Assessment - Topix 100 (Tokyo) in Dollar - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								SOM Price Index	2.944	8/09/24	0.43	3.291	-10.54	3.328	-0.037	-1.11		-0.73
								Disco	255.795	8/09/24	-1.95	375.926	-31.96	237.731	138.195	58.13		61.22
								Mitsubishi Heavy	10.707	8/09/24	1.67	10.729	-0.20	5.826	4.903	84.17		71.15
						L		Hitachi	20.133	8/09/24	3.73	23.011	-12.51	14.378	8.633	60.04		55.91
								MS&AD Insurance	18.648	8/09/24	-0.50	22.980	-18.85	13.068	9.912	75.85		64.26
								Softbank Group	46.963	8/09/24	4.88	65.016	-27.77	44.485	20.531	46.15		36.80
								NEC	73.805	8/09/24	2.71	82.006	-10.00	59.026	22.979	38.93		39.16
						L		Recruit	51.382	8/09/24	6.81	52.409	-1.96	42.153	10.257	24.33		39.41
								Tokio Marine	30.364	8/09/24	0.20	38.044	-20.19	24.947	13.098	52.50		46.97
								Tokyo Electron	159.741	8/09/24	0.70	215.504	-25.88	178.528	36.976	20.71		24.49
						L		Eneos	4.245	8/09/24	1.55	5.213	-18.57	3.961	1.252	31.59		27.32
								Nomura	4.579	8/09/24	2.06	5.799	-21.05	4.508	1.291	28.64		24.58
								Sumitomo Mitsui FG	55.504	8/09/24	3.71	67.059	-17.23	48.635	18.424	37.88		31.20
						L		Sumitomo El	13.189	8/09/24	2.55	15.228	-13.39	12.692	2.536	19.98		15.36
								Sompo	18.310	8/09/24	0.02	21.569	-15.11	16.249	5.320	32.74		29.41
						L		Renesas Electronics	13.539	8/09/24	0.44	18.573	-27.11	18.019	0.555	3.08		10.01
								Mitsui & Co	17.651	8/09/24	1.24	22.875	-22.84	18.726	4.149	22.16		13.10
						L		Japan Tobacco	24.261	8/09/24	-0.31	27.325	-11.21	25.767	1.558	6.05		10.40
								Lasertec	166.610	8/09/24	-0.92	214.452	-22.31	262.755	-48.303	-18.38		6.09
						L		Daiichi Sankyo	33.780	8/09/24	-1.16	33.588	0.57	27.371	6.217	22.71		12.17
								Dai-ichi Life	23.537	8/09/24	3.15	27.597	-14.71	21.150	6.447	30.48		28.01
						L		Itochu	41.653	8/09/24	6.05	48.665	-14.41	40.767	7.898	19.37		18.12
								Sumitomo Mitsui Trst	20.548	8/09/24	2.72	23.030	-10.78	19.129	3.901	20.39		16.68
						L		Olympus	14.804	8/09/24	1.42	15.736	-5.92	14.424	1.311	9.09		8.43
						L		Marubeni	14.089	8/09/24	1.04	18.490	-23.80	15.753	2.737	17.37		10.66
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		Fujifilm	21.099	8/09/24	2.25	23.221	-9.14	19.965	3.256	16.31		13.53
								Mitsubishi El	12.737	8/09/24	-3.88	15.826	-19.52	14.131	1.695	11.99		10.32
								Mitsubishi Estate	14.099	8/09/24	-0.52	15.677	-10.07	13.735	1.942	14.14		10.39
								Mitsubishi UFJ	8.730	8/09/24	1.22	10.825	-19.35	8.564	2.261	26.40		21.98
								Resona	5.594	8/09/24	3.93	6.728	-16.85	5.065	1.663	32.83		20.79
								Sumitomo Corp	19.632	8/09/24	2.03	24.973	-21.39	21.744	3.229	14.85		12.05
