| | |
| | |
Assessment - Hang Seng Index in Euro - 1/07/24 - RS = mixed
⇐
| |
|
instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI |
2,042.795 |
12/08/24 |
0.13 |
2,115.247 |
-3.43 |
1,970.912 |
144.336 |
7.32 |
|
2.58 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.196 |
12/08/24 |
-1.33 |
6.327 |
-2.08 |
7.868 |
-1.540 |
-19.58 |
|
-16.94 |
| |  |
 |
 |
 |
|
 |
Alibaba |
9.365 |
12/08/24 |
0.77 |
8.416 |
11.28 |
8.740 |
-0.324 |
-3.71 |
|
-8.43 |
| |  |
 |
 |
 |
L |
 |
Alibaba Health |
0.387 |
12/08/24 |
-0.61 |
0.374 |
3.51 |
0.490 |
-0.117 |
-23.77 |
|
-18.31 |
| |  |
 |
 |
 |
|
 |
ANTA Sports Products |
8.154 |
12/08/24 |
-2.78 |
8.954 |
-8.93 |
8.758 |
0.196 |
2.24 |
|
-7.29 |
| |  |
 |
 |
 |
S |
 |
Baidu |
9.867 |
12/08/24 |
-0.66 |
10.177 |
-3.05 |
13.423 |
-3.246 |
-24.18 |
|
-23.27 |
| |  |
 |
 |
 |
L |
 |
Bank of China |
0.406 |
12/08/24 |
1.19 |
0.460 |
-11.69 |
0.345 |
0.115 |
33.40 |
|
29.46 |
| |  |
 |
 |
 |
L |
 |
Bank of China (HK) |
2.662 |
12/08/24 |
|
2.871 |
-7.28 |
2.451 |
0.420 |
17.14 |
|
12.12 |
| |  |
 |
 |
 |
S |
 |
Budweiser Brewing |
1.110 |
12/08/24 |
-2.11 |
1.098 |
1.09 |
1.690 |
-0.592 |
-35.02 |
|
-31.74 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
25.500 |
12/08/24 |
-0.28 |
27.696 |
-7.93 |
24.788 |
2.909 |
11.73 |
|
5.77 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
4.823 |
12/08/24 |
0.12 |
4.465 |
8.02 |
4.838 |
-0.374 |
-7.72 |
|
-7.78 |
| |  |
 |
 |
 |
|
 |
CK Infrastructure |
6.620 |
12/08/24 |
0.36 |
5.265 |
25.74 |
4.995 |
0.270 |
5.41 |
|
6.76 |
| |  |
 |
 |
 |
S |
 |
CK Property |
3.695 |
12/08/24 |
0.32 |
3.492 |
5.81 |
4.532 |
-1.040 |
-22.95 |
|
-21.09 |
| |  |
 |
 |
 |
L |
 |
China Constr Bk HK |
0.663 |
12/08/24 |
1.46 |
0.689 |
-3.81 |
0.538 |
0.151 |
28.13 |
|
24.74 |
| |  |
 |
 |
 |
L |
 |
China Hongqiao |
1.184 |
12/08/24 |
1.33 |
1.411 |
-16.07 |
0.739 |
0.672 |
91.00 |
|
63.64 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.239 |
12/08/24 |
0.58 |
1.318 |
-5.98 |
1.170 |
0.148 |
12.64 |
|
4.34 |
| |  |
 |
 |
 |
L |
 |
China Merchants B HK |
3.880 |
12/08/24 |
|
4.232 |
-8.32 |
3.064 |
1.168 |
38.13 |
|
14.99 |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
1.581 |
12/08/24 |
-2.79 |
1.671 |
-5.43 |
2.428 |
-0.757 |
-31.16 |
|
-31.89 |
| |  |
 |
 |
 |
L |
 |
China Mobile |
8.464 |
12/08/24 |
-0.56 |
9.192 |
-7.92 |
7.492 |
1.701 |
22.70 |
|
17.54 |
| |  |
 |
 |
 |
L |
 |
China Ov Land & Inv |
1.526 |
12/08/24 |
-0.93 |
1.616 |
-5.61 |
1.591 |
0.026 |
1.61 |
|
-2.06 |
| |  |
 |
 |
 |
|
 |
China Res Beer |
2.829 |
12/08/24 |
-2.47 |
3.134 |
-9.71 |
3.954 |
-0.820 |
-20.75 |
|
-29.07 |
| |  |
 |
 |
 |
L |
 |
China Res Land |
2.716 |
12/08/24 |
-1.09 |
3.170 |
-14.31 |
3.237 |
-0.068 |
-2.09 |
|
-4.30 |
| |  |
 |
 |
 |
L |
 |
China Res Mixc |
2.608 |
12/08/24 |
