RS Chart
Assessment - Straits Times Index - 10/07/19 - RS = 26
 ⇐ 
  instrument freshest Δday 10/07/19 Δwk 4/08/19  prc diff Δ26  Curr ∅-RS
real-time RS chart chart add note STI 3,113.970  Fri 0.79 3,099.480 0.47 3,315.420 -215.940 -6.51  SGD -2.84 
real-time RS chart chart add note ThaiBev 0.865  Fri -2.26 0.885 -2.26 0.830 0.055 6.63  SGD 16.27 
real-time RS chart chart L add note Singapore Exchange 8.400  Fri 2.19 8.430 -0.36 7.390 1.040 14.07  SGD 11.28 
real-time RS chart chart L add note City Developments 9.870  Fri 1.75 9.780 0.92 9.370 0.410 4.38  SGD 9.54 
real-time RS chart chart add note Ascendas REIT 3.170  Fri 0.63 3.090 2.59 2.900 0.190 6.55  SGD 9.17 
real-time RS chart chart add note CapitaLand Mall 2.670  Fri 2.30 2.610 2.30 2.380 0.230 9.66  SGD 8.53 
real-time RS chart chart add note UOL 7.330  Fri 0.41 7.330 7.180 0.150 2.09  SGD 7.19 
real-time RS chart chart add note CapitaCom Trust 2.070  Fri 0.49 2.050 0.98 1.980 0.070 3.54  SGD 6.64 
real-time RS chart chart add note Wilmar International 3.610  Fri 0.28 3.630 -0.55 3.490 0.140 4.01  SGD 6.15 
real-time RS chart chart add note CapitaLand 3.560  Fri 1.42 3.510 1.42 3.690 -0.180 -4.88  SGD 3.95 
real-time RS chart chart add note ST Engineering 4.020  Fri 0.25 3.910 2.81 3.820 0.090 2.36  SGD 3.09 
real-time RS chart chart add note Singtel 3.160  Fri 0.32 3.170 -0.32 3.060 0.110 3.59  SGD 0.93 
real-time RS chart chart S add note ComfortDelGro 2.420  Fri 2.410 0.41 2.570 -0.160 -6.23  SGD -0.12 
real-time RS chart chart add note United Overseas Bank 25.920  Fri 1.69 25.320 2.37 26.500 -1.180 -4.45  SGD -0.52 
real-time RS chart chart add note DBS Bank 24.900  Fri 0.77 24.680 0.89 26.820 -2.140 -7.98  SGD -1.32 
real-time RS chart chart S add note SATS 4.820  Fri 0.21 4.830 -0.21 5.260 -0.430 -8.17  SGD -2.58 
real-time RS chart chart L add note Venture Corporation 15.380  Fri 1.38 15.420 -0.26 18.700 -3.280 -17.54  SGD -3.26 
real-time RS chart chart add note Singapore Airlines 9.060  Fri 0.55 9.040 0.22 9.890 -0.850 -8.59  SGD -4.36 
real-time RS chart chart S add note OCBC 10.740  Fri 0.85 10.680 0.56 11.720 -1.040 -8.87  SGD -4.66 
real-time RS chart chart add note Keppel 5.970  Fri 1.19 5.910 1.02 6.580 -0.670 -10.18  SGD -5.60 
real-time RS chart chart L add note Genting 0.910  Fri 1.11 0.890 2.25 0.980 -0.090 -9.18  SGD -6.93 
real-time RS chart chart add note Singapore Press 2.140  Fri 0.94 2.150 -0.47 2.530 -0.380 -15.02  SGD -9.92 
real-time RS chart chart S add note Jardine Cycle & Carr 30.010  Fri 0.40 30.200 -0.63 34.050 -3.850 -11.31  SGD -10.50 
real-time RS chart chart S add note Jardine Matheson 51.850  Fri -0.13 53.190 -2.52 62.300 -9.110 -14.62  USD -14.97 
