| | Thu, Jan 1st, 2026, 1:56UTC |
| | New Year's Day |
Assessment - Straits Times Index in Euro - 2/05/24 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/05/24 |
Δwk |
3/27/23 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
2,236.680 |
8/12/24 |
-0.81 |
2,166.795 |
|
2,254.807 |
-88.012 |
-3.90 |
|
-1.68 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.645 |
8/12/24 |
-4.03 |
1.113 |
|
0.849 |
0.264 |
31.05 |
|
13.87 |
| |  |
 |
 |
 |
L |
 |
Singtel |
1.963 |
8/12/24 |
-2.74 |
1.645 |
|
1.678 |
-0.032 |
-1.93 |
|
-1.77 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
2.938 |
8/12/24 |
0.71 |
2.592 |
|
2.527 |
0.065 |
2.59 |
|
1.37 |
| |  |
 |
 |
 |
|
 |
OCBC |
9.561 |
8/12/24 |
0.29 |
8.856 |
|
8.639 |
0.217 |
2.51 |
|
1.95 |
| |  |
 |
 |
 |
L |
 |
SATS |
2.095 |
8/12/24 |
-0.98 |
1.943 |
|
1.817 |
0.126 |
6.92 |
|
6.41 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
1.452 |
8/12/24 |
0.96 |
1.355 |
|
1.351 |
0.004 |
0.33 |
|
1.99 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
23.491 |
8/12/24 |
1.22 |
22.019 |
|
23.293 |
-1.274 |
-5.47 |
|
-2.10 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
3.165 |
8/12/24 |
1.80 |
2.970 |
|
3.928 |
-0.958 |
-24.40 |
|
-14.35 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
6.754 |
8/12/24 |
-0.51 |
6.519 |
|
6.356 |
0.163 |
2.57 |
|
0.12 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
20.249 |
8/12/24 |
0.58 |
19.627 |
|
20.522 |
-0.896 |
-4.36 |
|
0.52 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
9.526 |
8/12/24 |
-0.72 |
9.450 |
|
12.238 |
-2.788 |
-22.78 |
|
-4.31 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
17.995 |
8/12/24 |
1.21 |
18.272 |
|
20.327 |
-2.056 |
-10.11 |
|
-14.38 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.818 |
8/12/24 |
-0.75 |
1.929 |
|
1.977 |
-0.048 |
-2.44 |
|
0.76 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.332 |
8/12/24 |
-4.00 |
0.353 |
|
0.452 |
-0.100 |
-22.08 |
|
-10.68 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
2.102 |
8/12/24 |
-0.98 |
2.247 |
|
2.924 |
-0.677 |
-23.15 |
|
-13.13 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.535 |
8/12/24 |
-0.89 |
1.673 |
|
1.629 |
0.044 |
2.70 |
|
6.04 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.731 |
8/12/24 |
5.68 |
1.899 |
|
2.668 |
-0.769 |
-28.82 |
|
-21.13 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.681 |
8/12/24 |
-1.50 |
0.754 |
|
0.905 |
-0.151 |
-16.73 |
|
-7.71 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
1.136 |
8/12/24 |
-0.81 |
1.285 |
|
1.649 |
-0.364 |
-22.10 |
|
-10.86 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.742 |
8/12/24 |
0.80 |
1.984 |
|
2.471 |
-0.487 |
-19.71 |
|
-12.13 |
| |  |
 |
 |
 |
S |
 |
City Developments |
3.595 |
8/12/24 |
0.97 |
4.100 |
|
5.012 |
-0.913 |
-18.21 |
|
-12.53 |
| |  |
 |
 |
 |
S |
 |
UOL |
3.671 |
8/12/24 |
-0.19 |
4.203 |
|
4.664 |
-0.461 |
-9.88 |
|
-5.76 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
33.680 |
8/12/24 |
1.63 |
38.800 |
|
44.625 |
-5.825 |
-13.05 |
|
-8.40 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
4.079 |
8/12/24 |
0.34 |
4.729 |
|
3.989 |
0.740 |
18.55 |
|
7.30 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/05/24 |
Δwk |
3/27/23 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Emperador |
0.297 |
8/12/24 |
|
0.349 |
|
0.355 |
-0.006 |
-1.67 |
|
-0.38 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.871 |
8/12/24 |
-0.79 |
1.037 |
|
1.190 |
-0.153 |
-12.89 |
|
-8.69 |
| |  |
 |
 |
 |
S |
 |
Keppel |
4.113 |
8/12/24 |
0.34 |
4.908 |
|
3.808 |
1.100 |
28.90 |
|
9.90 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
3.201 |
8/12/24 |
-2.53 |
3.920 |
|
2.993 |
0.926 |
30.95 |
|
18.36 |
| |  |
 |
 |
 |
S |
 |
Genting |
0.550 |
8/12/24 |
-2.45 |
0.698 |
|
0.766 |
-0.068 |
-8.82 |
|
5.49 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
0.968 |
8/12/24 |
-1.41 |
1.327 |
|
1.462 |
-0.135 |
-9.20 |
|
-20.87 |
| STI - 30 out of 30 instruments rated - 2/05/24 / 3/27/23 - 10 did rise, Market-Ratio(45) in EUR = 33.33 % |
