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

Assessment - Straits Times Index in Swiss Franc - 12/05/22 - RS = 26

		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	6/06/22	prc diff	⇓ Δ26	∅-RS
		STI	2,252.178	Thu	0.48	2,270.613	-0.81	2,275.983	-5.370	-0.24	2.08
	L	Yangzijiang Ship	0.938	Thu	-2.17	0.980	-4.26	0.705	0.274	38.91	26.17
		Sembcorp Industries	2.251	Thu	0.31	2.258	-0.31	1.989	0.269	13.54	20.97
		Keppel	5.191	Thu	0.54	5.281	-1.71	4.846	0.435	8.98	19.70
	L	Genting	0.615	Thu	-0.56	0.615		0.550	0.065	11.78	13.35
	L	United Overseas Bank	21.354	Thu	0.56	21.542	-0.87	20.265	1.276	6.30	9.45
		Jardine Cycle & Carr	19.568	Thu	0.46	19.860	-1.47	21.070	-1.209	-5.74	8.78
		City Developments	5.663	Thu	0.99	5.754	-1.57	5.833	-0.080	-1.37	8.26
	L	Singapore Airlines	3.864	Thu	-0.18	3.871	-0.18	3.858	0.012	0.32	7.04
		Singtel	1.841	Thu	0.38	1.876	-1.85	1.813	0.063	3.50	5.66
	L	DBS Bank	23.175	Thu	-0.45	23.974	-3.33	21.662	2.312	10.67	5.09
	L	OCBC	8.513	Thu	0.57	8.464	0.57	8.366	0.098	1.17	2.66
		CapitaLand Invest	2.516	Thu	2.26	2.585	-2.69	2.744	-0.159	-5.79	1.95
		ThaiBev	0.455	Thu		0.459	-0.76	0.483	-0.025	-5.08	1.91
		Venture Corporation	12.022	Thu	0.06	12.015	0.06	12.647	-0.633	-5.00	-0.03
		Ascendas REIT	1.918	Thu		1.939	-1.08	1.996	-0.057	-2.88	-0.55
	L	Wilmar International	2.793	Thu	-0.74	2.863	-2.43	2.963	-0.100	-3.36	-0.56
		CapitaLand ICT	1.397	Thu		1.418	-1.47	1.566	-0.148	-9.47	-1.56
		Dairy Farm	2.036	Thu	3.90	1.821	11.83	2.010	-0.190	-9.44	-1.67
		Singapore Exchange	6.358	Thu	0.77	6.358		6.842	-0.484	-7.07	-3.01
		UOL	4.656	Thu	1.36	4.649	0.15	5.192	-0.543	-10.45	-4.03
		Mapletree Logistics	1.119	Thu		1.126	-0.62	1.178	-0.052	-4.43	-4.72
		Keppel DC REIT	1.313	Thu	0.53	1.306	0.53	1.439	-0.133	-9.21	-6.86
		Mapletree Commercial	1.583	Thu	0.60	1.583		1.737	-0.154	-8.88	-8.96
		ST Engineering	2.314	Thu	-0.89	2.397	-3.48	2.892	-0.495	-17.10	-8.94
		⇓instrument	freshest		⇓ Δday	12/05/22	⇓ Δwk	6/06/22	prc diff	⇓ Δ26	∅-RS
		ComfortDelGro	0.862	Thu		0.876	-1.59	1.023	-0.147	-14.39	-9.05
	S	Mapletree Industrial	1.536	Thu	0.45	1.564	-1.78	1.763	-0.200	-11.34	-10.55
	S	Jardine Matheson	46.408	Thu	1.71	45.089	2.93	55.743	-10.654	-19.11	-12.55
	S	Hongkong Land	4.193	Thu	3.25	3.920	6.97	4.979	-1.059	-21.27	-15.75
	S	Frasers L&C Trust	0.792	Thu	0.88	0.792		0.952	-0.160	-16.81	-15.14
	S	SATS	2.008	Thu	1.05	1.974	1.76	2.885	-0.911	-31.59	-24.11
STI - 30 out of 30 instruments rated - 12/05/22 / 6/06/22 - 9 did rise, Market-Ratio(26) in CHF = 30.00 %

