| |
| |
Assessment - Hang Seng Index - 5/06/24 - RS = 14
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
1/29/24 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| | |
|
|
|
L |
|
HSI |
18,963.700 |
Fri |
2.30 |
18,578.300 |
2.07 |
16,077.200 |
2,501.100 |
15.56 |
|
5.93 |
| | |
|
|
|
L |
|
China Hongqiao |
11.680 |
Fri |
0.69 |
11.520 |
1.39 |
5.850 |
5.670 |
96.92 |
|
69.08 |
| | |
|
|
|
L |
|
CNOOC |
20.500 |
Fri |
2.91 |
19.720 |
3.96 |
14.700 |
5.020 |
34.15 |
|
44.61 |
| | |
|
|
|
L |
|
Trip.com |
420.800 |
Fri |
2.63 |
419.200 |
0.38 |
298.600 |
120.600 |
40.39 |
|
43.04 |
| | |
|
|
|
L |
|
Hansoh Pharma |
18.100 |
Fri |
2.49 |
18.300 |
-1.09 |
12.060 |
6.240 |
51.74 |
|
42.94 |
| | |
|
|
|
L |
|
Xiaomi |
19.400 |
Fri |
1.25 |
18.100 |
7.18 |
13.300 |
4.800 |
36.09 |
|
40.31 |
| | |
|
|
|
L |
|
Zijin Mining HK |
18.120 |
Fri |
3.19 |
17.280 |
4.86 |
12.100 |
5.180 |
42.81 |
|
37.29 |
| | |
|
|
|
L |
|
Haier Smart Home |
31.100 |
Fri |
1.97 |
30.700 |
1.30 |
22.700 |
8.000 |
35.24 |
|
30.88 |
| | |
|
|
|
L |
|
Techtronic Inds |
112.000 |
Fri |
0.45 |
109.500 |
2.28 |
88.700 |
20.800 |
23.45 |
|
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 |
29.800 |
3.750 |
12.58 |
|
28.00 |
| | |
|
|
|
L |
|
PetroChina |
7.680 |
Fri |
4.63 |
7.160 |
7.26 |
5.790 |
1.370 |
23.66 |
|
26.43 |
| | |
|
|
|
L |
|
Bank of China |
3.740 |
Fri |
3.31 |
3.550 |
5.35 |
2.990 |
0.560 |
18.73 |
|
20.36 |
| | |
|
|
|
L |
|
Tencent |
371.000 |
Fri |
0.32 |
370.200 |
0.22 |
282.000 |
88.200 |
31.28 |
|
19.24 |
| | |
|
|
|
L |
|
China Res Power |
21.100 |
Fri |
6.03 |
19.440 |
8.54 |
15.820 |
3.620 |
22.88 |
|
18.16 |
| | |
|
|
|
L |
|
Meituan |
118.600 |
Fri |
0.59 |
120.300 |
-1.41 |
67.300 |
53.000 |
78.75 |
|
18.09 |
| | |
|
|
|
L |
|
China Merchants B HK |
37.850 |
Fri |
4.56 |
36.050 |
4.99 |
29.600 |
6.450 |
21.79 |
|
15.14 |
| | |
|
|
|
L |
|
ANTA Sports Products |
92.200 |
Fri |
0.22 |
93.300 |
-1.18 |
72.150 |
21.150 |
29.31 |
|
14.24 |
| | |
|
|
|
L |
|
Haidilao Inter |
19.900 |
Fri |
4.85 |
19.300 |
3.11 |
13.420 |
5.880 |
43.82 |
|
14.12 |
| | |
|
|
|
L |
|
HSBC |
68.000 |
Fri |
0.44 |
69.200 |
-1.73 |
61.350 |
7.850 |
12.80 |
|
13.89 |
| | |
|
|
|
L |
|
Shenzhou Inter |
86.200 |
Fri |
1.17 |
83.300 |
3.48 |
73.250 |
10.050 |
13.72 |
|
