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

Assessment - Hang Seng Index in Dollar - 11/11/19 - RS = 14

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	8/05/19	prc diff	⇓ Δ14	∅-RS
	L	HSI	2,187.825	8/12/24	0.13	3,442.715		3,333.973	108.742	3.26	-1.55
		Li Ning	1.798	8/12/24	-1.13	3.241		2.346	0.895	38.17	93.67
		Country Garden Svcs	0.600	8/12/24	-1.47	3.388		2.231	1.157	51.87	72.31
		ANTA Sports Products	8.733	8/12/24	-2.78	9.602		7.209	2.393	33.19	53.63
	L	Meituan	13.297	8/12/24	-2.07	11.680		7.923	3.756	47.41	51.97
	L	CSPC Pharmaceutical	0.758	8/12/24	1.02	1.402		0.831	0.570	68.62	51.10
	S	Sino Biopharm	0.377	8/12/24	2.08	0.977		0.762	0.214	28.13	49.65
	L	Sunny Optical	5.530	8/12/24	1.29	16.161		10.480	5.681	54.21	46.14
		Zhongsheng	1.360	8/12/24	-1.12	3.478		2.582	0.896	34.71	42.56
		Haidilao Inter	1.562	8/12/24	-1.93	4.462		3.812	0.650	17.06	39.32
		China Res Beer	3.030	8/12/24	-2.47	5.312		4.692	0.621	13.23	24.41
	L	Longfor	1.221	8/12/24	-1.95	4.130		3.359	0.770	22.93	21.97
		WuXi Biologics	1.506	8/12/24	3.70	3.680		3.342	0.338	10.11	20.58
		Xinyi Solar	0.451	8/12/24	0.28	0.577		0.521	0.055	10.59	18.80
		Techtronic Inds	12.344	8/12/24	-0.26	7.754		6.725	1.029	15.31	18.70
	L	SMIC	2.115	8/12/24	-0.24	1.239		1.103	0.136	12.35	18.17
		WH Group	0.673	8/12/24		1.074		0.892	0.182	20.35	17.01
	L	ENN Energy	6.827	8/12/24	0.85	11.143		10.314	0.829	8.04	14.16
		Geely Auto	0.976	8/12/24	0.26	1.933		1.415	0.518	36.61	11.95
	L	China Life Ins HK	1.327	8/12/24	0.58	2.666		2.407	0.259	10.75	9.83
	L	Ping An	4.302	8/12/24	0.45	11.788		11.346	0.442	3.89	8.94
	L	China Merchants B HK	4.155	8/12/24		4.986		4.743	0.244	5.14	8.83
	S	China Mengniu Dairy	1.693	8/12/24	-2.79	3.810		3.844	-0.034	-0.88	7.31
	L	AIA	6.636	8/12/24	-1.33	10.177		9.638	0.539	5.59	7.02
	L	Alibaba Health	0.414	8/12/24	-0.61	1.018		0.844	0.174	20.59	6.88
		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	8/05/19	prc diff	⇓ Δ14	∅-RS
		Xinyi Glass	0.965	8/12/24	-0.13	1.161		0.979	0.182	18.57	6.14
	S	Sands China	1.734	8/12/24	-2.87	5.031		4.526	0.505	11.16	6.10
	L	China Res Land	2.909	8/12/24	-1.09	4.309		3.933	0.376	9.55	5.77
	L	Shenzhou Inter	7.914	8/12/24	-0.24	13.412		13.118	0.294	2.24	3.99
	L	Galaxy Entertainment	3.765	8/12/24	-4.38	6.770		6.158	0.612	9.94	2.85
	S	Power Assets	6.891	8/12/24	-0.28	7.096		6.954	0.142	2.03	2.19
	L	ICBC	0.573	8/12/24	2.05	0.727		0.645	0.082	12.77	2.14
		Zijin Mining HK	1.956	8/12/24	0.66	0.377		0.393	-0.015	-3.94	-0.66
	L	Tingyi	1.149	8/12/24	-0.66	1.465		1.425	0.040	2.80	-0.67
	L	HK Exchgs & Clrg	29.611	8/12/24	0.96	31.478		31.591	-0.113	-0.36	-1.36
	L	China Constr Bk HK	0.710	8/12/24	1.46	0.802		0.737	0.065	8.79	-2.46
	S	Chow Tai Fook Jwl	0.841	8/12/24	-0.75	0.883		0.904	-0.020	-2.26	-3.42
		New World Dev	0.926	8/12/24	-2.69	5.636		5.283	0.353	6.68	-3.56
	L	China Ov Land & Inv	1.634	8/12/24	-0.93	3.363		3.174	0.188	5.93	-3.58
	L	Bank of China	0.435	8/12/24	1.19	0.413		0.389	0.024	6.21	-3.65
		MTR	3.311	8/12/24	0.19	5.581		6.170	-0.590	-9.55	-3.96
		CK Hutchison	5.165	8/12/24	0.12	9.397		8.880	0.518	5.83	-4.01
