| | |
| | |
Assessment - Topix 100 (Tokyo) in Swiss Franc - 7/01/24 - RS = 14
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
3/25/24 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Price Index |
2.660 |
8/09/24 |
0.43 |
2.973 |
-10.54 |
3.260 |
-0.286 |
-8.78 |
|
1.14 |
| |  |
 |
 |
 |
L |
 |
Recruit |
46.430 |
8/09/24 |
6.81 |
47.359 |
-1.96 |
38.564 |
8.794 |
22.80 |
|
42.04 |
| |  |
 |
 |
 |
L |
 |
Itochu |
37.638 |
8/09/24 |
6.05 |
43.975 |
-14.41 |
38.813 |
5.162 |
13.30 |
|
20.35 |
| |  |
 |
 |
 |
|
 |
Terumo |
14.602 |
8/09/24 |
5.05 |
14.250 |
2.47 |
16.411 |
-2.160 |
-13.17 |
|
0.38 |
| |  |
 |
 |
 |
|
 |
Softbank Group |
42.437 |
8/09/24 |
4.88 |
58.751 |
-27.77 |
54.476 |
4.274 |
7.85 |
|
39.47 |
| |  |
 |
 |
 |
|
 |
Japan Exchange |
18.556 |
8/09/24 |
4.70 |
20.743 |
-10.54 |
25.061 |
-4.318 |
-17.23 |
|
11.78 |
| |  |
 |
 |
 |
|
 |
Orix |
18.651 |
8/09/24 |
4.68 |
19.988 |
-6.69 |
19.786 |
0.202 |
1.02 |
|
16.13 |
| |  |
 |
 |
 |
|
 |
Resona |
5.055 |
8/09/24 |
3.93 |
6.079 |
-16.85 |
5.624 |
0.455 |
8.10 |
|
23.22 |
| |  |
 |
 |
 |
L |
 |
Hitachi |
18.193 |
8/09/24 |
3.73 |
20.793 |
-12.51 |
16.393 |
4.401 |
26.85 |
|
58.98 |
| |  |
 |
 |
 |
|
 |
Sumitomo Mitsui FG |
50.155 |
8/09/24 |
3.71 |
60.596 |
-17.23 |
53.106 |
7.491 |
14.10 |
|
33.81 |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
21.269 |
8/09/24 |
3.15 |
24.938 |
-14.71 |
23.097 |
1.841 |
7.97 |
|
30.53 |
| |  |
 |
 |
 |
|
 |
Nintendo |
43.628 |
8/09/24 |
3.11 |
48.930 |
-10.84 |
49.237 |
-0.307 |
-0.62 |
|
14.63 |
| |  |
 |
 |
 |
|
 |
Sumitomo Mitsui Trst |
18.568 |
8/09/24 |
2.72 |
20.810 |
-10.78 |
19.964 |
0.846 |
4.24 |
|
18.95 |
| |  |
 |
 |
 |
|
 |
Komatsu |
21.627 |
8/09/24 |
2.71 |
26.733 |
-19.10 |
26.330 |
0.402 |
1.53 |
|
9.92 |
| |  |
 |
 |
 |
|
 |
NEC |
66.692 |
8/09/24 |
2.71 |
74.103 |
-10.00 |
65.411 |
8.692 |
13.29 |
|
41.90 |
| |  |
 |
 |
 |
|
 |
Chugai |
34.238 |
8/09/24 |
2.60 |
31.587 |
8.39 |
34.708 |
-3.120 |
-8.99 |
|
8.37 |
| |  |
 |
 |
 |
L |
 |
Sumitomo El |
11.918 |
8/09/24 |
2.55 |
13.761 |
-13.39 |
14.097 |
-0.336 |
-2.38 |
|
17.62 |
| |  |
 |
 |
 |
|
 |
Mizuho |
15.545 |
8/09/24 |
2.38 |
19.060 |
-18.44 |
18.060 |
1.000 |
5.54 |
|
21.52 |
| |  |
 |
 |
 |
|
 |
Fujitsu |
13.523 |
8/09/24 |
2.37 |
14.298 |
-5.42 |
14.907 |
-0.609 |
-4.08 |
|
15.25 |
| |  |
 |
 |
 |
L |
 |
Fujifilm |
19.065 |
8/09/24 |
2.25 |
20.984 |
-9.14 |
20.360 |
0.624 |
3.06 |
|
15.72 |
| |  |
 |
 |
 |
|
 |
Nomura |
4.137 |
8/09/24 |
2.06 |
5.240 |
-21.05 |
5.818 |
-0.578 |
-9.93 |
|
27.04 |
| |  |
 |
 |
 |
|
 |
Sumitomo Corp |
17.740 |
8/09/24 |
2.03 |
22.566 |
-21.39 |
21.922 |
0.644 |
2.94 |
|
14.23 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
17.723 |
8/09/24 |
1.83 |
19.328 |
-8.30 |
22.438 |
-3.110 |
-13.86 |
|
-4.54 |
| |  |
 |
 |
 |
S |
 |
Kubota |
10.914 |
8/09/24 |
1.80 |
12.578 |
-13.23 |
13.782 |
-1.204 |
-8.74 |
|
-4.42 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Corp |
15.612 |
