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

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		STI	17,358.082	8/12/24	-0.81	17,911.705	-3.09	17,424.658	487.046	2.80		4.52
						L		Yangzijiang Ship	12.769	8/12/24	-4.03	12.876	-0.83	8.013	4.864	60.70		45.68
						L		SATS	16.256	8/12/24	-0.98	15.344	5.94	14.788	0.556	3.76		8.59
								OCBC	74.199	8/12/24	0.29	77.794	-4.62	69.908	7.886	11.28		11.02
						L		United Overseas Bank	157.143	8/12/24	0.58	167.927	-6.42	152.991	14.936	9.76		9.57
								DBS Bank	182.306	8/12/24	1.22	193.787	-5.92	179.663	14.123	7.86		8.05
						L		Singtel	15.237	8/12/24	-2.74	14.808	2.90	13.283	1.525	11.48		14.58
								ST Engineering	22.802	8/12/24	0.71	23.016	-0.93	20.919	2.098	10.03		11.47
								Venture Corporation	73.931	8/12/24	-0.72	76.613	-3.50	73.188	3.425	4.68		5.51
								Singapore Airlines	31.654	8/12/24	0.34	36.912	-14.24	35.277	1.635	4.64		3.72
								CapitaLand ICT	11.267	8/12/24	0.96	10.516	7.14	11.078	-0.562	-5.07		2.22
						L		Singapore Exchange	52.417	8/12/24	-0.51	50.378	4.05	52.861	-2.483	-4.70		-1.06
						S		Sembcorp Industries	24.840	8/12/24	-2.53	26.074	-4.73	28.555	-2.480	-8.69		-6.77
						L		Hongkong Land	24.761	8/12/24	1.80	23.595	4.94	24.691	-1.096	-4.44		-2.11
						S		Keppel	31.922	8/12/24	0.34	34.551	-7.61	38.019	-3.468	-9.12		-5.53
						S		Mapletree Industrial	11.910	8/12/24	-0.89	11.320	5.21	13.498	-2.177	-16.13		-7.07
						S		Genting	4.265	8/12/24	-2.45	4.533	-5.92	5.378	-0.844	-15.70		-7.72
						L		Jardine Cycle & Carr	139.653	8/12/24	1.21	141.960	-1.63	160.035	-18.075	-11.29		-7.85
						S		CapitaLand Ascendas	14.110	8/12/24	-0.75	13.627	3.54	16.294	-2.667	-16.37		-7.02
						L		ThaiBev	2.575	8/12/24	-4.00	2.387	7.87	2.823	-0.436	-15.43		-15.19
						L		CapitaLand Invest	13.520	8/12/24	0.80	14.217	-4.91	16.993	-2.776	-16.33		-9.42
								Emperador	2.307	8/12/24		2.307		2.850	-0.543	-19.06		-11.48
						S		Wilmar International	16.310	8/12/24	-0.98	16.578	-1.62	19.198	-2.620	-13.65		-10.98
						S		Jardine Matheson	263.482	8/12/24	1.63	258.093	2.09	292.390	-34.296	-11.73		-14.32
								Mapletree Pan Asia	8.885	8/12/24	-0.81	9.030	-1.61	11.139	-2.109	-18.93		-10.29
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		Frasers L&C Trust	5.285	8/12/24	-1.50	5.070	4.23	6.184	-1.114	-18.02		-13.39
						S		UOL	28.489	8/12/24	-0.19	28.113	1.34	33.771	-5.658	-16.75		-13.44
						S		Mapletree Logistics	6.760	8/12/24	-0.79	6.975	-3.08	9.357	-2.382	-25.46		-15.31
						L		DFI Retail	13.546	8/12/24	5.68	13.910	-2.62	17.028	-3.119	-18.31		-13.69
						S		City Developments	27.898	8/12/24	0.97	28.167	-0.95	35.761	-7.594	-21.24		-15.93
						L		Seatrium	7.511	8/12/24	-1.41	7.726	-2.78	12.691	-4.965	-39.12		-31.78
STI - 30 out of 30 instruments rated - 7/01/24 / 1/01/24 - 9 did rise, Market-Ratio(26) in CNY = 30.00 %

 

 

