Share-o-matic - Performance

Assessment - Hang Seng Index in Euro - 1/07/24 - RS = 16

		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	11/03/24	prc diff	⇓ Δ16	⇓∅-RS
	L	HSI	2,042.795	12/08/24	0.13	2,115.247	-3.43	1,941.444	173.803	8.95	2.58
	L	AIA	6.196	12/08/24	-1.33	6.327	-2.08	7.286	-0.959	-13.16	-16.94
		Alibaba	9.365	12/08/24	0.77	8.416	11.28	8.521	-0.104	-1.22	-8.43
	L	Alibaba Health	0.387	12/08/24	-0.61	0.374	3.51	0.390	-0.016	-4.13	-18.31
		ANTA Sports Products	8.154	12/08/24	-2.78	8.954	-8.93	8.872	0.082	0.92	-7.29
	S	Baidu	9.867	12/08/24	-0.66	10.177	-3.05	11.417	-1.240	-10.86	-23.27
	L	Bank of China	0.406	12/08/24	1.19	0.460	-11.69	0.375	0.085	22.72	29.46
	L	Bank of China (HK)	2.662	12/08/24		2.871	-7.28	2.511	0.361	14.36	12.12
	S	Budweiser Brewing	1.110	12/08/24	-2.11	1.098	1.09	1.447	-0.348	-24.08	-31.74
	L	BYD Company	25.500	12/08/24	-0.28	27.696	-7.93	23.104	4.592	19.88	5.77
		CK Hutchison	4.823	12/08/24	0.12	4.465	8.02	4.781	-0.316	-6.62	-7.78
		CK Infrastructure	6.620	12/08/24	0.36	5.265	25.74	5.314	-0.049	-0.92	6.76
	S	CK Property	3.695	12/08/24	0.32	3.492	5.81	4.284	-0.792	-18.49	-21.09
	L	China Constr Bk HK	0.663	12/08/24	1.46	0.689	-3.81	0.569	0.120	21.10	24.74
	L	China Hongqiao	1.184	12/08/24	1.33	1.411	-16.07	0.815	0.596	73.22	63.64
	L	China Life Ins HK	1.239	12/08/24	0.58	1.318	-5.98	1.124	0.194	17.30	4.34
	L	China Merchants B HK	3.880	12/08/24		4.232	-8.32	3.517	0.715	20.33	14.99
	S	China Mengniu Dairy	1.581	12/08/24	-2.79	1.671	-5.43	2.200	-0.529	-24.04	-31.89
	L	China Mobile	8.464	12/08/24	-0.56	9.192	-7.92	7.900	1.292	16.35	17.54
	L	China Ov Land & Inv	1.526	12/08/24	-0.93	1.616	-5.61	1.238	0.378	30.53	-2.06
		China Res Beer	2.829	12/08/24	-2.47	3.134	-9.71	4.015	-0.881	-21.94	-29.07
	L	China Res Land	2.716	12/08/24	-1.09	3.170	-14.31	2.622	0.548	20.89	-4.30
	L	China Res Mixc	2.608	12/08/24	-1.13	3.086	-15.47	2.686	0.400	14.89	-8.65
	L	China Res Power	2.620	12/08/24	0.23	2.859	-8.35	2.147	0.713	33.20	43.73
	L	China Shenhua HK	3.856	12/08/24	1.57	4.292	-10.15	3.500	0.792	22.64	33.52
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	11/03/24	prc diff	⇓ Δ16	⇓∅-RS
	L	China Unicom	0.713	12/08/24	-5.84	0.856	-16.74	0.655	0.201	30.59	33.02
	S	Chow Tai Fook Jwl	0.786	12/08/24	-0.75	1.009	-22.13	1.412	-0.403	-28.53	-25.07
		Citic Pacific	0.848	12/08/24		0.848		0.930	-0.083	-8.91	-6.27
		CLP	8.237	12/08/24	-0.07	7.533	9.35	7.444	0.089	1.20	3.59
