| | Fri, Apr 3rd, 2026, 9:21UTC |
| | |
Assessment - Straits Times Index in Pound sterling - 12/24/18 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/24/18 |
⇓ Δwk |
2/12/18 |
prc diff |
Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
1,853.223 |
8/12/24 |
-0.81 |
1,747.645 |
|
1,850.021 |
-102.377 |
-5.53 |
|
-5.24 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
1.203 |
8/12/24 |
0.96 |
1.306 |
|
1.088 |
0.218 |
20.08 |
|
11.65 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
28.435 |
8/12/24 |
1.63 |
53.051 |
|
44.683 |
8.367 |
18.73 |
|
13.31 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.462 |
8/12/24 |
5.68 |
7.113 |
|
6.041 |
1.072 |
17.74 |
|
10.02 |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
0.959 |
8/12/24 |
-0.81 |
1.315 |
|
1.118 |
0.197 |
17.61 |
|
10.11 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
2.434 |
8/12/24 |
0.71 |
1.988 |
|
1.760 |
0.228 |
12.94 |
|
4.68 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.722 |
8/12/24 |
-0.79 |
0.745 |
|
0.672 |
0.072 |
10.77 |
|
7.19 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
1.741 |
8/12/24 |
-0.98 |
1.776 |
|
1.656 |
0.120 |
7.23 |
|
1.35 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.506 |
8/12/24 |
-0.75 |
1.495 |
|
1.410 |
0.085 |
6.02 |
|
1.70 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.443 |
8/12/24 |
0.80 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
Emperador |
0.246 |
8/12/24 |
|
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.272 |
8/12/24 |
-0.89 |
1.100 |
|
1.066 |
0.034 |
3.19 |
|
0.50 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
5.596 |
8/12/24 |
-0.51 |
4.084 |
|
3.995 |
0.089 |
2.22 |
|
-0.58 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.564 |
8/12/24 |
-1.50 |
0.584 |
|
0.578 |
0.006 |
1.02 |
|
-1.28 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
2.672 |
8/12/24 |
1.80 |
5.085 |
|
4.969 |
0.116 |
2.34 |
|
-1.17 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
14.910 |
8/12/24 |
1.21 |
20.117 |
|
20.402 |
-0.286 |
-1.40 |
|
5.78 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
16.777 |
8/12/24 |
0.58 |
13.982 |
|
14.401 |
-0.419 |
-2.91 |
|
-6.36 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.363 |
8/12/24 |
-4.03 |
0.705 |
|
0.738 |
-0.033 |
-4.51 |
|
8.91 |
| |  |
 |
 |
 |
|
 |
OCBC |
7.922 |
8/12/24 |
0.29 |
6.335 |
|
6.701 |
-0.365 |
-5.45 |
|
-5.11 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
3.380 |
8/12/24 |
0.34 |
5.396 |
|
5.810 |
-0.414 |
-7.12 |
|
-6.20 |
| |  |
 |
 |
 |
L |
 |
SATS |
1.736 |
8/12/24 |
-0.98 |
2.669 |
|
2.897 |
-0.227 |
-7.85 |
|
-6.38 |
| |  |
 |
 |
 |
L |
 |
Singtel |
1.627 |
8/12/24 |
-2.74 |
1.684 |
|
1.836 |
-0.152 |
-8.30 |
|
-7.63 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
19.464 |
8/12/24 |
1.22 |
13.501 |
|
14.926 |
-1.425 |
-9.55 |
|
-7.55 |
| |  |
 |
 |
 |
S |
 |
Genting |
0.455 |
8/12/24 |
-2.45 |
0.564 |
|
0.667 |
-0.103 |
-15.38 |
|
-10.15 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
2.652 |
8/12/24 |
-2.53 |
1.432 |
|
1.754 |
-0.322 |
-18.38 |
|
-11.94 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
12/24/18 |
⇓ Δwk |
2/12/18 |
prc diff |
Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
Keppel |
3.408 |
8/12/24 |
0.34 |
3.357 |
|
4.263 |
-0.906 |
-21.26 |
|
-15.92 |
| |  |
 |
 |
 |
S |
 |
UOL |
3.042 |
8/12/24 |
-0.19 |
3.460 |
|
4.503 |
-1.044 |
-23.18 |
|
-17.01 |
| |  |
 |
 |
 |
S |
 |
City Developments |
2.979 |
8/12/24 |
0.97 |
4.617 |
|
6.728 |
-2.111 |
-31.38 |
|
-20.96 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.275 |
8/12/24 |
-4.00 |
0.335 |
|
0.489 |
-0.154 |
-31.50 |
|
-19.01 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
0.802 |
8/12/24 |
-1.41 |
17.413 |
|
25.906 |
-8.493 |
-32.78 |
|
-19.43 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
7.893 |
8/12/24 |
-0.72 |
7.950 |
|
11.980 |
-4.030 |
-33.64 |
|
-26.58 |
| STI - 28 out of 30 instruments rated - 12/24/18 / 2/12/18 - 12 did rise, Market-Ratio(45) in GBP = 42.86 % |
