Share-o-matic - Portfolio

Sat, May 11th, 2024, 12:30UTC

Assessment - Hang Seng Index - 12/24/07 - RS = 14

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	12/24/07	⇓ Δwk	9/17/07	prc diff	⇓ Δ14	∅-RS
	L	HSI	18,963.700	Fri	2.30	27,370.600		25,843.800	1,526.800	5.91	21.28
	L	Zijin Mining HK	18.120	Fri	3.19	7.960		6.587	1.373	20.85	100.03
	L	HK Exchgs & Clrg	285.800	Fri	7.61	203.150		202.780	0.370	0.18	99.05
	L	China Shenhua HK	36.500	Fri	6.10	44.980		41.460	3.520	8.49	77.45
		Lenovo	10.120	Fri	-0.98	7.170		5.100	2.070	40.59	74.60
	L	Tencent	371.000	Fri	0.32	11.154		8.902	2.252	25.30	61.75
	L	China Res Power	21.100	Fri	6.03	26.400		20.950	5.450	26.01	58.89
	L	Ping An	41.250	Fri	5.77	41.030		47.680	-6.650	-13.95	56.05
	L	Sun Hung Kai	77.000	Fri	3.56	149.630		110.620	39.010	35.26	55.55
	L	Li Ning	22.300	Fri	1.59	25.324		23.417	1.906	8.14	54.82
	L	China Mobile	74.000	Fri	4.82	125.460		103.700	21.760	20.98	53.99
	L	CNOOC	20.500	Fri	2.91	11.720		10.940	0.780	7.13	53.76
	L	ENN Energy	76.650	Fri	5.87	15.060		11.880	3.180	26.77	50.99
	L	China Res Land	32.100	Fri	7.18	17.200		16.160	1.040	6.44	50.75
	L	Sinopec	5.090	Fri	5.38	11.210		8.510	2.700	31.73	47.20
	L	China Unicom	6.230	Fri	3.83	16.410		12.460	3.950	31.70	47.17
	L	China Merchants B HK	37.850	Fri	4.56	23.156		20.399	2.758	13.52	45.35
	L	Henderson Land	24.800	Fri	2.69	68.140		56.170	11.970	21.31	41.47
	L	Xinyi Glass	10.080	Fri	0.40	3.673		4.709	-1.036	-22.00	38.90
	L	Tingyi	9.750	Fri	4.28	12.800		10.820	1.980	18.30	37.87
	L	China Life Ins HK	11.560	Fri	4.90	39.020		38.240	0.780	2.04	36.67
	L	BYD Company	223.400	Fri	-1.06	13.605		13.421	0.184	1.37	36.38
	L	New World Dev	9.290	Fri	5.45	100.880		77.640	23.240	29.93	36.19
	L	Hang Seng Bank	109.100	Fri	2.73	142.110		123.290	18.820	15.26	34.42
	L	MTR	27.850	Fri	2.20	26.840		22.430	4.410	19.66	34.38
		⇓instrument	freshest		⇓ Δday	12/24/07	⇓ Δwk	9/17/07	prc diff	⇓ Δ14	∅-RS
	L	Hengan	28.550	Fri	2.51	34.400		29.700	4.700	15.82	33.87
	L	China Ov Land & Inv	15.400	Fri	4.62	15.570		17.630	-2.060	-11.68	32.88
		Hang Lung	8.120	Fri	3.31	31.300		30.460	0.840	2.76	29.78
	L	Citic Pacific	8.220	Fri	5.93	42.020		46.290	-4.270	-9.22	27.05
	L	HK & China Gas	6.280	Fri	2.45	21.980		17.380	4.600	26.47	27.03
		CK Hutchison	41.150	Fri	3.91	130.950		117.450	13.500	11.49	25.34
	L	PetroChina	7.680	Fri	4.63	12.850		12.230	0.620	5.07	24.22
	L	CSPC Pharmaceutical	6.860	Fri	1.48	1.339		2.109	-0.771	-36.55	23.31
	L	China Constr Bk HK	5.640	Fri	6.82	6.240		7.030	-0.790	-11.24	21.46
	L	China Res Beer	38.150	Fri	-1.17	32.170		31.880	0.290	0.91	21.37
	L	ICBC	4.530	Fri	4.14	5.360		5.200	0.160	3.08	18.63
		Power Assets	46.700	Fri	3.78	40.210		37.060	3.150	8.50	13.29
	L	Bank of China (HK)	25.150	Fri	4.36	20.170		17.320	2.850	16.45	12.68
		Sino Biopharm	3.110	Fri	1.30	0.225		0.265	-0.040	-15.08	7.27
		CK Infrastructure	47.000	Fri	3.07	29.950		28.150	1.800	6.39	6.71
