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

Assessment - Hang Seng Index - 4/22/24 - RS = 14

		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ14	∅-RS
	L	HSI	16,828.900	08:09	1.92	16,511.700	1.92	16,216.300	295.400	1.82	-6.38
	L	China Hongqiao	9.700	08:09	-0.61	9.760	-0.61	6.000	3.760	62.67	44.35
	L	Zijin Mining HK	16.340	08:09	-3.08	16.860	-3.08	12.280	4.580	37.30	35.06
	L	CNOOC	18.420	08:09	1.43	18.160	1.43	13.580	4.580	33.73	35.03
	L	Trip.com	391.600	08:09	3.00	380.200	3.00	294.800	85.400	28.97	31.16
	L	PetroChina	7.240	08:09	-0.69	7.290	-0.69	5.280	2.010	38.07	30.15
	L	Hansoh Pharma	16.340	08:09	1.87	16.040	1.87	13.300	2.740	20.60	25.86
	L	Xiaomi	16.180	08:09	2.28	15.820	2.28	14.200	1.620	11.41	24.39
	L	Techtronic Inds	105.000	08:09	2.14	102.800	2.14	86.300	16.500	19.12	23.75
	L	WH Group	5.800	08:09	5.84	5.480	5.84	5.070	0.410	8.09	22.01
	L	China Shenhua HK	31.550	08:09	-0.32	31.650	-0.32	28.550	3.100	10.86	21.68
	L	China Res Power	19.560	08:09	-1.01	19.760	-1.01	16.220	3.540	21.82	20.71
	L	Bank of China	3.440	08:09	1.18	3.400	1.18	2.930	0.470	16.04	15.73
	L	Haier Smart Home	26.300	08:09	0.38	26.200	0.38	22.050	4.150	18.82	11.98
	L	China Unicom	5.980	08:09	-0.17	5.990	-0.17	5.000	0.990	19.80	10.46
	L	China Mobile	69.550	08:09	-0.29	69.750	-0.29	65.750	4.000	6.08	7.05
	L	Bank of China (HK)	23.250	08:09	1.09	23.000	1.09	19.040	3.960	20.80	6.30
	L	ICBC	4.120	08:09	0.49	4.100	0.49	3.700	0.400	10.81	6.20
	L	Sinopec	4.710	08:09	1.95	4.620	1.95	3.950	0.670	16.96	5.82
	L	China Constr Bk HK	4.910	08:09	0.20	4.900	0.20	4.530	0.370	8.17	5.52
		HSBC	64.250	08:09	1.34	63.400	1.34	60.950	2.450	4.02	4.91
		Power Assets	44.500	08:09	1.02	44.050	1.02	45.500	-1.450	-3.19	4.84
		CK Infrastructure	43.700	08:09	0.58	43.450	0.58	44.800	-1.350	-3.01	4.70
	L	ANTA Sports Products	87.250	08:09	1.93	85.600	1.93	74.100	11.500	15.52	4.41
	L	Tencent	332.400	08:09	3.75	320.400	3.75	289.400	31.000	10.71	3.08
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ14	∅-RS
	L	China Merchants B HK	32.450	08:09	0.46	32.300	0.46	26.150	6.150	23.52	2.65
	L	Nongfu Spring	44.300	08:09	0.23	44.200	0.23	41.550	2.650	6.38	2.02
	L	Hang Seng Bank	98.600	08:09	1.65	97.000	1.65	85.750	11.250	13.12	1.30
		CLP	61.500	08:09	0.74	61.050	0.74	63.200	-2.150	-3.40	0.89
	L	Henderson Land	23.000	08:09	1.55	22.650	1.55	22.600	0.050	0.22	0.69
	L	Shenzhou Inter	73.800	08:09	0.75	73.250	0.75	75.950	-2.700	-3.55	-0.26
	L	Meituan	108.600	08:09	7.95	100.600	7.95	75.650	24.950	32.98	-2.05
	L	Geely Auto	8.910	08:09	0.79	8.840	0.79	8.030	0.810	10.09	-2.08
	L	Sinopharm	20.900	08:09	-0.48	21.000	-0.48	20.250	0.750	3.70	-3.33
