| | Wed, Apr 1st, 2026, 7:27UTC |
| | |
Assessment - Straits Times Index in Swiss Franc - 2/19/24 - RS = 45
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/19/24 |
⇓ Δwk |
4/10/23 |
prc diff |
Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
STI |
2,121.862 |
8/12/24 |
-0.81 |
2,115.651 |
|
2,249.042 |
-133.391 |
-5.93 |
|
-0.06 |
| |  |
 |
 |
 |
L |
 |
Yangzijiang Ship |
1.561 |
8/12/24 |
-4.03 |
1.108 |
|
0.826 |
0.282 |
34.18 |
|
16.43 |
| |  |
 |
 |
 |
S |
 |
Sembcorp Industries |
3.036 |
8/12/24 |
-2.53 |
3.771 |
|
2.929 |
0.842 |
28.76 |
|
16.04 |
| |  |
 |
 |
 |
|
 |
Singapore Airlines |
3.869 |
8/12/24 |
0.34 |
4.788 |
|
3.946 |
0.842 |
21.33 |
|
12.09 |
| |  |
 |
 |
 |
S |
 |
Keppel |
3.902 |
8/12/24 |
0.34 |
4.807 |
|
3.994 |
0.814 |
20.37 |
|
11.63 |
| |  |
 |
 |
 |
|
 |
DBS Bank |
22.285 |
8/12/24 |
1.22 |
22.384 |
|
22.112 |
0.271 |
1.23 |
|
3.70 |
| |  |
 |
 |
 |
|
 |
ST Engineering |
2.787 |
8/12/24 |
0.71 |
2.558 |
|
2.540 |
0.018 |
0.72 |
|
3.73 |
| |  |
 |
 |
 |
|
 |
OCBC |
9.070 |
8/12/24 |
0.29 |
8.742 |
|
8.691 |
0.052 |
0.59 |
|
4.50 |
| |  |
 |
 |
 |
|
 |
Emperador |
0.282 |
8/12/24 |
|
0.334 |
|
0.352 |
-0.017 |
-4.87 |
|
-0.91 |
| |  |
 |
 |
 |
S |
 |
Mapletree Industrial |
1.456 |
8/12/24 |
-0.89 |
1.541 |
|
1.625 |
-0.084 |
-5.14 |
|
1.29 |
| |  |
 |
 |
 |
L |
 |
Singapore Exchange |
6.407 |
8/12/24 |
-0.51 |
6.145 |
|
6.492 |
-0.347 |
-5.35 |
|
-2.10 |
| |  |
 |
 |
 |
L |
 |
United Overseas Bank |
19.209 |
8/12/24 |
0.58 |
19.295 |
|
20.433 |
-1.138 |
-5.57 |
|
2.88 |
| |  |
 |
 |
 |
L |
 |
SATS |
1.987 |
8/12/24 |
-0.98 |
1.790 |
|
1.898 |
-0.107 |
-5.66 |
|
2.13 |
| |  |
 |
 |
 |
|
 |
CapitaLand ICT |
1.377 |
8/12/24 |
0.96 |
1.285 |
|
1.365 |
-0.080 |
-5.85 |
|
0.55 |
| |  |
 |
 |
 |
S |
 |
CapitaLand Ascendas |
1.725 |
8/12/24 |
-0.75 |
1.797 |
|
1.966 |
-0.169 |
-8.60 |
|
-2.45 |
| |  |
 |
 |
 |
L |
 |
Singtel |
1.863 |
8/12/24 |
-2.74 |
1.554 |
|
1.714 |
-0.159 |
-9.29 |
|
-3.39 |
| |  |
 |
 |
 |
S |
 |
Genting |
0.521 |
8/12/24 |
-2.45 |
0.695 |
|
0.799 |
-0.104 |
-12.96 |
|
9.06 |
| |  |
 |
 |
 |
S |
 |
Mapletree Logistics |
0.826 |
8/12/24 |
-0.79 |
1.003 |
|
1.188 |
-0.184 |
-15.53 |
|
-7.82 |
| |  |
 |
 |
 |
S |
 |
UOL |
3.482 |
8/12/24 |
-0.19 |
4.033 |
|
4.868 |
-0.834 |
-17.14 |
|
-5.58 |
| |  |
 |
 |
 |
S |
 |
Frasers L&C Trust |
0.646 |
8/12/24 |
-1.50 |
0.721 |
|
0.887 |
-0.166 |
-18.71 |
|
-7.53 |
| |  |
 |
 |
 |
S |
 |
Jardine Matheson |
31.927 |
8/12/24 |
1.63 |
36.428 |
|
44.393 |
-7.965 |
-17.94 |
|
-9.89 |
| |  |
 |
 |
 |
S |
 |
City Developments |
3.410 |
8/12/24 |
0.97 |
4.007 |
|
5.025 |
-1.017 |
-20.25 |
|
-10.09 |
| |  |
 |
 |
 |
L |
 |
Jardine Cycle & Carr |
17.071 |
8/12/24 |