-1.13 |
3.086 |
-15.47 |
3.220 |
-0.134 |
-4.16 |
|
-8.65 |
| |  |
 |
 |
 |
L |
 |
China Res Power |
2.620 |
12/08/24 |
0.23 |
2.859 |
-8.35 |
1.808 |
1.051 |
58.12 |
|
43.73 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
3.856 |
12/08/24 |
1.57 |
4.292 |
-10.15 |
3.093 |
1.199 |
38.77 |
|
33.52 |
| |
|
instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
China Unicom |
0.713 |
12/08/24 |
-5.84 |
0.856 |
-16.74 |
0.567 |
0.289 |
51.09 |
|
33.02 |
| |  |
 |
 |
 |
S |
 |
Chow Tai Fook Jwl |
0.786 |
12/08/24 |
-0.75 |
1.009 |
-22.13 |
1.343 |
-0.335 |
-24.91 |
|
-25.07 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
0.848 |
12/08/24 |
|
0.848 |
|
0.902 |
-0.054 |
-6.01 |
|
-6.27 |
| |  |
 |
 |
 |
|
 |
CLP |
8.237 |
12/08/24 |
-0.07 |
7.533 |
9.35 |
7.451 |
0.082 |
1.09 |
|
3.59 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
2.357 |
12/08/24 |
-0.80 |
2.674 |
-11.88 |
1.503 |
1.171 |
77.92 |
|
56.16 |
| |  |
 |
 |
 |
|
 |
Country Garden Svcs |
0.560 |
12/08/24 |
-1.47 |
0.575 |
-2.70 |
0.780 |
-0.205 |
-26.27 |
|
-25.15 |
| |  |
 |
 |
 |
L |
 |
CSPC Pharmaceutical |
0.708 |
12/08/24 |
1.02 |
0.743 |
-4.66 |
0.839 |
-0.097 |
-11.53 |
|
-0.30 |
| |  |
 |
 |
 |
L |
 |
ENN Energy |
6.375 |
12/08/24 |
0.85 |
7.682 |
-17.02 |
6.648 |
1.034 |
15.56 |
|
0.61 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
3.516 |
12/08/24 |
-4.38 |
4.345 |
-19.09 |
5.058 |
-0.713 |
-14.09 |
|
-15.38 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
0.911 |
12/08/24 |
0.26 |
1.049 |
-13.20 |
0.993 |
0.056 |
5.66 |
|
-1.76 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
1.459 |
12/08/24 |
-1.93 |
1.676 |
-12.96 |
1.681 |
-0.005 |
-0.29 |
|
-16.38 |
| |  |
 |
 |
 |
L |
 |
Haier Smart Home |
2.901 |
12/08/24 |
1.67 |
3.116 |
-6.90 |
2.549 |
0.567 |
22.22 |
|
9.30 |
| |  |
 |
 |
 |
S |
 |
Hang Lung |
0.667 |
12/08/24 |
-1.41 |
0.795 |
-16.07 |
1.258 |
-0.463 |
-36.79 |
|
-29.57 |
| |  |
 |
 |
 |
L |
 |
Hang Seng Bank |
10.971 |
12/08/24 |
0.38 |
11.986 |
-8.47 |
10.527 |
1.459 |
13.86 |
|
6.69 |
| |  |
 |
 |
 |
L |
 |
Hansoh Pharma |
2.209 |
12/08/24 |
-2.22 |
1.948 |
13.36 |
1.822 |
0.126 |
6.93 |
|
24.65 |
| |  |
 |
 |
 |
|
 |
Henderson Land |
2.632 |
12/08/24 |
-2.43 |
2.501 |
5.25 |
2.781 |
-0.279 |
-10.05 |
|
-4.67 |
| |  |
 |
 |
 |
|
 |
Hengan |
3.026 |
12/08/24 |
-0.20 |
2.841 |
6.51 |
3.359 |
-0.517 |
-15.40 |
|
-10.95 |
| |  |
 |
 |
 |
|
 |
HK & China Gas |
0.790 |
12/08/24 |
1.85 |
0.709 |
11.45 |
0.691 |
0.018 |
2.57 |
|
1.96 |
| |  |
 |
 |
 |
L |
 |
HK Exchgs & Clrg |
27.648 |
12/08/24 |
0.96 |
29.869 |
-7.43 |
30.984 |
-1.116 |
-3.60 |
|
-5.49 |
| |  |
 |
 |
 |
L |
 |
HSBC |
7.682 |
12/08/24 |
0.63 |
8.154 |
-5.78 |
7.284 |
0.870 |
11.94 |
|
11.48 |
| |  |
 |
 |
 |
L |
 |
ICBC |
0.535 |
12/08/24 |
2.05 |
0.554 |
-3.45 |
0.442 |
0.112 |
25.42 |