		HK & China Gas	5.820	08:09	1.57	5.730	1.57	5.930	-0.200	-3.37	-4.96
	S	Orient Overseas	103.200	08:09	-1.43	104.700	-1.43	115.400	-10.700	-9.27	-5.48
	L	Haidilao Inter	16.640	08:09	3.87	16.020	3.87	13.980	2.040	14.59	-5.66
	L	ENN Energy	64.100	08:09	0.31	63.900	0.31	58.200	5.700	9.79	-6.01
		NetEase	145.800	08:09	-0.41	146.400	-0.41	141.400	5.000	3.54	-6.08
		CSPC Pharmaceutical	6.050	08:09	0.83	6.000	0.83	6.350	-0.350	-5.51	-6.23
	S	Lenovo	8.250	08:09	1.60	8.120	1.60	10.520	-2.400	-22.81	-6.51
	L	Xinyi Solar	5.160	08:09	-1.90	5.260	-1.90	4.050	1.210	29.88	-7.34
	S	Citic Pacific	7.150	08:09	0.56	7.110	0.56	7.490	-0.380	-5.07	-10.13
	L	BYD Company	197.500	08:09	-1.64	200.800	-1.64	206.800	-6.000	-2.90	-10.86
		Hengan	25.300	08:09	1.40	24.950	1.40	28.450	-3.500	-12.30	-11.38
		Chow Tai Fook Jwl	10.840	08:09	1.12	10.720	1.12	11.280	-0.560	-4.96	-11.53
	L	JD.com	106.600	08:09	6.07	100.500	6.07	96.650	3.850	3.98	-11.54
		Alibaba	69.800	08:09	1.97	68.450	1.97	70.000	-1.550	-2.21	-13.20
	L	China Res Mixc	26.250	08:09	2.14	25.700	2.14	24.900	0.800	3.21	-14.06
	S	CK Hutchison	37.000	08:09	1.09	36.600	1.09	41.050	-4.450	-10.84	-14.21
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ14	∅-RS
	L	China Life Ins HK	9.510	08:09	1.39	9.380	1.39	9.090	0.290	3.19	-15.43
	L	China Res Land	24.400	08:09	2.09	23.900	2.09	24.900	-1.000	-4.02	-16.69
	S	Sun Hung Kai	71.600	08:09	1.49	70.550	1.49	78.450	-7.900	-10.07	-16.74
	L	China Res Beer	35.000	08:09	4.63	33.450	4.63	31.350	2.100	6.70	-16.82
	L	Tingyi	8.540	08:09	1.67	8.400	1.67	8.460	-0.060	-0.71	-16.92
	L	Xinyi Glass	7.880	08:09	0.25	7.860	0.25	7.580	0.280	3.69	-18.28
	L	China Ov Land & Inv	11.800	08:09	1.03	11.680	1.03	12.360	-0.680	-5.50	-19.07
	S	Baidu	96.350	08:09	2.55	93.950	2.55	100.500	-6.550	-6.52	-19.51
		Hang Lung	8.310	08:09	-0.60	8.360	-0.60	10.660	-2.300	-21.58	-19.83
	S	HK Exchgs & Clrg	230.800	08:09	4.91	220.000	4.91	251.800	-31.800	-12.63	-19.86
	S	CK Property	31.650	08:09	0.64	31.450	0.64	37.950	-6.500	-17.13	-20.54
	S	MTR	24.300	08:09	1.04	24.050	1.04	27.650	-3.600	-13.02	-21.12
	S	Link REIT	32.950	08:09	4.11	31.650	4.11	42.600	-10.950	-25.70	-21.25
	L	Ping An	33.000	08:09	2.96	32.050	2.96	32.700	-0.650	-1.99	-21.70
	S	Sino Biopharm	2.580	08:09	1.57	2.540	1.57	3.120	-0.580	-18.59	-22.02
	S	Sands China	18.480	08:09	1.99	18.120	1.99	21.900	-3.780	-17.26	-24.00
	S	SMIC	14.340	08:09	0.70	14.240	0.70	17.060	-2.820	-16.53	-24.00
		Wharf REIC	23.350	08:09	2.64	22.750	2.64	24.300	-1.550	-6.38	-24.04
	S	Galaxy Entertainment	34.900	08:09	1.01	34.550	1.01	40.000	-5.450	-13.63	-24.75
