Share-o-matic - Assessment HSI (Hang Seng Index)

Assessment - Hang Seng Index - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	L	HSI	18,963.700	Fri	2.30	18,578.300	2.07	17,966.600	611.700	3.40	5.93
	L	China Hongqiao	11.680	Fri	0.69	11.520	1.39	6.990	4.530	64.81	69.08
	L	CNOOC	20.500	Fri	2.91	19.720	3.96	12.800	6.920	54.06	44.61
	L	Trip.com	420.800	Fri	2.63	419.200	0.38	268.800	150.400	55.95	43.04
	L	Hansoh Pharma	18.100	Fri	2.49	18.300	-1.09	14.860	3.440	23.15	42.94
	L	Xiaomi	19.400	Fri	1.25	18.100	7.18	15.540	2.560	16.47	40.31
	L	Zijin Mining HK	18.120	Fri	3.19	17.280	4.86	11.880	5.400	45.45	37.29
	L	Haier Smart Home	31.100	Fri	1.97	30.700	1.30	23.150	7.550	32.61	30.88
	L	Techtronic Inds	112.000	Fri	0.45	109.500	2.28	75.300	34.200	45.42	30.79
	L	WH Group	5.740	Fri	0.88	5.870	-2.21	4.750	1.120	23.58	29.62
	L	China Shenhua HK	36.500	Fri	6.10	33.550	8.79	23.800	9.750	40.97	28.00
	L	PetroChina	7.680	Fri	4.63	7.160	7.26	5.060	2.100	41.50	26.43
	L	Bank of China	3.740	Fri	3.31	3.550	5.35	2.820	0.730	25.89	20.36
	L	Tencent	371.000	Fri	0.32	370.200	0.22	312.600	57.600	18.43	19.24
	L	China Res Power	21.100	Fri	6.03	19.440	8.54	14.900	4.540	30.47	18.16
	L	Meituan	118.600	Fri	0.59	120.300	-1.41	117.200	3.100	2.65	18.09
	L	China Merchants B HK	37.850	Fri	4.56	36.050	4.99	31.150	4.900	15.73	15.14
	L	ANTA Sports Products	92.200	Fri	0.22	93.300	-1.18	93.000	0.300	0.32	14.24
	L	Haidilao Inter	19.900	Fri	4.85	19.300	3.11	17.480	1.820	10.41	14.12
	L	HSBC	68.000	Fri	0.44	69.200	-1.73	58.550	10.650	18.19	13.89
	L	Shenzhou Inter	86.200	Fri	1.17	83.300	3.48	85.350	-2.050	-2.40	13.46
	L	JD.com	126.600	Fri	0.72	127.500	-0.71	107.000	20.500	19.16	13.17
	L	China Constr Bk HK	5.640	Fri	6.82	5.220	8.05	4.560	0.660	14.47	12.60
	L	Bank of China (HK)	25.150	Fri	4.36	24.150	4.14	21.700	2.450	11.29	11.83
	L	ICBC	4.530	Fri	4.14	4.290	5.59	3.790	0.500	13.19	11.18
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	L	Hang Seng Bank	109.100	Fri	2.73	105.300	3.61	92.800	12.500	13.47	10.48
	L	Geely Auto	9.890	Fri	0.20	9.910	-0.20	9.800	0.110	1.12	9.97
	L	Sinopec	5.090	Fri	5.38	4.760	6.93	4.070	0.690	16.95	9.40
	L	China Unicom	6.230	Fri	3.83	5.900	5.59	4.870	1.030	21.15	8.87
	L	Henderson Land	24.800	Fri	2.69	24.300	2.06	22.050	2.250	10.20	8.62
		CK Infrastructure	47.000	Fri	3.07	44.700	5.15	37.800	6.900	18.25	7.73
	L	CSPC Pharmaceutical	6.860	Fri	1.48	6.780	1.18	7.130	-0.350	-4.91	6.88
		Power Assets	46.700	Fri	3.78	44.900	4.01	39.700	5.200	13.10	6.84
	L	China Mobile	74.000	Fri	4.82	69.650	6.25	62.350	7.300	11.71	6.77
	L	Nongfu Spring	46.000	Fri	-0.33	46.250	-0.54	44.800	1.450	3.24	6.52
		Orient Overseas	129.500	Fri	0.94	116.200	11.45	97.550	18.650	19.12	6.33
		Lenovo	10.120	Fri	-0.98	9.210	9.88	9.670	-0.460	-4.76	5.86
