| | |
| | |
Assessment - Topix 100 (Tokyo) in Dollar - 3/27/23 - RS = 42
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
6/06/22 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Price Index |
3.617 |
8/09/24 |
0.43 |
3.041 |
|
2.942 |
0.099 |
3.38 |
|
6.08 |
| |  |
 |
 |
 |
|
 |
Advantest |
44.046 |
8/09/24 |
-0.41 |
22.776 |
|
17.408 |
5.368 |
30.84 |
|
45.83 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
24.099 |
8/09/24 |
1.83 |
22.798 |
|
16.911 |
5.887 |
34.81 |
|
38.59 |
| |  |
 |
 |
 |
L |
 |
Renesas Electronics |
16.635 |
8/09/24 |
0.44 |
13.487 |
|
11.560 |
1.927 |
16.67 |
|
35.34 |
| |  |
 |
 |
 |
|
 |
Disco |
314.296 |
8/09/24 |
-1.95 |
112.547 |
|
89.125 |
23.423 |
26.28 |
|
30.16 |
| |  |
 |
 |
 |
L |
 |
Daiichi Sankyo |
41.506 |
8/09/24 |
-1.16 |
35.696 |
|
25.789 |
9.906 |
38.41 |
|
26.02 |
| |  |
 |
 |
 |
|
 |
Shin-Etsu |
45.224 |
8/09/24 |
0.03 |
31.878 |
|
27.943 |
3.935 |
14.08 |
|
26.61 |
| |  |
 |
 |
 |
L |
 |
Marubeni |
17.312 |
8/09/24 |
1.04 |
13.236 |
|
10.649 |
2.586 |
24.29 |
|
25.73 |
| |  |
 |
 |
 |
|
 |
Ajinomoto |
38.935 |
8/09/24 |
0.04 |
33.802 |
|
22.960 |
10.842 |
47.22 |
|
21.50 |
| |  |
 |
 |
 |
|
 |
Sumitomo Mitsui FG |
68.198 |
8/09/24 |
3.71 |
39.057 |
|
30.204 |
8.853 |
29.31 |
|
19.55 |
| |  |
 |
 |
 |
|
 |
Keyence |
454.828 |
8/09/24 |
0.08 |
471.710 |
|
388.887 |
82.823 |
21.30 |
|
18.88 |
| |  |
 |
 |
 |
S |
 |
Nitori |
149.924 |
8/09/24 |
-1.03 |
124.220 |
|
98.834 |
25.387 |
25.69 |
|
18.35 |
| |  |
 |
 |
 |
|
 |
Sumitomo Corp |
24.122 |
8/09/24 |
2.03 |
17.487 |
|
14.442 |
3.045 |
21.08 |
|
16.24 |
| |  |
 |
 |
 |
L |
 |
Unicharm |
37.103 |
8/09/24 |
-0.93 |
40.593 |
|
32.449 |
8.144 |
25.10 |
|
15.96 |
| |  |
 |
 |
 |
|
 |
Mitsui & Co |
21.688 |
8/09/24 |
1.24 |
14.376 |
|
12.550 |
1.827 |
14.56 |
|
14.85 |
| |  |
 |
 |
 |
L |
 |
Japan Tobacco |
29.810 |
8/09/24 |
-0.31 |
20.821 |
|
18.121 |
2.700 |
14.90 |
|
14.14 |
| |  |
 |
 |
 |
|
 |
Mitsubishi El |
15.650 |
8/09/24 |
-3.88 |
11.795 |
|
10.976 |
0.819 |
7.46 |
|
14.11 |
| |  |
 |
 |
 |
|
 |
Fast Retailing |
301.444 |
8/09/24 |
-0.50 |
210.228 |
|
173.698 |
36.529 |
21.03 |
|
13.55 |
| |  |
 |
 |
 |
|
 |
Sekisui House |
25.255 |
8/09/24 |
0.36 |
20.129 |
|
17.366 |
2.763 |
15.91 |
|
13.53 |
| |  |
 |
 |
 |
|
 |
Takeda |
30.943 |
8/09/24 |
0.52 |
32.662 |
|
27.678 |
4.984 |
18.01 |
