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

Assessment - Hang Seng Index in Swiss Franc - 2/24/20 - RS = 14

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	11/18/19	prc diff	⇓ Δ14	∅-RS
	S	HSI	3,280.809	08:09	-2.42	3,367.570	-2.58	3,367.218	0.351	0.01	-3.63
		Sunny Optical	15.218	08:08	-5.24	16.071	-5.31	15.586	0.485	3.11	24.66
		AAC Technologies	6.410	08:08	-6.59	7.006	-8.51	6.720	0.286	4.25	15.47
	L	Tencent	48.465	08:08	-3.31	49.018	-1.13	41.647	7.371	17.70	10.08
		WH Group	0.994	08:08	-4.46	1.058	-6.05	1.059	-0.000	-0.04	8.67
		Geely Auto	1.740	08:08	-5.97	1.858	-6.35	1.949	-0.090	-4.63	6.23
	L	Hengan	7.264	08:08	-3.50	7.577	-4.14	6.354	1.223	19.25	4.45
	L	Power Assets	6.968	08:08	-0.63	7.201	-3.23	6.935	0.266	3.83	3.16
		China Res Land	4.514	08:08		4.338	4.05	4.215	0.123	2.91	1.66
		HK Exchgs & Clrg	32.118	08:08	-1.92	32.745	-1.92	30.920	1.826	5.91	0.64
		Galaxy Entertainment	6.460	08:08	-2.00	6.768	-4.55	6.651	0.117	1.75	0.45
	L	Hang Lung	2.137	08:08	-4.17	2.253	-5.13	2.060	0.193	9.36	-0.18
	S	China Constr Bk HK	0.791	08:08	-2.17	0.796	-0.63	0.796	-0.000	-0.04	-1.52
	S	Sands China	4.551	08:08	-1.76	4.784	-4.86	4.852	-0.069	-1.42	-2.05
	S	AIA	9.655	08:08	-1.60	9.712	-0.58	9.907	-0.195	-1.97	-2.72
		Ping An	10.880	08:08	-1.92	11.131	-2.26	11.573	-0.442	-3.82	-3.04
	S	ICBC	0.669	08:08	-2.38	0.679	-1.48	0.722	-0.043	-5.90	-4.03
		China Mengniu Dairy	3.509	08:08	-1.76	3.610	-2.78	3.679	-0.069	-1.88	-4.20
	L	CLP	10.271	08:08	-0.73	10.271		10.197	0.073	0.72	-4.26
		China Ov Land & Inv	3.283	08:08	-2.24	3.327	-1.32	3.294	0.033	1.01	-4.34
	L	China Mobile	7.697	08:08	-3.31	8.218	-6.34	7.774	0.444	5.71	-4.90
		Bank of China	0.387	08:08	-2.53	0.394	-1.91	0.403	-0.008	-2.07	-5.40
		Want Want China	0.756	08:08	-1.95	0.761	-0.66	0.806	-0.046	-5.65	-5.85
		MTR	5.506	08:08	-0.45	5.512	-0.11	5.458	0.054	0.98	-6.61
	S	China Life Ins HK	2.293	08:08	-2.35	2.360	-2.87	2.625	-0.265	-10.08	-6.62
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	11/18/19	prc diff	⇓ Δ14	∅-RS
		Lenovo	0.604	08:08	-4.37	0.689	-12.39	0.726	-0.036	-5.01	-6.63
	L	CKI	6.667	08:08	-1.67	6.862	-2.84	6.922	-0.060	-0.87	-6.73
	S	Country Garden	1.296	08:08	-3.55	1.298	-0.19	1.378	-0.080	-5.80	-7.70
	L	Bank of China (HK)	3.359	08:08	-1.29	3.390	-0.93	3.376	0.014	0.42	-7.87
	S	CNOOC	1.341	08:08	-4.47	1.474	-9.03	1.522	-0.048	-3.15	-8.64
	S	CK Hutchison	8.519	08:08	-1.38	8.632	-1.31	9.087	-0.454	-5.00	-8.75
		HSBC	6.673	08:08	-2.30	7.094	-5.93	7.345	-0.251	-3.42	-9.07
		Sun Hung Kai	13.912	08:08	-2.03	13.949	-0.27	13.781	0.168	1.22	-9.43
	L	HK & China Gas	1.883	08:08	-0.79	1.883		1.893	-0.010	-0.51	-9.60
	L	Hang Seng Bank	20.403	08:08	-0.55	20.278	0.62	20.293	-0.016	-0.08	-9.68
		China Merchants	1.439	08:08	-4.66	1.527	-5.76	1.557	-0.031	-1.96	-10.07
	S	Bank of Communicats	0.628	08:08	-2.53	0.639	-1.77	0.660	-0.021	-3.17	-11.54
		China Res Power	1.164	08:08	-2.42	1.218	-4.43	1.265	-0.047	-3.69	-11.84
		New World Dev	1.258	08:08	-0.79	1.243	1.21	1.335	-0.092	-6.91	-12.46
		Henderson Land	4.489	08:08	-0.83	4.495	-0.14	4.726	-0.231	-4.89	-12.57
	S	Citic Pacific	1.086	08:08	-4.42	1.136	-4.42	1.285	-0.148	-11.55	-13.79
	L	Swire Pacific	8.814	08:08	-0.57	8.965	-1.68	8.733	0.232	2.65	-13.77
	S	CK Property	6.115	08:08	-2.31	6.228	-1.81	6.619	-0.392	-5.92	-14.10
	S	Sino Land	1.331	08:08	-1.12	1.328	0.19	1.436	-0.108	-7.50	-15.17
	S	Link REIT	9.065	08:08	-2.50	9.429	-3.86	10.147	-0.717	-7.07	-15.24
	S	China Shenhua HK	1.698	08:08	-2.73	1.745	-2.73	1.936	-0.191	-9.85	-15.27
	S	Wharf REIC	4.438	08:08	-6.23	5.047	-12.06	5.446	-0.398	-7.31	-17.68
	S	China Unicom	0.772	08:08	-2.69	0.826	-6.53	0.911	-0.085	-9.33	-18.80
	S	Sinopec	0.505	08:08	-1.95	0.517	-2.43	0.559	-0.042	-7.47	-18.86
	L	Bank of East Asia	2.079	08:08	-1.78	2.097	-0.84	2.279	-0.182	-8.00	-20.07
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	11/18/19	prc diff	⇓ Δ14	∅-RS
	S	PetroChina	0.379	08:08	-4.43	0.404	-6.21	0.468	-0.064	-13.65	-23.76
HSI - 50 out of 50 instruments rated - 2/24/20 / 11/18/19 - 16 did rise, Market-Ratio(14) in CHF = 32.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI RS = 14 - B/S = 68/33