8/09/24 |
1.77 |
18.221 |
-14.32 |
21.056 |
-2.835 |
-13.46 |
|
15.00 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
3/25/24 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mitsubishi Heavy |
9.675 |
8/09/24 |
1.67 |
9.695 |
-0.20 |
8.063 |
1.632 |
20.24 |
|
74.67 |
| |  |
 |
 |
 |
|
 |
Canon |
25.307 |
8/09/24 |
1.64 |
24.647 |
2.68 |
26.485 |
-1.838 |
-6.94 |
|
5.30 |
| |  |
 |
 |
 |
L |
 |
Kao |
35.955 |
8/09/24 |
1.56 |
36.190 |
-0.65 |
33.100 |
3.090 |
9.34 |
|
4.55 |
| |  |
 |
 |
 |
L |
 |
Eneos |
3.836 |
8/09/24 |
1.55 |
4.711 |
-18.57 |
4.354 |
0.357 |
8.20 |
|
29.84 |
| |  |
 |
 |
 |
L |
 |
Olympus |
13.378 |
8/09/24 |
1.42 |
14.219 |
-5.92 |
12.818 |
1.401 |
10.93 |
|
10.46 |
| |  |
 |
 |
 |
|
 |
Panasonic |
5.920 |
8/09/24 |
1.34 |
7.371 |
-19.69 |
8.624 |
-1.252 |
-14.52 |
|
-16.69 |
| |  |
 |
 |
 |
|
 |
Mitsui & Co |
15.950 |
8/09/24 |
1.24 |
20.670 |
-22.84 |
21.127 |
-0.457 |
-2.16 |
|
15.36 |
| |  |
 |
 |
 |
|
 |
Mitsubishi UFJ |
7.888 |
8/09/24 |
1.22 |
9.782 |
-19.35 |
9.377 |
0.405 |
4.31 |
|
24.38 |
| |  |
 |
 |
 |
|
 |
Otsuka |
43.030 |
8/09/24 |
1.22 |
38.500 |
11.77 |
37.484 |
1.015 |
2.71 |
|
13.53 |
| |  |
 |
 |
 |
|
 |
Aeon |
19.625 |
8/09/24 |
1.18 |
19.071 |
2.90 |
21.192 |
-2.122 |
-10.01 |
|
-0.75 |
| |  |
 |
 |
 |
L |
 |
Eisai |
31.151 |
8/09/24 |
1.07 |
37.359 |
-16.62 |
37.360 |
-0.001 |
-0.00 |
|
-15.45 |
| |  |
 |
 |
 |
L |
 |
Marubeni |
12.732 |
8/09/24 |
1.04 |
16.708 |
-23.80 |
15.811 |
0.897 |
5.67 |
|
12.80 |
| |  |
 |
 |
 |
S |
 |
Sysmex |
14.675 |
8/09/24 |
1.04 |
14.130 |
3.86 |
16.078 |
-1.948 |
-12.12 |
|
-10.81 |
| |  |
 |
 |
 |
|
 |
Hoya |
110.147 |
8/09/24 |
0.90 |
103.855 |
6.06 |
113.171 |
-9.315 |
-8.23 |
|
1.86 |
| |  |
 |
 |
 |
|
 |
Nippon Yūsen |
25.312 |
8/09/24 |
0.82 |
27.029 |
-6.35 |
24.817 |
2.212 |
8.91 |
|
9.87 |
| |  |
 |
 |
 |
L |
 |
Nidec |
32.555 |
8/09/24 |
0.80 |
39.820 |
-18.24 |
37.609 |
2.211 |
5.88 |
|
2.87 |
| |  |
 |
 |
 |
|
 |
Kirin |
11.280 |
8/09/24 |
0.77 |
11.691 |
-3.52 |
12.435 |
-0.744 |
-5.98 |
|
-7.71 |
| |  |
 |
 |
 |
|
 |
Tokyo Electron |
144.346 |
8/09/24 |
0.70 |
194.736 |
-25.88 |
229.723 |
-34.988 |
-15.23 |
|
26.92 |
| |  |
 |
 |
 |
S |
 |
Shionogi |
35.094 |
8/09/24 |
0.56 |
34.853 |
0.69 |
46.348 |
-11.495 |
-24.80 |
|
-14.73 |
| |  |
 |
 |
 |
|
 |
Japan Post |
7.609 |
8/09/24 |
0.52 |
9.060 |
-16.02 |
9.107 |
-0.047 |
-0.52 |
|
17.27 |
| |  |
 |
 |
 |
|
 |
Takeda |
22.756 |
8/09/24 |
0.52 |
23.444 |
-2.93 |
25.897 |
-2.453 |
-9.47 |
|
-8.52 |
| |  |
 |
 |
 |
|
 |
SoftBank |
10.503 |
8/09/24 |
0.51 |
11.135 |
-5.68 |
12.029 |
-0.894 |
-7.43 |
|
4.64 |
| |  |
 |
 |
 |
L |
 |
Renesas Electronics |
12.234 |
8/09/24 |
0.44 |
16.784 |
-27.11 |
15.396 |
1.388 |
9.01 |
|
12.03 |
| |  |
 |
 |
 |
|
 |
Sekisui House |
18.573 |
8/09/24 |
0.36 |
19.927 |
-6.79 |
20.255 |
-0.328 |
-1.62 |
|
5.49 |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
9.094 |
8/09/24 |
0.31 |
10.254 |
-11.32 |
10.050 |
0.204 |
2.03 |
