| |
| |
Assessment - Straits Times Index - 4/22/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
10/23/23 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| | |
|
|
|
L |
|
STI |
3,280.100 |
Fri |
-0.23 |
3,225.170 |
1.70 |
3,053.360 |
171.810 |
5.63 |
SGD |
1.20 |
| | |
|
|
|
|
|
Yangzijiang Ship |
1.740 |
Fri |
-0.57 |
1.750 |
-0.57 |
1.410 |
0.340 |
24.11 |
SGD |
14.61 |
| | |
|
|
|
L |
|
OCBC |
14.270 |
Fri |
-0.42 |
13.830 |
3.18 |
12.710 |
1.120 |
8.81 |
SGD |
8.26 |
| | |
|
|
|
L |
|
United Overseas Bank |
30.410 |
Fri |
-0.36 |
30.450 |
-0.13 |
27.620 |
2.830 |
10.25 |
SGD |
7.87 |
| | |
|
|
|
L |
|
ST Engineering |
4.040 |
Fri |
|
3.980 |
1.51 |
3.750 |
0.230 |
6.13 |
SGD |
5.00 |
| | |
|
|
|
|
|
Keppel |
6.840 |
Fri |
-0.29 |
7.030 |
-2.70 |
6.290 |
0.740 |
11.76 |
SGD |
3.82 |
| | |
|
|
|
L |
|
DBS Bank |
34.420 |
Fri |
-0.09 |
34.070 |
1.03 |
33.010 |
1.060 |
3.21 |
SGD |
3.81 |
| | |
|
|
|
|
|
Sembcorp Industries |
5.440 |
Fri |
-0.18 |
5.290 |
2.84 |
4.580 |
0.710 |
15.50 |
SGD |
2.46 |
| | |
|
|
|
L |
|
Venture Corporation |
14.110 |
Fri |
-1.33 |
14.100 |
0.07 |
11.450 |
2.650 |
23.14 |
SGD |
2.29 |
| | |
|
|
|
|
|
Genting |
0.920 |
Fri |
|
0.930 |
-1.08 |
0.820 |
0.110 |
13.41 |
SGD |
-0.84 |
| | |
|
|
|
|
|
Singtel |
2.410 |
Fri |
-0.41 |
2.360 |
2.12 |
2.310 |
0.050 |
2.16 |
SGD |
-2.75 |
| | |
|
|
|
S |
|
Singapore Airlines |
6.540 |
Fri |
-0.15 |
6.390 |
2.35 |
5.950 |
0.440 |
7.39 |
SGD |
-3.08 |
| | |
|
|
|
S |
|
CapitaLand ICT |
1.960 |
Fri |
-0.51 |
1.870 |
4.81 |
1.690 |
0.180 |
10.65 |
SGD |
-3.19 |
| | |
|
|
|
|
|
Mapletree Industrial |
2.270 |
Fri |
|
2.200 |
3.18 |
2.130 |
0.070 |
3.29 |
SGD |
-3.99 |
| | |
|
|
|
S |
|
Singapore Exchange |
9.310 |
Fri |
|
9.110 |
2.20 |
9.450 |
-0.340 |
-3.60 |
SGD |
-4.30 |
| | |
|
|
|
L |
|
Wilmar International |
3.470 |
Fri |
-0.86 |
3.410 |
1.76 |
3.400 |
0.010 |
0.29 |
SGD |
-5.65 |
| | |
|
|
|
S |
|
SATS |
2.530 |
Fri |
0.80 |
2.440 |
3.69 |
2.430 |
0.010 |
0.41 |
SGD |
-7.44 |
| | |
|
|
|
|
|
CapitaLand Ascendas |
2.600 |
Fri |
-0.38 |
2.550 |
1.96 |
2.500 |
0.050 |
2.00 |
SGD |
-7.89 |
| | |
|
|
|
|
|
City Developments |
6.070 |
Fri |
0.66 |
5.900 |
2.88 |
6.300 |
-0.400 |
-6.35 |
SGD |
-8.77 |
| | |
|
|
|
S |
|
Emperador |
0.440 |
Fri |
-1.12 |
0.455 |
-3.30 |
0.505 |
-0.050 |
-9.90 |
SGD |
-9.09 |
| | |
|
|
|
S |
|
UOL |
5.790 |
Fri |
-0.17 |
5.650 |
2.48 |
5.790 |
-0.140 |
-2.42 |
SGD |
-10.03 |
| | |
|
|
|
|
|
Jardine Cycle & Carr |
26.260 |
Fri |
0.15 |
26.570 |
-1.17 |
28.190 |
-1.620 |
-5.75 |
SGD |
-10.99 |
| | |
|
|
|
S |
|
ThaiBev |
0.475 |
Fri |
-1.04 |
0.480 |
-1.04 |
0.520 |
-0.040 |
-7.69 |
SGD |
-11.58 |
| | |
|
|
|
|
|
Frasers L&C Trust |
1.000 |
Fri |
-0.99 |
