Assessment - Straits Times Index - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
						L		STI	3,235.380	8/12/24	-0.81	3,338.570	-3.09	3,240.270	98.300	3.03	SGD	3.13
						L		Yangzijiang Ship	2.380	8/12/24	-4.03	2.400	-0.83	1.490	0.910	61.07	SGD	50.17
						L		SATS	3.030	8/12/24	-0.98	2.860	5.94	2.750	0.110	4.00	SGD	10.47
								OCBC	13.830	8/12/24	0.29	14.500	-4.62	13.000	1.500	11.54	SGD	8.37
						L		United Overseas Bank	29.290	8/12/24	0.58	31.300	-6.42	28.450	2.850	10.02	SGD	7.07
								DBS Bank	33.980	8/12/24	1.22	36.120	-5.92	33.410	2.710	8.11	SGD	6.27
						L		Singtel	2.840	8/12/24	-2.74	2.760	2.90	2.470	0.290	11.74	SGD	5.73
								ST Engineering	4.250	8/12/24	0.71	4.290	-0.93	3.890	0.400	10.28	SGD	3.43
								Venture Corporation	13.780	8/12/24	-0.72	14.280	-3.50	13.610	0.670	4.92	SGD	2.11
								Singapore Airlines	5.900	8/12/24	0.34	6.880	-14.24	6.560	0.320	4.88	SGD	1.08
								CapitaLand ICT	2.100	8/12/24	0.96	1.960	7.14	2.060	-0.100	-4.85	SGD	0.99
						L		Singapore Exchange	9.770	8/12/24	-0.51	9.390	4.05	9.830	-0.440	-4.48	SGD	0.28
						S		Sembcorp Industries	4.630	8/12/24	-2.53	4.860	-4.73	5.310	-0.450	-8.47	SGD	-3.66
						L		Hongkong Land	3.400	8/12/24	1.80	3.240	4.94	3.480	-0.240	-6.90	USD	-3.94
						S		Keppel	5.950	8/12/24	0.34	6.440	-7.61	7.070	-0.630	-8.91	SGD	-4.45
						S		Mapletree Industrial	2.220	8/12/24	-0.89	2.110	5.21	2.510	-0.400	-15.94	SGD	-5.05
						S		Genting	0.795	8/12/24	-2.45	0.845	-5.92	1.000	-0.155	-15.50	SGD	-5.31
						L		Jardine Cycle & Carr	26.030	8/12/24	1.21	26.460	-1.63	29.760	-3.300	-11.09	SGD	-5.33
						S		CapitaLand Ascendas	2.630	8/12/24	-0.75	2.540	3.54	3.030	-0.490	-16.17	SGD	-6.16
						L		ThaiBev	0.480	8/12/24	-4.00	0.445	7.87	0.525	-0.080	-15.24	SGD	-8.96
						L		CapitaLand Invest	2.520	8/12/24	0.80	2.650	-4.91	3.160	-0.510	-16.14	SGD	-10.68
								Emperador	0.430	8/12/24		0.430		0.530	-0.100	-18.87	SGD	-10.89
						S		Wilmar International	3.040	8/12/24	-0.98	3.090	-1.62	3.570	-0.480	-13.45	SGD	-12.13
						S		Jardine Matheson	36.180	8/12/24	1.63	35.440	2.09	41.210	-5.770	-14.00	USD	-12.67
								Mapletree Pan Asia	1.220	8/12/24	-0.81	1.240	-1.61	1.570	-0.330	-21.02	USD	-12.99
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
						S		Frasers L&C Trust	0.985	8/12/24	-1.50	0.945	4.23	1.150	-0.205	-17.83	SGD	-13.08
						S		UOL	5.310	8/12/24	-0.19	5.240	1.34	6.280	-1.040	-16.56	SGD	-13.48
						S		Mapletree Logistics	1.260	8/12/24	-0.79	1.300	-3.08	1.740	-0.440	-25.29	SGD	-14.55
						L		DFI Retail	1.860	8/12/24	5.68	1.910	-2.62	2.400	-0.490	-20.42	USD	-15.02
						S		City Developments	5.200	8/12/24	0.97	5.250	-0.95	6.650	-1.400	-21.05	SGD	-15.56
						L		Seatrium	1.400	8/12/24	-1.41	1.440	-2.78	2.360	-0.920	-38.98	SGD	-21.69
STI - 30 out of 30 instruments rated - 7/01/24 / 1/01/24 - 9 did rise, Market-Ratio(26) = 30.00 %

