| | |
| | |
Assessment - Topix 100 (Tokyo) in Dollar - 11/28/22 - RS = 42
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/28/22 |
⇓ Δwk |
2/07/22 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Price Index |
3.426 |
8/09/24 |
0.43 |
2.925 |
|
3.262 |
-0.337 |
-10.33 |
|
-0.23 |
| |  |
 |
 |
 |
L |
 |
Eisai |
40.119 |
8/09/24 |
1.07 |
69.031 |
|
50.005 |
19.026 |
38.05 |
|
43.98 |
| |  |
 |
 |
 |
L |
 |
Daiichi Sankyo |
39.313 |
8/09/24 |
-1.16 |
32.859 |
|
20.521 |
12.338 |
60.12 |
|
29.66 |
| |  |
 |
 |
 |
|
 |
Mitsui & Co |
20.542 |
8/09/24 |
1.24 |
14.348 |
|
12.888 |
1.460 |
11.33 |
|
20.60 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Heavy |
12.461 |
8/09/24 |
1.67 |
3.771 |
|
2.776 |
0.996 |
35.86 |
|
18.41 |
| |  |
 |
 |
 |
|
 |
Resona |
6.510 |
8/09/24 |
3.93 |
4.770 |
|
4.722 |
0.048 |
1.02 |
|
19.83 |
| |  |
 |
 |
 |
|
 |
Lasertec |
193.898 |
8/09/24 |
-0.92 |
186.948 |
|
193.474 |
-6.526 |
-3.37 |
|
21.24 |
| |  |
 |
 |
 |
|
 |
Disco |
297.690 |
8/09/24 |
-1.95 |
98.678 |
|
93.455 |
5.223 |
5.59 |
|
16.10 |
| |  |
 |
 |
 |
|
 |
Ajinomoto |
36.878 |
8/09/24 |
0.04 |
31.094 |
|
28.158 |
2.936 |
10.43 |
|
14.19 |
| |  |
 |
 |
 |
L |
 |
Japan Tobacco |
28.235 |
8/09/24 |
-0.31 |
20.362 |
|
20.343 |
0.019 |
0.10 |
|
12.87 |
| |  |
 |
 |
 |
L |
 |
Marubeni |
16.397 |
8/09/24 |
1.04 |
11.189 |
|
10.254 |
0.936 |
9.12 |
|
12.38 |
| |  |
 |
 |
 |
|
 |
Sumitomo Corp |
22.847 |
8/09/24 |
2.03 |
16.354 |
|
15.966 |
0.388 |
2.43 |
|
11.94 |
| |  |
 |
 |
 |
|
 |
Tokio Marine |
35.337 |
8/09/24 |
0.20 |
20.816 |
|
20.537 |
0.279 |
1.36 |
|
11.29 |
| |  |
 |
 |
 |
L |
 |
Hitachi |
23.431 |
8/09/24 |
3.73 |
10.647 |
|
10.237 |
0.410 |
4.00 |
|
7.38 |
| |  |
 |
 |
 |
S |
 |
ANA |
19.844 |
8/09/24 |
-1.36 |
21.090 |
|
22.481 |
-1.392 |
-6.19 |
|
7.02 |
| |  |
 |
 |
 |
|
 |
Fast Retailing |
285.517 |
8/09/24 |
-0.50 |
192.242 |
|
185.606 |
6.635 |
3.58 |
|
6.40 |
| |  |
 |
 |
 |
L |
 |
Itochu |
48.475 |
8/09/24 |
6.05 |
31.152 |
|
32.331 |
-1.179 |
-3.65 |
|
6.59 |
| |  |
 |
 |
 |
|
 |
Sumitomo Mitsui FG |
64.594 |
8/09/24 |
3.71 |
33.644 |
|
37.695 |
-4.051 |
-10.75 |
|
6.61 |
| |  |
 |
 |
 |
|
 |
Japan Post |
9.799 |
8/09/24 |
0.52 |
7.736 |
|
8.911 |
-1.175 |
-13.19 |
|
4.82 |
| |  |
 |
 |
 |
L |
 |
Unicharm |
35.142 |
8/09/24 |
-0.93 |
37.202 |
|
38.295 |
-1.093 |
-2.85 |
|
4.80 |
| |  |
 |
 |
 |
S |
 |
West Japan Railway |
18.774 |
8/09/24 |
-2.18 |
20.596 |
|
21.464 |
-0.868 |
-4.04 |
|
4.41 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
11.712 |
8/09/24 |
0.31 |
8.960 |
|
10.439 |
-1.478 |
-14.16 |
|
4.59 |
| |  |
 |
 |
 |
S |
 |
Ono Pharmaceutical |
15.299 |