|
21.06 |
| |  |
 |
 |
 |
|
 |
JD Health |
2.513 |
12/08/24 |
-2.55 |
2.537 |
-0.94 |
4.416 |
-1.880 |
-42.56 |
|
-37.09 |
| |  |
 |
 |
 |
L |
 |
JD.com |
11.950 |
12/08/24 |
-0.10 |
12.332 |
-3.10 |
13.007 |
-0.675 |
-5.19 |
|
-5.97 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
1.227 |
12/08/24 |
2.59 |
1.316 |
-6.72 |
1.263 |
0.053 |
4.20 |
|
22.89 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
9.192 |
12/08/24 |
-1.79 |
8.392 |
9.53 |
16.117 |
-7.724 |
-47.93 |
|
-43.86 |
| |
|
instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Li Ning |
1.678 |
12/08/24 |
-1.13 |
2.018 |
-16.80 |
2.416 |
-0.399 |
-16.50 |
|
-28.80 |
| |  |
 |
 |
 |
S |
 |
Link REIT |
4.160 |
12/08/24 |
-0.57 |
3.623 |
14.83 |
5.070 |
-1.446 |
-28.53 |
|
-19.01 |
| |  |
 |
 |
 |
L |
 |
Longfor |
1.140 |
12/08/24 |
-1.95 |
1.280 |
-10.91 |
1.445 |
-0.165 |
-11.45 |
|
-11.92 |
| |  |
 |
 |
 |
L |
 |
Meituan |
12.416 |
12/08/24 |
-2.07 |
13.263 |
-6.39 |
9.469 |
3.794 |
40.07 |
|
11.31 |
| |  |
 |
 |
 |
|
 |
MTR |
3.092 |
12/08/24 |
0.19 |
2.943 |
5.07 |
3.503 |
-0.560 |
-16.00 |
|
-13.44 |
| |  |
 |
 |
 |
|
 |
NetEase |
16.809 |
12/08/24 |
0.50 |
17.800 |
-5.57 |
16.255 |
1.544 |
9.50 |
|
-4.37 |
| |  |
 |
 |
 |
|
 |
New World Dev |
0.864 |
12/08/24 |
-2.69 |
0.873 |
-0.96 |
1.401 |
-0.529 |
-37.72 |
|
-35.87 |
| |  |
 |
 |
 |
S |
 |
Nongfu Spring |
3.510 |
12/08/24 |
1.55 |
4.423 |
-20.65 |
5.220 |
-0.797 |
-15.27 |
|
-14.05 |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
12.451 |
12/08/24 |
2.25 |
15.125 |
-17.68 |
12.602 |
2.524 |
20.03 |
|
15.68 |
| |  |
 |
 |
 |
|
 |
PetroChina |
0.796 |
12/08/24 |
|
0.943 |
-15.57 |
0.597 |
0.347 |
58.09 |
|
35.36 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.017 |
12/08/24 |
0.45 |
4.226 |
-4.94 |
4.087 |
0.139 |
3.40 |
|
-8.05 |
| |  |
 |
 |
 |
S |
 |
Power Assets |
6.435 |
12/08/24 |
-0.28 |
5.044 |
27.57 |
5.232 |
-0.188 |
-3.59 |
|
1.14 |
| |  |
 |
 |
 |
S |
 |
Sands China |
1.619 |
12/08/24 |
-2.87 |
1.944 |
-16.71 |
2.642 |
-0.698 |
-26.43 |
|
-26.86 |
| |  |
 |
 |
 |
L |
 |
SMIC |
1.975 |
12/08/24 |
-0.24 |
2.044 |
-3.39 |
2.296 |
-0.252 |
-10.99 |
|
-3.50 |
| |  |
 |
 |
 |
L |
 |
Shenzhou Inter |
7.390 |
12/08/24 |
-0.24 |
9.127 |
-19.03 |
9.295 |
-0.169 |
-1.82 |
|
2.83 |
| |  |
 |
 |
 |
S |
 |
Sino Biopharm |
0.352 |
12/08/24 |
2.08 |
0.319 |
10.49 |
0.401 |
-0.082 |
-20.55 |
|
-12.45 |
| |  |
 |
 |
 |
L |
 |
Sinopharm |
2.411 |
12/08/24 |
1.10 |
2.477 |
-2.65 |
2.335 |
0.142 |
6.07 |
|
-0.12 |
| |  |
 |
 |
 |
|
 |
Sinopec |
0.592 |
12/08/24 |
0.61 |
0.604 |
-1.98 |
0.473 |
0.131 |
27.75 |
|
17.63 |
| |  |
 |
 |
 |
|
 |
Sun Hung Kai |
8.542 |
12/08/24 |
-1.85 |
8.064 |
5.92 |
9.764 |
-1.699 |
-17.41 |
|
-14.97 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
5.163 |
12/08/24 |
1.29 |
5.760 |