Technical Chart
Transactions Straits Times Index in Pound sterling * 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 |
7,230 |
|
1.383 |
1.355 |
|
-0.028 |
-2 |
9,796 |
-8 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
45,680 |
|
0.214 |
0.237 |
0.192 |
-0.023 |
-11 |
8,766 |
-34 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
6,435 |
|
1.362 |
4.743 |
|
3.381 |
248 |
30,521 |
176 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
28,179 |
|
1.083 |
0.641 |
1.831 |
0.748 |
69 |
51,590 |
36 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
130,352 |
|
0.396 |
0.930 |
|
0.534 |
135 |
121,237 |
78 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
47,423 |
|
2.556 |
2.705 |
2.408 |
-0.148 |
-6 |
114,215 |
-36 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
112,138 |
|
1.019 |
1.027 |
|
0.008 |
1 |
115,121 |
9 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
45,994 |
|
2.503 |
1.771 |
3.537 |
1.034 |
41 |
162,672 |
34 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
950,783 |
|
0.171 |
0.324 |
|
0.153 |
90 |
308,295 |
97 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
593,062 |
|
0.520 |
0.092 |
2.932 |
2.412 |
464 |
1,738,858 |
64 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
3,195,836 |
|
0.544 |
0.518 |
|
-0.026 |
-5 |
1,654,993 |
-72 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
1,076,857 |
|
1.537 |
1.518 |
1.556 |
0.020 |
1 |
1,676,022 |
3 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
2,409,527 |
|
0.696 |
0.694 |
|
-0.002 |
0 |
1,671,363 |
-3 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
1,076,314 |
|
1.553 |
0.733 |
3.290 |
1.737 |
112 |
3,541,289 |
23 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
1,162,111 |
|
3.047 |
2.432 |
|
-0.615 |
-20 |
2,826,638 |
-43 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
2,057,435 |
|
1.374 |
1.395 |
1.353 |
-0.021 |
-2 |
2,783,299 |
-18 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
3,814,413 |
|
0.730 |
0.754 |
|
0.025 |
3 |
2,877,925 |
19 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
1,147,377 |
|
2.508 |
1.471 |
4.276 |
1.768 |
70 |
4,906,186 |
20 |
|
| accum | 2/27/06 |
8/12/24 | 7340 |
days out of 7396 invested (99%) |
48,962 |
4,906,186 |
36 |
|
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 | 0.21 | 0.24 | 0.19 | -0.02 | -10.51 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 0.52 | 0.09 | 2.93 | 2.41 | 464.02 | | | 404.73 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 1.38 | 1.35 | | -0.03 | -2.04 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 1.36 | 4.74 | | 3.38 | 248.20 | | | 241.10 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 0.40 | 0.93 | | 0.53 | 135.00 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 0.70 | 0.69 | | -0.00 | -0.28 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 0.73 | 0.75 | | 0.02 | 3.40 | | | 142.31 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 1.54 | 1.52 | 1.56 | 0.02 | 1.27 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 1.55 | 0.73 | 3.29 | 1.74 | 111.88 | | | 114.57 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 0.17 | 0.32 | | 0.15 | 89.52 | | | 89.52 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 2.51 | 1.47 | 4.28 | 1.77 | 70.48 | | | 70.48 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 1.08 | 0.64 | 1.83 | 0.75 | 69.03 | | | 69.03 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 2.56 | 2.70 | 2.41 | -0.15 | -5.79 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 2.50 | 1.77 | 3.54 | 1.03 | 41.31 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 3.05 | 2.43 | | -0.61 | -20.18 | | | 6.26 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 1.37 | 1.39 | 1.35 | -0.02 | -1.53 | | | -1.53 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 1.02 | 1.03 | | 0.01 | 0.79 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 0.54 | 0.52 | | -0.03 | -4.82 | | | -4.07 |
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 |
|
|