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

Assessment - Straits Times Index - 11/29/21 - RS = 26

		⇓instrument	freshest		⇓ Δday	11/29/21	⇓ Δwk	5/31/21	prc diff	⇓ Δ26	Curr	∅-RS
		STI	3,101.930	Fri	0.32	3,120.580	-0.60	3,164.280	-43.700	-1.38	SGD	1.41
	L	Hongkong Land	5.530	Fri	0.91	5.560	-0.54	4.860	0.700	14.40	USD	18.02
		DBS Bank	31.470	Fri	-0.25	30.790	2.21	30.030	0.760	2.53	SGD	7.17
		United Overseas Bank	26.320	Fri	0.46	26.530	-0.79	26.070	0.460	1.76	SGD	4.72
		Yangzijiang Ship	1.290	Fri	0.78	1.300	-0.77	1.500	-0.200	-13.33	SGD	3.51
		Sembcorp Industries	1.990	Fri	2.58	1.960	1.53	2.230	-0.270	-12.11	SGD	2.31
		Frasers L&C Trust	1.480	Fri	2.07	1.480		1.430	0.050	3.50	SGD	1.55
		CapitaLand ICT	2.060	Fri	-0.48	2.140	-3.74	2.090	0.050	2.39	SGD	0.86
		Singtel	2.380	Fri		2.410	-1.24	2.410	0.000	0.00	SGD	0.46
		Jardine Cycle & Carr	21.010	Fri	1.20	21.480	-2.19	22.010	-0.530	-2.41	SGD	0.39
		Singapore Airlines	4.870	Fri	0.62	4.910	-0.81	4.980	-0.070	-1.41	SGD	0.29
	S	Mapletree Commercial	2.030	Fri		2.090	-2.87	2.100	-0.010	-0.48	USD	-0.73
		Jardine Matheson	56.720	Fri	-0.33	58.370	-2.83	64.810	-6.440	-9.94	USD	-0.78
		ST Engineering	3.780	Fri	0.27	3.840	-1.56	3.870	-0.030	-0.78	SGD	-0.82
	S	OCBC	11.290	Fri	-0.09	11.340	-0.44	12.360	-1.020	-8.25	SGD	-0.97
	S	Ascendas REIT	2.960	Fri	0.68	2.990	-1.00	2.930	0.060	2.05	SGD	-1.22
	S	Keppel	5.110	Fri	0.39	5.210	-1.92	5.330	-0.120	-2.25	SGD	-1.76
	L	Venture Corporation	18.610	Fri	0.32	18.810	-1.06	19.020	-0.210	-1.10	SGD	-2.20
		ThaiBev	0.665	Fri	0.76	0.685	-2.92	0.685	0.000	0.00	SGD	-3.88
	S	Mapletree Logistics	1.870	Fri		1.910	-2.09	1.990	-0.080	-4.02	SGD	-4.10
	S	Mapletree Industrial	2.640	Fri	0.76	2.680	-1.49	2.830	-0.150	-5.30	SGD	-4.44
	S	SATS	3.920	Fri	2.62	3.900	0.51	3.920	-0.020	-0.51	SGD	-4.54
		City Developments	6.830	Fri	0.74	7.000	-2.43	7.670	-0.670	-8.74	SGD	-5.26
	S	Genting	0.760	Fri	2.01	0.790	-3.80	0.845	-0.055	-6.51	SGD	-5.30
	S	UOL	7.070	Fri	1.00	6.870	2.91	7.390	-0.520	-7.04	SGD	-7.03
		⇓instrument	freshest		⇓ Δday	11/29/21	⇓ Δwk	5/31/21	prc diff	⇓ Δ26	Curr	∅-RS
	S	Singapore Exchange	9.290	Fri	2.43	9.230	0.65	10.330	-1.100	-10.65	SGD	-8.70
		Keppel DC REIT	2.410	Fri	0.84	2.370	1.69	2.580	-0.210	-8.14	SGD	-9.37
		Wilmar International	4.090	Fri	0.74	4.190	-2.39	4.770	-0.580	-12.16	SGD	-10.63
		ComfortDelGro	1.400	Fri	2.19	1.430	-2.10	1.700	-0.270	-15.88	SGD	-12.35
	S	Dairy Farm	3.050	Fri	2.01	3.190	-4.39	4.360	-1.170	-26.83	SGD	-20.03
STI - 29 out of 29 instruments rated - 11/29/21 / 5/31/21 - 6 did rise, Market-Ratio(26) = 20.69 %

Technical Chart

	STI RS = 26 - B/S = 60/40

1/02/17	scale up chart	11/29/21

Transactions Straits Times Index * 26 - 60/40 (2)