-10.36 |
8.191 |
-2.431 |
-29.68 |
|
-12.13 |
| |  |
 |
 |
 |
|
 |
Techtronic Inds |
11.526 |
12/08/24 |
-0.26 |
10.649 |
8.24 |
10.758 |
-0.109 |
-1.01 |
|
4.02 |
| |  |
 |
 |
 |
L |
 |
Tencent |
44.768 |
12/08/24 |
1.35 |
44.457 |
0.70 |
33.944 |
10.513 |
30.97 |
|
19.51 |
| |  |
 |
 |
 |
L |
 |
Tingyi |
1.073 |
12/08/24 |
-0.66 |
1.123 |
-4.46 |
1.101 |
0.023 |
2.06 |
|
-1.60 |
| |  |
 |
 |
 |
|
 |
Trip.com |
39.491 |
12/08/24 |
0.55 |
44.720 |
-11.69 |
32.395 |
12.325 |
38.05 |
|
22.40 |
| |  |
 |
 |
 |
|
 |
WH Group |
0.628 |
12/08/24 |
|
0.614 |
2.33 |
0.583 |
0.031 |
5.31 |
|
10.82 |
| |
|
instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Wharf REIC |
2.573 |
12/08/24 |
-1.60 |
2.471 |
4.11 |
3.052 |
-0.581 |
-19.04 |
|
-23.66 |
| |  |
 |
 |
 |
S |
 |
WuXi AppTec HK |
4.196 |
12/08/24 |
1.44 |
3.486 |
20.38 |
8.683 |
-5.197 |
-59.85 |
|
-48.24 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
1.406 |
12/08/24 |
3.70 |
1.378 |
2.08 |
3.422 |
-2.045 |
-59.74 |
|
-49.91 |
| |  |
 |
 |
 |
|
 |
Xiaomi |
1.965 |
12/08/24 |
0.37 |
1.967 |
-0.12 |
1.804 |
0.164 |
9.08 |
|
20.79 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
0.901 |
12/08/24 |
-0.13 |
1.022 |
-11.80 |
1.013 |
0.009 |
0.90 |
|
-5.69 |
| |  |
 |
 |
 |
|
 |
Xinyi Solar |
0.421 |
12/08/24 |
0.28 |
0.469 |
-10.18 |
0.527 |
-0.058 |
-11.01 |
|
-25.05 |
| |  |
 |
 |
 |
|
 |
Zhongsheng |
1.270 |
12/08/24 |
-1.12 |
1.363 |
-6.83 |
2.160 |
-0.796 |
-36.87 |
|
-33.24 |
| |  |
 |
 |
 |
|
 |
Zijin Mining HK |
1.827 |
12/08/24 |
0.66 |
1.967 |
-7.16 |
1.487 |
0.481 |
32.32 |
|
25.78 |
| HSI - 82 out of 82 instruments rated - 1/07/24 / 1/01/24 - 39 did rise, Market-Ratio(26) in EUR = 47.56 % |
| Stock Exchange Currency: HKD $ Hong Kong dollar |
Drawing of market charts for mixed techniques is really a worry to me.
Transactions Hang Seng Index in Euro * Mixed Cut L38 - 82/74 (1) - 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 |
29/06/09 |
112 |
|
- cash - |
| long |
29/06/09 |
19/04/10 |
294 |
 |
 |
 |
Geely Auto |
100 |
272,686 |
|
0.130 |
0.345 |
|
0.215 |
165 |
94,112 |
235 |
|
| 19/04/10 |
3/05/10 |
14 |
|
- cash - |
| short |
3/05/10 |
17/05/10 |
14 |
 |
 |
 |
Citic Pacific |
100 |
63,976 |
|
1.471 |
1.385 |
1.562 |
0.091 |
6 |
99,951 |
380 |
|
| 17/05/10 |
5/07/10 |
49 |
|
- cash - |
| |
5/07/10 |
16/08/10 |
42 |
 |
 |
 |
Citic Pacific |
100 |
68,044 |
|
1.469 |
1.612 |
1.325 |
-0.143 |
-10 |
90,186 |
-59 |
|
| 16/08/10 |
11/10/10 |
56 |
|
- cash - |
| long |
11/10/10 |
20/12/10 |
70 |
 |
 |
 |
Galaxy Entertainment |
100 |
143,793 |
|
0.627 |
0.821 |
|
0.194 |
31 |
118,084 |
308 |
|
| 20/12/10 |
24/01/11 |
35 |
|
- cash - |
| |
24/01/11 |
14/03/11 |
49 |
 |
 |
 |
Galaxy Entertainment |
100 |
115,152 |
|
1.025 |
1.040 |
|
0.014 |
1 |
119,708 |
11 |
|
| 14/03/11 |
4/04/11 |
21 |
|
