| |
| |
Assessment - Hang Seng Index - 1/07/24 - RS = 14
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
25/03/24 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| | |
|
|
|
L |
|
HSI |
17,111.700 |
12/08 |
0.13 |
17,718.600 |
-3.43 |
16,473.600 |
1,245.000 |
7.56 |
|
2.65 |
| | |
|
|
|
L |
|
China Hongqiao |
9.920 |
12/08 |
1.33 |
11.820 |
-16.07 |
8.380 |
3.440 |
41.05 |
|
63.26 |
| | |
|
|
|
L |
|
CNOOC |
19.740 |
12/08 |
-0.80 |
22.400 |
-11.88 |
18.020 |
4.380 |
24.31 |
|
47.23 |
| | |
|
|
|
L |
|
China Shenhua HK |
32.300 |
12/08 |
1.57 |
35.950 |
-10.15 |
30.500 |
5.450 |
17.87 |
|
43.33 |
| | |
|
|
|
L |
|
China Res Power |
21.950 |
12/08 |
0.23 |
23.950 |
-8.35 |
17.860 |
6.090 |
34.10 |
|
36.74 |
| | |
|
|
|
L |
|
Hansoh Pharma |
18.500 |
12/08 |
-2.22 |
16.320 |
13.36 |
14.720 |
1.600 |
10.87 |
|
32.80 |
| | |
|
|
|
|
|
PetroChina |
6.670 |
12/08 |
|
7.900 |
-15.57 |
6.460 |
1.440 |
22.29 |
|
27.46 |
| | |
|
|
|
|
|
Trip.com |
330.800 |
12/08 |
0.55 |
374.600 |
-11.69 |
354.000 |
20.600 |
5.82 |
|
27.46 |
| | |
|
|
|
|
|
Xiaomi |
16.460 |
12/08 |
0.37 |
16.480 |
-0.12 |
14.820 |
1.660 |
11.20 |
|
26.78 |
| | |
|
|
|
L |
|
Bank of China |
3.400 |
12/08 |
1.19 |
3.850 |
-11.69 |
3.240 |
0.610 |
18.83 |
|
26.24 |
| | |
|
|
|
|
|
Zijin Mining HK |
15.300 |
12/08 |
0.66 |
16.480 |
-7.16 |
15.440 |
1.040 |
6.74 |
|
24.00 |
| | |
|
|
|
L |
|
Tencent |
375.000 |
12/08 |
1.35 |
372.400 |
0.70 |
288.600 |
83.800 |
29.04 |
|
21.28 |
| | |
|
|
|
L |
|
Lenovo |
10.280 |
12/08 |
2.59 |
11.020 |
-6.72 |
8.890 |
2.130 |
23.96 |
|
18.70 |
| | |
|
|
|
L |
|
China Constr Bk HK |
5.550 |
12/08 |
1.46 |
5.770 |
-3.81 |
4.790 |
0.980 |
20.46 |
|
18.55 |
| | |
|
|
|
L |
|
Haier Smart Home |
24.300 |
12/08 |
1.67 |
26.100 |
-6.90 |
22.750 |
3.350 |
14.73 |
|
18.28 |
| | |
|
|
|
L |
|
China Unicom |
5.970 |
12/08 |
-5.84 |
7.170 |
-16.74 |
5.570 |
1.600 |
28.73 |
|
16.50 |
| | |
|
|
|
L |
|
Meituan |
104.000 |
12/08 |
-2.07 |
111.100 |
-6.39 |
93.300 |
17.800 |
19.08 |
|
15.59 |
| | |
|
|
|
L |
|
Hang Seng Bank |
91.900 |
12/08 |
0.38 |
100.400 |
-8.47 |
86.300 |
14.100 |
16.34 |
|
12.92 |
| | |
|
|
|
L |
|
Orient Overseas |
104.300 |
12/08 |
2.25 |
126.700 |
-17.68 |
96.150 |
30.550 |
31.77 |
|
12.62 |
| | |
|
|
|
L |
|
Shenzhou Inter |
61.900 |
12/08 |
-0.24 |
76.450 |
-19.03 |
