| | |
| | |
Assessment - Topix 100 (Tokyo) in Dollar - 1/23/06 - RS = 14
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/06 |
⇓ Δwk |
10/17/05 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Price Index |
4.125 |
8/09/24 |
0.43 |
1.241 |
|
1.080 |
0.161 |
14.91 |
|
23.24 |
| |  |
 |
 |
 |
|
 |
Softbank Group |
65.809 |
8/09/24 |
4.88 |
15.260 |
|
9.189 |
6.070 |
66.06 |
|
88.97 |
| |  |
 |
 |
 |
|
 |
Komatsu |
33.537 |
8/09/24 |
2.71 |
16.600 |
|
12.679 |
3.921 |
30.92 |
|
75.58 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Estate |
19.756 |
8/09/24 |
-0.52 |
20.025 |
|
14.377 |
5.648 |
39.28 |
|
56.33 |
| |  |
 |
 |
 |
|
 |
Resona |
7.838 |
8/09/24 |
3.93 |
34.214 |
|
24.622 |
9.592 |
38.96 |
|
54.59 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Heavy |
15.004 |
8/09/24 |
1.67 |
4.406 |
|
3.275 |
1.131 |
34.54 |
|
50.63 |
| |  |
 |
 |
 |
|
 |
Orix |
28.924 |
8/09/24 |
4.68 |
23.694 |
|
17.477 |
6.217 |
35.57 |
|
49.42 |
| |  |
 |
 |
 |
|
 |
Mitsui Fudosan |
12.445 |
8/09/24 |
-0.24 |
6.487 |
|
5.178 |
1.309 |
25.29 |
|
47.95 |
| |  |
 |
 |
 |
S |
 |
M3 |
9.995 |
8/09/24 |
-2.00 |
1.908 |
|
1.499 |
0.409 |
27.24 |
|
46.15 |
| |  |
 |
 |
 |
|
 |
Mitsubishi Corp |
24.210 |
8/09/24 |
1.77 |
7.314 |
|
6.039 |
1.275 |
21.12 |
|
42.86 |
| |  |
 |
 |
 |
S |
 |
Nitori |
170.983 |
8/09/24 |
-1.03 |
25.173 |
|
20.905 |
4.267 |
20.41 |
|
40.73 |
| |  |
 |
 |
 |
|
 |
Fujitsu |
20.971 |
8/09/24 |
2.37 |
8.655 |
|
6.690 |
1.966 |
29.38 |
|
40.37 |
| |  |
 |
 |
 |
L |
 |
Itochu |
58.367 |
8/09/24 |
6.05 |
7.901 |
|
6.401 |
1.500 |
23.44 |
|
39.51 |
| |  |
 |
 |
 |
L |
 |
Marubeni |
19.743 |
8/09/24 |
1.04 |
5.134 |
|
4.396 |
0.739 |
16.81 |
|
38.01 |
| |  |
 |
 |
 |
|
 |
Mizuho |
24.106 |
8/09/24 |
2.38 |
73.198 |
|
61.643 |
11.555 |
18.75 |
|
36.31 |
| |  |
 |
 |
 |
|
 |
Sumitomo Mitsui FG |
77.777 |
8/09/24 |
3.71 |
103.136 |
|
90.117 |
13.018 |
14.45 |
|
35.60 |
| |  |
 |
 |
 |
L |
 |
Nidec |
50.484 |
8/09/24 |
0.80 |
20.385 |
|
14.395 |
5.990 |
41.61 |
|
35.90 |
| |  |
 |
 |
 |
|
 |
Shin-Etsu |
51.577 |
8/09/24 |
0.03 |
11.164 |
|
8.821 |
2.343 |
26.56 |
|
35.21 |
| |  |
 |
 |
 |
|
 |
Aeon |
30.433 |
8/09/24 |
1.18 |
23.876 |
|
21.172 |
2.704 |
12.77 |
|
34.13 |
| |  |
 |
 |
 |
L |
 |
Shiseido |
29.054 |
8/09/24 |
-12.07 |
18.490 |
|
14.281 |
4.209 |
29.47 |
|
32.18 |
| |  |
 |
 |
 |
S |
 |
Kubota |
16.925 |
8/09/24 |
1.80 |
8.083 |
|
6.497 |
1.586 |
24.41 |
|
31.64 |
| |  |
 |
 |
 |
|
 |
Mitsui & Co |
24.735 |
8/09/24 |
1.24 |
6.769 |
|
6.050 |
0.719 |
11.88 |
|
31.41 |
| |  |
 |
 |
 |
|
 |
Sumitomo Corp |
27.510 |
8/09/24 |
2.03 |
12.159 |
|
9.798 |
2.361 |
24.10 |
|
31.32 |
| |  |
 |
 |
 |
|
 |
Advantest |
50.232 |
8/09/24 |
-0.41 |
13.128 |
|
9.726 |
3.403 |
34.98 |
|
31.59 |
| |  |
 |
 |
 |
L |
 |
Sumitomo El |
18.482 |
