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 (2)

													⇐
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	50	387	12.900	16.820	8.980	-3.920	-30	8,483	-29
					China Mengniu Dairy	50	539	9.290	5.500	15.692	6.402	69	11,933	63
100							19						18
long	4/06/09	5/03/10	392		China Res Land	50	449	13.260	13.600		0.340	3	12,086	2
					Hengan	50	199	30.000	55.300		25.300	84	17,121	77
100							44						40
short	5/03/10	7/26/10	84		China Res Land	50	629	13.600	16.480	10.720	-2.880	-21	15,309	-64
					Citic Pacific	50	563	15.200	15.600	14.800	-0.400	-3	15,084	-11
100							-12						-42
long	7/26/10	5/09/11	287		Belle International	50	629	11.980	15.080		3.100	26	17,034	34
					Galaxy Entertainment	50	1,512	4.990	13.660		8.670	174	30,143	260
100							100						141
short	5/09/11	2/06/12	273		China Life Ins HK	50	561	26.850	22.200	32.474	5.624	21	33,298	29
					China Res Land	50	1,137	13.260	14.840	11.680	-1.580	-12	31,502	-16
100							5						6
long	2/06/12	6/10/13	490		Sands China	50	556	28.300	40.450		12.150	43	38,257	30
					Galaxy Entertainment	50	858	18.360	41.450		23.090	126	58,068	83
100							84						58
short	6/10/13	12/09/13	182		Sino Land	50	2,634	11.020	10.380	11.700	0.680	6	59,858	13
					Sinopec	50	5,103	5.690	6.630	4.750	-0.940	-17	55,061	-30
100							-5						-10
long	12/09/13	2/03/14	56		Sands China	50	437	62.900	59.850		-3.050	-5	53,728	-28
					Galaxy Entertainment	50	431	63.950	76.300		12.350	19	59,051	216
100							7						58
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/03/14	7/28/14	175		The Wharf	50	1,478	19.966	22.961	16.971	-2.995	-15	54,625	-29
					Belle International	50	3,525	8.380	9.430	7.330	-1.050	-13	50,924	-24
100							-14						-27
long	7/28/14	7/27/15	364		Citic Pacific	50	1,704	14.940	13.520		-1.420	-10	48,504	-10
					Tencent	50	197	128.900	145.600		16.700	13	51,794	13
100							2						2
short	7/27/15	7/11/16	350		China Shenhua HK	50	1,783	14.520	14.140	14.910	0.390	3	52,490	3
					Kunlun Energy	50	3,815	6.790	6.250	7.377	0.587	9	54,728	9
100							6						6
long	7/11/16	7/02/18	721		AAC Technologies	50	417	65.500	110.500		45.000	69	73,493	30
					Geely Auto	50	6,202	4.420	20.350		15.930	360	172,291	117
100							215						79
short	7/02/18	2/04/19	217		China Merchants	50	5,404	15.940	16.040	15.840	-0.100	-1	171,750	-1
					WH Group	50	13,482	6.390	7.010	5.770	-0.620	-10	163,392	-16
100							-5						-9
long	2/04/19	8/05/19	182		Link REIT	50	942	86.700	90.650		3.950	5	167,112	9
					Lenovo	50	13,993	5.840	5.870		0.030	1	167,532	1
100							3						5
short	8/05/19	9/21/20	413		Sinopec	50	17,487	4.790	3.290	6.974	2.184	46	205,722	39
					AAC Technologies	50	2,178	38.450	43.650	33.250	-5.200	-14	194,396	-12
100							16						14
long	9/21/20	10/05/20	14		HK Exchgs & Clrg	50	264	367.000	366.000		-1.000	0	194,132	-7
					Tencent	50	188	516.500	525.000		8.500	2	195,730	53
100							1						20
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/05/20	11/23/20	49		Citic Pacific	50	17,475	5.600	6.120	5.080	-0.520	-9	186,643	-52
					Swire Pacific	50	2,623	37.300	45.000	29.600	-7.700	-21	166,446	-82
100							-15						-70
long	11/23/20	8/23/21	273		Tencent	50	142	586.000	433.800		-152.200	-26	144,834	-33
					Geely Auto	50	3,557	23.400	25.600		2.200	9	152,659	13
100							-8						-11
short	8/23/21	3/28/22	217		Sands China	50	3,461	22.050	17.920	27.132	5.082	23	170,247	42
					Galaxy Entertainment	50	1,741	43.850	45.650	42.050	-1.800	-4	167,114	-7
100							9						16
long	3/28/22	7/11/22	105		China Shenhua HK	50	3,424	24.400	21.850		-2.550	-10	158,382	-32
					CNOOC	50	7,854	10.640	9.840		-0.800	-8	152,099	-24
100							-9						-28
short	7/11/22	2/20/23	224		Country Garden	50	18,325	4.150	2.660	6.475	2.325	56	194,698	106
					AAC Technologies	50	4,603	16.520	18.380	14.660	-1.860	-11	186,136	-18
100							22						39
long	2/20/23	6/12/23	112		China Unicom	50	15,485	6.010	5.910		-0.100	-2	184,588	-5
					Sands China	50	3,347	27.800	27.650		-0.150	-1	184,085	-2
100							-1						-4
short	6/12/23	5/10/24	333		Country Garden Svcs	50	9,297	9.900	6.000	16.335	6.435	65	243,912	73
					Orient Overseas	50	915	100.500	129.500	71.500	-29.000	-29	217,377	-31
100							18						20
accum	3/10/08	5/10/24	5907	days out of 6705 invested (88%)							2,074		217,377	21