64.850 |
11.600 |
17.89 |
|
12.58 |
| | |
|
|
|
|
|
WH Group |
5.260 |
12/08 |
|
5.140 |
2.33 |
5.120 |
0.020 |
0.39 |
|
12.08 |
| | |
|
|
|
L |
|
Bank of China (HK) |
22.300 |
12/08 |
|
24.050 |
-7.28 |
20.950 |
3.100 |
14.80 |
|
11.95 |
| | |
|
|
|
L |
|
ICBC |
4.480 |
12/08 |
2.05 |
4.640 |
-3.45 |
3.950 |
0.690 |
17.47 |
|
11.92 |
| | |
|
|
|
|
|
Techtronic Inds |
96.550 |
12/08 |
-0.26 |
89.200 |
8.24 |
104.700 |
-15.500 |
-14.80 |
|
11.57 |
| | |
|
|
|
L |
|
China Merchants B HK |
32.500 |
12/08 |
|
35.450 |
-8.32 |
30.000 |
5.450 |
18.17 |
|
10.17 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
25/03/24 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| | |
|
|
|
L |
|
China Mobile |
70.900 |
12/08 |
-0.56 |
77.000 |
-7.92 |
66.750 |
10.250 |
15.36 |
|
9.96 |
| | |
|
|
|
L |
|
HSBC |
64.350 |
12/08 |
0.63 |
68.300 |
-5.78 |
61.200 |
7.100 |
11.60 |
|
9.46 |
| | |
|
|
|
|
|
Sinopec |
4.960 |
12/08 |
0.61 |
5.060 |
-1.98 |
4.490 |
0.570 |
12.69 |
|
7.29 |
| | |
|
|
|
L |
|
CSPC Pharmaceutical |
5.930 |
12/08 |
1.02 |
6.220 |
-4.66 |
6.340 |
-0.120 |
-1.89 |
|
5.80 |
| | |
|
|
|
L |
|
BYD Company |
213.600 |
12/08 |
-0.28 |
232.000 |
-7.93 |
211.000 |
21.000 |
9.95 |
|
5.14 |
| | |
|
|
|
|
|
CK Infrastructure |
55.450 |
12/08 |
0.36 |
44.100 |
25.74 |
47.200 |
-3.100 |
-6.57 |
|
4.24 |
| | |
|
|
|
|
|
CLP |
69.000 |
12/08 |
-0.07 |
63.100 |
9.35 |
62.950 |
0.150 |
0.24 |
|
4.12 |
| | |
|
|
|
L |
|
ENN Energy |
53.400 |
12/08 |
0.85 |
64.350 |
-17.02 |
61.450 |
2.900 |
4.72 |
|
2.75 |
| | |
|
|
|
L |
|
China Ov Land & Inv |
12.780 |
12/08 |
-0.93 |
13.540 |
-5.61 |
10.820 |
2.720 |
25.14 |
|
1.63 |
| | |
|
|
|
L |
|
JD.com |
100.100 |
12/08 |
-0.10 |
103.300 |
-3.10 |
103.300 |
0.000 |
0.00 |
|
1.50 |
| | |
|
|
|
L |
|
SMIC |
16.540 |
12/08 |
-0.24 |
17.120 |
-3.39 |
15.500 |
1.620 |
10.45 |
|
0.54 |
| | |
|
|
|
L |
|
China Life Ins HK |
10.380 |
12/08 |
0.58 |
11.040 |
-5.98 |
9.070 |
1.970 |
21.72 |
|
0.11 |
| | |
|
|
|
S |
|
Power Assets |
53.900 |
12/08 |
-0.28 |
42.250 |
27.57 |
46.850 |
-4.600 |
-9.82 |
|
-0.64 |
| | |
|
|
|
|
|
ANTA Sports Products |
68.300 |
12/08 |
-2.78 |
75.000 |
-8.93 |
81.000 |
-6.000 |
-7.41 |
|
-0.98 |
| | |
|
|
|
|
|
HK & China Gas |
6.620 |
12/08 |
1.85 |
5.940 |
11.45 |
6.310 |
-0.370 |
-5.86 |
|
-1.02 |
| | |
|
|
|
L |
|
