Share-o-matic - Assessment HSI-C&I (Hang Seng Commerce & Industry)

Assessment - Hang Seng Commerce & Industry - 5/06/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	1/08/24	prc diff	⇓ Δ17	∅-RS
	L	HSI-CI	10,451.200	08:08	1.39	10,337.400	1.10	8,752.130	1,585.270	18.11	7.32
	L	China Hongqiao	11.680	08:08	0.69	11.520	1.39	5.800	5.720	98.62	69.08
	L	CNOOC	20.500	08:08	2.91	19.720	3.96	13.680	6.040	44.15	44.61
	L	Trip.com	420.800	08:08	2.63	419.200	0.38	289.800	129.400	44.65	43.04
	L	Hansoh Pharma	18.100	08:08	2.49	18.300	-1.09	13.460	4.840	35.96	42.94
	L	Xiaomi	19.400	08:08	1.25	18.100	7.18	14.360	3.740	26.04	40.31
	L	Zijin Mining HK	18.120	08:08	3.19	17.280	4.86	12.460	4.820	38.68	37.29
	L	Haier Smart Home	31.100	08:08	1.97	30.700	1.30	21.550	9.150	42.46	30.88
	L	Techtronic Inds	112.000	08:08	0.45	109.500	2.28	85.150	24.350	28.60	30.79
	L	WH Group	5.740	08:08	0.88	5.870	-2.21	4.870	1.000	20.53	29.62
	L	China Shenhua HK	36.500	08:08	6.10	33.550	8.79	28.200	5.350	18.97	28.00
	L	PetroChina	7.680	08:08	4.63	7.160	7.26	5.420	1.740	32.10	26.43
	L	Tencent	371.000	08:08	0.32	370.200	0.22	288.000	82.200	28.54	19.24
	L	Meituan	118.600	08:08	0.59	120.300	-1.41	73.950	46.350	62.68	18.09
	L	ANTA Sports Products	92.200	08:08	0.22	93.300	-1.18	69.600	23.700	34.05	14.24
	L	Haidilao Inter	19.900	08:08	4.85	19.300	3.11	13.220	6.080	45.99	14.12
	L	Shenzhou Inter	86.200	08:08	1.17	83.300	3.48	73.800	9.500	12.87	13.46
	L	JD.com	126.600	08:08	0.72	127.500	-0.71	101.200	26.300	25.99	13.17
	L	Geely Auto	9.890	08:08	0.20	9.910	-0.20	8.130	1.780	21.89	9.97
	L	Sinopec	5.090	08:08	5.38	4.760	6.93	4.030	0.730	18.11	9.40
	L	China Unicom	6.230	08:08	3.83	5.900	5.59	4.770	1.130	23.69	8.87
	L	CSPC Pharmaceutical	6.860	08:08	1.48	6.780	1.18	6.950	-0.170	-2.45	6.88
	L	China Mobile	74.000	08:08	4.82	69.650	6.25	65.400	4.250	6.50	6.77
	L	Nongfu Spring	46.000	08:08	-0.33	46.250	-0.54	41.250	5.000	12.12	6.52
		Orient Overseas	129.500	08:08	0.94	116.200	11.45	116.700	-0.500	-0.43	6.33
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	1/08/24	prc diff	⇓ Δ17	∅-RS
		Lenovo	10.120	08:08	-0.98	9.210	9.88	10.160	-0.950	-9.35	5.86
	L	Xinyi Glass	10.080	08:08	0.40	9.890	1.92	7.930	1.960	24.72	4.81
