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

Assessment - Hang Seng Index in Renminbi yuán - 7/01/24 - RS = 14

		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/25/24	prc diff	⇓ Δ14	⇓∅-RS
	L	HSI	15,957.092	8/12/24	0.13	16,523.041	-3.43	15,187.015	1,336.027	8.80	2.58
	L	AIA	48.398	8/12/24	-1.33	49.424	-2.08	50.520	-1.096	-2.17	-16.92
		Alibaba	73.157	8/12/24	0.77	65.743	11.28	64.810	0.933	1.44	-8.42
	L	Alibaba Health	3.021	8/12/24	-0.61	2.919	3.51	2.950	-0.031	-1.06	-18.28
		ANTA Sports Products	63.691	8/12/24	-2.78	69.939	-8.93	74.674	-4.735	-6.34	-7.32
	S	Baidu	77.073	8/12/24	-0.66	79.498	-3.05	92.835	-13.338	-14.37	-23.25
	L	Bank of China	3.171	8/12/24	1.19	3.590	-11.69	2.987	0.603	20.20	29.40
	L	Bank of China (HK)	20.795	8/12/24		22.427	-7.28	19.314	3.113	16.12	12.10
	S	Budweiser Brewing	8.672	8/12/24	-2.11	8.579	1.09	10.712	-2.133	-19.91	-31.70
	L	BYD Company	199.187	8/12/24	-0.28	216.346	-7.93	194.521	21.825	11.22	5.78
		CK Hutchison	37.674	8/12/24	0.12	34.876	8.02	35.631	-0.755	-2.12	-7.77
		CK Infrastructure	51.709	8/12/24	0.36	41.124	25.74	43.514	-2.389	-5.49	6.73
	S	CK Property	28.862	8/12/24	0.32	27.276	5.81	30.008	-2.731	-9.10	-21.09
	L	China Constr Bk HK	5.176	8/12/24	1.46	5.381	-3.81	4.416	0.965	21.85	24.68
	L	China Hongqiao	9.251	8/12/24	1.33	11.022	-16.07	7.726	3.297	42.68	63.57
	L	China Life Ins HK	9.680	8/12/24	0.58	10.295	-5.98	8.362	1.933	23.12	4.35
	L	China Merchants B HK	30.307	8/12/24		33.058	-8.32	27.657	5.401	19.53	14.98
	S	China Mengniu Dairy	12.347	8/12/24	-2.79	13.055	-5.43	17.885	-4.830	-27.00	-31.87
	L	China Mobile	66.116	8/12/24	-0.56	71.804	-7.92	61.537	10.268	16.69	17.49
	L	China Ov Land & Inv	11.918	8/12/24	-0.93	12.626	-5.61	9.975	2.651	26.58	-2.04
		China Res Beer	22.101	8/12/24	-2.47	24.479	-9.71	33.004	-8.525	-25.83	-29.04
	L	China Res Land	21.215	8/12/24	-1.09	24.759	-14.31	22.402	2.356	10.52	-4.28
	L	China Res Mixc	20.376	8/12/24	-1.13	24.106	-15.47	22.448	1.658	7.38	-8.62
	L	China Res Power	20.469	8/12/24	0.23	22.334	-8.35	16.465	5.869	35.64	43.72
	L	China Shenhua HK	30.121	8/12/24	1.57	33.524	-10.15	28.118	5.406	19.23	33.41
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/25/24	prc diff	⇓ Δ14	⇓∅-RS
	L	China Unicom	5.567	8/12/24	-5.84	6.686	-16.74	5.135	1.551	30.21	32.96
	S	Chow Tai Fook Jwl	6.136	8/12/24	-0.75	7.880	-22.13	10.712	-2.833	-26.44	-25.06
		Citic Pacific	6.621	8/12/24		6.621		7.348	-0.727	-9.89	-6.25
		CLP	64.344	8/12/24	-0.07	58.842	9.35	58.034	0.809	1.39	3.56
	L	CNOOC	18.408	8/12/24	-0.80	20.889	-11.88	16.613	4.276	25.74	56.02
		Country Garden Svcs	4.374	8/12/24	-1.47	4.495	-2.70	5.043	-0.548	-10.87	-25.12
