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

Assessment - Straits Times Index - 18/03/24 - RS = 45

historical assessment - show freshest

		instrument	freshest		⇓ Δday	18/03/24	⇓ Δwk	8/05/23	prc diff	⇓ Δ45	Curr	⇓∅-RS
	L	STI	3,235.380	12/08/24	-0.81	3,171.930		3,257.660	-85.730	-2.63	SGD	-0.63
	S	CapitaLand Ascendas	2.630	12/08/24	-0.75	2.660		2.880	-0.220	-7.64	SGD	-4.35
		CapitaLand ICT	2.100	12/08/24	0.96	1.920		2.060	-0.140	-6.80	SGD	-0.72
	L	CapitaLand Invest	2.520	12/08/24	0.80	2.670		3.820	-1.150	-30.10	SGD	-15.93
	S	City Developments	5.200	12/08/24	0.97	5.850		7.000	-1.150	-16.43	SGD	-11.49
		DBS Bank	33.980	12/08/24	1.22	34.900		31.950	2.950	9.23	SGD	7.13
	L	DFI Retail	1.860	12/08/24	5.68	2.160		2.920	-0.760	-26.03	USD	-13.02
		Emperador	0.430	12/08/24		0.435		0.500	-0.065	-13.00	SGD	-14.63
	S	Frasers L&C Trust	0.985	12/08/24	-1.50	1.020		1.340	-0.320	-23.88	SGD	-12.43
	S	Genting	0.795	12/08/24	-2.45	0.880		1.090	-0.210	-19.27	SGD	-8.12
	L	Hongkong Land	3.400	12/08/24	1.80	3.240		4.410	-1.170	-26.53	USD	-10.08
	L	Jardine Cycle & Carr	26.030	12/08/24	1.21	24.290		33.720	-9.430	-27.97	SGD	-20.47
	S	Jardine Matheson	36.180	12/08/24	1.63	39.490		50.180	-10.690	-21.30	USD	-11.75
	S	Keppel	5.950	12/08/24	0.34	7.170		6.420	0.750	11.68	SGD	8.49
	S	Mapletree Industrial	2.220	12/08/24	-0.89	2.270		2.370	-0.100	-4.22	SGD	-1.18
	S	Mapletree Logistics	1.260	12/08/24	-0.79	1.430		1.760	-0.330	-18.75	SGD	-12.31
		Mapletree Pan Asia	1.220	12/08/24	-0.81	1.260		1.750	-0.490	-28.00	USD	-17.01
		OCBC	13.830	12/08/24	0.29	13.360		12.250	1.110	9.06	SGD	5.39
	L	SATS	3.030	12/08/24	-0.98	2.530		2.640	-0.110	-4.17	SGD	-4.49
	L	Seatrium	1.400	12/08/24	-1.41	1.620		2.580	-0.960	-37.21	SGD	-31.09
	S	Sembcorp Industries	4.630	12/08/24	-2.53	5.110		4.590	0.520	11.33	SGD	1.25
		Singapore Airlines	5.900	12/08/24	0.34	6.360		5.870	0.490	8.35	SGD	-2.44
	L	Singapore Exchange	9.770	12/08/24	-0.51	9.420		9.490	-0.070	-0.74	SGD	-1.08
	L	Singtel	2.840	12/08/24	-2.74	2.490		2.590	-0.100	-3.86	SGD	2.57
		ST Engineering	4.250	12/08/24	0.71	3.920		3.650	0.270	7.40	SGD	4.31
		instrument	freshest		⇓ Δday	18/03/24	⇓ Δwk	8/05/23	prc diff	⇓ Δ45	Curr	⇓∅-RS
	L	ThaiBev	0.480	12/08/24	-4.00	0.490		0.630	-0.140	-22.22	SGD	-12.12
	L	United Overseas Bank	29.290	12/08/24	0.58	28.940		28.410	0.530	1.87	SGD	2.44
	S	UOL	5.310	12/08/24	-0.19	5.680		6.910	-1.230	-17.80	SGD	-11.14
		Venture Corporation	13.780	12/08/24	-0.72	13.990		15.950	-1.960	-12.29	SGD	-0.23
	S	Wilmar International	3.040	12/08/24	-0.98	3.410		3.930	-0.520	-13.23	SGD	-7.29
	L	Yangzijiang Ship	2.380	12/08/24	-4.03	1.710		1.250	0.460	36.80	SGD	16.58
STI - 30 out of 30 instruments rated - 18/03/24 / 8/05/23 - 8 did rise, Market-Ratio(45) = 26.67 %