8/09/24 |
2.55 |
14.986 |
|
12.758 |
2.229 |
17.47 |
|
30.36 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/06 |
⇓ Δwk |
10/17/05 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Daiwa House |
37.327 |
8/09/24 |
-0.85 |
15.758 |
|
12.600 |
3.158 |
25.07 |
|
30.19 |
| |  |
 |
 |
 |
|
 |
Mitsubishi UFJ |
12.233 |
8/09/24 |
1.22 |
12.862 |
|
12.259 |
0.603 |
4.92 |
|
29.82 |
| |  |
 |
 |
 |
S |
 |
Asahi Kasei |
8.244 |
8/09/24 |
-1.15 |
6.557 |
|
5.061 |
1.496 |
29.55 |
|
29.68 |
| |  |
 |
 |
 |
|
 |
Mitsubishi El |
17.848 |
8/09/24 |
-3.88 |
7.276 |
|
6.024 |
1.252 |
20.79 |
|
28.96 |
| |  |
 |
 |
 |
S |
 |
Denso |
18.291 |
8/09/24 |
-0.19 |
8.321 |
|
6.946 |
1.376 |
19.81 |
|
27.63 |
| |  |
 |
 |
 |
|
 |
Hoya |
170.809 |
8/09/24 |
0.90 |
38.420 |
|
34.403 |
4.018 |
11.68 |
|
27.18 |
| |  |
 |
 |
 |
|
 |
Nomura |
6.416 |
8/09/24 |
2.06 |
17.900 |
|
14.798 |
3.103 |
20.97 |
|
26.98 |
| |  |
 |
 |
 |
|
 |
Panasonic |
9.180 |
8/09/24 |
1.34 |
20.650 |
|
17.293 |
3.357 |
19.41 |
|
26.07 |
| |  |
 |
 |
 |
|
 |
Nintendo |
67.656 |
8/09/24 |
3.11 |
13.954 |
|
11.493 |
2.461 |
21.41 |
|
26.28 |
| |  |
 |
 |
 |
|
 |
Toyota |
21.226 |
8/09/24 |
-0.14 |
10.216 |
|
9.159 |
1.058 |
11.55 |
|
25.07 |
| |  |
 |
 |
 |
|
 |
Sekisui House |
28.802 |
8/09/24 |
0.36 |
13.746 |
|
11.672 |
2.074 |
17.77 |
|
24.86 |
| |  |
 |
 |
 |
|
 |
Fast Retailing |
343.787 |
8/09/24 |
-0.50 |
27.016 |
|
23.711 |
3.304 |
13.93 |
|
24.60 |
| |  |
 |
 |
 |
|
 |
Nippon Steel |
27.484 |
8/09/24 |
1.83 |
34.335 |
|
33.939 |
0.397 |
1.17 |
|
23.44 |
| |  |
 |
 |
 |
|
 |
Chugai |
53.094 |
8/09/24 |
2.60 |
7.077 |
|
6.766 |
0.311 |
4.60 |
|
23.25 |
| |  |
 |
 |
 |
L |
 |
Murata Manufacturing |
23.963 |
8/09/24 |
-1.32 |
7.152 |
|
5.711 |
1.441 |
25.24 |
|
21.99 |
| |  |
 |
 |
 |
|
 |
Kirin |
17.493 |
8/09/24 |
0.77 |
12.324 |
|
10.910 |
1.414 |
12.96 |
|
21.41 |
| |  |
 |
 |
 |
|
 |
Disco |
358.443 |
8/09/24 |
-1.95 |
17.892 |
|
14.299 |
3.593 |
25.13 |
|
21.42 |
| |  |
 |
 |
 |
S |
 |
EJR |
22.306 |
8/09/24 |
-0.87 |
21.922 |
|
19.152 |
2.769 |
14.46 |
|
21.05 |
| |  |
 |
 |
 |
|
 |
Tokyo Electron |
223.843 |
8/09/24 |
0.70 |
22.488 |
|
17.191 |
5.297 |
30.81 |
|
20.86 |
| |  |
 |
 |
 |
S |
 |
SMC |
561.558 |
8/09/24 |
-0.17 |
143.906 |
|
137.216 |
6.690 |
4.88 |
|
20.37 |
| |  |
 |
 |
 |
L |
 |
Olympus |
20.745 |
8/09/24 |
1.42 |
6.431 |
|
5.197 |
1.234 |
23.75 |
|
19.61 |
| |  |
 |
 |
 |
L |
 |
Japan Tobacco |
33.997 |
8/09/24 |
-0.31 |
15.568 |
|
14.877 |
0.691 |
4.64 |
|
19.27 |
| |  |
 |
 |
 |
S |
 |
Sony |
106.891 |
8/09/24 |
0.28 |
43.329 |
|
33.509 |
9.819 |
29.30 |
|
19.24 |
| |  |
 |
 |
 |
L |
 |
Daikin |
146.829 |
8/09/24 |
-3.40 |
30.606 |
|
25.314 |
5.292 |
20.91 |
|
18.20 |
| |  |
 |
 |
 |
|
 |
LY |
3.282 |
8/09/24 |
-0.76 |
6.765 |
|
5.210 |
1.555 |
29.84 |
|