	L	Xinyi Solar	5.770	08:08	-1.54	5.760	0.17	4.060	1.700	41.87	2.95
		NetEase	153.300	08:08	-0.45	160.700	-4.60	140.800	19.900	14.13	2.87
	L	Alibaba	77.950	08:08	1.50	79.500	-1.95	70.350	9.150	13.01	1.48
	L	BYD Company	223.400	08:08	-1.06	226.000	-1.15	204.800	21.200	10.35	0.77
	L	Citic Pacific	8.220	08:08	5.93	7.690	6.89	7.480	0.210	2.81	-1.82
	L	Hengan	28.550	08:08	2.51	26.800	6.53	28.250	-1.450	-5.13	-3.66
	L	Baidu	107.200	08:08	-0.19	110.700	-3.16	113.000	-2.300	-2.04	-4.42
	L	China Res Beer	38.150	08:08	-1.17	37.550	1.60	29.900	7.650	25.59	-4.83
		Sinopharm	21.500	08:08	3.61	20.250	6.17	19.520	0.730	3.74	-5.82
		CK Hutchison	41.150	08:08	3.91	39.200	4.97	40.650	-1.450	-3.57	-7.02
	L	Tingyi	9.750	08:08	4.28	9.210	5.86	9.040	0.170	1.88	-7.38
		Sino Biopharm	3.110	08:08	1.30	2.890	7.61	3.240	-0.350	-10.80	-9.65
	L	MTR	27.850	08:08	2.20	27.000	3.15	27.950	-0.950	-3.40	-9.97
		Chow Tai Fook Jwl	10.640	08:08	2.31	10.660	-0.19	10.800	-0.140	-1.30	-10.88
	S	Li Auto	105.500	08:08	-1.59	117.800	-10.44	131.600	-13.800	-10.49	-10.92
		SMIC	16.260	08:08	1.50	16.000	1.63	17.820	-1.820	-10.21	-13.19
	S	Sands China	20.050	08:08		20.300	-1.23	22.550	-2.250	-9.98	-13.40
	S	Galaxy Entertainment	37.300	08:08	0.67	37.450	-0.40	41.450	-4.000	-9.65	-16.91
	L	Zhongsheng	15.020	08:08	-1.31	15.420	-2.59	15.380	0.040	0.26	-18.39
	L	Li Ning	22.300	08:08	1.59	21.350	4.45	18.000	3.350	18.61	-18.56
	L	JD Health	29.500	08:08	-1.17	29.900	-1.34	32.900	-3.000	-9.12	-18.89
	L	Alibaba Health	3.170	08:08		3.180	-0.31	3.720	-0.540	-14.52	-22.00
	L	Budweiser Brewing	11.320	08:08	-1.05	11.420	-0.88	13.560	-2.140	-15.78	-23.42
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	1/08/24	prc diff	⇓ Δ17	∅-RS
	L	China Mengniu Dairy	16.960	08:08	0.59	17.340	-2.19	18.880	-1.540	-8.16	-24.08
		Sunny Optical	42.150	08:08	-1.75	41.050	2.68	61.600	-20.550	-33.36	-31.47
		WuXi AppTec HK	38.100	08:08	2.14	37.950	0.40	72.150	-34.200	-47.40	-40.08
		WuXi Biologics	14.660	08:08	0.55	14.860	-1.35	26.350	-11.490	-43.61	-47.45
HSI-C&I - 53 out of 53 instruments rated - 5/06/24 / 1/08/24 - 33 did rise, Market-Ratio(17) = 62.26 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37

