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

Assessment - Hang Seng Commerce & Industry - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	L	HSI-CI	10,451.200	Fri	1.39	10,337.400	1.10	10,035.900	301.500	3.00	7.32
	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	Tencent	371.000	Fri	0.32	370.200	0.22	312.600	57.600	18.43	19.24
	L	Meituan	118.600	Fri	0.59	120.300	-1.41	117.200	3.100	2.65	18.09
	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	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	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	CSPC Pharmaceutical	6.860	Fri	1.48	6.780	1.18	7.130	-0.350	-4.91	6.88
	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
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
		Lenovo	10.120	Fri	-0.98	9.210	9.88	9.670	-0.460	-4.76	5.86
	L	Xinyi Glass	10.080	Fri	0.40	9.890	1.92	9.480	0.410	4.32	4.81
	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	Alibaba	77.950	Fri	1.50	79.500	-1.95	84.850	-5.350	-6.31	1.48
	L	BYD Company	223.400	Fri	-1.06	226.000	-1.15	249.200	-23.200	-9.31	0.77
	L	Citic Pacific	8.220	Fri	5.93	7.690	6.89	7.080	0.610	8.62	-1.82
	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
		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
		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
		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
	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
	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
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	L	China Mengniu Dairy	16.960	Fri	0.59	17.340	-2.19	26.750	-9.410	-35.18	-24.08
		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-C&I - 53 out of 53 instruments rated - 5/06/24 / 11/06/23 - 27 did rise, Market-Ratio(26) = 50.94 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI-C&I RS = 26 - B/S = 60/40