18.14 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/06 |
⇓ Δwk |
10/17/05 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Keyence |
518.715 |
8/09/24 |
0.08 |
62.910 |
|
54.655 |
8.254 |
15.10 |
|
16.34 |
| |  |
 |
 |
 |
S |
 |
Sysmex |
22.757 |
8/09/24 |
1.04 |
3.043 |
|
2.919 |
0.124 |
4.25 |
|
15.93 |
| |  |
 |
 |
 |
S |
 |
ANA |
23.893 |
8/09/24 |
-1.36 |
38.073 |
|
29.596 |
8.478 |
28.65 |
|
16.17 |
| |  |
 |
 |
 |
|
 |
Tokio Marine |
42.548 |
8/09/24 |
0.20 |
11.234 |
|
10.872 |
0.362 |
3.33 |
|
15.75 |
| |  |
 |
 |
 |
|
 |
Sumitomo Mitsui Trst |
28.793 |
8/09/24 |
2.72 |
62.964 |
|
64.138 |
-1.174 |
-1.83 |
|
15.60 |
| |  |
 |
 |
 |
|
 |
Fanuc |
33.711 |
8/09/24 |
-0.66 |
16.017 |
|
15.947 |
0.070 |
0.44 |
|
14.87 |
| |  |
 |
 |
 |
|
 |
Nippon Yūsen |
39.253 |
8/09/24 |
0.82 |
22.838 |
|
19.818 |
3.020 |
15.24 |
|
14.91 |
| |  |
 |
 |
 |
L |
 |
Eisai |
48.307 |
8/09/24 |
1.07 |
41.126 |
|
39.210 |
1.916 |
4.89 |
|
14.10 |
| |  |
 |
 |
 |
L |
 |
Astellas Pharma |
14.141 |
8/09/24 |
-2.98 |
8.126 |
|
7.565 |
0.561 |
7.42 |
|
13.14 |
| |  |
 |
 |
 |
|
 |
NEC |
103.422 |
8/09/24 |
2.71 |
63.224 |
|
54.375 |
8.849 |
16.27 |
|
12.07 |
| |  |
 |
 |
 |
L |
 |
Kao |
55.757 |
8/09/24 |
1.56 |
26.521 |
|
24.035 |
2.486 |
10.34 |
|
11.59 |
| |  |
 |
 |
 |
L |
 |
Unicharm |
42.314 |
8/09/24 |
-0.93 |
5.334 |
|
4.509 |
0.824 |
18.28 |
|
11.12 |
| |  |
 |
 |
 |
S |
 |
Secom |
81.428 |
8/09/24 |
-0.88 |
48.897 |
|
49.165 |
-0.269 |
-0.55 |
|
9.83 |
| |  |
 |
 |
 |
|
 |
Canon |
39.244 |
8/09/24 |
1.64 |
39.400 |
|
35.121 |
4.280 |
12.19 |
|
9.97 |
| |  |
 |
 |
 |
L |
 |
Hitachi |
28.212 |
8/09/24 |
3.73 |
6.851 |
|
6.278 |
0.573 |
9.13 |
|
9.12 |
| |  |
 |
 |
 |
|
 |
Subaru |
21.070 |
8/09/24 |
-2.37 |
5.013 |
|
5.219 |
-0.206 |
-3.94 |
|
7.98 |
| |  |
 |
 |
 |
S |
 |
Kyocera |
13.859 |
8/09/24 |
-0.62 |
9.631 |
|
8.244 |
1.387 |
16.83 |
|
7.45 |
| |  |
 |
 |
 |
|
 |
Takeda |
35.289 |
8/09/24 |
0.52 |
54.959 |
|
56.652 |
-1.693 |
-2.99 |
|
6.73 |
| |  |
 |
 |
 |
S |
 |
KDDI |
39.105 |
8/09/24 |
-0.22 |
8.985 |
|
9.544 |
-0.559 |
-5.86 |
|
6.12 |
| |  |
 |
 |
 |
|
 |
Honda Motor |
12.315 |
8/09/24 |
-0.14 |
9.182 |
|
9.824 |
-0.643 |
-6.54 |
|
4.87 |
| |  |
 |
 |
 |
S |
 |
Nippon Tel & Tel |
1.264 |
8/09/24 |
0.21 |
0.455 |
|
0.467 |
-0.012 |
-2.66 |
|
3.98 |
| |  |
 |
 |
 |
S |
 |
Nissan Motor |
3.558 |
8/09/24 |
-0.56 |
10.650 |
|
11.111 |
-0.461 |
-4.15 |
|
2.84 |
| |  |
 |
 |
 |
|
 |
Asahi Group |
45.072 |
8/09/24 |
-2.18 |
12.411 |
|
12.836 |
-0.426 |
-3.32 |
|
2.68 |
| |  |
 |
 |
 |
L |
 |
Omron |
46.000 |
8/09/24 |
0.23 |
23.243 |
|
23.510 |
-0.267 |
-1.14 |
|
1.97 |
| |  |
 |
 |
 |
|
 |
Terumo |
22.644 |
8/09/24 |
5.05 |
3.697 |
|
3.695 |
0.002 |
0.05 |
|
1.84 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/06 |
⇓ Δwk |
