Assessment - Hang Seng Commerce & Industry in Japanese yen - 11/05/20 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	11/05/20	Δwk	13/01/20	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	130,869.411	12/08/24	-0.05	209,253.816		226,733.742	-17,479.926	-7.71		-0.08
								Zijin Mining HK	212.529	12/08/24	0.66	45.284		55.795	-10.511	-18.84		6.44
						L		BYD Company	2,967.075	12/08/24	-0.28	638.282		626.298	11.985	1.91		8.94
						L		Orient Overseas	1,448.811	12/08/24	2.25	499.374		542.605	-43.231	-7.97		-4.64
						L		China Hongqiao	137.797	12/08/24	1.33	50.563		64.862	-14.299	-22.05		-18.88
								PetroChina	92.652	12/08/24		38.200		58.585	-20.385	-34.80		-24.40
						L		China Shenhua HK	448.673	12/08/24	1.57	188.637		230.991	-42.354	-18.34		-11.12
						L		Lenovo	142.797	12/08/24	2.59	60.703		73.928	-13.225	-17.89		-16.55
						L		CNOOC	274.204	12/08/24	-0.80	121.545		191.377	-69.832	-36.49		-22.66
								Techtronic Inds	1,341.157	12/08/24	-0.26	924.433		896.206	28.227	3.15		16.32
								Xiaomi	228.643	12/08/24	0.37	159.744		165.990	-6.246	-3.76		17.04
								Sinopec	68.898	12/08/24	0.61	52.229		66.954	-14.724	-21.99		-16.88
						L		China Mobile	984.858	12/08/24	-0.56	821.641		896.206	-74.565	-8.32		-8.16
						L		China Unicom	82.928	12/08/24	-5.84	69.593		100.710	-31.117	-30.90		-27.81
								ANTA Sports Products	948.742	12/08/24	-2.78	937.629		1,048.944	-111.315	-10.61		9.40
						S		Chow Tai Fook Jwl	91.401	12/08/24	-0.75	90.985		115.635	-24.650	-21.32		-5.12
						S		Baidu	1,148.075	12/08/24	-0.66							-na-
						L		Haier Smart Home	337.546	12/08/24	1.67							-na-
								JD Health	292.401	12/08/24	-2.55							-na-
						L		JD.com	1,390.469	12/08/24	-0.10							-na-
						S		Li Auto	1,069.592	12/08/24	-1.79							-na-
								NetEase	1,955.825	12/08/24	0.50							-na-
						S		Nongfu Spring	408.390	12/08/24	1.55							-na-
								Trip.com	4,595.077	12/08/24	0.55							-na-
						L		Sinopharm	280.594	12/08/24	1.10	288.929		403.118	-114.189	-28.33		-17.40
								⇓instrument	freshest		⇓ Δday	11/05/20	Δwk	13/01/20	prc diff	⇓ Δ17		⇓∅-RS
						L		SMIC	229.754	12/08/24	-0.24	236.699		190.819	45.881	24.04		60.78
						L		Meituan	1,444.643	12/08/24	-2.07	1,523.821		1,577.601	-53.780	-3.41		34.29
								Citic Pacific	98.625	12/08/24		109.598		140.045	-30.447	-21.74		-17.46
						L		Tencent	5,209.051	12/08/24	1.35	6,042.499		5,264.249	778.250	14.78		22.84
								Xinyi Glass	104.876	12/08/24	-0.13	121.961		148.972	-27.011	-18.13		0.07
								WH Group	73.066	12/08/24		100.153		113.961	-13.808	-12.12		-4.08
						L		CSPC Pharmaceutical	82.372	12/08/24	1.02	114.166		130.769	-16.604	-12.70		1.14
								CK Hutchison	561.188	12/08/24	0.12	794.554		1,025.929	-231.375	-22.55		-16.50
						L		Shenzhou Inter	859.841	12/08/24	-0.24	1,298.790		1,576.206	-277.416	-17.60		-7.64
						L		Tingyi	124.878	12/08/24	-0.66	195.860		184.960	10.900	5.89		13.12
								Xinyi Solar	49.035	12/08/24	0.28	78.483		78.113	0.370	0.47		20.16
								MTR	359.772	12/08/24	0.19	594.526		634.667	-40.141	-6.32		-5.46
						L		Hansoh Pharma	256.980	12/08/24	-2.22	425.059		357.785	67.274	18.80		-na-
								China Res Beer	329.212	12/08/24	-2.47	550.770		578.872	-28.102	-4.85		3.03
								Geely Auto	105.987	12/08/24	0.26	181.692		215.368	-33.677	-15.64		0.38
						L		Galaxy Entertainment	409.084	12/08/24	-4.38	753.576		811.118	-57.542	-7.09		6.61
								Li Ning	195.305	12/08/24	-1.13	359.772		371.734	-11.962	-3.22		25.75
						S		WuXi AppTec HK	488.262	12/08/24	1.44	916.132		814.921	101.211	12.42		30.34
						S		China Mengniu Dairy	183.914	12/08/24	-2.79	393.804		437.293	-43.488	-9.94		-4.58
						S		Sands China	188.359	12/08/24	-2.87	446.589		599.795	-153.206	-25.54		-11.14
						S		Budweiser Brewing	129.184	12/08/24	-2.11	322.961		343.139	-20.178	-5.88		-na-
								Alibaba	1,089.733	12/08/24	0.77	2,760.102		3,107.776	-347.674	-11.19		-na-
								Hengan	352.132	12/08/24	-0.20	895.262		745.559	149.703	20.08		14.51
						S		Sino Biopharm	40.978	12/08/24	2.08	109.460		103.035	6.424	6.24		18.10
								Haidilao Inter	169.746	12/08/24	-1.93	471.593		495.180	-23.587	-4.76		5.76
								⇓instrument	freshest		⇓ Δday	11/05/20	Δwk	13/01/20	prc diff	⇓ Δ17		⇓∅-RS
						L		Sunny Optical	600.777	12/08/24	1.29	1,675.231		1,813.334	-138.104	-7.62		15.46
								Zhongsheng	147.798	12/08/24	-1.12	478.538		449.149	29.389	6.54		37.75
								WuXi Biologics	163.634	12/08/24	3.70	588.043		460.308	127.736	27.75		43.91
						L		Alibaba Health	45.006	12/08/24	-0.61	259.758		138.092	121.666	88.10		112.79
HSI-C&I - 45 out of 53 instruments rated - 11/05/20 / 13/01/20 - 13 did rise, Market-Ratio(17) in JPY = 28.89 %
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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