Share-o-matic - Portfolio

Thu, May 9th, 2024, 20:44UTC

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	10,308.200	08:08	1.69	10,337.400	-0.28	8,752.130	1,585.270	18.11	7.32
	L	China Hongqiao	11.600	08:08	4.32	11.520	0.69	5.800	5.720	98.62	69.08
	L	CNOOC	19.920	08:08	0.50	19.720	1.01	13.680	6.040	44.15	44.61
	L	Trip.com	410.000	08:08	-0.53	419.200	-2.19	289.800	129.400	44.65	43.04
	L	Hansoh Pharma	17.660	08:08	-1.89	18.300	-3.50	13.460	4.840	35.96	42.94
	L	Xiaomi	19.160	08:08	0.31	18.100	5.86	14.360	3.740	26.04	40.31
	L	Zijin Mining HK	17.560	08:08	2.09	17.280	1.62	12.460	4.820	38.68	37.29
	L	Haier Smart Home	30.500	08:08	-0.16	30.700	-0.65	21.550	9.150	42.46	30.88
	L	Techtronic Inds	111.500	08:08	2.95	109.500	1.83	85.150	24.350	28.60	30.79
	L	WH Group	5.690	08:08		5.870	-3.07	4.870	1.000	20.53	29.62
	L	China Shenhua HK	34.400	08:08	-0.15	33.550	2.53	28.200	5.350	18.97	28.00
	L	PetroChina	7.340	08:08	0.82	7.160	2.51	5.420	1.740	32.10	26.43
	L	Tencent	369.800	08:08	2.32	370.200	-0.11	288.000	82.200	28.54	19.24
	L	Meituan	117.900	08:08	3.88	120.300	-2.00	73.950	46.350	62.68	18.09
	L	ANTA Sports Products	92.000	08:08	0.49	93.300	-1.39	69.600	23.700	34.05	14.24
	L	Haidilao Inter	18.980	08:08	1.39	19.300	-1.66	13.220	6.080	45.99	14.12
	L	Shenzhou Inter	85.200	08:08	2.47	83.300	2.28	73.800	9.500	12.87	13.46
	L	JD.com	125.700	08:08	1.05	127.500	-1.41	101.200	26.300	25.99	13.17
	L	Geely Auto	9.870	08:08	1.33	9.910	-0.40	8.130	1.780	21.89	9.97
	L	Sinopec	4.830	08:08		4.760	1.47	4.030	0.730	18.11	9.40
	L	China Unicom	6.000	08:08	0.67	5.900	1.69	4.770	1.130	23.69	8.87
	L	CSPC Pharmaceutical	6.760	08:08	1.65	6.780	-0.29	6.950	-0.170	-2.45	6.88
	L	China Mobile	70.600	08:08	0.71	69.650	1.36	65.400	4.250	6.50	6.77
	L	Nongfu Spring	46.150	08:08	0.11	46.250	-0.22	41.250	5.000	12.12	6.52
		Orient Overseas	128.300	08:08	6.12	116.200	10.41	116.700	-0.500	-0.43	6.33
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	1/08/24	prc diff	⇓ Δ17	∅-RS
		Lenovo	10.220	08:08	8.72	9.210	10.97	10.160	-0.950	-9.35	5.86
	L	Xinyi Glass	10.040	08:08	3.29	9.890	1.52	7.930	1.960	24.72	4.81
	L	Xinyi Solar	5.860	08:08	5.78	5.760	1.74	4.060	1.700	41.87	2.95
		NetEase	154.000	08:08	1.99	160.700	-4.17	140.800	19.900	14.13	2.87
	L	Alibaba	76.800	08:08	0.85	79.500	-3.40	70.350	9.150	13.01	1.48
	L	BYD Company	225.800	08:08	1.26	226.000	-0.09	204.800	21.200	10.35	0.77
	L	Citic Pacific	7.760	08:08	2.37	7.690	0.91	7.480	0.210	2.81	-1.82
	L	Hengan	27.850	08:08	1.64	26.800	3.92	28.250	-1.450	-5.13	-3.66
	L	Baidu	107.400	08:08	0.47	110.700	-2.98	113.000	-2.300	-2.04	-4.42
	L	China Res Beer	38.600	08:08	4.89	37.550	2.80	29.900	7.650	25.59	-4.83
		Sinopharm	20.750	08:08		20.250	2.47	19.520	0.730	3.74	-5.82
		CK Hutchison	39.600	08:08	1.41	39.200	1.02	40.650	-1.450	-3.57	-7.02
	L	Tingyi	9.350	08:08	1.30	9.210	1.52	9.040	0.170	1.88	-7.38
		Sino Biopharm	3.070	08:08	5.50	2.890	6.23	3.240	-0.350	-10.80	-9.65
	L	MTR	27.250	08:08	2.44	27.000	0.93	27.950	-0.950	-3.40	-9.97
		Chow Tai Fook Jwl	10.400	08:08	0.97	10.660	-2.44	10.800	-0.140	-1.30	-10.88
	S	Li Auto	107.200	08:08	-2.01	117.800	-9.00	131.600	-13.800	-10.49	-10.92
		SMIC	16.020	08:08	4.71	16.000	0.12	17.820	-1.820	-10.21	-13.19
	S	Sands China	20.050	08:08	1.26	20.300	-1.23	22.550	-2.250	-9.98	-13.40
	S	Galaxy Entertainment	37.050	08:08	0.54	37.450	-1.07	41.450	-4.000	-9.65	-16.91
	L	Zhongsheng	15.220	08:08	1.33	15.420	-1.30	15.380	0.040	0.26	-18.39
	L	Li Ning	21.950	08:08	5.02	21.350	2.81	18.000	3.350	18.61	-18.56
	L	JD Health	29.850	08:08	3.83	29.900	-0.17	32.900	-3.000	-9.12	-18.89
	L	Alibaba Health	3.170	08:08	3.59	3.180	-0.31	3.720	-0.540	-14.52	-22.00
	L	Budweiser Brewing	11.440	08:08	4.00	11.420	0.18	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	16.860	08:08	1.93	17.340	-2.77	18.880	-1.540	-8.16	-24.08
		Sunny Optical	42.900	08:08	5.54	41.050	4.51	61.600	-20.550	-33.36	-31.47
		WuXi AppTec HK	37.300	08:08	2.47	37.950	-1.71	72.150	-34.200	-47.40	-40.08
		WuXi Biologics	14.580	08:08	3.26	14.860	-1.88	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 = 37/53