Tingyi |
8.990 |
12/08 |
-0.66 |
9.410 |
-4.46 |
9.090 |
0.320 |
3.52 |
|
-1.37 |
| | |
|
|
|
|
|
Geely Auto |
7.630 |
12/08 |
0.26 |
8.790 |
-13.20 |
8.880 |
-0.090 |
-1.01 |
|
-2.04 |
| | |
|
|
|
L |
|
Sinopharm |
20.200 |
12/08 |
1.10 |
20.750 |
-2.65 |
20.400 |
0.350 |
1.72 |
|
-2.10 |
| | |
|
|
|
|
|
Citic Pacific |
7.100 |
12/08 |
|
7.100 |
|
7.970 |
-0.870 |
-10.92 |
|
-2.93 |
| | |
|
|
|
L |
|
HK Exchgs & Clrg |
231.600 |
12/08 |
0.96 |
250.200 |
-7.43 |
231.600 |
18.600 |
8.03 |
|
-3.28 |
| | |
|
|
|
|
|
Henderson Land |
22.050 |
12/08 |
-2.43 |
20.950 |
5.25 |
22.750 |
-1.800 |
-7.91 |
|
-3.51 |
| | |
|
|
|
L |
|
Longfor |
9.550 |
12/08 |
-1.95 |
10.720 |
-10.91 |
10.660 |
0.060 |
0.56 |
|
-3.59 |
| | |
|
|
|
|
|
Haidilao Inter |
12.220 |
12/08 |
-1.93 |
14.040 |
-12.96 |
17.080 |
-3.040 |
-17.80 |
|
-3.80 |
| | |
|
|
|
L |
|
China Res Land |
22.750 |
12/08 |
-1.09 |
26.550 |
-14.31 |
24.300 |
2.250 |
9.26 |
|
-3.84 |
| | |
|
|
|
L |
|
China Res Mixc |
21.850 |
12/08 |
-1.13 |
25.850 |
-15.47 |
24.350 |
1.500 |
6.16 |
|
-4.34 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
25/03/24 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| | |
|
|
|
|
|
Xinyi Glass |
7.550 |
12/08 |
-0.13 |
8.560 |
-11.80 |
8.270 |
0.290 |
3.51 |
|
-5.84 |
| | |
|
|
|
|
|
Alibaba |
78.450 |
12/08 |
0.77 |
70.500 |
11.28 |
70.300 |
0.200 |
0.28 |
|
-7.10 |
| | |
|
|
|
L |
|
Ping An |
33.650 |
12/08 |
0.45 |
35.400 |
-4.94 |
32.650 |
2.750 |
8.42 |
|
-7.18 |
| | |
|
|
|
|
|
NetEase |
140.800 |
12/08 |
0.50 |
149.100 |
-5.57 |
163.500 |
-14.400 |
-8.81 |
|
-7.90 |
| | |
|
|
|
|
|
Hengan |
25.350 |
12/08 |
-0.20 |
23.800 |
6.51 |
24.650 |
-0.850 |
-3.45 |
|
-8.60 |
| | |
|
|
|
S |
|
Nongfu Spring |
29.400 |
12/08 |
1.55 |
37.050 |
-20.65 |
40.950 |
-3.900 |
-9.52 |
|
-8.88 |
| | |
|
|
|
L |
|
Sunny Optical |
43.250 |
12/08 |
1.29 |
48.250 |
-10.36 |
43.000 |
5.250 |
12.21 |
|
-10.94 |
| | |
|
|
|
|
|
CK Hutchison |
40.400 |
12/08 |
0.12 |
37.400 |
8.02 |
38.650 |
-1.250 |
-3.23 |
|
-11.09 |
| | |
|
|
|
S |
|
Sino Biopharm |
2.950 |
12/08 |
2.08 |
2.670 |
10.49 |
3.080 |
-0.410 |
-13.31 |
|
-11.18 |
| | |
|
|
|
L |
|
Alibaba Health |
3.240 |
12/08 |
-0.61 |
3.130 |
3.51 |
3.200 |
-0.070 |
-2.19 |
|
-11.40 |
| | |
|
|
|
L |
|
Galaxy Entertainment |
29.450 |
12/08 |
-4.38 |
36.400 |
-19.09 |