13.46 |
| | |
|
|
|
L |
|
JD.com |
126.600 |
Fri |
0.72 |
127.500 |
-0.71 |
93.350 |
34.150 |
36.58 |
|
13.17 |
| | |
|
|
|
L |
|
China Constr Bk HK |
5.640 |
Fri |
6.82 |
5.220 |
8.05 |
4.690 |
0.530 |
11.30 |
|
12.60 |
| | |
|
|
|
L |
|
Bank of China (HK) |
25.150 |
Fri |
4.36 |
24.150 |
4.14 |
19.280 |
4.870 |
25.26 |
|
11.83 |
| | |
|
|
|
L |
|
ICBC |
4.530 |
Fri |
4.14 |
4.290 |
5.59 |
3.860 |
0.430 |
11.14 |
|
11.18 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
1/29/24 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| | |
|
|
|
L |
|
Hang Seng Bank |
109.100 |
Fri |
2.73 |
105.300 |
3.61 |
84.300 |
21.000 |
24.91 |
|
10.48 |
| | |
|
|
|
L |
|
Geely Auto |
9.890 |
Fri |
0.20 |
9.910 |
-0.20 |
7.720 |
2.190 |
28.37 |
|
9.97 |
| | |
|
|
|
L |
|
Sinopec |
5.090 |
Fri |
5.38 |
4.760 |
6.93 |
4.160 |
0.600 |
14.42 |
|
9.40 |
| | |
|
|
|
L |
|
China Unicom |
6.230 |
Fri |
3.83 |
5.900 |
5.59 |
5.450 |
0.450 |
8.26 |
|
8.87 |
| | |
|
|
|
L |
|
Henderson Land |
24.800 |
Fri |
2.69 |
24.300 |
2.06 |
21.550 |
2.750 |
12.76 |
|
8.62 |
| | |
|
|
|
|
|
CK Infrastructure |
47.000 |
Fri |
3.07 |
44.700 |
5.15 |
46.100 |
-1.400 |
-3.04 |
|
7.73 |
| | |
|
|
|
L |
|
CSPC Pharmaceutical |
6.860 |
Fri |
1.48 |
6.780 |
1.18 |
5.940 |
0.840 |
14.14 |
|
6.88 |
| | |
|
|
|
|
|
Power Assets |
46.700 |
Fri |
3.78 |
44.900 |
4.01 |
46.000 |
-1.100 |
-2.39 |
|
6.84 |
| | |
|
|
|
L |
|
China Mobile |
74.000 |
Fri |
4.82 |
69.650 |
6.25 |
67.700 |
1.950 |
2.88 |
|
6.77 |
| | |
|
|
|
L |
|
Nongfu Spring |
46.000 |
Fri |
-0.33 |
46.250 |
-0.54 |
42.350 |
3.900 |
9.21 |
|
6.52 |
| | |
|
|
|
|
|
Orient Overseas |
129.500 |
Fri |
0.94 |
116.200 |
11.45 |
118.900 |
-2.700 |
-2.27 |
|
6.33 |
| | |
|
|
|
|
|
Lenovo |
10.120 |
Fri |
-0.98 |
9.210 |
9.88 |
8.800 |
0.410 |
4.66 |
|
5.86 |
| | |
|
|
|
L |
|
ENN Energy |
76.650 |
Fri |
5.87 |
70.350 |
8.96 |
60.450 |
9.900 |
16.38 |
|
5.11 |
| | |
|
|
|
L |
|
China Ov Land & Inv |
15.400 |
Fri |
4.62 |
14.940 |
3.08 |
12.340 |
2.600 |
21.07 |
|
5.07 |
| | |
|
|
|
L |
|
Xinyi Glass |
10.080 |
Fri |
0.40 |
9.890 |
1.92 |
6.810 |
3.080 |
45.23 |
|
4.81 |
| | |
|
|
|
L |
|
China Res Land |
32.100 |
Fri |
7.18 |
29.650 |
8.26 |
24.700 |
4.950 |
20.04 |
|
4.61 |
| | |
|
|
|
|
|
CLP |
65.500 |
Fri |
2.26 |
63.050 |
3.89 |
