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

Assessment - Straits Times Index - 10/07/19 - RS = 26

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

1/05/15	scale up chart	10/07/19

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	10/11/19	46		HPH	50	229,375	SGD	0.220	0.220	0.220	0.000	0	100,925	0
					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	10/11/19	4844	days out of 5033 invested (96%)								896		99,590	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	10/11/19	46	0.22	0.22	0.22	0.00	0.00		0.00	12.05
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	10/11/19	46	0.95	0.97	0.92	-0.02	-2.65		-1.32	-27.75

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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