								Nintendo	48.281	8/09/24	3.11	54.148	-10.84	52.021	2.128	4.09		12.55
								Mitsui Fudosan	8.881	8/09/24	-0.24	9.123	-2.65	8.148	0.974	11.96		11.77
								Orix	20.641	8/09/24	4.68	22.120	-6.69	18.775	3.345	17.81		13.92
						L		Kao	39.790	8/09/24	1.56	40.050	-0.65	41.000	-0.951	-2.32		2.60
								Mitsubishi Corp	17.277	8/09/24	1.77	20.164	-14.32	15.930	4.234	26.58		12.73
								Suzuki Motor	10.063	8/09/24	0.31	11.348	-11.32	10.662	0.686	6.43		8.57
								Mizuho	17.203	8/09/24	2.38	21.092	-18.44	17.054	4.038	23.68		19.18
								Japan Exchange	20.535	8/09/24	4.70	22.955	-10.54	21.087	1.868	8.86		9.63
								Japan Post	8.420	8/09/24	0.52	10.026	-16.02	8.903	1.123	12.61		15.04
								Fujitsu	14.965	8/09/24	2.37	15.822	-5.42	15.039	0.783	5.21		13.12
								Nippon Yūsen	28.012	8/09/24	0.82	29.912	-6.35	30.899	-0.987	-3.19		7.89
						L		Murata Manufacturing	17.100	8/09/24	-1.32	20.238	-15.50	21.158	-0.919	-4.34		6.13
								Shin-Etsu	36.807	8/09/24	0.03	38.608	-4.66	41.827	-3.220	-7.70		8.49
						L		Shimano	167.601	8/09/24	-0.48	155.130	8.04	154.352	0.778	0.50		3.05
								Subaru	15.036	8/09/24	-2.37	21.031	-28.50	18.280	2.750	15.04		6.79
						L		Nidec	36.027	8/09/24	0.80	44.066	-18.24	40.258	3.808	9.46		0.91
								Canon	28.006	8/09/24	1.64	27.275	2.68	25.590	1.686	6.59		3.32
								Otsuka	47.619	8/09/24	1.22	42.606	11.77	37.388	5.218	13.96		11.41
								SoftBank	11.623	8/09/24	0.51	12.322	-5.68	12.438	-0.115	-0.93		2.72
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Sumitomo Realty	27.077	8/09/24	-0.57	29.602	-8.53	29.647	-0.045	-0.15		2.02
								Sekisui House	20.554	8/09/24	0.36	22.052	-6.79	22.140	-0.088	-0.40		3.54
								Terumo	16.160	8/09/24	5.05	15.770	2.47	16.336	-0.567	-3.47		-1.44
								Komatsu	23.933	8/09/24	2.71	29.584	-19.10	26.071	3.513	13.48		7.85
								Aeon	21.718	8/09/24	1.18	21.105	2.90	22.274	-1.170	-5.25		-2.56
								Toyota	15.148	8/09/24	-0.14	20.325	-25.47	18.312	2.013	10.99		5.13
								Advantest	35.847	8/09/24	-0.41	39.734	-9.78	33.910	5.824	17.17		17.28
								Hoya	121.894	8/09/24	0.90	114.932	6.06	124.591	-9.660	-7.75		0.03
								Keyence	370.170	8/09/24	0.08	438.374	-15.56	439.127	-0.753	-0.17		1.78
								Fast Retailing	245.336	8/09/24	-0.50	250.782	-2.17	247.345	3.437	1.39		-0.59
						L		Shiseido	20.733	8/09/24	-12.07	28.532	-27.33	30.057	-1.526	-5.08		-9.94
								Bridgestone	34.548	8/09/24	-1.33	38.960	-11.33	41.283	-2.323	-5.63		-5.68
						L		Unicharm	30.197	8/09/24	-0.93	31.503	-4.15	36.038	-4.535	-12.58		-8.40
								Asahi Group	32.165	8/09/24	-2.18	34.541	-6.88	37.169	-2.628	-7.07		-7.14
