Assessment - Hang Seng Commerce & Industry in Japanese yen - 4/22/24 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	12/25/23	prc diff	⇓ Δ17		∅-RS
						L		HSI-CI	195,674.380	Fri	2.79	181,577.288	7.76	159,881.933	21,695.355	13.57		0.68
						L		China Hongqiao	218.517	Fri	2.60	192.832	13.32	114.644	78.188	68.20		53.38
						L		Zijin Mining HK	348.125	Fri	3.28	333.110	4.51	231.475	101.634	43.91		43.57
						L		CNOOC	388.825	Fri	3.58	358.794	8.37	226.372	132.422	58.50		43.78
						L		Trip.com	8,033.353	Fri	3.04	7,511.758	6.94	4,844.581	2,667.177	55.05		39.52
						L		PetroChina	148.971	Fri	2.45	144.031	3.43	90.221	53.811	59.64		38.37
						L		Hansoh Pharma	340.222	Fri	2.50	316.908	7.36	256.628	60.281	23.49		33.66
						L		Xiaomi	342.988	Fri	4.58	312.562	9.73	285.790	26.772	9.37		32.50
						L		Techtronic Inds	2,149.604	Fri	2.16	2,031.059	5.84	1,685.943	345.116	20.47		31.48
						L		WH Group	115.186	Fri	0.52	108.270	6.39	90.768	17.503	19.28		29.75
						L		China Shenhua HK	631.248	Fri	-0.47	625.321	0.95	472.975	152.346	32.21		29.37
						L		Haier Smart Home	532.462	Fri	1.89	517.644	2.86	388.223	129.421	33.34		18.92
						L		China Unicom	120.915	Fri	1.32	118.347	2.17	82.383	35.963	43.65		17.22
						L		China Mobile	1,403.762	Fri	0.35	1,378.078	1.86	1,125.481	252.596	22.44		13.69
						L		Sinopec	94.835	Fri	0.63	91.279	3.90	71.630	19.649	27.43		12.20
						L		ANTA Sports Products	1,778.165	Fri	1.12	1,691.232	5.14	1,347.843	343.389	25.48		10.80
						L		Tencent	6,883.473	Fri	2.65	6,330.266	8.74	4,994.038	1,336.229	26.76		9.31
						L		Nongfu Spring	886.119	Fri	0.11	873.276	1.47	814.721	58.556	7.19		8.38
						L		Shenzhou Inter	1,528.234	Fri	1.91	1,447.228	5.60	1,421.660	25.568	1.80		5.92
						L		Meituan	2,283.954	Fri	3.68	1,987.593	14.91	1,396.143	591.450	42.36		3.66
						L		Geely Auto	185.522	Fri	2.07	174.655	6.22	141.984	32.672	23.01		3.89
						L		Sinopharm	425.772	Fri	-0.92	414.905	2.62	355.051	59.855	16.86		2.38
						S		Orient Overseas	2,116.016	Fri	1.32	2,068.598	2.29	2,059.585	9.013	0.44		0.10
						L		Haidilao Inter	355.238	Fri	6.52	316.513	12.23	249.702	66.811	26.76		0.09
								NetEase	2,947.802	Fri	1.77	2,892.481	1.91	2,223.623	668.859	30.08		-0.07
								⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	12/25/23	prc diff	⇓ Δ17		∅-RS
								CSPC Pharmaceutical	130.399	Fri	1.23	118.544	10.00	125.215	-6.671	-5.33		-0.62
						S		Lenovo	178.409	Fri	2.38	160.430	11.21	187.732	-27.302	-14.54		-0.59
						L		Xinyi Solar	104.714	Fri	1.34	103.924	0.76	76.004	27.920	36.73		-2.13
						S		Citic Pacific	148.180	Fri	1.21	140.475	5.49	134.693	5.782	4.29		-4.86
						L		BYD Company	4,204.372	Fri	4.42	3,967.283	5.98	3,692.672	274.611	7.44		-5.49
								Hengan	517.644	Fri	2.34	492.947	5.01	518.542	-25.595	-4.94		-6.23
								Chow Tai Fook Jwl	215.751	Fri	1.68	211.799	1.87	202.313	9.486	4.69		-6.33
						L		JD.com	2,325.444	Fri	5.75	1,985.617	17.11	1,928.355	57.262	2.97		-6.43
