technical Chart
Transactions Straits Times Index in Pound sterling * 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 |
7,230 |
|
1.383 |
1.355 |
|
-0.028 |
-2 |
9,796 |
-8 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
45,680 |
|
0.214 |
0.237 |
0.192 |
-0.023 |
-11 |
8,766 |
-34 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
6,435 |
|
1.362 |
4.743 |
|
3.381 |
248 |
30,521 |
176 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
28,179 |
|
1.083 |
0.641 |
1.831 |
0.748 |
69 |
51,590 |
36 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
130,352 |
|
0.396 |
0.930 |
|
0.534 |
135 |
121,237 |
78 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
47,423 |
|
2.556 |
2.705 |
2.408 |
-0.148 |
-6 |
114,215 |
-36 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
112,138 |
|
1.019 |
1.027 |
|
0.008 |
1 |
115,121 |
9 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
45,994 |
|
2.503 |
1.771 |
3.537 |
1.034 |
41 |
162,672 |
34 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
950,783 |
|
0.171 |
0.324 |
|
0.153 |
90 |
308,295 |
97 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
593,062 |
|
0.520 |
0.092 |
2.932 |
2.412 |
464 |
1,738,858 |
64 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
3,195,836 |
|
0.544 |
0.518 |
|
-0.026 |
-5 |
1,654,993 |
-72 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
1,076,857 |
|
1.537 |
1.518 |
1.556 |
0.020 |
1 |
1,676,022 |
3 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
2,409,527 |
|
0.696 |
0.694 |
|
-0.002 |
0 |
1,671,363 |
-3 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
1,076,314 |
|
1.553 |
0.733 |
3.290 |
1.737 |
112 |
3,541,289 |
23 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
1,162,111 |
|
3.047 |
2.432 |
|
-0.615 |
-20 |
2,826,638 |
-43 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
2,057,435 |
|
1.374 |
1.395 |
1.353 |
-0.021 |
-2 |
2,783,299 |
-18 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
3,814,413 |
|
0.730 |
0.754 |
|
0.025 |
3 |
2,877,925 |
19 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
1,147,377 |
|
2.508 |
1.471 |
4.276 |
1.768 |
70 |
4,906,186 |
20 |
|
| accum | 2/27/06 |
8/12/24 | 7233 |
days out of 7289 invested (99%) |
48,962 |
4,906,186 |
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 | 0.21 | 0.24 | 0.19 | -0.02 | -10.51 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 0.52 | 0.09 | 2.93 | 2.41 | 464.02 | | | 404.73 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 1.38 | 1.35 | | -0.03 | -2.04 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 1.36 | 4.74 | | 3.38 | 248.20 | | | 241.10 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 0.40 | 0.93 | | 0.53 | 135.00 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 0.70 | 0.69 | | -0.00 | -0.28 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 0.73 | 0.75 | | 0.02 | 3.40 | | | 142.31 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 1.54 | 1.52 | 1.56 | 0.02 | 1.27 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 1.55 | 0.73 | 3.29 | 1.74 | 111.88 | | | 114.57 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 0.17 | 0.32 | | 0.15 | 89.52 | | | 89.52 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 2.51 | 1.47 | 4.28 | 1.77 | 70.48 | | | 70.48 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 1.08 | 0.64 | 1.83 | 0.75 | 69.03 | | | 69.03 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 2.56 | 2.70 | 2.41 | -0.15 | -5.79 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 2.50 | 1.77 | 3.54 | 1.03 | 41.31 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 3.05 | 2.43 | | -0.61 | -20.18 | | | 6.26 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 1.37 | 1.39 | 1.35 | -0.02 | -1.53 | | | -1.53 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 1.02 | 1.03 | | 0.01 | 0.79 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 0.54 | 0.52 | | -0.03 | -4.82 | | | -4.07 |
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 |
|
|