- cash - |
| |
4/04/11 |
30/05/11 |
56 |
 |
 |
 |
Galaxy Entertainment |
100 |
110,841 |
|
1.080 |
1.520 |
|
0.440 |
41 |
168,431 |
826 |
|
| 30/05/11 |
6/06/11 |
7 |
|
- cash - |
| short |
6/06/11 |
13/06/11 |
7 |
 |
 |
 |
China Life Ins HK |
100 |
71,417 |
|
2.358 |
2.186 |
2.544 |
0.186 |
8 |
181,708 |
5,127 |
|
| 13/06/11 |
25/07/11 |
42 |
|
- cash - |
| |
25/07/11 |
28/11/11 |
126 |
 |
 |
 |
New World Dev |
100 |
44,261 |
|
4.105 |
2.565 |
6.571 |
2.466 |
60 |
290,849 |
291 |
|
| 28/11/11 |
5/12/11 |
7 |
|
- cash - |
| |
5/12/11 |
9/01/12 |
35 |
 |
 |
 |
New World Dev |
100 |
116,267 |
|
2.502 |
2.919 |
2.084 |
-0.417 |
-17 |
242,313 |
-85 |
|
| 9/01/12 |
21/05/12 |
133 |
|
- cash - |
| |
21/05/12 |
16/07/12 |
56 |
 |
 |
 |
China Unicom |
100 |
203,851 |
|
1.189 |
1.134 |
1.246 |
0.057 |
5 |
253,897 |
36 |
|
| 16/07/12 |
23/07/12 |
7 |
|
- cash - |
| |
23/07/12 |
30/07/12 |
7 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
23,492 |
|
10.808 |
11.041 |
10.574 |
-0.233 |
-2 |
248,418 |
-68 |
|
| 30/07/12 |
13/08/12 |
14 |
|
- cash - |
| long |
13/08/12 |
20/08/12 |
7 |
 |
 |
 |
Tencent |
100 |
47,691 |
|
5.209 |
5.123 |
|
-0.086 |
-2 |
244,309 |
-58 |
|
| short |
20/08/12 |
27/08/12 |
7 |
 |
 |
 |
Citic Pacific |
100 |
209,772 |
|
1.165 |
1.107 |
1.226 |
0.061 |
5 |
257,118 |
1,336 |
|
| 27/08/12 |
24/12/12 |
119 |
|
- cash - |
| long |
24/12/12 |
3/06/13 |
161 |
 |
 |
 |
Galaxy Entertainment |
100 |
87,599 |
|
2.935 |
4.089 |
|
1.154 |
39 |
358,216 |
112 |
|
| 3/06/13 |
6/01/14 |
217 |
|
- cash - |
| short |
6/01/14 |
14/04/14 |
98 |
 |
 |
 |
Belle International |
100 |
452,928 |
|
0.791 |
0.788 |
0.794 |
0.003 |
0 |
359,671 |
2 |
|
| 14/04/14 |
28/04/14 |
14 |
|
- cash - |
| |
28/04/14 |
5/05/14 |
7 |
 |
 |
 |
Geely Auto |
100 |
1,446,415 |
|
0.249 |
0.248 |
0.249 |
0.000 |
0 |
360,302 |
10 |
|
| 5/05/14 |
3/11/14 |
182 |
|
- cash - |
| long |
3/11/14 |
10/11/14 |
7 |
 |
 |
 |
China Mobile |
100 |
36,212 |
|
9.950 |
10.017 |
|
0.067 |
1 |
362,736 |
42 |
|
| 10/11/14 |
24/11/14 |
14 |
|
- cash - |
| short |
24/11/14 |
8/12/14 |
14 |
 |
 |
 |
Kunlun Energy |
100 |
410,257 |
|
0.884 |
0.808 |
0.968 |
0.084 |
9 |
397,170 |
964 |
|
| 8/12/14 |
15/12/14 |
7 |
|
- cash - |
| |
15/12/14 |
12/01/15 |
28 |
 |
 |
 |
Kunlun Energy |
100 |
535,801 |
|
0.741 |
0.825 |
0.657 |
-0.084 |
-11 |
352,183 |
-79 |
|
| 12/01/15 |
27/07/15 |
196 |
|
- cash - |
| |
27/07/15 |
14/12/15 |
140 |
 |
 |
 |
China Shenhua HK |
100 |
208,537 |
|
1.689 |
1.363 |
2.092 |
0.403 |
24 |
436,302 |
75 |
|
| 14/12/15 |
4/01/16 |
21 |
|
- cash - |
| |
4/01/16 |
18/04/16 |
105 |
 |
 |
 |
Belle International |
100 |
664,762 |
|
0.656 |
0.538 |
0.801 |
0.144 |
22 |
532,209 |
100 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 18/04/16 |
10/10/16 |
175 |
|
- cash - |
| long |
10/10/16 |
