| Tue, Jan 21st, 2025, 15:00UTC |
| |
Assessment - Straits Times Index in Renminbi yuán - 7/01/24 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
8/21/23 |
prc diff |
⇓ Δ45 |
|
∅-RS |
| | |
|
|
|
L |
|
STI |
17,358.082 |
8/12/24 |
-0.81 |
17,911.705 |
-3.09 |
16,913.202 |
998.503 |
5.90 |
|
4.52 |
| | |
|
|
|
L |
|
Yangzijiang Ship |
12.769 |
8/12/24 |
-4.03 |
12.876 |
-0.83 |
8.902 |
3.975 |
44.65 |
|
45.68 |
| | |
|
|
|
L |
|
SATS |
16.256 |
8/12/24 |
-0.98 |
15.344 |
5.94 |
13.460 |
1.884 |
14.00 |
|
8.59 |
| | |
|
|
|
|
|
OCBC |
74.199 |
8/12/24 |
0.29 |
77.794 |
-4.62 |
65.475 |
12.319 |
18.81 |
|
11.02 |
| | |
|
|
|
L |
|
United Overseas Bank |
157.143 |
8/12/24 |
0.58 |
167.927 |
-6.42 |
148.968 |
18.959 |
12.73 |
|
9.57 |
| | |
|
|
|
|
|
DBS Bank |
182.306 |
8/12/24 |
1.22 |
193.787 |
-5.92 |
174.386 |
19.401 |
11.13 |
|
8.05 |
| | |
|
|
|
L |
|
Singtel |
15.237 |
8/12/24 |
-2.74 |
14.808 |
2.90 |
12.548 |
2.260 |
18.01 |
|
14.58 |
| | |
|
|
|
|
|
ST Engineering |
22.802 |
8/12/24 |
0.71 |
23.016 |
-0.93 |
20.270 |
2.746 |
13.55 |
|
11.47 |
| | |
|
|
|
|
|
Venture Corporation |
73.931 |
8/12/24 |
-0.72 |
76.613 |
-3.50 |
71.052 |
5.561 |
7.83 |
|
5.51 |
| | |
|
|
|
|
|
Singapore Airlines |
31.654 |
8/12/24 |
0.34 |
36.912 |
-14.24 |
37.001 |
-0.089 |
-0.24 |
|
3.72 |
| | |
|
|
|
|
|
CapitaLand ICT |
11.267 |
8/12/24 |
0.96 |
10.516 |
7.14 |
10.081 |
0.434 |
4.31 |
|
2.22 |
| | |
|
|
|
L |
|
Singapore Exchange |
52.417 |
8/12/24 |
-0.51 |
50.378 |
4.05 |
50.621 |
-0.243 |
-0.48 |
|
-1.06 |
| | |
|
|
|
S |
|
Sembcorp Industries |
24.840 |
8/12/24 |
-2.53 |
26.074 |
-4.73 |
28.528 |
-2.454 |
-8.60 |
|
-6.77 |
| | |
|
|
|
L |
|
Hongkong Land |
24.761 |
8/12/24 |
1.80 |
23.595 |
4.94 |
25.173 |
-1.577 |
-6.27 |
|
-2.11 |
| | |
|
|
|
S |
|
Keppel |
31.922 |
8/12/24 |
0.34 |
34.551 |
-7.61 |
35.928 |
-1.377 |
-3.83 |
|
-5.53 |
| | |
|
|
|
S |
|
Mapletree Industrial |
11.910 |
8/12/24 |
-0.89 |
11.320 |
5.21 |
11.797 |
-0.477 |
-4.04 |
|
-7.07 |
| | |
|
|
|
S |
|
Genting |
4.265 |
8/12/24 |
-2.45 |
4.533 |
-5.92 |
4.880 |
-0.346 |
-7.10 |
|
-7.72 |
| | |
|
|
|
L |
|
Jardine Cycle & Carr |
139.653 |
8/12/24 |
1.21 |
141.960 |
-1.63 |
173.581 |
-31.621 |
-18.22 |
|
-7.85 |
| | |
|
|
|
S |
|
CapitaLand Ascendas |
14.110 |
8/12/24 |
-0.75 |
13.627 |
3.54 |
14.479 |
-0.851 |
-5.88 |
|
-7.02 |
| | |
|
|
|
L |
|
ThaiBev |
2.575 |
8/12/24 |
-4.00 |
2.387 |
7.87 |
3.057 |
-0.669 |
-21.89 |
|
-15.19 |
| | |
|
|
|
L |
|
CapitaLand Invest |
13.520 |
8/12/24 |
0.80 |
14.217 |
-4.91 |
16.302 |
-2.084 |
-12.79 |
|
-9.42 |
| | |
|
|
|
|
|
Emperador |
2.307 |
8/12/24 |
|
2.307 |
|
2.708 |
-0.401 |
-14.81 |
|
-11.48 |
| | |
|
|
|
S |
|
Wilmar International |
16.310 |
8/12/24 |
-0.98 |
16.578 |
-1.62 |