	S	Li Auto	98.350	08:09	0.92	97.450	0.92	125.900	-28.450	-22.60	-25.96
	S	AIA	48.750	08:09	1.25	48.150	1.25	64.800	-16.650	-25.69	-29.18
	L	Longfor	9.340	08:09	1.30	9.220	1.30	10.180	-0.960	-9.43	-29.70
	L	Zhongsheng	13.360	08:09	-0.30	13.400	-0.30	16.080	-2.680	-16.67	-31.20
	S	Budweiser Brewing	10.540	08:09	1.54	10.380	1.54	12.980	-2.600	-20.03	-32.37
	S	China Mengniu Dairy	15.860	08:09	2.06	15.540	2.06	18.880	-3.340	-17.69	-33.81
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/15/24	prc diff	⇓ Δ14	∅-RS
	L	Li Ning	18.500	08:09	5.71	17.500	5.71	17.840	-0.340	-1.91	-35.59
	S	Alibaba Health	2.690	08:09	1.13	2.660	1.13	3.670	-1.010	-27.52	-36.56
	S	Country Garden Svcs	4.460	08:09		4.460		5.820	-1.360	-23.37	-37.88
	S	JD Health	24.100	08:09	2.55	23.500	2.55	32.200	-8.700	-27.02	-38.20
	S	Sunny Optical	35.750	08:09	-2.46	36.650	-2.46	59.400	-22.750	-38.30	-40.86
	S	New World Dev	7.750	08:09	2.65	7.550	2.65	10.940	-3.390	-30.99	-43.07
	S	WuXi AppTec HK	34.400	08:09	3.15	33.350	3.15	78.200	-44.850	-57.35	-49.29
	S	WuXi Biologics	12.980	08:09	1.41	12.800	1.41	30.500	-17.700	-58.03	-57.40
HSI - 82 out of 82 instruments rated - 4/22/24 / 1/15/24 - 38 did rise, Market-Ratio(14) = 46.34 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/06/20	scale up chart	4/22/24

Transactions Hang Seng Index * 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	2,717	3.680	14.160		10.480	285	38,474	94
short	1/21/08	1/26/09	371		Galaxy Entertainment	100	6,296	6.110	1.250	29.866	23.756	389	188,040	376
long	1/26/09	1/25/10	364		Hengan	100	7,232	26.000	52.000		26.000	100	376,072	100
short	1/25/10	8/09/10	196		China Unicom	100	43,526	8.640	10.400	6.880	-1.760	-20	299,466	-35
long	8/09/10	2/07/11	182		Galaxy Entertainment	100	54,747	5.470	12.480		7.010	128	683,243	423
short	2/07/11	4/04/11	56		China Res Land	100	53,714	12.720	15.640	9.800	-2.920	-23	526,398	-82
long	4/04/11	8/01/11	119		Galaxy Entertainment	100	44,160	11.920	21.850		9.930	83	964,907	542
short	8/01/11	12/26/11	147		New World Dev	100	22,886	42.160	25.040	70.985	28.825	68	1,624,596	265
long	12/26/11	5/21/12	147		Lenovo	100	297,001	5.470	6.510		1.040	19	1,933,477	54
short	5/21/12	8/20/12	91		China Unicom	100	163,853	11.800	13.100	10.500	-1.300	-11	1,720,468	-37
long	8/20/12	4/22/13	245		Galaxy Entertainment	100	76,465	22.500	31.850		9.350	42	2,435,416	68
short	4/22/13	9/16/13	147		China Shenhua HK	100	94,213	25.850	25.600	26.102	0.252	1	2,459,195	2
long	9/16/13	12/23/13	98		Galaxy Entertainment	100	44,429	55.350	67.650		12.300	22	3,005,672	111
