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

Assessment - Hang Seng Index - 8/10/20 - RS = 14

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	5/04/20	prc diff	⇓ Δ14	∅-RS
	L	HSI	16,511.700	Mon	1.77	24,377.400		23,613.800	763.600	3.23	-5.02
	L	Meituan	100.600	Mon	5.56	223.000		100.700	122.300	121.45	118.80
	S	SMIC	14.240	Mon	-0.56	27.800		15.200	12.600	82.89	111.29
	S	Alibaba Health	2.660	Mon	1.92	20.450		17.860	2.590	14.50	87.49
	L	BYD Company	200.800	Mon	-0.20	76.400		47.400	29.000	61.18	73.53
	S	Country Garden Svcs	4.460	Mon	0.45	49.600		34.950	14.650	41.92	73.06
	L	Xinyi Solar	5.260	Mon	-0.38	9.150		4.720	4.430	93.86	71.26
	S	WuXi AppTec HK	33.350	Mon	1.21	100.167		63.691	36.477	57.27	64.94
	S	WuXi Biologics	12.800	Mon	1.43	55.467		38.900	16.567	42.59	62.59
	L	Zhongsheng	13.400	Mon	3.08	48.000		30.800	17.200	55.84	59.65
	L	Zijin Mining HK	16.860	Mon	-4.96	5.150		3.130	2.020	64.54	58.73
	S	HK Exchgs & Clrg	220.000	Mon	2.52	374.000		246.400	127.600	51.79	44.00
	L	Xiaomi	15.820	Mon	0.13	15.140		10.000	5.140	51.40	42.03
	L	Techtronic Inds	102.800	Mon	1.28	83.900		57.000	26.900	47.19	36.37
	L	Xinyi Glass	7.860	Mon	0.51	12.200		8.910	3.290	36.92	32.65
	L	Tencent	320.400	Mon	5.46	502.000		400.000	102.000	25.50	32.05
	L	China Res Beer	33.450	Mon	3.56	52.650		37.500	15.150	40.40	29.18
	L	Geely Auto	8.840	Mon	0.34	16.760		11.540	5.220	45.23	25.68
	S	Sino Biopharm	2.540	Mon	8.55	9.370		7.333	2.037	27.77	22.38
		Chow Tai Fook Jwl	10.720	Mon	3.08	8.140		6.340	1.800	28.39	19.74
	S	Sunny Optical	36.650	Mon	2.81	140.700		103.900	36.800	35.42	18.23
	S	China Mengniu Dairy	15.540	Mon	2.24	34.900		26.300	8.600	32.70	16.48
		Hengan	24.950	Mon	1.84	66.650		66.500	0.150	0.23	16.00
	L	Hansoh Pharma	16.040	Mon	4.29	31.600		29.550	2.050	6.94	14.53
	L	China Hongqiao	9.760	Mon	0.10	4.700		3.750	0.950	25.33	14.16
		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	5/04/20	prc diff	⇓ Δ14	∅-RS
	L	Tingyi	8.400	Mon	1.20	14.320		13.620	0.700	5.14	13.36
	L	Li Ning	17.500	Mon	4.54	26.800		23.500	3.300	14.04	13.09
	L	Haidilao Inter	16.020	Mon	0.38	37.850		33.150	4.700	14.18	12.81
		Hang Lung	8.360	Mon	1.83	19.260		16.120	3.140	19.48	11.81
	L	Longfor	9.220	Mon	1.32	37.600		37.000	0.600	1.62	10.40
	S	Galaxy Entertainment	34.550	Mon	2.67	56.700		48.700	8.000	16.43	10.31
		CSPC Pharmaceutical	6.000	Mon	3.99	9.713		7.552	2.160	28.61	10.30
	L	ANTA Sports Products	85.600	Mon	2.15	73.200		62.600	10.600	16.93	9.55
	L	ENN Energy	63.900	Mon	4.07	92.250		85.050	7.200	8.47	8.09
	L	China Life Ins HK	9.380	Mon	4.22	18.400		15.680	2.720	17.35	2.25
	L	China Res Power	19.760	Mon	0.30	9.680		8.890	0.790	8.89	0.15
	L	Shenzhou Inter	73.250	Mon		99.050		86.850	12.200	14.05	-0.02
	L	China Merchants B HK	32.300	Mon	-0.77	37.200		35.100	2.100	5.98	-0.13
	S	New World Dev	7.550	Mon	1.34	38.550		35.240	3.310	9.39	-0.76
	L	China Res Land	23.900	Mon	1.70	32.650		29.950	2.700	9.02	-1.90
	S	Orient Overseas	104.700	Mon	2.55	34.250		32.750	1.500	4.58	-2.82
	S	Lenovo	8.120	Mon	-0.98	4.690		4.130	0.560	13.56	-3.41
	L	Ping An	32.050	Mon	2.89	82.000		78.000	4.000	5.13	-4.48
	L	WH Group	5.480	Mon	1.67	7.030		7.130	-0.100	-1.40	-4.48
	S	AIA	48.150	Mon	2.01	70.850		67.900	2.950	4.34	-5.30
		CLP	61.050	Mon	2.26	74.200		80.900	-6.700	-8.28	-6.29