	L	Tencent	47.946	8/12/24	1.35	41.297		43.422	-2.125	-4.89	-4.21
	L	CNOOC	2.524	8/12/24	-0.80	1.575		1.527	0.048	3.13	-4.39
	S	Link REIT	4.456	8/12/24	-0.57	10.612		11.557	-0.945	-8.17	-5.01
	S	Hang Lung	0.715	8/12/24	-1.41	2.115		2.432	-0.318	-13.06	-5.11
		CLP	8.822	8/12/24	-0.07	10.478		10.524	-0.046	-0.44	-5.91
	L	Lenovo	1.314	8/12/24	2.59	0.708		0.748	-0.040	-5.35	-6.32
		Citic Pacific	0.908	8/12/24		1.322		1.249	0.073	5.81	-6.45
	L	HSBC	8.228	8/12/24	0.63	7.543		7.777	-0.233	-3.00	-7.06
		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	8/05/19	prc diff	⇓ Δ14	∅-RS
		CK Infrastructure	7.090	8/12/24	0.36	7.058		7.382	-0.324	-4.39	-7.62
		Henderson Land	2.819	8/12/24	-2.43	4.922		4.902	0.021	0.42	-7.71
	L	China Shenhua HK	4.130	8/12/24	1.57	2.018		1.923	0.095	4.94	-7.75
		Sun Hung Kai	9.148	8/12/24	-1.85	14.320		14.597	-0.278	-1.90	-8.62
	L	Bank of China (HK)	2.851	8/12/24		3.497		3.582	-0.086	-2.39	-8.68
	S	CK Property	3.957	8/12/24	0.32	6.872		6.795	0.077	1.14	-9.20
	L	Hang Seng Bank	11.750	8/12/24	0.38	21.122		22.298	-1.176	-5.27	-9.52
		HK & China Gas	0.846	8/12/24	1.85	1.946		2.155	-0.209	-9.68	-9.64
	L	Sinopharm	2.583	8/12/24	1.10	3.510		3.608	-0.098	-2.72	-9.77
		Hengan	3.241	8/12/24	-0.20	6.687		7.216	-0.529	-7.33	-10.96
		Wharf REIC	2.755	8/12/24	-1.60	5.670		5.826	-0.156	-2.67	-12.02
	L	China Mobile	9.065	8/12/24	-0.56	8.023		8.051	-0.028	-0.35	-13.39
	L	China Unicom	0.763	8/12/24	-5.84	0.941		0.923	0.018	1.95	-14.31
	L	China Hongqiao	1.268	8/12/24	1.33	0.560		0.678	-0.118	-17.43	-15.83
		PetroChina	0.853	8/12/24		0.492		0.500	-0.008	-1.50	-16.23
	L	China Res Power	2.806	8/12/24	0.23	1.286		1.458	-0.172	-11.81	-16.37
		Xiaomi	2.105	8/12/24	0.37	1.092		1.137	-0.045	-3.98	-17.62
		Sinopec	0.634	8/12/24	0.61	0.586		0.611	-0.025	-4.11	-17.63
	L	BYD Company	27.310	8/12/24	-0.28	4.903		5.864	-0.961	-16.39	-17.83
	L	Orient Overseas	13.335	8/12/24	2.25	4.603		4.845	-0.242	-4.99	-18.83
		Alibaba	10.030	8/12/24	0.77						-na-
	S	Baidu	10.567	8/12/24	-0.66						-na-
	S	Budweiser Brewing	1.189	8/12/24	-2.11	3.606					-na-
	L	China Res Mixc	2.794	8/12/24	-1.13						-na-
	L	Haier Smart Home	3.107	8/12/24	1.67						-na-
		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	8/05/19	prc diff	⇓ Δ14	∅-RS
	L	Hansoh Pharma	2.365	8/12/24	-2.22	3.069		2.614	0.455	17.41	-na-
		JD Health	2.691	8/12/24	-2.55						-na-
	L	JD.com	12.798	8/12/24	-0.10						-na-
	S	Li Auto	9.845	8/12/24	-1.79						-na-
		NetEase	18.002	8/12/24	0.50						-na-
	S	Nongfu Spring	3.759	8/12/24	1.55						-na-
		Trip.com	42.295	8/12/24	0.55						-na-
	S	WuXi AppTec HK	4.494	8/12/24	1.44	7.169		5.130	2.039	39.75	-na-
HSI - 71 out of 82 instruments rated - 11/11/19 / 8/05/19 - 44 did rise, Market-Ratio(14) in USD = 61.97 %
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 Dollar * 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	21,064	0.475	1.814		1.339	282	38,207	93
short	1/21/08	1/26/09	371		Galaxy Entertainment	100	48,816	0.783	0.161	3.800	3.017	385	185,477	373
long	1/26/09	1/25/10	364		Hengan	100	55,309	3.353	6.691		3.337	100	370,050	100