|
10.67 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
3/25/24 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Sony |
68.929 |
8/09/24 |
0.28 |
76.899 |
-10.36 |
77.425 |
-0.526 |
-0.68 |
|
-0.40 |
| |  |
 |
 |
 |
L |
 |
Omron |
29.663 |
8/09/24 |
0.23 |
31.688 |
-6.39 |
32.690 |
-1.003 |
-3.07 |
|
-13.98 |
| |  |
 |
 |
 |
S |
 |
Nippon Tel & Tel |
0.815 |
8/09/24 |
0.21 |
0.874 |
-6.72 |
1.086 |
-0.212 |
-19.54 |
|
-14.37 |
| |  |
 |
 |
 |
|
 |
Tokio Marine |
27.438 |
8/09/24 |
0.20 |
34.378 |
-20.19 |
27.790 |
6.588 |
23.71 |
|
49.90 |
| |  |
 |
 |
 |
|
 |
Keyence |
334.496 |
8/09/24 |
0.08 |
396.127 |
-15.56 |
417.501 |
-21.374 |
-5.12 |
|
3.66 |
| |  |
 |
 |
 |
|
 |
Ajinomoto |
28.634 |
8/09/24 |
0.04 |
32.091 |
-10.77 |
32.536 |
-0.446 |
-1.37 |
|
-5.86 |
| |  |
 |
 |
 |
|
 |
Shin-Etsu |
33.259 |
8/09/24 |
0.03 |
34.887 |
-4.66 |
40.047 |
-5.160 |
-12.89 |
|
10.49 |
| |  |
 |
 |
 |
|
 |
Sompo |
16.546 |
8/09/24 |
0.02 |
19.490 |
-15.11 |
18.641 |
0.849 |
4.55 |
|
31.95 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
7.942 |
8/09/24 |
-0.14 |
9.846 |
-19.34 |
11.148 |
-1.302 |
-11.68 |
|
1.55 |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Chemical |
4.658 |
8/09/24 |
-0.14 |
5.133 |
-9.26 |
5.575 |
-0.441 |
-7.91 |
|
-2.87 |
| |  |
 |
 |
 |
|
 |
Toyota |
13.688 |
8/09/24 |
-0.14 |
18.366 |
-25.47 |
22.723 |
-4.357 |
-19.17 |
|
7.21 |
| |  |
 |
 |
 |
S |
 |
Oriental Land |
21.912 |
8/09/24 |
-0.15 |
25.094 |
-12.68 |
29.404 |
-4.309 |
-14.66 |
|
-16.47 |
| |  |
 |
 |
 |
S |
 |
SMC |
362.124 |
8/09/24 |
-0.17 |
430.969 |
-15.97 |
510.173 |
-79.204 |
-15.52 |
|
-6.15 |
| |  |
 |
 |
 |
S |
 |
Denso |
11.795 |
8/09/24 |
-0.19 |
14.133 |
-16.54 |
17.265 |
-3.132 |
-18.14 |
|
-3.76 |
| |  |
 |
 |
 |
S |
 |
KDDI |
25.217 |
8/09/24 |
-0.22 |
24.300 |
3.77 |
26.781 |
-2.481 |
-9.26 |
|
-8.92 |
| |  |
 |
 |
 |
|
 |
Mitsui Fudosan |
8.025 |
8/09/24 |
-0.24 |
8.244 |
-2.65 |
9.431 |
-1.188 |
-12.59 |
|
13.98 |
| |  |
 |
 |
 |
L |
 |
Japan Tobacco |
21.923 |
8/09/24 |
-0.31 |
24.692 |
-11.21 |
23.560 |
1.132 |
4.80 |
|
12.52 |
| |  |
 |
 |
 |
|
 |
Advantest |
32.393 |
8/09/24 |
-0.41 |
35.905 |
-9.78 |
39.935 |
-4.030 |
-10.09 |
|
19.42 |
| |  |
 |
 |
 |
L |
 |
Shimano |
151.449 |
8/09/24 |
-0.48 |
140.180 |
8.04 |
132.572 |
7.608 |
5.74 |
|
4.99 |
| |  |
 |
 |
 |
|
 |
Fast Retailing |
221.692 |
8/09/24 |
-0.50 |
226.614 |
-2.17 |
279.619 |
-53.005 |
-18.96 |
|
1.29 |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
16.851 |
8/09/24 |
-0.50 |
20.765 |
-18.85 |
15.497 |
5.269 |
34.00 |
|
67.60 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Estate |
12.740 |
8/09/24 |
-0.52 |
14.166 |
-10.07 |
15.749 |
-1.583 |
-10.05 |
|
12.61 |
| |  |
 |
 |
 |
|
 |
Seven & i |
9.354 |
8/09/24 |
-0.54 |
10.962 |
-14.67 |
12.688 |
-1.726 |
-13.60 |
|
-7.32 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
2.294 |
8/09/24 |
-0.56 |
3.089 |
-25.74 |
3.731 |
-0.642 |
-17.20 |
|
-11.40 |
| |  |
 |