62.200 |
0.850 |
1.37 |
|
3.96 |
| | |
|
|
|
L |
|
HK & China Gas |
6.280 |
Fri |
2.45 |
6.170 |
1.78 |
5.720 |
0.450 |
7.87 |
|
2.96 |
| | |
|
|
|
L |
|
Xinyi Solar |
5.770 |
Fri |
-1.54 |
5.760 |
0.17 |
3.870 |
1.890 |
48.84 |
|
2.95 |
| | |
|
|
|
|
|
NetEase |
153.300 |
Fri |
-0.45 |
160.700 |
-4.60 |
159.500 |
1.200 |
0.75 |
|
2.87 |
| | |
|
|
|
L |
|
China Life Ins HK |
11.560 |
Fri |
4.90 |
11.180 |
3.40 |
9.330 |
1.850 |
19.83 |
|
2.18 |
| | |
|
|
|
L |
|
Alibaba |
77.950 |
Fri |
1.50 |
79.500 |
-1.95 |
72.600 |
6.900 |
9.50 |
|
1.48 |
| | |
|
|
|
L |
|
China Res Mixc |
29.400 |
Fri |
2.62 |
29.750 |
-1.18 |
23.900 |
5.850 |
24.48 |
|
0.97 |
| | |
|
|
|
L |
|
BYD Company |
223.400 |
Fri |
-1.06 |
226.000 |
-1.15 |
186.100 |
39.900 |
21.44 |
|
0.77 |
| | |
|
|
|
L |
|
HK Exchgs & Clrg |
285.800 |
Fri |
7.61 |
269.400 |
6.09 |
246.000 |
23.400 |
9.51 |
|
-0.65 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
1/29/24 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| | |
|
|
|
L |
|
Citic Pacific |
8.220 |
Fri |
5.93 |
7.690 |
6.89 |
7.720 |
-0.030 |
-0.39 |
|
-1.82 |
| | |
|
|
|
L |
|
Longfor |
12.560 |
Fri |
5.37 |
12.480 |
0.64 |
9.460 |
3.020 |
31.92 |
|
-2.41 |
| | |
|
|
|
L |
|
Ping An |
41.250 |
Fri |
5.77 |
39.150 |
5.36 |
33.850 |
5.300 |
15.66 |
|
-2.71 |
| | |
|
|
|
L |
|
Hengan |
28.550 |
Fri |
2.51 |
26.800 |
6.53 |
25.000 |
1.800 |
7.20 |
|
-3.66 |
| | |
|
|
|
L |
|
Baidu |
107.200 |
Fri |
-0.19 |
110.700 |
-3.16 |
105.100 |
5.600 |
5.33 |
|
-4.42 |
| | |
|
|
|
L |
|
China Res Beer |
38.150 |
Fri |
-1.17 |
37.550 |
1.60 |
30.050 |
7.500 |
24.96 |
|
-4.83 |
| | |
|
|
|
|
|
Sinopharm |
21.500 |
Fri |
3.61 |
20.250 |
6.17 |
20.600 |
-0.350 |
-1.70 |
|
-5.82 |
| | |
|
|
|
|
|
AIA |
64.200 |
Fri |
2.23 |
62.500 |
2.72 |
64.800 |
-2.300 |
-3.55 |
|
-6.35 |
| | |
|
|
|
|
|
CK Hutchison |
41.150 |
Fri |
3.91 |
39.200 |
4.97 |
41.350 |
-2.150 |
-5.20 |
|
-7.02 |
| | |
|
|
|
L |
|
Tingyi |
9.750 |
Fri |
4.28 |
9.210 |
5.86 |
7.850 |
1.360 |
17.32 |
|
-7.38 |
| | |
|
|
|
|
|
Sino Biopharm |
3.110 |
Fri |
1.30 |
2.890 |
7.61 |
2.940 |
-0.050 |
-1.70 |
|
-9.65 |
| | |
|
|
|
L |
|
MTR |
27.850 |
Fri |
2.20 |
27.000 |
3.15 |
26.350 |
0.650 |
2.47 |
|
-9.97 |
| | |
|
|
|
L |
|
Sun Hung Kai |
77.000 |
Fri |
3.56 |
74.900 |
2.80 |