	L	CSPC Pharmaceutical	5.530	8/12/24	1.02	5.800	-4.66	5.845	-0.045	-0.76	-0.32
	L	ENN Energy	49.797	8/12/24	0.85	60.008	-17.02	56.651	3.357	5.93	0.67
	L	Galaxy Entertainment	27.463	8/12/24	-4.38	33.944	-19.09	36.369	-2.425	-6.67	-15.36
		Geely Auto	7.115	8/12/24	0.26	8.197	-13.20	8.186	0.010	0.13	-1.76
		Haidilao Inter	11.395	8/12/24	-1.93	13.093	-12.96	15.746	-2.653	-16.85	-16.38
	L	Haier Smart Home	22.660	8/12/24	1.67	24.339	-6.90	20.973	3.366	16.05	9.26
	S	Hang Lung	5.213	8/12/24	-1.41	6.211	-16.07	7.523	-1.312	-17.44	-29.56
	L	Hang Seng Bank	85.699	8/12/24	0.38	93.626	-8.47	79.560	14.066	17.68	6.70
	L	Hansoh Pharma	17.252	8/12/24	-2.22	15.219	13.36	13.570	1.648	12.15	24.57
		Henderson Land	20.562	8/12/24	-2.43	19.536	5.25	20.973	-1.437	-6.85	-4.68
		Hengan	23.640	8/12/24	-0.20	22.194	6.51	22.725	-0.531	-2.34	-10.93
		HK & China Gas	6.173	8/12/24	1.85	5.539	11.45	5.817	-0.278	-4.78	1.96
	L	HK Exchgs & Clrg	215.973	8/12/24	0.96	233.318	-7.43	213.512	19.806	9.28	-5.48
	L	HSBC	60.008	8/12/24	0.63	63.691	-5.78	56.420	7.271	12.89	11.44
	L	ICBC	4.178	8/12/24	2.05	4.327	-3.45	3.642	0.685	18.82	21.00
		JD Health	19.630	8/12/24	-2.55	19.816	-0.94	26.182	-6.366	-24.31	-37.04
	L	JD.com	93.346	8/12/24	-0.10	96.330	-3.10	95.232	1.098	1.15	-5.92
	L	Lenovo	9.586	8/12/24	2.59	10.276	-6.72	8.196	2.081	25.39	22.85
	S	Li Auto	71.804	8/12/24	-1.79	65.557	9.53	109.706	-44.150	-40.24	-43.85
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/25/24	prc diff	⇓ Δ14	⇓∅-RS
		Li Ning	13.111	8/12/24	-1.13	15.760	-16.80	18.622	-2.863	-15.37	-28.73
	S	Link REIT	32.499	8/12/24	-0.57	28.302	14.83	31.713	-3.411	-10.76	-19.00
	L	Longfor	8.906	8/12/24	-1.95	9.997	-10.91	9.827	0.169	1.72	-11.86
	L	Meituan	96.983	8/12/24	-2.07	103.604	-6.39	86.013	17.590	20.45	11.36
		MTR	24.152	8/12/24	0.19	22.987	5.07	23.601	-0.614	-2.60	-13.41
		NetEase	131.300	8/12/24	0.50	139.040	-5.57	150.731	-11.691	-7.76	-4.41
		New World Dev	6.751	8/12/24	-2.69	6.817	-0.96	7.901	-1.084	-13.72	-35.81
	S	Nongfu Spring	27.416	8/12/24	1.55	34.550	-20.65	37.752	-3.202	-8.48	-14.09
	L	Orient Overseas	97.262	8/12/24	2.25	118.151	-17.68	88.641	29.510	33.29	15.69
		PetroChina	6.220	8/12/24		7.367	-15.57	5.955	1.411	23.70	35.29
	L	Ping An	31.379	8/12/24	0.45	33.011	-4.94	30.100	2.911	9.67	-8.01
	S	Power Assets	50.263	8/12/24	-0.28	39.399	27.57	43.191	-3.792	-8.78	1.10
	S	Sands China	12.645	8/12/24	-2.87	15.182	-16.71	20.328	-5.146	-25.32	-26.83
	L	SMIC	15.424	8/12/24	-0.24	15.965	-3.39	14.289	1.675	11.72	-3.51
	L	Shenzhou Inter	57.723	8/12/24	-0.24	71.292	-19.03	59.785	11.506	19.25	2.81
	S	Sino Biopharm	2.751	8/12/24	2.08	2.490	10.49	2.839	-0.350	-12.31	-12.44
	L	Sinopharm	18.837	8/12/24	1.10	19.350	-2.65	18.807	0.543	2.89	-0.12