0.985 |
1.52 |
1.020 |
-0.035 |
-3.43 |
SGD |
-13.66 |
| | |
|
|
|
S |
|
Jardine Matheson |
38.060 |
Fri |
0.16 |
37.420 |
1.71 |
40.120 |
-2.700 |
-6.73 |
USD |
-14.18 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
10/23/23 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| | |
|
|
|
S |
|
Hongkong Land |
3.140 |
Fri |
0.64 |
2.920 |
7.53 |
3.250 |
-0.330 |
-10.15 |
USD |
-16.36 |
| | |
|
|
|
|
|
Mapletree Pan Asia |
1.260 |
Fri |
|
1.230 |
2.44 |
1.290 |
-0.060 |
-4.65 |
USD |
-16.39 |
| | |
|
|
|
S |
|
CapitaLand Invest |
2.640 |
Fri |
0.38 |
2.550 |
3.53 |
3.030 |
-0.480 |
-15.84 |
SGD |
-17.25 |
| | |
|
|
|
S |
|
Mapletree Logistics |
1.350 |
Fri |
-0.74 |
1.310 |
3.05 |
1.450 |
-0.140 |
-9.66 |
SGD |
-18.26 |
| | |
|
|
|
S |
|
DFI Retail |
1.930 |
Fri |
|
1.820 |
6.04 |
2.230 |
-0.410 |
-18.39 |
USD |
-24.17 |
| | |
|
|
|
S |
|
Seatrium |
0.089 |
Fri |
1.14 |
0.083 |
7.23 |
0.126 |
-0.043 |
-34.13 |
SGD |
-26.63 |
STI - 30 out of 30 instruments rated - 4/22/24 / 10/23/23 - 16 did rise, Market-Ratio(26) = 53.33 % |
Technical Chart
Transactions Straits Times Index * 26 - 60/40 (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 |
7/10/06 |
189 |
|
- cash - |
short |
7/10/06 |
10/02/06 |
84 |
|
|
|
Noble Group |
100 |
14,492 |
SGD |
0.690 |
0.670 |
0.711 |
0.021 |
3 |
10,299 |
14 |
|
long |
10/02/06 |
8/13/07 |
315 |
|
|
|
Singapore Exchange |
100 |
2,219 |
SGD |
4.640 |
8.300 |
|
3.660 |
79 |
18,420 |
96 |
|
short |
8/13/07 |
8/27/07 |
14 |
|
|
|
Hongkong Land |
100 |
4,822 |
USD |
3.820 |
3.840 |
3.800 |
-0.020 |
-1 |
18,324 |
-13 |
|
long |
8/27/07 |
12/17/07 |
112 |
|
|
|
Singapore Exchange |
100 |
1,879 |
SGD |
9.750 |
13.400 |
|
3.650 |
37 |
25,182 |
182 |
|
short |
12/17/07 |
4/20/09 |
490 |
|
|
|
CapitaLand |
100 |
4,094 |
SGD |
6.150 |
2.590 |
14.603 |
8.453 |
137 |
59,790 |
90 |
|
long |
4/20/09 |
3/14/11 |
693 |
|
|
|
Genting |
100 |
94,904 |
SGD |
0.630 |
1.950 |
|
1.320 |
210 |
185,063 |
81 |
|
short |
3/14/11 |
2/13/12 |
336 |
|
|
|
CapitaLand |
100 |
58,937 |
SGD |
3.140 |
2.890 |
3.412 |
0.272 |
9 |
201,070 |
9 |
|
long |
2/13/12 |
6/24/13 |
497 |
|
|
|
Jardine Cycle & Carr |
100 |
4,052 |
SGD |
49.620 |
41.950 |
|
-7.670 |
-15 |
169,992 |
-12 |
|
short |
6/24/13 |
6/09/14 |
350 |
|
|
|
Noble Group |
100 |
175,249 |
SGD |
0.970 |
1.460 |
0.480 |
-0.490 |
-51 |
84,120 |
-52 |
|
long |
6/09/14 |
10/20/14 |
133 |
|
|
|
Noble Group |
100 |
57,616 |
SGD |
1.460 |
1.240 |
|
-0.220 |
-15 |
71,444 |
-36 |
|
short |
10/20/14 |
2/16/15 |
119 |
|
|
|
Genting |
100 |
68,041 |
SGD |
1.050 |
1.035 |
1.065 |
0.015 |
1 |
72,478 |
5 |
|
long |
2/16/15 |
6/29/15 |
133 |
|
|
|
HPH |
100 |
76,696 |
SGD |
0.945 |
0.855 |
|
-0.090 |
-10 |
65,576 |
