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

Assessment - Straits Times Index - 4/15/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	STI	3,176.510	Fri	-0.35	3,183.610	-0.22	3,163.890	19.720	0.62	SGD	-0.19
		Yangzijiang Ship	1.740	Fri	-1.69	1.780	-2.25	1.580	0.200	12.66	SGD	17.45
	L	DBS Bank	36.410	Fri	-0.11	35.640	2.16	33.440	2.200	6.58	SGD	8.76
	L	OCBC	13.690	Fri	-0.15	13.710	-0.15	13.000	0.710	5.46	SGD	7.44
	L	Venture Corporation	14.050	Fri	-0.57	14.510	-3.17	12.070	2.440	20.22	SGD	4.94
	L	United Overseas Bank	29.930	Fri	-0.73	29.570	1.22	28.130	1.440	5.12	SGD	4.72
		ST Engineering	3.950	Fri		3.920	0.77	3.940	-0.020	-0.51	SGD	3.56
		Keppel	6.970	Fri	-0.43	6.980	-0.14	6.570	0.410	6.24	SGD	3.37
		Sembcorp Industries	5.320	Fri	-0.93	5.240	1.53	4.660	0.580	12.45	SGD	1.91
		Mapletree Industrial	2.190	Fri	-1.79	2.300	-4.78	2.220	0.080	3.60	SGD	0.31
	S	CapitaLand ICT	1.880	Fri	1.08	1.900	-1.05	1.800	0.100	5.56	SGD	-1.76
		Singtel	2.350	Fri	0.43	2.350		2.380	-0.030	-1.26	SGD	-3.30
		CapitaLand Ascendas	2.560	Fri	-1.16	2.670	-4.12	2.680	-0.010	-0.37	SGD	-3.70
	L	Wilmar International	3.400	Fri	0.59	3.490	-2.58	3.510	-0.020	-0.57	SGD	-3.72
	S	Genting	0.920	Fri	-1.08	0.905	1.66	0.845	0.060	7.10	SGD	-3.94
	S	Singapore Airlines	6.250	Fri	-1.11	6.320	-1.11	6.330	-0.010	-0.16	SGD	-3.95
	S	SATS	2.420	Fri	-1.22	2.520	-3.97	2.560	-0.040	-1.56	SGD	-4.55
	S	Singapore Exchange	9.060	Fri		9.050	0.11	9.770	-0.720	-7.37	SGD	-5.02
	S	UOL	5.600	Fri	-0.71	5.670	-1.23	6.500	-0.830	-12.77	SGD	-10.10
		Frasers L&C Trust	0.970	Fri	-3.00	1.030	-5.83	1.070	-0.040	-3.74	SGD	-10.14
		ThaiBev	0.475	Fri	-1.04	0.485	-2.06	0.550	-0.065	-11.82	SGD	-11.13
	S	Mapletree Logistics	1.310	Fri	-2.24	1.430	-8.39	1.580	-0.150	-9.49	SGD	-11.16
		City Developments	5.740	Fri	0.88	5.700	0.70	6.700	-1.000	-14.93	SGD	-12.30
		Jardine Cycle & Carr	26.500	Fri	-1.45	26.180	1.22	30.150	-3.970	-13.17	SGD	-12.70
	S	Emperador	0.445	Fri		0.430	3.49	0.515	-0.085	-16.50	SGD	-14.40
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	Curr	∅-RS
		Mapletree Pan Asia	1.210	Fri		1.260	-3.97	1.380	-0.120	-8.70	USD	-14.95
	S	CapitaLand Invest	2.460	Fri	-0.40	2.630	-6.46	3.080	-0.450	-14.61	SGD	-15.24
	S	Hongkong Land	2.830	Fri	-0.70	2.950	-4.07	3.440	-0.490	-14.24	USD	-16.12
	S	Jardine Matheson	36.790	Fri	-0.30	36.220	1.57	42.880	-6.660	-15.53	USD	-17.45
		DFI Retail	1.770	Fri	-3.80	1.910	-7.33	2.300	-0.390	-16.96	USD	-21.16
	S	Seatrium	0.077	Fri	1.32	0.078	-1.28	0.126	-0.048	-38.10	SGD	-31.70
STI - 30 out of 30 instruments rated - 4/15/24 / 10/16/23 - 10 did rise, Market-Ratio(26) = 33.33 %