		Sinopec	4.625	8/12/24	0.61	4.719	-1.98	4.139	0.579	13.99	17.61
		Sun Hung Kai	66.722	8/12/24	-1.85	62.992	5.92	68.682	-5.689	-8.28	-14.95
	L	Sunny Optical	40.332	8/12/24	1.29	44.994	-10.36	39.642	5.353	13.50	-12.08
		Techtronic Inds	90.035	8/12/24	-0.26	83.181	8.24	96.523	-13.342	-13.82	3.99
	L	Tencent	349.697	8/12/24	1.35	347.272	0.70	266.060	81.212	30.52	19.50
	L	Tingyi	8.383	8/12/24	-0.66	8.775	-4.46	8.380	0.395	4.71	-1.58
		Trip.com	308.479	8/12/24	0.55	349.324	-11.69	326.353	22.971	7.04	22.36
		WH Group	4.905	8/12/24		4.793	2.33	4.720	0.073	1.55	10.74
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/25/24	prc diff	⇓ Δ14	⇓∅-RS
		Wharf REIC	20.096	8/12/24	-1.60	19.303	4.11	23.969	-4.666	-19.47	-23.62
	S	WuXi AppTec HK	32.778	8/12/24	1.44	27.230	20.38	35.816	-8.586	-23.97	-48.23
		WuXi Biologics	10.985	8/12/24	3.70	10.761	2.08	12.925	-2.164	-16.74	-49.87
		Xiaomi	15.349	8/12/24	0.37	15.368	-0.12	13.663	1.705	12.48	20.68
		Xinyi Glass	7.041	8/12/24	-0.13	7.982	-11.80	7.624	0.358	4.70	-5.64
		Xinyi Solar	3.292	8/12/24	0.28	3.665	-10.18	5.679	-2.014	-35.47	-24.98
		Zhongsheng	9.922	8/12/24	-1.12	10.649	-6.83	12.114	-1.464	-12.09	-33.19
		Zijin Mining HK	14.268	8/12/24	0.66	15.368	-7.16	14.234	1.134	7.97	25.72
HSI - 82 out of 82 instruments rated - 7/01/24 / 3/25/24 - 44 did rise, Market-Ratio(14) in CNY = 53.66 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/04/21	scale up chart	7/01/24

Transactions Hang Seng Index in Renminbi yuán * 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	2,611	3.829	13.136		9.307	243	34,302	83
short	1/21/08	1/26/09	371		Galaxy Entertainment	100	6,051	5.668	1.103	29.137	23.468	414	176,308	401
long	1/26/09	1/25/10	364		Hengan	100	7,686	22.936	45.683		22.747	99	351,141	100
short	1/25/10	8/09/10	196		China Unicom	100	46,260	7.590	9.066	6.115	-1.475	-19	282,892	-33
long	8/09/10	2/07/11	182		Galaxy Entertainment	100	59,328	4.768	10.476		5.708	120	621,515	385
short	2/07/11	4/04/11	56		China Res Land	100	58,208	10.677	13.213	8.142	-2.535	-24	473,943	-83
long	4/04/11	8/01/11	119		Galaxy Entertainment	100	47,064	10.070	18.041		7.971	79	849,109	498
short	8/01/11	12/26/11	147		New World Dev	100	24,391	34.811	20.435	59.302	24.491	70	1,446,462	275
long	12/26/11	5/21/12	147		Lenovo	100	324,029	4.464	5.300		0.836	19	1,717,442	53
short	5/21/12	8/20/12	91		China Unicom	100	178,765	9.607	10.712	8.503	-1.104	-11	1,520,041	-39
long	8/20/12	4/22/13	245		Galaxy Entertainment	100	82,621	18.398	25.521		7.124	39	2,108,602	63
short	4/22/13	9/16/13	147		China Shenhua HK	100	101,798	20.713	20.206	21.233	0.520	3	2,161,519	6
