| |
| |
Assessment - Topix 100 (Tokyo) in Dollar - 7/01/24 - RS = 42
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
9/11/23 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Price Index |
2.944 |
8/09/24 |
0.43 |
3.291 |
-10.54 |
3.275 |
0.015 |
0.47 |
|
-0.73 |
| |  |
 |
 |
 |
|
 |
Disco |
255.795 |
8/09/24 |
-1.95 |
375.926 |
-31.96 |
185.887 |
190.038 |
102.23 |
|
61.22 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Heavy |
10.707 |
8/09/24 |
1.67 |
10.729 |
-0.20 |
5.998 |
4.731 |
78.88 |
|
71.15 |
| |  |
 |
 |
 |
L |
 |
Hitachi |
20.133 |
8/09/24 |
3.73 |
23.011 |
-12.51 |
13.681 |
9.330 |
68.20 |
|
55.91 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
18.648 |
8/09/24 |
-0.50 |
22.980 |
-18.85 |
12.668 |
10.312 |
81.40 |
|
64.26 |
| |  |
 |
 |
 |
|
 |
Softbank Group |
46.963 |
8/09/24 |
4.88 |
65.016 |
-27.77 |
45.155 |
19.861 |
43.98 |
|
36.80 |
| |  |
 |
 |
 |
|
 |
NEC |
73.805 |
8/09/24 |
2.71 |
82.006 |
-10.00 |
55.257 |
26.748 |
48.41 |
|
39.16 |
| |  |
 |
 |
 |
L |
 |
Recruit |
51.382 |
8/09/24 |
6.81 |
52.409 |
-1.96 |
35.176 |
17.233 |
48.99 |
|
39.41 |
| |  |
 |
 |
 |
|
 |
Tokio Marine |
30.364 |
8/09/24 |
0.20 |
38.044 |
-20.19 |
23.353 |
14.692 |
62.91 |
|
46.97 |
| |  |
 |
 |
 |
|
 |
Tokyo Electron |
159.741 |
8/09/24 |
0.70 |
215.504 |
-25.88 |
139.953 |
75.551 |
53.98 |
|
24.49 |
| |  |
 |
 |
 |
L |
 |
Eneos |
4.245 |
8/09/24 |
1.55 |
5.213 |
-18.57 |
3.979 |
1.234 |
31.00 |
|
27.32 |
| |  |
 |
 |
 |
|
 |
Nomura |
4.579 |
8/09/24 |
2.06 |
5.799 |
-21.05 |
4.171 |
1.629 |
39.05 |
|
24.58 |
| |  |
 |
 |
 |
|
 |
Sumitomo Mitsui FG |
55.504 |
8/09/24 |
3.71 |
67.059 |
-17.23 |
49.827 |
17.232 |
34.58 |
|
31.20 |
| |  |
 |
 |
 |
L |
 |
Sumitomo El |
13.189 |
8/09/24 |
2.55 |
15.228 |
-13.39 |
11.997 |
3.231 |
26.93 |
|
15.36 |
| |  |
 |
 |
 |
|
 |
Sompo |
18.310 |
8/09/24 |
0.02 |
21.569 |
-15.11 |
15.104 |
6.465 |
42.80 |
|
29.41 |
| |  |
 |
 |
 |
L |
 |
Renesas Electronics |
13.539 |
8/09/24 |
0.44 |
18.573 |
-27.11 |
15.911 |
2.662 |
16.73 |
|
10.01 |
| |  |
 |
 |
 |
|
 |
Mitsui & Co |
17.651 |
8/09/24 |
1.24 |
22.875 |
-22.84 |
19.224 |
3.651 |
18.99 |
|
13.10 |
| |  |
 |
 |
 |
L |
 |
Japan Tobacco |
24.261 |
8/09/24 |
-0.31 |
27.325 |
-11.21 |
22.062 |
5.263 |
23.86 |
|
10.40 |
| |  |
 |
 |
 |
|
 |
Lasertec |
166.610 |
8/09/24 |
-0.92 |
214.452 |
-22.31 |
145.554 |
68.898 |
47.33 |
|
6.09 |
| |  |
 |
 |
 |
L |
 |
Daiichi Sankyo |
33.780 |
8/09/24 |
-1.16 |
33.588 |
0.57 |
28.134 |
5.454 |
19.39 |
|