	L	CNOOC	2.357	12/08/24	-0.80	2.674	-11.88	2.027	0.647	31.91	56.16
		Country Garden Svcs	0.560	12/08/24	-1.47	0.575	-2.70	0.645	-0.069	-10.78	-25.15
	L	CSPC Pharmaceutical	0.708	12/08/24	1.02	0.743	-4.66	0.703	0.039	5.56	-0.30
	L	ENN Energy	6.375	12/08/24	0.85	7.682	-17.02	7.385	0.297	4.02	0.61
	L	Galaxy Entertainment	3.516	12/08/24	-4.38	4.345	-19.09	4.611	-0.266	-5.77	-15.38
		Geely Auto	0.911	12/08/24	0.26	1.049	-13.20	1.007	0.043	4.25	-1.76
		Haidilao Inter	1.459	12/08/24	-1.93	1.676	-12.96	1.718	-0.042	-2.45	-16.38
	L	Haier Smart Home	2.901	12/08/24	1.67	3.116	-6.90	2.856	0.260	9.10	9.30
	S	Hang Lung	0.667	12/08/24	-1.41	0.795	-16.07	1.004	-0.209	-20.83	-29.57
	L	Hang Seng Bank	10.971	12/08/24	0.38	11.986	-8.47	10.112	1.873	18.53	6.69
	L	Hansoh Pharma	2.209	12/08/24	-2.22	1.948	13.36	1.646	0.303	18.39	24.65
		Henderson Land	2.632	12/08/24	-2.43	2.501	5.25	2.657	-0.156	-5.87	-4.67
		Hengan	3.026	12/08/24	-0.20	2.841	6.51	2.791	0.050	1.78	-10.95
		HK & China Gas	0.790	12/08/24	1.85	0.709	11.45	0.702	0.007	0.98	1.96
	L	HK Exchgs & Clrg	27.648	12/08/24	0.96	29.869	-7.43	28.207	1.662	5.89	-5.49
	L	HSBC	7.682	12/08/24	0.63	8.154	-5.78	6.829	1.324	19.39	11.48
	L	ICBC	0.535	12/08/24	2.05	0.554	-3.45	0.475	0.079	16.57	21.06
		JD Health	2.513	12/08/24	-2.55	2.537	-0.94	3.482	-0.945	-27.14	-37.09
	L	JD.com	11.950	12/08/24	-0.10	12.332	-3.10	11.534	0.797	6.91	-5.97
	L	Lenovo	1.227	12/08/24	2.59	1.316	-6.72	1.097	0.219	19.96	22.89
	S	Li Auto	9.192	12/08/24	-1.79	8.392	9.53	16.877	-8.485	-50.27	-43.86
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	11/03/24	prc diff	⇓ Δ16	⇓∅-RS
		Li Ning	1.678	12/08/24	-1.13	2.018	-16.80	2.394	-0.376	-15.71	-28.80
	S	Link REIT	4.160	12/08/24	-0.57	3.623	14.83	4.325	-0.702	-16.22	-19.01
	L	Longfor	1.140	12/08/24	-1.95	1.280	-10.91	1.112	0.168	15.10	-11.92
	L	Meituan	12.416	12/08/24	-2.07	13.263	-6.39	10.440	2.823	27.04	11.31
		MTR	3.092	12/08/24	0.19	2.943	5.07	3.020	-0.077	-2.55	-13.44
		NetEase	16.809	12/08/24	0.50	17.800	-5.57	19.780	-1.981	-10.01	-4.37
		New World Dev	0.864	12/08/24	-2.69	0.873	-0.96	1.093	-0.221	-20.17	-35.87
	S	Nongfu Spring	3.510	12/08/24	1.55	4.423	-20.65	4.916	-0.493	-10.02	-14.05
	L	Orient Overseas	12.451	12/08/24	2.25	15.125	-17.68	14.759	0.366	2.48	15.68
		PetroChina	0.796	12/08/24		0.943	-15.57	0.733	0.210	28.72	35.36
	L	Ping An	4.017	12/08/24	0.45	4.226	-4.94	4.167	0.059	1.42	-8.05
	S	Power Assets	6.435	12/08/24	-0.28	5.044	27.57	5.401	-0.358	-6.62	1.14
