Share-o-matic - Assessment STI (Straits Times Index)

Assessment - Straits Times Index - 1/29/24 - RS = 45

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	1/29/24	⇓ Δwk	3/20/23	prc diff	⇓ Δ45	Curr	∅-RS
	L	STI	3,292.690	Tue	0.32	3,140.310		3,139.760	0.550	0.02	SGD	-2.13
		Yangzijiang Ship	1.760	Tue	2.33	1.680		1.180	0.500	42.37	SGD	18.93
		Sembcorp Industries	5.370	Tue	0.19	5.410		4.000	1.410	35.25	SGD	13.55
		Keppel	6.880	Tue	0.58	6.850		5.290	1.560	29.49	SGD	5.35
		Genting	0.915	Tue	-1.08	1.010		1.050	-0.040	-3.81	SGD	4.94
	S	Singapore Airlines	6.540	Tue	-0.15	6.660		5.560	1.100	19.78	SGD	4.22
	S	SATS	2.520	Tue	-0.40	2.760		2.460	0.300	12.20	SGD	3.82
	S	Mapletree Industrial	2.270	Tue	0.89	2.360		2.330	0.030	1.29	SGD	2.87
		CapitaLand Ascendas	2.600	Tue		2.860		2.770	0.090	3.25	SGD	2.76
	L	OCBC	14.250	Tue	0.28	12.880		12.080	0.800	6.62	SGD	1.97
	L	ST Engineering	4.030	Tue	0.50	3.780		3.430	0.350	10.20	SGD	1.78
		CapitaLand ICT	1.960	Tue		1.960		1.900	0.060	3.16	SGD	1.31
		Singapore Exchange	9.360	Tue	-0.11	9.550		8.810	0.740	8.40	SGD	0.92
	L	United Overseas Bank	30.400	Tue	-0.33	28.310		28.210	0.100	0.35	SGD	-0.40
	S	Emperador	0.425	Tue	-1.16	0.505		0.515	-0.010	-1.94	SGD	-0.91
	S	Singtel	2.380	Tue	1.28	2.400		2.400	0.000	0.00	SGD	-1.52
	L	DBS Bank	34.900	Tue	0.35	31.890		32.220	-0.330	-1.02	SGD	-2.68
		UOL	5.860	Tue	-0.51	6.120		6.550	-0.430	-6.56	SGD	-5.86
	L	Venture Corporation	14.520	Tue	0.48	13.490		16.570	-3.080	-18.59	SGD	-6.62
	S	Mapletree Logistics	1.350	Tue	0.75	1.530		1.680	-0.150	-8.93	SGD	-7.51
	S	ThaiBev	0.495	Tue	4.21	0.520		0.635	-0.115	-18.11	SGD	-9.95
		City Developments	6.150	Tue	0.65	6.170		7.120	-0.950	-13.34	SGD	-9.96
		Frasers L&C Trust	0.995	Tue	-1.49	1.070		1.260	-0.190	-15.08	SGD	-10.15
		CapitaLand Invest	2.660	Tue	1.14	2.950		3.480	-0.530	-15.23	SGD	-10.68
	L	Wilmar International	3.230	Tue	-3.29	3.350		4.080	-0.730	-17.89	SGD	-11.31
		⇓instrument	freshest		⇓ Δday	1/29/24	⇓ Δwk	3/20/23	prc diff	⇓ Δ45	Curr	∅-RS
		Mapletree Pan Asia	1.260	Tue	-0.79	1.390		1.720	-0.330	-19.19	USD	-11.31
		Seatrium	0.098	Tue	5.38	0.108		0.105	0.003	2.86	SGD	-11.86
		Jardine Matheson	38.370	Tue	0.47	40.450		46.330	-5.880	-12.69	USD	-12.25
		Jardine Cycle & Carr	26.500	Tue	-0.56	26.360		27.340	-0.980	-3.58	SGD	-15.22
		Hongkong Land	3.210	Tue	3.22	3.090		4.220	-1.130	-26.78	USD	-18.38
	S	DFI Retail	1.950	Tue	1.04	2.090		2.820	-0.730	-25.89	USD	-20.52
STI - 30 out of 30 instruments rated - 1/29/24 / 3/20/23 - 13 did rise, Market-Ratio(45) = 43.33 %