10/17/05 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Bridgestone |
48.411 |
8/09/24 |
-1.33 |
20.025 |
|
20.839 |
-0.814 |
-3.91 |
|
1.21 |
| |  |
 |
 |
 |
|
 |
Ajinomoto |
44.404 |
8/09/24 |
0.04 |
10.468 |
|
10.026 |
0.442 |
4.41 |
|
-2.27 |
| |  |
 |
 |
 |
L |
 |
Fujifilm |
29.565 |
8/09/24 |
2.25 |
10.719 |
|
11.041 |
-0.322 |
-2.92 |
|
-2.53 |
| |  |
 |
 |
 |
S |
 |
Ono Pharmaceutical |
18.421 |
8/09/24 |
-1.62 |
9.219 |
|
9.623 |
-0.404 |
-4.20 |
|
-3.66 |
| |  |
 |
 |
 |
S |
 |
Oriental Land |
33.980 |
8/09/24 |
-0.15 |
2.846 |
|
2.802 |
0.044 |
1.59 |
|
-3.69 |
| |  |
 |
 |
 |
L |
 |
Shimano |
234.857 |
8/09/24 |
-0.48 |
26.634 |
|
25.848 |
0.786 |
3.04 |
|
-6.18 |
| |  |
 |
 |
 |
L |
 |
Renesas Electronics |
18.972 |
8/09/24 |
0.44 |
32.263 |
|
32.573 |
-0.310 |
-0.95 |
|
-17.22 |
| |  |
 |
 |
 |
L |
 |
Bandai Namco |
24.596 |
8/09/24 |
-5.94 |
4.964 |
|
4.863 |
0.101 |
2.08 |
|
-21.27 |
| |  |
 |
 |
 |
S |
 |
Central Jap. Railway |
27.857 |
8/09/24 |
-2.10 |
19.271 |
|
16.568 |
2.703 |
16.31 |
|
-na- |
| |  |
 |
 |
 |
|
 |
Dai-ichi Life |
32.982 |
8/09/24 |
3.15 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Daiichi Sankyo |
47.336 |
8/09/24 |
-1.16 |
6.820 |
|
6.281 |
0.539 |
8.58 |
|
-na- |
| |  |
 |
 |
 |
L |
 |
Eneos |
5.949 |
8/09/24 |
1.55 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Japan Exchange |
28.776 |
8/09/24 |
4.70 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Japan Post |
11.799 |
8/09/24 |
0.52 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Lasertec |
233.470 |
8/09/24 |
-0.92 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Mitsubishi Chemical |
7.224 |
8/09/24 |
-0.14 |
6.071 |
|
5.770 |
0.301 |
5.21 |
|
-na- |
| |  |
 |
 |
 |
|
 |
MS&AD Insurance |
26.131 |
8/09/24 |
-0.50 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Otsuka |
66.728 |
8/09/24 |
1.22 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Recruit |
72.001 |
8/09/24 |
6.81 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Seven & i |
14.505 |
8/09/24 |
-0.54 |
13.047 |
|
11.056 |
1.991 |
18.00 |
|
-na- |
| |  |
 |
 |
 |
S |
 |
Shionogi |
54.421 |
8/09/24 |
0.56 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
SoftBank |
16.287 |
8/09/24 |
0.51 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Sompo |
25.658 |
8/09/24 |
0.02 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Sumitomo Realty |
37.943 |
8/09/24 |
-0.57 |
19.782 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Suzuki Motor |
14.102 |
8/09/24 |
0.31 |
4.479 |
|
4.347 |
0.132 |
3.04 |
|
-na- |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/23/06 |
⇓ Δwk |
10/17/05 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
West Japan Railway |
22.605 |
8/09/24 |
-2.18 |
|
|
|
|
|
|
-na- |