1/06/20	scale up chart	5/06/24

Transactions Hang Seng Commerce & Industry * A17 - 69/37 (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		1/09/06	7		- cash -
long	1/09/06	1/21/08	742		Tingyi	100	2,369	4.220	12.100		7.880	187	28,668	68
short	1/21/08	2/16/09	392		Galaxy Entertainment	100	4,691	6.110	1.210	30.853	24.743	405	144,737	352
long	2/16/09	5/10/10	448		Hengan	100	5,087	28.450	55.850		27.400	96	284,121	73
short	5/10/10	6/21/10	42		Citic Pacific	100	18,236	15.580	15.160	16.012	0.432	3	291,992	27
long	6/21/10	8/09/10	49		Galaxy Entertainment	100	67,747	4.310	5.470		1.160	27	370,578	490
short	8/09/10	8/30/10	21		Citic Pacific	100	23,306	15.900	15.920	15.880	-0.020	0	370,112	-2
long	8/30/10	8/08/11	343		Galaxy Entertainment	100	59,695	6.200	19.600		13.400	216	1,170,025	240
short	8/08/11	1/16/12	161		Li & Fung	100	91,265	12.820	17.160	8.480	-4.340	-34	773,935	-61
long	1/16/12	5/21/12	126		Sands China	100	30,590	25.300	25.950		0.650	3	793,818	8
short	5/21/12	9/17/12	119		Citic Pacific	100	67,501	11.760	9.760	14.170	2.410	20	956,482	77
long	9/17/12	4/08/13	203		Galaxy Entertainment	100	38,645	24.750	30.450		5.700	23	1,176,759	45
short	4/08/13	9/30/13	175		Li & Fung	100	111,859	10.520	11.280	9.760	-0.760	-7	1,091,746	-14
long	9/30/13	2/03/14	126		Galaxy Entertainment	100	20,068	54.400	76.300		21.900	40	1,531,235	166
short	2/03/14	5/26/14	112		Belle International	100	182,724	8.380	8.240	8.522	0.142	2	1,557,255	6
long	5/26/14	10/06/14	133		Tencent	100	14,472	107.600	119.700		12.100	11	1,732,366	34
short	10/06/14	4/13/15	189		Galaxy Entertainment	100	35,829	48.350	39.500	59.183	10.833	22	2,120,495	48
long	4/13/15	7/06/15	84		Tencent	100	12,436	170.500	146.500		-24.000	-14	1,822,031	-48
short	7/06/15	5/09/16	308		Sands China	100	62,828	29.000	27.250	30.862	1.862	6	1,939,042	8
long	5/09/16	12/26/16	231		MTR	100	50,364	38.500	37.300		-1.200	-3	1,878,605	-5
short	12/26/16	2/27/17	63		Hengan	100	34,094	55.100	67.300	42.900	-12.200	-22	1,462,658	-77
long	2/27/17	3/05/18	371		Galaxy Entertainment	100	39,424	37.100	65.850		28.750	77	2,596,098	76
short	3/05/18	6/11/18	98		China Merchants	100	146,341	17.740	17.460	18.025	0.285	2	2,637,732	6
long	6/11/18	7/09/18	28		Sunny Optical	100	15,543	169.700	145.100		-24.600	-14	2,255,374	-87
short	7/09/18	2/11/19	217		WH Group	100	352,402	6.400	7.390	5.410	-0.990	-15	1,906,496	-25
long	2/11/19	5/27/19	105		Lenovo	100	332,721	5.730	5.700		-0.030	-1	1,896,515	-2
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/27/19	12/23/19	210		AAC Technologies	100	44,834	42.300	65.450	19.150	-23.150	-55	858,607	-75
long	12/23/19	2/24/20	63		Sunny Optical	100	6,226	137.900	128.000		-9.900	-7	796,970	-35
short	2/24/20	7/13/20	140		PetroChina	100	247,506	3.220	2.770	3.743	0.523	16	926,440	48
long	7/13/20	8/10/20	28		Geely Auto	100	48,606	19.060	16.760		-2.300	-12	814,647	-81
short	8/10/20	1/18/21	161		Swire Pacific	100	20,942	38.900	49.000	28.800	-10.100	-26	603,132	-49
long	1/18/21	6/28/21	161		Geely Auto	100	18,847	32.000	25.500		-6.500	-20	480,627	-40
short	6/28/21	1/17/22	203		China Unicom	100	111,514	4.310	4.060	4.575	0.265	6	510,223	11
long	1/17/22	5/09/22	112		Want Want China	100	67,223	7.590	6.950		-0.640	-8	467,200	-25
short	5/09/22	1/09/23	245		Sunny Optical	100	4,667	100.100	93.300	107.396	7.296	7	501,249	11
long	1/09/23	5/08/23	119		Sands China	100	17,901	28.000	26.100		-1.900	-7	467,237	-19
short	5/08/23	5/10/24	368		JD.com	100	3,349	139.500	126.600	153.715	14.215	10	514,841	10
accum	1/09/06	5/10/24	6696	days out of 6703 invested (100%)							5,048		514,841	24