 |
 |
|
 |
Sumitomo Realty |
24.468 |
8/09/24 |
-0.57 |
26.750 |
-8.53 |
31.207 |
-4.458 |
-14.28 |
|
4.00 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
3/25/24 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Kyocera |
8.937 |
8/09/24 |
-0.62 |
10.388 |
-13.97 |
12.329 |
-1.940 |
-15.74 |
|
-11.18 |
| |  |
 |
 |
 |
|
 |
Fanuc |
21.739 |
8/09/24 |
-0.66 |
24.680 |
-11.92 |
25.488 |
-0.808 |
-3.17 |
|
-2.44 |
| |  |
 |
 |
 |
|
 |
LY |
2.116 |
8/09/24 |
-0.76 |
2.113 |
0.16 |
2.322 |
-0.209 |
-8.99 |
|
-13.33 |
| |  |
 |
 |
 |
|
 |
Daiwa House |
24.071 |
8/09/24 |
-0.85 |
23.126 |
4.09 |
26.841 |
-3.715 |
-13.84 |
|
-7.07 |
| |  |
 |
 |
 |
S |
 |
EJR |
14.384 |
8/09/24 |
-0.87 |
14.580 |
-1.34 |
17.995 |
-3.415 |
-18.98 |
|
-11.75 |
| |  |
 |
 |
 |
S |
 |
Secom |
52.509 |
8/09/24 |
-0.88 |
53.281 |
-1.45 |
66.034 |
-12.752 |
-19.31 |
|
-13.48 |
| |  |
 |
 |
 |
|
 |
Lasertec |
150.554 |
8/09/24 |
-0.92 |
193.785 |
-22.31 |
250.251 |
-56.466 |
-22.56 |
|
8.07 |
| |  |
 |
 |
 |
L |
 |
Unicharm |
27.287 |
8/09/24 |
-0.93 |
28.467 |
-4.15 |
28.549 |
-0.083 |
-0.29 |
|
-6.74 |
| |  |
 |
 |
 |
S |
 |
Nitori |
110.259 |
8/09/24 |
-1.03 |
94.432 |
16.76 |
142.925 |
-48.493 |
-33.93 |
|
-13.00 |
| |  |
 |
 |
 |
S |
 |
Asahi Kasei |
5.316 |
8/09/24 |
-1.15 |
5.735 |
-7.30 |
6.642 |
-0.907 |
-13.65 |
|
-5.23 |
| |  |
 |
 |
 |
L |
 |
Daiichi Sankyo |
30.525 |
8/09/24 |
-1.16 |
30.351 |
0.57 |
28.609 |
1.743 |
6.09 |
|
14.34 |
| |  |
 |
 |
 |
L |
 |
Murata Manufacturing |
15.452 |
8/09/24 |
-1.32 |
18.288 |
-15.50 |
16.915 |
1.373 |
8.12 |
|
8.06 |
| |  |
 |
 |
 |
|
 |
Bridgestone |
31.218 |
8/09/24 |
-1.33 |
35.206 |
-11.33 |
39.733 |
-4.527 |
-11.39 |
|
-3.88 |
| |  |
 |
 |
 |
S |
 |
ANA |
15.408 |
8/09/24 |
-1.36 |
16.616 |
-7.27 |
19.098 |
-2.482 |
-13.00 |
|
-11.46 |
| |  |
 |
 |
 |
S |
 |
Ono Pharmaceutical |
11.879 |
8/09/24 |
-1.62 |
12.421 |
-4.37 |
14.815 |
-2.393 |
-16.15 |
|
-18.30 |
| |  |
 |
 |
 |
|
 |
Disco |
231.144 |
8/09/24 |
-1.95 |
339.697 |
-31.96 |
322.752 |
16.945 |
5.25 |
|
64.43 |
| |  |
 |
 |
 |
S |
 |
M3 |
6.446 |
8/09/24 |
-2.00 |
8.341 |
-22.73 |
12.521 |
-4.180 |
-33.38 |
|
-37.72 |
| |  |
 |
 |
 |
S |
 |
Central Jap. Railway |
17.964 |
8/09/24 |
-2.10 |
19.183 |
-6.36 |
23.613 |
-4.430 |
-18.76 |
|
-10.71 |
| |  |
 |
 |
 |
|
 |
Asahi Group |
29.065 |
8/09/24 |
-2.18 |
31.213 |
-6.88 |
32.192 |
-0.980 |
-3.04 |
|
-5.40 |
| |  |
 |
 |
 |
S |
 |
West Japan Railway |
14.577 |
8/09/24 |
-2.18 |
16.498 |
-11.64 |
19.457 |
-2.959 |
-15.21 |
|
-8.90 |
| |  |
 |
 |
 |
|
 |
Subaru |
13.587 |
8/09/24 |
-2.37 |
19.004 |
-28.50 |
20.350 |
-1.346 |
-6.62 |
|
8.88 |
| |  |
 |
 |
 |
L |
 |
Astellas Pharma |
9.119 |
8/09/24 |
-2.98 |
8.884 |
2.64 |
9.810 |
-0.926 |
-9.44 |
|
-16.40 |
| |  |
 |
 |
 |
L |
 |
Daikin |
94.683 |
8/09/24 |
-3.40 |
123.877 |
-23.57 |
121.062 |
2.815 |
2.33 |
|
-10.51 |
| |  |
 |
 |
 |
|
 |
Mitsubishi El |
11.510 |
8/09/24 |
-3.88 |
14.300 |
-19.52 |
15.102 |
-0.802 |