	L	ENN Energy	76.650	Fri	5.87	70.350	8.96	62.200	8.150	13.10	5.11
	L	China Ov Land & Inv	15.400	Fri	4.62	14.940	3.08	15.600	-0.660	-4.23	5.07
	L	Xinyi Glass	10.080	Fri	0.40	9.890	1.92	9.480	0.410	4.32	4.81
	L	China Res Land	32.100	Fri	7.18	29.650	8.26	30.250	-0.600	-1.98	4.61
		CLP	65.500	Fri	2.26	63.050	3.89	59.550	3.500	5.88	3.96
	L	HK & China Gas	6.280	Fri	2.45	6.170	1.78	5.660	0.510	9.01	2.96
	L	Xinyi Solar	5.770	Fri	-1.54	5.760	0.17	5.080	0.680	13.39	2.95
		NetEase	153.300	Fri	-0.45	160.700	-4.60	175.600	-14.900	-8.49	2.87
	L	China Life Ins HK	11.560	Fri	4.90	11.180	3.40	11.260	-0.080	-0.71	2.18
	L	Alibaba	77.950	Fri	1.50	79.500	-1.95	84.850	-5.350	-6.31	1.48
	L	China Res Mixc	29.400	Fri	2.62	29.750	-1.18	31.700	-1.950	-6.15	0.97
	L	BYD Company	223.400	Fri	-1.06	226.000	-1.15	249.200	-23.200	-9.31	0.77
	L	HK Exchgs & Clrg	285.800	Fri	7.61	269.400	6.09	294.800	-25.400	-8.62	-0.65
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	L	Citic Pacific	8.220	Fri	5.93	7.690	6.89	7.080	0.610	8.62	-1.82
	L	Longfor	12.560	Fri	5.37	12.480	0.64	12.660	-0.180	-1.42	-2.41
	L	Ping An	41.250	Fri	5.77	39.150	5.36	42.250	-3.100	-7.34	-2.71
	L	Hengan	28.550	Fri	2.51	26.800	6.53	27.100	-0.300	-1.11	-3.66
	L	Baidu	107.200	Fri	-0.19	110.700	-3.16	108.200	2.500	2.31	-4.42
	L	China Res Beer	38.150	Fri	-1.17	37.550	1.60	43.700	-6.150	-14.07	-4.83
		Sinopharm	21.500	Fri	3.61	20.250	6.17	19.420	0.830	4.27	-5.82
		AIA	64.200	Fri	2.23	62.500	2.72	72.550	-10.050	-13.85	-6.35
		CK Hutchison	41.150	Fri	3.91	39.200	4.97	41.050	-1.850	-4.51	-7.02
	L	Tingyi	9.750	Fri	4.28	9.210	5.86	10.420	-1.210	-11.61	-7.38
		Sino Biopharm	3.110	Fri	1.30	2.890	7.61	3.540	-0.650	-18.36	-9.65
	L	MTR	27.850	Fri	2.20	27.000	3.15	30.300	-3.300	-10.89	-9.97
	L	Sun Hung Kai	77.000	Fri	3.56	74.900	2.80	80.400	-5.500	-6.84	-10.25
		Chow Tai Fook Jwl	10.640	Fri	2.31	10.660	-0.19	11.880	-1.220	-10.27	-10.88
	S	Li Auto	105.500	Fri	-1.59	117.800	-10.44	155.700	-37.900	-24.34	-10.92
		Link REIT	35.400	Fri	1.72	34.600	2.31	39.500	-4.900	-12.41	-12.46
		CK Property	34.650	Fri	2.21	34.000	1.91	40.550	-6.550	-16.15	-12.91
		Hang Lung	8.120	Fri	3.31	8.890	-8.66	10.980	-2.090	-19.03	-13.14
		SMIC	16.260	Fri	1.50	16.000	1.63	24.350	-8.350	-34.29	-13.19
	S	Sands China	20.050	Fri		20.300	-1.23	22.550	-2.250	-9.98	-13.40
	L	Country Garden Svcs	6.000	Fri	4.90	5.820	3.09	7.390	-1.570	-21.24	-16.15
	L	Wharf REIC	25.350	Fri	2.22	24.400	3.89	28.500	-4.100	-14.39	-16.64
	S	Galaxy Entertainment	37.300	Fri	0.67	37.450	-0.40	46.000	-8.550	-18.59	-16.91
	L	Zhongsheng	15.020	Fri	-1.31	15.420	-2.59	19.940	-4.520	-22.67	-18.39
	L	Li Ning	22.300	Fri	1.59	21.350	4.45	27.400	-6.050	-22.08	-18.56