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Galaxy Entertainment	short	1/21/08	2/16/09	392	6.11	1.21	30.85	24.74	404.96
	long	6/21/10	8/09/10	49	4.31	5.47		1.16	26.91
	long	8/30/10	8/08/11	343	6.20	19.60		13.40	216.13
	long	9/17/12	4/08/13	203	24.75	30.45		5.70	23.03
	long	9/30/13	2/03/14	126	54.40	76.30		21.90	40.26
	short	10/06/14	4/13/15	189	48.35	39.50	59.18	10.83	22.40
	long	2/27/17	3/05/18	371	37.10	65.85		28.75	77.49	7,495.38
Tingyi	long	1/09/06	1/21/08	742	4.22	12.10		7.88	186.73	186.73
Hengan	long	2/16/09	5/10/10	448	28.45	55.85		27.40	96.31
	short	12/26/16	2/27/17	63	55.10	67.30	42.90	-12.20	-22.14	52.84
Citic Pacific	short	5/10/10	6/21/10	42	15.58	15.16	16.01	0.43	2.77
	short	8/09/10	8/30/10	21	15.90	15.92	15.88	-0.02	-0.13
	short	5/21/12	9/17/12	119	11.76	9.76	14.17	2.41	20.49	23.67
PetroChina	short	2/24/20	7/13/20	140	3.22	2.77	3.74	0.52	16.25	16.25
JD.com	short	5/08/23	5/10/24	368	139.50	126.60	153.71	14.21	10.19	10.19
China Unicom	short	6/28/21	1/17/22	203	4.31	4.06	4.58	0.27	6.16	6.16
Sands China	long	1/16/12	5/21/12	126	25.30	25.95		0.65	2.57
	short	7/06/15	5/09/16	308	29.00	27.25	30.86	1.86	6.42
	long	1/09/23	5/08/23	119	28.00	26.10		-1.90	-6.79	1.75
Belle International	short	2/03/14	5/26/14	112	8.38	8.24	8.52	0.14	1.70	1.70
China Merchants	short	3/05/18	6/11/18	98	17.74	17.46	18.02	0.28	1.60	1.60
Lenovo	long	2/11/19	5/27/19	105	5.73	5.70		-0.03	-0.52	-0.52
MTR	long	5/09/16	12/26/16	231	38.50	37.30		-1.20	-3.12	-3.12
Tencent	long	5/26/14	10/06/14	133	107.60	119.70		12.10	11.25
	long	4/13/15	7/06/15	84	170.50	146.50		-24.00	-14.08	-4.41
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Want Want China	long	1/17/22	5/09/22	112	7.59	6.95		-0.64	-8.43	-8.43
Sunny Optical	long	6/11/18	7/09/18	28	169.70	145.10		-24.60	-14.50
	long	12/23/19	2/24/20	63	137.90	128.00		-9.90	-7.18
	short	5/09/22	1/09/23	245	100.10	93.30	107.40	7.30	7.29	-14.85
WH Group	short	7/09/18	2/11/19	217	6.40	7.39	5.41	-0.99	-15.47	-15.47
Swire Pacific	short	8/10/20	1/18/21	161	38.90	49.00	28.80	-10.10	-25.96	-25.96
Geely Auto	long	7/13/20	8/10/20	28	19.06	16.76		-2.30	-12.07
	long	1/18/21	6/28/21	161	32.00	25.50		-6.50	-20.31	-29.93
Li & Fung	short	8/08/11	1/16/12	161	12.82	17.16	8.48	-4.34	-33.85
	short	4/08/13	9/30/13	175	10.52	11.28	9.76	-0.76	-7.22	-38.63
AAC Technologies	short	5/27/19	12/23/19	210	42.30	65.45	19.15	-23.15	-54.73	-54.73

Annotations

3/01/24	HSI-C&I	Component update: JD Health, Li Auto, Sinopharm, Trip.com, WuXi AppTec and Zijin Mining added
3/06/17	HSI-C&I	Geely Auto replaces Li & Fung
12/28/16	HSI-C&I	AAC Technologies joins, China Res Enterprises and Tingyi retire
10/13/15	China Mengniu Dairy	forward stock split 1:2 (two for one)
9/18/15	China Res Enterprise	ex special dividend HKD 12.30
6/01/15	CK Hutchison	name change (before Cheung Kong Holdings Ltd) after Merger with Hutchison Whampoa
5/27/15	CK Hutchison	spin-off CK Property


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