RS Chart
Assessment - Straits Times Index - 9/26/22 - RS = 45
 ⇐ 
  instrument freshest Δday 9/26/22 Δwk 11/15/21  prc diff Δ45  Curr ∅-RS
real-time RS chart chart add note STI 3,130.240  Fri 0.49 3,181.970 -1.63 3,240.580 -58.610 -1.81  SGD -1.36 
real-time RS chart chart L add note Jardine Cycle & Carr 33.790  Fri -3.18 35.390 -4.52 22.790 12.600 55.29  SGD 43.51 
real-time RS chart chart add note Sembcorp Industries 3.080  Fri 0.33 3.080 2.040 1.040 50.98  SGD 24.32 
real-time RS chart chart add note Keppel 6.950  Fri 0.29 7.010 -0.86 5.310 1.700 32.02  SGD 15.79 
real-time RS chart chart add note City Developments 7.600  Fri -0.13 7.850 -3.18 7.200 0.650 9.03  SGD 3.57 
real-time RS chart chart add note Singtel 2.660  Fri -0.37 2.640 0.76 2.580 0.060 2.33  SGD 3.21 
real-time RS chart chart L add note DBS Bank 33.390  Fri 1.40 33.190 0.60 32.190 1.000 3.11  SGD 2.13 
real-time RS chart chart L add note OCBC 11.830  Fri 1.02 11.940 -0.92 11.870 0.070 0.59  SGD 0.46 
real-time RS chart chart add note Genting 0.785  Fri 1.29 0.780 0.64 0.825 -0.045 -5.45  SGD 0.01 
real-time RS chart chart S add note Singapore Airlines 5.100  Fri -0.39 5.170 -1.35 5.390 -0.220 -4.08  SGD -1.30 
real-time RS chart chart add note Singapore Exchange 9.460  Fri 1.18 9.470 -0.11 9.520 -0.050 -0.53  SGD -1.62 
real-time RS chart chart L add note Yangzijiang Ship 1.030  Fri 0.98 1.110 -7.21 1.290 -0.180 -13.95  SGD -2.77 
real-time RS chart chart add note CapitaLand Invest 3.470  Fri 2.36 3.550 -2.25 3.390 0.160 4.72  SGD -3.51 
real-time RS chart chart L add note Jardine Matheson 50.640  Fri -1.67 53.350 -5.08 60.070 -6.720 -11.19  USD -3.92 
real-time RS chart chart S add note SATS 3.010  Fri -1.95 3.900 -22.82 4.100 -0.200 -4.88  SGD -4.79 
real-time RS chart chart add note United Overseas Bank 26.160  Fri 0.11 26.830 -2.50 27.680 -0.850 -3.07  SGD -5.15 
real-time RS chart chart add note ComfortDelGro 1.320  Fri -0.75 1.360 -2.94 1.500 -0.140 -9.33  SGD -5.64 
real-time RS chart chart add note Ascendas REIT 2.690  Fri 1.51 2.720 -1.10 3.100 -0.380 -12.26  SGD -6.10 
real-time RS chart chart S add note CapitaLand ICT 1.920  Fri 2.13 1.990 -3.52 2.180 -0.190 -8.72  SGD -6.46 
real-time RS chart chart add note Mapletree Commercial 1.720  Fri 1.18 1.780 -3.37 2.120 -0.340 -16.04  USD -6.74 
real-time RS chart chart add note Venture Corporation 16.430  Fri 0.18 16.520 -0.54 19.140 -2.620 -13.69  SGD -7.07 
real-time RS chart chart S add note UOL 6.650  Fri 3.26 6.650 7.190 -0.540 -7.51  SGD -7.16 
real-time RS chart chart S add note Hongkong Land 4.420  Fri -0.67 4.710 -6.16 5.730 -1.020 -17.80  USD -7.53 
real-time RS chart chart S add note ST Engineering 3.580  Fri 1.99 3.620 -1.10 3.920 -0.300 -7.65  SGD -7.59 
real-time RS chart chart S add note 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
real-time RS chart chart add note Mapletree Industrial 2.380  Fri 0.42 2.420 -1.65 2.680 -0.260 -9.70  SGD -7.77 
real-time RS chart chart S add note Wilmar International 3.840  Fri -0.52 3.860 -0.52 4.350 -0.490 -11.26  SGD -9.48 
real-time RS chart chart add note Frasers L&C Trust 1.230  Fri 1.65 1.280 -3.91 1.520 -0.240 -15.79  SGD -10.25 