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	L	JD Health	29.500	Fri	-1.17	29.900	-1.34	38.750	-8.850	-22.84	-18.89
	L	Alibaba Health	3.170	Fri		3.180	-0.31	4.980	-1.800	-36.14	-22.00
	L	Budweiser Brewing	11.320	Fri	-1.05	11.420	-0.88	16.080	-4.660	-28.98	-23.42
	L	China Mengniu Dairy	16.960	Fri	0.59	17.340	-2.19	26.750	-9.410	-35.18	-24.08
	L	New World Dev	9.290	Fri	5.45	8.840	5.09	15.480	-6.640	-42.89	-30.73
		Sunny Optical	42.150	Fri	-1.75	41.050	2.68	72.450	-31.400	-43.34	-31.47
		WuXi AppTec HK	38.100	Fri	2.14	37.950	0.40	99.700	-61.750	-61.94	-40.08
		WuXi Biologics	14.660	Fri	0.55	14.860	-1.35	50.100	-35.240	-70.34	-47.45
HSI - 82 out of 82 instruments rated - 5/06/24 / 11/06/23 - 41 did rise, Market-Ratio(26) = 50.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI RS = 26 - B/S = 60/40

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

Transactions Hang Seng Index * 26 - 60/40 (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		3/10/08	798		- cash -
short	3/10/08	4/06/09	392		China Res Power	100	775	12.900	16.820	8.980	-3.920	-30	6,962	-29
long	4/06/09	5/03/10	392		China Res Land	100	525	13.260	13.600		0.340	3	7,141	2
short	5/03/10	7/26/10	84		Citic Pacific	100	469	15.200	15.600	14.800	-0.400	-3	6,953	-11
long	7/26/10	5/09/11	287		Galaxy Entertainment	100	1,393	4.990	13.660		8.670	174	19,030	260
short	5/09/11	2/06/12	273		China Life Ins HK	100	708	26.850	22.200	32.474	5.624	21	23,012	29
long	2/06/12	6/10/13	490		Sands China	100	813	28.300	40.450		12.150	43	32,890	30
short	6/10/13	12/09/13	182		Sinopec	100	5,780	5.690	6.630	4.750	-0.940	-17	27,457	-30
long	12/09/13	2/03/14	56		Galaxy Entertainment	100	429	63.950	76.300		12.350	19	32,755	216
short	2/03/14	7/28/14	175		Belle International	100	3,908	8.380	9.430	7.330	-1.050	-13	28,652	-24
long	7/28/14	7/27/15	364		Tencent	100	222	128.900	145.600		16.700	13	32,359	13
short	7/27/15	7/11/16	350		China Shenhua HK	100	2,228	14.520	14.140	14.910	0.390	3	33,228	3
long	7/11/16	7/02/18	721		AAC Technologies	100	507	65.500	110.500		45.000	69	56,043	30
short	7/02/18	2/04/19	217		WH Group	100	8,770	6.390	7.010	5.770	-0.620	-10	50,606	-16
long	2/04/19	8/05/19	182		Lenovo	100	8,665	5.840	5.870		0.030	1	50,866	1
short	8/05/19	9/21/20	413		AAC Technologies	100	1,322	38.450	43.650	33.250	-5.200	-14	43,991	-12
long	9/21/20	10/05/20	14		HK Exchgs & Clrg	100	119	367.000	366.000		-1.000	0	43,872	-7
short	10/05/20	11/23/20	49		Citic Pacific	100	7,834	5.600	6.120	5.080	-0.520	-9	39,799	-52
long	11/23/20	8/23/21	273		Geely Auto	100	1,700	23.400	25.600		2.200	9	43,539	13
short	8/23/21	3/28/22	217		Sands China	100	1,974	22.050	17.920	27.132	5.082	23	53,570	42
long	3/28/22	7/11/22	105		China Shenhua HK	100	2,195	24.400	21.850		-2.550	-10	47,973	-32
