Share-o-matic - Performance

Assessment - Hang Seng Index in Euro - 1/07/24 - RS = 14

		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	25/03/24	prc diff	⇓ Δ14	⇓∅-RS
	L	HSI	2,042.795	12/08/24	0.13	2,115.247	-3.43	1,943.689	171.558	8.83	2.58
	L	AIA	6.196	12/08/24	-1.33	6.327	-2.08	6.466	-0.139	-2.14	-16.94
		Alibaba	9.365	12/08/24	0.77	8.416	11.28	8.295	0.122	1.47	-8.43
	L	Alibaba Health	0.387	12/08/24	-0.61	0.374	3.51	0.378	-0.004	-1.03	-18.31
		ANTA Sports Products	8.154	12/08/24	-2.78	8.954	-8.93	9.557	-0.604	-6.32	-7.29
	S	Baidu	9.867	12/08/24	-0.66	10.177	-3.05	11.881	-1.704	-14.34	-23.27
	L	Bank of China	0.406	12/08/24	1.19	0.460	-11.69	0.382	0.077	20.23	29.46
	L	Bank of China (HK)	2.662	12/08/24		2.871	-7.28	2.472	0.399	16.15	12.12
	S	Budweiser Brewing	1.110	12/08/24	-2.11	1.098	1.09	1.371	-0.273	-19.89	-31.74
	L	BYD Company	25.500	12/08/24	-0.28	27.696	-7.93	24.895	2.801	11.25	5.77
		CK Hutchison	4.823	12/08/24	0.12	4.465	8.02	4.560	-0.095	-2.09	-7.78
		CK Infrastructure	6.620	12/08/24	0.36	5.265	25.74	5.569	-0.304	-5.47	6.76
	S	CK Property	3.695	12/08/24	0.32	3.492	5.81	3.841	-0.349	-9.08	-21.09
	L	China Constr Bk HK	0.663	12/08/24	1.46	0.689	-3.81	0.565	0.124	21.88	24.74
	L	China Hongqiao	1.184	12/08/24	1.33	1.411	-16.07	0.989	0.422	42.71	63.64
	L	China Life Ins HK	1.239	12/08/24	0.58	1.318	-5.98	1.070	0.248	23.16	4.34
	L	China Merchants B HK	3.880	12/08/24		4.232	-8.32	3.540	0.692	19.56	14.99
	S	China Mengniu Dairy	1.581	12/08/24	-2.79	1.671	-5.43	2.289	-0.618	-26.98	-31.89
	L	China Mobile	8.464	12/08/24	-0.56	9.192	-7.92	7.876	1.317	16.72	17.54
	L	China Ov Land & Inv	1.526	12/08/24	-0.93	1.616	-5.61	1.277	0.340	26.61	-2.06
		China Res Beer	2.829	12/08/24	-2.47	3.134	-9.71	4.224	-1.090	-25.81	-29.07
	L	China Res Land	2.716	12/08/24	-1.09	3.170	-14.31	2.867	0.302	10.55	-4.30
	L	China Res Mixc	2.608	12/08/24	-1.13	3.086	-15.47	2.873	0.213	7.41	-8.65
	L	China Res Power	2.620	12/08/24	0.23	2.859	-8.35	2.107	0.752	35.68	43.73
	L	China Shenhua HK	3.856	12/08/24	1.57	4.292	-10.15	3.599	0.693	19.26	33.52
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	25/03/24	prc diff	⇓ Δ14	⇓∅-RS
	L	China Unicom	0.713	12/08/24	-5.84	0.856	-16.74	0.657	0.199	30.24	33.02
	S	Chow Tai Fook Jwl	0.786	12/08/24	-0.75	1.009	-22.13	1.371	-0.362	-26.42	-25.07
		Citic Pacific	0.848	12/08/24		0.848		0.940	-0.093	-9.87	-6.27
		CLP	8.237	12/08/24	-0.07	7.533	9.35	7.427	0.106	1.42	3.59
	L	CNOOC	2.357	12/08/24	-0.80	2.674	-11.88	2.126	0.548	25.77	56.16
		Country Garden Svcs	0.560	12/08/24	-1.47	0.575	-2.70	0.645	-0.070	-10.84	-25.15
	L	CSPC Pharmaceutical	0.708	12/08/24	1.02	0.743	-4.66	0.748	-0.006	-0.74	-0.30