short	1/25/10	8/09/10	196		China Unicom	100	332,881	1.112	1.339	0.884	-0.228	-20	294,200	-35
long	8/09/10	2/07/11	182		Galaxy Entertainment	100	417,594	0.705	1.597		0.893	127	667,026	416
short	2/07/11	4/04/11	56		China Res Land	100	409,715	1.628	2.017	1.239	-0.389	-24	507,473	-83
long	4/04/11	8/01/11	119		Galaxy Entertainment	100	330,045	1.538	2.805		1.267	82	925,768	532
short	8/01/11	12/26/11	147		New World Dev	100	171,050	5.412	3.215	9.112	3.700	68	1,558,627	265
long	12/26/11	5/21/12	147		Lenovo	100	2,219,494	0.702	0.838		0.135	19	1,858,985	55
short	5/21/12	8/20/12	91		China Unicom	100	1,224,483	1.518	1.689	1.347	-0.171	-11	1,649,380	-38
long	8/20/12	4/22/13	245		Galaxy Entertainment	100	568,450	2.902	4.091		1.190	41	2,325,802	67
short	4/22/13	9/16/13	147		China Shenhua HK	100	700,392	3.321	3.301	3.340	0.019	1	2,339,382	1
long	9/16/13	12/23/13	98		Galaxy Entertainment	100	327,737	7.138	8.725		1.587	22	2,859,561	111
short	12/23/13	5/19/14	147		Belle International	100	2,502,422	1.143	1.066	1.224	0.082	7	3,063,966	19
long	5/19/14	11/10/14	175		Citic Pacific	100	1,736,843	1.764	1.731		-0.033	-2	3,005,949	-4
short	11/10/14	1/12/15	63		Kunlun Energy	100	2,335,515	1.287	0.976	1.697	0.410	32	3,962,435	396
long	1/12/15	7/13/15	182		China Life Ins HK	100	1,010,598	3.921	4.102		0.181	5	4,145,850	9
short	7/13/15	4/18/16	280		China Shenhua HK	100	2,028,852	2.043	1.720	2.428	0.384	19	4,925,445	25
long	4/18/16	11/21/16	217		AAC Technologies	100	660,327	7.459	9.335		1.876	25	6,164,004	46
short	11/21/16	2/27/17	98		Lenovo	100	10,043,637	0.614	0.606	0.622	0.008	1	6,247,143	5
long	2/27/17	4/23/18	420		Geely Auto	100	4,582,924	1.363	2.716		1.353	99	12,445,673	82
short	4/23/18	5/21/18	28		China Merchants	100	5,701,885	2.183	2.408	1.957	-0.225	-10	11,160,302	-76
long	5/21/18	6/25/18	35		CNOOC	100	6,032,237	1.850	1.611		-0.239	-13	9,719,419	-76
short	6/25/18	1/21/19	210		WH Group	100	12,317,849	0.789	0.875	0.703	-0.086	-11	8,663,144	-18
long	1/21/19	5/27/19	126		Lenovo	100	11,793,697	0.735	0.726		-0.008	-1	8,568,085	-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	1,589,221	5.391	8.581	2.202	-3.189	-59	3,499,309	-78
long	12/30/19	2/03/20	35		Sunny Optical	100	200,747	17.431	16.538		-0.893	-5	3,319,943	-42
short	2/03/20	6/29/20	147		Bank of East Asia	100	1,539,786	2.156	2.256	2.056	-0.100	-5	3,166,264	-11
long	6/29/20	8/03/20	35		Tencent	100	50,481	62.722	69.589		6.867	11	3,512,916	195
short	8/03/20	8/31/20	28		Swire Pacific	100	721,734	4.867	5.447	4.288	-0.579	-12	3,094,798	-81
long	8/31/20	9/14/20	14		HK Exchgs & Clrg	100	61,294	50.491	47.992		-2.499	-5	2,941,632	-73
short	9/14/20	1/04/21	112		HSBC	100	707,740	4.156	5.217	3.096	-1.061	-26	2,190,883	-62
long	1/04/21	7/19/21	196		Geely Auto	100	631,474	3.469	3.051		-0.418	-12	1,926,727	-21
short	7/19/21	1/24/22	189		China Life Ins HK	100	1,089,224	1.769	1.804	1.734	-0.035	-2	1,888,606	-4
long	1/24/22	4/25/22	91		China Res Power	100	711,821	2.653	1.785		-0.868	-33	1,270,831	-80
short	4/25/22	1/02/23	252		AAC Technologies	100	633,937	2.005	2.286	1.723	-0.281	-14	1,092,528	-20