														⇐
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		7/10/06	189		- cash -
short	7/10/06	10/02/06	84		Genting	50	16,129	SGD	0.310	0.370	0.250	-0.060	-19	9,032	-61
					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		Singapore Exchange	50	989	SGD	4.640	8.300		3.660	79	12,801	96
					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		DBS Bank	50	377	SGD	19.500	20.000	19.000	-0.500	-3	14,535	-49
					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		Singapore Exchange	50	743	SGD	9.750	13.400		3.650	37	17,208	182
					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		CapitaLand	50	1,721	SGD	6.150	2.590	14.603	8.453	137	35,728	90
					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		Genting	50	29,023	SGD	0.630	1.950		1.320	210	74,880	81
					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		CapitaLand	50	13,172	SGD	3.140	2.890	3.412	0.272	9	86,299	9
					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		Jardine Cycle & Carr	50	952	SGD	49.620	41.950		-7.670	-15	87,254	-12
					SembCorp Marine	50	8,995	SGD	5.260	4.260		-1.000	-19	78,259	-14
100							-17							-13
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	6/24/13	6/09/14	350		Noble Group	50	40,339	SGD	0.970	1.460	0.480	-0.490	-51	58,492	-52
					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		ComfortDelGro	50	9,848	SGD	2.470	2.430		-0.040	-2	48,256	-4
					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		Genting	50	21,233	SGD	1.050	1.035	1.065	0.015	1	44,914	5
					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		ComfortDelGro	50	8,120	SGD	2.890	3.110		0.220	8	48,725	22
					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		Jardine Cycle & Carr	50	701	SGD	33.150	35.970	30.330	-2.820	-9	44,513	-8
					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		Singtel	50	14,120	SGD	4.240	3.970		-0.270	-6	115,926	-32
					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		Noble Group	50	417,000	SGD	0.139	0.170	0.108	-0.031	-22	102,999	-81
					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		ThaiBev	50	53,170	SGD	0.960	0.820		-0.140	-15	94,643	-11
					SATS	50	10,546	SGD	4.840	4.950		0.110	2	95,803	2
100							-6							-5
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/05/18	2/18/19	350		Singapore Press	50	18,933	SGD	2.530	2.510	2.550	0.020	1	96,185	1
					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		ThaiBev	50	68,961	SGD	0.820	0.910		0.090	11	119,303	22
					Yangzijiang Ship	50	40,391	SGD	1.400	0.945		-0.455	-33	100,925	-53
100							-11							-20
short	8/26/19	9/21/20	392		HPH	50	229,375	SGD	0.220	0.167	0.290	0.070	32	116,936	29
					Yangzijiang Ship	50	53,399	SGD	0.945	0.980	0.910	-0.035	-4	115,067	-3
100							14							13
long	9/21/20	10/12/20	21		Wilmar International	50	13,226	SGD	4.350	4.650		0.300	7	119,034	219
					Venture Corporation	50	3,012	SGD	19.100	20.670		1.570	8	123,763	295
100							8							255
short	10/12/20	11/16/20	35		Singapore Airlines	50	17,530	SGD	3.530	3.870	3.190	-0.340	-10	117,803	-65
					Singapore Press	50	58,935	SGD	1.050	1.030	1.070	0.020	2	119,005	22
100							-4							-34
long	11/16/20	9/20/21	308		HPH	50	290,257	SGD	0.205	0.290		0.085	41	143,677	51
					SATS	50	14,912	SGD	3.990	3.890		-0.100	-3	142,186	-3
100							19							23
short	9/20/21	11/15/21	56		Wilmar International	50	17,424	SGD	4.080	4.350	3.810	-0.270	-7	137,482	-36
					Dairy Farm	50	20,548	SGD	3.460	3.370	3.552	0.092	3	139,380	19
100							-2							-12
long	11/15/21	11/29/21	14		DBS Bank	50	2,164	SGD	32.190	30.790		-1.400	-4	136,351	-69
					Hongkong Land	50	12,167	USD	5.730	5.560		-0.170	-3	134,282	-54
100							-4							-62
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/29/21	12/03/21	4		ComfortDelGro	50	46,951	SGD	1.430	1.400	1.461	0.031	2	135,719	590
					Dairy Farm	50	21,047	SGD	3.190	3.050	3.336	0.146	5	138,800	5,901
100							3							1,948
accum	7/10/06	12/03/21	5626	days out of 5815 invested (97%)								1,288		138,800	19