12.17 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
23.537 |
8/09/24 |
3.15 |
27.597 |
-14.71 |
20.559 |
7.038 |
34.23 |
|
28.01 |
| |  |
 |
 |
 |
L |
 |
Itochu |
41.653 |
8/09/24 |
6.05 |
48.665 |
-14.41 |
38.940 |
9.725 |
24.98 |
|
18.12 |
| |  |
 |
 |
 |
|
 |
Sumitomo Mitsui Trst |
20.548 |
8/09/24 |
2.72 |
23.030 |
-10.78 |
19.907 |
3.123 |
15.69 |
|
16.68 |
| |  |
 |
 |
 |
L |
 |
Olympus |
14.804 |
8/09/24 |
1.42 |
15.736 |
-5.92 |
13.319 |
2.417 |
18.14 |
|
8.43 |
| |  |
 |
 |
 |
L |
 |
Marubeni |
14.089 |
8/09/24 |
1.04 |
18.490 |
-23.80 |
16.806 |
1.684 |
10.02 |
|
10.66 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
9/11/23 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Fujifilm |
21.099 |
8/09/24 |
2.25 |
23.221 |
-9.14 |
19.981 |
3.241 |
16.22 |
|
13.53 |
| |  |
 |
 |
 |
|
 |
Mitsubishi El |
12.737 |
8/09/24 |
-3.88 |
15.826 |
-19.52 |
12.906 |
2.920 |
22.62 |
|
10.32 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Estate |
14.099 |
8/09/24 |
-0.52 |
15.677 |
-10.07 |
13.128 |
2.549 |
19.42 |
|
10.39 |
| |  |
 |
 |
 |
|
 |
Mitsubishi UFJ |
8.730 |
8/09/24 |
1.22 |
10.825 |
-19.35 |
8.634 |
2.191 |
25.38 |
|
21.98 |
| |  |
 |
 |
 |
|
 |
Resona |
5.594 |
8/09/24 |
3.93 |
6.728 |
-16.85 |
5.942 |
0.786 |
13.23 |
|
20.79 |
| |  |
 |
 |
 |
|
 |
Sumitomo Corp |
19.632 |
8/09/24 |
2.03 |
24.973 |
-21.39 |
21.147 |
3.826 |
18.09 |
|
12.05 |
| |  |
 |
 |
 |
|
 |
Nintendo |
48.281 |
8/09/24 |
3.11 |
54.148 |
-10.84 |
43.509 |
10.639 |
24.45 |
|
12.55 |
| |  |
 |
 |
 |
|
 |
Mitsui Fudosan |
8.881 |
8/09/24 |
-0.24 |
9.123 |
-2.65 |
7.502 |
1.621 |
21.60 |
|
11.77 |
| |  |
 |
 |
 |
|
 |
Orix |
20.641 |
8/09/24 |
4.68 |
22.120 |
-6.69 |
19.378 |
2.742 |
14.15 |
|
13.92 |
| |  |
 |
 |
 |
L |
 |
Kao |
39.790 |
8/09/24 |
1.56 |
40.050 |
-0.65 |
37.942 |
2.107 |
5.55 |
|
2.60 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Corp |
17.277 |
8/09/24 |
1.77 |
20.164 |
-14.32 |
17.044 |
3.120 |
18.31 |
|
12.73 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
10.063 |
8/09/24 |
0.31 |
11.348 |
-11.32 |
10.041 |
1.307 |
13.02 |
|
8.57 |
| |  |
 |
 |
 |
|
 |
Mizuho |
17.203 |
8/09/24 |
2.38 |
21.092 |
-18.44 |
17.632 |
3.460 |
19.62 |
|
19.18 |
| |  |
 |
 |
 |
|
 |
Japan Exchange |
20.535 |
8/09/24 |
4.70 |
22.955 |
-10.54 |
17.742 |
5.214 |
29.39 |
|
9.63 |
| |  |
 |
 |
 |
|
 |
Japan Post |
8.420 |
8/09/24 |
0.52 |
10.026 |
-16.02 |
8.227 |
1.799 |
21.87 |
|
15.04 |
| |  |
 |
 |
 |
|
 |
Fujitsu |
14.965 |
8/09/24 |
2.37 |
15.822 |
