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

Assessment - Straits Times Index - 4/22/24 - RS = 45

		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	6/12/23	prc diff	⇓ Δ45	Curr	∅-RS
	L	STI	3,293.130	09:20	0.62	3,225.170	2.11	3,196.070	29.100	0.91	SGD	1.20
		Yangzijiang Ship	1.720	Tue	-1.71	1.750	-1.71	1.280	0.470	36.72	SGD	14.61
	L	OCBC	14.020	Tue	1.37	13.830	1.37	12.380	1.450	11.71	SGD	8.26
	L	United Overseas Bank	31.090	Tue	2.10	30.450	2.10	28.100	2.350	8.36	SGD	7.87
	L	ST Engineering	4.010	Tue	0.75	3.980	0.75	3.660	0.320	8.74	SGD	5.00
		Keppel	7.030	Tue		7.030		6.450	0.580	8.99	SGD	3.82
	L	DBS Bank	34.380	09:11	-0.69	34.070	0.91	31.250	2.820	9.02	SGD	3.81
		Sembcorp Industries	5.380	Tue	1.70	5.290	1.70	5.460	-0.170	-3.11	SGD	2.46
	L	Venture Corporation	14.320	Tue	1.56	14.100	1.56	14.680	-0.580	-3.95	SGD	2.29
		Genting	0.940	09:13		0.930	1.08	0.945	-0.015	-1.59	SGD	-0.84
		Singtel	2.380	Tue	0.85	2.360	0.85	2.440	-0.080	-3.28	SGD	-2.75
	S	Singapore Airlines	6.490	Tue	1.56	6.390	1.56	7.300	-0.910	-12.47	SGD	-3.08
	S	CapitaLand ICT	1.970	09:13	2.60	1.870	5.35	1.960	-0.090	-4.59	SGD	-3.19
		Mapletree Industrial	2.240	Tue	1.82	2.200	1.82	2.200	0.000	0.00	SGD	-3.99
	S	Singapore Exchange	9.250	Tue	1.54	9.110	1.54	9.590	-0.480	-5.01	SGD	-4.30
	L	Wilmar International	3.450	Tue	1.17	3.410	1.17	4.000	-0.590	-14.75	SGD	-5.65
	S	SATS	2.460	Tue	0.82	2.440	0.82	2.530	-0.090	-3.56	SGD	-7.44
		CapitaLand Ascendas	2.630	09:15	1.54	2.550	3.14	2.650	-0.100	-3.77	SGD	-7.89
		City Developments	6.000	09:11	1.35	5.900	1.69	6.920	-1.020	-14.74	SGD	-8.77
	S	Emperador	0.450	08:00		0.455	-1.10	0.505	-0.050	-9.90	SGD	-9.09
	S	UOL	5.770	Tue	2.12	5.650	2.12	6.610	-0.960	-14.52	SGD	-10.03
		Jardine Cycle & Carr	26.640	Tue	0.26	26.570	0.26	32.980	-6.410	-19.44	SGD	-10.99
	S	ThaiBev	0.480	Tue		0.480		0.565	-0.085	-15.04	SGD	-11.58
		Frasers L&C Trust	1.010	09:04	1.00	0.985	2.54	1.230	-0.245	-19.92	SGD	-13.66
	S	Jardine Matheson	37.910	Tue	1.31	37.420	1.31	50.000	-12.580	-25.16	USD	-14.18
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	6/12/23	prc diff	⇓ Δ45	Curr	∅-RS
	S	Hongkong Land	3.070	09:04	1.32	2.920	5.14	4.240	-1.320	-31.13	USD	-16.36
		Mapletree Pan Asia	1.250	Tue	1.63	1.230	1.63	1.630	-0.400	-24.54	USD	-16.39
	S	CapitaLand Invest	2.650	09:10	1.53	2.550	3.92	3.300	-0.750	-22.73	SGD	-17.25
	S	Mapletree Logistics	1.340	Tue	2.29	1.310	2.29	1.640	-0.330	-20.12	SGD	-18.26
	S	DFI Retail	1.930	09:06	4.32	1.820	6.04	2.810	-0.990	-35.23	USD	-24.17
	S	Seatrium	0.083	Tue		0.083		0.123	-0.040	-32.52	SGD	-26.63
STI - 30 out of 30 instruments rated - 4/22/24 / 6/12/23 - 6 did rise, Market-Ratio(45) = 20.00 %

Technical Chart

	STI RS = 45 - B/S = 79/68

1/06/20	scale up chart	4/22/24

Transactions Straits Times Index * A45 - 79/68 (1)