								Alibaba	1,487.731	Fri	3.15	1,352.393	10.01	1,309.568	42.825	3.27		-7.96
						S		CK Hutchison	755.720	Fri	0.13	723.120	4.51	745.460	-22.340	-3.00		-9.14
						L		China Res Beer	718.181	Fri	2.68	660.885	8.67	605.117	55.768	9.22		-12.06
						L		Tingyi	174.260	Fri	2.08	165.962	5.00	167.136	-1.174	-0.70		-12.10
						L		Xinyi Glass	165.962	Fri	2.44	155.293	6.87	152.555	2.738	1.79		-13.63
						S		Baidu	1,993.520	Fri	3.06	1,856.206	7.40	2,021.309	-165.103	-8.17		-14.70
						S		MTR	496.898	Fri	0.60	475.165	4.57	540.413	-65.248	-12.07		-16.55
						S		Sino Biopharm	54.728	Fri	1.09	50.184	9.06	57.778	-7.594	-13.14		-17.43
						S		Sands China	369.858	Fri	2.86	358.004	3.31	410.094	-52.091	-12.70		-19.50
						S		SMIC	307.030	Fri	2.91	281.345	9.13	367.262	-85.917	-23.39		-19.47
						S		Galaxy Entertainment	703.363	Fri	1.57	682.618	3.04	773.711	-91.094	-11.77		-20.30
						S		Li Auto	1,954.005	Fri	5.78	1,925.357	1.49	2,495.196	-569.839	-22.84		-21.20
						L		Zhongsheng	286.482	Fri	6.46	264.749	8.21	295.268	-30.519	-10.34		-27.49
						S		Budweiser Brewing	216.146	Fri	2.05	205.082	5.39	262.460	-57.379	-21.86		-28.57
						S		China Mengniu Dairy	318.489	Fri	2.03	307.030	3.73	363.070	-56.040	-15.44		-30.02
						L		Li Ning	416.881	Fri	6.03	345.754	20.57	360.883	-15.129	-4.19		-32.16
						S		Alibaba Health	58.284	Fri	7.27	52.555	10.90	72.177	-19.622	-27.19		-32.91
								⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	12/25/23	prc diff	⇓ Δ17		∅-RS
						S		JD Health	525.546	Fri	7.26	464.299	13.19	676.200	-211.901	-31.34		-34.78
						S		Sunny Optical	753.744	Fri	7.46	724.108	4.09	1,278.583	-554.475	-43.37		-37.53
						S		WuXi AppTec HK	695.460	Fri	4.30	658.909	5.55	1,404.345	-745.436	-53.08		-46.32
						S		WuXi Biologics	266.330	Fri	5.81	252.895	5.31	491.202	-238.307	-48.52		-55.13
HSI-C&I - 53 out of 53 instruments rated - 4/22/24 / 12/25/23 - 32 did rise, Market-Ratio(17) in JPY = 60.38 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37
1/06/20	scale up chart	4/22/24

 

Transactions Hang Seng Commerce & Industry in Japanese yen * A17 - 69/37 (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				Tingyi	100	160		62.320	165.597		103.277	166	26,524	62
short	1/21/08	2/16/09	392				Galaxy Entertainment	100	317		83.619	14.320	488.270	404.651	484	154,799	417
long	2/16/09	5/10/10	448				Hengan	100	459		336.706	657.098		320.392	95	301,859	72
short	5/10/10	6/21/10	42				Citic Pacific	100	1,646		183.305	176.883	189.960	6.655	4	312,812	36
long	6/21/10	8/09/10	49				Galaxy Entertainment	100	6,220		50.288	60.240		9.952	20	374,711	284
short	8/09/10	8/30/10	21				Citic Pacific	100	2,139		175.102	175.008	175.197	0.095	0	374,913	1
long	8/30/10	8/08/11	343				Galaxy Entertainment	100	5,500		68.156	198.789		130.633	192	1,093,394	212
short	8/08/11	1/16/12	161				Li & Fung	100	8,409		130.024	169.917	90.132	-39.893	-31	757,935	-56