39.450 |
-3.050 |
-7.73 |
|
-11.73 |
| | |
|
|
|
|
|
Sun Hung Kai |
71.550 |
12/08 |
-1.85 |
67.550 |
5.92 |
74.500 |
-6.950 |
-9.33 |
|
-12.17 |
| | |
|
|
|
L |
|
AIA |
51.900 |
12/08 |
-1.33 |
53.000 |
-2.08 |
54.800 |
-1.800 |
-3.28 |
|
-14.44 |
| | |
|
|
|
|
|
MTR |
25.900 |
12/08 |
0.19 |
24.650 |
5.07 |
25.600 |
-0.950 |
-3.71 |
|
-14.71 |
| | |
|
|
|
S |
|
Link REIT |
34.850 |
12/08 |
-0.57 |
30.350 |
14.83 |
34.400 |
-4.050 |
-11.77 |
|
-14.77 |
| | |
|
|
|
|
|
Xinyi Solar |
3.530 |
12/08 |
0.28 |
3.930 |
-10.18 |
6.160 |
-2.230 |
-36.20 |
|
-19.77 |
| | |
|
|
|
S |
|
Baidu |
82.650 |
12/08 |
-0.66 |
85.250 |
-3.05 |
100.700 |
-15.450 |
-15.34 |
|
-19.86 |
| | |
|
|
|
|
|
China Res Beer |
23.700 |
12/08 |
-2.47 |
26.250 |
-9.71 |
35.800 |
-9.550 |
-26.68 |
|
-21.77 |
| | |
|
|
|
S |
|
CK Property |
30.950 |
12/08 |
0.32 |
29.250 |
5.81 |
32.550 |
-3.300 |
-10.14 |
|
-21.96 |
| | |
|
|
|
S |
|
Sands China |
13.560 |
12/08 |
-2.87 |
16.280 |
-16.71 |
22.050 |
-5.770 |
-26.17 |
|
-22.03 |
| | |
|
|
|
|
|
Wharf REIC |
21.550 |
12/08 |
-1.60 |
20.700 |
4.11 |
26.000 |
-5.300 |
-20.38 |
|
-22.91 |
| | |
|
|
|
|
|
Country Garden Svcs |
4.690 |
12/08 |
-1.47 |
4.820 |
-2.70 |
5.470 |
-0.650 |
-11.88 |
|
-23.47 |
| | |
|
|
|
S |
|
Chow Tai Fook Jwl |
6.580 |
12/08 |
-0.75 |
8.450 |
-22.13 |
11.620 |
-3.170 |
-27.28 |
|
-24.05 |
| | |
|
|
|
|
|
Li Ning |
14.060 |
12/08 |
-1.13 |
16.900 |
-16.80 |
20.200 |
-3.300 |
-16.34 |
|
-24.29 |
| | |
|
|
|
|
|
Zhongsheng |
10.640 |
12/08 |
-1.12 |
11.420 |
-6.83 |
13.140 |
-1.720 |
-13.09 |
|
-26.76 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
25/03/24 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| | |
|
|
|
S |
|
Hang Lung |
5.590 |
12/08 |
-1.41 |
6.660 |
-16.07 |
8.160 |
-1.500 |
-18.38 |
|
-28.30 |
| | |
|
|
|
|
|
JD Health |
21.050 |
12/08 |
-2.55 |
21.250 |
-0.94 |
28.400 |
-7.150 |
-25.18 |
|
-29.00 |
| | |
|
|
|
S |
|
Budweiser Brewing |
9.300 |
12/08 |
-2.11 |
9.200 |
1.09 |
11.620 |
-2.420 |
-20.83 |
|
-33.98 |
| | |
|
|
|
|
|
New World Dev |
7.240 |
12/08 |
-2.69 |
7.310 |
-0.96 |
8.570 |
-1.260 |
-14.70 |
|
-34.69 |
| | |
|
|
|
S |
|
China Mengniu Dairy |
13.240 |
12/08 |
-2.79 |
14.000 |
-5.43 |
19.400 |
-5.400 |
-27.84 |
|
-37.79 |
| | |
|
|
|
S |
|
Li Auto |
77.000 |
12/08 |
-1.79 |
70.300 |
9.53 |