76.500 |
-1.600 |
-2.09 |
|
-10.25 |
| | |
|
|
|
|
|
Chow Tai Fook Jwl |
10.640 |
Fri |
2.31 |
10.660 |
-0.19 |
11.280 |
-0.620 |
-5.50 |
|
-10.88 |
| | |
|
|
|
S |
|
Li Auto |
105.500 |
Fri |
-1.59 |
117.800 |
-10.44 |
109.300 |
8.500 |
7.78 |
|
-10.92 |
| | |
|
|
|
|
|
Link REIT |
35.400 |
Fri |
1.72 |
34.600 |
2.31 |
39.050 |
-4.450 |
-11.40 |
|
-12.46 |
| | |
|
|
|
|
|
CK Property |
34.650 |
Fri |
2.21 |
34.000 |
1.91 |
36.250 |
-2.250 |
-6.21 |
|
-12.91 |
| | |
|
|
|
|
|
Hang Lung |
8.120 |
Fri |
3.31 |
8.890 |
-8.66 |
9.880 |
-0.990 |
-10.02 |
|
-13.14 |
| | |
|
|
|
|
|
SMIC |
16.260 |
Fri |
1.50 |
16.000 |
1.63 |
15.400 |
0.600 |
3.90 |
|
-13.19 |
| | |
|
|
|
S |
|
Sands China |
20.050 |
Fri |
|
20.300 |
-1.23 |
21.650 |
-1.350 |
-6.24 |
|
-13.40 |
| | |
|
|
|
L |
|
Country Garden Svcs |
6.000 |
Fri |
4.90 |
5.820 |
3.09 |
5.560 |
0.260 |
4.68 |
|
-16.15 |
| | |
|
|
|
L |
|
Wharf REIC |
25.350 |
Fri |
2.22 |
24.400 |
3.89 |
23.650 |
0.750 |
3.17 |
|
-16.64 |
| | |
|
|
|
S |
|
Galaxy Entertainment |
37.300 |
Fri |
0.67 |
37.450 |
-0.40 |
41.700 |
-4.250 |
-10.19 |
|
-16.91 |
| | |
|
|
|
L |
|
Zhongsheng |
15.020 |
Fri |
-1.31 |
15.420 |
-2.59 |
14.380 |
1.040 |
7.23 |
|
-18.39 |
| | |
|
|
|
L |
|
Li Ning |
22.300 |
Fri |
1.59 |
21.350 |
4.45 |
17.720 |
3.630 |
20.49 |
|
-18.56 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/06/24 |
⇓ Δwk |
1/29/24 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| | |
|
|
|
L |
|
JD Health |
29.500 |
Fri |
-1.17 |
29.900 |
-1.34 |
27.700 |
2.200 |
7.94 |
|
-18.89 |
| | |
|
|
|
L |
|
Alibaba Health |
3.170 |
Fri |
|
3.180 |
-0.31 |
3.130 |
0.050 |
1.60 |
|
-22.00 |
| | |
|
|
|
L |
|
Budweiser Brewing |
11.320 |
Fri |
-1.05 |
11.420 |
-0.88 |
12.640 |
-1.220 |
-9.65 |
|
-23.42 |
| | |
|
|
|
L |
|
China Mengniu Dairy |
16.960 |
Fri |
0.59 |
17.340 |
-2.19 |
18.000 |
-0.660 |
-3.67 |
|
-24.08 |
| | |
|
|
|
L |
|
New World Dev |
9.290 |
Fri |
5.45 |
8.840 |
5.09 |
10.400 |
-1.560 |
-15.00 |
|
-30.73 |
| | |
|
|
|
|
|
Sunny Optical |
42.150 |
Fri |
-1.75 |
41.050 |
2.68 |
55.400 |
-14.350 |
-25.90 |
|
-31.47 |
| | |
|
|
|
|
|
WuXi AppTec HK |
38.100 |
Fri |
2.14 |
37.950 |
0.40 |
57.750 |
-19.800 |
-34.29 |
|
-40.08 |
| | |
|
|
|
|
|
WuXi Biologics |
14.660 |
Fri |
0.55 |
14.860 |
-1.35 |
23.150 |