8/09/24 |
-1.62 |
25.656 |
|
24.607 |
1.049 |
4.26 |
|
3.63 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Corp |
20.107 |
8/09/24 |
1.77 |
11.063 |
|
11.455 |
-0.392 |
-3.42 |
|
4.06 |
| |  |
 |
 |
 |
|
 |
Softbank Group |
54.655 |
8/09/24 |
4.88 |
43.519 |
|
46.510 |
-2.991 |
-6.43 |
|
4.01 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/28/22 |
⇓ Δwk |
2/07/22 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Nitori |
142.002 |
8/09/24 |
-1.03 |
116.325 |
|
141.269 |
-24.945 |
-17.66 |
|
5.25 |
| |  |
 |
 |
 |
|
 |
Takeda |
29.308 |
8/09/24 |
0.52 |
29.070 |
|
29.932 |
-0.861 |
-2.88 |
|
3.52 |
| |  |
 |
 |
 |
|
 |
Panasonic |
7.624 |
8/09/24 |
1.34 |
9.212 |
|
10.445 |
-1.233 |
-11.80 |
|
3.37 |
| |  |
 |
 |
 |
S |
 |
EJR |
18.526 |
8/09/24 |
-0.87 |
18.694 |
|
20.154 |
-1.461 |
-7.25 |
|
2.66 |
| |  |
 |
 |
 |
|
 |
Aeon |
25.274 |
8/09/24 |
1.18 |
20.524 |
|
23.116 |
-2.592 |
-11.21 |
|
2.27 |
| |  |
 |
 |
 |
|
 |
Advantest |
41.718 |
8/09/24 |
-0.41 |
16.674 |
|
20.039 |
-3.364 |
-16.79 |
|
2.75 |
| |  |
 |
 |
 |
|
 |
Komatsu |
27.853 |
8/09/24 |
2.71 |
22.645 |
|
24.511 |
-1.866 |
-7.61 |
|
1.52 |
| |  |
 |
 |
 |
|
 |
Mizuho |
20.020 |
8/09/24 |
2.38 |
12.255 |
|
14.070 |
-1.815 |
-12.90 |
|
1.38 |
| |  |
 |
 |
 |
|
 |
Kirin |
14.528 |
8/09/24 |
0.77 |
15.788 |
|
16.361 |
-0.573 |
-3.50 |
|
0.85 |
| |  |
 |
 |
 |
|
 |
Sekisui House |
23.920 |
8/09/24 |
0.36 |
18.450 |
|
20.247 |
-1.797 |
-8.88 |
|
0.91 |
| |  |
 |
 |
 |
L |
 |
Astellas Pharma |
11.744 |
8/09/24 |
-2.98 |
15.428 |
|
17.574 |
-2.146 |
-12.21 |
|
0.73 |
| |  |
 |
 |
 |
|
 |
Keyence |
430.797 |
8/09/24 |
0.08 |
428.780 |
|
510.830 |
-82.050 |
-16.06 |
|
1.54 |
| |  |
 |
 |
 |
|
 |
Sompo |
21.309 |
8/09/24 |
0.02 |
14.326 |
|
16.286 |
-1.960 |
-12.03 |
|
0.12 |
| |  |
 |
 |
 |
L |
 |
Olympus |
17.229 |
8/09/24 |
1.42 |
20.186 |
|
19.673 |
0.512 |
2.60 |
|
-0.37 |
| |  |
 |
 |
 |
L |
 |
Sumitomo El |
15.349 |
8/09/24 |
2.55 |
11.658 |
|
13.571 |
-1.913 |
-14.10 |
|
0.18 |
| |  |
 |
 |
 |
|
 |
Otsuka |
55.418 |
8/09/24 |
1.22 |
33.954 |
|
35.565 |
-1.611 |
-4.53 |
|
-0.31 |
| |  |
 |
 |
 |
|
 |
Sumitomo Mitsui Trst |
23.913 |
8/09/24 |
2.72 |
15.875 |
|
18.430 |
-2.555 |
-13.86 |
|
-0.19 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Estate |
16.408 |
8/09/24 |
-0.52 |
14.020 |
|
14.683 |
-0.663 |
-4.52 |
|
-0.66 |
| |  |
 |
 |
 |
|
 |
Fujitsu |
17.416 |
8/09/24 |
2.37 |
13.541 |
|
14.010 |
-0.468 |
-3.34 |
|
-0.18 |
| |  |
 |
 |
 |
S |
 |
Nippon Tel & Tel |
1.049 |
8/09/24 |
0.21 |
1.118 |
|
1.165 |
-0.047 |
-4.04 |
|
-1.34 |
| |  |
 |
 |
 |
|
 |
Subaru |
17.499 |
8/09/24 |
-2.37 |
16.628 |
|
17.496 |