-24 |
|
short |
6/29/15 |
7/18/16 |
385 |
|
|
|
Noble Group |
100 |
91,077 |
SGD |
0.720 |
0.170 |
3.049 |
2.329 |
324 |
277,730 |
293 |
|
long |
7/18/16 |
9/19/16 |
63 |
|
|
|
ThaiBev |
100 |
289,302 |
SGD |
0.960 |
0.960 |
|
0.000 |
0 |
277,730 |
0 |
|
short |
9/19/16 |
11/14/16 |
56 |
|
|
|
Noble Group |
100 |
1,998,059 |
SGD |
0.139 |
0.170 |
0.108 |
-0.031 |
-22 |
215,791 |
-81 |
|
long |
11/14/16 |
3/05/18 |
476 |
|
|
|
ThaiBev |
100 |
224,781 |
SGD |
0.960 |
0.820 |
|
-0.140 |
-15 |
184,321 |
-11 |
|
short |
3/05/18 |
2/18/19 |
350 |
|
|
|
HPH |
100 |
400,698 |
SGD |
0.460 |
0.340 |
0.622 |
0.162 |
35 |
249,395 |
37 |
|
long |
2/18/19 |
8/26/19 |
189 |
|
|
|
Yangzijiang Ship |
100 |
178,138 |
SGD |
1.400 |
0.945 |
|
-0.455 |
-33 |
168,342 |
-53 |
|
short |
8/26/19 |
9/21/20 |
392 |
|
|
|
HPH |
100 |
765,189 |
SGD |
0.220 |
0.167 |
0.290 |
0.070 |
32 |
221,752 |
29 |
|
long |
9/21/20 |
10/12/20 |
21 |
|
|
|
Venture Corporation |
100 |
11,610 |
SGD |
19.100 |
20.670 |
|
1.570 |
8 |
239,980 |
295 |
|
short |
10/12/20 |
11/16/20 |
35 |
|
|
|
Singapore Airlines |
100 |
67,982 |
SGD |
3.530 |
3.870 |
3.190 |
-0.340 |
-10 |
216,866 |
-65 |
|
long |
11/16/20 |
9/20/21 |
308 |
|
|
|
SATS |
100 |
54,352 |
SGD |
3.990 |
3.890 |
|
-0.100 |
-3 |
211,431 |
-3 |
|
short |
9/20/21 |
11/15/21 |
56 |
|
|
|
DFI Retail |
100 |
61,107 |
USD |
3.460 |
3.370 |
3.552 |
0.092 |
3 |
217,077 |
19 |
|
long |
11/15/21 |
11/29/21 |
14 |
|
|
|
Hongkong Land |
100 |
37,884 |
USD |
5.730 |
5.560 |
|
-0.170 |
-3 |
210,637 |
-54 |
|
short |
11/29/21 |
3/21/22 |
112 |
|
|
|
DFI Retail |
100 |
66,030 |
USD |
3.190 |
2.510 |
4.054 |
0.864 |
27 |
267,700 |
118 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
3/21/22 |
5/09/22 |
49 |
|
|
|
Sembcorp Industries |
100 |
102,566 |
SGD |
2.610 |
2.880 |
|
0.270 |
10 |
295,393 |
108 |
|
short |
5/09/22 |
6/06/22 |
28 |
|
|
|
Yangzijiang Ship |
100 |
331,901 |
SGD |
0.890 |
1.000 |
0.780 |
-0.110 |
-12 |
258,883 |
-82 |
|
long |
6/06/22 |
9/26/22 |
112 |
|
|
|
Jardine Cycle & Carr |
100 |
8,667 |
SGD |
29.870 |
35.390 |
|
5.520 |
18 |
306,725 |
74 |
|
short |
9/26/22 |
4/03/23 |
189 |
|
|
|
Keppel DC REIT |
100 |
171,354 |
SGD |
1.790 |
2.060 |
1.520 |
-0.270 |
-15 |
260,460 |
-27 |
|
long |
4/03/23 |
6/26/23 |
84 |
|
|
|
Sembcorp Industries |
100 |
59,601 |
SGD |
4.370 |
5.400 |
|
1.030 |
24 |
321,849 |
151 |
|
short |
6/26/23 |
4/26/24 |
305 |
|
|
|
SATS |
100 |
125,722 |
SGD |
2.560 |
2.530 |
2.590 |
0.030 |
1 |
325,671 |
1 |
|
accum | 7/10/06 |
4/26/24 | 6501 |
days out of 6690 invested (97%) |
3,157 |
325,671 |
22 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Genting | long | 4/20/09 | 3/14/11 | 693 | 0.63 | 1.95 | | 1.32 | 209.52 | | | |