	L	ENN Energy	6.375	12/08/24	0.85	7.682	-17.02	7.250	0.432	5.95	0.61
	L	Galaxy Entertainment	3.516	12/08/24	-4.38	4.345	-19.09	4.655	-0.309	-6.64	-15.38
		Geely Auto	0.911	12/08/24	0.26	1.049	-13.20	1.048	0.002	0.15	-1.76
		Haidilao Inter	1.459	12/08/24	-1.93	1.676	-12.96	2.015	-0.339	-16.83	-16.38
	L	Haier Smart Home	2.901	12/08/24	1.67	3.116	-6.90	2.684	0.432	16.08	9.30
	S	Hang Lung	0.667	12/08/24	-1.41	0.795	-16.07	0.963	-0.168	-17.42	-29.57
	L	Hang Seng Bank	10.971	12/08/24	0.38	11.986	-8.47	10.182	1.803	17.71	6.69
	L	Hansoh Pharma	2.209	12/08/24	-2.22	1.948	13.36	1.737	0.211	12.18	24.65
		Henderson Land	2.632	12/08/24	-2.43	2.501	5.25	2.684	-0.183	-6.83	-4.67
		Hengan	3.026	12/08/24	-0.20	2.841	6.51	2.908	-0.067	-2.31	-10.95
		HK & China Gas	0.790	12/08/24	1.85	0.709	11.45	0.745	-0.035	-4.75	1.96
	L	HK Exchgs & Clrg	27.648	12/08/24	0.96	29.869	-7.43	27.326	2.543	9.31	-5.49
	L	HSBC	7.682	12/08/24	0.63	8.154	-5.78	7.221	0.933	12.92	11.48
	L	ICBC	0.535	12/08/24	2.05	0.554	-3.45	0.466	0.088	18.85	21.06
		JD Health	2.513	12/08/24	-2.55	2.537	-0.94	3.351	-0.814	-24.29	-37.09
	L	JD.com	11.950	12/08/24	-0.10	12.332	-3.10	12.188	0.144	1.18	-5.97
	L	Lenovo	1.227	12/08/24	2.59	1.316	-6.72	1.049	0.267	25.42	22.89
	S	Li Auto	9.192	12/08/24	-1.79	8.392	9.53	14.041	-5.648	-40.23	-43.86
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	25/03/24	prc diff	⇓ Δ14	⇓∅-RS
		Li Ning	1.678	12/08/24	-1.13	2.018	-16.80	2.383	-0.366	-15.35	-28.80
	S	Link REIT	4.160	12/08/24	-0.57	3.623	14.83	4.059	-0.436	-10.73	-19.01
	L	Longfor	1.140	12/08/24	-1.95	1.280	-10.91	1.258	0.022	1.75	-11.92
	L	Meituan	12.416	12/08/24	-2.07	13.263	-6.39	11.008	2.255	20.48	11.31
		MTR	3.092	12/08/24	0.19	2.943	5.07	3.020	-0.078	-2.58	-13.44
		NetEase	16.809	12/08/24	0.50	17.800	-5.57	19.291	-1.491	-7.73	-4.37
		New World Dev	0.864	12/08/24	-2.69	0.873	-0.96	1.011	-0.138	-13.70	-35.87
	S	Nongfu Spring	3.510	12/08/24	1.55	4.423	-20.65	4.832	-0.409	-8.46	-14.05
	L	Orient Overseas	12.451	12/08/24	2.25	15.125	-17.68	11.345	3.781	33.33	15.68
		PetroChina	0.796	12/08/24		0.943	-15.57	0.762	0.181	23.73	35.36
	L	Ping An	4.017	12/08/24	0.45	4.226	-4.94	3.852	0.374	9.70	-8.05
	S	Power Assets	6.435	12/08/24	-0.28	5.044	27.57	5.528	-0.484	-8.75	1.14
	S	Sands China	1.619	12/08/24	-2.87	1.944	-16.71	2.602	-0.658	-25.30	-26.86
	L	SMIC	1.975	12/08/24	-0.24	2.044	-3.39	1.829	0.215	11.75	-3.50
	L	Shenzhou Inter	7.390	12/08/24	-0.24	9.127	-19.03	7.652	1.475	19.28	2.83
	S	Sino Biopharm	0.352	12/08/24	2.08	0.319	10.49	0.363	-0.045	-12.29	-12.45
	L	Sinopharm	2.411	12/08/24	1.10	2.477	-2.65	2.407	0.070	2.92	-0.12
		Sinopec	0.592	12/08/24	0.61	0.604	-1.98	0.530	0.074	14.02	17.63