|
13.47 |
| |  |
 |
 |
 |
|
 |
Lasertec |
204.714 |
8/09/24 |
-0.92 |
166.768 |
|
139.148 |
27.619 |
19.85 |
|
13.56 |
| |  |
 |
 |
 |
|
 |
Mizuho |
21.137 |
8/09/24 |
2.38 |
14.011 |
|
11.613 |
2.399 |
20.65 |
|
13.41 |
| |  |
 |
 |
 |
S |
 |
Oriental Land |
29.795 |
8/09/24 |
-0.15 |
33.285 |
|
29.369 |
3.916 |
13.33 |
|
12.84 |
| |  |
 |
 |
 |
|
 |
Japan Post |
10.346 |
8/09/24 |
0.52 |
8.308 |
|
7.270 |
1.038 |
14.27 |
|
11.82 |
| |  |
 |
 |
 |
L |
 |
Eisai |
42.357 |
8/09/24 |
1.07 |
55.536 |
|
39.875 |
15.661 |
39.28 |
|
11.36 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
6/06/22 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Komatsu |
29.407 |
8/09/24 |
2.71 |
24.624 |
|
25.676 |
-1.052 |
-4.10 |
|
11.47 |
| |  |
 |
 |
 |
|
 |
Asahi Group |
39.521 |
8/09/24 |
-2.18 |
36.578 |
|
33.693 |
2.885 |
8.56 |
|
11.10 |
| |  |
 |
 |
 |
L |
 |
Sumitomo El |
16.205 |
8/09/24 |
2.55 |
12.479 |
|
11.222 |
1.257 |
11.20 |
|
10.64 |
| |  |
 |
 |
 |
|
 |
Fanuc |
29.559 |
8/09/24 |
-0.66 |
34.966 |
|
32.836 |
2.130 |
6.49 |
|
10.68 |
| |  |
 |
 |
 |
|
 |
Mitsubishi UFJ |
10.726 |
8/09/24 |
1.22 |
6.278 |
|
5.604 |
0.674 |
12.04 |
|
10.81 |
| |  |
 |
 |
 |
S |
 |
SMC |
492.394 |
8/09/24 |
-0.17 |
520.987 |
|
524.736 |
-3.749 |
-0.71 |
|
10.58 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Corp |
21.228 |
8/09/24 |
1.77 |
11.752 |
|
11.471 |
0.280 |
2.44 |
|
10.10 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
12.365 |
8/09/24 |
0.31 |
9.019 |
|
7.475 |
1.544 |
20.65 |
|
9.41 |
| |  |
 |
 |
 |
L |
 |
Itochu |
51.179 |
8/09/24 |
6.05 |
31.833 |
|
28.361 |
3.472 |
12.24 |
|
9.46 |
| |  |
 |
 |
 |
|
 |
Tokyo Electron |
196.273 |
8/09/24 |
0.70 |
123.574 |
|
153.395 |
-29.822 |
-19.44 |
|
9.62 |
| |  |
 |
 |
 |
L |
 |
Shiseido |
25.475 |
8/09/24 |
-12.07 |
45.688 |
|
42.545 |
3.143 |
7.39 |
|
8.89 |
| |  |
 |
 |
 |
S |
 |
ANA |
20.951 |
8/09/24 |
-1.36 |
21.388 |
|
19.668 |
1.720 |
8.74 |
|
8.26 |
| |  |
 |
 |
 |
|
 |
Sumitomo Mitsui Trst |
25.247 |
8/09/24 |
2.72 |
17.205 |
|
15.235 |
1.971 |
12.94 |
|
8.07 |
| |  |
 |
 |
 |
L |
 |
Hitachi |
24.738 |
8/09/24 |
3.73 |
10.631 |
|
10.428 |
0.203 |
1.95 |
|
7.82 |
| |  |
 |
 |
 |
|
 |
Resona |
6.873 |
8/09/24 |
3.93 |
4.563 |
|
3.734 |
0.829 |
22.19 |
|
7.72 |
| |  |
 |
 |
 |
L |
 |
Omron |
40.335 |
8/09/24 |
0.23 |
56.920 |
|
56.577 |