	S	Sands China	1.619	12/08/24	-2.87	1.944	-16.71	2.511	-0.567	-22.59	-26.86
	L	SMIC	1.975	12/08/24	-0.24	2.044	-3.39	1.997	0.047	2.36	-3.50
	L	Shenzhou Inter	7.390	12/08/24	-0.24	9.127	-19.03	7.520	1.607	21.37	2.83
	S	Sino Biopharm	0.352	12/08/24	2.08	0.319	10.49	0.349	-0.030	-8.61	-12.45
	L	Sinopharm	2.411	12/08/24	1.10	2.477	-2.65	2.511	-0.033	-1.33	-0.12
		Sinopec	0.592	12/08/24	0.61	0.604	-1.98	0.517	0.087	16.77	17.63
		Sun Hung Kai	8.542	12/08/24	-1.85	8.064	5.92	9.211	-1.147	-12.45	-14.97
	L	Sunny Optical	5.163	12/08/24	1.29	5.760	-10.36	5.998	-0.238	-3.97	-12.13
		Techtronic Inds	11.526	12/08/24	-0.26	10.649	8.24	11.652	-1.003	-8.61	4.02
	L	Tencent	44.768	12/08/24	1.35	44.457	0.70	32.608	11.849	36.34	19.51
	L	Tingyi	1.073	12/08/24	-0.66	1.123	-4.46	1.050	0.074	7.00	-1.60
		Trip.com	39.491	12/08/24	0.55	44.720	-11.69	40.590	4.130	10.17	22.40
		WH Group	0.628	12/08/24		0.614	2.33	0.600	0.013	2.20	10.82
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	11/03/24	prc diff	⇓ Δ16	⇓∅-RS
		Wharf REIC	2.573	12/08/24	-1.60	2.471	4.11	3.160	-0.689	-21.80	-23.66
	S	WuXi AppTec HK	4.196	12/08/24	1.44	3.486	20.38	5.735	-2.249	-39.22	-48.24
		WuXi Biologics	1.406	12/08/24	3.70	1.378	2.08	2.072	-0.694	-33.50	-49.91
		Xiaomi	1.965	12/08/24	0.37	1.967	-0.12	1.568	0.399	25.44	20.79
		Xinyi Glass	0.901	12/08/24	-0.13	1.022	-11.80	1.110	-0.088	-7.90	-5.69
		Xinyi Solar	0.421	12/08/24	0.28	0.469	-10.18	0.769	-0.300	-38.99	-25.05
		Zhongsheng	1.270	12/08/24	-1.12	1.363	-6.83	1.561	-0.198	-12.68	-33.24
		Zijin Mining HK	1.827	12/08/24	0.66	1.967	-7.16	1.709	0.259	15.13	25.78
HSI - 82 out of 82 instruments rated - 1/07/24 / 11/03/24 - 44 did rise, Market-Ratio(16) in EUR = 53.66 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI RS = 16 - B/S = 39/40

3/01/22	scale up chart	1/07/24

Transactions Hang Seng Index in Euro * S16 - 39/40 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		21/01/08	749		- cash -
short	21/01/08	12/05/08	112		Galaxy Entertainment	100	18,679	0.535	0.455	0.630	0.095	18	11,768	70
12/05/08		16/06/08	35		- cash -
	16/06/08	7/07/08	21		Galaxy Entertainment	100	27,348	0.430	0.318	0.582	0.151	35	15,909	18,765
7/07/08		21/07/08	14		- cash -
	21/07/08	26/01/09	189		Galaxy Entertainment	100	65,332	0.244	0.124	0.478	0.234	96	31,209	267
26/01/09		2/03/09	35		- cash -
	2/03/09	9/03/09	7		HSBC	100	7,061	4.419	3.879	5.035	0.616	14	35,558	90,001
9/03/09		25/01/10	322		- cash -
	25/01/10	8/03/10	42		China Unicom	100	45,235	0.786	0.910	0.662	-0.124	-16	29,941	-78