short	12/23/13	5/19/14	147		Belle International	100	339,240	8.860	8.270	9.492	0.632	7	3,220,105	19
long	5/19/14	11/10/14	175		Citic Pacific	100	235,387	13.680	13.420		-0.260	-2	3,158,905	-4
short	11/10/14	1/12/15	63		Kunlun Energy	100	316,523	9.980	7.570	13.157	3.177	32	4,164,593	396
long	1/12/15	7/13/15	182		China Life Ins HK	100	136,993	30.400	31.800		1.400	5	4,356,383	9
short	7/13/15	4/18/16	280		China Shenhua HK	100	275,024	15.840	13.340	18.809	2.969	19	5,172,792	25
long	4/18/16	11/21/16	217		AAC Technologies	100	89,417	57.850	72.400		14.550	25	6,473,809	46
short	11/21/16	2/27/17	98		Lenovo	100	1,360,043	4.760	4.700	4.821	0.061	1	6,556,500	5
long	2/27/17	4/23/18	420		Geely Auto	100	619,706	10.580	21.300		10.720	101	13,199,748	84
short	4/23/18	5/21/18	28		China Merchants	100	771,013	17.120	18.900	15.340	-1.780	-10	11,827,345	-76
long	5/21/18	6/25/18	35		CNOOC	100	814,555	14.520	12.640		-1.880	-13	10,295,982	-76
short	6/25/18	1/21/19	210		WH Group	100	1,663,325	6.190	6.860	5.520	-0.670	-11	9,181,554	-18
long	1/21/19	5/27/19	126		Lenovo	100	1,594,019	5.760	5.700		-0.060	-1	9,085,913	-3
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	214,796	42.300	66.800	17.800	-24.500	-58	3,823,411	-77
long	12/30/19	2/03/20	35		Sunny Optical	100	28,175	135.700	128.400		-7.300	-5	3,617,733	-44
short	2/03/20	6/29/20	147		Bank of East Asia	100	216,113	16.740	17.480	16.000	-0.740	-4	3,457,810	-11
long	6/29/20	8/03/20	35		Tencent	100	7,114	486.000	539.000		53.000	11	3,834,852	194
short	8/03/20	8/31/20	28		Swire Pacific	100	101,720	37.700	42.200	33.200	-4.500	-12	3,377,112	-81
long	8/31/20	9/14/20	14		HK Exchgs & Clrg	100	8,632	391.200	371.800		-19.400	-5	3,209,651	-73
short	9/14/20	1/04/21	112		HSBC	100	99,678	32.200	40.450	23.950	-8.250	-26	2,387,307	-62
long	1/04/21	7/19/21	196		Geely Auto	100	88,747	26.900	23.700		-3.200	-12	2,103,317	-21
short	7/19/21	1/24/22	189		China Life Ins HK	100	153,079	13.740	14.040	13.440	-0.300	-2	2,057,393	-4
long	1/24/22	4/25/22	91		China Res Power	100	99,631	20.650	14.000		-6.650	-32	1,394,847	-79
short	4/25/22	1/02/23	252		AAC Technologies	100	88,730	15.720	17.840	13.600	-2.120	-13	1,206,740	-19
long	1/02/23	4/24/23	112		Sands China	100	46,592	25.900	29.100		3.200	12	1,355,834	46
short	4/24/23	4/23/24	365		JD.com	100	9,796	138.400	106.600	179.686	41.286	30	1,760,275	30
accum	1/09/06	4/23/24	6679	days out of 6686 invested (100%)							17,503		1,760,275	33

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	6.11	1.25	29.87	23.76	388.80
	long	8/09/10	2/07/11	182	5.47	12.48		7.01	128.15
	long	4/04/11	8/01/11	119	11.92	21.85		9.93	83.31
	long	8/20/12	4/22/13	245	22.50	31.85		9.35	41.56