														⇐
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		2/27/06	56		- cash -
long	2/27/06	5/29/06	91		Singapore Exchange	100	2,551	SGD	3.920	3.980		0.060	2	10,153	6
short	5/29/06	9/04/06	98		Noble Group	100	16,115	SGD	0.630	0.710	0.550	-0.080	-13	8,864	-40
long	9/04/06	11/26/07	448		Singapore Exchange	100	2,172	SGD	4.080	14.100		10.020	246	30,627	175
short	11/26/07	8/17/09	630		CapitaLand ICT	100	9,511	SGD	3.220	1.530	6.777	3.557	110	64,455	54
long	8/17/09	2/07/11	539		Yangzijiang Ship	100	68,206	SGD	0.945	1.910		0.965	102	130,274	61
short	2/07/11	3/28/11	49		Wilmar International	100	24,814	SGD	5.250	5.470	5.030	-0.220	-4	124,815	-27
long	3/28/11	5/02/11	35		Genting	100	60,589	SGD	2.060	2.100		0.040	2	127,238	22
short	5/02/11	7/02/12	427		Wilmar International	100	24,851	SGD	5.120	3.520	7.447	2.327	45	185,074	38
long	7/02/12	6/10/13	343		ThaiBev	100	544,335	SGD	0.340	0.630		0.290	85	342,931	93
short	6/10/13	12/05/16	1274		Noble Group	100	339,535	SGD	1.010	0.166	6.145	5.135	508	2,086,511	68
long	12/05/16	12/19/16	14		Genting	100	2,129,093	SGD	0.980	0.930		-0.050	-5	1,980,057	-74
short	12/19/16	5/08/17	140		StarHub	100	717,411	SGD	2.760	2.760	2.760	0.000	0	1,980,057	0
long	5/08/17	6/12/17	35		Yangzijiang Ship	100	1,565,262	SGD	1.265	1.215		-0.050	-4	1,901,794	-34
short	6/12/17	1/25/21	1323		StarHub	100	699,188	SGD	2.720	1.330	5.563	2.843	105	3,889,375	22
long	1/25/21	6/21/21	147		Wilmar International	100	703,322	SGD	5.530	4.550		-0.980	-18	3,200,120	-38
short	6/21/21	7/19/21	28		Keppel DC REIT	100	1,245,182	SGD	2.570	2.600	2.540	-0.030	-1	3,162,764	-14
long	7/19/21	9/27/21	70		Yangzijiang Ship	100	2,325,561	SGD	1.360	1.400		0.040	3	3,255,787	16
short	9/27/21	4/24/24	940		DFI Retail	100	946,449	USD	3.440	1.930	6.131	2.691	78	5,803,060	25
accum	2/27/06	4/24/24	6631	days out of 6687 invested (99%)								57,931		5,803,060	42

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Noble Group	short	5/29/06	9/04/06	98	0.63	0.71	0.55	-0.08	-12.70
	short	6/10/13	12/05/16	1274	1.01	0.17	6.15	5.14	508.44	431.17
Singapore Exchange	long	2/27/06	5/29/06	91	3.92	3.98		0.06	1.53
	long	9/04/06	11/26/07	448	4.08	14.10		10.02	245.59	250.88
CapitaLand ICT	short	11/26/07	8/17/09	630	3.22	1.53	6.78	3.56	110.46	110.46
StarHub	short	12/19/16	5/08/17	140	2.76	2.76	2.76	0.00	0.00
	short	6/12/17	1/25/21	1323	2.72	1.33	5.56	2.84	104.51	104.51
Yangzijiang Ship	long	8/17/09	2/07/11	539	0.95	1.91		0.97	102.12
	long	5/08/17	6/12/17	35	1.27	1.22		-0.05	-3.95
	long	7/19/21	9/27/21	70	1.36	1.40		0.04	2.94	99.84
ThaiBev	long	7/02/12	6/10/13	343	0.34	0.63		0.29	85.29	85.29
DFI Retail	short	9/27/21	4/24/24	940	3.44	1.93	6.13	2.69	78.24	78.24
Wilmar International	short	2/07/11	3/28/11	49	5.25	5.47	5.03	-0.22	-4.19
	short	5/02/11	7/02/12	427	5.12	3.52	7.45	2.33	45.46
	long	1/25/21	6/21/21	147	5.53	4.55		-0.98	-17.72	14.66
Keppel DC REIT	short	6/21/21	7/19/21	28	2.57	2.60	2.54	-0.03	-1.17	-1.17
Genting	long	3/28/11	5/02/11	35	2.06	2.10		0.04	1.94
	long	12/05/16	12/19/16	14	0.98	0.93		-0.05	-5.10	-3.26

Annotations

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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