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

Transactions Hang Seng Commerce & Industry * S17 - 37/53 (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		1/21/08	749		- cash -
short	1/21/08	7/14/08	175		Galaxy Entertainment	100	1,636	6.110	3.560	10.487	4.377	72	17,160	209
7/14/08		7/28/08	14		- cash -
	7/28/08	2/16/09	203		Galaxy Entertainment	100	5,076	3.380	1.210	9.442	6.062	179	47,929	534
2/16/09		5/10/10	448		- cash -
	5/10/10	6/14/10	35		Citic Pacific	100	3,076	15.580	13.660	17.770	2.190	14	54,665	294
6/14/10		8/09/10	56		- cash -
	8/09/10	8/30/10	21		Citic Pacific	100	3,438	15.900	15.920	15.880	-0.020	0	54,597	-2
8/30/10		8/08/11	343		- cash -
	8/08/11	1/09/12	154		Li & Fung	100	4,258	12.820	15.960	9.680	-3.140	-24	41,226	-49
1/09/12		5/21/12	133		- cash -
	5/21/12	9/10/12	112		Citic Pacific	100	3,505	11.760	9.770	14.155	2.395	20	49,622	83
9/10/12		4/08/13	210		- cash -
	4/08/13	8/12/13	126		Li & Fung	100	4,716	10.520	10.400	10.641	0.121	1	50,194	3
8/12/13		2/03/14	175		- cash -
	2/03/14	5/26/14	112		Belle International	100	5,989	8.380	8.240	8.522	0.142	2	51,047	6
5/26/14		10/06/14	133		- cash -
	10/06/14	2/23/15	140		Galaxy Entertainment	100	1,055	48.350	42.050	55.594	7.244	15	58,690	44
2/23/15		7/06/15	133		- cash -
	7/06/15	4/18/16	287		Sands China	100	2,023	29.000	30.000	28.000	-1.000	-3	56,667	-4
4/18/16		12/26/16	252		- cash -
	12/26/16	2/13/17	49		Hengan	100	1,028	55.100	65.200	45.000	-10.100	-18	46,284	-78
2/13/17		3/05/18	385		- cash -
	3/05/18	3/12/18	7		China Merchants	100	2,609	17.740	18.620	16.860	-0.880	-5	43,988	-93
3/12/18		5/07/18	56		- cash -
	5/07/18	5/14/18	7		China Merchants	100	2,560	17.180	18.240	16.120	-1.060	-6	41,274	-96
5/14/18		5/28/18	14		- cash -
	5/28/18	6/11/18	14		China Merchants	100	2,267	18.200	17.460	18.971	0.771	4	43,023	195
6/11/18		7/09/18	28		- cash -
	7/09/18	2/04/19	210		WH Group	100	6,722	6.400	7.010	5.790	-0.610	-10	38,923	-16
2/04/19		5/27/19	112		- cash -
	5/27/19	12/16/19	203		AAC Technologies	100	920	42.300	67.050	17.550	-24.750	-59	16,153	-79
12/16/19		2/24/20	70		- cash -
	2/24/20	7/06/20	133		PetroChina	100	5,016	3.220	2.900	3.575	0.355	11	17,935	33
7/06/20		8/10/20	35		- cash -
	8/10/20	8/17/20	7		Swire Pacific	100	461	38.900	41.500	36.300	-2.600	-7	16,736	-97
8/17/20		9/07/20	21		- cash -
	9/07/20	9/21/20	14		Swire Pacific	100	401	41.700	38.250	45.461	3.761	9	18,244	850
9/21/20		9/28/20	7		- cash -
	9/28/20	11/16/20	49		Citic Pacific	100	3,206	5.690	6.250	5.130	-0.560	-10	16,449	-54
11/16/20		6/28/21	224		- cash -
	6/28/21	1/17/22	203		China Unicom	100	3,816	4.310	4.060	4.575	0.265	6	17,462	11
1/17/22		5/09/22	112		- cash -
	5/09/22	1/02/23	238		Sunny Optical	100	174	100.100	92.850	107.916	7.816	8	18,822	12
1/02/23		5/08/23	126		- cash -
	5/08/23	4/08/24	336		JD.com	100	134	139.500	102.300	190.227	50.727	36	25,619	40
4/08/24		5/09/24	31		- cash -
accum	1/21/08	4/08/24	2835	days out of 6702 invested (42%)							156		25,619	13