0.343 |
0.61 |
|
7.58 |
| |  |
 |
 |
 |
L |
 |
Daikin |
128.745 |
8/09/24 |
-3.40 |
175.285 |
|
159.742 |
15.543 |
9.73 |
|
7.18 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
42.449 |
8/09/24 |
-1.33 |
39.673 |
|
39.412 |
0.261 |
0.66 |
|
7.12 |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Chemical |
6.334 |
8/09/24 |
-0.14 |
5.823 |
|
5.944 |
-0.121 |
-2.03 |
|
7.38 |
| |  |
 |
 |
 |
|
 |
Nippon Yūsen |
34.418 |
8/09/24 |
0.82 |
25.004 |
|
27.028 |
-2.024 |
-7.49 |
|
7.28 |
| |  |
 |
 |
 |
|
 |
SoftBank |
14.281 |
8/09/24 |
0.51 |
11.825 |
|
11.173 |
0.652 |
5.84 |
|
7.00 |
| |  |
 |
 |
 |
S |
 |
Nippon Tel & Tel |
1.108 |
8/09/24 |
0.21 |
1.215 |
|
1.191 |
0.023 |
1.97 |
|
6.74 |
| |  |
 |
 |
 |
|
 |
Seven & i |
12.719 |
8/09/24 |
-0.54 |
14.829 |
|
13.742 |
1.087 |
7.91 |
|
6.63 |
| |  |
 |
 |
 |
L |
 |
Murata Manufacturing |
21.011 |
8/09/24 |
-1.32 |
19.749 |
|
21.544 |
-1.795 |
-8.33 |
|
6.45 |
| |  |
 |
 |
 |
S |
 |
West Japan Railway |
19.821 |
8/09/24 |
-2.18 |
20.677 |
|
19.274 |
1.403 |
7.28 |
|
6.10 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
6/06/22 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Sony |
93.726 |
8/09/24 |
0.28 |
87.072 |
|
91.590 |
-4.518 |
-4.93 |
|
6.36 |
| |  |
 |
 |
 |
S |
 |
EJR |
19.559 |
8/09/24 |
-0.87 |
18.641 |
|
17.762 |
0.879 |
4.95 |
|
5.39 |
| |  |
 |
 |
 |
|
 |
Hoya |
149.772 |
8/09/24 |
0.90 |
105.931 |
|
102.550 |
3.381 |
3.30 |
|
5.37 |
| |  |
 |
 |
 |
|
 |
Japan Exchange |
25.232 |
8/09/24 |
4.70 |
15.627 |
|
15.694 |
-0.066 |
-0.42 |
|
4.91 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
10.798 |
8/09/24 |
-0.14 |
8.596 |
|
8.341 |
0.255 |
3.05 |
|
4.61 |
| |  |
 |
 |
 |
|
 |
NEC |
90.684 |
8/09/24 |
2.71 |
38.023 |
|
39.670 |
-1.647 |
-4.15 |
|
4.51 |
| |  |
 |
 |
 |
S |
 |
Sysmex |
19.954 |
8/09/24 |
1.04 |
21.485 |
|
21.276 |
0.209 |
0.98 |
|
4.37 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
22.912 |
8/09/24 |
-0.50 |
10.449 |
|
10.533 |
-0.085 |
-0.80 |
|
4.05 |
| |  |
 |
 |
 |
|
 |
Panasonic |
8.049 |
8/09/24 |
1.34 |
8.730 |
|
9.098 |
-0.368 |
-4.05 |
|
3.60 |
| |  |
 |
 |
 |
|
 |
Daiwa House |
32.730 |
8/09/24 |
-0.85 |
23.627 |
|
23.999 |
-0.372 |
-1.55 |
|
2.93 |
| |  |
 |
 |
 |
|
 |
Kirin |
15.338 |
8/09/24 |
0.77 |
15.696 |
|
15.599 |
0.097 |
0.62 |
|
2.19 |
| |  |
 |
 |
 |
S |
 |
Central Jap. Railway |