								Chugai	37.890	8/09/24	2.60	34.956	8.39	37.763	-2.807	-7.43		6.44
								Honda Motor	8.789	8/09/24	-0.14	10.896	-19.34	10.363	0.533	5.14		-0.39
								Seven & i	10.351	8/09/24	-0.54	12.131	-14.67	13.184	-1.053	-7.99		-9.02
								Ajinomoto	31.688	8/09/24	0.04	35.513	-10.77	38.455	-2.942	-7.65		-7.59
								Fanuc	24.057	8/09/24	-0.66	27.312	-11.92	29.315	-2.003	-6.83		-4.22
						S		Kubota	12.078	8/09/24	1.80	13.919	-13.23	15.004	-1.085	-7.23		-6.21
						S		SMC	400.744	8/09/24	-0.17	476.932	-15.97	535.548	-58.617	-10.95		-7.86
						S		Asahi Kasei	5.883	8/09/24	-1.15	6.347	-7.30	7.345	-0.998	-13.59		-6.95
						L		Daikin	104.781	8/09/24	-3.40	137.089	-23.57	162.481	-25.393	-15.63		-12.09
						L		Bandai Namco	17.552	8/09/24	-5.94	19.471	-9.85	19.981	-0.510	-2.55		-4.73
						S		Sony	76.281	8/09/24	0.28	85.100	-10.36	94.795	-9.695	-10.23		-2.16
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Nippon Steel	19.613	8/09/24	1.83	21.390	-8.30	22.833	-1.443	-6.32		-6.29
								Kirin	12.483	8/09/24	0.77	12.938	-3.52	14.605	-1.666	-11.41		-9.42
								Takeda	25.183	8/09/24	0.52	25.945	-2.93	28.658	-2.713	-9.47		-10.18
								Daiwa House	26.638	8/09/24	-0.85	25.592	4.09	30.199	-4.607	-15.26		-8.76
						S		West Japan Railway	16.132	8/09/24	-2.18	18.258	-11.64	20.786	-2.529	-12.16		-10.57
						S		Denso	13.053	8/09/24	-0.19	15.640	-16.54	15.036	0.604	4.02		-5.59
						S		Sysmex	16.240	8/09/24	1.04	15.637	3.86	18.516	-2.879	-15.55		-12.38
						S		KDDI	27.907	8/09/24	-0.22	26.892	3.77	31.712	-4.820	-15.20		-10.55
						S		Kyocera	9.890	8/09/24	-0.62	11.496	-13.97	14.548	-3.052	-20.98		-12.74
						S		Nitori	122.018	8/09/24	-1.03	104.503	16.76	133.463	-28.960	-21.70		-14.59
						S		ANA	17.051	8/09/24	-1.36	18.388	-7.27	21.631	-3.243	-14.99		-13.04
						S		Central Jap. Railway	19.879	8/09/24	-2.10	21.229	-6.36	25.335	-4.107	-16.21		-12.32
						S		Mitsubishi Chemical	5.155	8/09/24	-0.14	5.681	-9.26	6.108	-0.427	-6.99		-4.65
						S		EJR	15.918	8/09/24	-0.87	16.135	-1.34	19.155	-3.020	-15.76		-13.37
						S		Shionogi	38.837	8/09/24	0.56	38.570	0.69	48.055	-9.485	-19.74		-16.31
						S		Secom	58.109	8/09/24	-0.88	58.964	-1.45	71.786	-12.822	-17.86		-15.06
								LY	2.342	8/09/24	-0.76	2.338	0.16	3.532	-1.194	-33.81		-14.80
						S		Nissan Motor	2.539	8/09/24	-0.56	3.419	-25.74	3.918	-0.499	-12.73		-13.03
						S		Oriental Land	24.249	8/09/24	-0.15	27.770	-12.68	37.119	-9.349	-25.19		-17.91
						L		Eisai	34.473	8/09/24	1.07	41.343	-16.62	49.851	-8.508	-17.07		-16.94
						S		Nippon Tel & Tel	0.902	8/09/24	0.21	0.967	-6.72	1.218	-0.251	-20.63		-15.91
