| |
| |
Assessment - Straits Times Index in Renminbi yuán - 7/01/24 - RS = 37
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
10/16/23 |
prc diff |
⇓ Δ37 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
17,358.082 |
8/12/24 |
-0.81 |
17,911.705 |
-3.09 |
16,900.237 |
1,011.468 |
5.98 |
|
4.52 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
12.769 |
8/12/24 |
-4.03 |
12.876 |
-0.83 |
8.440 |
4.436 |
52.57 |
|
45.68 |
| |  |
 |
 |
 |
L |
 |
SATS |
16.256 |
8/12/24 |
-0.98 |
15.344 |
5.94 |
13.674 |
1.670 |
12.21 |
|
8.59 |
| |  |
 |
 |
 |
|
 |
OCBC |
74.199 |
8/12/24 |
0.29 |
77.794 |
-4.62 |
69.441 |
8.353 |
12.03 |
|
11.02 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
157.143 |
8/12/24 |
0.58 |
167.927 |
-6.42 |
150.259 |
17.668 |
11.76 |
|
9.57 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
182.306 |
8/12/24 |
1.22 |
193.787 |
-5.92 |
178.623 |
15.164 |
8.49 |
|
8.05 |
| |  |
 |
 |
 |
L |
 |
Singtel |
15.237 |
8/12/24 |
-2.74 |
14.808 |
2.90 |
12.713 |
2.095 |
16.48 |
|
14.58 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
22.802 |
8/12/24 |
0.71 |
23.016 |
-0.93 |
21.046 |
1.970 |
9.36 |
|
11.47 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
73.931 |
8/12/24 |
-0.72 |
76.613 |
-3.50 |
64.473 |
12.140 |
18.83 |
|
5.51 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
31.654 |
8/12/24 |
0.34 |
36.912 |
-14.24 |
33.812 |
3.099 |
9.17 |
|
3.72 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
11.267 |
8/12/24 |
0.96 |
10.516 |
7.14 |
9.615 |
0.901 |
9.37 |
|
2.22 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
52.417 |
8/12/24 |
-0.51 |
50.378 |
4.05 |
52.187 |
-1.809 |
-3.47 |
|
-1.06 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
24.840 |
8/12/24 |
-2.53 |
26.074 |
-4.73 |
24.892 |
1.182 |
4.75 |
|
-6.77 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
24.761 |
8/12/24 |
1.80 |
23.595 |
4.94 |
25.127 |
-1.532 |
-6.10 |
|
-2.11 |
| |  |
 |
 |
 |
S |
 |
Keppel |
31.922 |
8/12/24 |
0.34 |
34.551 |
-7.61 |
35.094 |
-0.543 |
-1.55 |
|
-5.53 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
11.910 |
8/12/24 |
-0.89 |
11.320 |
5.21 |
11.858 |
-0.538 |
-4.54 |
|
-7.07 |
| |  |
 |
 |
 |
S |
 |
Genting |
4.265 |
8/12/24 |
-2.45 |
4.533 |
-5.92 |
4.514 |
0.020 |
0.44 |
|
-7.72 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
139.653 |
8/12/24 |
1.21 |
141.960 |
-1.63 |
161.049 |
-19.089 |
-11.85 |
|
-7.85 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