28/11/16 |
49 |
 |
 |
 |
Geely Auto |
100 |
641,470 |
|
0.830 |
0.976 |
|
0.147 |
18 |
626,391 |
237 |
|
| 28/11/16 |
5/12/16 |
7 |
|
- cash - |
| short |
5/12/16 |
6/02/17 |
63 |
 |
 |
 |
Lenovo |
100 |
1,089,041 |
|
0.575 |
0.605 |
0.546 |
-0.029 |
-5 |
594,399 |
-26 |
|
| 6/02/17 |
13/02/17 |
7 |
|
- cash - |
| long |
13/02/17 |
24/04/17 |
70 |
 |
 |
 |
Geely Auto |
100 |
453,265 |
|
1.311 |
1.351 |
|
0.039 |
3 |
612,296 |
17 |
|
| 24/04/17 |
17/07/17 |
84 |
|
- cash - |
| |
17/07/17 |
20/11/17 |
126 |
 |
 |
 |
Geely Auto |
100 |
293,112 |
|
2.089 |
3.049 |
|
0.960 |
46 |
893,646 |
199 |
|
| 20/11/17 |
15/01/18 |
56 |
|
- cash - |
| |
15/01/18 |
12/02/18 |
28 |
 |
 |
 |
Geely Auto |
100 |
327,977 |
|
2.725 |
2.304 |
|
-0.421 |
-15 |
755,543 |
-89 |
|
| 12/02/18 |
7/05/18 |
84 |
|
- cash - |
| short |
7/05/18 |
4/06/18 |
28 |
 |
 |
 |
China Merchants |
100 |
411,695 |
|
1.835 |
1.967 |
1.703 |
-0.132 |
-7 |
701,076 |
-62 |
|
| 4/06/18 |
18/06/18 |
14 |
|
- cash - |
| |
18/06/18 |
31/12/18 |
196 |
 |
 |
 |
China Merchants |
100 |
371,245 |
|
1.888 |
1.571 |
2.270 |
0.381 |
20 |
842,579 |
41 |
|
| 31/12/18 |
7/01/19 |
7 |
|
- cash - |
| |
7/01/19 |
14/01/19 |
7 |
 |
 |
 |
AAC Technologies |
100 |
186,176 |
|
4.526 |
5.072 |
3.979 |
-0.546 |
-12 |
740,835 |
-100 |
|
| 14/01/19 |
27/05/19 |
133 |
|
- cash - |
| |
27/05/19 |
25/11/19 |
182 |
 |
 |
 |
AAC Technologies |
100 |
153,841 |
|
4.816 |
6.548 |
3.083 |
-1.733 |
-36 |
474,294 |
-59 |
|
| 25/11/19 |
9/12/19 |
14 |
|
- cash - |
| |
9/12/19 |
16/12/19 |
7 |
 |
 |
 |
Bank of East Asia |
100 |
232,015 |
|
2.044 |
2.042 |
2.047 |
0.002 |
0 |
474,843 |
6 |
|
| 16/12/19 |
3/02/20 |
49 |
|
- cash - |
| |
3/02/20 |
17/02/20 |
14 |
 |
 |
 |
Bank of East Asia |
100 |
243,673 |
|
1.949 |
2.096 |
1.801 |
-0.148 |
-8 |
438,880 |
-87 |
|
| 17/02/20 |
24/02/20 |
7 |
|
- cash - |
| |
24/02/20 |
6/07/20 |
133 |
 |
 |
 |
PetroChina |
100 |
1,152,987 |
|
0.381 |
0.331 |
0.438 |
0.057 |
15 |
505,009 |
47 |
|
| 6/07/20 |
27/07/20 |
21 |
|
- cash - |
| |
27/07/20 |
17/08/20 |
21 |
 |
 |
 |
Swire Pacific |
100 |
120,181 |
|
4.202 |
4.512 |
3.892 |
-0.310 |
-7 |
467,721 |
-74 |
|
| 17/08/20 |
31/08/20 |
14 |
|
- cash - |
| |
31/08/20 |
14/09/20 |
14 |
 |
 |
 |
HSBC |
100 |
128,094 |
|
3.651 |
3.501 |
3.808 |
0.156 |
4 |
487,758 |
199 |
|
| 14/09/20 |
28/09/20 |
14 |
|
- cash - |
| |
28/09/20 |
9/11/20 |
42 |
 |
 |
 |
Citic Pacific |
100 |
774,378 |
|
0.630 |
0.668 |
0.592 |
-0.038 |
-6 |
458,199 |
-42 |
|
| 9/11/20 |
22/03/21 |
133 |
|
- cash - |
| long |
22/03/21 |
29/03/21 |
7 |
 |
 |
 |
Lenovo |
100 |
449,645 |
|
1.019 |
1.097 |
|
0.078 |
8 |
493,344 |
4,615 |
|
| 29/03/21 |
26/04/21 |
28 |
|
- cash - |
| |
26/04/21 |
17/05/21 |
21 |
 |
 |
 |
Lenovo |
100 |
431,703 |
|
1.143 |
0.985 |
|
-0.158 |
-14 |
425,263 |
-92 |
|
| 17/05/21 |