119.000 |
-48.700 |
-40.92 |
|
-42.82 |
| | |
|
|
|
S |
|
WuXi AppTec HK |
35.150 |
12/08 |
1.44 |
29.200 |
20.38 |
38.850 |
-9.650 |
-24.84 |
|
-43.62 |
| | |
|
|
|
|
|
WuXi Biologics |
11.780 |
12/08 |
3.70 |
11.540 |
2.08 |
14.020 |
-2.480 |
-17.69 |
|
-50.24 |
HSI - 82 out of 82 instruments rated - 1/07/24 / 25/03/24 - 42 did rise, Market-Ratio(14) = 51.22 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
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 | |
2/01/06 |
9/01/06 |
7 |
|
- cash - |
long |
9/01/06 |
21/01/08 |
742 |
|
|
|
China Ov Land & Inv |
100 |
2,717 |
|
3.680 |
14.160 |
|
10.480 |
285 |
38,474 |
94 |
|
short |
21/01/08 |
26/01/09 |
371 |
|
|
|
Galaxy Entertainment |
100 |
6,296 |
|
6.110 |
1.250 |
29.866 |
23.756 |
389 |
188,040 |
376 |
|
long |
26/01/09 |
25/01/10 |
364 |
|
|
|
Hengan |
100 |
7,232 |
|
26.000 |
52.000 |
|
26.000 |
100 |
376,072 |
100 |
|
short |
25/01/10 |
9/08/10 |
196 |
|
|
|
China Unicom |
100 |
43,526 |
|
8.640 |
10.400 |
6.880 |
-1.760 |
-20 |
299,466 |
-35 |
|
long |
9/08/10 |
7/02/11 |
182 |
|
|
|
Galaxy Entertainment |
100 |
54,747 |
|
5.470 |
12.480 |
|
7.010 |
128 |
683,243 |
423 |
|
short |
7/02/11 |
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 |
1/08/11 |
119 |
|
|
|
Galaxy Entertainment |
100 |
44,160 |
|
11.920 |
21.850 |
|
9.930 |
83 |
964,907 |
542 |
|
short |
1/08/11 |
26/12/11 |
147 |
|
|
|
New World Dev |
100 |
22,886 |
|
42.160 |
25.040 |
70.985 |
28.825 |
68 |
1,624,596 |
265 |
|
long |
26/12/11 |
21/05/12 |
147 |
|
|
|
Lenovo |
100 |
297,001 |
|
5.470 |
6.510 |
|
1.040 |
19 |
1,933,477 |
54 |
|
short |
21/05/12 |
20/08/12 |
91 |
|
|
|
China Unicom |
100 |
163,853 |
|
11.800 |
13.100 |
10.500 |
-1.300 |
-11 |
1,720,468 |
-37 |
|
long |
20/08/12 |
22/04/13 |
245 |
|
|
|
Galaxy Entertainment |
100 |
76,465 |
|
22.500 |
31.850 |
|
9.350 |
42 |
2,435,416 |
68 |
|
short |
22/04/13 |
16/09/13 |
147 |
|
|
|
China Shenhua HK |
100 |
94,213 |
|
25.850 |
25.600 |
26.102 |
0.252 |
1 |
2,459,195 |
2 |
|
long |
16/09/13 |
23/12/13 |
98 |
|
|
|
Galaxy Entertainment |
100 |
44,429 |
|
55.350 |
67.650 |
|
12.300 |
22 |
3,005,672 |
111 |
|
short |
23/12/13 |
19/05/14 |
147 |
|
|
|
Belle International |
100 |
339,240 |
|
8.860 |
8.270 |
9.492 |
0.632 |
7 |
3,220,105 |
19 |
|
long |
19/05/14 |
10/11/14 |
175 |
|
|
|
