Share-o-matic - Portfolio

Fri, May 10th, 2024, 5:31UTC

Assessment - Hang Seng Commerce & Industry - 11/28/16 - RS = 17

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	11/28/16	⇓ Δwk	8/01/16	prc diff	⇓ Δ17	∅-RS
	L	HSI-CI	10,308.200	Thu	1.69	13,187.300		13,340.700	-153.400	-1.15	3.76
	L	Geely Auto	9.870	Thu	1.33	8.050		5.310	2.740	51.60	82.64
		Sunny Optical	42.900	Thu	5.54	41.350		30.900	10.450	33.82	68.44
	L	Zhongsheng	15.220	Thu	1.33	7.100		4.780	2.320	48.54	52.63
	S	Galaxy Entertainment	37.050	Thu	0.54	37.500		25.950	11.550	44.51	44.21
		SMIC	16.020	Thu	4.71	10.500		6.500	4.000	61.54	43.59
	L	Li Ning	21.950	Thu	5.02	5.630		4.170	1.460	35.01	40.53
	L	China Hongqiao	11.600	Thu	4.32	7.150		5.360	1.790	33.40	35.77
	S	Sands China	20.050	Thu	1.26	38.450		30.050	8.400	27.95	34.32
	L	China Shenhua HK	34.400	Thu	-0.15	16.700		15.160	1.540	10.16	27.51
	L	China Mengniu Dairy	16.860	Thu	1.93	16.380		13.300	3.080	23.16	27.26
		Chow Tai Fook Jwl	10.400	Thu	0.97	6.360		6.040	0.320	5.30	20.59
	L	CSPC Pharmaceutical	6.760	Thu	1.65	4.365		3.578	0.787	21.98	17.38
	L	WH Group	5.690	Thu		6.310		6.200	0.110	1.77	16.70
	L	Xinyi Glass	10.040	Thu	3.29	5.900		6.040	-0.140	-2.32	16.27
	L	Tencent	369.800	Thu	2.32	195.300		184.500	10.800	5.85	15.38
	L	Tingyi	9.350	Thu	1.30	9.500		6.720	2.780	41.37	14.79
	L	ANTA Sports Products	92.000	Thu	0.49	21.700		16.760	4.940	29.47	14.26
	L	Zijin Mining HK	17.560	Thu	2.09	2.670		2.920	-0.250	-8.56	12.48
	L	CNOOC	19.920	Thu	0.50	10.000		9.260	0.740	7.99	11.36
	L	Shenzhou Inter	85.200	Thu	2.47	47.300		41.050	6.250	15.23	11.22
	L	Sinopec	4.830	Thu		5.460		5.590	-0.130	-2.33	7.24
	L	China Res Beer	38.600	Thu	4.89	16.700		15.660	1.040	6.64	6.87
	L	BYD Company	225.800	Thu	1.26	47.300		49.900	-2.600	-5.21	6.78
		Sinopharm	20.750	Thu		36.200		38.400	-2.200	-5.73	6.34
		⇓instrument	freshest		⇓ Δday	11/28/16	⇓ Δwk	8/01/16	prc diff	⇓ Δ17	∅-RS
	L	Citic Pacific	7.760	Thu	2.37	12.200		11.900	0.300	2.52	4.74
		Orient Overseas	128.300	Thu	6.12	30.950		27.900	3.050	10.93	4.73
	L	PetroChina	7.340	Thu	0.82	5.350		5.310	0.040	0.75	3.43
	L	MTR	27.250	Thu	2.44	38.850		43.650	-4.800	-11.00	-0.14
		CK Hutchison	39.600	Thu	1.41	94.600		91.750	2.850	3.11	-1.03
	L	China Unicom	6.000	Thu	0.67	8.800		8.270	0.530	6.41	-1.26
		Sino Biopharm	3.070	Thu	5.50	2.409		2.382	0.027	1.12	-2.72
	L	Techtronic Inds	111.500	Thu	2.95	29.100		33.450	-4.350	-13.00	-4.03
	L	China Mobile	70.600	Thu	0.71	84.750		97.950	-13.200	-13.48	-4.48
	L	Hengan	27.850	Thu	1.64	62.400		66.300	-3.900	-5.88	-6.81
	L	Xinyi Solar	5.860	Thu	5.78	2.690		3.040	-0.350	-11.51	-8.68
	L	Alibaba Health	3.170	Thu	3.59	4.300		5.520	-1.220	-22.10	-9.72
		Lenovo	10.220	Thu	8.72	4.820		5.080	-0.260	-5.12	-15.45
	L	Alibaba	76.800	Thu	0.85						-na-
	L	Baidu	107.400	Thu	0.47						-na-
	L	Budweiser Brewing	11.440	Thu	4.00						-na-
	L	Haidilao Inter	18.980	Thu	1.39						-na-
	L	Haier Smart Home	30.500	Thu	-0.16						-na-
	L	Hansoh Pharma	17.660	Thu	-1.89						-na-
	L	JD Health	29.850	Thu	3.83						-na-
	L	JD.com	125.700	Thu	1.05						-na-
	S	Li Auto	107.200	Thu	-2.01						-na-
	L	Meituan	117.900	Thu	3.88						-na-
		NetEase	154.000	Thu	1.99						-na-
	L	Nongfu Spring	46.150	Thu	0.11						-na-
		⇓instrument	freshest		⇓ Δday	11/28/16	⇓ Δwk	8/01/16	prc diff	⇓ Δ17	∅-RS
	L	Trip.com	410.000	Thu	-0.53						-na-
		WuXi AppTec HK	37.300	Thu	2.47						-na-
		WuXi Biologics	14.580	Thu	3.26						-na-
	L	Xiaomi	19.160	Thu	0.31						-na-
HSI-C&I - 37 out of 53 instruments rated - 11/28/16 / 8/01/16 - 25 did rise, Market-Ratio(17) = 67.57 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37