 

 

Transactions Straits Times Index * Mixed Cut L46 - 75/72 (1) - S21 - 15/20 (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		2/13/06	42				- cash -
long	2/13/06	2/20/06	7				Singapore Exchange	100	2,717	SGD	3.680	3.680		0.000	0	10,000	0
2/20/06		2/27/06	7				- cash -
	2/27/06	4/24/06	56				Singapore Exchange	100	2,551	SGD	3.920	4.300		0.380	10	10,969	83
4/24/06		5/01/06	7				- cash -
	5/01/06	5/08/06	7				Singapore Exchange	100	2,416	SGD	4.540	4.900		0.360	8	11,839	5,246
5/08/06		8/14/06	98				- cash -
	8/14/06	8/21/06	7				Singapore Exchange	100	2,901	SGD	4.080	3.980		-0.100	-2	11,549	-73
8/21/06		9/04/06	14				- cash -
	9/04/06	12/03/07	455				Singapore Exchange	100	2,830	SGD	4.080	14.400		10.320	253	40,755	175
12/03/07		2/18/08	77				- cash -
short	2/18/08	3/31/08	42				UOL	100	10,530	SGD	3.870	3.860	3.880	0.010	0	40,860	2
3/31/08		7/14/08	105				- cash -
	7/14/08	7/28/08	14				Yangzijiang Ship	100	49,829	SGD	0.820	0.785	0.857	0.037	4	42,684	212
7/28/08		8/18/08	21				- cash -
	8/18/08	3/16/09	210				Yangzijiang Ship	100	68,844	SGD	0.620	0.380	1.012	0.392	63	69,643	134
3/16/09		8/24/09	161				- cash -
long	8/24/09	11/22/10	455				Genting	100	68,277	SGD	1.020	2.000		0.980	96	136,554	72
11/22/10		11/29/10	7				- cash -
	11/29/10	2/07/11	70				Genting	100	65,337	SGD	2.090	2.030		-0.060	-3	132,634	-14
2/07/11		4/04/11	56				- cash -
	4/04/11	5/02/11	28				Genting	100	61,404	SGD	2.160	2.100		-0.060	-3	128,950	-31
5/02/11		5/16/11	14				- cash -
	5/16/11	5/23/11	7				Hongkong Land	100	17,239	USD	7.480	7.400		-0.080	-1	127,571	-43
5/23/11		6/13/11	21				- cash -
short	6/13/11	6/27/11	14				CapitaLand	100	46,389	SGD	2.750	2.910	2.590	-0.160	-6	120,149	-79
6/27/11		8/15/11	49				- cash -
	8/15/11	10/31/11	77				Yangzijiang Ship	100	106,326	SGD	1.130	0.945	1.351	0.221	20	143,668	133
10/31/11		11/14/11	14				- cash -
	11/14/11	1/02/12	49				Noble Group	100	128,274	SGD	1.120	1.130	1.110	-0.010	-1	142,385	-6
1/02/12		7/02/12	182				- cash -
long	7/02/12	6/03/13	336				ThaiBev	100	418,780	SGD	0.340	0.670		0.330	97	280,583	109
6/03/13		9/02/13	91				- cash -
short	9/02/13	9/09/13	7				Jardine Cycle & Carr	100	8,199	SGD	34.220	33.460	34.997	0.777	2	286,956	223
9/09/13		9/30/13	21				- cash -
	9/30/13	10/21/13	21				Jardine Cycle & Carr	100	7,521	SGD	38.150	36.800	39.550	1.400	4	297,481	87
10/21/13		5/12/14	203				- cash -
long	5/12/14	5/19/14	7				Noble Group	100	241,854	SGD	1.230	1.320		0.090	7	319,248	3,873