31/05/21 |
14 |
|
- cash - |
| |
31/05/21 |
12/07/21 |
42 |
 |
 |
 |
Lenovo |
100 |
433,895 |
|
0.980 |
0.960 |
|
-0.020 |
-2 |
416,510 |
-17 |
|
| short |
12/07/21 |
10/01/22 |
182 |
 |
 |
 |
China Life Ins HK |
100 |
278,347 |
|
1.496 |
1.499 |
1.494 |
-0.003 |
0 |
415,713 |
0 |
|
| 10/01/22 |
11/07/22 |
182 |
|
- cash - |
| |
11/07/22 |
12/12/22 |
154 |
 |
 |
 |
AAC Technologies |
100 |
198,788 |
|
2.091 |
2.168 |
2.014 |
-0.077 |
-4 |
400,380 |
-9 |
|
| 12/12/22 |
19/12/22 |
7 |
|
- cash - |
| |
19/12/22 |
26/12/22 |
7 |
 |
 |
 |
CLP |
100 |
59,198 |
|
6.763 |
6.696 |
6.831 |
0.068 |
1 |
404,400 |
68 |
|
| 26/12/22 |
1/05/23 |
126 |
|
- cash - |
| |
1/05/23 |
1/01/24 |
245 |
 |
 |
 |
JD.com |
100 |
25,617 |
|
15.786 |
13.007 |
19.160 |
3.374 |
21 |
490,831 |
33 |
|
| 1/01/24 |
8/01/24 |
7 |
|
- cash - |
| |
8/01/24 |
4/03/24 |
56 |
 |
 |
 |
Li Ning |
100 |
233,376 |
|
2.103 |
2.298 |
1.909 |
-0.194 |
-9 |
445,446 |
-47 |
|
| 4/03/24 |
11/03/24 |
7 |
|
- cash - |
| |
11/03/24 |
18/03/24 |
7 |
 |
 |
 |
WuXi Biologics |
100 |
215,020 |
|
2.072 |
1.737 |
2.471 |
0.399 |
19 |
531,294 |
979,493 |
|
| 18/03/24 |
2/02/26 |
686 |
|
- cash - |
| accum | 21/01/08 |
18/03/24 | 3360 |
days out of 7336 invested (46%) |
5,213 |
531,294 |
54 |
|
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 | | | |
| | short | 16/06/08 | 7/07/08 | 21 | 0.43 | 0.32 | 0.58 | 0.15 | 35.19 | | | |
| | short | 21/07/08 | 26/01/09 | 189 | 0.24 | 0.12 | 0.48 | 0.23 | 96.18 | | | |
| | long | 11/10/10 | 20/12/10 | 70 | 0.63 | 0.82 | | 0.19 | 30.93 | | | |
| | long | 24/01/11 | 14/03/11 | 49 | 1.03 | 1.04 | | 0.01 | 1.38 | | | |
| | long | 4/04/11 | 30/05/11 | 56 | 1.08 | 1.52 | | 0.44 | 40.70 | | | |
| | long | 24/12/12 | 3/06/13 | 161 | 2.94 | 4.09 | | 1.15 | 39.32 | | | 712.05 |
| Geely Auto | long | 29/06/09 | 19/04/10 | 294 | 0.13 | 0.35 | | 0.21 | 164.67 | | | |
| | short | 28/04/14 | 5/05/14 | 7 | 0.25 | 0.25 | 0.25 | 0.00 | 0.18 | | | |
| | long | 10/10/16 | 28/11/16 | 49 | 0.83 | 0.98 | | 0.15 | 17.70 | | | |
| | long | 13/02/17 | 24/04/17 | 70 | 1.31 | 1.35 | | 0.04 | 3.01 | | | |
| | long | 17/07/17 | 20/11/17 | 126 | 2.09 | 3.05 | | 0.96 | 45.95 | | | |
| | long | 15/01/18 | 12/02/18 | 28 | 2.72 | 2.30 | | -0.42 | -15.45 | | | 296.65 |
| New World Dev | short | 25/07/11 | 28/11/11 | 126 | 4.11 | 2.56 | 6.57 | 2.47 | 60.06 | | | |
| | short | 5/12/11 | 9/01/12 | 35 | 2.50 | 2.92 | 2.08 | -0.42 | -16.69 | | | 33.35 |
| China Shenhua HK | short | 27/07/15 | 14/12/15 | 140 | 1.69 | 1.36 | 2.09 | 0.40 | 23.89 | | | 23.89 |
| Belle International | short | 6/01/14 | 14/04/14 | 98 | 0.79 | 0.79 | 0.79 | 0.00 | 0.41 | | | |
| | short | 4/01/16 | 18/04/16 | 105 | 0.66 | 0.54 | 0.80 | 0.14 | 21.98 | | | 22.48 |
| JD.com | short | 1/05/23 | 1/01/24 | 245 | 15.79 | 13.01 | 19.16 | 3.37 | 21.37 | | | 21.37 |