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Genting	short	7/10/06	10/02/06	84	0.31	0.37	0.25	-0.06	-19.35	50	-9.68
	short	12/17/07	4/20/09	490	0.68	0.63	0.73	0.05	7.94		3.97
	long	4/20/09	3/14/11	693	0.63	1.95		1.32	209.52		104.76
	short	10/20/14	2/16/15	119	1.05	1.04	1.07	0.02	1.45		0.72	93.68
CapitaLand	short	12/17/07	4/20/09	490	6.15	2.59	14.60	8.45	137.45		68.73
	short	3/14/11	2/13/12	336	3.14	2.89	3.41	0.27	8.65		4.32	76.02
Singapore Exchange	long	10/02/06	8/13/07	315	4.64	8.30		3.66	78.88		39.44
	long	8/27/07	12/17/07	112	9.75	13.40		3.65	37.44		18.72	65.54
Noble Group	short	7/10/06	10/02/06	84	0.69	0.67	0.71	0.02	2.99		1.49
	short	6/24/13	6/09/14	350	0.97	1.46	0.48	-0.49	-50.52		-25.26
	long	6/09/14	10/20/14	133	1.46	1.24		-0.22	-15.07		-7.53
	short	6/29/15	7/18/16	385	0.72	0.17	3.05	2.33	323.53		161.76
	short	9/19/16	11/14/16	56	0.14	0.17	0.11	-0.03	-22.30		-11.15	63.13
HPH	long	2/16/15	6/29/15	133	0.95	0.86		-0.09	-9.52		-4.76
	short	3/05/18	2/18/19	350	0.46	0.34	0.62	0.16	35.30		17.65
	short	8/26/19	9/21/20	392	0.22	0.17	0.29	0.07	31.73		15.86
	long	11/16/20	9/20/21	308	0.21	0.29		0.09	41.46		20.73	56.74
Wilmar International	long	8/27/07	12/17/07	112	3.14	4.86		1.72	54.78		27.39
	long	4/20/09	3/14/11	693	3.66	5.23		1.57	42.90		21.45
	long	9/21/20	10/12/20	21	4.35	4.65		0.30	6.90		3.45
	short	9/20/21	11/15/21	56	4.08	4.35	3.81	-0.27	-6.62		-3.31	54.75
UOL	long	10/02/06	8/13/07	315	3.56	5.05		1.49	41.85		20.93	20.93
Singapore Airlines	short	3/14/11	2/13/12	336	13.10	10.92	15.72	2.62	19.96		9.98
	short	10/12/20	11/16/20	35	3.53	3.87	3.19	-0.34	-9.63		-4.82	4.69
Golden Agri	short	10/20/14	2/16/15	119	0.48	0.44	0.52	0.04	9.08		4.54	4.54
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Venture Corporation	long	9/21/20	10/12/20	21	19.10	20.67		1.57	8.22		4.11	4.11
ComfortDelGro	long	6/09/14	10/20/14	133	2.47	2.43		-0.04	-1.62		-0.81
	long	2/16/15	6/29/15	133	2.89	3.11		0.22	7.61		3.81
	short	11/29/21	12/03/21	4	1.43	1.40	1.46	0.03	2.14		1.07	4.07
Dairy Farm	short	9/20/21	11/15/21	56	3.46	3.37	3.55	0.09	2.67		1.34
	short	11/29/21	12/03/21	4	3.19	3.05	3.34	0.15	4.59		2.29	3.66
Singapore Press	short	3/05/18	2/18/19	350	2.53	2.51	2.55	0.02	0.80		0.40
	short	10/12/20	11/16/20	35	1.05	1.03	1.07	0.02	1.94		0.97	1.37
SATS	long	11/14/16	3/05/18	476	4.84	4.95		0.11	2.27		1.14
	long	11/16/20	9/20/21	308	3.99	3.89		-0.10	-2.51		-1.25	-0.13
Hongkong Land	short	8/13/07	8/27/07	14	3.82	3.84	3.80	-0.02	-0.52		-0.26
	long	11/15/21	11/29/21	14	5.73	5.56		-0.17	-2.97		-1.48	-1.74
ThaiBev	long	7/18/16	9/19/16	63	0.96	0.96		0.00	0.00		0.00
	long	11/14/16	3/05/18	476	0.96	0.82		-0.14	-14.58		-7.29
	long	2/18/19	8/26/19	189	0.82	0.91		0.09	10.98		5.49	-2.20
Singtel	long	7/18/16	9/19/16	63	4.24	3.97		-0.27	-6.37		-3.18	-3.18
DBS Bank	short	8/13/07	8/27/07	14	19.50	20.00	19.00	-0.50	-2.56		-1.28
	long	11/15/21	11/29/21	14	32.19	30.79		-1.40	-4.35		-2.17	-3.43
SembCorp Marine	long	2/13/12	6/24/13	497	5.26	4.26		-1.00	-19.01		-9.51
	short	9/19/16	11/14/16	56	1.27	1.29	1.25	-0.02	-1.57		-0.79	-10.22
Jardine Cycle & Carr	long	2/13/12	6/24/13	497	49.62	41.95		-7.67	-15.46		-7.73
	short	6/29/15	7/18/16	385	33.15	35.97	30.33	-2.82	-8.51		-4.25	-11.65
Yangzijiang Ship	short	6/24/13	6/09/14	350	0.82	1.02	0.61	-0.21	-25.15		-12.58
	long	2/18/19	8/26/19	189	1.40	0.95		-0.46	-32.50		-16.25
	short	8/26/19	9/21/20	392	0.95	0.98	0.91	-0.03	-3.70		-1.85	-28.14

Annotations

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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