real-time RS chart chart add note Mapletree Logistics 1.560  Fri 0.65 1.600 -2.50 1.970 -0.370 -18.78  SGD -10.84 
real-time RS chart chart S add note Dairy Farm 2.310  Fri -3.75 2.480 -6.85 3.370 -0.890 -26.41  SGD -13.71 
real-time RS chart chart add note 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
Market Chart
1/01/18 scale up chart 9/26/22
 


Transactions Straits Times Index * A45 - 79/68 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
1/02/06 2/27/06 56    - cash -
long 2/27/06   5/29/06 91  RT RS QC  Singapore Exchange 100  2,551  SGD 3.920  3.980    0.060 2  10,153 6  
short 5/29/06   9/04/06 98  RT RS QC  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  RT RS QC  Singapore Exchange 100  2,172  SGD 4.080  14.100    10.020 246  30,627 175  
short 11/26/07   8/17/09 630  RT RS QC  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  RT RS QC  Yangzijiang Ship 100  68,206  SGD 0.945  1.910    0.965 102  130,274 61  
short 2/07/11   3/28/11 49  RT RS QC  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  RT RS QC  Genting 100  60,589  SGD 2.060  2.100    0.040 2  127,238 22  
short 5/02/11   7/02/12 427  RT RS QC  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  RT RS QC  ThaiBev 100  544,335  SGD 0.340  0.630    0.290 85  342,931 93  
short 6/10/13  12/05/16 1274  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  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  RT RS QC  Dairy Farm 100  946,449  SGD 3.440  2.310 5.123  1.683 49  4,848,471 48  
accum 2/27/06 9/30/226061 days out of 6117 invested (99%) 48,385 4,848,471 45  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Noble Groupshort  5/29/06  9/04/06980.630.710.55-0.08 -12.70 
 short  6/10/13 12/05/1612741.010.176.155.14 508.44431.17 
 Singapore Exchangelong  2/27/06  5/29/06913.923.980.06 1.53 
 long  9/04/06 11/26/074484.0814.1010.02 245.59250.88 
 CapitaLand ICTshort 11/26/07  8/17/096303.221.536.783.56 110.46110.46 
 StarHubshort 12/19/16  5/08/171402.762.762.760.00 0.00 
 short  6/12/17  1/25/2113232.721.335.562.84 104.51104.51 
 Yangzijiang Shiplong  8/17/09  2/07/115390.951.910.97 102.12 
 long  5/08/17  6/12/17351.271.22-0.05 -3.95 
 long  7/19/21  9/27/21701.361.400.04 2.9499.84 
 ThaiBevlong  7/02/12  6/10/133430.340.630.29 85.2985.29 
 Dairy Farmshort  9/27/21  9/30/223683.442.315.121.68 48.9248.92 
 Wilmar Internationalshort  2/07/11  3/28/11495.255.475.03-0.22 -4.19 
 short  5/02/11  7/02/124275.123.527.452.33 45.46 
 long  1/25/21  6/21/211475.534.55-0.98 -17.7214.66 
 Keppel DC REITshort  6/21/21  7/19/21282.572.602.54-0.03 -1.17-1.17 
 Gentinglong  3/28/11  5/02/11352.062.100.04 1.94 
 long 12/05/16 12/19/16140.980.93-0.05 -5.10-3.26 


Annotations
12/07/20CapitaLand Mallmergered with CMT
1/17/18STIJardine Strategic and Venture Corporation replace Global Logistic and SIA Engineering Company
10/31/16STICapitaCom Trust and Jardine Matheson replace Noble and Sembcorp Marine
2/02/16STIfull technique analysis performed
9/21/15STISATS, UOL and Yangzijiang Shipbuilding replace
Jardine Matheson, Jardine Strategic and Olam
9/04/15STIcomplete analysis