	long	9/16/13	12/23/13	98	55.35	67.65		12.30	22.22	3,436.80
China Ov Land & Inv	long	1/09/06	1/21/08	742	3.68	14.16		10.48	284.78	284.78
Hengan	long	1/26/09	1/25/10	364	26.00	52.00		26.00	100.00	100.00
Geely Auto	long	2/27/17	4/23/18	420	10.58	21.30		10.72	101.32
	long	1/04/21	7/19/21	196	26.90	23.70		-3.20	-11.90	77.37
New World Dev	short	8/01/11	12/26/11	147	42.16	25.04	70.99	28.83	68.37	68.37
Kunlun Energy	short	11/10/14	1/12/15	63	9.98	7.57	13.16	3.18	31.84	31.84
JD.com	short	4/24/23	4/23/24	365	138.40	106.60	179.69	41.29	29.83	29.83
China Shenhua HK	short	4/22/13	9/16/13	147	25.85	25.60	26.10	0.25	0.98
	short	7/13/15	4/18/16	280	15.84	13.34	18.81	2.97	18.74	19.90
Lenovo	long	12/26/11	5/21/12	147	5.47	6.51		1.04	19.01
	short	11/21/16	2/27/17	98	4.76	4.70	4.82	0.06	1.28
	long	1/21/19	5/27/19	126	5.76	5.70		-0.06	-1.04	19.28
Sands China	long	1/02/23	4/24/23	112	25.90	29.10		3.20	12.36	12.36
Tencent	long	6/29/20	8/03/20	35	486.00	539.00		53.00	10.91	10.91
Belle International	short	12/23/13	5/19/14	147	8.86	8.27	9.49	0.63	7.13	7.13
China Life Ins HK	long	1/12/15	7/13/15	182	30.40	31.80		1.40	4.61
	short	7/19/21	1/24/22	189	13.74	14.04	13.44	-0.30	-2.18	2.32
Citic Pacific	long	5/19/14	11/10/14	175	13.68	13.42		-0.26	-1.90	-1.90
Bank of East Asia	short	2/03/20	6/29/20	147	16.74	17.48	16.00	-0.74	-4.42	-4.42
HK Exchgs & Clrg	long	8/31/20	9/14/20	14	391.20	371.80		-19.40	-4.96	-4.96
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sunny Optical	long	12/30/19	2/03/20	35	135.70	128.40		-7.30	-5.38	-5.38
China Merchants	short	4/23/18	5/21/18	28	17.12	18.90	15.34	-1.78	-10.40	-10.40
WH Group	short	6/25/18	1/21/19	210	6.19	6.86	5.52	-0.67	-10.82	-10.82
Swire Pacific	short	8/03/20	8/31/20	28	37.70	42.20	33.20	-4.50	-11.94	-11.94
CNOOC	long	5/21/18	6/25/18	35	14.52	12.64		-1.88	-12.95	-12.95
China Res Land	short	2/07/11	4/04/11	56	12.72	15.64	9.80	-2.92	-22.96	-22.96
HSBC	short	9/14/20	1/04/21	112	32.20	40.45	23.95	-8.25	-25.62	-25.62
China Unicom	short	1/25/10	8/09/10	196	8.64	10.40	6.88	-1.76	-20.37
	short	5/21/12	8/20/12	91	11.80	13.10	10.50	-1.30	-11.02	-29.14
China Res Power	long	1/24/22	4/25/22	91	20.65	14.00		-6.65	-32.20	-32.20
AAC Technologies	long	4/18/16	11/21/16	217	57.85	72.40		14.55	25.15
	short	5/27/19	12/30/19	217	42.30	66.80	17.80	-24.50	-57.92
	short	4/25/22	1/02/23	252	15.72	17.84	13.60	-2.12	-13.49	-54.44

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)
9/18/15	China Res Enterprise	ex special dividend HKD 12.30
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


	is taking down something concerning