long	9/16/13	12/23/13	98		Galaxy Entertainment	100	49,475	43.688	52.957		9.268	21	2,620,071	105
short	12/23/13	5/19/14	147		Belle International	100	377,768	6.936	6.653	7.231	0.295	4	2,731,458	11
long	5/19/14	11/10/14	175		Citic Pacific	100	248,205	11.005	10.594		-0.411	-4	2,629,445	-8
short	11/10/14	1/12/15	63		Kunlun Energy	100	333,759	7.878	6.058	10.245	2.366	30	3,419,262	358
long	1/12/15	7/13/15	182		China Life Ins HK	100	140,537	24.330	25.459		1.130	5	3,578,001	10
short	7/13/15	4/18/16	280		China Shenhua HK	100	282,139	12.682	11.138	14.440	1.758	14	4,073,947	18
long	4/18/16	11/21/16	217		AAC Technologies	100	84,345	48.300	64.335		16.035	33	5,426,395	62
short	11/21/16	2/27/17	98		Lenovo	100	1,282,905	4.230	4.163	4.298	0.068	2	5,514,056	6
long	2/27/17	4/23/18	420		Geely Auto	100	588,467	9.370	17.156		7.786	83	10,095,898	69
short	4/23/18	5/21/18	28		China Merchants	100	732,146	13.789	15.373	12.206	-1.583	-11	8,936,803	-80
long	5/21/18	6/25/18	35		CNOOC	100	756,713	11.810	10.527		-1.283	-11	7,965,872	-70
short	6/25/18	1/21/19	210		WH Group	100	1,545,211	5.155	5.942	4.368	-0.787	-15	6,749,483	-25
long	1/21/19	5/27/19	126		Lenovo	100	1,352,735	4.990	5.011		0.021	0	6,778,194	1
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	182,283	37.185	59.927	14.442	-22.742	-61	2,632,624	-80
long	12/30/19	2/03/20	35		Sunny Optical	100	21,625	121.739	116.061		-5.677	-5	2,509,850	-39
short	2/03/20	6/29/20	147		Bank of East Asia	100	165,870	15.131	15.964	14.299	-0.833	-6	2,371,737	-13
long	6/29/20	8/03/20	35		Tencent	100	5,343	443.852	485.421		41.569	9	2,593,838	154
short	8/03/20	8/31/20	28		Swire Pacific	100	76,396	33.952	37.279	30.626	-3.327	-10	2,339,681	-74
long	8/31/20	9/14/20	14		HK Exchgs & Clrg	100	6,770	345.584	326.569		-19.015	-6	2,210,952	-77
short	9/14/20	1/04/21	112		HSBC	100	78,173	28.283	33.696	22.870	-5.413	-19	1,787,796	-50
long	1/04/21	7/19/21	196		Geely Auto	100	79,782	22.408	19.792		-2.617	-12	1,579,044	-21
short	7/19/21	1/24/22	189		China Life Ins HK	100	137,616	11.474	11.415	11.534	0.060	1	1,587,239	1
long	1/24/22	4/25/22	91		China Res Power	100	94,539	16.789	11.702		-5.087	-30	1,106,308	-76
short	4/25/22	1/02/23	252		AAC Technologies	100	84,195	13.140	15.747	10.533	-2.607	-20	886,805	-27
long	1/02/23	4/24/23	112		Sands China	100	38,790	22.861	25.565		2.704	12	991,701	44
short	4/24/23	4/29/24	371		JD.com	100	8,156	121.589	109.040	135.583	13.994	12	1,105,833	11
long	4/29/24	8/12/24	105		China Hongqiao	100	111,841	9.888	9.251		-0.637	-6	1,034,604	-21
accum	1/09/06	8/12/24	7115	days out of 7122 invested (100%)							10,246		1,034,604	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	1/21/08	1/26/09	371	5.67	1.10	29.14	23.47	414.03