14.110 |
8/12/24 |
-0.75 |
13.627 |
3.54 |
14.315 |
-0.688 |
-4.81 |
|
-7.02 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
2.575 |
8/12/24 |
-4.00 |
2.387 |
7.87 |
2.938 |
-0.550 |
-18.74 |
|
-15.19 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
13.520 |
8/12/24 |
0.80 |
14.217 |
-4.91 |
16.452 |
-2.235 |
-13.58 |
|
-9.42 |
| |  |
 |
 |
 |
|
 |
Emperador |
2.307 |
8/12/24 |
|
2.307 |
|
2.751 |
-0.444 |
-16.14 |
|
-11.48 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
16.310 |
8/12/24 |
-0.98 |
16.578 |
-1.62 |
18.749 |
-2.171 |
-11.58 |
|
-10.98 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
263.482 |
8/12/24 |
1.63 |
258.093 |
2.09 |
313.215 |
-55.121 |
-17.60 |
|
-14.32 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
8.885 |
8/12/24 |
-0.81 |
9.030 |
-1.61 |
10.080 |
-1.050 |
-10.41 |
|
-10.29 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
10/16/23 |
prc diff |
⇓ Δ37 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
5.285 |
8/12/24 |
-1.50 |
5.070 |
4.23 |
5.716 |
-0.646 |
-11.29 |
|
-13.39 |
| |  |
 |
 |
 |
S |
 |
UOL |
28.489 |
8/12/24 |
-0.19 |
28.113 |
1.34 |
34.720 |
-6.607 |
-19.03 |
|
-13.44 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
6.760 |
8/12/24 |
-0.79 |
6.975 |
-3.08 |
8.440 |
-1.465 |
-17.36 |
|
-15.31 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
13.546 |
8/12/24 |
5.68 |
13.910 |
-2.62 |
16.800 |
-2.891 |
-17.21 |
|
-13.69 |
| |  |
 |
 |
 |
S |
 |
City Developments |
27.898 |
8/12/24 |
0.97 |
28.167 |
-0.95 |
35.789 |
-7.622 |
-21.30 |
|
-15.93 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
7.511 |
8/12/24 |
-1.41 |
7.726 |
-2.78 |
13.461 |
-5.735 |
-42.61 |
|
-31.78 |
STI - 30 out of 30 instruments rated - 7/01/24 / 10/16/23 - 12 did rise, Market-Ratio(37) in CNY = 40.00 % |
Technical Chart
Transactions Straits Times Index in Renminbi yuán * L37 - 71 ex 15 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | long |
1/02/06 |
1/16/06 |
14 |
 |
 |
 |
Singapore Exchange |
100 |
686 |
|
14.564 |
15.571 |
|
1.007 |
7 |
10,691 |
472 |
|
1/16/06 |
2/27/06 |
42 |
|
- cash - |
|
2/27/06 |
5/22/06 |
84 |
 |
 |
 |
Singapore Exchange |
100 |
550 |
|
19.417 |
19.746 |
|
0.329 |
2 |
10,872 |
8 |
|
5/22/06 |
7/03/06 |
42 |
|
- cash - |
|
7/03/06 |
7/17/06 |
14 |
 |
 |
 |
Singapore Exchange |
100 |
581 |
|
18.685 |
16.701 |
|
-1.984 |
-11 |
9,720 |
-95 |
|
7/17/06 |
10/02/06 |
77 |
|
- cash - |
|
10/02/06 |
11/05/07 |
399 |
 |
 |
 |