| WuXi Biologics | short | 11/03/24 | 18/03/24 | 7 | 2.07 | 1.74 | 2.47 | 0.40 | 19.27 | | | 19.27 |
| HSBC | short | 2/03/09 | 9/03/09 | 7 | 4.42 | 3.88 | 5.04 | 0.62 | 13.94 | | | |
| | short | 31/08/20 | 14/09/20 | 14 | 3.65 | 3.50 | 3.81 | 0.16 | 4.28 | | | 18.82 |
| PetroChina | short | 24/02/20 | 6/07/20 | 133 | 0.38 | 0.33 | 0.44 | 0.06 | 15.07 | | | 15.07 |
| China Merchants | short | 7/05/18 | 4/06/18 | 28 | 1.84 | 1.97 | 1.70 | -0.13 | -7.21 | | | |
| | short | 18/06/18 | 31/12/18 | 196 | 1.89 | 1.57 | 2.27 | 0.38 | 20.18 | | | 11.52 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| China Life Ins HK | short | 6/06/11 | 13/06/11 | 7 | 2.36 | 2.19 | 2.54 | 0.19 | 7.88 | | | |
| | short | 12/07/21 | 10/01/22 | 182 | 1.50 | 1.50 | 1.49 | -0.00 | -0.19 | | | 7.68 |
| China Unicom | short | 21/05/12 | 16/07/12 | 56 | 1.19 | 1.13 | 1.25 | 0.06 | 4.78 | | | 4.78 |
| CLP | short | 19/12/22 | 26/12/22 | 7 | 6.76 | 6.70 | 6.83 | 0.07 | 1.00 | | | 1.00 |
| China Mobile | long | 3/11/14 | 10/11/14 | 7 | 9.95 | 10.02 | | 0.07 | 0.68 | | | 0.68 |
| Tencent | long | 13/08/12 | 20/08/12 | 7 | 5.21 | 5.12 | | -0.09 | -1.65 | | | -1.65 |
| HK Exchgs & Clrg | short | 23/07/12 | 30/07/12 | 7 | 10.81 | 11.04 | 10.57 | -0.23 | -2.16 | | | -2.16 |
| Kunlun Energy | short | 24/11/14 | 8/12/14 | 14 | 0.88 | 0.81 | 0.97 | 0.08 | 9.49 | | | |
| | short | 15/12/14 | 12/01/15 | 28 | 0.74 | 0.83 | 0.66 | -0.08 | -11.33 | | | -2.91 |
| Citic Pacific | short | 3/05/10 | 17/05/10 | 14 | 1.47 | 1.39 | 1.56 | 0.09 | 6.20 | | | |
| | short | 5/07/10 | 16/08/10 | 42 | 1.47 | 1.61 | 1.33 | -0.14 | -9.77 | | | |
| | short | 20/08/12 | 27/08/12 | 7 | 1.16 | 1.11 | 1.23 | 0.06 | 5.24 | | | |
| | short | 28/09/20 | 9/11/20 | 42 | 0.63 | 0.67 | 0.59 | -0.04 | -6.06 | | | -5.26 |
| Swire Pacific | short | 27/07/20 | 17/08/20 | 21 | 4.20 | 4.51 | 3.89 | -0.31 | -7.38 | | | -7.38 |
| Bank of East Asia | short | 9/12/19 | 16/12/19 | 7 | 2.04 | 2.04 | 2.05 | 0.00 | 0.12 | | | |
| | short | 3/02/20 | 17/02/20 | 14 | 1.95 | 2.10 | 1.80 | -0.15 | -7.57 | | | -7.47 |
| Li Ning | short | 8/01/24 | 4/03/24 | 56 | 2.10 | 2.30 | 1.91 | -0.19 | -9.25 | | | -9.25 |
| Lenovo | short | 5/12/16 | 6/02/17 | 63 | 0.58 | 0.60 | 0.55 | -0.03 | -5.11 | | | |
| | long | 22/03/21 | 29/03/21 | 7 | 1.02 | 1.10 | | 0.08 | 7.67 | | | |
| | long | 26/04/21 | 17/05/21 | 21 | 1.14 | 0.99 | | -0.16 | -13.80 | | | |
| | long | 31/05/21 | 12/07/21 | 42 | 0.98 | 0.96 | | -0.02 | -2.06 | | | -13.74 |
| AAC Technologies | short | 7/01/19 | 14/01/19 | 7 | 4.53 | 5.07 | 3.98 | -0.55 | -12.08 | | | |
| | short | 27/05/19 | 25/11/19 | 182 | 4.82 | 6.55 | 3.08 | -1.73 | -35.98 | | | |
| | short | 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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