Technical Chart

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

1/01/18	scale up chart	12/05/22

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

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	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	20,765	0.241	0.291	0.190	-0.051	-21	8,950	-64
					Noble Group	50	9,329	0.536	0.528	0.545	0.009	2	9,030	7
100							-10						-36
long	10/02/06	8/13/07	315		Singapore Exchange	50	1,235	3.653	6.542		2.888	79	12,597	96
					UOL	50	1,611	2.803	3.980		1.177	42	14,493	50
100							61						73
short	8/13/07	8/27/07	14		DBS Bank	50	471	15.369	15.791	14.947	-0.422	-3	14,294	-52
					Hongkong Land	50	1,584	4.579	4.611	4.548	-0.032	-1	14,244	-16
100							-2						-36
long	8/27/07	12/17/07	112		Singapore Exchange	50	925	7.698	10.644		2.946	38	16,970	187
					Wilmar International	50	2,873	2.479	3.861		1.381	56	20,938	323
100							47						251
short	12/17/07	4/20/09	490		CapitaLand	50	2,142	4.885	2.011	11.870	6.985	143	35,900	94
					Genting	50	19,389	0.540	0.489	0.597	0.056	10	36,994	8
100							77						53
long	4/20/09	3/14/11	693		Genting	50	37,821	0.489	1.430		0.941	192	72,571	76
					Wilmar International	50	6,510	2.841	3.835		0.993	35	79,038	17
100							114						49
short	3/14/11	2/13/12	336		CapitaLand	50	17,165	2.302	2.100	2.524	0.222	10	82,841	10
					Singapore Airlines	50	4,114	9.605	7.935	11.626	2.021	21	91,155	23
100							15						17
long	2/13/12	6/24/13	497		Jardine Cycle & Carr	50	1,263	36.058	30.717		-5.341	-15	84,409	-11
					SembCorp Marine	50	11,933	3.822	3.119		-0.703	-18	76,019	-14
100							-17						-12
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	6/24/13	6/09/14	350		Noble Group	50	53,514	0.710	1.048	0.373	-0.338	-48	57,949	-49
					Yangzijiang Ship	50	63,692	0.597	0.732	0.461	-0.135	-23	49,327	-24
100							-35						-36
long	6/09/14	10/20/14	133		ComfortDelGro	50	13,911	1.773	1.805		0.032	2	49,769	5
					Noble Group	50	23,535	1.048	0.921		-0.127	-12	46,778	-30
100							-5						-14
short	10/20/14	2/16/15	119		Genting	50	29,994	0.780	0.711	0.856	0.076	10	49,049	33
					Golden Agri	50	65,614	0.356	0.302	0.421	0.064	18	53,251	66
100							14						49
long	2/16/15	6/29/15	133		ComfortDelGro	50	13,415	1.985	2.137		0.152	8	55,294	23
					HPH	50	41,026	0.649	0.588		-0.061	-9	52,772	-24
100							-1						-2
short	6/29/15	7/18/16	385		Jardine Cycle & Carr	50	1,158	22.779	26.223	19.336	-3.443	-15	48,785	-14
					Noble Group	50	53,347	0.495	0.124	1.975	1.480	299	127,757	272
100							142						131
long	7/18/16	9/19/16	63		Singtel	50	20,665	3.091	2.858		-0.233	-8	122,936	-37
					ThaiBev	50	91,277	0.700	0.691		-0.009	-1	122,132	-7
100							-4						-23
short	9/19/16	11/14/16	56		Noble Group	50	610,311	0.100	0.121	0.079	-0.021	-21	109,403	-78
					SembCorp Marine	50	66,797	0.914	0.917	0.911	-0.003	0	109,190	-2
100							-11						-52
long	11/14/16	3/05/18	476		ThaiBev	50	79,971	0.683	0.585		-0.098	-14	101,356	-11
					SATS	50	15,862	3.442	3.530		0.088	3	102,751	2
100							-6						-5
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/05/18	2/18/19	350		Singapore Press	50	28,477	1.804	1.858	1.751	-0.053	-3	101,227	-3