Singapore Exchange |
100 |
420 |
|
23.104 |
73.521 |
|
50.417 |
218 |
30,895 |
188 |
|
11/05/07 |
6/29/09 |
602 |
|
- cash - |
|
6/29/09 |
5/10/10 |
315 |
 |
 |
 |
Wilmar International |
100 |
1,312 |
|
23.540 |
31.414 |
|
7.874 |
33 |
41,225 |
40 |
|
|
5/10/10 |
12/27/10 |
231 |
 |
 |
 |
Yangzijiang Ship |
100 |
6,334 |
|
6.508 |
9.739 |
|
3.231 |
50 |
61,692 |
89 |
|
12/27/10 |
1/03/11 |
7 |
|
- cash - |
|
1/03/11 |
1/10/11 |
7 |
 |
 |
 |
Genting |
100 |
5,402 |
|
11.419 |
11.268 |
|
-0.151 |
-1 |
60,879 |
-50 |
|
1/10/11 |
1/17/11 |
7 |
|
- cash - |
|
1/17/11 |
2/28/11 |
42 |
 |
 |
 |
Genting |
100 |
5,535 |
|
10.998 |
10.276 |
|
-0.722 |
-7 |
56,880 |
-45 |
|
2/28/11 |
4/18/11 |
49 |
|
- cash - |
|
4/18/11 |
4/25/11 |
7 |
 |
 |
 |
Genting |
100 |
4,899 |
|
11.608 |
11.412 |
|
-0.197 |
-2 |
55,915 |
-59 |
|
4/25/11 |
4/30/12 |
371 |
|
- cash - |
|
4/30/12 |
5/07/12 |
7 |
 |
 |
 |
ThaiBev |
100 |
29,628 |
|
1.887 |
1.621 |
|
-0.266 |
-14 |
48,020 |
-100 |
|
5/07/12 |
6/11/12 |
35 |
|
- cash - |
|
6/11/12 |
10/29/12 |
140 |
 |
 |
 |
ThaiBev |
100 |
28,620 |
|
1.678 |
2.265 |
|
0.587 |
35 |
64,828 |
119 |
|
10/29/12 |
12/10/12 |
42 |
|
- cash - |
|
12/10/12 |
12/17/12 |
7 |
 |
 |
 |
ST Engineering |
100 |
3,252 |
|
19.932 |
19.851 |
|
-0.081 |
0 |
64,563 |
-19 |
|
12/17/12 |
12/24/12 |
7 |
|
- cash - |
|
12/24/12 |
6/03/13 |
161 |
 |
 |
 |
UOL |
100 |
2,094 |
|
30.829 |
33.510 |
|
2.681 |
9 |
70,178 |
21 |
|
6/03/13 |
5/12/14 |
343 |
|
- cash - |
|
5/12/14 |
6/02/14 |
21 |
 |
 |
 |
Jardine Cycle & Carr |
100 |
319 |
|
219.379 |
217.030 |
|
-2.348 |
-1 |
69,428 |
-17 |
|
6/02/14 |
11/17/14 |
168 |
|
- cash - |
|
11/17/14 |
12/01/14 |
14 |
 |
 |
 |
ThaiBev |
100 |
20,548 |
|
3.379 |
3.108 |
|
-0.271 |
-8 |
63,869 |
-89 |
|
12/01/14 |
4/20/15 |
140 |
|
- cash - |
|
4/20/15 |
5/11/15 |
21 |
 |
 |
 |
Yangzijiang Ship |
100 |
9,819 |
|
6.504 |
6.731 |
|
0.227 |
3 |
66,098 |
82 |
|
5/11/15 |
5/18/15 |
7 |
|
- cash - |
|
5/18/15 |
5/25/15 |
7 |
 |
 |
 |
Yangzijiang Ship |
100 |
9,932 |
|
6.654 |
6.865 |
|
0.211 |
3 |
68,190 |
408 |
|
5/25/15 |
9/26/16 |
490 |
|
- cash - |
|
9/26/16 |
11/07/16 |
42 |
 |
 |
 |
ThaiBev |
100 |
14,479 |
|
4.709 |
4.677 |
|
-0.032 |
-1 |
67,722 |
-6 |
|
11/07/16 |
1/23/17 |
77 |
|
- cash - |
|
1/23/17 |
3/20/17 |
56 |
 |
 |
 |
SATS |
100 |
2,631 |
|
25.734 |
23.823 |
|
-1.911 |
-7 |
62,694 |
-40 |
|
|
3/20/17 |
4/17/17 |
28 |
 |
 |
 |
Yangzijiang Ship |
100 |
11,275 |
|
5.560 |
5.543 |
|
-0.017 |