								Panasonic	6.551	8/09/24	1.34	8.157	-19.69	9.872	-1.715	-17.37		-18.18
						L		Astellas Pharma	10.091	8/09/24	-2.98	9.831	2.64	11.918	-2.087	-17.51		-17.87
						S		Ono Pharmaceutical	13.146	8/09/24	-1.62	13.746	-4.37	17.786	-4.040	-22.71		-19.75
						L		Omron	32.827	8/09/24	0.23	35.067	-6.39	46.535	-11.468	-24.64		-15.44
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		M3	7.133	8/09/24	-2.00	9.231	-22.73	16.492	-7.261	-44.03		-38.76
Topix (TYO) - 100 out of 100 instruments rated - 7/01/24 / 1/01/24 - 49 did rise, Market-Ratio(26) in USD = 49.00 %
Stock Exchange Currency: JPY ¥ Japanese yen

 

 

Transactions Topix 100 (Tokyo) in Dollar * Mixed Straddles L30 - 90/85 (1) - S41 - 32/36 (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		1/08/07	371				- cash -
long	1/08/07	1/29/07	21				Nintendo	100	41,125		0.243	0.284		0.041	17	11,687	1,402
1/29/07		11/12/07	287				- cash -
short	11/12/07	7/27/09	623				Orix	100	70,453		0.166	0.062	0.443	0.277	167	31,204	78
7/27/09		9/21/09	56				- cash -
long	9/21/09	10/19/09	28				Sumitomo Metal	100	92,196		0.338	0.346		0.007	2	31,892	33
10/19/09		6/14/10	238				- cash -
short	6/14/10	6/21/10	7				Nomura	100	555,800		0.057	0.060	0.055	-0.002	-4	30,680	-87
6/21/10		7/05/10	14				- cash -
	7/05/10	7/12/10	7				Inpex	100	222,642		0.138	0.123	0.155	0.017	12	34,443	41,558
7/12/10		10/11/10	91				- cash -
	10/11/10	11/15/10	35				Resona	100	405,669		0.085	0.058	0.125	0.040	47	50,709	5,547
11/15/10		1/17/11	63				- cash -
	1/17/11	2/07/11	21				Resona	100	835,372		0.061	0.052	0.070	0.010	16	58,810	1,215
2/07/11		8/22/11	196				- cash -
	8/22/11	2/20/12	182				Nintendo	100	363,111		0.162	0.146	0.179	0.017	11	65,106	23
2/20/12		3/19/12	28				- cash -
long	3/19/12	4/02/12	14				Isuzu Motors	100	572,987		0.114	0.121		0.007	6	69,207	392
4/02/12		4/30/12	28				- cash -
short	4/30/12	5/28/12	28				Panasonic	100	918,360		0.075	0.066	0.087	0.011	15	79,438	503
5/28/12		1/07/13	224				- cash -
long	1/07/13	10/07/13	273				Subaru	100	613,702		0.129	0.272		0.142	110	166,684	169
10/07/13		11/10/14	399				- cash -
	11/10/14	1/05/15	56				Oriental Land	100	1,624,310		0.103	0.114		0.012	11	185,780	103
1/05/15		3/02/15	56				- cash -
	3/02/15	7/06/15	126				Oriental Land	100	1,330,931		0.140	0.126		-0.014	-10	167,629	-26
7/06/15		1/04/16	182				- cash -
short	1/04/16	10/31/16	301				Toshiba	100	779,050		0.215	0.364	0.067	-0.148	-69	52,041	-76
10/31/16		1/09/17	70				- cash -
long	1/09/17	2/06/17	28				Fujitsu	100	880,537		0.059	0.061		0.002	4	53,867	57
2/06/17		3/20/17	42				- cash -