| Topix (TYO) - 87 out of 100 instruments rated - 1/23/06 / 10/17/05 - 73 did rise, Market-Ratio(14) in USD = 83.91 % |
| Stock Exchange Currency: JPY ¥ Japanese yen |
Technical Chart
Transactions Topix 100 (Tokyo) in Dollar * 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 |
191,997 |
|
0.052 |
0.042 |
0.064 |
0.012 |
23 |
12,326 |
169 |
|
| 8/21/06 |
8/06/07 |
350 |
|
- cash - |
| |
8/06/07 |
11/05/07 |
91 |
 |
 |
 |
Fast Retailing |
100 |
67,298 |
|
0.183 |
0.193 |
0.173 |
-0.010 |
-5 |
11,663 |
-20 |
|
| 11/05/07 |
11/12/07 |
7 |
|
- cash - |
| |
11/12/07 |
11/26/07 |
14 |
 |
 |
 |
Advantest |
100 |
176,470 |
|
0.066 |
0.066 |
0.066 |
0.000 |
0 |
11,682 |
4 |
|
| 11/26/07 |
1/07/08 |
42 |
|
- cash - |
| |
1/07/08 |
2/04/08 |
28 |
 |
 |
 |
Sumitomo Realty |
100 |
52,299 |
|
0.223 |
0.257 |
0.190 |
-0.033 |
-15 |
9,937 |
-88 |
|
| |
2/04/08 |
4/21/08 |
77 |
 |
 |
 |
Chugai |
100 |
287,665 |
|
0.035 |
0.040 |
0.029 |
-0.006 |
-17 |
8,285 |
-58 |
|
| 4/21/08 |
8/04/08 |
105 |
|
- cash - |
| |
8/04/08 |
8/11/08 |
7 |
 |
 |
 |
Hoya |
100 |
42,747 |
|
0.194 |
0.214 |
0.173 |
-0.021 |
-11 |
7,408 |
-100 |
|
| 8/11/08 |
8/18/08 |
7 |
|
- cash - |
| |
8/18/08 |
9/22/08 |
35 |
 |
 |
 |
Resona |
100 |
61,928 |
|
0.120 |
0.138 |
0.101 |
-0.019 |
-16 |
6,255 |
-83 |
|
| |
9/22/08 |
12/01/08 |
70 |
 |
 |
 |
Komatsu |
100 |
34,307 |
|
0.182 |
0.116 |
0.286 |
0.103 |
57 |
9,798 |
939 |
|
| |
12/01/08 |
1/19/09 |
49 |
 |
 |
 |
Nissan Motor |
100 |
300,016 |
|
0.033 |
0.035 |
0.031 |
-0.002 |
-6 |
9,211 |
-37 |
|
| 1/19/09 |
1/26/09 |
7 |
|
- cash - |
| |
1/26/09 |
2/02/09 |
7 |
 |
 |
 |
Renesas Electronics |
100 |
143,209 |
|
0.064 |
0.060 |
0.069 |
0.005 |
8 |
9,924 |
4,804 |
|
| 2/02/09 |
2/09/09 |
7 |
|
- cash - |
| |
2/09/09 |
3/16/09 |
35 |
 |
 |
 |
Renesas Electronics |
100 |
193,219 |
|
0.051 |
0.052 |
0.051 |
-0.001 |
-1 |
9,777 |
-14 |
|
| 3/16/09 |
11/09/09 |
238 |
|
- cash - |
| |
11/09/09 |
12/07/09 |
28 |
 |
 |
 |
ANA |
100 |
40,134 |
|
0.244 |
0.275 |
0.212 |
-0.031 |
-13 |
8,517 |
-83 |
|
| 12/07/09 |
5/31/10 |
175 |
|
- cash - |
| |
5/31/10 |
9/13/10 |
105 |
 |
 |
 |
Nomura |
100 |
139,482 |
|
0.061 |
0.055 |
0.068 |
0.007 |
11 |
9,429 |
42 |
|
| 9/13/10 |
3/14/11 |
182 |
|
- cash - |
| |
3/14/11 |
4/04/11 |
21 |
 |
 |
 |
Resona |
100 |
199,436 |
|
0.047 |
0.046 |
0.049 |
0.002 |
4 |
9,792 |
93 |
|
| 4/04/11 |
4/11/11 |
7 |
|
- cash - |
| |
4/11/11 |
6/20/11 |
70 |
 |
 |
 |
Resona |
100 |
219,621 |
|
0.045 |
0.045 |
0.045 |
-0.000 |
0 |
9,773 |
-1 |
|
| 6/20/11 |
8/08/11 |
49 |
|
- cash - |
| |
8/08/11 |
12/05/11 |
119 |
 |
 |
 |
Nintendo |
100 |
62,384 |
|
0.157 |
0.144 |
0.170 |
0.014 |
9 |
10,630 |
29 |
|
| 12/05/11 |
12/26/11 |
21 |
|
- cash - |
| |
12/26/11 |
1/02/12 |
7 |
 |
 |
 |
Olympus |
100 |
326,904 |
|
0.033 |
0.034 |
0.031 |
-0.001 |
-3 |
10,265 |
-84 |
|
