Assessment - Hang Seng Commerce & Industry in Japanese yen - 10/02/20 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	10/02/20	Δwk	14/10/19	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	133,085.528	12/08/24	-0.05	226,691.640		208,383.068	18,308.572	8.79		4.12
						L		BYD Company	3,017.319	12/08/24	-0.28	663.923		538.947	124.976	23.19		8.63
								Zijin Mining HK	216.128	12/08/24	0.66	49.865		37.588	12.277	32.66		16.26
						L		Orient Overseas	1,473.345	12/08/24	2.25	515.600		496.798	18.802	3.78		-11.65
						L		China Hongqiao	140.130	12/08/24	1.33	57.069		67.714	-10.645	-15.72		-19.20
						L		China Shenhua HK	456.271	12/08/24	1.57	201.720		220.001	-18.281	-8.31		-11.96
								PetroChina	94.221	12/08/24		48.735		57.073	-8.338	-14.61		-17.71
						L		Lenovo	145.216	12/08/24	2.59	75.574		75.314	0.260	0.35		-7.23
						L		CNOOC	278.848	12/08/24	-0.80	172.055		165.277	6.778	4.10		-3.41
								Techtronic Inds	1,363.868	12/08/24	-0.26	922.429		788.382	134.047	17.00		17.57
								Xiaomi	232.514	12/08/24	0.37	183.073		123.405	59.668	48.35		31.99
								Sinopec	70.065	12/08/24	0.61	59.329		64.950	-5.621	-8.65		-16.79
						L		Meituan	1,469.107	12/08/24	-2.07	1,353.273		1,216.085	137.188	11.28		35.96
						L		China Mobile	1,001.535	12/08/24	-0.56	944.325		917.591	26.733	2.91		-1.46
								ANTA Sports Products	964.808	12/08/24	-2.78	939.381		968.031	-28.651	-2.96		14.99
						S		Baidu	1,167.516	12/08/24	-0.66							-na-
						L		Haier Smart Home	343.262	12/08/24	1.67							-na-
								JD Health	297.353	12/08/24	-2.55							-na-
						L		JD.com	1,414.015	12/08/24	-0.10							-na-
						S		Li Auto	1,087.704	12/08/24	-1.79							-na-
								NetEase	1,988.944	12/08/24	0.50							-na-
						S		Nongfu Spring	415.305	12/08/24	1.55							-na-
								Trip.com	4,672.889	12/08/24	0.55							-na-
						L		SMIC	233.644	12/08/24	-0.24	236.752		136.395	100.357	73.58		81.80
						L		Tencent	5,297.260	12/08/24	1.35	5,658.886		4,535.444	1,123.442	24.77		16.35
								⇓instrument	freshest		⇓ Δday	10/02/20	Δwk	14/10/19	prc diff	⇓ Δ17		⇓∅-RS
						S		Chow Tai Fook Jwl	92.949	12/08/24	-0.75	99.306		91.759	7.547	8.22		-2.89
						L		China Unicom	84.332	12/08/24	-5.84	95.492		119.397	-23.905	-20.02		-15.76
						L		Sinopharm	285.346	12/08/24	1.10	367.277		357.225	10.052	2.81		-7.98
								Citic Pacific	100.295	12/08/24		129.959		140.126	-10.167	-7.26		-11.16
								Xinyi Glass	106.651	12/08/24	-0.13	144.933		122.990	21.943	17.84		17.95
						L		Hansoh Pharma	261.331	12/08/24	-2.22	382.109		347.552	34.557	9.94		-na-
								WH Group	74.303	12/08/24		112.019		106.684	5.336	5.00		4.91
								Li Ning	198.612	12/08/24	-1.13	302.297		357.225	-54.928	-15.38		24.94
								China Res Beer	334.787	12/08/24	-2.47	529.726		573.495	-43.769	-7.63		1.65
						L		Tingyi	126.993	12/08/24	-0.66	210.478		145.930	64.548	44.23		25.33
						L		CSPC Pharmaceutical	83.767	12/08/24	1.02	140.230		120.198	20.033	16.67		28.06