-5.42 |
12.520 |
3.302 |
26.38 |
|
13.12 |
| |  |
 |
 |
 |
|
 |
Nippon Yūsen |
28.012 |
8/09/24 |
0.82 |
29.912 |
-6.35 |
26.672 |
3.239 |
12.15 |
|
7.89 |
| |  |
 |
 |
 |
L |
 |
Murata Manufacturing |
17.100 |
8/09/24 |
-1.32 |
20.238 |
-15.50 |
18.549 |
1.689 |
9.11 |
|
6.13 |
| |  |
 |
 |
 |
|
 |
Shin-Etsu |
36.807 |
8/09/24 |
0.03 |
38.608 |
-4.66 |
31.269 |
7.338 |
23.47 |
|
8.49 |
| |  |
 |
 |
 |
L |
 |
Shimano |
167.601 |
8/09/24 |
-0.48 |
155.130 |
8.04 |
144.769 |
10.361 |
7.16 |
|
3.05 |
| |  |
 |
 |
 |
|
 |
Subaru |
15.036 |
8/09/24 |
-2.37 |
21.031 |
-28.50 |
19.542 |
1.489 |
7.62 |
|
6.79 |
| |  |
 |
 |
 |
L |
 |
Nidec |
36.027 |
8/09/24 |
0.80 |
44.066 |
-18.24 |
50.135 |
-6.068 |
-12.10 |
|
0.91 |
| |  |
 |
 |
 |
|
 |
Canon |
28.006 |
8/09/24 |
1.64 |
27.275 |
2.68 |
24.446 |
2.830 |
11.58 |
|
3.32 |
| |  |
 |
 |
 |
|
 |
Otsuka |
47.619 |
8/09/24 |
1.22 |
42.606 |
11.77 |
36.535 |
6.070 |
16.61 |
|
11.41 |
| |  |
 |
 |
 |
|
 |
SoftBank |
11.623 |
8/09/24 |
0.51 |
12.322 |
-5.68 |
11.711 |
0.612 |
5.23 |
|
2.72 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
9/11/23 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Sumitomo Realty |
27.077 |
8/09/24 |
-0.57 |
29.602 |
-8.53 |
27.082 |
2.520 |
9.31 |
|
2.02 |
| |  |
 |
 |
 |
|
 |
Sekisui House |
20.554 |
8/09/24 |
0.36 |
22.052 |
-6.79 |
20.996 |
1.055 |
5.03 |
|
3.54 |
| |  |
 |
 |
 |
|
 |
Terumo |
16.160 |
8/09/24 |
5.05 |
15.770 |
2.47 |
14.631 |
1.139 |
7.79 |
|
-1.44 |
| |  |
 |
 |
 |
|
 |
Komatsu |
23.933 |
8/09/24 |
2.71 |
29.584 |
-19.10 |
29.575 |
0.009 |
0.03 |
|
7.85 |
| |  |
 |
 |
 |
|
 |
Aeon |
21.718 |
8/09/24 |
1.18 |
21.105 |
2.90 |
20.385 |
0.720 |
3.53 |
|
-2.56 |
| |  |
 |
 |
 |
|
 |
Toyota |
15.148 |
8/09/24 |
-0.14 |
20.325 |
-25.47 |
17.725 |
2.600 |
14.67 |
|
5.13 |
| |  |
 |
 |
 |
|
 |
Advantest |
35.847 |
8/09/24 |
-0.41 |
39.734 |
-9.78 |
28.875 |
10.859 |
37.61 |
|
17.28 |
| |  |
 |
 |
 |
|
 |
Hoya |
121.894 |
8/09/24 |
0.90 |
114.932 |
6.06 |
109.832 |
5.100 |
4.64 |
|
0.03 |
| |  |
 |
 |
 |
|
 |
Keyence |
370.170 |
8/09/24 |
0.08 |
438.374 |
-15.56 |
392.675 |
45.698 |
11.64 |
|
1.78 |
| |  |
 |
 |
 |
|
 |
Fast Retailing |
245.336 |
8/09/24 |
-0.50 |
250.782 |
-2.17 |
229.226 |
21.557 |
9.40 |
|
-0.59 |
| |  |
 |
 |
 |
L |
 |
Shiseido |
20.733 |
8/09/24 |
-12.07 |
28.532 |
-27.33 |
38.591 |
-10.060 |
-26.07 |
|
-9.94 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
34.548 |
8/09/24 |
-1.33 |
38.960 |
-11.33 |
38.550 |
0.410 |
1.06 |
|
-5.68 |
| |  |