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

Transactions Hang Seng Commerce & Industry * 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 Mengniu Dairy	100	538	18.580	11.000	31.383	12.803	69	16,888	63
long	4/06/09	5/17/10	406		Hengan	100	562	30.000	52.700		22.700	76	29,646	66
short	5/17/10	6/21/10	35		Citic Pacific	100	2,205	13.440	15.160	11.720	-1.720	-13	25,853	-76
long	6/21/10	9/19/11	455		Galaxy Entertainment	100	5,998	4.310	14.420		10.110	235	86,493	163
short	9/19/11	2/06/12	140		Citic Pacific	100	7,219	11.980	15.540	8.420	-3.560	-30	60,793	-60
long	2/06/12	7/23/12	168		Sands China	100	2,148	28.300	21.900		-6.400	-23	47,046	-43
short	7/23/12	11/12/12	112		China Res Beer	100	2,289	20.550	25.550	15.550	-5.000	-24	35,601	-60
long	11/12/12	6/03/13	203		Galaxy Entertainment	100	1,285	27.700	41.250		13.550	49	53,013	105
short	6/03/13	9/16/13	105		Belle International	100	4,425	11.980	11.300	12.701	0.721	6	56,203	23
long	9/16/13	5/05/14	231		Galaxy Entertainment	100	1,015	55.350	62.100		6.750	12	63,054	20
short	5/05/14	7/28/14	84		Belle International	100	7,891	7.990	9.430	6.550	-1.440	-18	51,691	-58
long	7/28/14	10/13/14	77		Tencent	100	401	128.900	114.400		-14.500	-11	45,876	-43
short	10/13/14	4/13/15	182		Sands China	100	1,101	41.650	36.200	47.921	6.271	15	52,780	32
long	4/13/15	7/13/15	91		Tencent	100	309	170.500	150.500		-20.000	-12	46,600	-39
short	7/13/15	7/11/16	364		Li & Fung	100	7,884	5.910	3.720	9.389	3.479	59	74,031	59
long	7/11/16	10/31/16	112		Tencent	100	411	179.800	205.800		26.000	14	84,717	55
short	10/31/16	12/05/16	35		Cathay Pacific	100	8,289	10.220	10.360	10.080	-0.140	-1	83,557	-13
long	12/05/16	1/02/17	28		Galaxy Entertainment	100	2,198	38.000	33.800		-4.200	-11	74,325	-78
short	1/02/17	1/30/17	28		Li & Fung	100	21,796	3.410	3.380	3.440	0.030	1	74,985	12
long	1/30/17	3/06/17	35		Galaxy Entertainment	100	2,018	37.150	37.100		-0.050	0	74,884	-1
short	3/06/17	3/27/17	21		Li & Fung	100	21,395	3.500	3.720	3.280	-0.220	-6	70,178	-68
long	3/27/17	7/02/18	462		Galaxy Entertainment	100	1,703	41.200	60.750		19.550	47	103,471	36
short	7/02/18	3/11/19	252		WH Group	100	16,192	6.390	7.170	5.610	-0.780	-12	90,841	-17
long	3/11/19	5/27/19	77		Lenovo	100	12,564	7.230	5.700		-1.530	-21	71,619	-68
short	5/27/19	7/01/19	35		AAC Technologies	100	1,693	42.300	44.350	40.250	-2.050	-5	68,148	-40
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	7/01/19	8/05/19	35		MTR	100	1,295	52.600	48.400		-4.200	-8	62,709	-58
short	8/05/19	2/10/20	189		AAC Technologies	100	1,630	38.450	58.050	18.850	-19.600	-51	30,761	-75
long	2/10/20	3/02/20	21		Sunny Optical	100	241	127.300	127.400		0.100	0	30,785	1
short	3/02/20	9/14/20	196		PetroChina	100	9,930	3.100	2.490	3.859	0.759	24	38,326	50
long	9/14/20	10/05/20	21		Tencent	100	72	529.500	525.000		-4.500	-1	38,002	-14
short	10/05/20	11/23/20	49		Citic Pacific	100	6,786	5.600	6.120	5.080	-0.520	-9	34,473	-52
long	11/23/20	7/19/21	238		Geely Auto	100	1,473	23.400	23.700		0.300	1	34,915	2
short	7/19/21	2/21/22	217		Hengan	100	740	47.150	41.900	53.058	5.908	13	39,287	22
long	2/21/22	3/07/22	14		China Shenhua HK	100	1,746	22.500	22.300		-0.200	-1	38,938	-21
short	3/07/22	1/09/23	308		AAC Technologies	100	2,007	19.400	16.880	22.296	2.896	15	44,750	18
long	1/09/23	6/05/23	147		Sands China	100	1,598	28.000	26.500		-1.500	-5	42,353	-13
short	6/05/23	5/10/24	340		Orient Overseas	100	434	97.550	129.500	65.600	-31.950	-33	28,487	-35
accum	3/10/08	5/10/24	5907	days out of 6705 invested (88%)							185		28,487	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	6/21/10	9/19/11	455	4.31	14.42		10.11	234.57
	long	11/12/12	6/03/13	203	27.70	41.25		13.55	48.92
	long	9/16/13	5/05/14	231	55.35	62.10		6.75	12.20
	long	12/05/16	1/02/17	28	38.00	33.80		-4.20	-11.05
	long	1/30/17	3/06/17	35	37.15	37.10		-0.05	-0.13
	long	3/27/17	7/02/18	462	41.20	60.75		19.55	47.45	632.16
Hengan	long	4/06/09	5/17/10	406	30.00	52.70		22.70	75.67
	short	7/19/21	2/21/22	217	47.15	41.90	53.06	5.91	12.53	97.68
China Mengniu Dairy	short	3/10/08	4/06/09	392	18.58	11.00	31.38	12.80	68.91	68.91
Li & Fung	short	7/13/15	7/11/16	364	5.91	3.72	9.39	3.48	58.87
	short	1/02/17	1/30/17	28	3.41	3.38	3.44	0.03	0.89
	short	3/06/17	3/27/17	21	3.50	3.72	3.28	-0.22	-6.29	50.21
PetroChina	short	3/02/20	9/14/20	196	3.10	2.49	3.86	0.76	24.50	24.50
Geely Auto	long	11/23/20	7/19/21	238	23.40	23.70		0.30	1.28	1.28
Sunny Optical	long	2/10/20	3/02/20	21	127.30	127.40		0.10	0.08	0.08
China Shenhua HK	long	2/21/22	3/07/22	14	22.50	22.30		-0.20	-0.89	-0.89
Cathay Pacific	short	10/31/16	12/05/16	35	10.22	10.36	10.08	-0.14	-1.37	-1.37
MTR	long	7/01/19	8/05/19	35	52.60	48.40		-4.20	-7.98	-7.98
Tencent	long	7/28/14	10/13/14	77	128.90	114.40		-14.50	-11.25
	long	4/13/15	7/13/15	91	170.50	150.50		-20.00	-11.73
	long	7/11/16	10/31/16	112	179.80	205.80		26.00	14.46
	long	9/14/20	10/05/20	21	529.50	525.00		-4.50	-0.85	-11.09
WH Group	short	7/02/18	3/11/19	252	6.39	7.17	5.61	-0.78	-12.21	-12.21
Belle International	short	6/03/13	9/16/13	105	11.98	11.30	12.70	0.72	6.02
	short	5/05/14	7/28/14	84	7.99	9.43	6.55	-1.44	-18.02	-13.09
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sands China	long	2/06/12	7/23/12	168	28.30	21.90		-6.40	-22.61
	short	10/13/14	4/13/15	182	41.65	36.20	47.92	6.27	15.06
	long	1/09/23	6/05/23	147	28.00	26.50		-1.50	-5.36	-15.73
Lenovo	long	3/11/19	5/27/19	77	7.23	5.70		-1.53	-21.16	-21.16
China Res Beer	short	7/23/12	11/12/12	112	20.55	25.55	15.55	-5.00	-24.33	-24.33
Orient Overseas	short	6/05/23	5/10/24	340	97.55	129.50	65.60	-31.95	-32.75	-32.75
Citic Pacific	short	5/17/10	6/21/10	35	13.44	15.16	11.72	-1.72	-12.80
	short	9/19/11	2/06/12	140	11.98	15.54	8.42	-3.56	-29.72
	short	10/05/20	11/23/20	49	5.60	6.12	5.08	-0.52	-9.29	-44.40
AAC Technologies	short	5/27/19	7/01/19	35	42.30	44.35	40.25	-2.05	-4.85
	short	8/05/19	2/10/20	189	38.45	58.05	18.85	-19.60	-50.98
	short	3/07/22	1/09/23	308	19.40	16.88	22.30	2.90	14.93	-46.39

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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