	S	MTR	24.050	Mon	2.56	39.950		41.300	-1.350	-3.27	-6.75
	L	China Constr Bk HK	4.900	Mon	0.62	5.680		6.060	-0.380	-6.27	-8.50
	L	China Mobile	69.750	Mon	1.09	54.800		60.100	-5.300	-8.82	-9.78
	L	China Ov Land & Inv	11.680	Mon	1.39	22.950		26.900	-3.950	-14.68	-11.33
		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	5/04/20	prc diff	⇓ Δ14	∅-RS
	S	Sun Hung Kai	70.550	Mon	0.79	94.950		102.600	-7.650	-7.46	-11.48
	S	Sands China	18.120	Mon	0.67	30.000		30.400	-0.400	-1.32	-12.84
	L	China Shenhua HK	31.650	Mon	-3.65	12.600		13.120	-0.520	-3.96	-13.37
	L	ICBC	4.100	Mon	-0.24	4.550		5.060	-0.510	-10.08	-13.75
	L	Henderson Land	22.650	Mon	2.26	29.100		30.100	-1.000	-3.32	-14.49
	L	Bank of China	3.400	Mon	1.19	2.580		2.870	-0.290	-10.10	-14.99
	L	Bank of China (HK)	23.000	Mon	1.55	21.350		23.350	-2.000	-8.57	-15.33
		Power Assets	44.050	Mon	1.73	42.850		50.450	-7.600	-15.06	-16.00
	L	Sinopharm	21.000	Mon	5.63	19.200		19.940	-0.740	-3.71	-16.09
	L	Sinopec	4.620	Mon	-0.65	3.410		3.590	-0.180	-5.01	-16.31
	S	CK Property	31.450	Mon	1.13	41.150		47.800	-6.650	-13.91	-16.59
	S	Citic Pacific	7.110	Mon	2.60	7.300		7.310	-0.010	-0.14	-16.84
	L	CNOOC	18.160	Mon	-2.47	8.510		8.160	0.350	4.29	-17.15
	L	PetroChina	7.290	Mon	-2.67	2.680		2.550	0.130	5.10	-17.25
		CK Infrastructure	43.450	Mon	2.00	40.150		44.900	-4.750	-10.58	-17.52
	S	Link REIT	31.650	Mon	2.59	60.900		67.300	-6.400	-9.51	-17.95
	S	CK Hutchison	36.600	Mon	2.09	49.800		55.300	-5.500	-9.95	-19.73
	L	Hang Seng Bank	97.000	Mon	0.99	117.900		132.100	-14.200	-10.75	-20.53
		HK & China Gas	5.730	Mon	1.24	10.960		13.400	-2.440	-18.21	-22.38
		Wharf REIC	22.750	Mon	1.56	29.150		31.250	-2.100	-6.72	-22.55
	L	China Unicom	5.990	Mon	-0.17	4.430		4.790	-0.360	-7.52	-25.11
		HSBC	63.400	Mon	2.51	33.100		38.600	-5.500	-14.25	-31.50
		Alibaba	68.450	Mon	2.62	242.400		189.700	52.700	27.78	-na-
	S	Baidu	93.950	Mon	1.57						-na-
	S	Budweiser Brewing	10.380	Mon	3.39	26.050		22.250	3.800	17.08	-na-
		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	5/04/20	prc diff	⇓ Δ14	∅-RS
	L	China Res Mixc	25.700	Mon	2.19						-na-
	L	Haier Smart Home	26.200	Mon	0.58						-na-
	S	JD Health	23.500	Mon	2.84						-na-
	L	JD.com	100.500	Mon	3.29	240.400					-na-
	S	Li Auto	97.450	Mon	-8.33						-na-
		NetEase	146.400	Mon	2.52	144.300					-na-
	L	Nongfu Spring	44.200	Mon	3.51						-na-
	L	Trip.com	380.200	Mon	0.21						-na-
HSI - 73 out of 82 instruments rated - 8/10/20 / 5/04/20 - 47 did rise, Market-Ratio(14) = 64.38 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/06/20	scale up chart	4/22/24

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	4/22/24	364		JD.com	100	9,796	138.400	100.500	190.593	52.193	38	1,867,113	38
accum	1/09/06	4/22/24	6679	days out of 6686 invested (100%)							18,571		1,867,113	33

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
JD.com	short	4/24/23	4/22/24	364	138.40	100.50	190.59	52.19	37.71	37.71
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
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
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
HK Exchgs & Clrg	long	8/31/20	9/14/20	14	391.20	371.80		-19.40	-4.96	-4.96
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	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


	is taking down something concerning