Share-o-matic - Signals

Thu, Jun 30th, 2022, 13:18UTC

Assessment - Straits Times Index - 11/15/21 - RS = 45

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	11/15/21	⇓ Δwk	1/04/21	prc diff	⇓ Δ45	Curr	∅-RS
	S	STI	3,134.870	Wed	-0.17	3,240.580		2,858.900	381.680	13.35	SGD	5.92
		Hongkong Land	5.130	Wed	1.38	5.730		4.110	1.620	39.42	USD	23.00
	S	DBS Bank	30.000	Wed	-0.50	32.190		25.340	6.850	27.03	SGD	13.24
		Singapore Airlines	5.130	Wed	-1.16	5.390		4.260	1.130	26.53	SGD	11.44
	S	United Overseas Bank	26.610	Wed	0.45	27.680		22.680	5.000	22.05	SGD	10.16
		Singtel	2.560	Wed	-0.39	2.580		2.310	0.270	11.69	SGD	7.80
		Sembcorp Industries	2.890	Wed	0.70	2.040		1.720	0.320	18.60	SGD	7.23
	L	Jardine Cycle & Carr	28.380	Wed	0.32	22.790		19.680	3.110	15.80	SGD	6.87
	S	Frasers L&C Trust	1.350	Wed	-0.74	1.520		1.440	0.080	5.56	SGD	4.90
	S	OCBC	11.520	Wed	0.52	11.870		10.100	1.770	17.52	SGD	4.41
	S	Yangzijiang Ship	0.930	Wed	-1.59	1.290		0.965	0.325	33.68	SGD	4.16
		CapitaLand ICT	2.220	Wed	0.91	2.180		2.190	-0.010	-0.46	SGD	3.08
	S	Jardine Matheson	52.580	Wed	0.29	60.070		56.000	4.070	7.27	USD	2.66
	L	Ascendas REIT	2.870	Wed	-0.35	3.100		2.980	0.120	4.03	SGD	2.45
		ThaiBev	0.655	Wed	-0.76	0.725		0.730	-0.005	-0.68	SGD	1.82
		ST Engineering	4.040	Wed	-1.22	3.920		3.830	0.090	2.35	SGD	1.31
	L	Mapletree Commercial	1.860	Wed	-0.53	2.120		2.140	-0.020	-0.93	USD	0.85
		SATS	3.910	Wed	-1.76	4.100		3.960	0.140	3.54	SGD	0.42
		Keppel	6.520	Wed	-0.76	5.310		5.420	-0.110	-2.03	SGD	0.28
		Venture Corporation	16.780	Wed	-0.71	19.140		19.580	-0.440	-2.25	SGD	-0.49
		Genting	0.730	Wed	-1.35	0.825		0.860	-0.035	-4.07	SGD	-1.08
		Mapletree Logistics	1.700	Wed		1.970		1.990	-0.020	-1.01	SGD	-1.12
		City Developments	8.190	Wed	-0.12	7.200		7.800	-0.600	-7.69	SGD	-2.78
	L	UOL	7.410	Wed	0.95	7.190		7.710	-0.520	-6.74	SGD	-2.84
		Mapletree Industrial	2.620	Wed	-0.76	2.680		2.890	-0.210	-7.27	SGD	-4.88
		⇓instrument	freshest		⇓ Δday	11/15/21	⇓ Δwk	1/04/21	prc diff	⇓ Δ45	Curr	∅-RS
		Singapore Exchange	9.540	Wed	-1.04	9.520		9.700	-0.180	-1.86	SGD	-5.72
	S	Wilmar International	4.090	Wed	-1.92	4.350		4.800	-0.450	-9.38	SGD	-7.21
		ComfortDelGro	1.390	Wed		1.500		1.670	-0.170	-10.18	SGD	-8.31
		Keppel DC REIT	2.000	Wed	-0.99	2.350		2.790	-0.440	-15.77	SGD	-10.83
	L	Dairy Farm	2.980	Wed		3.370		4.180	-0.810	-19.38	SGD	-16.54
		CapitaLand Invest	3.870	Wed	-0.51	3.390					SGD	-na-
STI - 29 out of 30 instruments rated - 11/15/21 / 1/04/21 - 14 did rise, Market-Ratio(45) = 48.28 %

