Share-o-matic - Portfolio

Thu, May 2nd, 2024, 10:41UTC

Assessment - Hang Seng Index - 3/20/06 - RS = 14

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	3/20/06	⇓ Δwk	12/12/05	prc diff	⇓ Δ14	∅-RS
	L	HSI	18,207.100	08:08	2.50	15,716.500		15,029.800	686.700	4.57	6.89
	L	China Res Land	29.750	08:08	4.57	4.900		2.920	1.980	67.81	145.70
	L	China Ov Land & Inv	15.020	08:08	3.02	4.540		3.080	1.460	47.40	119.22
	L	Zijin Mining HK	17.300	Tue	-0.92	1.583		1.083	0.500	46.16	113.93
	L	Hengan	26.650	08:08	0.95	12.350		8.800	3.550	40.34	85.86
	L	HK Exchgs & Clrg	264.800	08:08	5.25	40.080		26.370	13.710	51.99	84.07
	L	Li Ning	21.650	08:08	3.84	6.626		4.947	1.679	33.95	69.54
	L	Tingyi	8.670	Tue	-0.46	4.300		3.830	0.470	12.27	64.42
	L	Tencent	347.200	Tue	-0.12	2.368		1.618	0.750	46.35	64.29
	L	China Life Ins HK	10.820	08:08	3.84	9.310		6.490	2.820	43.45	58.42
	L	Ping An	38.000	08:08	5.70	9.405		6.770	2.635	38.92	43.61
	S	China Mengniu Dairy	16.860	08:08	2.68	4.250		3.275	0.975	29.77	40.83
		New World Dev	8.770	08:08	4.65	48.600		39.720	8.880	22.36	38.56
	L	Sinopec	4.620	08:08	-2.12	4.290		3.390	0.900	26.55	38.23
	L	PetroChina	7.100	08:08	-3.79	7.010		5.530	1.480	26.76	35.76
	L	ENN Energy	69.550	08:08	2.81	7.250		5.750	1.500	26.09	33.79
	L	China Res Beer	36.050	08:08	0.14	14.200		11.900	2.300	19.33	29.15
	L	Xinyi Glass	8.420	Tue	-3.44	1.213		0.866	0.346	39.95	26.68
	L	CNOOC	20.200	08:08	-0.49	5.380		4.570	0.810	17.72	25.02
	L	China Res Power	19.080	08:08	-2.15	5.600		4.300	1.300	30.23	24.36
	L	MTR	26.100	08:08	0.97	16.440		14.140	2.300	16.27	20.39
		Hang Lung	8.990	08:08	3.21	12.760		10.710	2.050	19.14	19.96
	L	China Mobile	69.700	08:08	-0.29	35.390		35.160	0.230	0.65	19.45
	L	Henderson Land	24.200	08:08	1.68	37.380		32.590	4.790	14.70	15.70
	L	HK & China Gas	5.970	08:08		16.810		15.420	1.390	9.01	11.49
		⇓instrument	freshest		⇓ Δday	3/20/06	⇓ Δwk	12/12/05	prc diff	⇓ Δ14	∅-RS
		Lenovo	9.090	08:08	1.79	3.280		3.720	-0.440	-11.83	10.61
	L	BYD Company	225.000	08:08	4.36	3.509		2.637	0.872	33.06	9.67
	S	Galaxy Entertainment	36.200	08:08	2.12	5.750		4.430	1.320	29.80	7.41
	L	Bank of China (HK)	24.350	08:08	0.83	13.300		12.360	0.940	7.61	6.05
	L	Citic Pacific	7.580	08:08	1.47	20.720		19.380	1.340	6.91	5.74
	L	Sun Hung Kai	74.000	08:08	1.72	71.350		67.180	4.170	6.21	5.32
	L	HSBC	69.250	08:08	3.36	127.220		122.540	4.680	3.82	3.64
		CK Hutchison	39.400	08:08	3.01	73.290		73.060	0.230	0.31	2.47
		Power Assets	45.150	08:08	0.22	30.780		32.460	-1.680	-5.18	1.48
		CK Infrastructure	44.300	08:08		24.350		24.900	-0.550	-2.21	1.00
	L	CSPC Pharmaceutical	6.710	08:08	3.55	0.755		0.651	0.104	16.01	0.70
		CLP	62.450	08:08	1.22	44.900		45.700	-0.800	-1.75	0.28
	L	China Unicom	5.930	08:08	-0.34	5.040		5.080	-0.040	-0.79	-0.43
	L	Hang Seng Bank	105.000	08:08	1.06	85.480		85.490	-0.010	-0.01	-0.54
		Sino Biopharm	2.880	08:08	6.67	0.249		0.233	0.016	7.01	-1.68
		Orient Overseas	112.900	08:08	-1.22	26.400		26.750	-0.350	-1.31	-12.74
		SMIC	15.840	08:08	2.06	11.500		11.100	0.400	3.60	-14.64