						L		Shenzhou Inter	874.401	12/08/24	-0.24	1,469.107		1,466.212	2.895	0.20		0.45
								MTR	365.864	12/08/24	0.19	630.021		601.133	28.888	4.81		-2.89
								CK Hutchison	570.691	12/08/24	0.12	988.116		988.760	-0.644	-0.07		-5.50
								Xinyi Solar	49.865	12/08/24	0.28	86.593		65.365	21.228	32.48		41.11
								Geely Auto	107.782	12/08/24	0.26	193.527		188.770	4.757	2.52		0.66
						L		Galaxy Entertainment	416.011	12/08/24	-4.38	752.211		708.231	43.980	6.21		1.74
						S		WuXi AppTec HK	496.530	12/08/24	1.44	947.620		727.150	220.471	30.32		50.92
						S		China Mengniu Dairy	187.029	12/08/24	-2.79	428.019		432.539	-4.521	-1.05		3.94
								Haidilao Inter	172.620	12/08/24	-1.93	430.844		500.253	-69.409	-13.87		2.69
						S		Budweiser Brewing	131.372	12/08/24	-2.11	330.549		442.904	-112.355	-25.37		-na-
								Hengan	358.095	12/08/24	-0.20	908.303		690.957	217.346	31.46		13.87
						S		Sino Biopharm	41.672	12/08/24	2.08	106.040		102.814	3.225	3.14		27.51
								Alibaba	1,108.187	12/08/24	0.77	3,003.193						-na-
								Zhongsheng	150.301	12/08/24	-1.12	407.536		351.697	55.839	15.88		29.32
								⇓instrument	freshest		⇓ Δday	10/02/20	Δwk	14/10/19	prc diff	⇓ Δ17		⇓∅-RS
						S		Sands China	191.549	12/08/24	-2.87	540.320		504.399	35.922	7.12		0.87
						L		Sunny Optical	610.951	12/08/24	1.29	1,798.243		1,589.202	209.041	13.15		28.81
								WuXi Biologics	166.405	12/08/24	3.70	520.308		376.572	143.736	38.17		37.49
						L		Alibaba Health	45.768	12/08/24	-0.61	192.962		98.254	94.707	96.39		73.30
HSI-C&I - 44 out of 53 instruments rated - 10/02/20 / 14/10/19 - 31 did rise, Market-Ratio(17) in JPY = 70.45 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37
4/01/21	scale up chart	1/07/24

 

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
2/01/06		9/01/06	7				- cash -
long	9/01/06	21/01/08	742				Tingyi	100	160		62.320	165.597		103.277	166	26,524	62
short	21/01/08	16/02/09	392				Galaxy Entertainment	100	317		83.619	14.320	488.270	404.651	484	154,799	417
long	16/02/09	10/05/10	448				Hengan	100	459		336.706	657.098		320.392	95	301,859	72
short	10/05/10	21/06/10	42				Citic Pacific	100	1,646		183.305	176.883	189.960	6.655	4	312,812	36
long	21/06/10	9/08/10	49				Galaxy Entertainment	100	6,220		50.288	60.240		9.952	20	374,711	284
short	9/08/10	30/08/10	21				Citic Pacific	100	2,139		175.102	175.008	175.197	0.095	0	374,913	1
long	30/08/10	8/08/11	343				Galaxy Entertainment	100	5,500		68.156	198.789		130.633	192	1,093,394	212
short	8/08/11	16/01/12	161				Li & Fung	100	8,409		130.024	169.917	90.132	-39.893	-31	757,935	-56
long	16/01/12	21/05/12	126				Sands China	100	3,025		250.519	263.892		13.373	5	798,387	16
short	21/05/12	17/09/12	119				Citic Pacific	100	6,676		119.590	98.665	144.953	25.363	21	967,710	80
long	17/09/12	8/04/13	203				Galaxy Entertainment	100	3,867		250.201	382.587		132.386	53	1,479,647	115