Technical Chart
Transactions Straits Times Index in Euro * 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 |
4,919 |
|
2.033 |
1.977 |
|
-0.055 |
-3 |
9,729 |
-10 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
31,081 |
|
0.313 |
0.352 |
0.274 |
-0.039 |
-12 |
8,523 |
-39 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
4,215 |
|
2.022 |
6.594 |
|
4.572 |
226 |
27,793 |
162 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
18,457 |
|
1.506 |
0.746 |
3.038 |
1.532 |
102 |
56,077 |
50 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
121,653 |
|
0.461 |
1.103 |
|
0.642 |
139 |
134,202 |
81 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
44,258 |
|
3.032 |
3.080 |
2.984 |
-0.048 |
-2 |
132,077 |
-11 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
113,855 |
|
1.160 |
1.158 |
|
-0.002 |
0 |
131,879 |
-2 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
46,698 |
|
2.824 |
2.197 |
3.631 |
0.807 |
29 |
169,552 |
24 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
799,139 |
|
0.212 |
0.382 |
|
0.169 |
80 |
304,960 |
87 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
498,473 |
|
0.612 |
0.109 |
3.433 |
2.821 |
461 |
1,711,158 |
64 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
2,658,406 |
|
0.644 |
0.617 |
|
-0.027 |
-4 |
1,639,686 |
-67 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
895,767 |
|
1.830 |
1.798 |
1.864 |
0.033 |
2 |
1,669,352 |
5 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
2,025,788 |
|
0.824 |
0.784 |
|
-0.041 |
-5 |
1,587,240 |
-41 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
904,901 |
|
1.754 |
0.825 |
3.730 |
1.976 |
113 |
3,375,101 |
23 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
984,058 |
|
3.430 |
2.842 |
|
-0.588 |
-17 |
2,796,861 |
-37 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
1,742,205 |
|
1.605 |
1.616 |
1.595 |
-0.011 |
-1 |
2,778,295 |
-8 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
3,286,681 |
|
0.845 |
0.884 |
|
0.039 |
5 |
2,905,740 |
26 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
988,635 |
|
2.939 |
1.734 |
4.982 |
2.043 |
69 |
4,925,085 |
20 |
|
| accum | 2/27/06 |
8/12/24 | 7248 |
days out of 7304 invested (99%) |
49,151 |
4,925,085 |
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 | 0.31 | 0.35 | 0.27 | -0.04 | -12.40 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 0.61 | 0.11 | 3.43 | 2.82 | 461.11 | | | 391.53 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 2.03 | 1.98 | | -0.06 | -2.71 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 2.02 | 6.59 | | 4.57 | 226.13 | | | 217.29 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 0.46 | 1.10 | | 0.64 | 139.32 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 0.82 | 0.78 | | -0.04 | -4.92 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 0.85 | 0.88 | | 0.04 | 4.59 | | | 137.99 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 1.83 | 1.80 | 1.86 | 0.03 | 1.81 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 1.75 | 0.82 | 3.73 | 1.98 | 112.64 | | | 116.49 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 1.51 | 0.75 | 3.04 | 1.53 | 101.77 | | | 101.77 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 0.21 | 0.38 | | 0.17 | 79.86 | | | 79.86 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 2.94 | 1.73 | 4.98 | 2.04 | 69.50 | | | 69.50 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 3.03 | 3.08 | 2.98 | -0.05 | -1.58 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 2.82 | 2.20 | 3.63 | 0.81 | 28.57 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 3.43 | 2.84 | | -0.59 | -17.13 | | | 4.85 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 1.61 | 1.62 | 1.59 | -0.01 | -0.66 | | | -0.66 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 1.16 | 1.16 | | -0.00 | -0.15 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 0.64 | 0.62 | | -0.03 | -4.18 | | | -4.32 |
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 |
|
|