 |
 |
 |
L |
 |
Unicharm |
30.197 |
8/09/24 |
-0.93 |
31.503 |
-4.15 |
38.721 |
-7.219 |
-18.64 |
|
-8.40 |
| |  |
 |
 |
 |
|
 |
Asahi Group |
32.165 |
8/09/24 |
-2.18 |
34.541 |
-6.88 |
39.295 |
-4.754 |
-12.10 |
|
-7.14 |
| |  |
 |
 |
 |
|
 |
Chugai |
37.890 |
8/09/24 |
2.60 |
34.956 |
8.39 |
30.579 |
4.377 |
14.31 |
|
6.44 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
8.789 |
8/09/24 |
-0.14 |
10.896 |
-19.34 |
11.277 |
-0.381 |
-3.38 |
|
-0.39 |
| |  |
 |
 |
 |
|
 |
Seven & i |
10.351 |
8/09/24 |
-0.54 |
12.131 |
-14.67 |
13.599 |
-1.469 |
-10.80 |
|
-9.02 |
| |  |
 |
 |
 |
|
 |
Ajinomoto |
31.688 |
8/09/24 |
0.04 |
35.513 |
-10.77 |
41.644 |
-6.131 |
-14.72 |
|
-7.59 |
| |  |
 |
 |
 |
|
 |
Fanuc |
24.057 |
8/09/24 |
-0.66 |
27.312 |
-11.92 |
27.683 |
-0.371 |
-1.34 |
|
-4.22 |
| |  |
 |
 |
 |
S |
 |
Kubota |
12.078 |
8/09/24 |
1.80 |
13.919 |
-13.23 |
16.014 |
-2.094 |
-13.08 |
|
-6.21 |
| |  |
 |
 |
 |
S |
 |
SMC |
400.744 |
8/09/24 |
-0.17 |
476.932 |
-15.97 |
467.877 |
9.055 |
1.94 |
|
-7.86 |
| |  |
 |
 |
 |
S |
 |
Asahi Kasei |
5.883 |
8/09/24 |
-1.15 |
6.347 |
-7.30 |
6.487 |
-0.140 |
-2.16 |
|
-6.95 |
| |  |
 |
 |
 |
L |
 |
Daikin |
104.781 |
8/09/24 |
-3.40 |
137.089 |
-23.57 |
169.973 |
-32.884 |
-19.35 |
|
-12.09 |
| |  |
 |
 |
 |
L |
 |
Bandai Namco |
17.552 |
8/09/24 |
-5.94 |
19.471 |
-9.85 |
22.199 |
-2.728 |
-12.29 |
|
-4.73 |
| |  |
 |
 |
 |
S |
 |
Sony |
76.281 |
8/09/24 |
0.28 |
85.100 |
-10.36 |
85.140 |
-0.040 |
-0.05 |
|
-2.16 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
9/11/23 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
19.613 |
8/09/24 |
1.83 |
21.390 |
-8.30 |
24.173 |
-2.783 |
-11.51 |
|
-6.29 |
| |  |
 |
 |
 |
|
 |
Kirin |
12.483 |
8/09/24 |
0.77 |
12.938 |
-3.52 |
14.040 |
-1.101 |
-7.85 |
|
-9.42 |
| |  |
 |
 |
 |
|
 |
Takeda |
25.183 |
8/09/24 |
0.52 |
25.945 |
-2.93 |
31.044 |
-5.099 |
-16.43 |
|
-10.18 |
| |  |
 |
 |
 |
|
 |
Daiwa House |
26.638 |
8/09/24 |
-0.85 |
25.592 |
4.09 |
27.704 |
-2.112 |
-7.62 |
|
-8.76 |
| |  |
 |
 |
 |
S |
 |
West Japan Railway |
16.132 |
8/09/24 |
-2.18 |
18.258 |
-11.64 |
21.666 |
-3.408 |
-15.73 |
|
-10.57 |
| |  |
 |
 |
 |
S |
 |
Denso |
13.053 |
8/09/24 |
-0.19 |
15.640 |
-16.54 |
17.204 |
-1.564 |
-9.09 |
|
-5.59 |
| |  |
 |
 |
 |
S |
 |
Sysmex |
16.240 |
8/09/24 |
1.04 |
15.637 |
3.86 |
17.356 |
-1.719 |
-9.91 |
|
-12.38 |
| |  |
 |
 |
 |
S |
 |
KDDI |
27.907 |
8/09/24 |
-0.22 |
26.892 |
3.77 |
30.170 |
-3.278 |
-10.86 |
|
-10.55 |
| |  |
 |
 |
 |