1.21 |
17.268 |
|
21.894 |
-4.626 |
-21.13 |
|
-15.63 |
| |  |
 |
 |
 |
S |
 |
Wilmar International |
1.994 |
8/12/24 |
-0.98 |
2.131 |
|
2.833 |
-0.702 |
-24.77 |
|
-13.55 |
| |  |
 |
 |
 |
|
 |
Venture Corporation |
9.037 |
8/12/24 |
-0.72 |
9.103 |
|
12.145 |
-3.042 |
-25.05 |
|
-3.17 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/19/24 |
⇓ Δwk |
4/10/23 |
prc diff |
Δ45 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Mapletree Pan Asia |
1.077 |
8/12/24 |
-0.81 |
1.244 |
|
1.647 |
-0.403 |
-24.46 |
|
-9.45 |
| |  |
 |
 |
 |
L |
 |
ThaiBev |
0.315 |
8/12/24 |
-4.00 |
0.334 |
|
0.447 |
-0.113 |
-25.20 |
|
-10.92 |
| |  |
 |
 |
 |
L |
 |
CapitaLand Invest |
1.653 |
8/12/24 |
0.80 |
1.889 |
|
2.581 |
-0.692 |
-26.81 |
|
-12.03 |
| |  |
 |
 |
 |
L |
 |
Seatrium |
0.918 |
8/12/24 |
-1.41 |
1.180 |
|
1.638 |
-0.458 |
-27.95 |
|
-25.63 |
| |  |
 |
 |
 |
L |
 |
Hongkong Land |
3.000 |
8/12/24 |
1.80 |
2.859 |
|
3.950 |
-1.091 |
-27.61 |
|
-12.93 |
| |  |
 |
 |
 |
L |
 |
DFI Retail |
1.641 |
8/12/24 |
5.68 |
1.818 |
|
2.812 |
-0.994 |
-35.36 |
|
-20.10 |
| STI - 30 out of 30 instruments rated - 2/19/24 / 4/10/23 - 7 did rise, Market-Ratio(45) in CHF = 23.33 % |
Technical Chart
Transactions Straits Times Index in Swiss Franc * 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 |
3,144 |
|
3.180 |
3.087 |
|
-0.093 |
-3 |
9,708 |
-11 |
|
| short |
5/29/06 |
9/04/06 |
98 |
 |
 |
 |
Noble Group |
100 |
19,868 |
|
0.489 |
0.556 |
0.422 |
-0.067 |
-14 |
8,378 |
-42 |
|
| long |
9/04/06 |
11/26/07 |
448 |
 |
 |
 |
Singapore Exchange |
100 |
2,624 |
|
3.193 |
10.783 |
|
7.590 |
238 |
28,294 |
170 |
|
| short |
11/26/07 |
8/17/09 |
630 |
 |
 |
 |
CapitaLand ICT |
100 |
11,490 |
|
2.462 |
1.136 |
5.337 |
2.874 |
117 |
61,317 |
57 |
|
| long |
8/17/09 |
2/07/11 |
539 |
 |
 |
 |
Yangzijiang Ship |
100 |
87,371 |
|
0.702 |
1.431 |
|
0.729 |
104 |
125,039 |
62 |
|
| short |
2/07/11 |
3/28/11 |
49 |
 |
 |
 |
Wilmar International |
100 |
31,786 |
|
3.934 |
3.991 |
3.877 |
-0.057 |
-1 |
123,223 |
-10 |
|
| long |
3/28/11 |
5/02/11 |
35 |
 |
 |
 |
Genting |
100 |
81,987 |
|
1.503 |
1.484 |
|
-0.019 |
-1 |
121,681 |
-12 |
|
| short |
5/02/11 |
7/02/12 |
427 |
 |
 |
 |
Wilmar International |
100 |
33,627 |
|
3.618 |
2.639 |
4.962 |
1.343 |
37 |
166,857 |
31 |
|
| long |
7/02/12 |
6/10/13 |
343 |
 |
 |
 |
ThaiBev |
100 |
654,652 |
|
0.255 |
0.472 |
|
0.217 |
85 |
309,080 |
93 |
|
| short |
6/10/13 |
12/05/16 |
1274 |
 |
 |
 |
Noble Group |
100 |
408,347 |
|
0.757 |
0.118 |
4.854 |
4.097 |
541 |
1,981,953 |
70 |
|
| long |
12/05/16 |
12/19/16 |
14 |
 |
 |
 |
Genting |
100 |
2,844,177 |
|
0.697 |
0.659 |
|
-0.038 |
-5 |
1,874,786 |
-77 |
|
| short |