	L	Techtronic Inds	109.400	Tue	3.80	14.700		19.900	-5.200	-26.13	-17.63
		Alibaba Health	3.280	08:08	10.81	1.180		1.130	0.050	4.42	-22.07
		AIA	59.350	08:08	2.68						-na-
	L	Alibaba	76.100	08:08	2.35						-na-
	L	ANTA Sports Products	90.950	08:08	1.39						-na-
	L	Baidu	105.500	08:08	0.76						-na-
	L	Bank of China	3.480	08:08	-1.42						-na-
		Budweiser Brewing	11.240	08:08	2.18						-na-
		⇓instrument	freshest		⇓ Δday	3/20/06	⇓ Δwk	12/12/05	prc diff	⇓ Δ14	∅-RS
		CK Property	34.000	08:08	1.04						-na-
	L	China Constr Bk HK	5.130	08:08	0.59	3.260		2.340	0.920	39.32	-na-
	L	China Hongqiao	11.220	08:08	2.94						-na-
	L	China Merchants B HK	35.650	08:08	3.78						-na-
	L	China Res Mixc	29.250	08:08	5.03						-na-
	L	China Shenhua HK	32.600	08:08	-0.31	12.270		7.800	4.470	57.31	-na-
		Chow Tai Fook Jwl	10.800	08:08	0.37						-na-
	L	Country Garden Svcs	5.970	08:08	13.07						-na-
	L	Geely Auto	9.860	08:08	3.46	0.790		0.385	0.405	105.19	-na-
	L	Haidilao Inter	19.140	08:08	7.05						-na-
	L	Haier Smart Home	29.700	08:08	1.54						-na-
	L	Hansoh Pharma	18.180	08:08	4.48						-na-
	L	ICBC	4.230	08:08							-na-
		JD Health	30.050	08:08	10.68						-na-
	L	JD.com	120.400	08:08	4.88						-na-
	S	Li Auto	107.600	08:08	3.46						-na-
	S	Link REIT	34.050	08:08	0.59						-na-
	L	Longfor	12.700	08:08	7.63						-na-
	L	Meituan	119.100	08:08	8.77						-na-
		NetEase	150.100	08:08	-0.13						-na-
	L	Nongfu Spring	47.950	08:08	3.79						-na-
	S	Sands China	19.300	08:08	3.32						-na-
	L	Shenzhou Inter	80.250	08:08	2.62	3.250		2.925	0.325	11.11	-na-
		Sinopharm	19.420	08:08	-2.12						-na-
	S	Sunny Optical	38.400	Tue	-1.54						-na-
		⇓instrument	freshest		⇓ Δday	3/20/06	⇓ Δwk	12/12/05	prc diff	⇓ Δ14	∅-RS
	L	Trip.com	385.400	Tue	-0.26						-na-
	L	WH Group	5.720	Tue	-1.89						-na-
	L	Wharf REIC	25.000	08:08	2.25						-na-
	S	WuXi AppTec HK	35.450	Tue	-2.34						-na-
		WuXi Biologics	13.740	Tue	-1.58						-na-
	L	Xiaomi	17.320	Tue	-0.57						-na-
	L	Xinyi Solar	5.460	Tue	-1.97						-na-
	L	Zhongsheng	14.380	Tue	-3.75						-na-
HSI - 47 out of 82 instruments rated - 3/20/06 / 12/12/05 - 39 did rise, Market-Ratio(14) = 82.98 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/06/20	scale up chart	4/29/24

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	4/29/24	371		JD.com	100	9,796	138.400	118.000	162.327	23.927	17	1,590,221	17
long	4/29/24	5/02/24	3		China Hongqiao	100	148,618	10.700	11.220		0.520	5	1,667,502	32,069
accum	1/09/06	5/02/24	6688	days out of 6695 invested (100%)							16,575		1,667,502	32

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
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
JD.com	short	4/24/23	4/29/24	371	138.40	118.00	162.33	23.93	17.29	17.29
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 Hongqiao	long	4/29/24	5/02/24	3	10.70	11.22		0.52	4.86	4.86
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
HK Exchgs & Clrg	long	8/31/20	9/14/20	14	391.20	371.80		-19.40	-4.96	-4.96
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


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