1/04/16	scale up chart	2/24/20

Transactions Hang Seng Index in Swiss Franc * 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	16,586	0.603	1.993		1.390	230	33,049	80
short	1/21/08	1/26/09	371		Galaxy Entertainment	100	38,438	0.860	0.186	3.975	3.116	362	152,807	351
long	1/26/09	1/25/10	364		Hengan	100	39,505	3.868	6.965		3.097	80	275,171	80
short	1/25/10	8/09/10	196		China Unicom	100	237,763	1.157	1.392	0.923	-0.234	-20	219,456	-34
long	8/09/10	2/07/11	182		Galaxy Entertainment	100	299,828	0.732	1.526		0.794	109	457,579	337
short	2/07/11	4/04/11	56		China Res Land	100	294,171	1.555	1.864	1.247	-0.308	-20	366,832	-76
long	4/04/11	8/01/11	119		Galaxy Entertainment	100	258,218	1.421	2.205		0.785	55	569,485	285
short	8/01/11	12/26/11	147		New World Dev	100	535,301	1.064	0.753	1.502	0.438	41	804,183	136
long	12/26/11	5/21/12	147		Lenovo	100	1,221,586	0.658	0.788		0.129	20	962,202	56
short	5/21/12	8/20/12	91		China Unicom	100	673,942	1.428	1.645	1.211	-0.217	-15	815,808	-48
long	8/20/12	4/22/13	245		Galaxy Entertainment	100	288,748	2.825	3.821		0.996	35	1,103,384	57
short	4/22/13	9/16/13	147		China Shenhua HK	100	355,769	3.101	3.062	3.142	0.040	1	1,117,757	3
long	9/16/13	12/23/13	98		Galaxy Entertainment	100	168,860	6.619	7.798		1.178	18	1,316,719	84
short	12/23/13	5/19/14	147		Belle International	100	1,289,326	1.021	0.956	1.091	0.069	7	1,406,139	18
long	5/19/14	11/10/14	175		Citic Pacific	100	888,929	1.582	1.675		0.093	6	1,489,182	13
short	11/10/14	1/12/15	63		Kunlun Energy	100	1,195,334	1.246	0.991	1.566	0.320	26	1,872,013	276
long	1/12/15	7/13/15	182		China Life Ins HK	100	470,370	3.980	3.898		-0.082	-2	1,833,529	-4
short	7/13/15	4/18/16	280		China Shenhua HK	100	944,303	1.942	1.659	2.273	0.331	17	2,146,024	23
long	4/18/16	11/21/16	217		AAC Technologies	100	298,307	7.194	9.414		2.220	31	2,808,212	57
short	11/21/16	2/27/17	98		Lenovo	100	4,537,285	0.619	0.611	0.627	0.008	1	2,844,424	5
long	2/27/17	4/23/18	420		Geely Auto	100	2,067,929	1.375	2.657		1.282	93	5,494,600	77
short	4/23/18	5/21/18	28		China Merchants	100	2,572,832	2.136	2.401	1.870	-0.266	-12	4,811,197	-82
long	5/21/18	6/25/18	35		CNOOC	100	2,607,988	1.845	1.588		-0.256	-14	4,142,346	-79
short	6/25/18	1/21/19	210		WH Group	100	5,325,520	0.778	0.872	0.683	-0.095	-12	3,638,928	-20
long	1/21/19	5/27/19	126		Lenovo	100	4,968,241	0.732	0.729		-0.004	0	3,621,502	-1
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	669,479	5.409	8.312	2.507	-2.903	-54	1,678,051	-73
long	12/30/19	2/03/20	35		Sunny Optical	100	99,374	16.886	15.973		-0.913	-5	1,587,333	-44
short	2/03/20	2/28/20	25		Bank of East Asia	100	762,230	2.082	2.079	2.086	0.003	0	1,589,784	2
accum	1/09/06	2/28/20	5163	days out of 5170 invested (100%)							15,798		1,589,784	43

