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

Assessment - Straits Times Index - 5/16/22 - RS = 45

		⇓instrument	freshest		⇓ Δday	5/16/22	⇓ Δwk	7/05/21	prc diff	⇓ Δ45	Curr	∅-RS
	S	STI	3,240.580	Fri	1.56	3,191.160	1.55	3,141.020	50.140	1.60	SGD	-0.20
	L	Jardine Cycle & Carr	29.420	Fri	0.58	28.990	1.48	21.580	7.410	34.34	SGD	33.32
		Sembcorp Industries	2.870	Fri	1.41	2.770	3.61	2.180	0.590	27.06	SGD	27.66
	L	Keppel	6.800	Fri	0.89	6.560	3.66	5.370	1.190	22.16	SGD	18.70
	L	City Developments	8.190	Fri	2.25	8.180	0.12	7.140	1.040	14.57	SGD	13.06
	L	Singtel	2.690	Fri		2.750	-2.18	2.270	0.480	21.15	SGD	12.33
	L	CapitaLand ICT	2.250	Fri	0.45	2.270	-0.88	2.130	0.140	6.57	SGD	7.58
	L	SATS	4.560	Fri	3.40	4.330	5.31	3.990	0.340	8.52	SGD	6.88
		United Overseas Bank	29.420	Fri	3.19	28.490	3.26	25.920	2.570	9.92	SGD	3.02
		ST Engineering	4.090	Fri	2.00	3.980	2.76	3.900	0.080	2.05	SGD	2.48
		Singapore Airlines	5.470	Fri	1.67	5.160	6.01	5.000	0.160	3.20	SGD	1.08
		ThaiBev	0.710	Fri	0.71	0.680	4.41	0.680	0.000	0.00	SGD	0.02
	L	UOL	7.350	Fri	3.96	7.060	4.11	7.300	-0.240	-3.29	SGD	-1.25
	S	OCBC	11.750	Fri	1.03	11.710	0.34	11.920	-0.210	-1.76	SGD	-2.03
	S	DBS Bank	31.200	Fri	1.00	31.230	-0.10	30.000	1.230	4.10	SGD	-2.27
		Genting	0.790	Fri	2.60	0.775	1.94	0.840	-0.065	-7.74	SGD	-2.30
	L	Singapore Exchange	9.870	Fri	2.07	9.670	2.07	11.080	-1.410	-12.73	SGD	-3.05
		Wilmar International	4.290	Fri	4.13	4.190	2.39	4.600	-0.410	-8.91	SGD	-4.86
	L	Venture Corporation	17.650	Fri	2.32	17.280	2.14	19.100	-1.820	-9.53	SGD	-5.54
		ComfortDelGro	1.470	Fri	0.68	1.410	4.26	1.650	-0.240	-14.55	SGD	-6.56
	S	Hongkong Land	4.820	Fri	2.34	4.610	4.56	4.760	-0.150	-3.15	USD	-7.20
		Frasers L&C Trust	1.350	Fri		1.350		1.480	-0.130	-8.78	SGD	-7.80
		Ascendas REIT	2.730	Fri	0.74	2.700	1.11	2.980	-0.280	-9.40	SGD	-8.62
	S	Jardine Matheson	55.610	Fri	4.41	52.090	6.76	63.950	-11.860	-18.55	USD	-9.92
		Mapletree Industrial	2.430	Fri	0.41	2.450	-0.82	2.820	-0.370	-13.12	SGD	-9.99
		⇓instrument	freshest		⇓ Δday	5/16/22	⇓ Δwk	7/05/21	prc diff	⇓ Δ45	Curr	∅-RS
		Mapletree Commercial	1.810	Fri		1.760	2.84	2.160	-0.400	-18.52	USD	-12.14
	L	Dairy Farm	2.810	Fri	1.08	2.750	2.18	4.210	-1.460	-34.68	SGD	-14.57
		Mapletree Logistics	1.610	Fri		1.620	-0.62	2.070	-0.450	-21.74	SGD	-15.57
	S	Keppel DC REIT	1.940	Fri		1.960	-1.02	2.500	-0.540	-21.60	SGD	-17.52
	S	Yangzijiang Ship	0.890	Fri		0.820	8.54	1.430	-0.610	-42.66	SGD	-39.70
		CapitaLand Invest	3.910	Fri	2.62	3.790	3.17				SGD	-na-
STI - 29 out of 30 instruments rated - 5/16/22 / 7/05/21 - 11 did rise, Market-Ratio(45) = 37.93 %

Technical Chart

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

1/01/18	scale up chart	5/16/22

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	5/20/22	235		Dairy Farm	100	946,449	SGD	3.440	2.810	4.211	0.771	22	3,985,688	37
accum	2/27/06	5/20/22	5929	days out of 5985 invested (99%)								39,757		3,985,688	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	5/20/22	235	3.44	2.81	4.21	0.77	22.42	22.42
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


	is taking down something concerning