19.197 |
-2.619 |
-13.64 |
|
-10.98 |
| | |
|
|
|
S |
|
Jardine Matheson |
263.482 |
8/12/24 |
1.63 |
258.093 |
2.09 |
325.429 |
-67.336 |
-20.69 |
|
-14.32 |
| | |
|
|
|
|
|
Mapletree Pan Asia |
8.885 |
8/12/24 |
-0.81 |
9.030 |
-1.61 |
11.059 |
-2.028 |
-18.34 |
|
-10.29 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
8/21/23 |
prc diff |
⇓ Δ45 |
|
∅-RS |
| | |
|
|
|
S |
|
Frasers L&C Trust |
5.285 |
8/12/24 |
-1.50 |
5.070 |
4.23 |
6.220 |
-1.150 |
-18.49 |
|
-13.39 |
| | |
|
|
|
S |
|
UOL |
28.489 |
8/12/24 |
-0.19 |
28.113 |
1.34 |
34.427 |
-6.314 |
-18.34 |
|
-13.44 |
| | |
|
|
|
S |
|
Mapletree Logistics |
6.760 |
8/12/24 |
-0.79 |
6.975 |
-3.08 |
8.794 |
-1.820 |
-20.69 |
|
-15.31 |
| | |
|
|
|
L |
|
DFI Retail |
13.546 |
8/12/24 |
5.68 |
13.910 |
-2.62 |
17.752 |
-3.842 |
-21.64 |
|
-13.69 |
| | |
|
|
|
S |
|
City Developments |
27.898 |
8/12/24 |
0.97 |
28.167 |
-0.95 |
35.392 |
-7.225 |
-20.41 |
|
-15.93 |
| | |
|
|
|
L |
|
Seatrium |
7.511 |
8/12/24 |
-1.41 |
7.726 |
-2.78 |
14.371 |
-6.646 |
-46.24 |
|
-31.78 |
STI - 30 out of 30 instruments rated - 7/01/24 / 8/21/23 - 9 did rise, Market-Ratio(45) in CNY = 30.00 % |
Technical Chart
Transactions Straits Times Index in Renminbi yuán * A45 - 79/68 (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 |
2/27/06 |
56 |
|
- cash - |
long |
2/27/06 |
5/29/06 |
91 |
|
|
|
Singapore Exchange |
100 |
515 |
|
19.417 |
20.210 |
|
0.794 |
4 |
10,409 |
17 |
|
short |
5/29/06 |
9/04/06 |
98 |
|
|
|
Noble Group |
100 |
3,253 |
|
3.199 |
3.592 |
2.807 |
-0.393 |
-12 |
9,131 |
-39 |
|
long |
9/04/06 |
11/26/07 |
448 |
|
|
|
Singapore Exchange |
100 |
442 |
|
20.640 |
72.373 |
|
51.733 |
251 |
31,997 |
178 |
|
short |
11/26/07 |
8/17/09 |
630 |
|
|
|
CapitaLand ICT |
100 |
1,935 |
|
16.528 |
7.243 |
37.713 |
21.185 |
128 |
72,991 |
61 |
|
long |
8/17/09 |
2/07/11 |
539 |
|
|
|
Yangzijiang Ship |
100 |
16,315 |
|
4.474 |
9.824 |
|
5.350 |
120 |
160,274 |
70 |
|
short |
2/07/11 |
3/28/11 |
49 |
|
|
|
Wilmar International |
100 |
5,935 |
|
27.002 |
28.453 |
25.552 |
-1.451 |
-5 |
151,663 |
-34 |
|
long |
3/28/11 |
5/02/11 |
35 |
|
|
|
Genting |
100 |
14,153 |
|
10.715 |
11.134 |
|
0.419 |
4 |
157,587 |
49 |
|
short |
5/02/11 |
7/02/12 |
427 |
|
|
|
Wilmar International |
100 |
5,805 |
|
27.146 |
17.561 |
41.961 |
14.815 |
55 |
243,588 |
45 |
|
long |
7/02/12 |
6/10/13 |
343 |
|
|
|
ThaiBev |
100 |
143,602 |
|
1.696 |
3.112 |
|
1.416 |
83 |
446,894 |
91 |
|
short |
6/10/13 |
12/05/16 |
1274 |
|
|
|
Noble Group |
100 |
89,573 |
|
4.989 |
0.804 |
30.969 |
25.980 |
521 |
2,774,016 |
69 |
|
long |
12/05/16 |
12/19/16 |
14 |
|
|
|
Genting |
100 |
584,618 |
|
4.745 |
4.461 |
|
-0.284 |
-6 |
2,607,992 |
-80 |
|
short |
12/19/16 |
5/08/17 |
140 |
