| |
| |
Assessment - Straits Times Index - 2/22/21 - RS = 46
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
4/06/20 |
prc diff |
⇓ Δ46 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
2,949.040 |
Fri |
-0.82 |
2,881.210 |
2.35 |
2,470.590 |
410.620 |
16.62 |
SGD |
8.85 |
| |  |
 |
 |
 |
L |
 |
Wilmar International |
5.280 |
Fri |
-2.22 |
5.510 |
-4.17 |
3.400 |
2.110 |
62.06 |
SGD |
33.20 |
| |  |
 |
 |
 |
L |
 |
SATS |
4.400 |
Fri |
-1.79 |
4.110 |
7.06 |
2.890 |
1.220 |
42.21 |
SGD |
26.80 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
26.640 |
Fri |
-0.97 |
25.600 |
4.06 |
18.400 |
7.200 |
39.13 |
SGD |
18.56 |
| |  |
 |
 |
 |
L |
 |
OCBC |
10.990 |
Fri |
-0.72 |
10.630 |
3.39 |
8.710 |
1.920 |
22.04 |
SGD |
15.52 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
19.200 |
Fri |
-2.54 |
20.050 |
-4.24 |
14.210 |
5.840 |
41.10 |
SGD |
14.40 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
24.680 |
Fri |
0.12 |
23.690 |
4.18 |
19.480 |
4.210 |
21.61 |
SGD |
13.85 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
4.820 |
Fri |
0.84 |
4.590 |
5.01 |
4.020 |
0.570 |
14.18 |
USD |
12.89 |
| |  |
 |
 |
 |
|
 |
Genting |
0.855 |
Fri |
|
0.835 |
2.40 |
0.690 |
0.145 |
21.01 |
SGD |
11.64 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
9.990 |
Fri |
-0.79 |
9.920 |
0.71 |
9.330 |
0.590 |
6.32 |
SGD |
10.57 |
| |  |
 |
 |
 |
|
 |
ThaiBev |
0.735 |
Fri |
|
0.740 |
-0.68 |
0.635 |
0.105 |
16.54 |
SGD |
10.53 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.070 |
Fri |
0.94 |
1.040 |
2.88 |
0.880 |
0.160 |
18.18 |
SGD |
9.79 |
| |  |
 |
 |
 |
L |
 |
ST Engineering |
3.760 |
Fri |
-1.31 |
3.820 |
-1.57 |
3.030 |
0.790 |
26.07 |
SGD |
9.37 |
| |  |
 |
 |
 |
|
 |
Jardine Strategic |
25.880 |
Fri |
-0.08 |
24.140 |
7.21 |
22.220 |
1.920 |
8.64 |
USD |
7.77 |
| |  |
 |
 |
 |
|
 |
Keppel DC REIT |
2.730 |
Fri |
-0.36 |
2.830 |
-3.53 |
2.350 |
0.480 |
20.43 |
SGD |
6.62 |
| |  |
 |
 |
 |
|
 |
Jardine Matheson |
52.320 |
Fri |
-1.21 |
49.450 |
5.80 |
49.930 |
-0.480 |
-0.96 |
USD |
6.60 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
21.040 |
Fri |
-2.64 |
21.380 |
-1.59 |
18.750 |
2.630 |
14.03 |
SGD |
6.07 |
| |  |
 |
 |
 |
|
 |
UOL |
7.390 |
Fri |
-1.73 |
7.340 |
0.68 |
6.400 |
0.940 |
14.69 |
SGD |
5.91 |
| |  |
 |
 |
 |
|
 |
CapitaLand |
3.180 |
Fri |
-1.55 |
3.100 |
2.58 |
2.740 |
0.360 |
13.14 |
SGD |
5.31 |
| |  |
 |
 |
 |
L |
 |
Singapore Airlines |
4.980 |
Fri |
-0.99 |
4.390 |
13.44 |
5.750 |
-1.360 |
-23.65 |
SGD |
4.40 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
2.100 |
Fri |
-0.94 |
2.060 |
1.94 |
1.620 |
0.440 |
27.16 |
SGD |
4.18 |
| |  |
 |
 |
 |
|
 |
ComfortDelGro |
1.610 |
Fri |
-0.62 |
1.590 |
1.26 |
1.410 |
0.180 |
12.77 |
SGD |
3.56 |
| |  |
 |
 |
 |
|
 |
Mapletree Commercial |
2.040 |
Fri |
|
1.980 |
3.03 |
1.580 |
0.400 |
25.32 |
USD |