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	7/14/08	175	6.11	3.56	10.49	4.38	71.63
		7/28/08	2/16/09	203	3.38	1.21	9.44	6.06	179.34
		10/06/14	2/23/15	140	48.35	42.05	55.59	7.24	14.98	451.26
JD.com		5/08/23	4/08/24	336	139.50	102.30	190.23	50.73	36.36	36.36
Citic Pacific		5/10/10	6/14/10	35	15.58	13.66	17.77	2.19	14.06
		8/09/10	8/30/10	21	15.90	15.92	15.88	-0.02	-0.13
		5/21/12	9/10/12	112	11.76	9.77	14.16	2.40	20.37
		9/28/20	11/16/20	49	5.69	6.25	5.13	-0.56	-9.84	23.62
PetroChina		2/24/20	7/06/20	133	3.22	2.90	3.58	0.36	11.03	11.03
Sunny Optical		5/09/22	1/02/23	238	100.10	92.85	107.92	7.82	7.81	7.81
China Unicom		6/28/21	1/17/22	203	4.31	4.06	4.58	0.27	6.16	6.16
Swire Pacific		8/10/20	8/17/20	7	38.90	41.50	36.30	-2.60	-6.68
		9/07/20	9/21/20	14	41.70	38.25	45.46	3.76	9.02	1.73
Belle International		2/03/14	5/26/14	112	8.38	8.24	8.52	0.14	1.70	1.70
Sands China		7/06/15	4/18/16	287	29.00	30.00	28.00	-1.00	-3.45	-3.45
China Merchants		3/05/18	3/12/18	7	17.74	18.62	16.86	-0.88	-4.96
		5/07/18	5/14/18	7	17.18	18.24	16.12	-1.06	-6.17
		5/28/18	6/11/18	14	18.20	17.46	18.97	0.77	4.24	-7.04
WH Group		7/09/18	2/04/19	210	6.40	7.01	5.79	-0.61	-9.53	-9.53
Hengan		12/26/16	2/13/17	49	55.10	65.20	45.00	-10.10	-18.33	-18.33
Li & Fung		8/08/11	1/09/12	154	12.82	15.96	9.68	-3.14	-24.49
		4/08/13	8/12/13	126	10.52	10.40	10.64	0.12	1.15	-23.62
AAC Technologies		5/27/19	12/16/19	203	42.30	67.05	17.55	-24.75	-58.51	-58.51

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


	is taking down something concerning