Assessment - Hang Seng Commerce & Industry in Renminbi yuán - 8/02/21 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	8/02/21	Δwk	12/10/20	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	7,834.657	12/08/24	-0.05	16,481.445		14,209.496	2,271.949	15.99		17.91
								PetroChina	5.547	12/08/24		1.987		1.993	-0.005	-0.27		-13.02
						L		China Shenhua HK	26.860	12/08/24	1.57	11.526		12.045	-0.519	-4.31		-5.43
						L		CNOOC	16.416	12/08/24	-0.80	7.143		6.649	0.494	7.43		-2.69
								Zijin Mining HK	12.723	12/08/24	0.66	8.349		4.734	3.615	76.35		107.26
						L		China Mobile	58.960	12/08/24	-0.56	38.877		44.211	-5.334	-12.06		-16.86
						L		Orient Overseas	86.735	12/08/24	2.25	57.380		30.243	27.137	89.73		69.95
						L		China Unicom	4.965	12/08/24	-5.84	3.659		4.700	-1.041	-22.14		-15.82
								Sinopec	4.125	12/08/24	0.61	3.127		2.794	0.333	11.93		0.07
								Citic Pacific	5.904	12/08/24		5.056		5.100	-0.044	-0.86		-16.45
						L		China Hongqiao	8.249	12/08/24	1.33	7.085		4.778	2.307	48.29		75.22
						L		Sinopharm	16.798	12/08/24	1.10	15.235		14.899	0.335	2.25		-9.67
						L		Lenovo	8.549	12/08/24	2.59	8.108		4.499	3.609	80.20		82.91
						S		Baidu	68.731	12/08/24	-0.66							-na-
						S		Li Auto	64.032	12/08/24	-1.79							-na-
								Trip.com	275.090	12/08/24	0.55							-na-
						L		BYD Company	177.628	12/08/24	-0.28	207.897		112.267	95.630	85.18		223.25
								WH Group	4.374	12/08/24		5.239		5.448	-0.209	-3.84		-12.99
								CK Hutchison	33.596	12/08/24	0.12	43.658		41.165	2.494	6.06		-7.04
								Techtronic Inds	80.290	12/08/24	-0.26	105.113		93.208	11.905	12.77		48.63
						L		CSPC Pharmaceutical	4.931	12/08/24	1.02	6.728		8.616	-1.888	-21.92		-11.91
								NetEase	117.088	12/08/24	0.50	160.996		123.668	37.327	30.18		-na-
						L		SMIC	13.754	12/08/24	-0.24	19.626		17.928	1.698	9.47		13.48
						L		Haier Smart Home	20.208	12/08/24	1.67	30.478						-na-
						S		Chow Tai Fook Jwl	5.472	12/08/24	-0.75	8.449		9.260	-0.811	-8.76		21.38
								⇓instrument	freshest		⇓ Δday	8/02/21	Δwk	12/10/20	prc diff	⇓ Δ17		⇓∅-RS
								Xiaomi	13.688	12/08/24	0.37	22.578		19.756	2.822	14.28		57.83
						L		Tingyi	7.476	12/08/24	-0.66	12.540		12.289	0.252	2.05		3.91
								MTR	21.538	12/08/24	0.19	36.715		34.028	2.686	7.89		1.49
						L		Tencent	311.846	12/08/24	1.35	612.466		484.752	127.714	26.35		42.36
						S		Nongfu Spring	24.449	12/08/24	1.55	48.856		32.810	16.046	48.91		-na-
								ANTA Sports Products	56.798	12/08/24	-2.78	118.668		76.150	42.517	55.83		72.55
								Hengan	21.081	12/08/24	-0.20	44.781		48.084	-3.302	-6.87		-14.33
						L		Hansoh Pharma	15.384	12/08/24	-2.22	34.677		33.115	1.563	4.72		16.73
						L		Galaxy Entertainment	24.490	12/08/24	-4.38	57.047		45.168	11.879	26.30		20.35
						S		Sands China	11.276	12/08/24	-2.87	27.318		24.673	2.645	10.72		-1.79
						S		Sino Biopharm	2.453	12/08/24	2.08	6.229		7.424	-1.195	-16.10		-12.75
						S		Budweiser Brewing	7.734	12/08/24	-2.11	20.249		21.757	-1.508	-6.93		-3.50
								Xinyi Glass	6.279	12/08/24	-0.13	17.422		14.099	3.323	23.57		64.33
						L		Shenzhou Inter	51.475	12/08/24	-0.24	146.526		117.663	28.863	24.53		51.67
								China Res Beer	19.709	12/08/24	-2.47	59.459		39.859	19.599	49.17		44.11
								Alibaba	65.238	12/08/24	0.77	213.220		254.125	-40.905	-16.10		4.92
						S		China Mengniu Dairy	11.010	12/08/24	-2.79	39.542		33.419	6.123	18.32		31.77
						L		JD.com	83.242	12/08/24	-0.10	305.526		275.708	29.818	10.82		-na-
								Li Ning	11.692	12/08/24	-1.13	43.076		34.333	8.743	25.47		63.42
								Geely Auto	6.345	12/08/24	0.26	23.492		14.290	9.202	64.40		69.94