Technical Chart

	STI RS = 45 - B/S = 79/68

1/01/18	scale up chart	6/27/22

Transactions Straits Times Index * A45 - 79/68 (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		2/27/06	56		- cash -
long	2/27/06	5/29/06	91		Singapore Exchange	100	2,551	SGD	3.920	3.980		0.060	2	10,153	6
short	5/29/06	9/04/06	98		Noble Group	100	16,115	SGD	0.630	0.710	0.550	-0.080	-13	8,864	-40
long	9/04/06	11/26/07	448		Singapore Exchange	100	2,172	SGD	4.080	14.100		10.020	246	30,627	175
short	11/26/07	8/17/09	630		CapitaLand ICT	100	9,511	SGD	3.220	1.530	6.777	3.557	110	64,455	54
long	8/17/09	2/07/11	539		Yangzijiang Ship	100	68,206	SGD	0.945	1.910		0.965	102	130,274	61
short	2/07/11	3/28/11	49		Wilmar International	100	24,814	SGD	5.250	5.470	5.030	-0.220	-4	124,815	-27
long	3/28/11	5/02/11	35		Genting	100	60,589	SGD	2.060	2.100		0.040	2	127,238	22
short	5/02/11	7/02/12	427		Wilmar International	100	24,851	SGD	5.120	3.520	7.447	2.327	45	185,074	38
long	7/02/12	6/10/13	343		ThaiBev	100	544,335	SGD	0.340	0.630		0.290	85	342,931	93
short	6/10/13	12/05/16	1274		Noble Group	100	339,535	SGD	1.010	0.166	6.145	5.135	508	2,086,511	68
long	12/05/16	12/19/16	14		Genting	100	2,129,093	SGD	0.980	0.930		-0.050	-5	1,980,057	-74
short	12/19/16	5/08/17	140		StarHub	100	717,411	SGD	2.760	2.760	2.760	0.000	0	1,980,057	0
long	5/08/17	6/12/17	35		Yangzijiang Ship	100	1,565,262	SGD	1.265	1.215		-0.050	-4	1,901,794	-34
short	6/12/17	1/25/21	1323		StarHub	100	699,188	SGD	2.720	1.330	5.563	2.843	105	3,889,375	22
long	1/25/21	6/21/21	147		Wilmar International	100	703,322	SGD	5.530	4.550		-0.980	-18	3,200,120	-38
short	6/21/21	7/19/21	28		Keppel DC REIT	100	1,245,182	SGD	2.570	2.600	2.540	-0.030	-1	3,162,764	-14
long	7/19/21	9/27/21	70		Yangzijiang Ship	100	2,325,561	SGD	1.360	1.400		0.040	3	3,255,787	16
short	9/27/21	6/29/22	275		Dairy Farm	100	946,449	SGD	3.440	2.980	3.971	0.531	15	3,758,351	21
accum	2/27/06	6/29/22	5967	days out of 6023 invested (99%)								37,484		3,758,351	44

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Noble Group	short	5/29/06	9/04/06	98	0.63	0.71	0.55	-0.08	-12.70
	short	6/10/13	12/05/16	1274	1.01	0.17	6.15	5.14	508.44	431.17
Singapore Exchange	long	2/27/06	5/29/06	91	3.92	3.98		0.06	1.53
	long	9/04/06	11/26/07	448	4.08	14.10		10.02	245.59	250.88
CapitaLand ICT	short	11/26/07	8/17/09	630	3.22	1.53	6.78	3.56	110.46	110.46
StarHub	short	12/19/16	5/08/17	140	2.76	2.76	2.76	0.00	0.00
	short	6/12/17	1/25/21	1323	2.72	1.33	5.56	2.84	104.51	104.51
Yangzijiang Ship	long	8/17/09	2/07/11	539	0.95	1.91		0.97	102.12
	long	5/08/17	6/12/17	35	1.27	1.22		-0.05	-3.95
	long	7/19/21	9/27/21	70	1.36	1.40		0.04	2.94	99.84
ThaiBev	long	7/02/12	6/10/13	343	0.34	0.63		0.29	85.29	85.29
Dairy Farm	short	9/27/21	6/29/22	275	3.44	2.98	3.97	0.53	15.44	15.44
Wilmar International	short	2/07/11	3/28/11	49	5.25	5.47	5.03	-0.22	-4.19
	short	5/02/11	7/02/12	427	5.12	3.52	7.45	2.33	45.46
	long	1/25/21	6/21/21	147	5.53	4.55		-0.98	-17.72	14.66
Keppel DC REIT	short	6/21/21	7/19/21	28	2.57	2.60	2.54	-0.03	-1.17	-1.17
Genting	long	3/28/11	5/02/11	35	2.06	2.10		0.04	1.94
	long	12/05/16	12/19/16	14	0.98	0.93		-0.05	-5.10	-3.26

Annotations

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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