Citic Pacific |
100 |
235,387 |
|
13.680 |
13.420 |
|
-0.260 |
-2 |
3,158,905 |
-4 |
|
short |
10/11/14 |
12/01/15 |
63 |
|
|
|
Kunlun Energy |
100 |
316,523 |
|
9.980 |
7.570 |
13.157 |
3.177 |
32 |
4,164,593 |
396 |
|
long |
12/01/15 |
13/07/15 |
182 |
|
|
|
China Life Ins HK |
100 |
136,993 |
|
30.400 |
31.800 |
|
1.400 |
5 |
4,356,383 |
9 |
|
short |
13/07/15 |
18/04/16 |
280 |
|
|
|
China Shenhua HK |
100 |
275,024 |
|
15.840 |
13.340 |
18.809 |
2.969 |
19 |
5,172,792 |
25 |
|
long |
18/04/16 |
21/11/16 |
217 |
|
|
|
AAC Technologies |
100 |
89,417 |
|
57.850 |
72.400 |
|
14.550 |
25 |
6,473,809 |
46 |
|
short |
21/11/16 |
27/02/17 |
98 |
|
|
|
Lenovo |
100 |
1,360,043 |
|
4.760 |
4.700 |
4.821 |
0.061 |
1 |
6,556,500 |
5 |
|
long |
27/02/17 |
23/04/18 |
420 |
|
|
|
Geely Auto |
100 |
619,706 |
|
10.580 |
21.300 |
|
10.720 |
101 |
13,199,748 |
84 |
|
short |
23/04/18 |
21/05/18 |
28 |
|
|
|
China Merchants |
100 |
771,013 |
|
17.120 |
18.900 |
15.340 |
-1.780 |
-10 |
11,827,345 |
-76 |
|
long |
21/05/18 |
25/06/18 |
35 |
|
|
|
CNOOC |
100 |
814,555 |
|
14.520 |
12.640 |
|
-1.880 |
-13 |
10,295,982 |
-76 |
|
short |
25/06/18 |
21/01/19 |
210 |
|
|
|
WH Group |
100 |
1,663,325 |
|
6.190 |
6.860 |
5.520 |
-0.670 |
-11 |
9,181,554 |
-18 |
|
long |
21/01/19 |
27/05/19 |
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 |
27/05/19 |
30/12/19 |
217 |
|
|
|
AAC Technologies |
100 |
214,796 |
|
42.300 |
66.800 |
17.800 |
-24.500 |
-58 |
3,823,411 |
-77 |
|
long |
30/12/19 |
3/02/20 |
35 |
|
|
|
Sunny Optical |
100 |
28,175 |
|
135.700 |
128.400 |
|
-7.300 |
-5 |
3,617,733 |
-44 |
|
short |
3/02/20 |
29/06/20 |
147 |
|
|
|
Bank of East Asia |
100 |
216,113 |
|
16.740 |
17.480 |
16.000 |
-0.740 |
-4 |
3,457,810 |
-11 |
|
long |
29/06/20 |
3/08/20 |
35 |
|
|
|
Tencent |
100 |
7,114 |
|
486.000 |
539.000 |
|
53.000 |
11 |
3,834,852 |
194 |
|
short |
3/08/20 |
31/08/20 |
28 |
|
|
|
Swire Pacific |
100 |
101,720 |
|
37.700 |
42.200 |
33.200 |
-4.500 |
-12 |
3,377,112 |
-81 |
|
long |
31/08/20 |
14/09/20 |
14 |
|
|
|
HK Exchgs & Clrg |
100 |
8,632 |
|
391.200 |
371.800 |
|
-19.400 |
-5 |
3,209,651 |
-73 |
|
short |
14/09/20 |
4/01/21 |
112 |
|
|
|
HSBC |
100 |
99,678 |
|
32.200 |
40.450 |
23.950 |
-8.250 |
-26 |
2,387,307 |
-62 |
|
long |
4/01/21 |
19/07/21 |
196 |
|
|
|
Geely Auto |