Transactions Straits Times Index in Renminbi yuán * Mixed Straddles L46 - 75/72 (1) - S21 - 15/20 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		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	549		18.210	18.137		-0.073	0	9,960	-19
2/20/06		2/27/06	7				- cash -
	2/27/06	4/24/06	56				Singapore Exchange	100	512		19.417	21.611		2.194	11	11,083	101
4/24/06		5/01/06	7				- cash -
	5/01/06	5/08/06	7				Singapore Exchange	100	481		23.009	24.995		1.986	9	12,038	7,394
5/08/06		8/14/06	98				- cash -
	8/14/06	8/21/06	7				Singapore Exchange	100	584		20.612	20.167		-0.445	-2	11,778	-68
8/21/06		9/04/06	14				- cash -
	9/04/06	12/03/07	455				Singapore Exchange	100	570		20.640	73.549		52.909	256	41,936	177
12/03/07		2/18/08	77				- cash -
short	2/18/08	3/31/08	42				UOL	100	2,132		19.666	19.602	19.729	0.063	0	42,071	3
3/31/08		7/14/08	105				- cash -
	7/14/08	7/28/08	14				Yangzijiang Ship	100	10,173		4.135	3.936	4.345	0.210	5	44,206	263
7/28/08		8/18/08	21				- cash -
	8/18/08	3/16/09	210				Yangzijiang Ship	100	14,717		3.004	1.686	5.351	2.347	78	78,751	173
3/16/09		8/24/09	161				- cash -
long	8/24/09	11/22/10	455				Genting	100	16,279		4.837	10.247		5.409	112	166,807	83
11/22/10		11/29/10	7				- cash -
	11/29/10	2/07/11	70				Genting	100	15,796		10.560	10.441		-0.119	-1	164,925	-6
2/07/11		4/04/11	56				- cash -
	4/04/11	5/02/11	28				Genting	100	14,693		11.224	11.134		-0.091	-1	163,595	-10
5/02/11		5/16/11	14				- cash -
	5/16/11	5/23/11	7				Hongkong Land	100	3,366		48.601	48.057		-0.544	-1	161,764	-44
5/23/11		6/13/11	21				- cash -
short	6/13/11	6/27/11	14				CapitaLand	100	11,225		14.410	15.212	13.608	-0.802	-6	152,766	-78
6/27/11		8/15/11	49				- cash -
	8/15/11	10/31/11	77				Yangzijiang Ship	100	25,703		5.943	4.832	7.311	1.367	23	187,905	167
10/31/11		11/14/11	14				- cash -
	11/14/11	1/02/12	49				Noble Group	100	33,850		5.551	5.538	5.564	0.013	0	188,351	2
1/02/12		7/02/12	182				- cash -
long	7/02/12	6/03/13	336				ThaiBev	100	111,038		1.696	3.278		1.581	93	363,938	105
6/03/13		9/02/13	91				- cash -
short	9/02/13	9/09/13	7				Jardine Cycle & Carr	100	2,203		165.159	161.388	169.018	3.859	2	372,439	233
9/09/13		9/30/13	21				- cash -
	9/30/13	10/21/13	21				Jardine Cycle & Carr	100	1,988		187.343	180.616	194.321	6.978	4	386,311	89
10/21/13		5/12/14	203				- cash -
long	5/12/14	5/19/14	7				Noble Group	100	62,964		6.135	6.569		0.434	7	413,625	3,424
5/19/14		7/14/14	56				- cash -
	7/14/14	7/21/14	7				Noble Group	100	59,953		6.899	7.038		0.139	2	421,982	184
7/21/14		7/28/14	7				- cash -
	7/28/14	8/04/14	7				Noble Group	100	58,402		7.225	6.940		-0.286	-4	405,304	-88
8/04/14		10/13/14	70				- cash -
short	10/13/14	10/27/14	14				Genting	100	76,845		5.274	4.991	5.574	0.300	6	428,342	323
10/27/14		8/17/15	294				- cash -
	8/17/15	1/18/16	154				Noble Group	100	207,215		2.067	1.257	3.400	1.333	64	704,614	225
1/18/16		12/05/16	322				- cash -
long	12/05/16	12/19/16	14				Genting	100	148,496		4.745	4.461		-0.284	-6	662,443	-80
12/19/16		4/03/17	105				- cash -
	4/03/17	4/17/17	14				Yangzijiang Ship	100	115,227		5.749	5.543		-0.206	-4	638,690	-61
L/S	date buy	date sell	days				instrument	spl	pieces		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	90,717		7.040	7.409		0.369	5	672,131	278
10/23/17		11/13/17	21				- cash -
	11/13/17	11/27/17	14				Yangzijiang Ship	100	82,538		8.143	8.181		0.038	0	675,262	13
11/27/17		6/25/18	210				- cash -
short	6/25/18	7/09/18	14				StarHub	100	86,357		7.819	8.484	7.154	-0.665	-9	617,828	-90
7/09/18		9/10/18	63				- cash -
	9/10/18	10/01/18	21				HPH	100	376,711		1.640	1.728	1.552	-0.088	-5	584,544	-62
10/01/18		10/15/18	14				- cash -
	10/15/18	11/12/18	28				Golden Agri	100	494,672		1.182	1.233	1.131	-0.051	-4	559,277	-44
11/12/18		3/16/20	490				- cash -
	3/16/20	8/10/20	147				HPH	100	741,737		0.754	0.710	0.801	0.047	6	594,132	16
8/10/20		2/01/21	175				- cash -
long	2/01/21	4/26/21	84				Wilmar International	100	23,138		25.678	25.799		0.122	0	596,948	2
4/26/21		5/03/21	7				- cash -
	5/03/21	5/24/21	21				Yangzijiang Ship	100	83,395		7.158	7.006		-0.153	-2	584,225	-31
5/24/21		6/14/21	21				- cash -
	6/14/21	6/21/21	7				Yangzijiang Ship	100	82,988		7.040	6.547		-0.493	-7	543,297	-98
6/21/21		7/19/21	28				- cash -
	7/19/21	10/04/21	77				Yangzijiang Ship	100	83,942		6.472	6.460		-0.012	0	542,282	-1
10/04/21		10/17/22	378				- cash -
short	10/17/22	11/07/22	21				SATS	100	39,329		13.788	13.889	13.688	-0.100	-1	538,332	-12
11/07/22		10/23/23	350				- cash -
	10/23/23	11/06/23	14				Venture Corporation	100	8,788		61.256	66.482	56.031	-5.225	-9	492,411	-90
11/06/23		11/29/25	754				- cash -
accum	2/13/06	11/06/23	2541	days out of 7271 invested (35%)										4,824		492,411	75