	long	8/09/10	2/07/11	182	4.77	10.48		5.71	119.70
	long	4/04/11	8/01/11	119	10.07	18.04		7.97	79.16
	long	8/20/12	4/22/13	245	18.40	25.52		7.12	38.72
	long	9/16/13	12/23/13	98	43.69	52.96		9.27	21.21	3,302.19
China Ov Land & Inv	long	1/09/06	1/21/08	742	3.83	13.14		9.31	243.09	243.09
Hengan	long	1/26/09	1/25/10	364	22.94	45.68		22.75	99.17	99.17
New World Dev	short	8/01/11	12/26/11	147	34.81	20.43	59.30	24.49	70.35	70.35
Geely Auto	long	2/27/17	4/23/18	420	9.37	17.16		7.79	83.09
	long	1/04/21	7/19/21	196	22.41	19.79		-2.62	-11.68	61.71
Kunlun Energy	short	11/10/14	1/12/15	63	7.88	6.06	10.24	2.37	30.04	30.04
Lenovo	long	12/26/11	5/21/12	147	4.46	5.30		0.84	18.73
	short	11/21/16	2/27/17	98	4.23	4.16	4.30	0.07	1.62
	long	1/21/19	5/27/19	126	4.99	5.01		0.02	0.43	21.17
China Shenhua HK	short	4/22/13	9/16/13	147	20.71	20.21	21.23	0.52	2.51
	short	7/13/15	4/18/16	280	12.68	11.14	14.44	1.76	13.86	16.72
Sands China	long	1/02/23	4/24/23	112	22.86	25.57		2.70	11.83	11.83
JD.com	short	4/24/23	4/29/24	371	121.59	109.04	135.58	13.99	11.51	11.51
Tencent	long	6/29/20	8/03/20	35	443.85	485.42		41.57	9.37	9.37
China Life Ins HK	long	1/12/15	7/13/15	182	24.33	25.46		1.13	4.64
	short	7/19/21	1/24/22	189	11.47	11.42	11.53	0.06	0.52	5.19
Belle International	short	12/23/13	5/19/14	147	6.94	6.65	7.23	0.29	4.25	4.25
Citic Pacific	long	5/19/14	11/10/14	175	11.00	10.59		-0.41	-3.73	-3.73
Sunny Optical	long	12/30/19	2/03/20	35	121.74	116.06		-5.68	-4.66	-4.66
HK Exchgs & Clrg	long	8/31/20	9/14/20	14	345.58	326.57		-19.01	-5.50	-5.50
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Bank of East Asia	short	2/03/20	6/29/20	147	15.13	15.96	14.30	-0.83	-5.50	-5.50
China Hongqiao	long	4/29/24	8/12/24	105	9.89	9.25		-0.64	-6.44	-6.44
Swire Pacific	short	8/03/20	8/31/20	28	33.95	37.28	30.63	-3.33	-9.80	-9.80
CNOOC	long	5/21/18	6/25/18	35	11.81	10.53		-1.28	-10.86	-10.86
China Merchants	short	4/23/18	5/21/18	28	13.79	15.37	12.21	-1.58	-11.48	-11.48
WH Group	short	6/25/18	1/21/19	210	5.16	5.94	4.37	-0.79	-15.27	-15.27
HSBC	short	9/14/20	1/04/21	112	28.28	33.70	22.87	-5.41	-19.14	-19.14
China Res Land	short	2/07/11	4/04/11	56	10.68	13.21	8.14	-2.54	-23.74	-23.74
China Unicom	short	1/25/10	8/09/10	196	7.59	9.07	6.12	-1.48	-19.44
	short	5/21/12	8/20/12	91	9.61	10.71	8.50	-1.10	-11.49	-28.70
China Res Power	long	1/24/22	4/25/22	91	16.79	11.70		-5.09	-30.30	-30.30
AAC Technologies	long	4/18/16	11/21/16	217	48.30	64.34		16.03	33.20
	short	5/27/19	12/30/19	217	37.18	59.93	14.44	-22.74	-61.16
	short	4/25/22	1/02/23	252	13.14	15.75	10.53	-2.61	-19.84	-58.53

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


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