					HPH	50	156,623	0.328	0.252	0.428	0.100	30	116,824	32
100							14						14
long	2/18/19	8/26/19	189		ThaiBev	50	96,249	0.607	0.642		0.035	6	120,235	12
					Yangzijiang Ship	50	56,375	1.036	0.667		-0.369	-36	99,426	-57
100							-15						-27
short	8/26/19	9/21/20	392		HPH	50	320,140	0.155	0.112	0.215	0.060	38	118,511	35
					Yangzijiang Ship	50	74,530	0.667	0.658	0.676	0.009	1	119,158	1
100							20						18
long	9/21/20	10/12/20	21		Wilmar International	50	20,385	2.923	3.117		0.194	7	123,120	206
					Venture Corporation	50	4,642	12.833	13.856		1.023	8	127,868	279
100							7						241
short	10/12/20	11/16/20	35		Singapore Airlines	50	27,018	2.366	2.624	2.109	-0.258	-11	120,906	-70
					Singapore Press	50	90,838	0.704	0.698	0.709	0.006	1	121,411	9
100							-5						-42
long	11/16/20	9/20/21	308		HPH	50	436,752	0.139	0.199		0.060	43	147,606	53
					SATS	50	22,439	2.705	2.669		-0.036	-1	146,790	-2
100							21						25
short	9/20/21	11/15/21	56		Wilmar International	50	26,219	2.799	2.968	2.630	-0.169	-6	142,354	-33
					Dairy Farm	50	30,917	2.374	2.300	2.451	0.077	3	144,722	23
100							-1						-9
long	11/15/21	11/29/21	14		DBS Bank	50	3,294	21.967	20.766		-1.201	-5	140,767	-77
					Hongkong Land	50	13,689	5.286	5.138		-0.149	-3	138,734	-52
100							-4						-67
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/29/21	3/21/22	112		ComfortDelGro	50	71,923	0.964	0.975	0.954	-0.011	-1	137,945	-4
					Dairy Farm	50	32,241	2.151	1.724	2.685	0.533	25	155,134	106
100							12						44
long	3/21/22	5/09/22	49		Keppel	50	17,588	4.410	4.776		0.366	8	161,574	81
					Sembcorp Industries	50	43,263	1.793	2.056		0.263	15	172,965	177
100							11						125
short	5/09/22	6/06/22	28		Yangzijiang Ship	50	136,102	0.635	0.705	0.566	-0.070	-11	163,448	-78
					Keppel DC REIT	50	60,565	1.428	1.439	1.417	-0.011	-1	162,781	-10
100							-6						-55
long	6/06/22	9/26/22	112		Jardine Cycle & Carr	50	3,862	21.070	24.494		3.425	16	176,006	63
					Sembcorp Industries	50	40,927	1.989	2.132		0.143	7	181,841	25
100							12						43
short	9/26/22	12/08/22	73		Dairy Farm	50	52,970	1.716	2.036	1.397	-0.320	-19	164,909	-64
					Keppel DC REIT	50	73,388	1.239	1.313	1.164	-0.074	-6	159,442	-27
100							-12						-48
accum	7/10/06	12/08/22	5996	days out of 6185 invested (97%)							1,494		159,442	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
Genting	short	7/10/06	10/02/06	84	0.24	0.29	0.19	-0.05	-21.01	50	-10.50
	short	12/17/07	4/20/09	490	0.54	0.49	0.60	0.06	10.45		5.22
	long	4/20/09	3/14/11	693	0.49	1.43		0.94	192.34		96.17
	short	10/20/14	2/16/15	119	0.78	0.71	0.86	0.08	9.71		4.86	93.71
CapitaLand	short	12/17/07	4/20/09	490	4.89	2.01	11.87	6.98	142.98		71.49
	short	3/14/11	2/13/12	336	2.30	2.10	2.52	0.22	9.62		4.81	79.74
Singapore Exchange	long	10/02/06	8/13/07	315	3.65	6.54		2.89	79.06		39.53
	long	8/27/07	12/17/07	112	7.70	10.64		2.95	38.27		19.14	66.23
Noble Group	short	7/10/06	10/02/06	84	0.54	0.53	0.54	0.01	1.60		0.80
	short	6/24/13	6/09/14	350	0.71	1.05	0.37	-0.34	-47.54		-23.77
	long	6/09/14	10/20/14	133	1.05	0.92		-0.13	-12.13		-6.06
	short	6/29/15	7/18/16	385	0.49	0.12	1.98	1.48	299.21		149.60