8/03/10		3/05/10	56		- cash -
	3/05/10	17/05/10	14		Citic Pacific	100	20,354	1.471	1.385	1.562	0.091	6	31,799	380
17/05/10		5/07/10	49		- cash -
	5/07/10	16/08/10	42		Citic Pacific	100	21,648	1.469	1.612	1.325	-0.143	-10	28,693	-59
16/08/10		7/02/11	175		- cash -
	7/02/11	21/03/11	42		China Res Land	100	23,930	1.199	1.201	1.197	-0.002	0	28,649	-1
21/03/11		6/06/11	77		- cash -
	6/06/11	13/06/11	7		China Life Ins HK	100	12,147	2.358	2.186	2.544	0.186	8	30,908	5,127
13/06/11		25/07/11	42		- cash -
	25/07/11	28/11/11	126		New World Dev	100	7,528	4.105	2.565	6.571	2.466	60	49,471	291
28/11/11		5/12/11	7		- cash -
	5/12/11	9/01/12	35		New World Dev	100	19,775	2.502	2.919	2.084	-0.417	-17	41,215	-85
9/01/12		21/05/12	133		- cash -
	21/05/12	16/07/12	56		China Unicom	100	34,673	1.189	1.134	1.246	0.057	5	43,186	36
16/07/12		23/07/12	7		- cash -
	23/07/12	30/07/12	7		HK Exchgs & Clrg	100	3,995	10.808	11.041	10.574	-0.233	-2	42,254	-68
30/07/12		20/08/12	21		- cash -
	20/08/12	27/08/12	7		Citic Pacific	100	36,280	1.165	1.107	1.226	0.061	5	44,469	1,336
27/08/12		27/05/13	273		- cash -
	27/05/13	16/09/13	112		Belle International	100	37,090	1.199	1.093	1.316	0.117	10	48,800	35
16/09/13		6/01/14	112		- cash -
	6/01/14	14/04/14	98		Belle International	100	61,703	0.791	0.788	0.794	0.003	0	48,998	2
14/04/14		28/04/14	14		- cash -
	28/04/14	5/05/14	7		Geely Auto	100	197,047	0.249	0.248	0.249	0.000	0	49,084	10
5/05/14		24/11/14	203		- cash -
	24/11/14	8/12/14	14		Kunlun Energy	100	55,514	0.884	0.808	0.968	0.084	9	53,744	964
8/12/14		15/12/14	7		- cash -
	15/12/14	12/01/15	28		Kunlun Energy	100	72,503	0.741	0.825	0.657	-0.084	-11	47,656	-79
12/01/15		27/07/15	196		- cash -
	27/07/15	14/12/15	140		China Shenhua HK	100	28,218	1.689	1.363	2.092	0.403	24	59,039	75
14/12/15		4/01/16	21		- cash -
	4/01/16	18/04/16	105		Belle International	100	89,953	0.656	0.538	0.801	0.144	22	72,017	100
18/04/16		5/12/16	231		- cash -
	5/12/16	6/02/17	63		Lenovo	100	125,207	0.575	0.605	0.546	-0.029	-5	68,338	-26
6/02/17		7/05/18	455		- cash -
	7/05/18	4/06/18	28		China Merchants	100	37,237	1.835	1.967	1.703	-0.132	-7	63,412	-62
4/06/18		18/06/18	14		- cash -
	18/06/18	31/12/18	196		China Merchants	100	33,579	1.888	1.571	2.270	0.381	20	76,211	41
31/12/18		7/01/19	7		- cash -
	7/01/19	14/01/19	7		AAC Technologies	100	16,839	4.526	5.072	3.979	-0.546	-12	67,009	-100
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