		Sun Hung Kai	8.542	12/08/24	-1.85	8.064	5.92	8.790	-0.726	-8.26	-14.97
	L	Sunny Optical	5.163	12/08/24	1.29	5.760	-10.36	5.073	0.687	13.53	-12.13
		Techtronic Inds	11.526	12/08/24	-0.26	10.649	8.24	12.353	-1.705	-13.80	4.02
	L	Tencent	44.768	12/08/24	1.35	44.457	0.70	34.051	10.406	30.56	19.51
	L	Tingyi	1.073	12/08/24	-0.66	1.123	-4.46	1.073	0.051	4.74	-1.60
		Trip.com	39.491	12/08/24	0.55	44.720	-11.69	41.768	2.952	7.07	22.40
		WH Group	0.628	12/08/24		0.614	2.33	0.604	0.010	1.57	10.82
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	25/03/24	prc diff	⇓ Δ14	⇓∅-RS
		Wharf REIC	2.573	12/08/24	-1.60	2.471	4.11	3.068	-0.597	-19.45	-23.66
	S	WuXi AppTec HK	4.196	12/08/24	1.44	3.486	20.38	4.584	-1.098	-23.95	-48.24
		WuXi Biologics	1.406	12/08/24	3.70	1.378	2.08	1.654	-0.277	-16.72	-49.91
		Xiaomi	1.965	12/08/24	0.37	1.967	-0.12	1.749	0.219	12.51	20.79
		Xinyi Glass	0.901	12/08/24	-0.13	1.022	-11.80	0.976	0.046	4.73	-5.69
		Xinyi Solar	0.421	12/08/24	0.28	0.469	-10.18	0.727	-0.258	-35.45	-25.05
		Zhongsheng	1.270	12/08/24	-1.12	1.363	-6.83	1.550	-0.187	-12.06	-33.24
		Zijin Mining HK	1.827	12/08/24	0.66	1.967	-7.16	1.822	0.146	7.99	25.78
HSI - 82 out of 82 instruments rated - 1/07/24 / 25/03/24 - 44 did rise, Market-Ratio(14) in EUR = 53.66 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

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

Transactions Hang Seng Index in Euro * 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
2/01/06		9/01/06	7		- cash -
long	9/01/06	21/01/08	742		China Ov Land & Inv	100	25,597	0.391	1.241		0.850	218	31,757	77
short	21/01/08	26/01/09	371		Galaxy Entertainment	100	59,321	0.535	0.124	2.309	1.773	331	136,955	321
long	26/01/09	25/01/10	364		Hengan	100	53,043	2.582	4.731		2.149	83	250,947	84
short	25/01/10	9/08/10	196		China Unicom	100	319,242	0.786	1.009	0.564	-0.222	-28	179,925	-46
long	9/08/10	7/02/11	182		Galaxy Entertainment	100	339,183	0.530	1.176		0.646	122	399,013	394
short	7/02/11	4/04/11	56		China Res Land	100	332,783	1.199	1.417	0.981	-0.218	-18	326,461	-73
long	4/04/11	1/08/11	119		Galaxy Entertainment	100	302,280	1.080	1.948		0.868	80	588,975	511
short	1/08/11	26/12/11	147		New World Dev	100	156,660	3.760	2.465	5.735	1.975	53	898,417	185
long	26/12/11	21/05/12	147		Lenovo	100	1,668,657	0.538	0.656		0.117	22	1,094,284	63
short	21/05/12	20/08/12	91		China Unicom	100	920,589	1.189	1.370	1.008	-0.181	-15	927,771	-48
long	20/08/12	22/04/13	245		Galaxy Entertainment	100	394,413	2.352	3.135		0.782	33	1,236,388	53
short	22/04/13	16/09/13	147		China Shenhua HK	100	485,960	2.544	2.475	2.615	0.071	3	1,270,883	7
long	16/09/13	23/12/13	98		Galaxy Entertainment	100	237,477	5.352	6.370		1.019	19	1,512,757	91
