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

Assessment - Straits Times Index - 12/04/23 - RS = 45

		⇓instrument	freshest		⇓ Δday	12/04/23	⇓ Δwk	1/23/23	prc diff	⇓ Δ45	Curr	∅-RS
	S	STI	3,110.730	Fri	1.19	3,084.080	0.86	3,293.710	-209.630	-6.36	SGD	-4.44
		Sembcorp Industries	4.950	Fri	1.02	4.880	1.43	3.420	1.460	42.69	SGD	10.29
		Yangzijiang Ship	1.470	Fri		1.490	-1.34	1.230	0.260	21.14	SGD	7.84
		Keppel	6.770	Fri	1.04	6.810	-0.59	7.350	-0.540	-7.35	SGD	3.76
		Singapore Airlines	6.380	Fri	0.63	6.430	-0.78	5.880	0.550	9.35	SGD	2.91
		Singapore Exchange	9.600	Fri	0.95	9.630	-0.31	9.210	0.420	4.56	SGD	2.81
	L	CapitaLand Ascendas	2.850	Fri	0.71	2.830	0.71	2.800	0.030	1.07	SGD	2.62
		ST Engineering	3.770	Fri	1.89	3.720	1.34	3.510	0.210	5.98	SGD	1.93
	L	Mapletree Industrial	2.310	Fri	0.43	2.310		2.310	0.000	0.00	SGD	1.87
		Emperador	0.520	Fri	0.97	0.515	0.97	0.515	0.000	0.00	SGD	1.48
		OCBC	12.650	Fri	1.12	12.620	0.24	12.660	-0.040	-0.32	SGD	0.32
	L	SATS	2.690	Fri	0.37	2.660	1.13	2.930	-0.270	-9.22	SGD	-0.56
		Mapletree Logistics	1.630	Fri	1.24	1.620	0.62	1.640	-0.020	-1.22	SGD	-1.56
		CapitaLand ICT	1.900	Fri	1.06	1.870	1.60	2.090	-0.220	-10.53	SGD	-3.83
		Genting	0.980	Fri	2.62	0.920	6.52	0.990	-0.070	-7.07	SGD	-3.93
	S	DBS Bank	31.600	Fri	1.35	31.700	-0.32	34.550	-2.850	-8.25	SGD	-4.23
	S	United Overseas Bank	27.580	Fri	1.43	27.250	1.21	29.400	-2.150	-7.31	SGD	-5.45
	S	Keppel DC REIT	1.970	Fri		1.890	4.23	1.930	-0.040	-2.07	SGD	-6.01
	S	Jardine Cycle & Carr	29.600	Fri	0.95	29.060	1.86	28.960	0.100	0.35	SGD	-6.20
	L	Wilmar International	3.630	Fri	2.25	3.620	0.28	4.060	-0.440	-10.84	SGD	-6.63
	S	Singtel	2.340	Fri	0.86	2.280	2.63	2.450	-0.170	-6.94	SGD	-7.46
		Frasers L&C Trust	1.110	Fri		1.100	0.91	1.230	-0.130	-10.57	SGD	-8.19
	S	UOL	6.020	Fri	-0.33	5.930	1.52	6.800	-0.870	-12.79	SGD	-10.14
		CapitaLand Invest	3.100	Fri		3.060	1.31	3.910	-0.850	-21.74	SGD	-10.33
	L	Venture Corporation	13.300	Fri	1.53	13.110	1.45	18.220	-5.110	-28.05	SGD	-12.67
		⇓instrument	freshest		⇓ Δday	12/04/23	⇓ Δwk	1/23/23	prc diff	⇓ Δ45	Curr	∅-RS
		City Developments	6.290	Fri	1.13	6.180	1.78	8.040	-1.860	-23.13	SGD	-12.98
		Mapletree Pan Asia	1.420	Fri	0.71	1.380	2.90	1.790	-0.410	-22.91	USD	-13.87
	S	DFI Retail	2.260	Fri	0.44	2.330	-3.00	3.240	-0.910	-28.09	USD	-15.33
	S	Jardine Matheson	40.450	Fri	0.62	39.400	2.66	52.400	-13.000	-24.81	USD	-17.61
	S	ThaiBev	0.500	Fri	1.01	0.495	1.01	0.705	-0.210	-29.79	SGD	-18.05
	S	Hongkong Land	3.280	Fri	0.61	3.190	2.82	4.800	-1.610	-33.54	USD	-19.96
STI - 30 out of 30 instruments rated - 12/04/23 / 1/23/23 - 7 did rise, Market-Ratio(45) = 23.33 %

Technical Chart

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

1/07/19	scale up chart	12/04/23

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	12/08/23	802		DFI Retail	100	946,449	USD	3.440	2.260	5.236	1.796	52	4,955,704	21
accum	2/27/06	12/08/23	6495	days out of 6551 invested (99%)								49,457		4,955,704	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	12/08/23	802	3.44	2.26	5.24	1.80	52.21	52.21
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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