-8.290 |
-35.81 |
|
-47.45 |
HSI - 82 out of 82 instruments rated - 5/06/24 / 1/29/24 - 61 did rise, Market-Ratio(14) = 74.39 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Index * A14 - 68/33 (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 |
|
|
|
China Ov Land & Inv |
100 |
2,717 |
|
3.680 |
14.160 |
|
10.480 |
285 |
38,474 |
94 |
|
short |
1/21/08 |
1/26/09 |
371 |
|
|
|
Galaxy Entertainment |
100 |
6,296 |
|
6.110 |
1.250 |
29.866 |
23.756 |
389 |
188,040 |
376 |
|
long |
1/26/09 |
1/25/10 |
364 |
|
|
|
Hengan |
100 |
7,232 |
|
26.000 |
52.000 |
|
26.000 |
100 |
376,072 |
100 |
|
short |
1/25/10 |
8/09/10 |
196 |
|
|
|
China Unicom |
100 |
43,526 |
|
8.640 |
10.400 |
6.880 |
-1.760 |
-20 |
299,466 |
-35 |
|
long |
8/09/10 |
2/07/11 |
182 |
|
|
|
Galaxy Entertainment |
100 |
54,747 |
|
5.470 |
12.480 |
|
7.010 |
128 |
683,243 |
423 |
|
short |
2/07/11 |
4/04/11 |
56 |
|
|
|
China Res Land |
100 |
53,714 |
|
12.720 |
15.640 |
9.800 |
-2.920 |
-23 |
526,398 |
-82 |
|
long |
4/04/11 |
8/01/11 |
119 |
|
|
|
Galaxy Entertainment |
100 |
44,160 |
|
11.920 |
21.850 |
|
9.930 |
83 |
964,907 |
542 |
|
short |
8/01/11 |
12/26/11 |
147 |
|
|
|
New World Dev |
100 |
22,886 |
|
42.160 |
25.040 |
70.985 |
28.825 |
68 |
1,624,596 |
265 |
|
long |
12/26/11 |
5/21/12 |
147 |
|
|
|
Lenovo |
100 |
297,001 |
|
5.470 |
6.510 |
|
1.040 |
19 |
1,933,477 |
54 |
|
short |
5/21/12 |
8/20/12 |
91 |
|
|
|
China Unicom |
100 |
163,853 |
|
11.800 |
13.100 |
10.500 |
-1.300 |
-11 |
1,720,468 |
-37 |
|
long |
8/20/12 |
4/22/13 |
245 |
|
|
|
Galaxy Entertainment |
100 |
76,465 |
|
22.500 |
31.850 |
|
9.350 |
42 |
2,435,416 |
68 |
|
short |
4/22/13 |
9/16/13 |
147 |
|
|
|
China Shenhua HK |
100 |
94,213 |
|
25.850 |
25.600 |
26.102 |
0.252 |
1 |
2,459,195 |
2 |
|
long |
9/16/13 |
12/23/13 |
98 |
|
|
|
Galaxy Entertainment |
100 |
44,429 |
|
55.350 |
67.650 |
|
12.300 |
22 |
3,005,672 |
111 |
|
short |
12/23/13 |
5/19/14 |
147 |
|
|
|
Belle International |
100 |
339,240 |
|
8.860 |
8.270 |
9.492 |
0.632 |
7 |
3,220,105 |
19 |
|
long |
5/19/14 |
11/10/14 |
175 |
|
|
|
Citic Pacific |
100 |
235,387 |
|
13.680 |
13.420 |
|
-0.260 |
-2 |
3,158,905 |
-4 |
|
short |
11/10/14 |
1/12/15 |
63 |
|
|
|
Kunlun Energy |
100 |
316,523 |
|
9.980 |
7.570 |
13.157 |
3.177 |