short	23/12/13	19/05/14	147		Belle International	100	1,813,242	0.834	0.783	0.889	0.055	7	1,611,610	17
long	19/05/14	10/11/14	175		Citic Pacific	100	1,244,085	1.295	1.393		0.098	8	1,733,044	16
short	10/11/14	12/01/15	63		Kunlun Energy	100	1,672,908	1.036	0.825	1.300	0.264	26	2,175,450	273
long	12/01/15	13/07/15	182		China Life Ins HK	100	656,427	3.314	3.728		0.414	13	2,447,433	27
short	13/07/15	18/04/16	280		China Shenhua HK	100	1,317,828	1.857	1.521	2.268	0.411	22	2,988,966	30
long	18/04/16	21/11/16	217		AAC Technologies	100	453,248	6.595	8.782		2.188	33	3,980,587	62
short	21/11/16	27/02/17	98		Lenovo	100	6,893,941	0.577	0.572	0.583	0.005	1	4,018,479	4
long	27/02/17	23/04/18	420		Geely Auto	100	3,121,309	1.287	2.225		0.938	73	6,945,040	61
short	23/04/18	21/05/18	28		China Merchants	100	3,883,404	1.788	2.042	1.535	-0.253	-14	5,961,415	-86
long	21/05/18	25/06/18	35		CNOOC	100	3,800,644	1.569	1.376		-0.192	-12	5,230,909	-74
short	25/06/18	21/01/19	210		WH Group	100	7,760,927	0.674	0.770	0.579	-0.096	-14	4,489,697	-23
long	21/01/19	27/05/19	126		Lenovo	100	6,948,740	0.646	0.649		0.003	0	4,509,087	1
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/05/19	30/12/19	217		AAC Technologies	100	936,355	4.816	7.658	1.973	-2.843	-59	1,847,242	-78
long	30/12/19	3/02/20	35		Sunny Optical	100	118,736	15.557	14.947		-0.611	-4	1,774,748	-34
short	3/02/20	29/06/20	147		Bank of East Asia	100	910,740	1.949	2.009	1.889	-0.060	-3	1,720,115	-7
long	29/06/20	3/08/20	35		Tencent	100	30,800	55.847	59.199		3.352	6	1,823,350	84
short	3/08/20	31/08/20	28		Swire Pacific	100	440,354	4.141	4.559	3.723	-0.418	-10	1,639,220	-75
long	31/08/20	14/09/20	14		HK Exchgs & Clrg	100	38,788	42.261	40.429		-1.832	-4	1,568,147	-69
short	14/09/20	4/01/21	112		HSBC	100	447,870	3.501	4.257	2.746	-0.756	-22	1,229,629	-55
long	4/01/21	19/07/21	196		Geely Auto	100	434,330	2.831	2.585		-0.246	-9	1,122,717	-16
short	19/07/21	24/01/22	189		China Life Ins HK	100	749,172	1.499	1.592	1.405	-0.093	-6	1,052,812	-12
long	24/01/22	25/04/22	91		China Res Power	100	449,639	2.341	1.665		-0.676	-29	748,808	-75
short	25/04/22	2/01/23	252		AAC Technologies	100	400,441	1.870	2.144	1.596	-0.274	-15	639,186	-20
long	2/01/23	24/04/23	112		Sands China	100	205,378	3.112	3.357		0.245	8	689,524	28
short	24/04/23	29/04/24	371		JD.com	100	43,182	15.968	14.064	18.129	2.161	14	782,844	13
long	29/04/24	12/08/24	105		China Hongqiao	100	613,850	1.275	1.184		-0.091	-7	726,953	-23
accum	9/01/06	12/08/24	7329	days out of 7336 invested (100%)							7,170		726,953	24

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	26/01/09	371	0.54	0.12	2.31	1.77	331.26