	L	China Mengniu Dairy	16.960	Fri	0.59	13.500		16.300	-2.800	-17.18	3.88
	L	Shenzhou Inter	86.200	Fri	1.17	3.500		3.810	-0.310	-8.14	2.49
		CLP	65.500	Fri	2.26	54.600		53.700	0.900	1.68	-0.05
	L	Bank of China	3.740	Fri	3.31	3.300		3.480	-0.180	-5.17	-5.51
	S	Galaxy Entertainment	37.300	Fri	0.67	7.280		7.840	-0.560	-7.14	-6.36
	L	HSBC	68.000	Fri	0.44	129.420		139.710	-10.290	-7.37	-6.88
	L	Geely Auto	9.890	Fri	0.20	0.900		1.050	-0.150	-14.29	-13.18
	L	Techtronic Inds	112.000	Fri	0.45	7.600		9.250	-1.650	-17.84	-19.71
		Orient Overseas	129.500	Fri	0.94	54.600		76.600	-22.000	-28.72	-20.87
	L	Alibaba Health	3.170	Fri		0.660		0.850	-0.190	-22.35	-24.47
		⇓instrument	freshest		⇓ Δday	12/24/07	⇓ Δwk	9/17/07	prc diff	⇓ Δ14	∅-RS
		SMIC	16.260	Fri	1.50	7.400		8.900	-1.500	-16.85	-25.36
		AIA	64.200	Fri	2.23						-na-
	L	Alibaba	77.950	Fri	1.50						-na-
	L	ANTA Sports Products	92.200	Fri	0.22	10.080		8.550	1.530	17.89	-na-
	L	Baidu	107.200	Fri	-0.19						-na-
	L	Budweiser Brewing	11.320	Fri	-1.05						-na-
		CK Property	34.650	Fri	2.21						-na-
	L	China Hongqiao	11.680	Fri	0.69						-na-
	L	China Res Mixc	29.400	Fri	2.62						-na-
		Chow Tai Fook Jwl	10.640	Fri	2.31						-na-
	L	Country Garden Svcs	6.000	Fri	4.90						-na-
	L	Haidilao Inter	19.900	Fri	4.85						-na-
	L	Haier Smart Home	31.100	Fri	1.97						-na-
	L	Hansoh Pharma	18.100	Fri	2.49						-na-
	L	JD Health	29.500	Fri	-1.17						-na-
	L	JD.com	126.600	Fri	0.72						-na-
	S	Li Auto	105.500	Fri	-1.59						-na-
		Link REIT	35.400	Fri	1.72	17.000					-na-
	L	Longfor	12.560	Fri	5.37						-na-
	L	Meituan	118.600	Fri	0.59						-na-
		NetEase	153.300	Fri	-0.45						-na-
	L	Nongfu Spring	46.000	Fri	-0.33						-na-
	S	Sands China	20.050	Fri							-na-
		Sinopharm	21.500	Fri	3.61						-na-
		Sunny Optical	42.150	Fri	-1.75	2.800		3.160	-0.360	-11.39	-na-
		⇓instrument	freshest		⇓ Δday	12/24/07	⇓ Δwk	9/17/07	prc diff	⇓ Δ14	∅-RS
	L	Trip.com	420.800	Fri	2.63						-na-
	L	WH Group	5.740	Fri	0.88						-na-
	L	Wharf REIC	25.350	Fri	2.22						-na-
		WuXi AppTec HK	38.100	Fri	2.14						-na-
		WuXi Biologics	14.660	Fri	0.55						-na-
	L	Xiaomi	19.400	Fri	1.25						-na-
	L	Xinyi Solar	5.770	Fri	-1.54						-na-
	L	Zhongsheng	15.020	Fri	-1.31						-na-
HSI - 52 out of 82 instruments rated - 12/24/07 / 9/17/07 - 34 did rise, Market-Ratio(14) = 65.38 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/06/20	scale up chart	5/06/24

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	5/10/24	11		China Hongqiao	100	148,618	10.700	11.680		0.980	9	1,735,867	1,732
accum	1/09/06	5/10/24	6697	days out of 6704 invested (100%)							17,259		1,735,867	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
China Hongqiao	long	4/29/24	5/10/24	11	10.70	11.68		0.98	9.16	9.16
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
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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