long	1/16/12	5/21/12	126				Sands China	100	3,025		250.519	263.892		13.373	5	798,387	16
short	5/21/12	9/17/12	119				Citic Pacific	100	6,676		119.590	98.665	144.953	25.363	21	967,710	80
long	9/17/12	4/08/13	203				Galaxy Entertainment	100	3,867		250.201	382.587		132.386	53	1,479,647	115
short	4/08/13	9/30/13	175				Li & Fung	100	11,194		132.178	141.777	122.579	-9.599	-7	1,372,194	-15
long	9/30/13	2/03/14	126				Galaxy Entertainment	100	2,006		683.747	993.106		309.359	45	1,992,767	195
short	2/03/14	5/26/14	112				Belle International	100	18,270		109.072	108.331	109.819	0.747	1	2,006,408	2
long	5/26/14	10/06/14	133				Tencent	100	1,418		1,414.612	1,678.569		263.957	19	2,380,699	60
short	10/06/14	4/13/15	189				Galaxy Entertainment	100	3,511		678.018	612.288	750.805	72.786	11	2,636,251	22
long	4/13/15	7/06/15	84				Tencent	100	997		2,642.915	2,316.176		-326.739	-12	2,310,492	-44
short	7/06/15	5/09/16	308				Sands China	100	5,039		458.492	380.207	552.897	94.405	21	2,786,198	25
long	5/09/16	12/26/16	231				MTR	100	5,186		537.173	562.993		25.820	5	2,920,099	8
short	12/26/16	2/27/17	63				Hengan	100	3,511		831.659	978.057	685.262	-146.397	-18	2,406,098	-67
long	2/27/17	3/05/18	371				Galaxy Entertainment	100	4,462		539.166	892.862		353.695	66	3,984,287	64
short	3/05/18	6/11/18	98				China Merchants	100	16,564		240.537	244.861	236.214	-4.324	-2	3,912,670	-7
long	6/11/18	7/09/18	28				Sunny Optical	100	1,644		2,379.889	2,049.146		-330.744	-14	3,368,927	-86
short	7/09/18	2/11/19	217				WH Group	100	37,274		90.383	103.948	76.817	-13.566	-15	2,863,283	-24
long	2/11/19	5/27/19	105				Lenovo	100	35,525		80.599	79.531		-1.068	-1	2,825,346	-5
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	12/23/19	210				AAC Technologies	100	4,787		590.201	919.061	261.342	-328.859	-56	1,251,097	-76
long	12/23/19	2/24/20	63				Sunny Optical	100	646		1,936.416	1,817.206		-119.211	-6	1,174,087	-31
short	2/24/20	7/13/20	140				PetroChina	100	25,683		45.714	38.307	54.554	8.840	19	1,401,118	59
long	7/13/20	8/10/20	28				Geely Auto	100	5,315		263.583	228.965		-34.619	-13	1,217,119	-84
short	8/10/20	1/18/21	161				Swire Pacific	100	2,290		531.428	655.401	407.455	-123.973	-23	933,222	-45
long	1/18/21	6/28/21	161				Geely Auto	100	2,180		428.017	363.172		-64.844	-15	791,861	-31
short	6/28/21	1/17/22	203				China Unicom	100	12,900		61.383	59.744	63.068	1.684	3	813,589	5
long	1/17/22	5/09/22	112				Want Want China	100	7,284		111.689	115.353		3.664	3	840,278	11
short	5/09/22	1/09/23	245				Sunny Optical	100	505		1,661.409	1,575.208	1,752.328	90.918	5	886,192	8
long	1/09/23	5/08/23	119				Sands China	100	1,874		472.731	448.946		-23.785	-5	841,619	-15
short	5/08/23	4/26/24	354				JD.com	100	350		2,399.540	2,325.444	2,475.997	76.457	3	868,379	3
accum	1/09/06	4/26/24	6683	days out of 6690 invested (100%)										8,584		868,379	28