5/19/14		7/14/14	56				- cash -
	7/14/14	7/21/14	7				Noble Group	100	231,339	SGD	1.380	1.405		0.025	2	325,032	155
7/21/14		7/28/14	7				- cash -
	7/28/14	8/04/14	7				Noble Group	100	224,159	SGD	1.450	1.400		-0.050	-3	313,824	-84
8/04/14		10/13/14	70				- cash -
short	10/13/14	10/27/14	14				Genting	100	286,596	SGD	1.095	1.040	1.153	0.058	5	330,418	283
10/27/14		8/17/15	294				- cash -
	8/17/15	1/18/16	154				Noble Group	100	726,192	SGD	0.455	0.275	0.753	0.298	65	546,678	230
1/18/16		12/05/16	322				- cash -
long	12/05/16	12/19/16	14				Genting	100	557,834	SGD	0.980	0.930		-0.050	-5	518,786	-74
12/19/16		4/03/17	105				- cash -
	4/03/17	4/17/17	14				Yangzijiang Ship	100	445,309	SGD	1.165	1.125		-0.040	-3	500,974	-60
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
4/17/17		10/09/17	175				- cash -
	10/09/17	10/23/17	14				Yangzijiang Ship	100	347,898	SGD	1.440	1.520		0.080	6	528,805	309
10/23/17		11/13/17	21				- cash -
	11/13/17	11/27/17	14				Yangzijiang Ship	100	316,649	SGD	1.670	1.670		0.000	0	528,805	0
11/27/17		6/25/18	210				- cash -
short	6/25/18	7/09/18	14				StarHub	100	324,420	SGD	1.630	1.740	1.520	-0.110	-7	493,119	-84
7/09/18		9/10/18	63				- cash -
	9/10/18	10/01/18	21				HPH	100	1,494,300	SGD	0.330	0.345	0.315	-0.015	-5	470,705	-55
10/01/18		10/15/18	14				- cash -
	10/15/18	11/12/18	28				Golden Agri	100	2,002,998	SGD	0.235	0.245	0.225	-0.010	-4	450,675	-43
11/12/18		3/16/20	490				- cash -
	3/16/20	8/10/20	147				HPH	100	2,945,586	SGD	0.153	0.140	0.167	0.014	9	492,502	25
8/10/20		2/01/21	175				- cash -
long	2/01/21	4/26/21	84				Wilmar International	100	93,100	SGD	5.290	5.270		-0.020	0	490,640	-2
4/26/21		5/03/21	7				- cash -
	5/03/21	5/24/21	21				Yangzijiang Ship	100	333,768	SGD	1.470	1.450		-0.020	-1	483,965	-21
5/24/21		6/14/21	21				- cash -
	6/14/21	6/21/21	7				Yangzijiang Ship	100	331,482	SGD	1.460	1.360		-0.100	-7	450,816	-98
6/21/21		7/19/21	28				- cash -
	7/19/21	10/04/21	77				Yangzijiang Ship	100	331,482	SGD	1.360	1.360		0.000	0	450,816	0
10/04/21		10/17/22	378				- cash -
short	10/17/22	11/07/22	21				SATS	100	165,741	SGD	2.720	2.700	2.740	0.020	1	454,148	14
11/07/22		10/23/23	350				- cash -
	10/23/23	11/06/23	14				Venture Corporation	100	39,663	SGD	11.450	12.340	10.560	-0.890	-8	418,848	-88
11/06/23		8/20/25	653				- cash -
accum	2/13/06	11/06/23	2541	days out of 7170 invested (35%)										4,088		418,848	71