long	1/02/23	4/24/23	112		Sands China	100	329,207	3.319	3.709		0.390	12	1,220,878	44
short	4/24/23	4/29/24	371		JD.com	100	69,219	17.638	15.084	20.625	2.987	17	1,427,610	17
long	4/29/24	8/12/24	105		China Hongqiao	100	1,043,757	1.368	1.270		-0.098	-7	1,325,834	-23
accum	1/09/06	8/12/24	7125	days out of 7132 invested (100%)							13,158		1,325,834	28

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	0.78	0.16	3.80	3.02	385.46
	long	8/09/10	2/07/11	182	0.70	1.60		0.89	126.73
	long	4/04/11	8/01/11	119	1.54	2.80		1.27	82.43
	long	8/20/12	4/22/13	245	2.90	4.09		1.19	41.01
	long	9/16/13	12/23/13	98	7.14	8.73		1.59	22.24	3,360.93
China Ov Land & Inv	long	1/09/06	1/21/08	742	0.47	1.81		1.34	282.07	282.07
Hengan	long	1/26/09	1/25/10	364	3.35	6.69		3.34	99.51	99.51
Geely Auto	long	2/27/17	4/23/18	420	1.36	2.72		1.35	99.22
	long	1/04/21	7/19/21	196	3.47	3.05		-0.42	-12.06	75.20
New World Dev	short	8/01/11	12/26/11	147	5.41	3.21	9.11	3.70	68.36	68.36
Kunlun Energy	short	11/10/14	1/12/15	63	1.29	0.98	1.70	0.41	31.82	31.82
Lenovo	long	12/26/11	5/21/12	147	0.70	0.84		0.14	19.27
	short	11/21/16	2/27/17	98	0.61	0.61	0.62	0.01	1.35
	long	1/21/19	5/27/19	126	0.73	0.73		-0.01	-1.10	19.55
China Shenhua HK	short	4/22/13	9/16/13	147	3.32	3.30	3.34	0.02	0.58
	short	7/13/15	4/18/16	280	2.04	1.72	2.43	0.38	18.80	19.50
JD.com	short	4/24/23	4/29/24	371	17.64	15.08	20.62	2.99	16.93	16.93
Sands China	long	1/02/23	4/24/23	112	3.32	3.71		0.39	11.75	11.75
Tencent	long	6/29/20	8/03/20	35	62.72	69.59		6.87	10.95	10.95
Belle International	short	12/23/13	5/19/14	147	1.14	1.07	1.22	0.08	7.15	7.15
China Life Ins HK	long	1/12/15	7/13/15	182	3.92	4.10		0.18	4.63
	short	7/19/21	1/24/22	189	1.77	1.80	1.73	-0.03	-1.98	2.56
Citic Pacific	long	5/19/14	11/10/14	175	1.76	1.73		-0.03	-1.89	-1.89
Bank of East Asia	short	2/03/20	6/29/20	147	2.16	2.26	2.06	-0.10	-4.63	-4.63
HK Exchgs & Clrg	long	8/31/20	9/14/20	14	50.49	47.99		-2.50	-4.95	-4.95
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sunny Optical	long	12/30/19	2/03/20	35	17.43	16.54		-0.89	-5.13	-5.13
China Hongqiao	long	4/29/24	8/12/24	105	1.37	1.27		-0.10	-7.13	-7.13
China Merchants	short	4/23/18	5/21/18	28	2.18	2.41	1.96	-0.23	-10.33	-10.33
WH Group	short	6/25/18	1/21/19	210	0.79	0.87	0.70	-0.09	-10.87	-10.87
Swire Pacific	short	8/03/20	8/31/20	28	4.87	5.45	4.29	-0.58	-11.90	-11.90
CNOOC	long	5/21/18	6/25/18	35	1.85	1.61		-0.24	-12.91	-12.91
China Res Land	short	2/07/11	4/04/11	56	1.63	2.02	1.24	-0.39	-23.92	-23.92
HSBC	short	9/14/20	1/04/21	112	4.16	5.22	3.10	-1.06	-25.52	-25.52
China Unicom	short	1/25/10	8/09/10	196	1.11	1.34	0.88	-0.23	-20.50
	short	5/21/12	8/20/12	91	1.52	1.69	1.35	-0.17	-11.28	-29.46
China Res Power	long	1/24/22	4/25/22	91	2.65	1.79		-0.87	-32.71	-32.71
AAC Technologies	long	4/18/16	11/21/16	217	7.46	9.33		1.88	25.15
	short	5/27/19	12/30/19	217	5.39	8.58	2.20	-3.19	-59.16
	short	4/25/22	1/02/23	252	2.00	2.29	1.72	-0.28	-14.03	-56.06

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


	is taking down something concerning