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

Transactions Hang Seng Commerce & Industry * 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	2,369	4.220	12.100		7.880	187	28,668	68
short	1/21/08	2/16/09	392		Galaxy Entertainment	100	4,691	6.110	1.210	30.853	24.743	405	144,737	352
long	2/16/09	5/10/10	448		Hengan	100	5,087	28.450	55.850		27.400	96	284,121	73
short	5/10/10	6/21/10	42		Citic Pacific	100	18,236	15.580	15.160	16.012	0.432	3	291,992	27
long	6/21/10	8/09/10	49		Galaxy Entertainment	100	67,747	4.310	5.470		1.160	27	370,578	490
short	8/09/10	8/30/10	21		Citic Pacific	100	23,306	15.900	15.920	15.880	-0.020	0	370,112	-2
long	8/30/10	8/08/11	343		Galaxy Entertainment	100	59,695	6.200	19.600		13.400	216	1,170,025	240
short	8/08/11	1/16/12	161		Li & Fung	100	91,265	12.820	17.160	8.480	-4.340	-34	773,935	-61
long	1/16/12	5/21/12	126		Sands China	100	30,590	25.300	25.950		0.650	3	793,818	8
short	5/21/12	9/17/12	119		Citic Pacific	100	67,501	11.760	9.760	14.170	2.410	20	956,482	77
long	9/17/12	4/08/13	203		Galaxy Entertainment	100	38,645	24.750	30.450		5.700	23	1,176,759	45
short	4/08/13	9/30/13	175		Li & Fung	100	111,859	10.520	11.280	9.760	-0.760	-7	1,091,746	-14
long	9/30/13	2/03/14	126		Galaxy Entertainment	100	20,068	54.400	76.300		21.900	40	1,531,235	166
short	2/03/14	5/26/14	112		Belle International	100	182,724	8.380	8.240	8.522	0.142	2	1,557,255	6
long	5/26/14	10/06/14	133		Tencent	100	14,472	107.600	119.700		12.100	11	1,732,366	34
short	10/06/14	4/13/15	189		Galaxy Entertainment	100	35,829	48.350	39.500	59.183	10.833	22	2,120,495	48
long	4/13/15	7/06/15	84		Tencent	100	12,436	170.500	146.500		-24.000	-14	1,822,031	-48
short	7/06/15	5/09/16	308		Sands China	100	62,828	29.000	27.250	30.862	1.862	6	1,939,042	8
long	5/09/16	12/26/16	231		MTR	100	50,364	38.500	37.300		-1.200	-3	1,878,605	-5
short	12/26/16	2/27/17	63		Hengan	100	34,094	55.100	67.300	42.900	-12.200	-22	1,462,658	-77
long	2/27/17	3/05/18	371		Galaxy Entertainment	100	39,424	37.100	65.850		28.750	77	2,596,098	76
short	3/05/18	6/11/18	98		China Merchants	100	146,341	17.740	17.460	18.025	0.285	2	2,637,732	6
long	6/11/18	7/09/18	28		Sunny Optical	100	15,543	169.700	145.100		-24.600	-14	2,255,374	-87
short	7/09/18	2/11/19	217		WH Group	100	352,402	6.400	7.390	5.410	-0.990	-15	1,906,496	-25
long	2/11/19	5/27/19	105		Lenovo	100	332,721	5.730	5.700		-0.030	-1	1,896,515	-2
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	44,834	42.300	65.450	19.150	-23.150	-55	858,607	-75
long	12/23/19	2/24/20	63		Sunny Optical	100	6,226	137.900	128.000		-9.900	-7	796,970	-35
short	2/24/20	7/13/20	140		PetroChina	100	247,506	3.220	2.770	3.743	0.523	16	926,440	48
long	7/13/20	8/10/20	28		Geely Auto	100	48,606	19.060	16.760		-2.300	-12	814,647	-81
short	8/10/20	1/18/21	161		Swire Pacific	100	20,942	38.900	49.000	28.800	-10.100	-26	603,132	-49
long	1/18/21	6/28/21	161		Geely Auto	100	18,847	32.000	25.500		-6.500	-20	480,627	-40
short	6/28/21	1/17/22	203		China Unicom	100	111,514	4.310	4.060	4.575	0.265	6	510,223	11
long	1/17/22	5/09/22	112		Want Want China	100	67,223	7.590	6.950		-0.640	-8	467,200	-25
short	5/09/22	1/09/23	245		Sunny Optical	100	4,667	100.100	93.300	107.396	7.296	7	501,249	11
long	1/09/23	5/08/23	119		Sands China	100	17,901	28.000	26.100		-1.900	-7	467,237	-19
short	5/08/23	5/09/24	367		JD.com	100	3,349	139.500	125.700	154.815	15.315	11	518,527	11
accum	1/09/06	5/09/24	6696	days out of 6703 invested (100%)							5,085		518,527	24