S |
 |
Kyocera |
9.890 |
8/09/24 |
-0.62 |
11.496 |
-13.97 |
12.629 |
-1.133 |
-8.97 |
|
-12.74 |
| |  |
 |
 |
 |
S |
 |
Nitori |
122.018 |
8/09/24 |
-1.03 |
104.503 |
16.76 |
118.609 |
-14.106 |
-11.89 |
|
-14.59 |
| |  |
 |
 |
 |
S |
 |
ANA |
17.051 |
8/09/24 |
-1.36 |
18.388 |
-7.27 |
22.472 |
-4.084 |
-18.17 |
|
-13.04 |
| |  |
 |
 |
 |
S |
 |
Central Jap. Railway |
19.879 |
8/09/24 |
-2.10 |
21.229 |
-6.36 |
25.696 |
-4.467 |
-17.38 |
|
-12.32 |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Chemical |
5.155 |
8/09/24 |
-0.14 |
5.681 |
-9.26 |
6.203 |
-0.522 |
-8.41 |
|
-4.65 |
| |  |
 |
 |
 |
S |
 |
EJR |
15.918 |
8/09/24 |
-0.87 |
16.135 |
-1.34 |
19.027 |
-2.892 |
-15.20 |
|
-13.37 |
| |  |
 |
 |
 |
S |
 |
Shionogi |
38.837 |
8/09/24 |
0.56 |
38.570 |
0.69 |
44.301 |
-5.731 |
-12.94 |
|
-16.31 |
| |  |
 |
 |
 |
S |
 |
Secom |
58.109 |
8/09/24 |
-0.88 |
58.964 |
-1.45 |
69.601 |
-10.637 |
-15.28 |
|
-15.06 |
| |  |
 |
 |
 |
|
 |
LY |
2.342 |
8/09/24 |
-0.76 |
2.338 |
0.16 |
2.934 |
-0.595 |
-20.30 |
|
-14.80 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
2.539 |
8/09/24 |
-0.56 |
3.419 |
-25.74 |
4.298 |
-0.879 |
-20.46 |
|
-13.03 |
| |  |
 |
 |
 |
S |
 |
Oriental Land |
24.249 |
8/09/24 |
-0.15 |
27.770 |
-12.68 |
35.463 |
-7.693 |
-21.69 |
|
-17.91 |
| |  |
 |
 |
 |
L |
 |
Eisai |
34.473 |
8/09/24 |
1.07 |
41.343 |
-16.62 |
61.411 |
-20.068 |
-32.68 |
|
-16.94 |
| |  |
 |
 |
 |
S |
 |
Nippon Tel & Tel |
0.902 |
8/09/24 |
0.21 |
0.967 |
-6.72 |
1.169 |
-0.202 |
-17.28 |
|
-15.91 |
| |  |
 |
 |
 |
|
 |
Panasonic |
6.551 |
8/09/24 |
1.34 |
8.157 |
-19.69 |
11.349 |
-3.191 |
-28.12 |
|
-18.18 |
| |  |
 |
 |
 |
L |
 |
Astellas Pharma |
10.091 |
8/09/24 |
-2.98 |
9.831 |
2.64 |
14.921 |
-5.089 |
-34.11 |
|
-17.87 |
| |  |
 |
 |
 |
S |
 |
Ono Pharmaceutical |
13.146 |
8/09/24 |
-1.62 |
13.746 |
-4.37 |
19.473 |
-5.727 |
-29.41 |
|
-19.75 |
| |  |
 |
 |
 |
L |
 |
Omron |
32.827 |
8/09/24 |
0.23 |
35.067 |
-6.39 |
46.535 |
-11.468 |
-24.64 |
|
-15.44 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
9/11/23 |
prc diff |
⇓ Δ42 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
M3 |
7.133 |
8/09/24 |
-2.00 |
9.231 |
-22.73 |
18.947 |
-9.716 |
-51.28 |
|
-38.76 |
Topix (TYO) - 100 out of 100 instruments rated - 7/01/24 / 9/11/23 - 61 did rise, Market-Ratio(42) in USD = 61.00 % |
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 | 6452 |
days out of 7131 invested (90%) |
-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 |
|
|