32 |
4,164,593 |
396 |
|
long |
1/12/15 |
7/13/15 |
182 |
|
|
|
China Life Ins HK |
100 |
136,993 |
|
30.400 |
31.800 |
|
1.400 |
5 |
4,356,383 |
9 |
|
short |
7/13/15 |
4/18/16 |
280 |
|
|
|
China Shenhua HK |
100 |
275,024 |
|
15.840 |
13.340 |
18.809 |
2.969 |
19 |
5,172,792 |
25 |
|
long |
4/18/16 |
11/21/16 |
217 |
|
|
|
AAC Technologies |
100 |
89,417 |
|
57.850 |
72.400 |
|
14.550 |
25 |
6,473,809 |
46 |
|
short |
11/21/16 |
2/27/17 |
98 |
|
|
|
Lenovo |
100 |
1,360,043 |
|
4.760 |
4.700 |
4.821 |
0.061 |
1 |
6,556,500 |
5 |
|
long |
2/27/17 |
4/23/18 |
420 |
|
|
|
Geely Auto |
100 |
619,706 |
|
10.580 |
21.300 |
|
10.720 |
101 |
13,199,748 |
84 |
|
short |
4/23/18 |
5/21/18 |
28 |
|
|
|
China Merchants |
100 |
771,013 |
|
17.120 |
18.900 |
15.340 |
-1.780 |
-10 |
11,827,345 |
-76 |
|
long |
5/21/18 |
6/25/18 |
35 |
|
|
|
CNOOC |
100 |
814,555 |
|
14.520 |
12.640 |
|
-1.880 |
-13 |
10,295,982 |
-76 |
|
short |
6/25/18 |
1/21/19 |
210 |
|
|
|
WH Group |
100 |
1,663,325 |
|
6.190 |
6.860 |
5.520 |
-0.670 |
-11 |
9,181,554 |
-18 |
|
long |
1/21/19 |
5/27/19 |
126 |
|
|
|
Lenovo |
100 |
1,594,019 |
|
5.760 |
5.700 |
|
-0.060 |
-1 |
9,085,913 |
-3 |
|
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 |
12/30/19 |
217 |
|
|
|
AAC Technologies |
100 |
214,796 |
|
42.300 |
66.800 |
17.800 |
-24.500 |
-58 |
3,823,411 |
-77 |
|
long |
12/30/19 |
2/03/20 |
35 |
|
|
|
Sunny Optical |
100 |
28,175 |
|
135.700 |
128.400 |
|
-7.300 |
-5 |
3,617,733 |
-44 |
|
short |
2/03/20 |
6/29/20 |
147 |
|
|
|
Bank of East Asia |
100 |
216,113 |
|
16.740 |
17.480 |
16.000 |
-0.740 |
-4 |
3,457,810 |
-11 |
|
long |
6/29/20 |
8/03/20 |
35 |
|
|
|
Tencent |
100 |
7,114 |
|
486.000 |
539.000 |
|
53.000 |
11 |
3,834,852 |
194 |
|
short |
8/03/20 |
8/31/20 |
28 |
|
|
|
Swire Pacific |
100 |
101,720 |
|
37.700 |
42.200 |
33.200 |
-4.500 |
-12 |
3,377,112 |
-81 |
|
long |
8/31/20 |
9/14/20 |
14 |
|
|
|
HK Exchgs & Clrg |
100 |
8,632 |
|
391.200 |
371.800 |
|
-19.400 |
-5 |
3,209,651 |
-73 |
|
short |
9/14/20 |
1/04/21 |
112 |
|
|
|
HSBC |
100 |
99,678 |
|
32.200 |
40.450 |
23.950 |
-8.250 |
-26 |
2,387,307 |
-62 |
|
long |
1/04/21 |
7/19/21 |
196 |
|
|
|
Geely Auto |
100 |
88,747 |
|
26.900 |
23.700 |
|
-3.200 |
-12 |
2,103,317 |
-21 |
|
short |
7/19/21 |
1/24/22 |