100 |
88,747 |
|
26.900 |
23.700 |
|
-3.200 |
-12 |
2,103,317 |
-21 |
|
short |
19/07/21 |
24/01/22 |
189 |
|
|
|
China Life Ins HK |
100 |
153,079 |
|
13.740 |
14.040 |
13.440 |
-0.300 |
-2 |
2,057,393 |
-4 |
|
long |
24/01/22 |
25/04/22 |
91 |
|
|
|
China Res Power |
100 |
99,631 |
|
20.650 |
14.000 |
|
-6.650 |
-32 |
1,394,847 |
-79 |
|
short |
25/04/22 |
2/01/23 |
252 |
|
|
|
AAC Technologies |
100 |
88,730 |
|
15.720 |
17.840 |
13.600 |
-2.120 |
-13 |
1,206,740 |
-19 |
|
long |
2/01/23 |
24/04/23 |
112 |
|
|
|
Sands China |
100 |
46,592 |
|
25.900 |
29.100 |
|
3.200 |
12 |
1,355,834 |
46 |
|
short |
24/04/23 |
29/04/24 |
371 |
|
|
|
JD.com |
100 |
9,796 |
|
138.400 |
118.000 |
162.327 |
23.927 |
17 |
1,590,221 |
17 |
|
long |
29/04/24 |
12/08/24 |
105 |
|
|
|
China Hongqiao |
100 |
148,618 |
|
10.700 |
9.920 |
|
-0.780 |
-7 |
1,474,299 |
-23 |
|
accum | 9/01/06 |
12/08/24 | 6902 |
days out of 6909 invested (100%) |
14,643 |
1,474,299 |
30 |
|
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 | 6.11 | 1.25 | 29.87 | 23.76 | 388.80 | | | |
| long | 9/08/10 | 7/02/11 | 182 | 5.47 | 12.48 | | 7.01 | 128.15 | | | |
| long | 4/04/11 | 1/08/11 | 119 | 11.92 | 21.85 | | 9.93 | 83.31 | | | |
| long | 20/08/12 | 22/04/13 | 245 | 22.50 | 31.85 | | 9.35 | 41.56 | | | |
| long | 16/09/13 | 23/12/13 | 98 | 55.35 | 67.65 | | 12.30 | 22.22 | | | 3,436.80 |
China Ov Land & Inv | long | 9/01/06 | 21/01/08 | 742 | 3.68 | 14.16 | | 10.48 | 284.78 | | | 284.78 |
Hengan | long | 26/01/09 | 25/01/10 | 364 | 26.00 | 52.00 | | 26.00 | 100.00 | | | 100.00 |
Geely Auto | long | 27/02/17 | 23/04/18 | 420 | 10.58 | 21.30 | | 10.72 | 101.32 | | | |
| long | 4/01/21 | 19/07/21 | 196 | 26.90 | 23.70 | | -3.20 | -11.90 | | | 77.37 |
New World Dev | short | 1/08/11 | 26/12/11 | 147 | 42.16 | 25.04 | 70.99 | 28.83 | 68.37 | | | 68.37 |
Kunlun Energy | short | 10/11/14 | 12/01/15 | 63 | 9.98 | 7.57 | 13.16 | 3.18 | 31.84 | | | 31.84 |
China Shenhua HK | short | 22/04/13 | 16/09/13 | 147 | 25.85 | 25.60 | 26.10 | 0.25 | 0.98 | | | |
| short | 13/07/15 | 18/04/16 | 280 | 15.84 | 13.34 | 18.81 | 2.97 | 18.74 | | | 19.90 |
Lenovo | long | 26/12/11 | 21/05/12 | 147 | 5.47 | 6.51 | | 1.04 | 19.01 | | | |
| short | 21/11/16 | 27/02/17 | 98 | 4.76 | 4.70 | 4.82 | 0.06 | 1.28 | | | |