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	18.21	18.14		-0.07	-0.40
	long	2/27/06	4/24/06	56	19.42	21.61		2.19	11.30
	long	5/01/06	5/08/06	7	23.01	24.99		1.99	8.63
	long	8/14/06	8/21/06	7	20.61	20.17		-0.45	-2.16
	long	9/04/06	12/03/07	455	20.64	73.55		52.91	256.34			319.83
Yangzijiang Ship	short	7/14/08	7/28/08	14	4.14	3.94	4.35	0.21	5.07
	short	8/18/08	3/16/09	210	3.00	1.69	5.35	2.35	78.15
	short	8/15/11	10/31/11	77	5.94	4.83	7.31	1.37	23.00
	long	4/03/17	4/17/17	14	5.75	5.54		-0.21	-3.59
	long	10/09/17	10/23/17	14	7.04	7.41		0.37	5.24
	long	11/13/17	11/27/17	14	8.14	8.18		0.04	0.47
	long	5/03/21	5/24/21	21	7.16	7.01		-0.15	-2.13
	long	6/14/21	6/21/21	7	7.04	6.55		-0.49	-7.01
	long	7/19/21	10/04/21	77	6.47	6.46		-0.01	-0.19			113.21
Genting	long	8/24/09	11/22/10	455	4.84	10.25		5.41	111.82
	long	11/29/10	2/07/11	70	10.56	10.44		-0.12	-1.13
	long	4/04/11	5/02/11	28	11.22	11.13		-0.09	-0.81
	short	10/13/14	10/27/14	14	5.27	4.99	5.57	0.30	5.68
	long	12/05/16	12/19/16	14	4.75	4.46		-0.28	-5.98			106.41
ThaiBev	long	7/02/12	6/03/13	336	1.70	3.28		1.58	93.22			93.22
Noble Group	short	11/14/11	1/02/12	49	5.55	5.54	5.56	0.01	0.24
	long	5/12/14	5/19/14	7	6.14	6.57		0.43	7.07
	long	7/14/14	7/21/14	7	6.90	7.04		0.14	2.02
	long	7/28/14	8/04/14	7	7.23	6.94		-0.29	-3.95
	short	8/17/15	1/18/16	154	2.07	1.26	3.40	1.33	64.50			73.00
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	165.16	161.39	169.02	3.86	2.34
	short	9/30/13	10/21/13	21	187.34	180.62	194.32	6.98	3.72			6.15
HPH	short	9/10/18	10/01/18	21	1.64	1.73	1.55	-0.09	-5.39
	short	3/16/20	8/10/20	147	0.75	0.71	0.80	0.05	6.23			0.51
Wilmar International	long	2/01/21	4/26/21	84	25.68	25.80		0.12	0.47			0.47
UOL	short	2/18/08	3/31/08	42	19.67	19.60	19.73	0.06	0.32			0.32
SATS	short	10/17/22	11/07/22	21	13.79	13.89	13.69	-0.10	-0.73			-0.73
Hongkong Land	long	5/16/11	5/23/11	7	48.60	48.06		-0.54	-1.12			-1.12
Golden Agri	short	10/15/18	11/12/18	28	1.18	1.23	1.13	-0.05	-4.32			-4.32
CapitaLand	short	6/13/11	6/27/11	14	14.41	15.21	13.61	-0.80	-5.56			-5.56
StarHub	short	6/25/18	7/09/18	14	7.82	8.48	7.15	-0.67	-8.51			-8.51
Venture Corporation	short	10/23/23	11/06/23	14	61.26	66.48	56.03	-5.23	-8.53			-8.53

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

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