-5.31 |
|
12.44 |
| |  |
 |
 |
 |
L |
 |
Bandai Namco |
15.861 |
8/09/24 |
-5.94 |
17.594 |
-9.85 |
16.927 |
0.668 |
3.95 |
|
-2.96 |
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
3/25/24 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Shiseido |
18.735 |
8/09/24 |
-12.07 |
25.782 |
-27.33 |
24.242 |
1.540 |
6.35 |
|
-8.25 |
| Topix (TYO) - 100 out of 100 instruments rated - 7/01/24 / 3/25/24 - 36 did rise, Market-Ratio(14) in CHF = 36.00 % |
| Stock Exchange Currency: JPY ¥ Japanese yen |
Technical Chart
Transactions Topix 100 (Tokyo) in Swiss Franc * S14 - 33 ex 9 (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 |
6/05/06 |
154 |
|
- cash - |
| short |
6/05/06 |
8/21/06 |
77 |
 |
 |
 |
LY |
100 |
158,919 |
|
0.063 |
0.052 |
0.076 |
0.013 |
21 |
12,078 |
145 |
|
| 8/21/06 |
8/06/07 |
350 |
|
- cash - |
| |
8/06/07 |
11/05/07 |
91 |
 |
 |
 |
Fast Retailing |
100 |
55,380 |
|
0.218 |
0.223 |
0.214 |
-0.005 |
-2 |
11,824 |
-8 |
|
| 11/05/07 |
11/12/07 |
7 |
|
- cash - |
| |
11/12/07 |
11/26/07 |
14 |
 |
 |
 |
Advantest |
100 |
159,390 |
|
0.074 |
0.073 |
0.076 |
0.002 |
2 |
12,066 |
70 |
|
| 11/26/07 |
1/07/08 |
42 |
|
- cash - |
| |
1/07/08 |
2/04/08 |
28 |
 |
 |
 |
Sumitomo Realty |
100 |
48,731 |
|
0.248 |
0.280 |
0.216 |
-0.032 |
-13 |
10,502 |
-84 |
|
| |
2/04/08 |
4/21/08 |
77 |
 |
 |
 |
Chugai |
100 |
279,052 |
|
0.038 |
0.041 |
0.034 |
-0.003 |
-9 |
9,544 |
-36 |
|
| 4/21/08 |
8/04/08 |
105 |
|
- cash - |
| |
8/04/08 |
8/11/08 |
7 |
 |
 |
 |
Hoya |
100 |
46,912 |
|
0.203 |
0.232 |
0.175 |
-0.029 |
-14 |
8,205 |
-100 |
|
| 8/11/08 |
8/18/08 |
7 |
|
- cash - |
| |
8/18/08 |
9/22/08 |
35 |
 |
 |
 |
Resona |
100 |
62,566 |
|
0.131 |
0.153 |
0.110 |
-0.022 |
-17 |
6,851 |
-85 |
|
| |
9/22/08 |
12/01/08 |
70 |
 |
 |
 |
Komatsu |
100 |
33,992 |
|
0.202 |
0.141 |
0.288 |
0.086 |
43 |
9,776 |
539 |
|
| |
12/01/08 |
1/19/09 |
49 |
 |
 |
 |
Nissan Motor |
100 |
246,725 |
|
0.040 |
0.039 |
0.041 |
0.001 |
2 |
10,017 |
20 |
|
| 1/19/09 |
1/26/09 |
7 |
|
- cash - |
| |
1/26/09 |
2/02/09 |
7 |
 |
 |
 |
Renesas Electronics |
100 |
135,030 |
|
0.074 |
0.069 |
0.079 |
0.005 |
7 |
10,721 |
3,358 |
|
| 2/02/09 |
2/09/09 |
7 |
|
- cash - |
| |
2/09/09 |
3/16/09 |
35 |
 |
 |
 |
Renesas Electronics |
100 |
179,747 |
|
0.060 |
0.062 |
0.058 |
-0.002 |
-4 |
10,335 |
-32 |
|
| 3/16/09 |
11/09/09 |
238 |
|
- cash - |
| |
11/09/09 |
12/07/09 |
28 |
 |
 |
 |
ANA |
100 |
41,716 |
|
0.248 |
0.280 |
0.216 |
-0.032 |
-13 |
9,007 |
-83 |
|
| 12/07/09 |
5/31/10 |
175 |
|
- cash - |
| |
5/31/10 |
9/13/10 |
105 |
 |
 |
 |
Nomura |
100 |
127,247 |
|
0.071 |
0.056 |
0.089 |
0.018 |
26 |
11,338 |
123 |
|
| 9/13/10 |
3/14/11 |
182 |
|
- cash - |
| |
3/14/11 |
4/04/11 |
21 |
 |
 |
 |
Resona |
100 |
258,003 |
|
0.044 |
0.042 |
0.046 |
0.002 |
4 |
11,842 |
113 |
|
| 4/04/11 |
4/11/11 |
7 |
|
- cash - |
| |
4/11/11 |
6/20/11 |
70 |
 |
 |
 |
Resona |
100 |
292,790 |
|
0.040 |
0.038 |
0.043 |
0.003 |
7 |
12,619 |
39 |
|