-0.868 |
-4.96 |
|
-1.39 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
22.826 |
8/09/24 |
1.83 |
15.688 |
|
17.100 |
-1.412 |
-8.26 |
|
-1.16 |
| |  |
 |
 |
 |
|
 |
Mitsubishi UFJ |
10.159 |
8/09/24 |
1.22 |
5.416 |
|
6.436 |
-1.020 |
-15.85 |
|
-1.43 |
| |  |
 |
 |
 |
|
 |
Sumitomo Realty |
31.512 |
8/09/24 |
-0.57 |
26.405 |
|
30.931 |
-4.526 |
-14.63 |
|
-1.39 |
| |  |
 |
 |
 |
|
 |
Canon |
32.592 |
8/09/24 |
1.64 |
22.962 |
|
24.324 |
-1.362 |
-5.60 |
|
-2.45 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/28/22 |
⇓ Δwk |
2/07/22 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Bridgestone |
40.206 |
8/09/24 |
-1.33 |
37.699 |
|
45.189 |
-7.490 |
-16.57 |
|
-2.05 |
| |  |
 |
 |
 |
S |
 |
Central Jap. Railway |
23.135 |
8/09/24 |
-2.10 |
24.144 |
|
25.994 |
-1.850 |
-7.12 |
|
-2.31 |
| |  |
 |
 |
 |
|
 |
Seven & i |
12.047 |
8/09/24 |
-0.54 |
13.690 |
|
16.790 |
-3.100 |
-18.46 |
|
-2.76 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
21.702 |
8/09/24 |
-0.50 |
9.822 |
|
12.026 |
-2.204 |
-18.33 |
|
-3.49 |
| |  |
 |
 |
 |
|
 |
Hoya |
141.858 |
8/09/24 |
0.90 |
104.836 |
|
134.488 |
-29.652 |
-22.05 |
|
-3.94 |
| |  |
 |
 |
 |
L |
 |
Renesas Electronics |
15.756 |
8/09/24 |
0.44 |
9.868 |
|
10.919 |
-1.051 |
-9.63 |
|
-4.12 |
| |  |
 |
 |
 |
|
 |
Mitsui Fudosan |
10.336 |
8/09/24 |
-0.24 |
6.555 |
|
7.221 |
-0.667 |
-9.24 |
|
-5.28 |
| |  |
 |
 |
 |
S |
 |
KDDI |
32.477 |
8/09/24 |
-0.22 |
29.704 |
|
32.557 |
-2.853 |
-8.76 |
|
-5.41 |
| |  |
 |
 |
 |
|
 |
Shin-Etsu |
42.835 |
8/09/24 |
0.03 |
25.440 |
|
32.983 |
-7.543 |
-22.87 |
|
-4.31 |
| |  |
 |
 |
 |
|
 |
Nintendo |
56.189 |
8/09/24 |
3.11 |
42.540 |
|
50.848 |
-8.309 |
-16.34 |
|
-5.55 |
| |  |
 |
 |
 |
L |
 |
Daikin |
121.943 |
8/09/24 |
-3.40 |
164.655 |
|
194.604 |
-29.949 |
-15.39 |
|
-5.34 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
27.392 |
8/09/24 |
3.15 |
17.866 |
|
24.042 |
-6.175 |
-25.69 |
|
-5.53 |
| |  |
 |
 |
 |
L |
 |
Kao |
46.307 |
8/09/24 |
1.56 |
40.235 |
|
45.676 |
-5.441 |
-11.91 |
|
-5.95 |
| |  |
 |
 |
 |
|
 |
SoftBank |
13.527 |
8/09/24 |
0.51 |
10.790 |
|
12.527 |
-1.738 |
-13.87 |
|
-6.09 |
| |  |
 |
 |
 |
L |
 |
Shiseido |
24.129 |
8/09/24 |
-12.07 |
41.265 |
|
52.135 |
-10.870 |
-20.85 |
|
-5.48 |
| |  |
 |
 |
 |
S |
 |
Secom |
67.627 |
8/09/24 |
-0.88 |
61.411 |
|
72.043 |
-10.632 |
-14.76 |
|
-6.29 |
| |  |
 |
 |
 |
|
 |
Mitsubishi El |
14.823 |
8/09/24 |
-3.88 |
10.178 |
|
12.258 |
-2.080 |
-16.97 |
|
-6.18 |
| |  |
 |
 |
 |
|
 |
Daiwa House |
31.001 |
8/09/24 |
-0.85 |
23.013 |
|
29.462 |
-6.449 |
-21.89 |
|
-6.08 |
| |  |
 |
 |
 |
L |
 |
Fujifilm |
24.554 |