| 1/02/12 |
5/21/12 |
140 |
|
- cash - |
| |
5/21/12 |
8/13/12 |
84 |
 |
 |
 |
Renesas Electronics |
100 |
301,610 |
|
0.034 |
0.031 |
0.037 |
0.003 |
10 |
11,280 |
51 |
|
| 8/13/12 |
8/19/13 |
371 |
|
- cash - |
| |
8/19/13 |
9/02/13 |
14 |
 |
 |
 |
Advantest |
100 |
365,363 |
|
0.031 |
0.030 |
0.032 |
0.001 |
2 |
11,509 |
69 |
|
| 9/02/13 |
3/17/14 |
196 |
|
- cash - |
| |
3/17/14 |
4/21/14 |
35 |
 |
 |
 |
Advantest |
100 |
470,334 |
|
0.024 |
0.028 |
0.021 |
-0.003 |
-13 |
10,065 |
-75 |
|
| |
4/21/14 |
5/12/14 |
21 |
 |
 |
 |
Nomura |
100 |
168,773 |
|
0.060 |
0.059 |
0.061 |
0.001 |
1 |
10,211 |
28 |
|
| 5/12/14 |
5/19/14 |
7 |
|
- cash - |
| |
5/19/14 |
5/26/14 |
7 |
 |
 |
 |
LY |
100 |
250,066 |
|
0.041 |
0.044 |
0.038 |
-0.003 |
-8 |
9,377 |
-99 |
|
| 5/26/14 |
8/24/15 |
455 |
|
- cash - |
| |
8/24/15 |
11/30/15 |
98 |
 |
 |
 |
Advantest |
100 |
473,087 |
|
0.020 |
0.022 |
0.017 |
-0.003 |
-13 |
8,184 |
-40 |
|
| 11/30/15 |
1/18/16 |
49 |
|
- cash - |
| |
1/18/16 |
2/22/16 |
35 |
 |
 |
 |
Mitsubishi Heavy |
100 |
211,078 |
|
0.039 |
0.037 |
0.041 |
0.002 |
6 |
8,675 |
84 |
|
| |
2/22/16 |
2/29/16 |
7 |
 |
 |
 |
Panasonic |
100 |
114,521 |
|
0.076 |
0.085 |
0.067 |
-0.009 |
-12 |
7,650 |
-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 |
223,457 |
|
0.034 |
0.039 |
0.029 |
-0.005 |
-14 |
6,570 |
-63 |
|
| 4/25/16 |
5/09/16 |
14 |
|
- cash - |
| |
5/09/16 |
5/16/16 |
7 |
 |
 |
 |
Nomura |
100 |
159,432 |
|
0.041 |
0.041 |
0.041 |
-0.000 |
-1 |
6,537 |
-23 |
|
| 5/16/16 |
6/13/16 |
28 |
|
- cash - |
| |
6/13/16 |
7/11/16 |
28 |
 |
 |
 |
Nomura |
100 |
167,313 |
|
0.039 |
0.036 |
0.042 |
0.003 |
8 |
7,027 |
157 |
|
| 7/11/16 |
8/01/16 |
21 |
|
- cash - |
| |
8/01/16 |
8/08/16 |
7 |
 |
 |
 |
Nippon Yūsen |
100 |
121,915 |
|
0.058 |
0.060 |
0.056 |
-0.002 |
-3 |
6,791 |
-83 |
|
| 8/08/16 |
3/05/18 |
574 |
|
- cash - |
| |
3/05/18 |
3/12/18 |
7 |
 |
 |
 |
Fujitsu |
100 |
116,140 |
|
0.058 |
0.061 |
0.056 |
-0.002 |
-4 |
6,515 |
-88 |
|
| 3/12/18 |
3/19/18 |
7 |
|
- cash - |
| |
3/19/18 |
5/14/18 |
56 |
 |
 |
 |
Japan Tobacco |
100 |
23,203 |
|
0.281 |
0.277 |
0.285 |
0.004 |
1 |
6,604 |
9 |
|
| 5/14/18 |
8/13/18 |
91 |
|
- cash - |
| |
8/13/18 |
8/27/18 |
14 |
 |
 |
 |
Renesas Electronics |
100 |
88,866 |
|
0.074 |
0.076 |
0.072 |
-0.002 |
-3 |
6,416 |
-53 |
|
| 8/27/18 |
9/10/18 |
14 |
|
- cash - |
| |
9/10/18 |
9/17/18 |
7 |
 |
 |
 |
Renesas Electronics |
100 |
98,705 |
|
0.065 |
0.065 |
0.065 |
0.000 |
0 |
6,436 |
17 |
|
| 9/17/18 |
10/29/18 |
42 |
|
- cash - |
| |
10/29/18 |
11/12/18 |
14 |
 |
 |
 |
Renesas Electronics |
100 |
133,522 |
|
0.048 |
0.054 |
0.043 |
-0.005 |
-11 |
5,701 |
-96 |
|
| 11/12/18 |
12/10/18 |
28 |
|
- cash - |
| |
12/10/18 |
2/04/19 |
56 |
 |
 |
 |
Renesas Electronics |
100 |
124,559 |
|
0.046 |
0.058 |
0.034 |