| 6/20/11 |
8/08/11 |
49 |
|
- cash - |
| |
8/08/11 |
12/05/11 |
119 |
 |
 |
 |
Nintendo |
100 |
105,227 |
|
0.120 |
0.133 |
0.107 |
-0.013 |
-11 |
11,280 |
-29 |
|
| 12/05/11 |
12/26/11 |
21 |
|
- cash - |
| |
12/26/11 |
1/02/12 |
7 |
 |
 |
 |
Olympus |
100 |
370,048 |
|
0.030 |
0.032 |
0.029 |
-0.001 |
-4 |
10,842 |
-87 |
|
| 1/02/12 |
5/21/12 |
140 |
|
- cash - |
| |
5/21/12 |
8/13/12 |
84 |
 |
 |
 |
Renesas Electronics |
100 |
338,766 |
|
0.032 |
0.030 |
0.034 |
0.002 |
6 |
11,484 |
28 |
|
| 8/13/12 |
8/19/13 |
371 |
|
- cash - |
| |
8/19/13 |
9/02/13 |
14 |
 |
 |
 |
Advantest |
100 |
402,549 |
|
0.029 |
0.028 |
0.029 |
0.000 |
1 |
11,634 |
40 |
|
| 9/02/13 |
3/17/14 |
196 |
|
- cash - |
| |
3/17/14 |
4/21/14 |
35 |
 |
 |
 |
Advantest |
100 |
544,418 |
|
0.021 |
0.024 |
0.018 |
-0.003 |
-14 |
9,963 |
-80 |
|
| |
4/21/14 |
5/12/14 |
21 |
 |
 |
 |
Nomura |
100 |
188,808 |
|
0.053 |
0.052 |
0.053 |
0.001 |
1 |
10,063 |
19 |
|
| 5/12/14 |
5/19/14 |
7 |
|
- cash - |
| |
5/19/14 |
5/26/14 |
7 |
 |
 |
 |
LY |
100 |
274,855 |
|
0.037 |
0.039 |
0.034 |
-0.003 |
-8 |
9,263 |
-99 |
|
| 5/26/14 |
8/24/15 |
455 |
|
- cash - |
| |
8/24/15 |
11/30/15 |
98 |
 |
 |
 |
Advantest |
100 |
501,969 |
|
0.018 |
0.023 |
0.014 |
-0.005 |
-25 |
6,977 |
-65 |
|
| 11/30/15 |
1/18/16 |
49 |
|
- cash - |
| |
1/18/16 |
2/22/16 |
35 |
 |
 |
 |
Mitsubishi Heavy |
100 |
178,995 |
|
0.039 |
0.036 |
0.042 |
0.003 |
7 |
7,464 |
102 |
|
| |
2/22/16 |
2/29/16 |
7 |
 |
 |
 |
Panasonic |
100 |
98,747 |
|
0.076 |
0.085 |
0.067 |
-0.009 |
-12 |
6,577 |
-100 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | |
2/29/16 |
4/25/16 |
56 |
 |
 |
 |
Resona |
100 |
192,367 |
|
0.034 |
0.038 |
0.030 |
-0.004 |
-11 |
5,829 |
-54 |
|
| 4/25/16 |
5/09/16 |
14 |
|
- cash - |
| |
5/09/16 |
5/16/16 |
7 |
 |
 |
 |
Nomura |
100 |
145,648 |
|
0.040 |
0.040 |
0.040 |
-0.000 |
-1 |
5,768 |
-42 |
|
| 5/16/16 |
6/13/16 |
28 |
|
- cash - |
| |
6/13/16 |
7/11/16 |
28 |
 |
 |
 |
Nomura |
100 |
153,148 |
|
0.038 |
0.036 |
0.040 |
0.002 |
5 |
6,080 |
99 |
|
| 7/11/16 |
8/01/16 |
21 |
|
- cash - |
| |
8/01/16 |
8/08/16 |
7 |
 |
 |
 |
Nippon Yūsen |
100 |
108,936 |
|
0.056 |
0.059 |
0.053 |
-0.003 |
-5 |
5,784 |
-93 |
|
| 8/08/16 |
3/05/18 |
574 |
|
- cash - |
| |
3/05/18 |
3/12/18 |
7 |
 |
 |
 |
Fujitsu |
100 |
105,236 |
|
0.055 |
0.058 |
0.052 |
-0.003 |
-5 |
5,493 |
-93 |
|
| 3/12/18 |
3/19/18 |
7 |
|
- cash - |
| |
3/19/18 |
5/14/18 |
56 |
 |
 |
 |
Japan Tobacco |
100 |
20,560 |
|
0.267 |
0.277 |
0.257 |
-0.010 |
-4 |
5,290 |
-22 |
|
| 5/14/18 |
8/13/18 |
91 |
|
- cash - |
| |
8/13/18 |
8/27/18 |
14 |
 |
 |
 |
Renesas Electronics |
100 |
71,668 |
|
0.074 |
0.075 |
0.073 |
-0.001 |
-1 |
5,217 |
-30 |
|
| 8/27/18 |
9/10/18 |
14 |
|
- cash - |
| |
9/10/18 |
9/17/18 |
7 |
 |
 |
 |
Renesas Electronics |
100 |
82,385 |
|
0.063 |
0.062 |
0.064 |
0.001 |
2 |
5,306 |
140 |
|
| 9/17/18 |
10/29/18 |
42 |
|
- cash - |
| |
10/29/18 |
11/12/18 |
14 |
 |
 |
 |
Renesas Electronics |