0 |
62,497 |
-4 |
|
4/17/17 |
4/24/17 |
7 |
|
- cash - |
|
4/24/17 |
11/27/17 |
217 |
 |
 |
 |
Genting |
100 |
11,863 |
|
5.268 |
6.663 |
|
1.394 |
26 |
79,040 |
48 |
|
11/27/17 |
12/04/17 |
7 |
|
- cash - |
|
12/04/17 |
12/18/17 |
14 |
 |
 |
 |
Venture Corporation |
100 |
790 |
|
99.952 |
99.988 |
|
0.036 |
0 |
79,068 |
1 |
|
12/18/17 |
1/08/18 |
21 |
|
- cash - |
|
1/08/18 |
2/19/18 |
42 |
 |
 |
 |
Venture Corporation |
100 |
755 |
|
104.598 |
113.655 |
|
9.058 |
9 |
85,906 |
106 |
|
2/19/18 |
2/26/18 |
7 |
|
- cash - |
|
2/26/18 |
3/05/18 |
7 |
 |
 |
 |
Venture Corporation |
100 |
649 |
|
132.315 |
129.114 |
|
-3.202 |
-2 |
83,828 |
-72 |
|
3/05/18 |
3/12/18 |
7 |
|
- cash - |
|
3/12/18 |
3/19/18 |
7 |
 |
 |
 |
Venture Corporation |
100 |
621 |
|
134.789 |
138.119 |
|
3.331 |
2 |
85,897 |
257 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
3/19/18 |
4/22/19 |
399 |
|
- cash - |
|
4/22/19 |
5/06/19 |
14 |
 |
 |
 |
Yangzijiang Ship |
100 |
10,984 |
|
7.819 |
7.544 |
|
-0.276 |
-4 |
82,867 |
-61 |
|
5/06/19 |
6/24/19 |
49 |
|
- cash - |
|
6/24/19 |
8/05/19 |
42 |
 |
 |
 |
Yangzijiang Ship |
100 |
10,731 |
|
7.722 |
7.026 |
|
-0.695 |
-9 |
75,406 |
-56 |
|
8/05/19 |
11/30/20 |
483 |
|
- cash - |
|
11/30/20 |
1/04/21 |
35 |
 |
 |
 |
SATS |
100 |
3,709 |
|
20.329 |
19.371 |
|
-0.958 |
-5 |
71,854 |
-40 |
|
1/04/21 |
1/11/21 |
7 |
|
- cash - |
|
1/11/21 |
2/15/21 |
35 |
 |
 |
 |
Wilmar International |
100 |
2,925 |
|
24.559 |
26.566 |
|
2.007 |
8 |
77,723 |
127 |
|
2/15/21 |
3/29/21 |
42 |
|
- cash - |
|
3/29/21 |
8/02/21 |
126 |
 |
 |
 |
Jardine Matheson |
100 |
177 |
|
436.661 |
386.072 |
|
-50.589 |
-12 |
68,769 |
-30 |
|
8/02/21 |
8/16/21 |
14 |
|
- cash - |
|
8/16/21 |
8/23/21 |
7 |
 |
 |
 |
Yangzijiang Ship |
100 |
9,804 |
|
7.014 |
7.078 |
|
0.065 |
1 |
69,402 |
61 |
|
8/23/21 |
7/10/23 |
686 |
|
- cash - |
|
7/10/23 |
7/17/23 |
7 |
 |
 |
 |
Sembcorp Industries |
100 |
2,463 |
|
28.169 |
29.254 |
|
1.085 |
4 |
72,073 |
617 |
|
7/17/23 |
7/11/25 |
725 |
|
- cash - |
accum | 1/02/06 |
7/17/23 | 2170 |
days out of 7130 invested (30%) |
621 |
72,073 |
39 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Singapore Exchange | long | 1/02/06 | 1/16/06 | 14 | 14.56 | 15.57 | | 1.01 | 6.92 | | | |
| | 2/27/06 | 5/22/06 | 84 | 19.42 | 19.75 | | 0.33 | 1.70 | | | |
| | 7/03/06 | 7/17/06 | 14 | 18.68 | 16.70 | | -1.98 | -10.62 | | | |
| | 10/02/06 | 11/05/07 | 399 | 23.10 | 73.52 | | 50.42 | 218.21 | | | 209.26 |
