| |
| |
Assessment - Straits Times Index in Japanese yen - 7/01/24 - RS = 45
⇐
| |
|
instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
8/21/23 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
385,115.912 |
8/12/24 |
-0.81 |
397,398.893 |
-3.09 |
339,741.356 |
57,657.537 |
16.97 |
|
12.69 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
313.056 |
8/12/24 |
-0.75 |
302.343 |
3.54 |
290.835 |
11.508 |
3.96 |
|
0.17 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
249.969 |
8/12/24 |
0.96 |
233.304 |
7.14 |
202.507 |
30.797 |
15.21 |
|
10.19 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
299.962 |
8/12/24 |
0.80 |
315.437 |
-4.91 |
327.458 |
-12.022 |
-3.67 |
|
-2.56 |
| |  |
 |
 |
 |
S |
 |
City Developments |
618.970 |
8/12/24 |
0.97 |
624.922 |
-0.95 |
710.929 |
-86.008 |
-12.10 |
|
-9.54 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
4,044.730 |
8/12/24 |
1.22 |
4,299.460 |
-5.92 |
3,502.943 |
796.516 |
22.74 |
|
16.57 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
300.528 |
8/12/24 |
5.68 |
308.607 |
-2.62 |
356.590 |
-47.983 |
-13.46 |
|
-7.25 |
| |  |
 |
 |
 |
|
 |
Emperador |
51.184 |
8/12/24 |
|
51.184 |
|
54.397 |
-3.213 |
-5.91 |
|
-4.75 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
117.247 |
8/12/24 |
-1.50 |
112.486 |
4.23 |
124.951 |
-12.465 |
-9.98 |
|
-6.82 |
| |  |
 |
 |
 |
S |
 |
Genting |
94.631 |
8/12/24 |
-2.45 |
100.583 |
-5.92 |
98.022 |
2.561 |
2.61 |
|
-0.56 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
549.353 |
8/12/24 |
1.80 |
523.501 |
4.94 |
505.657 |
17.845 |
3.53 |
|
5.41 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
3,098.420 |
8/12/24 |
1.21 |
3,149.604 |
-1.63 |
3,486.786 |
-337.182 |
-9.67 |
|
-0.87 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
5,845.764 |
8/12/24 |
1.63 |
5,726.199 |
2.09 |
6,537.001 |
-810.802 |
-12.40 |
|
-7.83 |
| |  |
 |
 |
 |
S |
 |
Keppel |
708.244 |
8/12/24 |
0.34 |
766.570 |
-7.61 |
721.701 |
44.869 |
6.22 |
|
1.84 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
264.253 |
8/12/24 |
-0.89 |
251.159 |
5.21 |
236.976 |
14.182 |
5.98 |
|
0.15 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
149.981 |
8/12/24 |
-0.79 |
154.742 |
-3.08 |
176.655 |
-21.913 |
-12.40 |
|
-8.90 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
197.121 |
8/12/24 |
-0.81 |
200.352 |
-1.61 |
222.138 |
-21.786 |
-9.81 |
|
-3.52 |
| |  |
 |
 |
 |
|
 |
OCBC |
1,646.222 |
8/12/24 |
0.29 |
1,725.974 |
-4.62 |
1,315.220 |
410.754 |
31.23 |
|
19.82 |
| |  |
 |
 |
 |
L |
 |
SATS |
360.669 |
8/12/24 |
-0.98 |
340.433 |
5.94 |
270.369 |
70.065 |
25.91 |
|
17.05 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
166.646 |
8/12/24 |
-1.41 |
171.407 |
-2.78 |
288.680 |
-117.273 |
-40.62 |
|
-26.81 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
551.121 |
8/12/24 |
-2.53 |
578.499 |
-4.73 |
573.052 |
5.447 |
0.95 |
|
0.47 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
702.293 |
8/12/24 |
0.34 |
818.945 |
-14.24 |
743.244 |
75.700 |
10.19 |
|
11.74 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
1,162.949 |
8/12/24 |
-0.51 |
1,117.717 |
4.05 |
1,016.845 |
100.872 |
9.92 |
|
6.63 |
| |  |
 |
 |
 |
L |
 |
Singtel |
338.053 |
8/12/24 |
-2.74 |
328.530 |
2.90 |
252.057 |
76.473 |
30.34 |
|
23.49 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
505.889 |
8/12/24 |
0.71 |
510.650 |
-0.93 |
407.169 |
103.481 |
25.41 |
|
20.25 |
| |
|
instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
8/21/23 |
prc diff |
⇓ Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
57.136 |
8/12/24 |
-4.00 |
52.970 |
7.87 |
61.398 |
-8.429 |
-13.73 |
|
-8.71 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
3,486.467 |
8/12/24 |
0.58 |
3,725.722 |
-6.42 |
2,992.367 |
733.356 |
24.51 |
|
18.20 |
| |  |
 |
 |
 |
S |
 |
UOL |
632.063 |
8/12/24 |
-0.19 |
623.731 |
1.34 |
691.541 |
-67.809 |
-9.81 |
|
-6.85 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
1,640.270 |
8/12/24 |
-0.72 |
1,699.786 |
-3.50 |
1,427.245 |
272.542 |
19.10 |
|
13.75 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
361.859 |
8/12/24 |
-0.98 |
367.811 |
-1.62 |
385.625 |
-17.814 |
-4.62 |
|
-4.17 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
283.298 |
8/12/24 |
-4.03 |
285.678 |
-0.83 |
178.810 |
106.869 |
59.77 |
|
57.38 |