0.93 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
1.850 |
Fri |
-1.60 |
1.910 |
-3.14 |
1.550 |
0.360 |
23.23 |
SGD |
-0.12 |
| |  |
 |
 |
 |
L |
 |
Dairy Farm |
4.330 |
Fri |
-3.13 |
4.260 |
1.64 |
4.480 |
-0.220 |
-4.91 |
SGD |
-1.30 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
4/06/20 |
prc diff |
⇓ Δ46 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Sembcorp Industries |
1.730 |
Fri |
-1.70 |
1.620 |
6.79 |
1.550 |
0.070 |
4.52 |
SGD |
-1.32 |
| |  |
 |
 |
 |
S |
 |
Ascendas REIT |
2.940 |
Fri |
-2.00 |
2.990 |
-1.67 |
2.670 |
0.320 |
11.99 |
SGD |
-2.73 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
2.660 |
Fri |
-1.12 |
2.750 |
-3.27 |
2.220 |
0.530 |
23.87 |
SGD |
-2.79 |
| |  |
 |
 |
 |
L |
 |
Singtel |
2.350 |
Fri |
-1.26 |
2.350 |
|
2.610 |
-0.260 |
-9.96 |
SGD |
-3.21 |
| |  |
 |
 |
 |
|
 |
Keppel |
5.080 |
Fri |
-0.78 |
5.030 |
0.99 |
5.510 |
-0.480 |
-8.71 |
SGD |
-4.17 |
| |  |
 |
 |
 |
|
 |
City Developments |
7.360 |
Fri |
-2.00 |
7.200 |
2.22 |
7.010 |
0.190 |
2.71 |
SGD |
-7.74 |
STI - 30 out of 30 instruments rated - 2/22/21 / 4/06/20 - 25 did rise, Market-Ratio(46) = 83.33 % |
Technical Chart
Transactions Straits Times Index * L46 - 75/72 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | | prc diff | d % | asset | yield | |
1/02/06 |
2/13/06 |
42 |
|
- cash - |
long |
2/13/06 |
2/20/06 |
7 |
 |
 |
 |
Singapore Exchange |
100 |
2,717 |
SGD |
3.680 |
3.680 |
|
0.000 |
0 |
10,000 |
0 |
|
2/20/06 |
2/27/06 |
7 |
|
- cash - |
|
2/27/06 |
4/24/06 |
56 |
 |
 |
 |
Singapore Exchange |
100 |
2,551 |
SGD |
3.920 |
4.300 |
|
0.380 |
10 |
10,969 |
83 |
|
4/24/06 |
5/01/06 |
7 |
|
- cash - |
|
5/01/06 |
5/08/06 |
7 |
 |
 |
 |
Singapore Exchange |
100 |
2,416 |
SGD |
4.540 |
4.900 |
|
0.360 |
8 |
11,839 |
5,246 |
|
5/08/06 |
8/14/06 |
98 |
|
- cash - |
|
8/14/06 |
8/21/06 |
7 |
 |
 |
 |
Singapore Exchange |
100 |
2,901 |
SGD |
4.080 |
3.980 |
|
-0.100 |
-2 |
11,549 |
-73 |
|
8/21/06 |
9/04/06 |
14 |
|
- cash - |
|
9/04/06 |
12/03/07 |
455 |
 |
 |
 |
Singapore Exchange |
100 |
2,830 |
SGD |
4.080 |
14.400 |
|
10.320 |
253 |
40,755 |
175 |
|
12/03/07 |
8/24/09 |
630 |
|
- cash - |
|
8/24/09 |
11/22/10 |
455 |
 |
 |
 |
Genting |
100 |
39,955 |
SGD |
1.020 |
2.000 |
|
0.980 |
96 |
79,911 |
72 |
|
11/22/10 |
11/29/10 |
7 |
|
- cash - |
|
11/29/10 |
2/07/11 |
70 |
 |
 |
 |
Genting |
100 |
38,234 |
SGD |
2.090 |
2.030 |
|
-0.060 |
-3 |
77,617 |
-14 |
|
2/07/11 |
4/04/11 |
56 |
|
- cash - |
|
4/04/11 |
5/02/11 |
28 |
 |
 |
 |
Genting |
100 |
35,933 |
SGD |
2.160 |
2.100 |
|
-0.060 |
-3 |
75,461 |
-31 |
|
5/02/11 |
5/16/11 |
14 |
|
- cash - |
|
5/16/11 |
5/23/11 |
7 |
 |
 |
 |
Hongkong Land |
100 |
10,088 |
USD |
7.480 |
7.400 |
|
-0.080 |
-1 |
74,653 |
-43 |
|
5/23/11 |
7/02/12 |
406 |
|
- cash - |
|
7/02/12 |
6/03/13 |
336 |
 |
 |
 |
ThaiBev |
100 |
219,569 |
SGD |
0.340 |
0.670 |
|
0.330 |
97 |