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	2/16/09	392	6.11	1.21	30.85	24.74	404.96
	long	6/21/10	8/09/10	49	4.31	5.47		1.16	26.91
	long	8/30/10	8/08/11	343	6.20	19.60		13.40	216.13
	long	9/17/12	4/08/13	203	24.75	30.45		5.70	23.03
	long	9/30/13	2/03/14	126	54.40	76.30		21.90	40.26
	short	10/06/14	4/13/15	189	48.35	39.50	59.18	10.83	22.40
	long	2/27/17	3/05/18	371	37.10	65.85		28.75	77.49	7,495.38
Tingyi	long	1/09/06	1/21/08	742	4.22	12.10		7.88	186.73	186.73
Hengan	long	2/16/09	5/10/10	448	28.45	55.85		27.40	96.31
	short	12/26/16	2/27/17	63	55.10	67.30	42.90	-12.20	-22.14	52.84
Citic Pacific	short	5/10/10	6/21/10	42	15.58	15.16	16.01	0.43	2.77
	short	8/09/10	8/30/10	21	15.90	15.92	15.88	-0.02	-0.13
	short	5/21/12	9/17/12	119	11.76	9.76	14.17	2.41	20.49	23.67
PetroChina	short	2/24/20	7/13/20	140	3.22	2.77	3.74	0.52	16.25	16.25
JD.com	short	5/08/23	5/09/24	367	139.50	125.70	154.82	15.32	10.98	10.98
China Unicom	short	6/28/21	1/17/22	203	4.31	4.06	4.58	0.27	6.16	6.16
Sands China	long	1/16/12	5/21/12	126	25.30	25.95		0.65	2.57
	short	7/06/15	5/09/16	308	29.00	27.25	30.86	1.86	6.42
	long	1/09/23	5/08/23	119	28.00	26.10		-1.90	-6.79	1.75
Belle International	short	2/03/14	5/26/14	112	8.38	8.24	8.52	0.14	1.70	1.70
China Merchants	short	3/05/18	6/11/18	98	17.74	17.46	18.02	0.28	1.60	1.60
Lenovo	long	2/11/19	5/27/19	105	5.73	5.70		-0.03	-0.52	-0.52
MTR	long	5/09/16	12/26/16	231	38.50	37.30		-1.20	-3.12	-3.12
Tencent	long	5/26/14	10/06/14	133	107.60	119.70		12.10	11.25
	long	4/13/15	7/06/15	84	170.50	146.50		-24.00	-14.08	-4.41
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Want Want China	long	1/17/22	5/09/22	112	7.59	6.95		-0.64	-8.43	-8.43
Sunny Optical	long	6/11/18	7/09/18	28	169.70	145.10		-24.60	-14.50
	long	12/23/19	2/24/20	63	137.90	128.00		-9.90	-7.18
	short	5/09/22	1/09/23	245	100.10	93.30	107.40	7.30	7.29	-14.85
WH Group	short	7/09/18	2/11/19	217	6.40	7.39	5.41	-0.99	-15.47	-15.47
Swire Pacific	short	8/10/20	1/18/21	161	38.90	49.00	28.80	-10.10	-25.96	-25.96
Geely Auto	long	7/13/20	8/10/20	28	19.06	16.76		-2.30	-12.07
	long	1/18/21	6/28/21	161	32.00	25.50		-6.50	-20.31	-29.93
Li & Fung	short	8/08/11	1/16/12	161	12.82	17.16	8.48	-4.34	-33.85
	short	4/08/13	9/30/13	175	10.52	11.28	9.76	-0.76	-7.22	-38.63
AAC Technologies	short	5/27/19	12/23/19	210	42.30	65.45	19.15	-23.15	-54.73	-54.73

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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