short	8/04/13	30/09/13	175				Li & Fung	100	11,194		132.178	141.777	122.579	-9.599	-7	1,372,194	-15
long	30/09/13	3/02/14	126				Galaxy Entertainment	100	2,006		683.747	993.106		309.359	45	1,992,767	195
short	3/02/14	26/05/14	112				Belle International	100	18,270		109.072	108.331	109.819	0.747	1	2,006,408	2
long	26/05/14	6/10/14	133				Tencent	100	1,418		1,414.612	1,678.569		263.957	19	2,380,699	60
short	6/10/14	13/04/15	189				Galaxy Entertainment	100	3,511		678.018	612.288	750.805	72.786	11	2,636,251	22
long	13/04/15	6/07/15	84				Tencent	100	997		2,642.915	2,316.176		-326.739	-12	2,310,492	-44
short	6/07/15	9/05/16	308				Sands China	100	5,039		458.492	380.207	552.897	94.405	21	2,786,198	25
long	9/05/16	26/12/16	231				MTR	100	5,186		537.173	562.993		25.820	5	2,920,099	8
short	26/12/16	27/02/17	63				Hengan	100	3,511		831.659	978.057	685.262	-146.397	-18	2,406,098	-67
long	27/02/17	5/03/18	371				Galaxy Entertainment	100	4,462		539.166	892.862		353.695	66	3,984,287	64
short	5/03/18	11/06/18	98				China Merchants	100	16,564		240.537	244.861	236.214	-4.324	-2	3,912,670	-7
long	11/06/18	9/07/18	28				Sunny Optical	100	1,644		2,379.889	2,049.146		-330.744	-14	3,368,927	-86
short	9/07/18	11/02/19	217				WH Group	100	37,274		90.383	103.948	76.817	-13.566	-15	2,863,283	-24
long	11/02/19	27/05/19	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	27/05/19	23/12/19	210				AAC Technologies	100	4,787		590.201	919.061	261.342	-328.859	-56	1,251,097	-76
long	23/12/19	24/02/20	63				Sunny Optical	100	646		1,936.416	1,817.206		-119.211	-6	1,174,087	-31
short	24/02/20	13/07/20	140				PetroChina	100	25,683		45.714	38.307	54.554	8.840	19	1,401,118	59
long	13/07/20	10/08/20	28				Geely Auto	100	5,315		263.583	228.965		-34.619	-13	1,217,119	-84
short	10/08/20	18/01/21	161				Swire Pacific	100	2,290		531.428	655.401	407.455	-123.973	-23	933,222	-45
long	18/01/21	28/06/21	161				Geely Auto	100	2,180		428.017	363.172		-64.844	-15	791,861	-31
short	28/06/21	17/01/22	203				China Unicom	100	12,900		61.383	59.744	63.068	1.684	3	813,589	5
long	17/01/22	9/05/22	112				Want Want China	100	7,284		111.689	115.353		3.664	3	840,278	11
short	9/05/22	9/01/23	245				Sunny Optical	100	505		1,661.409	1,575.208	1,752.328	90.918	5	886,192	8
long	9/01/23	8/05/23	119				Sands China	100	1,874		472.731	448.946		-23.785	-5	841,619	-15
short	8/05/23	13/05/24	371				JD.com	100	350		2,399.540	2,585.730	2,213.350	-186.190	-8	776,452	-8
long	13/05/24	12/08/24	91				China Hongqiao	100	3,284		236.375	205.240		-31.135	-13	674,204	-43
accum	9/01/06	12/08/24	7288	days out of 7295 invested (100%)										6,642		674,204	23

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Galaxy Entertainment	short	21/01/08	16/02/09	392	83.62	14.32	488.27	404.65	483.92
	long	21/06/10	9/08/10	49	50.29	60.24		9.95	19.79
	long	30/08/10	8/08/11	343	68.16	198.79		130.63	191.67
	long	17/09/12	8/04/13	203	250.20	382.59		132.39	52.91
	long	30/09/13	3/02/14	126	683.75	993.11		309.36	45.24