	short	9/19/16	11/14/16	56	0.10	0.12	0.08	-0.02	-20.85		-10.42	61.39
HPH	long	2/16/15	6/29/15	133	0.65	0.59		-0.06	-9.47		-4.74
	short	3/05/18	2/18/19	350	0.33	0.25	0.43	0.10	30.36		15.18
	short	8/26/19	9/21/20	392	0.16	0.11	0.21	0.06	38.39		19.20
	long	11/16/20	9/20/21	308	0.14	0.20		0.06	43.15		21.58	59.01
Wilmar International	long	8/27/07	12/17/07	112	2.48	3.86		1.38	55.72		27.86
	long	4/20/09	3/14/11	693	2.84	3.83		0.99	34.96		17.48
	long	9/21/20	10/12/20	21	2.92	3.12		0.19	6.65		3.32
	short	9/20/21	11/15/21	56	2.80	2.97	2.63	-0.17	-6.04		-3.02	50.51
UOL	long	10/02/06	8/13/07	315	2.80	3.98		1.18	42.00		21.00	21.00
Sembcorp Industries	long	3/21/22	5/09/22	49	1.79	2.06		0.26	14.68		7.34
	long	6/06/22	9/26/22	112	1.99	2.13		0.14	7.17		3.58	11.19
Golden Agri	short	10/20/14	2/16/15	119	0.36	0.30	0.42	0.06	17.96		8.98	8.98
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	9.60	7.94	11.63	2.02	21.04		10.52
	short	10/12/20	11/16/20	35	2.37	2.62	2.11	-0.26	-10.89		-5.44	4.50
ComfortDelGro	long	6/09/14	10/20/14	133	1.77	1.80		0.03	1.79		0.89
	long	2/16/15	6/29/15	133	1.98	2.14		0.15	7.68		3.84
	short	11/29/21	3/21/22	112	0.96	0.98	0.95	-0.01	-1.14		-0.57	4.17
Keppel	long	3/21/22	5/09/22	49	4.41	4.78		0.37	8.30		4.15	4.15
Venture Corporation	long	9/21/20	10/12/20	21	12.83	13.86		1.02	7.97		3.98	3.98
Dairy Farm	short	9/20/21	11/15/21	56	2.37	2.30	2.45	0.08	3.23		1.61
	short	11/29/21	3/21/22	112	2.15	1.72	2.68	0.53	24.78		12.39
	short	9/26/22	12/08/22	73	1.72	2.04	1.40	-0.32	-18.62		-9.31	3.57
SATS	long	11/14/16	3/05/18	476	3.44	3.53		0.09	2.55		1.28
	long	11/16/20	9/20/21	308	2.71	2.67		-0.04	-1.34		-0.67	0.60
Singapore Press	short	3/05/18	2/18/19	350	1.80	1.86	1.75	-0.05	-2.97		-1.48
	short	10/12/20	11/16/20	35	0.70	0.70	0.71	0.01	0.79		0.39	-1.09
Hongkong Land	short	8/13/07	8/27/07	14	4.58	4.61	4.55	-0.03	-0.69		-0.34
	long	11/15/21	11/29/21	14	5.29	5.14		-0.15	-2.81		-1.41	-1.74
Keppel DC REIT	short	5/09/22	6/06/22	28	1.43	1.44	1.42	-0.01	-0.77		-0.39
	short	9/26/22	12/08/22	73	1.24	1.31	1.16	-0.07	-6.01		-3.01	-3.38
Singtel	long	7/18/16	9/19/16	63	3.09	2.86		-0.23	-7.55		-3.77	-3.77
DBS Bank	short	8/13/07	8/27/07	14	15.37	15.79	14.95	-0.42	-2.75		-1.37
	long	11/15/21	11/29/21	14	21.97	20.77		-1.20	-5.47		-2.73	-4.07
ThaiBev	long	7/18/16	9/19/16	63	0.70	0.69		-0.01	-1.26		-0.63
	long	11/14/16	3/05/18	476	0.68	0.58		-0.10	-14.35		-7.17
	long	2/18/19	8/26/19	189	0.61	0.64		0.04	5.84		2.92	-5.07
Jardine Cycle & Carr	long	2/13/12	6/24/13	497	36.06	30.72		-5.34	-14.81		-7.41
	short	6/29/15	7/18/16	385	22.78	26.22	19.34	-3.44	-15.12		-7.56
	long	6/06/22	9/26/22	112	21.07	24.49		3.42	16.25		8.13	-7.45
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
SembCorp Marine	long	2/13/12	6/24/13	497	3.82	3.12		-0.70	-18.39		-9.20
	short	9/19/16	11/14/16	56	0.91	0.92	0.91	-0.00	-0.35		-0.17	-9.36
Yangzijiang Ship	short	6/24/13	6/09/14	350	0.60	0.73	0.46	-0.14	-22.68		-11.34
	long	2/18/19	8/26/19	189	1.04	0.67		-0.37	-35.62		-17.81
	short	8/26/19	9/21/20	392	0.67	0.66	0.68	0.01	1.30		0.65
	short	5/09/22	6/06/22	28	0.64	0.71	0.57	-0.07	-11.00		-5.50	-30.69

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