8/09/24 |
2.25 |
17.822 |
|
22.058 |
-4.236 |
-19.20 |
|
-5.95 |
| |  |
 |
 |
 |
S |
 |
Oriental Land |
28.220 |
8/09/24 |
-0.15 |
28.739 |
|
36.374 |
-7.635 |
-20.99 |
|
-6.32 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
10.228 |
8/09/24 |
-0.14 |
8.048 |
|
9.861 |
-1.813 |
-18.39 |
|
-6.99 |
| |  |
 |
 |
 |
S |
 |
M3 |
8.301 |
8/09/24 |
-2.00 |
31.375 |
|
36.565 |
-5.190 |
-14.19 |
|
-6.71 |
| |  |
 |
 |
 |
|
 |
Nomura |
5.329 |
8/09/24 |
2.06 |
3.604 |
|
4.708 |
-1.103 |
-23.44 |
|
-7.04 |
| |  |
 |
 |
 |
S |
 |
Denso |
15.191 |
8/09/24 |
-0.19 |
13.837 |
|
18.474 |
-4.637 |
-25.10 |
|
-7.11 |
| |  |
 |
 |
 |
S |
 |
Sony |
88.774 |
8/09/24 |
0.28 |
82.904 |
|
110.060 |
-27.156 |
-24.67 |
|
-7.02 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/28/22 |
⇓ Δwk |
2/07/22 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Kyocera |
11.510 |
8/09/24 |
-0.62 |
12.657 |
|
14.879 |
-2.222 |
-14.93 |
|
-8.16 |
| |  |
 |
 |
 |
|
 |
Chugai |
44.095 |
8/09/24 |
2.60 |
26.326 |
|
35.287 |
-8.961 |
-25.39 |
|
-7.99 |
| |  |
 |
 |
 |
S |
 |
Shionogi |
45.197 |
8/09/24 |
0.56 |
50.527 |
|
69.409 |
-18.882 |
-27.20 |
|
-8.22 |
| |  |
 |
 |
 |
S |
 |
SMC |
466.379 |
8/09/24 |
-0.17 |
462.849 |
|
555.602 |
-92.752 |
-16.69 |
|
-8.33 |
| |  |
 |
 |
 |
|
 |
Asahi Group |
37.433 |
8/09/24 |
-2.18 |
31.901 |
|
41.468 |
-9.567 |
-23.07 |
|
-8.64 |
| |  |
 |
 |
 |
L |
 |
Bandai Namco |
20.427 |
8/09/24 |
-5.94 |
21.675 |
|
24.721 |
-3.046 |
-12.32 |
|
-9.31 |
| |  |
 |
 |
 |
L |
 |
Eneos |
4.940 |
8/09/24 |
1.55 |
3.368 |
|
4.075 |
-0.707 |
-17.34 |
|
-9.35 |
| |  |
 |
 |
 |
|
 |
Orix |
24.021 |
8/09/24 |
4.68 |
16.023 |
|
21.486 |
-5.463 |
-25.43 |
|
-9.27 |
| |  |
 |
 |
 |
S |
 |
Asahi Kasei |
6.847 |
8/09/24 |
-1.15 |
7.329 |
|
9.702 |
-2.373 |
-24.46 |
|
-9.33 |
| |  |
 |
 |
 |
L |
 |
Shimano |
195.051 |
8/09/24 |
-0.48 |
173.623 |
|
225.509 |
-51.887 |
-23.01 |
|
-9.26 |
| |  |
 |
 |
 |
|
 |
Toyota |
17.629 |
8/09/24 |
-0.14 |
14.643 |
|
19.782 |
-5.139 |
-25.98 |
|
-9.81 |
| |  |
 |
 |
 |
|
 |
Terumo |
18.806 |
8/09/24 |
5.05 |
14.521 |
|
18.017 |
-3.497 |
-19.41 |
|
-10.12 |
| |  |
 |
 |
 |
|
 |
NEC |
85.893 |
8/09/24 |
2.71 |
35.005 |
|
44.163 |
-9.158 |
-20.74 |
|
-10.32 |
| |  |
 |
 |
 |
L |
 |
Murata Manufacturing |
19.901 |
8/09/24 |
-1.32 |
18.177 |
|
23.861 |
-5.683 |
-23.82 |
|
-10.03 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
2.955 |
8/09/24 |
-0.56 |
3.616 |
|
5.207 |
-1.591 |
-30.55 |
|
-10.71 |
| |  |
 |
 |
 |
|
 |
Fanuc |
27.997 |
8/09/24 |
-0.66 |
29.452 |
|
38.721 |
-9.269 |
-23.94 |
|
-11.67 |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Chemical |