	3/20/17	4/03/17	14				T&D	100	332,065		0.162	0.145		-0.017	-11	48,080	-95
4/03/17		5/08/17	35				- cash -
	5/08/17	5/29/17	21				Tokyo Electron	100	108,213		0.444	0.473		0.028	6	51,137	192
5/29/17		10/30/17	154				- cash -
	10/30/17	11/20/17	21				Tokyo Electron	100	88,456		0.578	0.672		0.094	16	59,453	1,272
11/20/17		8/13/18	266				- cash -
short	8/13/18	8/27/18	14				Toray Industries	100	828,859		0.072	0.075	0.069	-0.003	-4	57,108	-65
8/27/18		10/29/18	63				- cash -
	10/29/18	11/26/18	28				Tokyo Electron	100	135,532		0.421	0.455	0.388	-0.034	-8	52,546	-66
11/26/18		12/10/18	14				- cash -
	12/10/18	12/17/18	7				Nitto Denko	100	104,526		0.503	0.498	0.507	0.005	1	53,037	62
12/17/18		12/24/18	7				- cash -
	12/24/18	9/16/19	266				Nitto Denko	100	110,332		0.481	0.512	0.450	-0.031	-6	49,595	-9
9/16/19		3/09/20	175				- cash -
	3/09/20	6/01/20	84				JFE	100	641,000		0.077	0.074	0.081	0.004	5	51,985	23
6/01/20		6/29/20	28				- cash -
	6/29/20	11/16/20	140				Mitsubishi Heavy	100	2,267,680		0.023	0.023	0.022	-0.001	-2	50,796	-6
long	10/12/20	10/26/20	14				Softbank Group	100	74,464		0.682	0.657		-0.025	-4	48,929	-62
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
11/16/20		3/08/21	112				- cash -
	3/08/21	4/12/21	35				Softbank Group	100	54,231		0.902	0.917		0.015	2	49,736	19
4/12/21		5/10/21	28				- cash -
	5/10/21	6/21/21	42				JFE	100	313,626		0.159	0.112		-0.046	-29	35,169	-95
6/21/21		7/31/23	770				- cash -
	7/31/23	8/21/23	21				Renesas Electronics	100	181,271		0.194	0.163		-0.031	-16	29,533	-95
8/21/23		5/14/26	997				- cash -
accum	1/08/07	8/21/23	2443	days out of 7437 invested (33%)										195		29,533	18

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Orix	short	11/12/07	7/27/09	623	0.17	0.06	0.44	0.28	167.00			167.00
Subaru	long	1/07/13	10/07/13	273	0.13	0.27		0.14	109.83			109.83
Resona	short	10/11/10	11/15/10	35	0.08	0.06	0.13	0.04	47.23
	short	1/17/11	2/07/11	21	0.06	0.05	0.07	0.01	15.98			70.75
Nintendo	long	1/08/07	1/29/07	21	0.24	0.28		0.04	16.87
	short	8/22/11	2/20/12	182	0.16	0.15	0.18	0.02	10.71			29.38
Panasonic	short	4/30/12	5/28/12	28	0.08	0.07	0.09	0.01	14.78			14.78
Tokyo Electron	long	5/08/17	5/29/17	21	0.44	0.47		0.03	6.36
	long	10/30/17	11/20/17	21	0.58	0.67		0.09	16.26
	short	10/29/18	11/26/18	28	0.42	0.45	0.39	-0.03	-7.99			13.77
Inpex	short	7/05/10	7/12/10	7	0.14	0.12	0.15	0.02	12.26			12.26
Isuzu Motors	long	3/19/12	4/02/12	14	0.11	0.12		0.01	6.30			6.30
Fujitsu	long	1/09/17	2/06/17	28	0.06	0.06		0.00	3.51			3.51
Sumitomo Metal	long	9/21/09	10/19/09	28	0.34	0.35		0.01	2.21			2.21
Oriental Land	long	11/10/14	1/05/15	56	0.10	0.11		0.01	11.46