24.426 |
8/09/24 |
-2.10 |
24.266 |
|
24.925 |
-0.658 |
-2.64 |
|
2.18 |
| |  |
 |
 |
 |
|
 |
Nomura |
5.626 |
8/09/24 |
2.06 |
3.792 |
|
3.820 |
-0.027 |
-0.72 |
|
2.25 |
| |  |
 |
 |
 |
|
 |
Fujitsu |
18.388 |
8/09/24 |
2.37 |
13.350 |
|
14.396 |
-1.047 |
-7.27 |
|
2.11 |
| |  |
 |
 |
 |
S |
 |
Secom |
71.399 |
8/09/24 |
-0.88 |
62.167 |
|
64.989 |
-2.822 |
-4.34 |
|
0.63 |
| |  |
 |
 |
 |
S |
 |
Denso |
16.038 |
8/09/24 |
-0.19 |
13.589 |
|
15.018 |
-1.429 |
-9.52 |
|
0.61 |
| |  |
 |
 |
 |
S |
 |
KDDI |
34.289 |
8/09/24 |
-0.22 |
31.133 |
|
34.049 |
-2.916 |
-8.57 |
|
0.35 |
| |  |
 |
 |
 |
|
 |
Tokio Marine |
37.308 |
8/09/24 |
0.20 |
19.220 |
|
19.228 |
-0.008 |
-0.04 |
|
0.04 |
| |  |
 |
 |
 |
|
 |
Aeon |
26.684 |
8/09/24 |
1.18 |
19.232 |
|
17.844 |
1.388 |
7.78 |
|
-0.12 |
| |  |
 |
 |
 |
S |
 |
Kyocera |
12.152 |
8/09/24 |
-0.62 |
13.006 |
|
14.186 |
-1.180 |
-8.32 |
|
-0.17 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
3.119 |
8/09/24 |
-0.56 |
3.646 |
|
4.100 |
-0.453 |
-11.06 |
|
-0.15 |
| |  |
 |
 |
 |
L |
 |
Eneos |
5.216 |
8/09/24 |
1.55 |
3.531 |
|
4.259 |
-0.728 |
-17.10 |
|
-1.05 |
| |  |
 |
 |
 |
L |
 |
Shimano |
205.931 |
8/09/24 |
-0.48 |
167.338 |
|
170.551 |
-3.213 |
-1.88 |
|
-1.64 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Heavy |
13.156 |
8/09/24 |
1.67 |
3.540 |
|
4.049 |
-0.509 |
-12.57 |
|
-2.18 |
| |  |
 |
 |
 |
|
 |
Orix |
25.361 |
8/09/24 |
4.68 |
16.259 |
|
18.671 |
-2.412 |
-12.92 |
|
-2.40 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
6/06/22 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Kao |
48.890 |
8/09/24 |
1.56 |
38.943 |
|
39.852 |
-0.909 |
-2.28 |
|
-2.72 |
| |  |
 |
 |
 |
|
 |
Subaru |
18.475 |
8/09/24 |
-2.37 |
15.772 |
|
17.924 |
-2.152 |
-12.01 |
|
-3.70 |
| |  |
 |
 |
 |
|
 |
LY |
2.878 |
8/09/24 |
-0.76 |
2.854 |
|
3.308 |
-0.454 |
-13.72 |
|
-3.67 |
| |  |
 |
 |
 |
L |
 |
Astellas Pharma |
12.399 |
8/09/24 |
-2.98 |
14.194 |
|
15.538 |
-1.344 |
-8.65 |
|
-4.19 |
| |  |
 |
 |
 |
|
 |
Sompo |
22.498 |
8/09/24 |
0.02 |
13.506 |
|
15.223 |
-1.718 |
-11.28 |
|
-4.37 |
| |  |
 |
 |
 |
|
 |
Canon |
34.411 |
8/09/24 |
1.64 |
21.893 |
|
25.266 |
-3.372 |
-13.35 |
|
-4.62 |
| |  |
 |
 |
 |
L |
 |
Bandai Namco |
21.566 |
8/09/24 |
-5.94 |
21.615 |
|
24.293 |
-2.678 |
-11.02 |
|
-4.66 |
| |  |
 |
 |
 |
L |
 |
Fujifilm |