real-time RS chart chart S add note Hongkong Land 5.450  Fri 0.93 5.510 -1.09 7.130 -1.620 -22.72  USD -15.30 
  instrument freshest Δday 10/07/19 Δwk 4/08/19  prc diff Δ26  Curr ∅-RS
real-time RS chart chart S add note Sembcorp Industries 2.110  Fri 0.48 2.080 1.44 2.750 -0.670 -24.36  SGD -17.19 
real-time RS chart chart add note Jardine Strategic 29.400  Fri 0.58 29.360 0.14 36.690 -7.330 -19.98  USD -18.54 
real-time RS chart chart S add note StarHub 1.290  Fri -0.77 1.300 -0.77 1.510 -0.210 -13.91  SGD -18.57 
real-time RS chart chart S add note Golden Agri 0.210  Fri 0.210 0.315 -0.105 -33.33  SGD -21.48 
real-time RS chart chart S add note Yangzijiang Ship 0.970  Fri 3.74 0.950 2.11 1.610 -0.660 -40.99  SGD -27.40 
real-time RS chart chart S add note HPH 0.220  Fri 0.215 2.33 0.325 -0.110 -33.85  SGD -29.69 
 STI - 30 out of 30 instruments rated - 10/07/19 / 4/08/19 - 10 did rise, Market-Ratio(26) = 33.33 % 
 
Technical Chart
STI RS = 26 - B/S = 60/40
Market Chart
1/05/15 scale up chart 10/07/19
 


Transactions Straits Times Index * 26 - 60/40 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
1/02/06 7/10/06 189    - cash -
short 7/10/06  10/02/06 84  RT RS QC  Genting 50  16,129  SGD 0.310  0.370 0.250  -0.060 -19  9,032 -61  
          RT RS QC  Noble Group 50  7,246  SGD 0.690  0.670 0.711  0.021 3  9,182 14  
100 -8 -31 
long 10/02/06   8/13/07 315  RT RS QC  Singapore Exchange 50  989  SGD 4.640  8.300    3.660 79  12,801 96  
          RT RS QC  UOL 50  1,290  SGD 3.560  5.050    1.490 42  14,723 50  
100 60 73 
short 8/13/07   8/27/07 14  RT RS QC  DBS Bank 50  377  SGD 19.500  20.000 19.000  -0.500 -3  14,535 -49  
          RT RS QC  Hongkong Land 50  1,929  USD 3.820  3.840 3.800  -0.020 -1  14,496 -13  
100 -2 -33 
long 8/27/07  12/17/07 112  RT RS QC  Singapore Exchange 50  743  SGD 9.750  13.400    3.650 37  17,208 182  
          RT RS QC  Wilmar International 50  2,309  SGD 3.140  4.860    1.720 55  21,180 315  
100 46 244 
short 12/17/07   4/20/09 490  RT RS QC  CapitaLand 50  1,721  SGD 6.150  2.590 14.603  8.453 137  35,728 90  
          RT RS QC  Genting 50  15,581  SGD 0.680  0.630 0.734  0.054 8  36,569 6  
100 73 50 
long 4/20/09   3/14/11 693  RT RS QC  Genting 50  29,023  SGD 0.630  1.950    1.320 210  74,880 81  
          RT RS QC  Wilmar International 50  4,995  SGD 3.660  5.230    1.570 43  82,722 21  
100 126 54 
short 3/14/11   2/13/12 336  RT RS QC  CapitaLand 50  13,172  SGD 3.140  2.890 3.412  0.272 9  86,299 9  
          RT RS QC  Singapore Airlines 50  3,157  SGD 13.100  10.920 15.715  2.615 20  94,555 22  
100 14 16 
long 2/13/12   6/24/13 497  RT RS QC  Jardine Cycle & Carr 50  952  SGD 49.620  41.950    -7.670 -15  87,254 -12  
