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

Assessment - Straits Times Index - 2/24/20 - RS = 26

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
		STI	3,111.700	09:20	-0.19	3,142.200	-0.97	3,065.330	76.870	2.51	SGD	-2.39
		Singapore Exchange	8.960	09:07	1.13	8.930	0.34	8.230	0.700	8.51	SGD	9.74
		Wilmar International	4.150	09:08	0.73	4.050	2.47	3.690	0.360	9.76	SGD	8.74
		City Developments	10.170	09:12	-1.93	10.490	-3.05	9.100	1.390	15.27	SGD	8.00
	L	Ascendas REIT	3.210	09:09	0.31	3.240	-0.93	3.050	0.190	6.23	SGD	7.69
		UOL	7.750	09:13	-1.40	7.900	-1.90	7.150	0.750	10.49	SGD	5.64
	L	ST Engineering	4.310	09:12	-0.92	4.200	2.62	3.920	0.280	7.14	SGD	5.21
	L	StarHub	1.550	09:06	0.65	1.520	1.97	1.340	0.180	13.43	SGD	4.82
		Keppel	6.570	09:12	-0.61	6.650	-1.20	5.820	0.830	14.26	SGD	3.64
		CapitaLand	3.640	09:06	-0.82	3.670	-0.82	3.380	0.290	8.58	SGD	2.66
		Venture Corporation	16.510	09:04	0.79	16.080	2.67	14.700	1.380	9.39	SGD	-0.74
		CapitaCom Trust	1.960	09:10	-0.51	2.010	-2.49	2.080	-0.070	-3.37	SGD	-0.84
	L	OCBC	10.900	09:07	0.37	10.920	-0.18	10.540	0.380	3.61	SGD	-1.30
		CapitaLand Mall	2.400	09:09	-0.83	2.470	-2.83	2.630	-0.160	-6.08	SGD	-1.73
		United Overseas Bank	25.270	09:04	0.56	25.280	-0.04	24.450	0.830	3.39	SGD	-2.13
	S	DBS Bank	24.820	09:15	0.65	24.850	-0.12	24.090	0.760	3.15	SGD	-2.82
	L	Jardine Matheson	55.920	09:04	-0.48	57.190	-2.22	52.670	4.520	8.58	USD	-3.36
	S	ThaiBev	0.805	09:15	-1.83	0.820	-1.83	0.910	-0.090	-9.89	SGD	-3.44
	S	Singtel	3.070	09:15	-0.32	3.100	-0.97	3.160	-0.060	-1.90	SGD	-4.25
	S	Genting	0.830	09:11	-1.19	0.870	-4.60	0.880	-0.010	-1.14	SGD	-5.95
	S	Singapore Airlines	8.320	09:07	-0.95	8.480	-1.89	8.860	-0.380	-4.29	SGD	-8.32
		Jardine Strategic	29.980	09:07	-0.73	30.750	-2.50	31.700	-0.950	-3.00	USD	-9.26
	S	Jardine Cycle & Carr	28.220	09:15	-1.95	28.660	-1.54	30.290	-1.630	-5.38	SGD	-11.24
	S	SATS	4.220	09:14	-0.24	4.400	-4.09	4.700	-0.300	-6.38	SGD	-11.87
	S	Singapore Press	1.940	09:11	-0.51	1.970	-1.52	1.990	-0.020	-1.01	SGD	-11.92
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	8/26/19	prc diff	⇓ Δ26	Curr	∅-RS
		Hongkong Land	5.030	09:04	-2.14	5.230	-3.82	5.420	-0.190	-3.51	USD	-14.10
	L	HPH	0.210	08:58	-2.33	0.215	-2.33	0.220	-0.005	-2.27	SGD	-16.08
	S	Sembcorp Industries	1.900	09:04	-1.04	1.950	-2.56	2.130	-0.180	-8.45	SGD	-16.41
		Yangzijiang Ship	0.975	09:04	0.52	1.000	-2.50	0.945	0.055	5.82	SGD	-16.62
	S	Golden Agri	0.205	09:04		0.210	-2.38	0.275	-0.065	-23.64	SGD	-17.51
	S	ComfortDelGro	2.010	09:14		1.990	1.01	2.430	-0.440	-18.11	SGD	-19.13
STI - 30 out of 30 instruments rated - 2/24/20 / 8/26/19 - 15 did rise, Market-Ratio(26) = 50.00 %

Technical Chart

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

1/04/16	scale up chart	2/24/20

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	2/27/20	185		HPH	50	229,375	SGD	0.220	0.210	0.231	0.011	5	103,334	10
					Yangzijiang Ship	50	53,399	SGD	0.945	0.975	0.915	-0.030	-3	101,732	-6
100							1							2
accum	7/10/06	2/27/20	4980	days out of 5169 invested (96%)								917		101,732	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
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	54.71
UOL	long	10/02/06	8/13/07	315	3.56	5.05		1.49	41.85		20.93	20.93
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	2/27/20	185	0.22	0.21	0.23	0.01	4.77		2.39	14.72
Singapore Airlines	short	3/14/11	2/13/12	336	13.10	10.92	15.72	2.62	19.96		9.98	9.98
Golden Agri	short	10/20/14	2/16/15	119	0.48	0.44	0.52	0.04	9.08		4.54	4.54
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	2.97
SATS	long	11/14/16	3/05/18	476	4.84	4.95		0.11	2.27		1.14	1.14
Singapore Press	short	3/05/18	2/18/19	350	2.53	2.51	2.55	0.02	0.80		0.40	0.40
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Hongkong Land	short	8/13/07	8/27/07	14	3.82	3.84	3.80	-0.02	-0.52		-0.26	-0.26
DBS Bank	short	8/13/07	8/27/07	14	19.50	20.00	19.00	-0.50	-2.56		-1.28	-1.28
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
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	2/27/20	185	0.95	0.98	0.92	-0.03	-3.17		-1.59	-27.95

Annotations

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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