	long	3/02/15	7/06/15	126	0.14	0.13		-0.01	-9.77			0.57
Softbank Group	long	10/12/20	10/26/20	14	0.68	0.66		-0.03	-3.68
	long	3/08/21	4/12/21	35	0.90	0.92		0.01	1.65			-2.09
Mitsubishi Heavy	short	6/29/20	11/16/20	140	0.02	0.02	0.02	-0.00	-2.29			-2.29
Nomura	short	6/14/10	6/21/10	7	0.06	0.06	0.06	-0.00	-3.80			-3.80
Toray Industries	short	8/13/18	8/27/18	14	0.07	0.07	0.07	-0.00	-3.94			-3.94
Nitto Denko	short	12/10/18	12/17/18	7	0.50	0.50	0.51	0.00	0.93
	short	12/24/18	9/16/19	266	0.48	0.51	0.45	-0.03	-6.49			-5.62
T&D	long	3/20/17	4/03/17	14	0.16	0.14		-0.02	-10.74			-10.74
Renesas Electronics	long	7/31/23	8/21/23	21	0.19	0.16		-0.03	-16.02			-16.02
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
JFE	short	3/09/20	6/01/20	84	0.08	0.07	0.08	0.00	4.82
	long	5/10/21	6/21/21	42	0.16	0.11		-0.05	-29.29			-25.88
Toshiba	short	1/04/16	10/31/16	301	0.22	0.36	0.07	-0.15	-68.96			-68.96

Annotations

3/28/24	West Japan Railway			stock split 1:2 (two for one)
	Fujitsu			stock split 1:10 (ten for one)
	Mitsubishi Heavy			stock split 1:10 (ten for one)
	Suzuki Motor			stock split 1:4 (four for one)
	MS&AD Insurance			stock split 1:3 (three for one)
	Sysmex			stock split 1:3 (three for one)
	Sompo			stock split 1:3 (three for one)
	Mitsui Fudosan			stock split 1:3 (three for one)
	Fujifilm			stock split 1:3 (three for one)
	EJR			stock split 1:3 (three for one)
	Terumo			stock split 1:2 (two for one)
2/28/24	Seven & i			stock split 1:3 (three for one)
9/28/23	Central Jap. Railway			stock split 1:5 (five for one)
	Denso			stock split 1:4 (four for one)
	Murata Manufacturing			stock split 1:3 (three for one)
	Honda Motor			stock split 1:3 (three for one)
6/29/23	Nippon Tel & Tel			stock split 1:25 (twenty-five for one)
3/30/23	Disco			stock split 1:3 (three for one)
	Shin-Etsu			stock split 1:5 (five for one)
	Oriental Land			stock split 1:5 (five for one)
	Fanuc			stock split 1:5 (five for one)
	Tokyo Electron			stock split 1:3 (three for one)
	Bandai Namco			stock split 1:3 (three for one)
2/27/23	Fast Retailing			splits 1:3 (three for one)
9/29/22	Nippon Yūsen			stock split 1:3 (three for one)
	Tokio Marine			stock split 1:3 (three for one)
	Nintendo			stock split 1:10 (ten for one)
9/29/21	Toyota			stock split 1:5 (five for one)
3/30/20	Nidec			splits 1:2 (two for one)
12/27/19	Nippon Tel & Tel			splits 1:2 (two for one)
11/19/19	Keyence			splits 1:2 (two for one)
4/06/17	Fuji Heavy			is now called Subaru Corporation
1/18/17	Keyence			stock split 1:2 (two for one)
4/18/16	Topix (TYO)			complete analysis after creation

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