| |
| |
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
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 |
|
|