						L		Meituan	86.485	12/08/24	-2.07	337.958		239.504	98.454	41.11		127.94
						S		WuXi AppTec HK	29.230	12/08/24	1.44	137.767		85.071	52.696	61.94		83.24
								Zhongsheng	8.848	12/08/24	-1.12	42.203		43.515	-1.311	-3.01		16.00
						L		Sunny Optical	35.966	12/08/24	1.29	174.634		110.179	64.455	58.50		52.09
								Xinyi Solar	2.936	12/08/24	0.28	16.283		11.644	4.638	39.83		128.02
								⇓instrument	freshest		⇓ Δday	8/02/21	Δwk	12/10/20	prc diff	⇓ Δ17		⇓∅-RS
								Haidilao Inter	10.162	12/08/24	-1.93	65.654		51.913	13.741	26.47		78.82
								JD Health	17.505	12/08/24	-2.55	129.479						-na-
						L		Alibaba Health	2.694	12/08/24	-0.61	21.954		18.494	3.460	18.71		31.49
								WuXi Biologics	9.796	12/08/24	3.70	98.876		62.197	36.679	58.97		109.57
HSI-C&I - 48 out of 53 instruments rated - 8/02/21 / 12/10/20 - 35 did rise, Market-Ratio(17) in CNY = 72.92 %
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 Renminbi yuán * 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	2,277		4.391	11.225		6.834	156	25,562	59
short	21/01/08	16/02/09	392				Galaxy Entertainment	100	4,509		5.668	1.067	30.106	24.437	431	135,750	373
long	16/02/09	10/05/10	448				Hengan	100	5,409		25.093	48.968		23.875	95	264,892	72
short	10/05/10	21/06/10	42				Citic Pacific	100	19,391		13.660	13.322	14.007	0.347	3	271,621	24
long	21/06/10	9/08/10	49				Galaxy Entertainment	100	71,717		3.787	4.768		0.981	26	341,966	456
short	9/08/10	30/08/10	21				Citic Pacific	100	24,672		13.860	13.961	13.759	-0.101	-1	339,477	-12
long	30/08/10	8/08/11	343				Galaxy Entertainment	100	62,437		5.437	16.326		10.889	200	1,019,338	222
short	8/08/11	16/01/12	161				Li & Fung	100	95,457		10.678	13.939	7.418	-3.261	-31	708,078	-56
long	16/01/12	21/05/12	126				Sands China	100	34,454		20.551	21.128		0.576	3	727,939	8
short	21/05/12	17/09/12	119				Citic Pacific	100	76,027		9.575	7.955	11.525	1.950	20	876,201	77
long	17/09/12	8/04/13	203				Galaxy Entertainment	100	43,437		20.172	24.567		4.396	22	1,067,138	43
short	8/04/13	30/09/13	175				Li & Fung	100	125,728		8.488	8.903	8.073	-0.415	-5	1,014,943	-10
long	30/09/13	3/02/14	126				Galaxy Entertainment	100	23,638		42.935	59.565		16.630	39	1,408,044	158
short	3/02/14	26/05/14	112				Belle International	100	215,230		6.542	6.631	6.453	-0.089	-1	1,388,838	-4
long	26/05/14	6/10/14	133				Tencent	100	16,038		86.593	94.748		8.154	9	1,519,618	28
short	6/10/14	13/04/15	189				Galaxy Entertainment	100	39,706		38.271	31.695	46.212	7.941	21	1,834,927	44
long	13/04/15	6/07/15	84				Tencent	100	13,412		136.808	117.324		-19.484	-14	1,573,603	-49
short	6/07/15	9/05/16	308				Sands China	100	67,755		23.225	22.872	23.583	0.358	2	1,597,862	2
long	9/05/16	26/12/16	231				MTR	100	49,447		32.315	33.403		1.089	3	1,651,698	5
short	26/12/16	27/02/17	63				Hengan	100	33,473		49.344	59.604	39.083	-10.261	-21	1,308,243	-74
long	27/02/17	5/03/18	371				Galaxy Entertainment	100	39,815		32.858	53.385		20.528	62	2,125,554	61
short	5/03/18	11/06/18	98				China Merchants	100	147,792		14.382	14.240	14.525	0.143	1	2,146,713	4
long	11/06/18	9/07/18	28				Sunny Optical	100	15,510		138.407	122.280		-16.127	-12	1,896,586	-80
short	9/07/18	11/02/19	217				WH Group	100	351,645		5.393	6.369	4.418	-0.976	-18	1,553,431	-29
long	11/02/19	27/05/19	105				Lenovo	100	314,551		4.939	5.011		0.072	1	1,576,131	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	42,386		37.185	58.916	15.454	-21.731	-58	655,029	-78
long	23/12/19	24/02/20	63				Sunny Optical	100	5,276		124.133	115.399		-8.735	-7	608,944	-34