-0.012 |
-27 |
4,185 |
-87 |
|
| 2/04/19 |
3/11/19 |
35 |
|
- cash - |
| |
3/11/19 |
3/18/19 |
7 |
 |
 |
 |
Renesas Electronics |
100 |
81,263 |
|
0.052 |
0.047 |
0.056 |
0.004 |
9 |
4,551 |
7,772 |
|
| 3/18/19 |
6/03/19 |
77 |
|
- cash - |
| |
6/03/19 |
6/10/19 |
7 |
 |
 |
 |
Nomura |
100 |
148,009 |
|
0.031 |
0.033 |
0.029 |
-0.002 |
-6 |
4,292 |
-95 |
|
| 6/10/19 |
8/05/19 |
56 |
|
- cash - |
| |
8/05/19 |
8/19/19 |
14 |
 |
 |
 |
Eisai |
100 |
8,322 |
|
0.516 |
0.505 |
0.527 |
0.011 |
2 |
4,382 |
71 |
|
| 8/19/19 |
8/26/19 |
7 |
|
- cash - |
| |
8/26/19 |
9/02/19 |
7 |
 |
 |
 |
Eisai |
100 |
8,782 |
|
0.499 |
0.503 |
0.495 |
-0.004 |
-1 |
4,347 |
-34 |
|
| 9/02/19 |
3/02/20 |
182 |
|
- cash - |
| |
3/02/20 |
6/08/20 |
98 |
 |
 |
 |
Nissan Motor |
100 |
101,855 |
|
0.043 |
0.045 |
0.040 |
-0.002 |
-6 |
4,105 |
-19 |
|
| 6/08/20 |
12/20/21 |
560 |
|
- cash - |
| |
12/20/21 |
1/10/22 |
21 |
 |
 |
 |
Softbank Group |
100 |
8,712 |
|
0.471 |
0.477 |
0.465 |
-0.006 |
-1 |
4,054 |
-19 |
|
| 1/10/22 |
3/07/22 |
56 |
|
- cash - |
| |
3/07/22 |
3/14/22 |
7 |
 |
 |
 |
M3 |
100 |
11,087 |
|
0.366 |
0.340 |
0.394 |
0.028 |
8 |
4,366 |
4,677 |
|
| 3/14/22 |
5/16/22 |
63 |
|
- cash - |
| |
5/16/22 |
5/23/22 |
7 |
 |
 |
 |
M3 |
100 |
14,657 |
|
0.298 |
0.313 |
0.283 |
-0.015 |
-5 |
4,151 |
-93 |
|
| 5/23/22 |
7/04/22 |
42 |
|
- cash - |
| |
7/04/22 |
7/11/22 |
7 |
 |
 |
 |
Recruit |
100 |
14,098 |
|
0.294 |
0.315 |
0.274 |
-0.021 |
-7 |
3,859 |
-98 |
|
| 7/11/22 |
10/17/22 |
98 |
|
- cash - |
| |
10/17/22 |
10/24/22 |
7 |
 |
 |
 |
Tokyo Electron |
100 |
4,690 |
|
0.823 |
0.877 |
0.769 |
-0.054 |
-7 |
3,606 |
-97 |
|
| 10/24/22 |
5/14/26 |
1298 |
|
- cash - |
| accum | 6/05/06 |
10/24/22 | 1575 |
days out of 7437 invested (21%) |
-64 |
3,606 |
-21 |
|
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 | 0.18 | 0.12 | 0.29 | 0.10 | 56.65 | | | 56.65 |
| Nomura | | 5/31/10 | 9/13/10 | 105 | 0.06 | 0.06 | 0.07 | 0.01 | 10.71 | | | |
| | | 4/21/14 | 5/12/14 | 21 | 0.06 | 0.06 | 0.06 | 0.00 | 1.45 | | | |
| | | 5/09/16 | 5/16/16 | 7 | 0.04 | 0.04 | 0.04 | -0.00 | -0.50 | | | |
| | | 6/13/16 | 7/11/16 | 28 | 0.04 | 0.04 | 0.04 | 0.00 | 7.50 | | | |
| | | 6/03/19 | 6/10/19 | 7 | 0.03 | 0.03 | 0.03 | -0.00 | -5.68 | | | 13.31 |
| LY | | 6/05/06 | 8/21/06 | 77 | 0.05 | 0.04 | 0.06 | 0.01 | 23.26 | | | |
| | | 5/19/14 | 5/26/14 | 7 | 0.04 | 0.04 | 0.04 | -0.00 | -8.16 | | | 13.20 |
| Nintendo | | 8/08/11 | 12/05/11 | 119 | 0.16 | 0.14 | 0.17 | 0.01 | 8.77 | | | 8.77 |
| Mitsubishi Heavy | | 1/18/16 | 2/22/16 | 35 | 0.04 | 0.04 | 0.04 | 0.00 | 6.00 | | | 6.00 |
| M3 | | 3/07/22 | 3/14/22 | 7 | 0.37 | 0.34 | 0.39 | 0.03 | 7.70 | | | |
| | | 5/16/22 | 5/23/22 | 7 | 0.30 | 0.31 | 0.28 | -0.01 | -4.93 | | | 2.39 |
| Japan Tobacco | | 3/19/18 | 5/14/18 | 56 | 0.28 | 0.28 | 0.28 | 0.00 | 1.36 | | | 1.36 |
