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

Assessment - Straits Times Index - 9/26/22 - RS = 45

		⇓instrument	freshest		⇓ Δday	9/26/22	⇓ Δwk	11/15/21	prc diff	⇓ Δ45	Curr	∅-RS
		STI	3,130.240	Fri	0.49	3,181.970	-1.63	3,240.580	-58.610	-1.81	SGD	-1.36
	L	Jardine Cycle & Carr	33.790	Fri	-3.18	35.390	-4.52	22.790	12.600	55.29	SGD	43.51
		Sembcorp Industries	3.080	Fri	0.33	3.080		2.040	1.040	50.98	SGD	24.32
		Keppel	6.950	Fri	0.29	7.010	-0.86	5.310	1.700	32.02	SGD	15.79
		City Developments	7.600	Fri	-0.13	7.850	-3.18	7.200	0.650	9.03	SGD	3.57
		Singtel	2.660	Fri	-0.37	2.640	0.76	2.580	0.060	2.33	SGD	3.21
	L	DBS Bank	33.390	Fri	1.40	33.190	0.60	32.190	1.000	3.11	SGD	2.13
	L	OCBC	11.830	Fri	1.02	11.940	-0.92	11.870	0.070	0.59	SGD	0.46
		Genting	0.785	Fri	1.29	0.780	0.64	0.825	-0.045	-5.45	SGD	0.01
	S	Singapore Airlines	5.100	Fri	-0.39	5.170	-1.35	5.390	-0.220	-4.08	SGD	-1.30
		Singapore Exchange	9.460	Fri	1.18	9.470	-0.11	9.520	-0.050	-0.53	SGD	-1.62
	L	Yangzijiang Ship	1.030	Fri	0.98	1.110	-7.21	1.290	-0.180	-13.95	SGD	-2.77
		CapitaLand Invest	3.470	Fri	2.36	3.550	-2.25	3.390	0.160	4.72	SGD	-3.51
	L	Jardine Matheson	50.640	Fri	-1.67	53.350	-5.08	60.070	-6.720	-11.19	USD	-3.92
	S	SATS	3.010	Fri	-1.95	3.900	-22.82	4.100	-0.200	-4.88	SGD	-4.79
		United Overseas Bank	26.160	Fri	0.11	26.830	-2.50	27.680	-0.850	-3.07	SGD	-5.15
		ComfortDelGro	1.320	Fri	-0.75	1.360	-2.94	1.500	-0.140	-9.33	SGD	-5.64
		Ascendas REIT	2.690	Fri	1.51	2.720	-1.10	3.100	-0.380	-12.26	SGD	-6.10
	S	CapitaLand ICT	1.920	Fri	2.13	1.990	-3.52	2.180	-0.190	-8.72	SGD	-6.46
		Mapletree Commercial	1.720	Fri	1.18	1.780	-3.37	2.120	-0.340	-16.04	USD	-6.74
		Venture Corporation	16.430	Fri	0.18	16.520	-0.54	19.140	-2.620	-13.69	SGD	-7.07
	S	UOL	6.650	Fri	3.26	6.650		7.190	-0.540	-7.51	SGD	-7.16
	S	Hongkong Land	4.420	Fri	-0.67	4.710	-6.16	5.730	-1.020	-17.80	USD	-7.53
	S	ST Engineering	3.580	Fri	1.99	3.620	-1.10	3.920	-0.300	-7.65	SGD	-7.59
	S	ThaiBev	0.600	Fri	-3.23	0.620	-3.23	0.725	-0.105	-14.48	SGD	-7.76
		⇓instrument	freshest		⇓ Δday	9/26/22	⇓ Δwk	11/15/21	prc diff	⇓ Δ45	Curr	∅-RS
		Mapletree Industrial	2.380	Fri	0.42	2.420	-1.65	2.680	-0.260	-9.70	SGD	-7.77
	S	Wilmar International	3.840	Fri	-0.52	3.860	-0.52	4.350	-0.490	-11.26	SGD	-9.48
		Frasers L&C Trust	1.230	Fri	1.65	1.280	-3.91	1.520	-0.240	-15.79	SGD	-10.25
		Mapletree Logistics	1.560	Fri	0.65	1.600	-2.50	1.970	-0.370	-18.78	SGD	-10.84
	S	Dairy Farm	2.310	Fri	-3.75	2.480	-6.85	3.370	-0.890	-26.41	SGD	-13.71
		Keppel DC REIT	1.700	Fri	1.80	1.790	-5.03	2.350	-0.560	-23.83	SGD	-17.08
STI - 30 out of 30 instruments rated - 9/26/22 / 11/15/21 - 8 did rise, Market-Ratio(45) = 26.67 %

Technical Chart

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

1/01/18	scale up chart	9/26/22

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	9/30/22	368		Dairy Farm	100	946,449	SGD	3.440	2.310	5.123	1.683	49	4,848,471	48
accum	2/27/06	9/30/22	6061	days out of 6117 invested (99%)								48,385		4,848,471	45

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
Dairy Farm	short	9/27/21	9/30/22	368	3.44	2.31	5.12	1.68	48.92	48.92
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

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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