|
|
|
StarHub |
100 |
196,991 |
|
13.239 |
13.557 |
12.921 |
-0.318 |
-2 |
2,545,322 |
-6 |
|
long |
5/08/17 |
6/12/17 |
35 |
|
|
|
Yangzijiang Ship |
100 |
409,627 |
|
6.214 |
5.966 |
|
-0.248 |
-4 |
2,443,905 |
-35 |
|
short |
6/12/17 |
1/25/21 |
1323 |
|
|
|
StarHub |
100 |
182,976 |
|
13.356 |
6.489 |
27.491 |
14.134 |
106 |
5,030,149 |
22 |
|
long |
1/25/21 |
6/21/21 |
147 |
|
|
|
Wilmar International |
100 |
186,430 |
|
26.981 |
21.902 |
|
-5.079 |
-19 |
4,083,263 |
-40 |
|
short |
6/21/21 |
7/19/21 |
28 |
|
|
|
Keppel DC REIT |
100 |
330,061 |
|
12.371 |
12.373 |
12.369 |
-0.002 |
0 |
4,082,503 |
0 |
|
long |
7/19/21 |
9/27/21 |
70 |
|
|
|
Yangzijiang Ship |
100 |
630,768 |
|
6.472 |
6.677 |
|
0.205 |
3 |
4,211,889 |
18 |
|
short |
9/27/21 |
8/12/24 |
1050 |
|
|
|
DFI Retail |
100 |
189,735 |
|
22.199 |
13.546 |
36.380 |
14.181 |
64 |
6,902,532 |
19 |
|
accum | 2/27/06 |
8/12/24 | 6903 |
days out of 6959 invested (99%) |
68,925 |
6,902,532 |
41 |
|
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 | 3.20 | 3.59 | 2.81 | -0.39 | -12.27 | | | |
| short | 6/10/13 | 12/05/16 | 1274 | 4.99 | 0.80 | 30.97 | 25.98 | 520.74 | | | 444.55 |
Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 19.42 | 20.21 | | 0.79 | 4.09 | | | |
| long | 9/04/06 | 11/26/07 | 448 | 20.64 | 72.37 | | 51.73 | 250.64 | | | 264.97 |
CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 16.53 | 7.24 | 37.71 | 21.19 | 128.18 | | | 128.18 |
Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 4.47 | 9.82 | | 5.35 | 119.58 | | | |
| long | 5/08/17 | 6/12/17 | 35 | 6.21 | 5.97 | | -0.25 | -3.98 | | | |
| long | 7/19/21 | 9/27/21 | 70 | 6.47 | 6.68 | | 0.21 | 3.17 | | | 117.51 |
StarHub | short | 12/19/16 | 5/08/17 | 140 | 13.24 | 13.56 | 12.92 | -0.32 | -2.40 | | | |
| short | 6/12/17 | 1/25/21 | 1323 | 13.36 | 6.49 | 27.49 | 14.13 | 105.82 | | | 100.88 |
ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 1.70 | 3.11 | | 1.42 | 83.46 | | | 83.46 |
DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 22.20 | 13.55 | 36.38 | 14.18 | 63.88 | | | 63.88 |
Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 27.00 | 28.45 | 25.55 | -1.45 | -5.37 | | | |
| short | 5/02/11 | 7/02/12 | 427 | 27.15 | 17.56 | 41.96 | 14.81 | 54.58 | | | |
| long | 1/25/21 | 6/21/21 | 147 | 26.98 | 21.90 | | -5.08 | -18.82 | | | 18.74 |
Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 12.37 | 12.37 | 12.37 | -0.00 | -0.02 | | | -0.02 |
Genting | long | 3/28/11 | 5/02/11 | 35 | 10.72 | 11.13 | | 0.42 | 3.91 | | | |
| long | 12/05/16 | 12/19/16 | 14 | 4.75 | 4.46 | | -0.28 | -5.98 | | | -2.31 |
Annotations
5/07/24 | Seatrium | | | reverse split 20:1 (one for twenty) |
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 |
|
|