25.924 |
8/09/24 |
2.25 |
16.459 |
|
17.886 |
-1.427 |
-7.98 |
|
-4.67 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
28.920 |
8/09/24 |
3.15 |
17.757 |
|
20.476 |
-2.719 |
-13.28 |
|
-5.31 |
| |  |
 |
 |
 |
S |
 |
Kubota |
14.840 |
8/09/24 |
1.80 |
14.547 |
|
18.678 |
-4.131 |
-22.12 |
|
-5.77 |
| |  |
 |
 |
 |
|
 |
Chugai |
46.555 |
8/09/24 |
2.60 |
24.874 |
|
26.866 |
-1.992 |
-7.41 |
|
-6.34 |
| |  |
 |
 |
 |
S |
 |
Asahi Kasei |
7.229 |
8/09/24 |
-1.15 |
6.938 |
|
8.006 |
-1.068 |
-13.35 |
|
-6.50 |
| |  |
 |
 |
 |
|
 |
Otsuka |
58.509 |
8/09/24 |
1.22 |
30.555 |
|
33.109 |
-2.554 |
-7.71 |
|
-6.87 |
| |  |
 |
 |
 |
|
 |
Mitsui Fudosan |
10.913 |
8/09/24 |
-0.24 |
6.099 |
|
7.144 |
-1.045 |
-14.63 |
|
-7.98 |
| |  |
 |
 |
 |
|
 |
Softbank Group |
57.703 |
8/09/24 |
4.88 |
37.696 |
|
40.891 |
-3.195 |
-7.81 |
|
-8.55 |
| |  |
 |
 |
 |
|
 |
Toyota |
18.612 |
8/09/24 |
-0.14 |
13.612 |
|
16.407 |
-2.794 |
-17.03 |
|
-8.75 |
| |  |
 |
 |
 |
S |
 |
Shionogi |
47.719 |
8/09/24 |
0.56 |
45.331 |
|
52.011 |
-6.680 |
-12.84 |
|
-9.16 |
| |  |
 |
 |
 |
|
 |
Nintendo |
59.323 |
8/09/24 |
3.11 |
38.745 |
|
43.865 |
-5.119 |
-11.67 |
|
-9.23 |
| |  |
 |
 |
 |
|
 |
Terumo |
19.855 |
8/09/24 |
5.05 |
13.209 |
|
15.663 |
-2.454 |
-15.67 |
|
-11.35 |
| |  |
 |
 |
 |
|
 |
Sumitomo Realty |
33.270 |
8/09/24 |
-0.57 |
22.091 |
|
26.988 |
-4.897 |
-18.14 |
|
-11.31 |
| |  |
 |
 |
 |
L |
 |
Olympus |
18.190 |
8/09/24 |
1.42 |
17.148 |
|
21.250 |
-4.101 |
-19.30 |
|
-11.84 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Estate |
17.323 |
8/09/24 |
-0.52 |
11.886 |
|
14.738 |
-2.852 |
-19.35 |
|
-12.22 |
| |  |
 |
 |
 |
S |
 |
M3 |
8.764 |
8/09/24 |
-2.00 |
25.779 |
|
29.248 |
-3.469 |
-11.86 |
|
-12.58 |
| |  |
 |
 |
 |
S |
 |
Ono Pharmaceutical |
16.152 |
8/09/24 |
-1.62 |
20.905 |
|
24.705 |
-3.800 |
-15.38 |
|
-13.24 |
| |  |
 |
 |
 |
L |
 |
Recruit |
63.133 |
8/09/24 |
6.81 |
28.137 |
|
34.406 |
-6.269 |
-18.22 |
|
-13.25 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
6/06/22 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Nidec |
44.266 |
8/09/24 |
0.80 |
51.597 |
|
65.899 |
-14.302 |
-21.70 |
|
-14.79 |
| Topix (TYO) - 100 out of 100 instruments rated - 3/27/23 / 6/06/22 - 49 did rise, Market-Ratio(42) in USD = 49.00 % |
| 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 |
|
|