14/01/19		27/05/19	133		- cash -
	27/05/19	25/11/19	182		AAC Technologies	100	13,914	4.816	6.548	3.083	-1.733	-36	42,902	-59
25/11/19		9/12/19	14		- cash -
	9/12/19	16/12/19	7		Bank of East Asia	100	20,986	2.044	2.042	2.047	0.002	0	42,951	6
16/12/19		3/02/20	49		- cash -
	3/02/20	17/02/20	14		Bank of East Asia	100	22,041	1.949	2.096	1.801	-0.148	-8	39,698	-87
17/02/20		24/02/20	7		- cash -
	24/02/20	6/07/20	133		PetroChina	100	104,291	0.381	0.331	0.438	0.057	15	45,680	47
6/07/20		27/07/20	21		- cash -
	27/07/20	17/08/20	21		Swire Pacific	100	10,870	4.202	4.512	3.892	-0.310	-7	42,307	-74
17/08/20		31/08/20	14		- cash -
	31/08/20	14/09/20	14		HSBC	100	11,586	3.651	3.501	3.808	0.156	4	44,120	199
14/09/20		28/09/20	14		- cash -
	28/09/20	9/11/20	42		Citic Pacific	100	70,045	0.630	0.668	0.592	-0.038	-6	41,446	-42
9/11/20		12/07/21	245		- cash -
	12/07/21	10/01/22	182		China Life Ins HK	100	27,697	1.496	1.499	1.494	-0.003	0	41,367	0
10/01/22		11/07/22	182		- cash -
	11/07/22	12/12/22	154		AAC Technologies	100	19,780	2.091	2.168	2.014	-0.077	-4	39,841	-9
12/12/22		19/12/22	7		- cash -
	19/12/22	26/12/22	7		CLP	100	5,890	6.763	6.696	6.831	0.068	1	40,241	68
26/12/22		1/05/23	126		- cash -
	1/05/23	1/01/24	245		JD.com	100	2,549	15.786	13.007	19.160	3.374	21	48,841	33
1/01/24		8/01/24	7		- cash -
	8/01/24	4/03/24	56		Li Ning	100	23,222	2.103	2.298	1.909	-0.194	-9	44,325	-47
4/03/24		11/03/24	7		- cash -
	11/03/24	18/03/24	7		WuXi Biologics	100	21,396	2.072	1.737	2.471	0.399	19	52,868	979,493
18/03/24		2/02/26	686		- cash -
accum	21/01/08	18/03/24	2569	days out of 7336 invested (35%)							429		52,868	27

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Galaxy Entertainment	short	21/01/08	12/05/08	112	0.54	0.45	0.63	0.09	17.68
		16/06/08	7/07/08	21	0.43	0.32	0.58	0.15	35.19
		21/07/08	26/01/09	189	0.24	0.12	0.48	0.23	96.18	212.10
Belle International		27/05/13	16/09/13	112	1.20	1.09	1.32	0.12	9.74
		6/01/14	14/04/14	98	0.79	0.79	0.79	0.00	0.41
		4/01/16	18/04/16	105	0.66	0.54	0.80	0.14	21.98	34.41
New World Dev		25/07/11	28/11/11	126	4.11	2.56	6.57	2.47	60.06
		5/12/11	9/01/12	35	2.50	2.92	2.08	-0.42	-16.69	33.35
China Shenhua HK		27/07/15	14/12/15	140	1.69	1.36	2.09	0.40	23.89	23.89
JD.com		1/05/23	1/01/24	245	15.79	13.01	19.16	3.37	21.37	21.37
WuXi Biologics		11/03/24	18/03/24	7	2.07	1.74	2.47	0.40	19.27	19.27
HSBC		2/03/09	9/03/09	7	4.42	3.88	5.04	0.62	13.94
		31/08/20	14/09/20	14	3.65	3.50	3.81	0.16	4.28	18.82