5.999 |
8/09/24 |
-0.14 |
5.216 |
|
7.296 |
-2.080 |
-28.51 |
|
-11.63 |
| |  |
 |
 |
 |
S |
 |
Kubota |
14.056 |
8/09/24 |
1.80 |
15.072 |
|
20.834 |
-5.762 |
-27.66 |
|
-11.87 |
| |  |
 |
 |
 |
|
 |
Japan Exchange |
23.899 |
8/09/24 |
4.70 |
14.517 |
|
20.786 |
-6.269 |
-30.16 |
|
-11.80 |
| |  |
 |
 |
 |
S |
 |
Sysmex |
18.900 |
8/09/24 |
1.04 |
20.518 |
|
30.674 |
-10.155 |
-33.11 |
|
-11.42 |
| |  |
 |
 |
 |
L |
 |
Nidec |
41.927 |
8/09/24 |
0.80 |
63.204 |
|
86.770 |
-23.566 |
-27.16 |
|
-12.17 |
| |  |
 |
 |
 |
|
 |
Nippon Yūsen |
32.600 |
8/09/24 |
0.82 |
21.137 |
|
26.892 |
-5.755 |
-21.40 |
|
-12.85 |
| |  |
 |
 |
 |
L |
 |
Omron |
38.203 |
8/09/24 |
0.23 |
51.356 |
|
71.521 |
-20.166 |
-28.20 |
|
-13.93 |
| |  |
 |
 |
 |
|
 |
Tokyo Electron |
185.903 |
8/09/24 |
0.70 |
108.762 |
|
160.163 |
-51.401 |
-32.09 |
|
-14.46 |
| |  |
 |
 |
 |
L |
 |
Recruit |
59.797 |
8/09/24 |
6.81 |
31.851 |
|
49.257 |
-17.407 |
-35.34 |
|
-15.48 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
11/28/22 |
⇓ Δwk |
2/07/22 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
LY |
2.726 |
8/09/24 |
-0.76 |
2.708 |
|
5.034 |
-2.326 |
-46.21 |
|
-24.00 |
| Topix (TYO) - 100 out of 100 instruments rated - 11/28/22 / 2/07/22 - 15 did rise, Market-Ratio(42) in USD = 15.00 % |
| Stock Exchange Currency: JPY ¥ Japanese yen |
Technical Chart
Transactions Topix 100 (Tokyo) in Dollar * A42 - 32/30 (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 |
11/12/07 |
679 |
|
- cash - |
| short |
11/12/07 |
12/24/07 |
42 |
 |
 |
 |
Orix |
100 |
60,284 |
|
0.166 |
0.164 |
0.167 |
0.001 |
1 |
10,086 |
8 |
|
| long |
12/24/07 |
12/31/07 |
7 |
 |
 |
 |
Nintendo |
100 |
17,379 |
|
0.580 |
0.595 |
|
0.015 |
3 |
10,343 |
273 |
|
| short |
12/31/07 |
7/27/09 |
574 |
 |
 |
 |
Orix |
100 |
60,695 |
|
0.170 |
0.062 |
0.467 |
0.297 |
174 |
28,369 |
90 |
|
| long |
7/27/09 |
7/05/10 |
343 |
 |
 |
 |
Kubota |
100 |
315,644 |
|
0.090 |
0.076 |
|
-0.014 |
-16 |
23,925 |
-17 |
|
| short |
7/05/10 |
7/12/10 |
7 |
 |
 |
 |
Inpex |
100 |
173,617 |
|
0.138 |
0.123 |
0.155 |
0.017 |
12 |
26,859 |
41,558 |
|
| long |
7/12/10 |
8/16/10 |
35 |
 |
 |
 |
Isuzu Motors |
100 |
460,401 |
|
0.058 |
0.059 |
|
0.000 |
1 |
27,033 |
7 |
|
| short |
8/16/10 |
8/23/10 |
7 |
 |
 |
 |
Inpex |
100 |
237,475 |
|
0.114 |
0.116 |
0.111 |
-0.003 |
-2 |
26,407 |
-71 |
|
| long |
8/23/10 |
10/25/10 |
63 |
 |
 |
 |
Isuzu Motors |
100 |
419,505 |
|
0.063 |
0.073 |
|
0.010 |
15 |
30,425 |
127 |
|
| short |
10/25/10 |
11/22/10 |
28 |
 |
 |
 |
Resona |
100 |
406,417 |
|
0.075 |
0.063 |
0.089 |
0.014 |
19 |
36,171 |
854 |
|
| long |
11/22/10 |
1/24/11 |
63 |