| long | 21/01/19 | 27/05/19 | 126 | 5.76 | 5.70 | | -0.06 | -1.04 | | | 19.28 |
JD.com | short | 24/04/23 | 29/04/24 | 371 | 138.40 | 118.00 | 162.33 | 23.93 | 17.29 | | | 17.29 |
Sands China | long | 2/01/23 | 24/04/23 | 112 | 25.90 | 29.10 | | 3.20 | 12.36 | | | 12.36 |
Tencent | long | 29/06/20 | 3/08/20 | 35 | 486.00 | 539.00 | | 53.00 | 10.91 | | | 10.91 |
Belle International | short | 23/12/13 | 19/05/14 | 147 | 8.86 | 8.27 | 9.49 | 0.63 | 7.13 | | | 7.13 |
China Life Ins HK | long | 12/01/15 | 13/07/15 | 182 | 30.40 | 31.80 | | 1.40 | 4.61 | | | |
| short | 19/07/21 | 24/01/22 | 189 | 13.74 | 14.04 | 13.44 | -0.30 | -2.18 | | | 2.32 |
Citic Pacific | long | 19/05/14 | 10/11/14 | 175 | 13.68 | 13.42 | | -0.26 | -1.90 | | | -1.90 |
Bank of East Asia | short | 3/02/20 | 29/06/20 | 147 | 16.74 | 17.48 | 16.00 | -0.74 | -4.42 | | | -4.42 |
HK Exchgs & Clrg | long | 31/08/20 | 14/09/20 | 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 | 30/12/19 | 3/02/20 | 35 | 135.70 | 128.40 | | -7.30 | -5.38 | | | -5.38 |
China Hongqiao | long | 29/04/24 | 12/08/24 | 105 | 10.70 | 9.92 | | -0.78 | -7.29 | | | -7.29 |
China Merchants | short | 23/04/18 | 21/05/18 | 28 | 17.12 | 18.90 | 15.34 | -1.78 | -10.40 | | | -10.40 |
WH Group | short | 25/06/18 | 21/01/19 | 210 | 6.19 | 6.86 | 5.52 | -0.67 | -10.82 | | | -10.82 |
Swire Pacific | short | 3/08/20 | 31/08/20 | 28 | 37.70 | 42.20 | 33.20 | -4.50 | -11.94 | | | -11.94 |
CNOOC | long | 21/05/18 | 25/06/18 | 35 | 14.52 | 12.64 | | -1.88 | -12.95 | | | -12.95 |
China Res Land | short | 7/02/11 | 4/04/11 | 56 | 12.72 | 15.64 | 9.80 | -2.92 | -22.96 | | | -22.96 |
HSBC | short | 14/09/20 | 4/01/21 | 112 | 32.20 | 40.45 | 23.95 | -8.25 | -25.62 | | | -25.62 |
China Unicom | short | 25/01/10 | 9/08/10 | 196 | 8.64 | 10.40 | 6.88 | -1.76 | -20.37 | | | |
| short | 21/05/12 | 20/08/12 | 91 | 11.80 | 13.10 | 10.50 | -1.30 | -11.02 | | | -29.14 |
China Res Power | long | 24/01/22 | 25/04/22 | 91 | 20.65 | 14.00 | | -6.65 | -32.20 | | | -32.20 |
AAC Technologies | long | 18/04/16 | 21/11/16 | 217 | 57.85 | 72.40 | | 14.55 | 25.15 | | | |
| short | 27/05/19 | 30/12/19 | 217 | 42.30 | 66.80 | 17.80 | -24.50 | -57.92 | | | |
| short | 25/04/22 | 2/01/23 | 252 | 15.72 | 17.84 | 13.60 | -2.12 | -13.49 | | | -54.44 |
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 |
|
|