Technical Chart

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

3/01/22	scale up chart	1/07/24

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
2/01/06		27/02/06	56		- cash -
long	27/02/06	29/05/06	91		Singapore Exchange	100	2,551	SGD	3.920	3.980		0.060	2	10,153	6
short	29/05/06	4/09/06	98		Noble Group	100	16,115	SGD	0.630	0.710	0.550	-0.080	-13	8,864	-40
long	4/09/06	26/11/07	448		Singapore Exchange	100	2,172	SGD	4.080	14.100		10.020	246	30,627	175
short	26/11/07	17/08/09	630		CapitaLand ICT	100	9,511	SGD	3.220	1.530	6.777	3.557	110	64,455	54
long	17/08/09	7/02/11	539		Yangzijiang Ship	100	68,206	SGD	0.945	1.910		0.965	102	130,274	61
short	7/02/11	28/03/11	49		Wilmar International	100	24,814	SGD	5.250	5.470	5.030	-0.220	-4	124,815	-27
long	28/03/11	2/05/11	35		Genting	100	60,589	SGD	2.060	2.100		0.040	2	127,238	22
short	2/05/11	2/07/12	427		Wilmar International	100	24,851	SGD	5.120	3.520	7.447	2.327	45	185,074	38
long	2/07/12	10/06/13	343		ThaiBev	100	544,335	SGD	0.340	0.630		0.290	85	342,931	93
short	10/06/13	5/12/16	1274		Noble Group	100	339,535	SGD	1.010	0.166	6.145	5.135	508	2,086,511	68
long	5/12/16	19/12/16	14		Genting	100	2,129,093	SGD	0.980	0.930		-0.050	-5	1,980,057	-74
short	19/12/16	8/05/17	140		StarHub	100	717,411	SGD	2.760	2.760	2.760	0.000	0	1,980,057	0
long	8/05/17	12/06/17	35		Yangzijiang Ship	100	1,565,262	SGD	1.265	1.215		-0.050	-4	1,901,794	-34
short	12/06/17	25/01/21	1323		StarHub	100	699,188	SGD	2.720	1.330	5.563	2.843	105	3,889,375	22
long	25/01/21	21/06/21	147		Wilmar International	100	703,322	SGD	5.530	4.550		-0.980	-18	3,200,120	-38
short	21/06/21	19/07/21	28		Keppel DC REIT	100	1,245,182	SGD	2.570	2.600	2.540	-0.030	-1	3,162,764	-14
long	19/07/21	27/09/21	70		Yangzijiang Ship	100	2,325,561	SGD	1.360	1.400		0.040	3	3,255,787	16
short	27/09/21	12/08/24	1050		DFI Retail	100	946,449	USD	3.440	1.860	6.362	2.922	85	6,021,500	24
accum	27/02/06	12/08/24	7457	days out of 7513 invested (99%)								60,115		6,021,500	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	29/05/06	4/09/06	98	0.63	0.71	0.55	-0.08	-12.70
	short	10/06/13	5/12/16	1274	1.01	0.17	6.15	5.14	508.44	431.17
Singapore Exchange	long	27/02/06	29/05/06	91	3.92	3.98		0.06	1.53
	long	4/09/06	26/11/07	448	4.08	14.10		10.02	245.59	250.88
CapitaLand ICT	short	26/11/07	17/08/09	630	3.22	1.53	6.78	3.56	110.46	110.46
StarHub	short	19/12/16	8/05/17	140	2.76	2.76	2.76	0.00	0.00
	short	12/06/17	25/01/21	1323	2.72	1.33	5.56	2.84	104.51	104.51
Yangzijiang Ship	long	17/08/09	7/02/11	539	0.95	1.91		0.97	102.12
	long	8/05/17	12/06/17	35	1.27	1.22		-0.05	-3.95
	long	19/07/21	27/09/21	70	1.36	1.40		0.04	2.94	99.84
ThaiBev	long	2/07/12	10/06/13	343	0.34	0.63		0.29	85.29	85.29
DFI Retail	short	27/09/21	12/08/24	1050	3.44	1.86	6.36	2.92	84.95	84.95
Wilmar International	short	7/02/11	28/03/11	49	5.25	5.47	5.03	-0.22	-4.19
	short	2/05/11	2/07/12	427	5.12	3.52	7.45	2.33	45.46
	long	25/01/21	21/06/21	147	5.53	4.55		-0.98	-17.72	14.66
Keppel DC REIT	short	21/06/21	19/07/21	28	2.57	2.60	2.54	-0.03	-1.17	-1.17
Genting	long	28/03/11	2/05/11	35	2.06	2.10		0.04	1.94
	long	5/12/16	19/12/16	14	0.98	0.93		-0.05	-5.10	-3.26

Annotations

7/05/24	Seatrium	reverse split 20:1 (one for twenty)
12/03/24	STI	Component update: Seatrium (former Sembcorp Marine) replaces Keppel DC REIT
7/12/20	CapitaLand Mall	mergered with CMT
17/01/18	STI	Jardine Strategic and Venture Corporation replace Global Logistic and SIA Engineering Company
31/10/16	STI	CapitaCom Trust and Jardine Matheson replace Noble and Sembcorp Marine
2/02/16	STI	full technique analysis performed
21/09/15	STI	SATS, UOL and Yangzijiang Shipbuilding replace Jardine Matheson, Jardine Strategic and Olam
4/09/15	STI	complete analysis


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