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Singapore Exchange	long	2/13/06	2/20/06	7	3.68	3.68		0.00	0.00
	long	2/27/06	4/24/06	56	3.92	4.30		0.38	9.69
	long	5/01/06	5/08/06	7	4.54	4.90		0.36	7.93
	long	8/14/06	8/21/06	7	4.08	3.98		-0.10	-2.45
	long	9/04/06	12/03/07	455	4.08	14.40		10.32	252.94			307.61
ThaiBev	long	7/02/12	6/03/13	336	0.34	0.67		0.33	97.06			97.06
Yangzijiang Ship	short	7/14/08	7/28/08	14	0.82	0.79	0.86	0.04	4.46
	short	8/18/08	3/16/09	210	0.62	0.38	1.01	0.39	63.16
	short	8/15/11	10/31/11	77	1.13	0.95	1.35	0.22	19.58
	long	4/03/17	4/17/17	14	1.17	1.13		-0.04	-3.43
	long	10/09/17	10/23/17	14	1.44	1.52		0.08	5.56
	long	11/13/17	11/27/17	14	1.67	1.67		0.00	0.00
	long	5/03/21	5/24/21	21	1.47	1.45		-0.02	-1.36
	long	6/14/21	6/21/21	7	1.46	1.36		-0.10	-6.85
	long	7/19/21	10/04/21	77	1.36	1.36		0.00	0.00			90.88
Genting	long	8/24/09	11/22/10	455	1.02	2.00		0.98	96.08
	long	11/29/10	2/07/11	70	2.09	2.03		-0.06	-2.87
	long	4/04/11	5/02/11	28	2.16	2.10		-0.06	-2.78
	short	10/13/14	10/27/14	14	1.10	1.04	1.15	0.06	5.29
	long	12/05/16	12/19/16	14	0.98	0.93		-0.05	-5.10			85.00
Noble Group	short	11/14/11	1/02/12	49	1.12	1.13	1.11	-0.01	-0.89
	long	5/12/14	5/19/14	7	1.23	1.32		0.09	7.32
	long	7/14/14	7/21/14	7	1.38	1.41		0.03	1.81
	long	7/28/14	8/04/14	7	1.45	1.40		-0.05	-3.45
	short	8/17/15	1/18/16	154	0.46	0.28	0.75	0.30	65.45			72.98
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Jardine Cycle & Carr	short	9/02/13	9/09/13	7	34.22	33.46	35.00	0.78	2.27
	short	9/30/13	10/21/13	21	38.15	36.80	39.55	1.40	3.67			6.02
HPH	short	9/10/18	10/01/18	21	0.33	0.35	0.32	-0.02	-4.55
	short	3/16/20	8/10/20	147	0.15	0.14	0.17	0.01	9.28			4.31
SATS	short	10/17/22	11/07/22	21	2.72	2.70	2.74	0.02	0.74			0.74
UOL	short	2/18/08	3/31/08	42	3.87	3.86	3.88	0.01	0.26			0.26
Wilmar International	long	2/01/21	4/26/21	84	5.29	5.27		-0.02	-0.38			-0.38
Hongkong Land	long	5/16/11	5/23/11	7	7.48	7.40		-0.08	-1.07			-1.07
Golden Agri	short	10/15/18	11/12/18	28	0.24	0.25	0.23	-0.01	-4.26			-4.26
CapitaLand	short	6/13/11	6/27/11	14	2.75	2.91	2.59	-0.16	-5.82			-5.82
StarHub	short	6/25/18	7/09/18	14	1.63	1.74	1.52	-0.11	-6.75			-6.75
Venture Corporation	short	10/23/23	11/06/23	14	11.45	12.34	10.56	-0.89	-7.77			-7.77

Annotations

5/07/24	Seatrium			reverse split 20:1 (one for twenty)
3/12/24	STI			Component update: Seatrium (former Sembcorp Marine) replaces Keppel DC REIT
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

write an annotation