Wilmar International | | 6/29/09 | 5/10/10 | 315 | 23.54 | 31.41 | | 7.87 | 33.45 | | | |
| | 1/11/21 | 2/15/21 | 35 | 24.56 | 26.57 | | 2.01 | 8.17 | | | 44.35 |
Yangzijiang Ship | | 5/10/10 | 12/27/10 | 231 | 6.51 | 9.74 | | 3.23 | 49.65 | | | |
| | 4/20/15 | 5/11/15 | 21 | 6.50 | 6.73 | | 0.23 | 3.49 | | | |
| | 5/18/15 | 5/25/15 | 7 | 6.65 | 6.87 | | 0.21 | 3.17 | | | |
| | 3/20/17 | 4/17/17 | 28 | 5.56 | 5.54 | | -0.02 | -0.31 | | | |
| | 4/22/19 | 5/06/19 | 14 | 7.82 | 7.54 | | -0.28 | -3.53 | | | |
| | 6/24/19 | 8/05/19 | 42 | 7.72 | 7.03 | | -0.70 | -9.00 | | | |
| | 8/16/21 | 8/23/21 | 7 | 7.01 | 7.08 | | 0.06 | 0.92 | | | 41.11 |
Genting | | 1/03/11 | 1/10/11 | 7 | 11.42 | 11.27 | | -0.15 | -1.32 | | | |
| | 1/17/11 | 2/28/11 | 42 | 11.00 | 10.28 | | -0.72 | -6.57 | | | |
| | 4/18/11 | 4/25/11 | 7 | 11.61 | 11.41 | | -0.20 | -1.70 | | | |
| | 4/24/17 | 11/27/17 | 217 | 5.27 | 6.66 | | 1.39 | 26.47 | | | 14.63 |
UOL | | 12/24/12 | 6/03/13 | 161 | 30.83 | 33.51 | | 2.68 | 8.70 | | | 8.70 |
Venture Corporation | | 12/04/17 | 12/18/17 | 14 | 99.95 | 99.99 | | 0.04 | 0.04 | | | |
| | 1/08/18 | 2/19/18 | 42 | 104.60 | 113.66 | | 9.06 | 8.66 | | | |
| | 2/26/18 | 3/05/18 | 7 | 132.32 | 129.11 | | -3.20 | -2.42 | | | |
| | 3/12/18 | 3/19/18 | 7 | 134.79 | 138.12 | | 3.33 | 2.47 | | | 8.69 |
ThaiBev | | 4/30/12 | 5/07/12 | 7 | 1.89 | 1.62 | | -0.27 | -14.12 | | | |
| | 6/11/12 | 10/29/12 | 140 | 1.68 | 2.27 | | 0.59 | 35.00 | | | |
| | 11/17/14 | 12/01/14 | 14 | 3.38 | 3.11 | | -0.27 | -8.01 | | | |
| | 9/26/16 | 11/07/16 | 42 | 4.71 | 4.68 | | -0.03 | -0.69 | | | 5.92 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Sembcorp Industries | | 7/10/23 | 7/17/23 | 7 | 28.17 | 29.25 | | 1.08 | 3.85 | | | 3.85 |
ST Engineering | | 12/10/12 | 12/17/12 | 7 | 19.93 | 19.85 | | -0.08 | -0.41 | | | -0.41 |
Jardine Cycle & Carr | | 5/12/14 | 6/02/14 | 21 | 219.38 | 217.03 | | -2.35 | -1.07 | | | -1.07 |
Jardine Matheson | | 3/29/21 | 8/02/21 | 126 | 436.66 | 386.07 | | -50.59 | -11.59 | | | -11.59 |
SATS | | 1/23/17 | 3/20/17 | 56 | 25.73 | 23.82 | | -1.91 | -7.43 | | | |
| | 11/30/20 | 1/04/21 | 35 | 20.33 | 19.37 | | -0.96 | -4.71 | | | -11.79 |
Annotations
5/07/24 | Seatrium | | | reverse split 20:1 (one for twenty) |
3/12/24 | STI | | | Component update: Seatrium (former Sembcorp Marine) replaces Keppel DC REIT |
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 |
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