100 |
109,945 |
|
0.048 |
0.054 |
0.042 |
-0.006 |
-12 |
4,651 |
-97 |
|
| 11/12/18 |
12/10/18 |
28 |
|
- cash - |
| |
12/10/18 |
2/04/19 |
56 |
 |
 |
 |
Renesas Electronics |
100 |
102,677 |
|
0.045 |
0.058 |
0.033 |
-0.013 |
-28 |
3,358 |
-88 |
|
| 2/04/19 |
3/11/19 |
35 |
|
- cash - |
| |
3/11/19 |
3/18/19 |
7 |
 |
 |
 |
Renesas Electronics |
100 |
65,229 |
|
0.051 |
0.047 |
0.056 |
0.004 |
9 |
3,646 |
7,282 |
|
| 3/18/19 |
6/03/19 |
77 |
|
- cash - |
| |
6/03/19 |
6/10/19 |
7 |
 |
 |
 |
Nomura |
100 |
119,398 |
|
0.031 |
0.032 |
0.029 |
-0.002 |
-5 |
3,451 |
-94 |
|
| 6/10/19 |
8/05/19 |
56 |
|
- cash - |
| |
8/05/19 |
8/19/19 |
14 |
 |
 |
 |
Eisai |
100 |
6,871 |
|
0.502 |
0.496 |
0.509 |
0.007 |
1 |
3,496 |
41 |
|
| 8/19/19 |
8/26/19 |
7 |
|
- cash - |
| |
8/26/19 |
9/02/19 |
7 |
 |
 |
 |
Eisai |
100 |
7,156 |
|
0.488 |
0.498 |
0.479 |
-0.009 |
-2 |
3,429 |
-64 |
|
| 9/02/19 |
3/02/20 |
182 |
|
- cash - |
| |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Nissan Motor |
100 |
83,979 |
|
0.041 |
0.043 |
0.039 |
-0.002 |
-6 |
3,233 |
-20 |
|
| 6/08/20 |
12/20/21 |
560 |
|
- cash - |
| |
12/20/21 |
1/10/22 |
21 |
 |
 |
 |
Softbank Group |
100 |
7,453 |
|
0.434 |
0.442 |
0.426 |
-0.008 |
-2 |
3,175 |
-27 |
|
| 1/10/22 |
3/07/22 |
56 |
|
- cash - |
| |
3/07/22 |
3/14/22 |
7 |
 |
 |
 |
M3 |
100 |
9,375 |
|
0.339 |
0.318 |
0.361 |
0.022 |
6 |
3,380 |
2,522 |
|
| 3/14/22 |
5/16/22 |
63 |
|
- cash - |
| |
5/16/22 |
5/23/22 |
7 |
 |
 |
 |
M3 |
100 |
11,325 |
|
0.298 |
0.302 |
0.295 |
-0.004 |
-1 |
3,340 |
-46 |
|
| 5/23/22 |
7/04/22 |
42 |
|
- cash - |
| |
7/04/22 |
7/11/22 |
7 |
 |
 |
 |
Recruit |
100 |
11,802 |
|
0.283 |
0.309 |
0.257 |
-0.026 |
-9 |
3,034 |
-99 |
|
| 7/11/22 |
10/17/22 |
98 |
|
- cash - |
| |
10/17/22 |
10/24/22 |
7 |
 |
 |
 |
Tokyo Electron |
100 |
3,705 |
|
0.819 |
0.878 |
0.760 |
-0.059 |
-7 |
2,816 |
-98 |
|
| 10/24/22 |
2/02/26 |
1197 |
|
- cash - |
| accum | 6/05/06 |
10/24/22 | 1575 |
days out of 7336 invested (21%) |
-72 |
2,816 |
-25 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Komatsu | short | 9/22/08 | 12/01/08 | 70 | 0.20 | 0.14 | 0.29 | 0.09 | 42.70 | | | 42.70 |
| Nomura | | 5/31/10 | 9/13/10 | 105 | 0.07 | 0.06 | 0.09 | 0.02 | 25.88 | | | |
| | | 4/21/14 | 5/12/14 | 21 | 0.05 | 0.05 | 0.05 | 0.00 | 1.01 | | | |
| | | 5/09/16 | 5/16/16 | 7 | 0.04 | 0.04 | 0.04 | -0.00 | -1.05 | | | |
| | | 6/13/16 | 7/11/16 | 28 | 0.04 | 0.04 | 0.04 | 0.00 | 5.41 | | | |
| | | 6/03/19 | 6/10/19 | 7 | 0.03 | 0.03 | 0.03 | -0.00 | -5.37 | | | 25.51 |
| LY | | 6/05/06 | 8/21/06 | 77 | 0.06 | 0.05 | 0.08 | 0.01 | 20.78 | | | |
| | | 5/19/14 | 5/26/14 | 7 | 0.04 | 0.04 | 0.03 | -0.00 | -7.96 | | | 11.17 |
| Mitsubishi Heavy | | 1/18/16 | 2/22/16 | 35 | 0.04 | 0.04 | 0.04 | 0.00 | 6.98 | | | 6.98 |
| M3 | | 3/07/22 | 3/14/22 | 7 | 0.34 | 0.32 | 0.36 | 0.02 | 6.46 | | | |
| | | 5/16/22 | 5/23/22 | 7 | 0.30 | 0.30 | 0.29 | -0.00 | -1.18 | | | 5.20 |