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	0.86	0.19	3.98	3.12	362.36
	long	8/09/10	2/07/11	182	0.73	1.53		0.79	108.51
	long	4/04/11	8/01/11	119	1.42	2.21		0.78	55.24
	long	8/20/12	4/22/13	245	2.83	3.82		1.00	35.25
	long	9/16/13	12/23/13	98	6.62	7.80		1.18	17.80	2,284.53
China Ov Land & Inv	long	1/09/06	1/21/08	742	0.60	1.99		1.39	230.50	230.50
Geely Auto	long	2/27/17	4/23/18	420	1.38	2.66		1.28	93.17	93.17
Hengan	long	1/26/09	1/25/10	364	3.87	6.97		3.10	80.08	80.08
New World Dev	short	8/01/11	12/26/11	147	1.06	0.75	1.50	0.44	41.21	41.21
Kunlun Energy	short	11/10/14	1/12/15	63	1.25	0.99	1.57	0.32	25.71	25.71
Lenovo	long	12/26/11	5/21/12	147	0.66	0.79		0.13	19.65
	short	11/21/16	2/27/17	98	0.62	0.61	0.63	0.01	1.29
	long	1/21/19	5/27/19	126	0.73	0.73		-0.00	-0.48	20.61
China Shenhua HK	short	4/22/13	9/16/13	147	3.10	3.06	3.14	0.04	1.30
	short	7/13/15	4/18/16	280	1.94	1.66	2.27	0.33	17.04	18.57
Belle International	short	12/23/13	5/19/14	147	1.02	0.96	1.09	0.07	6.79	6.79
Citic Pacific	long	5/19/14	11/10/14	175	1.58	1.68		0.09	5.91	5.91
Bank of East Asia	short	2/03/20	2/28/20	25	2.08	2.08	2.09	0.00	0.15	0.15
China Life Ins HK	long	1/12/15	7/13/15	182	3.98	3.90		-0.08	-2.06	-2.06
Sunny Optical	long	12/30/19	2/03/20	35	16.89	15.97		-0.91	-5.41	-5.41
WH Group	short	6/25/18	1/21/19	210	0.78	0.87	0.68	-0.09	-12.15	-12.15
China Merchants	short	4/23/18	5/21/18	28	2.14	2.40	1.87	-0.27	-12.44	-12.44
CNOOC	long	5/21/18	6/25/18	35	1.84	1.59		-0.26	-13.90	-13.90
China Res Land	short	2/07/11	4/04/11	56	1.56	1.86	1.25	-0.31	-19.83	-19.83
China Unicom	short	1/25/10	8/09/10	196	1.16	1.39	0.92	-0.23	-20.25
	short	5/21/12	8/20/12	91	1.43	1.64	1.21	-0.22	-15.21	-32.38
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
AAC Technologies	long	4/18/16	11/21/16	217	7.19	9.41		2.22	30.86
	short	5/27/19	12/30/19	217	5.41	8.31	2.51	-2.90	-53.66	-39.37

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)
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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