Technical Chart

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

1/06/20	scale up chart	4/15/24

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
					Seatrium	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
					Seatrium	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
					DFI Retail	50	20,548	USD	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	3/21/22	112		ComfortDelGro	50	46,951	SGD	1.430	1.420	1.440	0.010	1	134,756	2
					DFI Retail	50	21,047	USD	3.190	2.510	4.054	0.864	27	152,945	118
100							14							53
long	3/21/22	5/09/22	49		Keppel	50	11,911	SGD	6.420	6.690		0.270	4	156,161	36
					Sembcorp Industries	50	29,301	SGD	2.610	2.880		0.270	10	164,072	108
100							7							69
short	5/09/22	6/06/22	28		Yangzijiang Ship	50	92,175	SGD	0.890	1.000	0.780	-0.110	-12	153,933	-82
					Keppel DC REIT	50	41,018	SGD	2.000	2.040	1.960	-0.040	-2	152,292	-23
100							-7							-62
long	6/06/22	9/26/22	112		Jardine Cycle & Carr	50	2,549	SGD	29.870	35.390		5.520	18	166,363	74
					Sembcorp Industries	50	27,004	SGD	2.820	3.080		0.260	9	173,384	33
100							14							53
short	9/26/22	4/03/23	189		DFI Retail	50	34,956	USD	2.480	2.970	1.990	-0.490	-20	156,256	-35
					Keppel DC REIT	50	48,431	SGD	1.790	2.060	1.520	-0.270	-15	143,179	-27
100							-17							-31
long	4/03/23	6/26/23	84		Genting	50	61,187	SGD	1.170	0.925		-0.245	-21	128,188	-64
					Sembcorp Industries	50	16,382	SGD	4.370	5.400		1.030	24	145,062	151
100							1							6
short	6/26/23	4/19/24	298		Hongkong Land	50	18,597	USD	3.900	2.830	5.375	1.475	38	172,485	48
					SATS	50	28,333	SGD	2.560	2.420	2.708	0.148	6	176,681	7
100							22							27
accum	7/10/06	4/19/24	6494	days out of 6683 invested (97%)								1,667		176,681	18

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
CapitaLand	short	12/17/07	4/20/09	490	6.15	2.59	14.60	8.45	137.45	50	68.73
	short	3/14/11	2/13/12	336	3.14	2.89	3.41	0.27	8.65		4.32	76.02
Genting	short	7/10/06	10/02/06	84	0.31	0.37	0.25	-0.06	-19.35		-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
	long	4/03/23	6/26/23	84	1.17	0.93		-0.25	-20.94		-10.47	73.40
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
Sembcorp Industries	long	3/21/22	5/09/22	49	2.61	2.88		0.27	10.34		5.17
	long	6/06/22	9/26/22	112	2.82	3.08		0.26	9.22		4.61
	long	4/03/23	6/26/23	84	4.37	5.40		1.03	23.57		11.78	22.99
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
UOL	long	10/02/06	8/13/07	315	3.56	5.05		1.49	41.85		20.93	20.93
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
	short	6/26/23	4/19/24	298	3.90	2.83	5.37	1.47	37.81		18.91	16.83
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
Venture Corporation	long	9/21/20	10/12/20	21	19.10	20.67		1.57	8.22		4.11	4.11
DFI Retail	short	9/20/21	11/15/21	56	3.46	3.37	3.55	0.09	2.67		1.34
	short	11/29/21	3/21/22	112	3.19	2.51	4.05	0.86	27.09		13.55
	short	9/26/22	4/03/23	189	2.48	2.97	1.99	-0.49	-19.76		-9.88	3.69
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	3/21/22	112	1.43	1.42	1.44	0.01	0.71		0.35	3.33
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
	short	6/26/23	4/19/24	298	2.56	2.42	2.71	0.15	5.79		2.89	2.76
Keppel	long	3/21/22	5/09/22	49	6.42	6.69		0.27	4.21		2.10	2.10
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
	long	6/06/22	9/26/22	112	29.87	35.39		5.52	18.48		9.24	-3.49
Keppel DC REIT	short	5/09/22	6/06/22	28	2.00	2.04	1.96	-0.04	-2.00		-1.00
	short	9/26/22	4/03/23	189	1.79	2.06	1.52	-0.27	-15.08		-7.54	-8.47
Seatrium	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
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
	short	5/09/22	6/06/22	28	0.89	1.00	0.78	-0.11	-12.36		-6.18	-32.58

Annotations

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


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