| short | 10/20/14 | 2/16/15 | 119 | 1.05 | 1.04 | 1.07 | 0.02 | 1.45 | | | 214.00 |
CapitaLand | short | 12/17/07 | 4/20/09 | 490 | 6.15 | 2.59 | 14.60 | 8.45 | 137.45 | | | |
| short | 3/14/11 | 2/13/12 | 336 | 3.14 | 2.89 | 3.41 | 0.27 | 8.65 | | | 157.99 |
Singapore Exchange | long | 10/02/06 | 8/13/07 | 315 | 4.64 | 8.30 | | 3.66 | 78.88 | | | |
| long | 8/27/07 | 12/17/07 | 112 | 9.75 | 13.40 | | 3.65 | 37.44 | | | 145.84 |
HPH | long | 2/16/15 | 6/29/15 | 133 | 0.95 | 0.86 | | -0.09 | -9.52 | | | |
| short | 3/05/18 | 2/18/19 | 350 | 0.46 | 0.34 | 0.62 | 0.16 | 35.30 | | | |
| short | 8/26/19 | 9/21/20 | 392 | 0.22 | 0.17 | 0.29 | 0.07 | 31.73 | | | 61.26 |
Noble Group | short | 7/10/06 | 10/02/06 | 84 | 0.69 | 0.67 | 0.71 | 0.02 | 2.99 | | | |
| short | 6/24/13 | 6/09/14 | 350 | 0.97 | 1.46 | 0.48 | -0.49 | -50.52 | | | |
| long | 6/09/14 | 10/20/14 | 133 | 1.46 | 1.24 | | -0.22 | -15.07 | | | |
| short | 6/29/15 | 7/18/16 | 385 | 0.72 | 0.17 | 3.05 | 2.33 | 323.53 | | | |
| short | 9/19/16 | 11/14/16 | 56 | 0.14 | 0.17 | 0.11 | -0.03 | -22.30 | | | 42.43 |
Sembcorp Industries | long | 3/21/22 | 5/09/22 | 49 | 2.61 | 2.88 | | 0.27 | 10.34 | | | |
| long | 4/03/23 | 6/26/23 | 84 | 4.37 | 5.40 | | 1.03 | 23.57 | | | 36.35 |
DFI Retail | short | 9/20/21 | 11/15/21 | 56 | 3.46 | 3.37 | 3.55 | 0.09 | 2.67 | | | |
| short | 11/29/21 | 3/21/22 | 112 | 3.19 | 2.51 | 4.05 | 0.86 | 27.09 | | | 30.48 |
Venture Corporation | long | 9/21/20 | 10/12/20 | 21 | 19.10 | 20.67 | | 1.57 | 8.22 | | | 8.22 |
Jardine Cycle & Carr | long | 2/13/12 | 6/24/13 | 497 | 49.62 | 41.95 | | -7.67 | -15.46 | | | |
| long | 6/06/22 | 9/26/22 | 112 | 29.87 | 35.39 | | 5.52 | 18.48 | | | 0.17 |
SATS | long | 11/16/20 | 9/20/21 | 308 | 3.99 | 3.89 | | -0.10 | -2.51 | | | |
| short | 6/26/23 | 4/26/24 | 305 | 2.56 | 2.53 | 2.59 | 0.03 | 1.19 | | | -1.35 |
Hongkong Land | short | 8/13/07 | 8/27/07 | 14 | 3.82 | 3.84 | 3.80 | -0.02 | -0.52 | | | |
| long | 11/15/21 | 11/29/21 | 14 | 5.73 | 5.56 | | -0.17 | -2.97 | | | -3.47 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Singapore Airlines | short | 10/12/20 | 11/16/20 | 35 | 3.53 | 3.87 | 3.19 | -0.34 | -9.63 | | | -9.63 |
ThaiBev | long | 7/18/16 | 9/19/16 | 63 | 0.96 | 0.96 | | 0.00 | 0.00 | | | |
| long | 11/14/16 | 3/05/18 | 476 | 0.96 | 0.82 | | -0.14 | -14.58 | | | -14.58 |
Keppel DC REIT | short | 9/26/22 | 4/03/23 | 189 | 1.79 | 2.06 | 1.52 | -0.27 | -15.08 | | | -15.08 |
Yangzijiang Ship | long | 2/18/19 | 8/26/19 | 189 | 1.40 | 0.95 | | -0.46 | -32.50 | | | |
| short | 5/09/22 | 6/06/22 | 28 | 0.89 | 1.00 | 0.78 | -0.11 | -12.36 | | | -40.84 |
Annotations
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 |
|
|