189 |
|
|
|
China Life Ins HK |
100 |
153,079 |
|
13.740 |
14.040 |
13.440 |
-0.300 |
-2 |
2,057,393 |
-4 |
|
long |
1/24/22 |
4/25/22 |
91 |
|
|
|
China Res Power |
100 |
99,631 |
|
20.650 |
14.000 |
|
-6.650 |
-32 |
1,394,847 |
-79 |
|
short |
4/25/22 |
1/02/23 |
252 |
|
|
|
AAC Technologies |
100 |
88,730 |
|
15.720 |
17.840 |
13.600 |
-2.120 |
-13 |
1,206,740 |
-19 |
|
long |
1/02/23 |
4/24/23 |
112 |
|
|
|
Sands China |
100 |
46,592 |
|
25.900 |
29.100 |
|
3.200 |
12 |
1,355,834 |
46 |
|
short |
4/24/23 |
4/29/24 |
371 |
|
|
|
JD.com |
100 |
9,796 |
|
138.400 |
118.000 |
162.327 |
23.927 |
17 |
1,590,221 |
17 |
|
long |
4/29/24 |
5/10/24 |
11 |
|
|
|
China Hongqiao |
100 |
148,618 |
|
10.700 |
11.680 |
|
0.980 |
9 |
1,735,867 |
1,732 |
|
accum | 1/09/06 |
5/10/24 | 6697 |
days out of 6704 invested (100%) |
17,259 |
1,735,867 |
32 |
|
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 | 1/26/09 | 371 | 6.11 | 1.25 | 29.87 | 23.76 | 388.80 | | | |
| long | 8/09/10 | 2/07/11 | 182 | 5.47 | 12.48 | | 7.01 | 128.15 | | | |
| long | 4/04/11 | 8/01/11 | 119 | 11.92 | 21.85 | | 9.93 | 83.31 | | | |
| long | 8/20/12 | 4/22/13 | 245 | 22.50 | 31.85 | | 9.35 | 41.56 | | | |
| long | 9/16/13 | 12/23/13 | 98 | 55.35 | 67.65 | | 12.30 | 22.22 | | | 3,436.80 |
China Ov Land & Inv | long | 1/09/06 | 1/21/08 | 742 | 3.68 | 14.16 | | 10.48 | 284.78 | | | 284.78 |
Hengan | long | 1/26/09 | 1/25/10 | 364 | 26.00 | 52.00 | | 26.00 | 100.00 | | | 100.00 |
Geely Auto | long | 2/27/17 | 4/23/18 | 420 | 10.58 | 21.30 | | 10.72 | 101.32 | | | |
| long | 1/04/21 | 7/19/21 | 196 | 26.90 | 23.70 | | -3.20 | -11.90 | | | 77.37 |
New World Dev | short | 8/01/11 | 12/26/11 | 147 | 42.16 | 25.04 | 70.99 | 28.83 | 68.37 | | | 68.37 |
Kunlun Energy | short | 11/10/14 | 1/12/15 | 63 | 9.98 | 7.57 | 13.16 | 3.18 | 31.84 | | | 31.84 |
China Shenhua HK | short | 4/22/13 | 9/16/13 | 147 | 25.85 | 25.60 | 26.10 | 0.25 | 0.98 | | | |
| short | 7/13/15 | 4/18/16 | 280 | 15.84 | 13.34 | 18.81 | 2.97 | 18.74 | | | 19.90 |
Lenovo | long | 12/26/11 | 5/21/12 | 147 | 5.47 | 6.51 | | 1.04 | 19.01 | | | |
| short | 11/21/16 | 2/27/17 | 98 | 4.76 | 4.70 | 4.82 | 0.06 | 1.28 | | | |
| long | 1/21/19 | 5/27/19 | 126 | 5.76 | 5.70 | | -0.06 | -1.04 | | | 19.28 |