 |
 |
 |
Isuzu Motors |
100 |
439,221 |
|
0.082 |
0.089 |
|
0.007 |
9 |
39,295 |
62 |
|
| short |
1/24/11 |
1/31/11 |
7 |
 |
 |
 |
Resona |
100 |
714,943 |
|
0.055 |
0.050 |
0.061 |
0.006 |
10 |
43,254 |
14,816 |
|
| long |
1/31/11 |
8/29/11 |
210 |
 |
 |
 |
Isuzu Motors |
100 |
442,821 |
|
0.098 |
0.083 |
|
-0.014 |
-15 |
36,956 |
-24 |
|
| short |
8/29/11 |
2/13/12 |
168 |
 |
 |
 |
Nintendo |
100 |
218,592 |
|
0.169 |
0.139 |
0.206 |
0.037 |
22 |
45,096 |
54 |
|
| long |
2/13/12 |
5/07/12 |
84 |
 |
 |
 |
Fast Retailing |
100 |
66,185 |
|
0.681 |
0.731 |
|
0.049 |
7 |
48,367 |
36 |
|
| short |
5/07/12 |
6/11/12 |
35 |
 |
 |
 |
Sony |
100 |
315,570 |
|
0.153 |
0.129 |
0.182 |
0.029 |
19 |
57,560 |
514 |
|
| long |
6/11/12 |
1/11/16 |
1309 |
 |
 |
 |
Subaru |
100 |
758,823 |
|
0.076 |
0.366 |
|
0.290 |
382 |
277,383 |
55 |
|
| short |
1/11/16 |
10/31/16 |
294 |
 |
 |
 |
Toshiba |
100 |
1,420,318 |
|
0.195 |
0.364 |
0.027 |
-0.168 |
-86 |
38,491 |
-91 |
|
| long |
10/31/16 |
10/29/18 |
728 |
 |
 |
 |
Toshiba |
100 |
105,886 |
|
0.364 |
0.283 |
|
-0.080 |
-22 |
29,991 |
-12 |
|
| short |
10/29/18 |
12/03/18 |
35 |
 |
 |
 |
Tokyo Electron |
100 |
71,174 |
|
0.421 |
0.470 |
0.373 |
-0.048 |
-12 |
26,541 |
-72 |
|
| long |
12/03/18 |
12/10/18 |
7 |
 |
 |
 |
Eisai |
100 |
28,998 |
|
0.915 |
0.851 |
|
-0.064 |
-7 |
24,686 |
-98 |
|
| short |
12/10/18 |
1/14/19 |
35 |
 |
 |
 |
Nitto Denko |
100 |
49,106 |
|
0.503 |
0.530 |
0.476 |
-0.027 |
-5 |
23,350 |
-44 |
|
| long |
1/14/19 |
2/18/19 |
35 |
 |
 |
 |
Kansai Electric Pwr |
100 |
141,668 |
|
0.165 |
0.144 |
|
-0.021 |
-12 |
20,442 |
-75 |
|
| short |
2/18/19 |
7/01/19 |
133 |
 |
 |
 |
Nintendo |
100 |
76,145 |
|
0.268 |
0.369 |
0.168 |
-0.101 |
-38 |
12,754 |
-73 |
|
| long |
7/01/19 |
7/08/19 |
7 |
 |
 |
 |
Rakuten |
100 |
110,358 |
|
0.116 |
0.109 |
|
-0.006 |
-5 |
12,058 |
-95 |
|
| short |
7/08/19 |
9/09/19 |
63 |
 |
 |
 |
Eisai |
100 |
21,314 |
|
0.566 |
0.500 |
0.641 |
0.075 |
13 |
13,654 |
105 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | long |
9/09/19 |
3/09/20 |
182 |
 |
 |
 |
Daiichi Sankyo |
100 |
60,666 |
|
0.225 |
0.204 |
|
-0.021 |
-9 |
12,388 |
-18 |
|
| short |
3/09/20 |
5/25/20 |
77 |
 |
 |
 |
JFE |
100 |
160,112 |
|
0.077 |
0.068 |
0.088 |
0.011 |
14 |
14,122 |
86 |
|
| long |
5/25/20 |
7/13/20 |
49 |
 |
 |
 |
Ono Pharmaceutical |
100 |
52,171 |
|
0.271 |
0.272 |
|
0.001 |
0 |
14,185 |
3 |
|
| short |
7/13/20 |
7/20/20 |
7 |
 |
 |
 |
West Japan Railway |
100 |
56,038 |
|
0.253 |
0.251 |
0.256 |
0.003 |
1 |
14,335 |
73 |
|
| long |
7/20/20 |
8/10/20 |
21 |
 |
 |
 |
Yamato |
100 |
55,755 |
|
0.257 |
0.263 |
|
0.006 |