	short	6/10/14	13/04/15	189	678.02	612.29	750.80	72.79	10.74
	long	27/02/17	5/03/18	371	539.17	892.86		353.70	65.60			8,208.92
Tingyi	long	9/01/06	21/01/08	742	62.32	165.60		103.28	165.72			165.72
Hengan	long	16/02/09	10/05/10	448	336.71	657.10		320.39	95.15
	short	26/12/16	27/02/17	63	831.66	978.06	685.26	-146.40	-17.60			60.80
Citic Pacific	short	10/05/10	21/06/10	42	183.31	176.88	189.96	6.65	3.63
	short	9/08/10	30/08/10	21	175.10	175.01	175.20	0.09	0.05
	short	21/05/12	17/09/12	119	119.59	98.67	144.95	25.36	21.21			25.68
Sands China	long	16/01/12	21/05/12	126	250.52	263.89		13.37	5.34
	short	6/07/15	9/05/16	308	458.49	380.21	552.90	94.40	20.59
	long	9/01/23	8/05/23	119	472.73	448.95		-23.79	-5.03			20.64
PetroChina	short	24/02/20	13/07/20	140	45.71	38.31	54.55	8.84	19.34			19.34
MTR	long	9/05/16	26/12/16	231	537.17	562.99		25.82	4.81			4.81
Tencent	long	26/05/14	6/10/14	133	1,414.61	1,678.57		263.96	18.66
	long	13/04/15	6/07/15	84	2,642.92	2,316.18		-326.74	-12.36			3.99
Want Want China	long	17/01/22	9/05/22	112	111.69	115.35		3.66	3.28			3.28
China Unicom	short	28/06/21	17/01/22	203	61.38	59.74	63.07	1.68	2.74			2.74
Belle International	short	3/02/14	26/05/14	112	109.07	108.33	109.82	0.75	0.68			0.68
Lenovo	long	11/02/19	27/05/19	105	80.60	79.53		-1.07	-1.32			-1.32
China Merchants	short	5/03/18	11/06/18	98	240.54	244.86	236.21	-4.32	-1.80			-1.80
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
JD.com	short	8/05/23	13/05/24	371	2,399.54	2,585.73	2,213.35	-186.19	-7.76			-7.76
China Hongqiao	long	13/05/24	12/08/24	91	236.38	205.24		-31.14	-13.17			-13.17
Sunny Optical	long	11/06/18	9/07/18	28	2,379.89	2,049.15		-330.74	-13.90
	long	23/12/19	24/02/20	63	1,936.42	1,817.21		-119.21	-6.16
	short	9/05/22	9/01/23	245	1,661.41	1,575.21	1,752.33	90.92	5.47			-14.78
WH Group	short	9/07/18	11/02/19	217	90.38	103.95	76.82	-13.57	-15.01			-15.01
Swire Pacific	short	10/08/20	18/01/21	161	531.43	655.40	407.45	-123.97	-23.33			-23.33
Geely Auto	long	13/07/20	10/08/20	28	263.58	228.96		-34.62	-13.13
	long	18/01/21	28/06/21	161	428.02	363.17		-64.84	-15.15			-26.29
Li & Fung	short	8/08/11	16/01/12	161	130.02	169.92	90.13	-39.89	-30.68
	short	8/04/13	30/09/13	175	132.18	141.78	122.58	-9.60	-7.26			-35.72
AAC Technologies	short	27/05/19	23/12/19	210	590.20	919.06	261.34	-328.86	-55.72			-55.72

Annotations

1/03/24	HSI-C&I			Component update: JD Health, Li Auto, Sinopharm, Trip.com, WuXi AppTec and Zijin Mining added
6/03/17	HSI-C&I			Geely Auto replaces Li & Fung
28/12/16	HSI-C&I			AAC Technologies joins, China Res Enterprises and Tingyi retire
13/10/15	China Mengniu Dairy			forward stock split 1:2 (two for one)
18/09/15	China Res Enterprise			ex special dividend HKD 12.30
1/06/15	CK Hutchison			name change (before Cheung Kong Holdings Ltd) after Merger with Hutchison Whampoa
27/05/15	CK Hutchison			spin-off CK Property

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