JD.com | short | 4/24/23 | 4/29/24 | 371 | 138.40 | 118.00 | 162.33 | 23.93 | 17.29 | | | 17.29 |
Sands China | long | 1/02/23 | 4/24/23 | 112 | 25.90 | 29.10 | | 3.20 | 12.36 | | | 12.36 |
Tencent | long | 6/29/20 | 8/03/20 | 35 | 486.00 | 539.00 | | 53.00 | 10.91 | | | 10.91 |
China Hongqiao | long | 4/29/24 | 5/10/24 | 11 | 10.70 | 11.68 | | 0.98 | 9.16 | | | 9.16 |
Belle International | short | 12/23/13 | 5/19/14 | 147 | 8.86 | 8.27 | 9.49 | 0.63 | 7.13 | | | 7.13 |
China Life Ins HK | long | 1/12/15 | 7/13/15 | 182 | 30.40 | 31.80 | | 1.40 | 4.61 | | | |
| short | 7/19/21 | 1/24/22 | 189 | 13.74 | 14.04 | 13.44 | -0.30 | -2.18 | | | 2.32 |
Citic Pacific | long | 5/19/14 | 11/10/14 | 175 | 13.68 | 13.42 | | -0.26 | -1.90 | | | -1.90 |
Bank of East Asia | short | 2/03/20 | 6/29/20 | 147 | 16.74 | 17.48 | 16.00 | -0.74 | -4.42 | | | -4.42 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
HK Exchgs & Clrg | long | 8/31/20 | 9/14/20 | 14 | 391.20 | 371.80 | | -19.40 | -4.96 | | | -4.96 |
Sunny Optical | long | 12/30/19 | 2/03/20 | 35 | 135.70 | 128.40 | | -7.30 | -5.38 | | | -5.38 |
China Merchants | short | 4/23/18 | 5/21/18 | 28 | 17.12 | 18.90 | 15.34 | -1.78 | -10.40 | | | -10.40 |
WH Group | short | 6/25/18 | 1/21/19 | 210 | 6.19 | 6.86 | 5.52 | -0.67 | -10.82 | | | -10.82 |
Swire Pacific | short | 8/03/20 | 8/31/20 | 28 | 37.70 | 42.20 | 33.20 | -4.50 | -11.94 | | | -11.94 |
CNOOC | long | 5/21/18 | 6/25/18 | 35 | 14.52 | 12.64 | | -1.88 | -12.95 | | | -12.95 |
China Res Land | short | 2/07/11 | 4/04/11 | 56 | 12.72 | 15.64 | 9.80 | -2.92 | -22.96 | | | -22.96 |
HSBC | short | 9/14/20 | 1/04/21 | 112 | 32.20 | 40.45 | 23.95 | -8.25 | -25.62 | | | -25.62 |
China Unicom | short | 1/25/10 | 8/09/10 | 196 | 8.64 | 10.40 | 6.88 | -1.76 | -20.37 | | | |
| short | 5/21/12 | 8/20/12 | 91 | 11.80 | 13.10 | 10.50 | -1.30 | -11.02 | | | -29.14 |
China Res Power | long | 1/24/22 | 4/25/22 | 91 | 20.65 | 14.00 | | -6.65 | -32.20 | | | -32.20 |
AAC Technologies | long | 4/18/16 | 11/21/16 | 217 | 57.85 | 72.40 | | 14.55 | 25.15 | | | |
| short | 5/27/19 | 12/30/19 | 217 | 42.30 | 66.80 | 17.80 | -24.50 | -57.92 | | | |
| short | 4/25/22 | 1/02/23 | 252 | 15.72 | 17.84 | 13.60 | -2.12 | -13.49 | | | -54.44 |
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 |
|
|