2 |
14,651 |
46 |
|
| short |
8/10/20 |
11/16/20 |
98 |
 |
 |
 |
West Japan Railway |
100 |
64,647 |
|
0.227 |
0.236 |
0.217 |
-0.009 |
-4 |
14,054 |
-14 |
|
| long |
11/16/20 |
8/09/24 |
1362 |
 |
 |
 |
Nidec |
100 |
12,583 |
|
1.117 |
0.360 |
|
-0.757 |
-68 |
4,533 |
-26 |
|
| accum | 11/12/07 |
8/09/24 | 6758 |
days out of 7437 invested (91%) |
-55 |
4,533 |
-4 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Subaru | long | 6/11/12 | 1/11/16 | 1309 | 0.08 | 0.37 | | 0.29 | 381.90 | | | 381.90 |
| Orix | short | 11/12/07 | 12/24/07 | 42 | 0.17 | 0.16 | 0.17 | 0.00 | 0.86 | | | |
| | short | 12/31/07 | 7/27/09 | 574 | 0.17 | 0.06 | 0.47 | 0.30 | 174.27 | | | 176.62 |
| Resona | short | 10/25/10 | 11/22/10 | 28 | 0.07 | 0.06 | 0.09 | 0.01 | 18.89 | | | |
| | short | 1/24/11 | 1/31/11 | 7 | 0.05 | 0.05 | 0.06 | 0.01 | 10.07 | | | 30.86 |
| Sony | short | 5/07/12 | 6/11/12 | 35 | 0.15 | 0.13 | 0.18 | 0.03 | 19.01 | | | 19.01 |
| JFE | short | 3/09/20 | 5/25/20 | 77 | 0.08 | 0.07 | 0.09 | 0.01 | 14.00 | | | 14.00 |
| Inpex | short | 7/05/10 | 7/12/10 | 7 | 0.14 | 0.12 | 0.15 | 0.02 | 12.26 | | | |
| | short | 8/16/10 | 8/23/10 | 7 | 0.11 | 0.12 | 0.11 | -0.00 | -2.31 | | | 9.67 |
| Isuzu Motors | long | 7/12/10 | 8/16/10 | 35 | 0.06 | 0.06 | | 0.00 | 0.65 | | | |
| | long | 8/23/10 | 10/25/10 | 63 | 0.06 | 0.07 | | 0.01 | 15.21 | | | |
| | long | 11/22/10 | 1/24/11 | 63 | 0.08 | 0.09 | | 0.01 | 8.64 | | | |
| | long | 1/31/11 | 8/29/11 | 210 | 0.10 | 0.08 | | -0.01 | -14.56 | | | 7.63 |
| Fast Retailing | long | 2/13/12 | 5/07/12 | 84 | 0.68 | 0.73 | | 0.05 | 7.25 | | | 7.25 |
| Eisai | long | 12/03/18 | 12/10/18 | 7 | 0.92 | 0.85 | | -0.06 | -6.99 | | | |
| | short | 7/08/19 | 9/09/19 | 63 | 0.57 | 0.50 | 0.64 | 0.07 | 13.23 | | | 5.32 |
| Yamato | long | 7/20/20 | 8/10/20 | 21 | 0.26 | 0.26 | | 0.01 | 2.21 | | | 2.21 |
| Ono Pharmaceutical | long | 5/25/20 | 7/13/20 | 49 | 0.27 | 0.27 | | 0.00 | 0.45 | | | 0.45 |
| West Japan Railway | short | 7/13/20 | 7/20/20 | 7 | 0.25 | 0.25 | 0.26 | 0.00 | 1.05 | | | |
| | short | 8/10/20 | 11/16/20 | 98 | 0.23 | 0.24 | 0.22 | -0.01 | -4.07 | | | -3.06 |
| Nitto Denko | short | 12/10/18 | 1/14/19 | 35 | 0.50 | 0.53 | 0.48 | -0.03 | -5.41 | | | -5.41 |
| Rakuten | long | 7/01/19 | 7/08/19 | 7 | 0.12 | 0.11 | | -0.01 | -5.46 | | | -5.46 |
| Daiichi Sankyo | long | 9/09/19 | 3/09/20 | 182 | 0.23 | 0.20 | | -0.02 | -9.27 | | | -9.27 |
| Tokyo Electron | short | 10/29/18 | 12/03/18 | 35 | 0.42 | 0.47 | 0.37 | -0.05 | -11.50 | | | -11.50 |