          RT RS QC  SembCorp Marine 50  8,995  SGD 5.260  4.260    -1.000 -19  78,259 -14  
100 -17 -13 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 6/24/13   6/09/14 350  RT RS QC  Noble Group 50  40,339  SGD 0.970  1.460 0.480  -0.490 -51  58,492 -52  
          RT RS QC  Yangzijiang Ship 50  48,011  SGD 0.815  1.020 0.610  -0.205 -25  48,650 -26  
100 -38 -39 
long 6/09/14  10/20/14 133  RT RS QC  ComfortDelGro 50  9,848  SGD 2.470  2.430    -0.040 -2  48,256 -4  
          RT RS QC  Noble Group 50  16,661  SGD 1.460  1.240    -0.220 -15  44,591 -36  
100 -8 -21 
short 10/20/14   2/16/15 119  RT RS QC  Genting 50  21,233  SGD 1.050  1.035 1.065  0.015 1  44,914 5  
          RT RS QC  Golden Agri 50  46,450  SGD 0.480  0.440 0.524  0.044 9  46,939 31  
100 5 17 
long 2/16/15   6/29/15 133  RT RS QC  ComfortDelGro 50  8,120  SGD 2.890  3.110    0.220 8  48,725 22  
          RT RS QC  HPH 50  24,838  SGD 0.945  0.855    -0.090 -10  46,490 -24  
100 -1 -3 
short 6/29/15   7/18/16 385  RT RS QC  Jardine Cycle & Carr 50  701  SGD 33.150  35.970 30.330  -2.820 -9  44,513 -8  
          RT RS QC  Noble Group 50  32,294  SGD 0.720  0.170 3.049  2.329 324  119,739 293  
100 158 145 
long 7/18/16   9/19/16 63  RT RS QC  Singtel 50  14,120  SGD 4.240  3.970    -0.270 -6  115,926 -32  
          RT RS QC  ThaiBev 50  62,364  SGD 0.960  0.960    0.000 0  115,926 0  
100 -3 -17 
short 9/19/16  11/14/16 56  RT RS QC  Noble Group 50  417,000  SGD 0.139  0.170 0.108  -0.031 -22  102,999 -81  
          RT RS QC  SembCorp Marine 50  45,640  SGD 1.270  1.290 1.250  -0.020 -2  102,086 -10  
100 -12 -56 
long 11/14/16   3/05/18 476  RT RS QC  ThaiBev 50  53,170  SGD 0.960  0.820    -0.140 -15  94,643 -11  
          RT RS QC  SATS 50  10,546  SGD 4.840  4.950    0.110 2  95,803 2  
100 -6 -5 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 3/05/18   2/18/19 350  RT RS QC  Singapore Press 50  18,933  SGD 2.530  2.510 2.550  0.020 1  96,185 1  
          RT RS QC  HPH 50  104,135  SGD 0.460  0.340 0.622  0.162 35  113,097 37  
100 18 19 
long 2/18/19   8/26/19 189  RT RS QC  ThaiBev 50  68,961  SGD 0.820  0.910    0.090 11  119,303 22  
          RT RS QC  Yangzijiang Ship 50  40,391  SGD 1.400  0.945    -0.455 -33  100,925 -53  
100 -11 -20 
short 8/26/19  10/11/19 46  RT RS QC  HPH 50  229,375  SGD 0.220  0.220 0.220  0.000 0  100,925 0  
          RT RS QC  Yangzijiang Ship 50  53,399  SGD 0.945  0.970 0.920  -0.025 -3  99,590 -19  
100 -1 -10 
accum 7/10/06 10/11/194844 days out of 5033 invested (96%) 896 99,590 19  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Gentingshort  7/10/06 10/02/06840.310.370.25-0.06 -19.3550-9.68 