PetroChina		24/02/20	6/07/20	133	0.38	0.33	0.44	0.06	15.07	15.07
China Merchants		7/05/18	4/06/18	28	1.84	1.97	1.70	-0.13	-7.21
		18/06/18	31/12/18	196	1.89	1.57	2.27	0.38	20.18	11.52
China Life Ins HK		6/06/11	13/06/11	7	2.36	2.19	2.54	0.19	7.88
		12/07/21	10/01/22	182	1.50	1.50	1.49	-0.00	-0.19	7.68
CLP		19/12/22	26/12/22	7	6.76	6.70	6.83	0.07	1.00	1.00
Geely Auto		28/04/14	5/05/14	7	0.25	0.25	0.25	0.00	0.18	0.18
China Res Land		7/02/11	21/03/11	42	1.20	1.20	1.20	-0.00	-0.15	-0.15
HK Exchgs & Clrg		23/07/12	30/07/12	7	10.81	11.04	10.57	-0.23	-2.16	-2.16
Kunlun Energy		24/11/14	8/12/14	14	0.88	0.81	0.97	0.08	9.49
		15/12/14	12/01/15	28	0.74	0.83	0.66	-0.08	-11.33	-2.91
Lenovo		5/12/16	6/02/17	63	0.58	0.60	0.55	-0.03	-5.11	-5.11
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Citic Pacific		3/05/10	17/05/10	14	1.47	1.39	1.56	0.09	6.20
		5/07/10	16/08/10	42	1.47	1.61	1.33	-0.14	-9.77
		20/08/12	27/08/12	7	1.16	1.11	1.23	0.06	5.24
		28/09/20	9/11/20	42	0.63	0.67	0.59	-0.04	-6.06	-5.26
Swire Pacific		27/07/20	17/08/20	21	4.20	4.51	3.89	-0.31	-7.38	-7.38
Bank of East Asia		9/12/19	16/12/19	7	2.04	2.04	2.05	0.00	0.12
		3/02/20	17/02/20	14	1.95	2.10	1.80	-0.15	-7.57	-7.47
Li Ning		8/01/24	4/03/24	56	2.10	2.30	1.91	-0.19	-9.25	-9.25
China Unicom		25/01/10	8/03/10	42	0.79	0.91	0.66	-0.12	-15.80
		21/05/12	16/07/12	56	1.19	1.13	1.25	0.06	4.78	-11.77
AAC Technologies		7/01/19	14/01/19	7	4.53	5.07	3.98	-0.55	-12.08
		27/05/19	25/11/19	182	4.82	6.55	3.08	-1.73	-35.98
		11/07/22	12/12/22	154	2.09	2.17	2.01	-0.08	-3.69	-45.79

Annotations

23/05/18	HSI	index adaption removed: Cathay Pacific Airways, Kunlun Energy, The Wharf added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC
19/07/17	HSI	Belle drops out due to acquisition by Hillhouse Capital and CDH Investments
1/04/17	HSI	machine learning processed for all techniques
6/03/17	HSI	Geely Auto replaces Li & Fung
28/12/16	HSI	AAC Technologies and CKI replacen China Res Enterprises and Tingyi
13/10/15	China Mengniu Dairy	forward stock split 1:2 (two for one)
18/09/15	China Res Enterprise	ex special dividend HKD 12.30
27/07/15	Ping An HK	forward stock split 10:20 (twenty for ten)
8/06/15	HSI	CK Property and The Link REIT replace Costco and Hutchison Whampoa.
1/06/15	CK Hutchison	name change (before Cheung Kong Holdings Ltd) after Merger with Hutchison Whampoa
27/05/15	CK Hutchison	spin-off CK Property


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