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Galaxy Entertainment	long	7/26/10	5/09/11	287	4.99	13.66		8.67	173.75	50	86.87
	long	2/06/12	6/10/13	490	18.36	41.45		23.09	125.76		62.88
	long	12/09/13	2/03/14	56	63.95	76.30		12.35	19.31		9.66
	short	8/23/21	3/28/22	217	43.85	45.65	42.05	-1.80	-4.10		-2.05	226.92
Geely Auto	long	7/11/16	7/02/18	721	4.42	20.35		15.93	360.41		180.20
	long	11/23/20	8/23/21	273	23.40	25.60		2.20	9.40		4.70	193.38
Hengan	long	4/06/09	5/03/10	392	30.00	55.30		25.30	84.33		42.17	42.17
China Mengniu Dairy	short	3/10/08	4/06/09	392	9.29	5.50	15.69	6.40	68.91		34.45	34.45
Country Garden Svcs	short	6/12/23	5/10/24	333	9.90	6.00	16.34	6.44	65.00		32.50	32.50
Sands China	long	2/06/12	6/10/13	490	28.30	40.45		12.15	42.93		21.47
	long	12/09/13	2/03/14	56	62.90	59.85		-3.05	-4.85		-2.42
	short	8/23/21	3/28/22	217	22.05	17.92	27.13	5.08	23.05		11.52
	long	2/20/23	6/12/23	112	27.80	27.65		-0.15	-0.54		-0.27	31.82
Country Garden	short	7/11/22	2/20/23	224	4.15	2.66	6.47	2.32	56.01		28.01	28.01
AAC Technologies	long	7/11/16	7/02/18	721	65.50	110.50		45.00	68.70		34.35
	short	8/05/19	9/21/20	413	38.45	43.65	33.25	-5.20	-13.52		-6.76
	short	7/11/22	2/20/23	224	16.52	18.38	14.66	-1.86	-11.26		-5.63	18.21
Sinopec	short	6/10/13	12/09/13	182	5.69	6.63	4.75	-0.94	-16.52		-8.26
	short	8/05/19	9/21/20	413	4.79	3.29	6.97	2.18	45.59		22.80	12.65
China Life Ins HK	short	5/09/11	2/06/12	273	26.85	22.20	32.47	5.62	20.95		10.47	10.47
Belle International	long	7/26/10	5/09/11	287	11.98	15.08		3.10	25.88		12.94
	short	2/03/14	7/28/14	175	8.38	9.43	7.33	-1.05	-12.53		-6.26	5.86
Kunlun Energy	short	7/27/15	7/11/16	350	6.79	6.25	7.38	0.59	8.64		4.32	4.32
Sino Land	short	6/10/13	12/09/13	182	11.02	10.38	11.70	0.68	6.17		3.08	3.08
Link REIT	long	2/04/19	8/05/19	182	86.70	90.65		3.95	4.56		2.28	2.28
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Lenovo	long	2/04/19	8/05/19	182	5.84	5.87		0.03	0.51		0.26	0.26
HK Exchgs & Clrg	long	9/21/20	10/05/20	14	367.00	366.00		-1.00	-0.27		-0.14	-0.14
China Merchants	short	7/02/18	2/04/19	217	15.94	16.04	15.84	-0.10	-0.63		-0.31	-0.31
China Unicom	long	2/20/23	6/12/23	112	6.01	5.91		-0.10	-1.66		-0.83	-0.83
CNOOC	long	3/28/22	7/11/22	105	10.64	9.84		-0.80	-7.52		-3.76	-3.76
China Shenhua HK	short	7/27/15	7/11/16	350	14.52	14.14	14.91	0.39	2.69		1.34
	long	3/28/22	7/11/22	105	24.40	21.85		-2.55	-10.45		-5.23	-3.95
WH Group	short	7/02/18	2/04/19	217	6.39	7.01	5.77	-0.62	-9.70		-4.85	-4.85
Tencent	long	7/28/14	7/27/15	364	128.90	145.60		16.70	12.96		6.48
	long	9/21/20	10/05/20	14	516.50	525.00		8.50	1.65		0.82
	long	11/23/20	8/23/21	273	586.00	433.80		-152.20	-25.97		-12.99	-6.59
The Wharf	short	2/03/14	7/28/14	175	19.97	22.96	16.97	-2.99	-15.00		-7.50	-7.50
Swire Pacific	short	10/05/20	11/23/20	49	37.30	45.00	29.60	-7.70	-20.64		-10.32	-10.32
Citic Pacific	short	5/03/10	7/26/10	84	15.20	15.60	14.80	-0.40	-2.63		-1.32
	long	7/28/14	7/27/15	364	14.94	13.52		-1.42	-9.50		-4.75
	short	10/05/20	11/23/20	49	5.60	6.12	5.08	-0.52	-9.29		-4.64	-10.37
Orient Overseas	short	6/12/23	5/10/24	333	100.50	129.50	71.50	-29.00	-28.86		-14.43	-14.43
China Res Land	long	4/06/09	5/03/10	392	13.26	13.60		0.34	2.56		1.28
	short	5/03/10	7/26/10	84	13.60	16.48	10.72	-2.88	-21.18		-10.59
	short	5/09/11	2/06/12	273	13.26	14.84	11.68	-1.58	-11.92		-5.96	-14.84
China Res Power	short	3/10/08	4/06/09	392	12.90	16.82	8.98	-3.92	-30.39		-15.19	-15.19

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


	is taking down something concerning