| Eisai | | 8/05/19 | 8/19/19 | 14 | 0.52 | 0.51 | 0.53 | 0.01 | 2.08 | | | |
| | | 8/26/19 | 9/02/19 | 7 | 0.50 | 0.50 | 0.49 | -0.00 | -0.80 | | | 1.26 |
| Softbank Group | | 12/20/21 | 1/10/22 | 21 | 0.47 | 0.48 | 0.47 | -0.01 | -1.24 | | | -1.24 |
| Nippon Yūsen | | 8/01/16 | 8/08/16 | 7 | 0.06 | 0.06 | 0.06 | -0.00 | -3.36 | | | -3.36 |
| Olympus | | 12/26/11 | 1/02/12 | 7 | 0.03 | 0.03 | 0.03 | -0.00 | -3.44 | | | -3.44 |
| Fujitsu | | 3/05/18 | 3/12/18 | 7 | 0.06 | 0.06 | 0.06 | -0.00 | -4.05 | | | -4.05 |
| Fast Retailing | | 8/06/07 | 11/05/07 | 91 | 0.18 | 0.19 | 0.17 | -0.01 | -5.38 | | | -5.38 |
| Tokyo Electron | | 10/17/22 | 10/24/22 | 7 | 0.82 | 0.88 | 0.77 | -0.05 | -6.55 | | | -6.55 |
| Recruit | | 7/04/22 | 7/11/22 | 7 | 0.29 | 0.32 | 0.27 | -0.02 | -7.04 | | | -7.04 |
| Hoya | | 8/04/08 | 8/11/08 | 7 | 0.19 | 0.21 | 0.17 | -0.02 | -10.58 | | | -10.58 |
| Nissan Motor | | 12/01/08 | 1/19/09 | 49 | 0.03 | 0.03 | 0.03 | -0.00 | -6.00 | | | |
| | | 3/02/20 | 6/08/20 | 98 | 0.04 | 0.05 | 0.04 | -0.00 | -5.56 | | | -11.23 |
| 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 | -11.82 | | | -11.82 |
| ANA | | 11/09/09 | 12/07/09 | 28 | 0.24 | 0.28 | 0.21 | -0.03 | -12.89 | | | -12.89 |
| Sumitomo Realty | | 1/07/08 | 2/04/08 | 28 | 0.22 | 0.26 | 0.19 | -0.03 | -14.94 | | | -14.94 |
| Chugai | | 2/04/08 | 4/21/08 | 77 | 0.03 | 0.04 | 0.03 | -0.01 | -16.63 | | | -16.63 |
| Renesas Electronics | | 1/26/09 | 2/02/09 | 7 | 0.06 | 0.06 | 0.07 | 0.00 | 7.75 | | | |
| | | 2/09/09 | 3/16/09 | 35 | 0.05 | 0.05 | 0.05 | -0.00 | -1.49 | | | |
| | | 5/21/12 | 8/13/12 | 84 | 0.03 | 0.03 | 0.04 | 0.00 | 9.89 | | | |
| | | 8/13/18 | 8/27/18 | 14 | 0.07 | 0.08 | 0.07 | -0.00 | -2.84 | | | |
| | | 9/10/18 | 9/17/18 | 7 | 0.07 | 0.06 | 0.07 | 0.00 | 0.30 | | | |
| | | 10/29/18 | 11/12/18 | 14 | 0.05 | 0.05 | 0.04 | -0.01 | -11.41 | | | |
| | | 12/10/18 | 2/04/19 | 56 | 0.05 | 0.06 | 0.03 | -0.01 | -26.59 | | | |
| | | 3/11/19 | 3/18/19 | 7 | 0.05 | 0.05 | 0.06 | 0.00 | 8.73 | | | -19.62 |
| Advantest | | 11/12/07 | 11/26/07 | 14 | 0.07 | 0.07 | 0.07 | 0.00 | 0.17 | | | |
| | | 8/19/13 | 9/02/13 | 14 | 0.03 | 0.03 | 0.03 | 0.00 | 2.03 | | | |
| | | 3/17/14 | 4/21/14 | 35 | 0.02 | 0.03 | 0.02 | -0.00 | -12.54 | | | |
| | | 8/24/15 | 11/30/15 | 98 | 0.02 | 0.02 | 0.02 | -0.00 | -12.72 | | | -21.99 |
| Resona | | 8/18/08 | 9/22/08 | 35 | 0.12 | 0.14 | 0.10 | -0.02 | -15.57 | | | |
| | | 3/14/11 | 4/04/11 | 21 | 0.05 | 0.05 | 0.05 | 0.00 | 3.85 | | | |
| | | 4/11/11 | 6/20/11 | 70 | 0.04 | 0.04 | 0.04 | -0.00 | -0.20 | | | |
| | | 2/29/16 | 4/25/16 | 56 | 0.03 | 0.04 | 0.03 | -0.00 | -14.12 | | | -24.85 |
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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