STI - 30 out of 30 instruments rated - 7/01/24 / 8/21/23 - 17 did rise, Market-Ratio(45) in JPY = 56.67 % |
Technical Chart
Transactions Straits Times Index in Japanese yen * A45 - 79/68 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | 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 |
35 |
|
282.181 |
283.783 |
|
1.602 |
1 |
10,056 |
2 |
|
short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
223 |
|
44.920 |
52.881 |
36.960 |
-7.960 |
-18 |
8,281 |
-52 |
|
long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
27 |
|
303.877 |
1,059.346 |
|
755.469 |
249 |
28,679 |
177 |
|
short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
118 |
|
241.922 |
100.609 |
581.716 |
339.794 |
140 |
68,774 |
66 |
|
long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
1,106 |
|
62.141 |
123.123 |
|
60.982 |
98 |
136,220 |
59 |
|
short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
402 |
|
338.427 |
352.941 |
323.913 |
-14.514 |
-4 |
130,386 |
-28 |
|
long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
980 |
|
132.917 |
139.251 |
|
6.334 |
5 |
136,593 |
62 |
|
short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
402 |
|
339.507 |
221.985 |
519.247 |
179.740 |
53 |
208,848 |
44 |
|
long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
9,740 |
|
21.442 |
49.212 |
|
27.771 |
130 |
479,334 |
142 |
|
short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
6,075 |
|
78.896 |
13.321 |
467.262 |
388.366 |
492 |
2,838,656 |
66 |
|
long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
36,094 |
|
78.645 |
75.148 |
|
-3.497 |
-4 |
2,712,434 |
-69 |
|
short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
12,162 |
|
223.019 |
222.443 |
223.595 |
0.577 |
0 |
2,719,449 |
1 |
|
long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
26,673 |
|
101.953 |
96.304 |
|
-5.650 |
-6 |
2,568,759 |
-45 |
|
short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
11,914 |
|
215.593 |
103.974 |
447.040 |
231.446 |
107 |
5,326,209 |
22 |
|
long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
12,320 |
|
432.313 |
373.177 |
|
-59.136 |
-14 |
4,597,651 |
-31 |
|
short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
21,812 |
|
210.783 |
208.584 |
213.006 |
2.223 |
1 |
4,646,135 |
15 |
|
long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
42,583 |
|
109.105 |
114.817 |
|
5.712 |
5 |
4,889,373 |
30 |
|
short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
12,809 |
|
381.706 |
300.528 |
484.811 |
103.105 |
27 |
6,210,048 |
9 |
|
accum | 2/27/06 |
8/12/24 | 7066 |
days out of 7122 invested (99%) |
62,000 |
6,210,048 |
39 |
|
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 | 44.92 | 52.88 | 36.96 | -7.96 | -17.72 | | | |
| short | 6/10/13 | 12/05/16 | 1274 | 78.90 | 13.32 | 467.26 | 388.37 | 492.25 | | | 387.30 |
Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 282.18 | 283.78 | | 1.60 | 0.57 | | | |
| long | 9/04/06 | 11/26/07 | 448 | 303.88 | 1,059.35 | | 755.47 | 248.61 | | | 250.59 |
CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 241.92 | 100.61 | 581.72 | 339.79 | 140.46 | | | 140.46 |
ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 21.44 | 49.21 | | 27.77 | 129.52 | | | 129.52 |
StarHub | short | 12/19/16 | 5/08/17 | 140 | 223.02 | 222.44 | 223.60 | 0.58 | 0.26 | | | |
| short | 6/12/17 | 1/25/21 | 1323 | 215.59 | 103.97 | 447.04 | 231.45 | 107.35 | | | 107.89 |
Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 62.14 | 123.12 | | 60.98 | 98.13 | | | |
| long | 5/08/17 | 6/12/17 | 35 | 101.95 | 96.30 | | -5.65 | -5.54 | | | |
| long | 7/19/21 | 9/27/21 | 70 | 109.11 | 114.82 | | 5.71 | 5.24 | | | 96.95 |
DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 381.71 | 300.53 | 484.81 | 103.11 | 27.01 | | | 27.01 |
Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 338.43 | 352.94 | 323.91 | -14.51 | -4.29 | | | |
| short | 5/02/11 | 7/02/12 | 427 | 339.51 | 221.99 | 519.25 | 179.74 | 52.94 | | | |
| long | 1/25/21 | 6/21/21 | 147 | 432.31 | 373.18 | | -59.14 | -13.68 | | | 26.36 |
Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 210.78 | 208.58 | 213.01 | 2.22 | 1.05 | | | 1.05 |
Genting | long | 3/28/11 | 5/02/11 | 35 | 132.92 | 139.25 | | 6.33 | 4.77 | | | |
| long | 12/05/16 | 12/19/16 | 14 | 78.64 | 75.15 | | -3.50 | -4.45 | | | 0.11 |
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 |
|
|