| Kansai Electric Pwr | long | 1/14/19 | 2/18/19 | 35 | 0.16 | 0.14 | | -0.02 | -12.46 | | | -12.46 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Kubota | long | 7/27/09 | 7/05/10 | 343 | 0.09 | 0.08 | | -0.01 | -15.67 | | | -15.67 |
| Nintendo | long | 12/24/07 | 12/31/07 | 7 | 0.58 | 0.60 | | 0.01 | 2.56 | | | |
| | short | 8/29/11 | 2/13/12 | 168 | 0.17 | 0.14 | 0.21 | 0.04 | 22.03 | | | |
| | short | 2/18/19 | 7/01/19 | 133 | 0.27 | 0.37 | 0.17 | -0.10 | -37.61 | | | -21.92 |
| Nidec | long | 11/16/20 | 8/09/24 | 1362 | 1.12 | 0.36 | | -0.76 | -67.74 | | | -67.74 |
| Toshiba | short | 1/11/16 | 10/31/16 | 294 | 0.20 | 0.36 | 0.03 | -0.17 | -86.12 | | | |
| | long | 10/31/16 | 10/29/18 | 728 | 0.36 | 0.28 | | -0.08 | -22.08 | | | -89.19 |
Annotations
| 3/28/24 | West Japan Railway | | | stock split 1:2 (two for one) |
| | Fujitsu | | | stock split 1:10 (ten for one) |
| | Mitsubishi Heavy | | | stock split 1:10 (ten for one) |
| | Suzuki Motor | | | stock split 1:4 (four for one) |
| | MS&AD Insurance | | | stock split 1:3 (three for one) |
| | Sysmex | | | stock split 1:3 (three for one) |
| | Sompo | | | stock split 1:3 (three for one) |
| | Mitsui Fudosan | | | stock split 1:3 (three for one) |
| | Fujifilm | | | stock split 1:3 (three for one) |
| | EJR | | | stock split 1:3 (three for one) |
| | Terumo | | | stock split 1:2 (two for one) |
| 2/28/24 | Seven & i | | | stock split 1:3 (three for one) |
| 9/28/23 | Central Jap. Railway | | | stock split 1:5 (five for one) |
| | Denso | | | stock split 1:4 (four for one) |
| | Murata Manufacturing | | | stock split 1:3 (three for one) |
| | Honda Motor | | | stock split 1:3 (three for one) |
| 6/29/23 | Nippon Tel & Tel | | | stock split 1:25 (twenty-five for one) |
| 3/30/23 | Disco | | | stock split 1:3 (three for one) |
| | Shin-Etsu | | | stock split 1:5 (five for one) |
| | Oriental Land | | | stock split 1:5 (five for one) |
| | Fanuc | | | stock split 1:5 (five for one) |
| | Tokyo Electron | | | stock split 1:3 (three for one) |
| | Bandai Namco | | | stock split 1:3 (three for one) |
| 2/27/23 | Fast Retailing | | | splits 1:3 (three for one) |
| 9/29/22 | Nippon Yūsen | | | stock split 1:3 (three for one) |
| | Tokio Marine | | | stock split 1:3 (three for one) |
| | Nintendo | | | stock split 1:10 (ten for one) |
| 9/29/21 | Toyota | | | stock split 1:5 (five for one) |
| 3/30/20 | Nidec | | | splits 1:2 (two for one) |
| 12/27/19 | Nippon Tel & Tel | | | splits 1:2 (two for one) |
| 11/19/19 | Keyence | | | splits 1:2 (two for one) |
| 4/06/17 | Fuji Heavy | | | is now called Subaru Corporation |
| 1/18/17 | Keyence | | | stock split 1:2 (two for one) |
| 4/18/16 | Topix (TYO) | | | complete analysis after creation |
|
|