147,111 |
109 |
|
6/03/13 |
5/12/14 |
343 |
|
- cash - |
|
5/12/14 |
5/19/14 |
7 |
 |
 |
 |
Noble Group |
100 |
119,602 |
SGD |
1.230 |
1.320 |
|
0.090 |
7 |
157,875 |
3,873 |
|
5/19/14 |
7/14/14 |
56 |
|
- cash - |
|
7/14/14 |
7/21/14 |
7 |
 |
 |
 |
Noble Group |
100 |
114,402 |
SGD |
1.380 |
1.405 |
|
0.025 |
2 |
160,735 |
155 |
|
7/21/14 |
7/28/14 |
7 |
|
- cash - |
|
7/28/14 |
8/04/14 |
7 |
 |
 |
 |
Noble Group |
100 |
110,852 |
SGD |
1.450 |
1.400 |
|
-0.050 |
-3 |
155,193 |
-84 |
|
8/04/14 |
12/05/16 |
854 |
|
- cash - |
|
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
158,360 |
SGD |
0.980 |
0.930 |
|
-0.050 |
-5 |
147,275 |
-74 |
|
12/19/16 |
4/03/17 |
105 |
|
- cash - |
|
4/03/17 |
4/17/17 |
14 |
 |
 |
 |
Yangzijiang Ship |
100 |
126,416 |
SGD |
1.165 |
1.125 |
|
-0.040 |
-3 |
142,218 |
-60 |
|
4/17/17 |
10/09/17 |
175 |
|
- cash - |
|
10/09/17 |
10/23/17 |
14 |
 |
 |
 |
Yangzijiang Ship |
100 |
98,762 |
SGD |
1.440 |
1.520 |
|
0.080 |
6 |
150,119 |
309 |
|
10/23/17 |
11/13/17 |
21 |
|
- cash - |
|
11/13/17 |
11/27/17 |
14 |
 |
 |
 |
Yangzijiang Ship |
100 |
89,891 |
SGD |
1.670 |
1.670 |
|
0.000 |
0 |
150,119 |
0 |
|
11/27/17 |
2/01/21 |
1162 |
|
- cash - |
|
2/01/21 |
2/26/21 |
25 |
 |
 |
 |
Wilmar International |
100 |
28,377 |
SGD |
5.290 |
5.280 |
|
-0.010 |
0 |
149,835 |
-3 |
|
accum | 2/13/06 |
2/26/21 | 1532 |
days out of 5536 invested (28%) |
1,398 |
149,835 |
91 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Singapore Exchange | long | 2/13/06 | 2/20/06 | 7 | 3.68 | 3.68 | | 0.00 | 0.00 | | | |
| | 2/27/06 | 4/24/06 | 56 | 3.92 | 4.30 | | 0.38 | 9.69 | | | |
| | 5/01/06 | 5/08/06 | 7 | 4.54 | 4.90 | | 0.36 | 7.93 | | | |
| | 8/14/06 | 8/21/06 | 7 | 4.08 | 3.98 | | -0.10 | -2.45 | | | |
| | 9/04/06 | 12/03/07 | 455 | 4.08 | 14.40 | | 10.32 | 252.94 | | | 307.61 |
ThaiBev | | 7/02/12 | 6/03/13 | 336 | 0.34 | 0.67 | | 0.33 | 97.06 | | | 97.06 |
Genting | | 8/24/09 | 11/22/10 | 455 | 1.02 | 2.00 | | 0.98 | 96.08 | | | |
| | 11/29/10 | 2/07/11 | 70 | 2.09 | 2.03 | | -0.06 | -2.87 | | | |
| | 4/04/11 | 5/02/11 | 28 | 2.16 | 2.10 | | -0.06 | -2.78 | | | |
| | 12/05/16 | 12/19/16 | 14 | 0.98 | 0.93 | | -0.05 | -5.10 | | | 75.71 |
Noble Group | | 5/12/14 | 5/19/14 | 7 | 1.23 | 1.32 | | 0.09 | 7.32 | | | |
| | 7/14/14 | 7/21/14 | 7 | 1.38 | 1.41 | | 0.03 | 1.81 | | | |
| | 7/28/14 | 8/04/14 | 7 | 1.45 | 1.40 | | -0.05 | -3.45 | | | 5.49 |
Yangzijiang Ship | | 4/03/17 | 4/17/17 | 14 | 1.17 | 1.13 | | -0.04 | -3.43 | | | |
| | 10/09/17 | 10/23/17 | 14 | 1.44 | 1.52 | | 0.08 | 5.56 | | | |
| | 11/13/17 | 11/27/17 | 14 | 1.67 | 1.67 | | 0.00 | 0.00 | | | 1.93 |
Wilmar International | | 2/01/21 | 2/26/21 | 25 | 5.29 | 5.28 | | -0.01 | -0.19 | | | -0.19 |
Hongkong Land | | 5/16/11 | 5/23/11 | 7 | 7.48 | 7.40 | | -0.08 | -1.07 | | | -1.07 |
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 |
|
|