	long	9/08/10	7/02/11	182	0.53	1.18		0.65	121.77
	long	4/04/11	1/08/11	119	1.08	1.95		0.87	80.41
	long	20/08/12	22/04/13	245	2.35	3.13		0.78	33.26
	long	16/09/13	23/12/13	98	5.35	6.37		1.02	19.03	2,637.04
China Ov Land & Inv	long	9/01/06	21/01/08	742	0.39	1.24		0.85	217.58	217.58
Hengan	long	26/01/09	25/01/10	364	2.58	4.73		2.15	83.23	83.23
Geely Auto	long	27/02/17	23/04/18	420	1.29	2.23		0.94	72.83
	long	4/01/21	19/07/21	196	2.83	2.58		-0.25	-8.69	57.80
New World Dev	short	1/08/11	26/12/11	147	3.76	2.46	5.73	1.98	52.54	52.54
China Shenhua HK	short	22/04/13	16/09/13	147	2.54	2.48	2.62	0.07	2.79
	short	13/07/15	18/04/16	280	1.86	1.52	2.27	0.41	22.13	25.53
Kunlun Energy	short	10/11/14	12/01/15	63	1.04	0.83	1.30	0.26	25.53	25.53
Lenovo	long	26/12/11	21/05/12	147	0.54	0.66		0.12	21.80
	short	21/11/16	27/02/17	98	0.58	0.57	0.58	0.01	0.95
	long	21/01/19	27/05/19	126	0.65	0.65		0.00	0.43	23.49
JD.com	short	24/04/23	29/04/24	371	15.97	14.06	18.13	2.16	13.53	13.53
Sands China	long	2/01/23	24/04/23	112	3.11	3.36		0.25	7.88	7.88
Citic Pacific	long	19/05/14	10/11/14	175	1.30	1.39		0.10	7.53	7.53
Belle International	short	23/12/13	19/05/14	147	0.83	0.78	0.89	0.05	6.53	6.53
Tencent	long	29/06/20	3/08/20	35	55.85	59.20		3.35	6.00	6.00
China Life Ins HK	long	12/01/15	13/07/15	182	3.31	3.73		0.41	12.50
	short	19/07/21	24/01/22	189	1.50	1.59	1.41	-0.09	-6.23	5.50
Bank of East Asia	short	3/02/20	29/06/20	147	1.95	2.01	1.89	-0.06	-3.08	-3.08
Sunny Optical	long	30/12/19	3/02/20	35	15.56	14.95		-0.61	-3.92	-3.92
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
HK Exchgs & Clrg	long	31/08/20	14/09/20	14	42.26	40.43		-1.83	-4.34	-4.34
China Hongqiao	long	29/04/24	12/08/24	105	1.28	1.18		-0.09	-7.14	-7.14
Swire Pacific	short	3/08/20	31/08/20	28	4.14	4.56	3.72	-0.42	-10.10	-10.10
CNOOC	long	21/05/18	25/06/18	35	1.57	1.38		-0.19	-12.25	-12.25
China Merchants	short	23/04/18	21/05/18	28	1.79	2.04	1.54	-0.25	-14.16	-14.16
WH Group	short	25/06/18	21/01/19	210	0.67	0.77	0.58	-0.10	-14.17	-14.17
China Res Land	short	7/02/11	4/04/11	56	1.20	1.42	0.98	-0.22	-18.18	-18.18
HSBC	short	14/09/20	4/01/21	112	3.50	4.26	2.75	-0.76	-21.59	-21.59
China Res Power	long	24/01/22	25/04/22	91	2.34	1.67		-0.68	-28.88	-28.88
China Unicom	short	25/01/10	9/08/10	196	0.79	1.01	0.56	-0.22	-28.30
	short	21/05/12	20/08/12	91	1.19	1.37	1.01	-0.18	-15.22	-39.21
AAC Technologies	long	18/04/16	21/11/16	217	6.59	8.78		2.19	33.18
	short	27/05/19	30/12/19	217	4.82	7.66	1.97	-2.84	-59.03
	short	25/04/22	2/01/23	252	1.87	2.14	1.60	-0.27	-14.64	-53.43

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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