Technical Chart

	STI RS = 45 - B/S = 79/68

1/06/20	scale up chart	4/29/24

Transactions Straits Times Index * A45 - 79/68 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	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	2,551	SGD	3.920	3.980		0.060	2	10,153	6
short	5/29/06	9/04/06	98		Noble Group	100	16,115	SGD	0.630	0.710	0.550	-0.080	-13	8,864	-40
long	9/04/06	11/26/07	448		Singapore Exchange	100	2,172	SGD	4.080	14.100		10.020	246	30,627	175
short	11/26/07	8/17/09	630		CapitaLand ICT	100	9,511	SGD	3.220	1.530	6.777	3.557	110	64,455	54
long	8/17/09	2/07/11	539		Yangzijiang Ship	100	68,206	SGD	0.945	1.910		0.965	102	130,274	61
short	2/07/11	3/28/11	49		Wilmar International	100	24,814	SGD	5.250	5.470	5.030	-0.220	-4	124,815	-27
long	3/28/11	5/02/11	35		Genting	100	60,589	SGD	2.060	2.100		0.040	2	127,238	22
short	5/02/11	7/02/12	427		Wilmar International	100	24,851	SGD	5.120	3.520	7.447	2.327	45	185,074	38
long	7/02/12	6/10/13	343		ThaiBev	100	544,335	SGD	0.340	0.630		0.290	85	342,931	93
short	6/10/13	12/05/16	1274		Noble Group	100	339,535	SGD	1.010	0.166	6.145	5.135	508	2,086,511	68
long	12/05/16	12/19/16	14		Genting	100	2,129,093	SGD	0.980	0.930		-0.050	-5	1,980,057	-74
short	12/19/16	5/08/17	140		StarHub	100	717,411	SGD	2.760	2.760	2.760	0.000	0	1,980,057	0
long	5/08/17	6/12/17	35		Yangzijiang Ship	100	1,565,262	SGD	1.265	1.215		-0.050	-4	1,901,794	-34
short	6/12/17	1/25/21	1323		StarHub	100	699,188	SGD	2.720	1.330	5.563	2.843	105	3,889,375	22
long	1/25/21	6/21/21	147		Wilmar International	100	703,322	SGD	5.530	4.550		-0.980	-18	3,200,120	-38
short	6/21/21	7/19/21	28		Keppel DC REIT	100	1,245,182	SGD	2.570	2.600	2.540	-0.030	-1	3,162,764	-14
long	7/19/21	9/27/21	70		Yangzijiang Ship	100	2,325,561	SGD	1.360	1.400		0.040	3	3,255,787	16
short	9/27/21	4/30/24	946		DFI Retail	100	946,449	USD	3.440	1.950	6.069	2.629	76	5,743,528	24
accum	2/27/06	4/30/24	6639	days out of 6695 invested (99%)								57,335		5,743,528	42

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	0.63	0.71	0.55	-0.08	-12.70
	short	6/10/13	12/05/16	1274	1.01	0.17	6.15	5.14	508.44	431.17
Singapore Exchange	long	2/27/06	5/29/06	91	3.92	3.98		0.06	1.53
	long	9/04/06	11/26/07	448	4.08	14.10		10.02	245.59	250.88
CapitaLand ICT	short	11/26/07	8/17/09	630	3.22	1.53	6.78	3.56	110.46	110.46
StarHub	short	12/19/16	5/08/17	140	2.76	2.76	2.76	0.00	0.00
	short	6/12/17	1/25/21	1323	2.72	1.33	5.56	2.84	104.51	104.51
Yangzijiang Ship	long	8/17/09	2/07/11	539	0.95	1.91		0.97	102.12
	long	5/08/17	6/12/17	35	1.27	1.22		-0.05	-3.95
	long	7/19/21	9/27/21	70	1.36	1.40		0.04	2.94	99.84
ThaiBev	long	7/02/12	6/10/13	343	0.34	0.63		0.29	85.29	85.29
DFI Retail	short	9/27/21	4/30/24	946	3.44	1.95	6.07	2.63	76.41	76.41
Wilmar International	short	2/07/11	3/28/11	49	5.25	5.47	5.03	-0.22	-4.19
	short	5/02/11	7/02/12	427	5.12	3.52	7.45	2.33	45.46
	long	1/25/21	6/21/21	147	5.53	4.55		-0.98	-17.72	14.66
Keppel DC REIT	short	6/21/21	7/19/21	28	2.57	2.60	2.54	-0.03	-1.17	-1.17
Genting	long	3/28/11	5/02/11	35	2.06	2.10		0.04	1.94
	long	12/05/16	12/19/16	14	0.98	0.93		-0.05	-5.10	-3.26

Annotations

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


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