short	24/02/20	13/07/20	140				PetroChina	100	209,763		2.903	2.500	3.371	0.468	16	707,093	48
long	13/07/20	10/08/20	28				Geely Auto	100	41,104		17.202	15.052		-2.150	-13	618,703	-82
short	10/08/20	18/01/21	161				Swire Pacific	100	17,709		34.936	41.014	28.857	-6.078	-17	511,059	-35
long	18/01/21	28/06/21	161				Geely Auto	100	19,080		26.785	21.205		-5.580	-21	404,597	-41
short	28/06/21	17/01/22	203				China Unicom	100	112,887		3.584	3.308	3.883	0.299	8	438,353	15
long	17/01/22	9/05/22	112				Want Want China	100	70,881		6.184	5.957		-0.227	-4	422,267	-11
short	9/05/22	9/01/23	245				Sunny Optical	100	4,921		85.803	80.913	90.989	5.186	6	447,787	9
long	9/01/23	8/05/23	119				Sands China	100	18,440		24.283	22.999		-1.283	-5	424,121	-15
short	8/05/23	13/05/24	371				JD.com	100	3,450		122.926	119.709	126.230	3.304	3	435,518	3
long	13/05/24	12/08/24	91				China Hongqiao	100	39,797		10.943	9.251		-1.693	-15	368,158	-49
accum	9/01/06	12/08/24	7288	days out of 7295 invested (100%)										3,582		368,158	20

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	5.67	1.07	30.11	24.44	431.13
	long	21/06/10	9/08/10	49	3.79	4.77		0.98	25.90
	long	30/08/10	8/08/11	343	5.44	16.33		10.89	200.27
	long	17/09/12	8/04/13	203	20.17	24.57		4.40	21.79
	long	30/09/13	3/02/14	126	42.94	59.57		16.63	38.73
	short	6/10/14	13/04/15	189	38.27	31.69	46.21	7.94	20.75
	long	27/02/17	5/03/18	371	32.86	53.39		20.53	62.47			6,555.72
Tingyi	long	9/01/06	21/01/08	742	4.39	11.23		6.83	155.66			155.66
Hengan	long	16/02/09	10/05/10	448	25.09	48.97		23.88	95.15
	short	26/12/16	27/02/17	63	49.34	59.60	39.08	-10.26	-20.79			54.57
Citic Pacific	short	10/05/10	21/06/10	42	13.66	13.32	14.01	0.35	2.54
	short	9/08/10	30/08/10	21	13.86	13.96	13.76	-0.10	-0.73
	short	21/05/12	17/09/12	119	9.57	7.95	11.52	1.95	20.37			22.53
PetroChina	short	24/02/20	13/07/20	140	2.90	2.50	3.37	0.47	16.12			16.12
China Unicom	short	28/06/21	17/01/22	203	3.58	3.31	3.88	0.30	8.34			8.34
MTR	long	9/05/16	26/12/16	231	32.31	33.40		1.09	3.37			3.37
JD.com	short	8/05/23	13/05/24	371	122.93	119.71	126.23	3.30	2.69			2.69
Lenovo	long	11/02/19	27/05/19	105	4.94	5.01		0.07	1.46			1.46
China Merchants	short	5/03/18	11/06/18	98	14.38	14.24	14.53	0.14	1.00			1.00
Sands China	long	16/01/12	21/05/12	126	20.55	21.13		0.58	2.80
	short	6/07/15	9/05/16	308	23.22	22.87	23.58	0.36	1.54
	long	9/01/23	8/05/23	119	24.28	23.00		-1.28	-5.29			-1.13
Belle International	short	3/02/14	26/05/14	112	6.54	6.63	6.45	-0.09	-1.36			-1.36
Want Want China	long	17/01/22	9/05/22	112	6.18	5.96		-0.23	-3.67			-3.67
Tencent	long	26/05/14	6/10/14	133	86.59	94.75		8.15	9.42
	long	13/04/15	6/07/15	84	136.81	117.32		-19.48	-14.24			-6.17
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Sunny Optical	long	11/06/18	9/07/18	28	138.41	122.28		-16.13	-11.65
	long	23/12/19	24/02/20	63	124.13	115.40		-8.73	-7.04
	short	9/05/22	9/01/23	245	85.80	80.91	90.99	5.19	6.04			-12.90
China Hongqiao	long	13/05/24	12/08/24	91	10.94	9.25		-1.69	-15.47			-15.47
Swire Pacific	short	10/08/20	18/01/21	161	34.94	41.01	28.86	-6.08	-17.40			-17.40
WH Group	short	9/07/18	11/02/19	217	5.39	6.37	4.42	-0.98	-18.09			-18.09
Geely Auto	long	13/07/20	10/08/20	28	17.20	15.05		-2.15	-12.50
	long	18/01/21	28/06/21	161	26.78	21.21		-5.58	-20.83			-30.73
Li & Fung	short	8/08/11	16/01/12	161	10.68	13.94	7.42	-3.26	-30.54
	short	8/04/13	30/09/13	175	8.49	8.90	8.07	-0.42	-4.89			-33.93
AAC Technologies	short	27/05/19	23/12/19	210	37.18	58.92	15.45	-21.73	-58.44			-58.44

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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