 short 12/17/07  4/20/094900.680.630.730.05 7.943.97 
 long  4/20/09  3/14/116930.631.951.32 209.52104.76 
 short 10/20/14  2/16/151191.051.041.070.02 1.450.7293.68 
 CapitaLandshort 12/17/07  4/20/094906.152.5914.608.45 137.4568.73 
 short  3/14/11  2/13/123363.142.893.410.27 8.654.3276.02 
 Singapore Exchangelong 10/02/06  8/13/073154.648.303.66 78.8839.44 
 long  8/27/07 12/17/071129.7513.403.65 37.4418.7265.54 
 Noble Groupshort  7/10/06 10/02/06840.690.670.710.02 2.991.49 
 short  6/24/13  6/09/143500.971.460.48-0.49 -50.52-25.26 
 long  6/09/14 10/20/141331.461.24-0.22 -15.07-7.53 
 short  6/29/15  7/18/163850.720.173.052.33 323.53161.76 
 short  9/19/16 11/14/16560.140.170.11-0.03 -22.30-11.1563.13 
 Wilmar Internationallong  8/27/07 12/17/071123.144.861.72 54.7827.39 
 long  4/20/09  3/14/116933.665.231.57 42.9021.4554.71 
 UOLlong 10/02/06  8/13/073153.565.051.49 41.8520.9320.93 
 HPHlong  2/16/15  6/29/151330.950.86-0.09 -9.52-4.76 
 short  3/05/18  2/18/193500.460.340.620.16 35.3017.65 
 short  8/26/19 10/11/19460.220.220.220.00 0.000.0012.05 
 Singapore Airlinesshort  3/14/11  2/13/1233613.1010.9215.722.62 19.969.989.98 
 Golden Agrishort 10/20/14  2/16/151190.480.440.520.04 9.084.544.54 
 ComfortDelGrolong  6/09/14 10/20/141332.472.43-0.04 -1.62-0.81 
 long  2/16/15  6/29/151332.893.110.22 7.613.812.97 
 SATSlong 11/14/16  3/05/184764.844.950.11 2.271.141.14 
 Singapore Pressshort  3/05/18  2/18/193502.532.512.550.02 0.800.400.40 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Hongkong Landshort  8/13/07  8/27/07143.823.843.80-0.02 -0.52-0.26-0.26 
 DBS Bankshort  8/13/07  8/27/071419.5020.0019.00-0.50 -2.56-1.28-1.28 
 ThaiBevlong  7/18/16  9/19/16630.960.960.00 0.000.00 
 long 11/14/16  3/05/184760.960.82-0.14 -14.58-7.29 
 long  2/18/19  8/26/191890.820.910.09 10.985.49-2.20 
 Singtellong  7/18/16  9/19/16634.243.97-0.27 -6.37-3.18-3.18 
 SembCorp Marinelong  2/13/12  6/24/134975.264.26-1.00 -19.01-9.51 
 short  9/19/16 11/14/16561.271.291.25-0.02 -1.57-0.79-10.22 
 Jardine Cycle & Carrlong  2/13/12  6/24/1349749.6241.95-7.67 -15.46-7.73 
 short  6/29/15  7/18/1638533.1535.9730.33-2.82 -8.51-4.25-11.65 
 Yangzijiang Shipshort  6/24/13  6/09/143500.821.020.61-0.21 -25.15-12.58 
 long  2/18/19  8/26/191891.400.95-0.46 -32.50-16.25 
 short  8/26/19 10/11/19460.950.970.92-0.02 -2.65-1.32-27.75 


Annotations
1/17/18STIJardine Strategic and Venture Corporation replace Global Logistic and SIA Engineering Company
10/31/16STICapitaCom Trust and Jardine Matheson replace Noble and Sembcorp Marine
2/02/16STIfull technique analysis performed
9/21/15STISATS, UOL and Yangzijiang Shipbuilding replace
Jardine Matheson, Jardine Strategic and Olam
9/04/15STIcomplete analysis