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

Assessment - Straits Times Index - 5/16/22 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/16/22	Δwk	11/15/21	prc diff	⇓ Δ26	Curr	⇓∅-RS
	S	STI	3,240.580	Fri	1.56	3,191.160	1.55	3,240.580	-49.420	-1.53	SGD	-0.20
	S	Yangzijiang Ship	0.890	Fri		0.820	8.54	1.290	-0.470	-36.43	SGD	-39.70
	S	Jardine Matheson	55.610	Fri	4.41	52.090	6.76	60.070	-7.980	-13.28	USD	-9.92
		Singapore Airlines	5.470	Fri	1.67	5.160	6.01	5.390	-0.230	-4.27	SGD	1.08
	L	SATS	4.560	Fri	3.40	4.330	5.31	4.100	0.230	5.61	SGD	6.88
	S	Hongkong Land	4.820	Fri	2.34	4.610	4.56	5.730	-1.120	-19.55	USD	-7.20
		ThaiBev	0.710	Fri	0.71	0.680	4.41	0.725	-0.045	-6.21	SGD	0.02
		ComfortDelGro	1.470	Fri	0.68	1.410	4.26	1.500	-0.090	-6.00	SGD	-6.56
	L	UOL	7.350	Fri	3.96	7.060	4.11	7.190	-0.130	-1.81	SGD	-1.25
	L	Keppel	6.800	Fri	0.89	6.560	3.66	5.310	1.250	23.54	SGD	18.70
		Sembcorp Industries	2.870	Fri	1.41	2.770	3.61	2.040	0.730	35.78	SGD	27.66
		United Overseas Bank	29.420	Fri	3.19	28.490	3.26	27.680	0.810	2.93	SGD	3.02
		CapitaLand Invest	3.910	Fri	2.62	3.790	3.17	3.390	0.400	11.80	SGD	-na-
		Mapletree Commercial	1.810	Fri		1.760	2.84	2.120	-0.360	-16.98	USD	-12.14
		ST Engineering	4.090	Fri	2.00	3.980	2.76	3.920	0.060	1.53	SGD	2.48
		Wilmar International	4.290	Fri	4.13	4.190	2.39	4.350	-0.160	-3.68	SGD	-4.86
	L	Dairy Farm	2.810	Fri	1.08	2.750	2.18	3.370	-0.620	-18.40	SGD	-14.57
	L	Venture Corporation	17.650	Fri	2.32	17.280	2.14	19.140	-1.860	-9.72	SGD	-5.54
	L	Singapore Exchange	9.870	Fri	2.07	9.670	2.07	9.520	0.150	1.58	SGD	-3.05
		Genting	0.790	Fri	2.60	0.775	1.94	0.825	-0.050	-6.06	SGD	-2.30
	L	Jardine Cycle & Carr	29.420	Fri	0.58	28.990	1.48	22.790	6.200	27.20	SGD	33.32
		Ascendas REIT	2.730	Fri	0.74	2.700	1.11	3.100	-0.400	-12.90	SGD	-8.62
	S	OCBC	11.750	Fri	1.03	11.710	0.34	11.870	-0.160	-1.35	SGD	-2.03
	L	City Developments	8.190	Fri	2.25	8.180	0.12	7.200	0.980	13.61	SGD	13.06
		Frasers L&C Trust	1.350	Fri		1.350		1.520	-0.170	-11.18	SGD	-7.80
		⇓instrument	freshest		⇓ Δday	5/16/22	Δwk	11/15/21	prc diff	⇓ Δ26	Curr	⇓∅-RS
	S	DBS Bank	31.200	Fri	1.00	31.230	-0.10	32.190	-0.960	-2.98	SGD	-2.27
		Mapletree Logistics	1.610	Fri		1.620	-0.62	1.970	-0.350	-17.77	SGD	-15.57
		Mapletree Industrial	2.430	Fri	0.41	2.450	-0.82	2.680	-0.230	-8.58	SGD	-9.99
	L	CapitaLand ICT	2.250	Fri	0.45	2.270	-0.88	2.180	0.090	4.13	SGD	7.58
	S	Keppel DC REIT	1.940	Fri		1.960	-1.02	2.350	-0.390	-16.60	SGD	-17.52
	L	Singtel	2.690	Fri		2.750	-2.18	2.580	0.170	6.59	SGD	12.33
STI - 30 out of 30 instruments rated - 5/16/22 / 11/15/21 - 11 did rise, Market-Ratio(26) = 36.67 %

Technical Chart

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

1/01/18	scale up chart	5/16/22

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	3/21/22	112		ComfortDelGro	50	46,951	SGD	1.430	1.420	1.440	0.010	1	134,756	2
					Dairy Farm	50	21,047	SGD	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	5/20/22	11		Yangzijiang Ship	50	92,175	SGD	0.890	0.890	0.890	0.000	0	164,072	0
					Keppel DC REIT	50	41,018	SGD	2.000	1.940	2.062	0.062	3	166,611	175
100							2							66
accum	7/10/06	5/20/22	5794	days out of 5983 invested (97%)								1,566		166,611	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
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	3/21/22	112	3.19	2.51	4.05	0.86	27.09		13.55	15.06
Sembcorp Industries	long	3/21/22	5/09/22	49	2.61	2.88		0.27	10.34		5.17	5.17
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
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
Keppel	long	3/21/22	5/09/22	49	6.42	6.69		0.27	4.21		2.10	2.10
Keppel DC REIT	short	5/09/22	5/20/22	11	2.00	1.94	2.06	0.06	3.10		1.55	1.55
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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	5/20/22	11	0.89	0.89	0.89	0.00	0.00		0.00	-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


	is taking down something concerning