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

Assessment - Straits Times Index - 2/06/23 - RS = 45

		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	3/28/22	prc diff	⇓ Δ45	Curr	∅-RS
	L	STI	3,382.980	Wed	0.06	3,384.360	-0.04	3,431.990	-47.630	-1.39	SGD	4.64
	L	Genting	1.010	Wed	1.00	1.000	1.00	0.830	0.170	20.48	SGD	23.06
	L	Sembcorp Industries	3.780	Wed	2.72	3.600	5.00	2.720	0.880	32.35	SGD	21.59
	L	Dairy Farm	3.220	Wed	-0.62	3.240	-0.62	2.630	0.610	23.19	SGD	20.08
		Yangzijiang Ship	1.290	Wed	-0.77	1.290		1.490	-0.200	-13.42	SGD	15.16
	L	Singapore Airlines	5.940	Wed	0.51	5.930	0.17	5.500	0.430	7.82	SGD	10.89
	L	Keppel DC REIT	2.010	Wed	-1.95	2.130	-5.63	2.260	-0.130	-5.75	SGD	9.30
	L	DBS Bank	36.190	Wed	0.56	35.840	0.98	36.160	-0.320	-0.88	SGD	8.22
	L	Venture Corporation	18.650	Wed	-0.37	18.670	-0.11	17.730	0.940	5.30	SGD	8.20
	L	OCBC	13.150	Wed	1.00	13.000	1.15	12.410	0.590	4.75	SGD	7.92
	L	CapitaLand Invest	3.920	Wed	-1.26	3.980	-1.51	3.970	0.010	0.25	SGD	6.98
	L	Ascendas REIT	2.900	Wed	-0.34	2.960	-2.03	2.920	0.040	1.37	SGD	5.91
		Keppel	7.080	Wed	-0.42	7.180	-1.39	6.470	0.710	10.97	SGD	5.48
		Jardine Cycle & Carr	29.800	Wed	-0.40	29.710	0.30	24.560	5.150	20.97	SGD	5.45
	L	City Developments	8.230	Wed	-1.08	8.320	-1.08	7.850	0.470	5.99	SGD	5.13
		United Overseas Bank	30.840	Wed	0.98	30.340	1.65	32.380	-2.040	-6.30	SGD	5.09
	L	ThaiBev	0.690	Wed	0.73	0.685	0.73	0.700	-0.015	-2.14	SGD	4.47
	L	Mapletree Logistics	1.710	Wed	-1.16	1.730	-1.16	1.850	-0.120	-6.49	SGD	3.40
	L	Frasers L&C Trust	1.310	Wed	-0.76	1.340	-2.24	1.460	-0.120	-8.22	SGD	3.18
	L	Hongkong Land	4.870	Wed	0.62	4.890	-0.41	5.030	-0.140	-2.78	USD	2.91
	L	Mapletree Commercial	1.780	Wed	-0.56	1.830	-2.73	1.910	-0.080	-4.19	USD	2.49
	L	Jardine Matheson	52.920	Wed	-0.60	53.910	-1.84	57.460	-3.550	-6.18	USD	1.78
	L	CapitaLand ICT	2.030	Wed	-0.85	2.110	-3.79	2.230	-0.120	-5.38	SGD	0.97
	L	UOL	6.940	Wed	-0.57	6.990	-0.72	7.110	-0.120	-1.69	SGD	0.75
	L	ST Engineering	3.700	Wed	-0.27	3.750	-1.33	4.160	-0.410	-9.86	SGD	0.06
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	3/28/22	prc diff	⇓ Δ45	Curr	∅-RS
	S	Singtel	2.550	Wed	0.79	2.550		2.650	-0.100	-3.77	SGD	-1.86
	L	Singapore Exchange	9.150	Wed	-0.11	9.160	-0.11	9.790	-0.630	-6.44	SGD	-2.80
		Wilmar International	4.000	Wed	1.01	4.030	-0.74	4.860	-0.830	-17.08	SGD	-2.98
	L	Mapletree Industrial	2.360	Wed		2.380	-0.84	2.690	-0.310	-11.52	SGD	-3.09
	S	ComfortDelGro	1.190	Wed		1.190		1.480	-0.290	-19.59	SGD	-12.45
	L	SATS	3.070	Wed	-0.65	3.080	-0.32	4.380	-1.300	-29.68	SGD	-13.21
STI - 30 out of 30 instruments rated - 2/06/23 / 3/28/22 - 11 did rise, Market-Ratio(45) = 36.67 %

Technical Chart

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

1/07/19	scale up chart	2/06/23

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	2/08/23	499		Dairy Farm	100	946,449	SGD	3.440	3.220	3.675	0.235	7	3,478,202	5
accum	2/27/06	2/08/23	6191	days out of 6247 invested (99%)								34,682		3,478,202	41

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
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
Dairy Farm	short	9/27/21	2/08/23	499	3.44	3.22	3.68	0.24	6.83	6.83
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