| Eisai | | 8/05/19 | 8/19/19 | 14 | 0.50 | 0.50 | 0.51 | 0.01 | 1.32 | | | |
| | | 8/26/19 | 9/02/19 | 7 | 0.49 | 0.50 | 0.48 | -0.01 | -1.92 | | | -0.63 |
| Softbank Group | | 12/20/21 | 1/10/22 | 21 | 0.43 | 0.44 | 0.43 | -0.01 | -1.81 | | | -1.81 |
| Fast Retailing | | 8/06/07 | 11/05/07 | 91 | 0.22 | 0.22 | 0.21 | -0.00 | -2.10 | | | -2.10 |
| Nissan Motor | | 12/01/08 | 1/19/09 | 49 | 0.04 | 0.04 | 0.04 | 0.00 | 2.46 | | | |
| | | 3/02/20 | 6/08/20 | 98 | 0.04 | 0.04 | 0.04 | -0.00 | -5.71 | | | -3.38 |
| Japan Tobacco | | 3/19/18 | 5/14/18 | 56 | 0.27 | 0.28 | 0.26 | -0.01 | -3.70 | | | -3.70 |
| Olympus | | 12/26/11 | 1/02/12 | 7 | 0.03 | 0.03 | 0.03 | -0.00 | -3.88 | | | -3.88 |
| Nippon Yūsen | | 8/01/16 | 8/08/16 | 7 | 0.06 | 0.06 | 0.05 | -0.00 | -4.86 | | | -4.86 |
| Fujitsu | | 3/05/18 | 3/12/18 | 7 | 0.05 | 0.06 | 0.05 | -0.00 | -5.03 | | | -5.03 |
| Tokyo Electron | | 10/17/22 | 10/24/22 | 7 | 0.82 | 0.88 | 0.76 | -0.06 | -7.21 | | | -7.21 |
| Chugai | | 2/04/08 | 4/21/08 | 77 | 0.04 | 0.04 | 0.03 | -0.00 | -9.12 | | | -9.12 |
| Recruit | | 7/04/22 | 7/11/22 | 7 | 0.28 | 0.31 | 0.26 | -0.03 | -9.14 | | | -9.14 |
| Nintendo | | 8/08/11 | 12/05/11 | 119 | 0.12 | 0.13 | 0.11 | -0.01 | -10.61 | | | -10.61 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Panasonic | | 2/22/16 | 2/29/16 | 7 | 0.08 | 0.08 | 0.07 | -0.01 | -11.89 | | | -11.89 |
| ANA | | 11/09/09 | 12/07/09 | 28 | 0.25 | 0.28 | 0.22 | -0.03 | -12.86 | | | -12.86 |
| Sumitomo Realty | | 1/07/08 | 2/04/08 | 28 | 0.25 | 0.28 | 0.22 | -0.03 | -12.96 | | | -12.96 |
| Hoya | | 8/04/08 | 8/11/08 | 7 | 0.20 | 0.23 | 0.17 | -0.03 | -14.03 | | | -14.03 |
| Resona | | 8/18/08 | 9/22/08 | 35 | 0.13 | 0.15 | 0.11 | -0.02 | -16.50 | | | |
| | | 3/14/11 | 4/04/11 | 21 | 0.04 | 0.04 | 0.05 | 0.00 | 4.45 | | | |
| | | 4/11/11 | 6/20/11 | 70 | 0.04 | 0.04 | 0.04 | 0.00 | 6.56 | | | |
| | | 2/29/16 | 4/25/16 | 56 | 0.03 | 0.04 | 0.03 | -0.00 | -11.37 | | | -17.63 |
| Renesas Electronics | | 1/26/09 | 2/02/09 | 7 | 0.07 | 0.07 | 0.08 | 0.01 | 7.03 | | | |
| | | 2/09/09 | 3/16/09 | 35 | 0.06 | 0.06 | 0.06 | -0.00 | -3.60 | | | |
| | | 5/21/12 | 8/13/12 | 84 | 0.03 | 0.03 | 0.03 | 0.00 | 5.92 | | | |
| | | 8/13/18 | 8/27/18 | 14 | 0.07 | 0.07 | 0.07 | -0.00 | -1.37 | | | |
| | | 9/10/18 | 9/17/18 | 7 | 0.06 | 0.06 | 0.06 | 0.00 | 1.69 | | | |
| | | 10/29/18 | 11/12/18 | 14 | 0.05 | 0.05 | 0.04 | -0.01 | -12.34 | | | |
| | | 12/10/18 | 2/04/19 | 56 | 0.05 | 0.06 | 0.03 | -0.01 | -27.81 | | | |
| | | 3/11/19 | 3/18/19 | 7 | 0.05 | 0.05 | 0.06 | 0.00 | 8.60 | | | -24.67 |
| Advantest | | 11/12/07 | 11/26/07 | 14 | 0.07 | 0.07 | 0.08 | 0.00 | 2.05 | | | |
| | | 8/19/13 | 9/02/13 | 14 | 0.03 | 0.03 | 0.03 | 0.00 | 1.30 | | | |
| | | 3/17/14 | 4/21/14 | 35 | 0.02 | 0.02 | 0.02 | -0.00 | -14.36 | | | |
| | | 8/24/15 | 11/30/15 | 98 | 0.02 | 0.02 | 0.01 | -0.00 | -24.67 | | | -33.31 |
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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