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Galaxy Entertainment	short	1/21/08	2/16/09	392	83.62	14.32	488.27	404.65	483.92
	long	6/21/10	8/09/10	49	50.29	60.24		9.95	19.79
	long	8/30/10	8/08/11	343	68.16	198.79		130.63	191.67
	long	9/17/12	4/08/13	203	250.20	382.59		132.39	52.91
	long	9/30/13	2/03/14	126	683.75	993.11		309.36	45.24
	short	10/06/14	4/13/15	189	678.02	612.29	750.80	72.79	10.74
	long	2/27/17	3/05/18	371	539.17	892.86		353.70	65.60			8,208.92
Tingyi	long	1/09/06	1/21/08	742	62.32	165.60		103.28	165.72			165.72
Hengan	long	2/16/09	5/10/10	448	336.71	657.10		320.39	95.15
	short	12/26/16	2/27/17	63	831.66	978.06	685.26	-146.40	-17.60			60.80
Citic Pacific	short	5/10/10	6/21/10	42	183.31	176.88	189.96	6.65	3.63
	short	8/09/10	8/30/10	21	175.10	175.01	175.20	0.09	0.05
	short	5/21/12	9/17/12	119	119.59	98.67	144.95	25.36	21.21			25.68
Sands China	long	1/16/12	5/21/12	126	250.52	263.89		13.37	5.34
	short	7/06/15	5/09/16	308	458.49	380.21	552.90	94.40	20.59
	long	1/09/23	5/08/23	119	472.73	448.95		-23.79	-5.03			20.64
PetroChina	short	2/24/20	7/13/20	140	45.71	38.31	54.55	8.84	19.34			19.34
MTR	long	5/09/16	12/26/16	231	537.17	562.99		25.82	4.81			4.81
Tencent	long	5/26/14	10/06/14	133	1,414.61	1,678.57		263.96	18.66
	long	4/13/15	7/06/15	84	2,642.92	2,316.18		-326.74	-12.36			3.99
Want Want China	long	1/17/22	5/09/22	112	111.69	115.35		3.66	3.28			3.28
JD.com	short	5/08/23	4/26/24	354	2,399.54	2,325.44	2,476.00	76.46	3.19			3.19
China Unicom	short	6/28/21	1/17/22	203	61.38	59.74	63.07	1.68	2.74			2.74
Belle International	short	2/03/14	5/26/14	112	109.07	108.33	109.82	0.75	0.68			0.68
Lenovo	long	2/11/19	5/27/19	105	80.60	79.53		-1.07	-1.32			-1.32
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
China Merchants	short	3/05/18	6/11/18	98	240.54	244.86	236.21	-4.32	-1.80			-1.80
Sunny Optical	long	6/11/18	7/09/18	28	2,379.89	2,049.15		-330.74	-13.90
	long	12/23/19	2/24/20	63	1,936.42	1,817.21		-119.21	-6.16
	short	5/09/22	1/09/23	245	1,661.41	1,575.21	1,752.33	90.92	5.47			-14.78
WH Group	short	7/09/18	2/11/19	217	90.38	103.95	76.82	-13.57	-15.01			-15.01
Swire Pacific	short	8/10/20	1/18/21	161	531.43	655.40	407.45	-123.97	-23.33			-23.33
Geely Auto	long	7/13/20	8/10/20	28	263.58	228.96		-34.62	-13.13
	long	1/18/21	6/28/21	161	428.02	363.17		-64.84	-15.15			-26.29
Li & Fung	short	8/08/11	1/16/12	161	130.02	169.92	90.13	-39.89	-30.68
	short	4/08/13	9/30/13	175	132.18	141.78	122.58	-9.60	-7.26			-35.72
AAC Technologies	short	5/27/19	12/23/19	210	590.20	919.06	261.34	-328.86	-55.72			-55.72

Annotations

3/01/24	HSI-C&I			Component update: JD Health, Li Auto, Sinopharm, Trip.com, WuXi AppTec and Zijin Mining added
3/06/17	HSI-C&I			Geely Auto replaces Li & Fung
12/28/16	HSI-C&I			AAC Technologies joins, China Res Enterprises and Tingyi retire
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
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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