12/19/16 |
5/08/17 |
140 |
 |
 |
 |
StarHub |
100 |
958,364 |
|
1.956 |
1.961 |
1.952 |
-0.004 |
0 |
1,870,535 |
-1 |
|
| long |
5/08/17 |
6/12/17 |
35 |
 |
 |
 |
Yangzijiang Ship |
100 |
2,081,547 |
|
0.899 |
0.851 |
|
-0.048 |
-5 |
1,770,373 |
-44 |
|
| short |
6/12/17 |
1/25/21 |
1323 |
 |
 |
 |
StarHub |
100 |
929,808 |
|
1.904 |
0.890 |
4.075 |
2.171 |
114 |
3,788,969 |
23 |
|
| long |
1/25/21 |
6/21/21 |
147 |
 |
 |
 |
Wilmar International |
100 |
1,024,318 |
|
3.699 |
3.109 |
|
-0.590 |
-16 |
3,185,094 |
-35 |
|
| short |
6/21/21 |
7/19/21 |
28 |
 |
 |
 |
Keppel DC REIT |
100 |
1,813,482 |
|
1.756 |
1.750 |
1.763 |
0.006 |
0 |
3,196,626 |
5 |
|
| long |
7/19/21 |
9/27/21 |
70 |
 |
 |
 |
Yangzijiang Ship |
100 |
3,492,069 |
|
0.915 |
0.958 |
|
0.042 |
5 |
3,344,835 |
27 |
|
| short |
9/27/21 |
8/12/24 |
1050 |
 |
 |
 |
DFI Retail |
100 |
1,050,416 |
|
3.184 |
1.681 |
6.033 |
2.849 |
89 |
6,337,055 |
25 |
|
| accum | 2/27/06 |
8/12/24 | 7338 |
days out of 7394 invested (99%) |
63,271 |
6,337,055 |
38 |
|
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 | 0.49 | 0.56 | 0.42 | -0.07 | -13.70 | | | |
| | short | 6/10/13 | 12/05/16 | 1274 | 0.76 | 0.12 | 4.85 | 4.10 | 541.24 | | | 453.39 |
| Singapore Exchange | long | 2/27/06 | 5/29/06 | 91 | 3.18 | 3.09 | | -0.09 | -2.92 | | | |
| | long | 9/04/06 | 11/26/07 | 448 | 3.19 | 10.78 | | 7.59 | 237.72 | | | 227.86 |
| CapitaLand ICT | short | 11/26/07 | 8/17/09 | 630 | 2.46 | 1.14 | 5.34 | 2.87 | 116.72 | | | 116.72 |
| StarHub | short | 12/19/16 | 5/08/17 | 140 | 1.96 | 1.96 | 1.95 | -0.00 | -0.23 | | | |
| | short | 6/12/17 | 1/25/21 | 1323 | 1.90 | 0.89 | 4.08 | 2.17 | 114.02 | | | 113.54 |
| Yangzijiang Ship | long | 8/17/09 | 2/07/11 | 539 | 0.70 | 1.43 | | 0.73 | 103.92 | | | |
| | long | 5/08/17 | 6/12/17 | 35 | 0.90 | 0.85 | | -0.05 | -5.35 | | | |
| | long | 7/19/21 | 9/27/21 | 70 | 0.92 | 0.96 | | 0.04 | 4.64 | | | 101.95 |
| DFI Retail | short | 9/27/21 | 8/12/24 | 1050 | 3.18 | 1.68 | 6.03 | 2.85 | 89.46 | | | 89.46 |
| ThaiBev | long | 7/02/12 | 6/10/13 | 343 | 0.25 | 0.47 | | 0.22 | 85.24 | | | 85.24 |
| Wilmar International | short | 2/07/11 | 3/28/11 | 49 | 3.93 | 3.99 | 3.88 | -0.06 | -1.45 | | | |
| | short | 5/02/11 | 7/02/12 | 427 | 3.62 | 2.64 | 4.96 | 1.34 | 37.13 | | | |
| | long | 1/25/21 | 6/21/21 | 147 | 3.70 | 3.11 | | -0.59 | -15.94 | | | 13.60 |
| Keppel DC REIT | short | 6/21/21 | 7/19/21 | 28 | 1.76 | 1.75 | 1.76 | 0.01 | 0.36 | | | 0.36 |
| Genting | long | 3/28/11 | 5/02/11 | 35 | 1.50 | 1.48 | | -0.02 | -1.25 | | | |
| | long | 12/05/16 | 12/19/16 | 14 | 0.70 | 0.66 | | -0.04 | -5.41 | | | -6.59 |
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 |
|
|