short	7/11/22	2/20/23	224		AAC Technologies	100	2,903	16.520	18.380	14.660	-1.860	-11	42,573	-18
long	2/20/23	6/12/23	112		China Unicom	100	7,083	6.010	5.910		-0.100	-2	41,865	-5
short	6/12/23	5/10/24	333		Orient Overseas	100	416	100.500	129.500	71.500	-29.000	-29	29,801	-31
accum	3/10/08	5/10/24	5906	days out of 6704 invested (88%)							198		29,801	7

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Galaxy Entertainment	long	7/26/10	5/09/11	287	4.99	13.66		8.67	173.75
	long	12/09/13	2/03/14	56	63.95	76.30		12.35	19.31	226.61
Sands China	long	2/06/12	6/10/13	490	28.30	40.45		12.15	42.93
	short	8/23/21	3/28/22	217	22.05	17.92	27.13	5.08	23.05	75.87
AAC Technologies	long	7/11/16	7/02/18	721	65.50	110.50		45.00	68.70
	short	8/05/19	9/21/20	413	38.45	43.65	33.25	-5.20	-13.52
	short	7/11/22	2/20/23	224	16.52	18.38	14.66	-1.86	-11.26	29.46
China Life Ins HK	short	5/09/11	2/06/12	273	26.85	22.20	32.47	5.62	20.95	20.95
Tencent	long	7/28/14	7/27/15	364	128.90	145.60		16.70	12.96	12.96
Geely Auto	long	11/23/20	8/23/21	273	23.40	25.60		2.20	9.40	9.40
China Res Land	long	4/06/09	5/03/10	392	13.26	13.60		0.34	2.56	2.56
Lenovo	long	2/04/19	8/05/19	182	5.84	5.87		0.03	0.51	0.51
HK Exchgs & Clrg	long	9/21/20	10/05/20	14	367.00	366.00		-1.00	-0.27	-0.27
China Unicom	long	2/20/23	6/12/23	112	6.01	5.91		-0.10	-1.66	-1.66
China Shenhua HK	short	7/27/15	7/11/16	350	14.52	14.14	14.91	0.39	2.69
	long	3/28/22	7/11/22	105	24.40	21.85		-2.55	-10.45	-8.04
WH Group	short	7/02/18	2/04/19	217	6.39	7.01	5.77	-0.62	-9.70	-9.70
Citic Pacific	short	5/03/10	7/26/10	84	15.20	15.60	14.80	-0.40	-2.63
	short	10/05/20	11/23/20	49	5.60	6.12	5.08	-0.52	-9.29	-11.67
Belle International	short	2/03/14	7/28/14	175	8.38	9.43	7.33	-1.05	-12.53	-12.53
Sinopec	short	6/10/13	12/09/13	182	5.69	6.63	4.75	-0.94	-16.52	-16.52
Orient Overseas	short	6/12/23	5/10/24	333	100.50	129.50	71.50	-29.00	-28.86	-28.86
China Res Power	short	3/10/08	4/06/09	392	12.90	16.82	8.98	-3.92	-30.39	-30.39

Annotations

5/23/18	HSI	index adaption removed: Cathay Pacific Airways, Kunlun Energy, The Wharf added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC
7/19/17	HSI	Belle drops out due to acquisition by Hillhouse Capital and CDH Investments
4/01/17	HSI	machine learning processed for all techniques
3/06/17	HSI	Geely Auto replaces Li & Fung
12/28/16	HSI	AAC Technologies and CKI replacen China Res Enterprises and Tingyi
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
7/27/15	Ping An HK	forward stock split 10:20 (twenty for ten)
6/08/15	HSI	CK Property and The Link REIT replace Costco and Hutchison Whampoa.
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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