| |
| |
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
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 |
|
|