Assessment - Hang Seng Commerce & Industry in Japanese yen - 15/02/21 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	15/02/21	Δwk	19/10/20	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	127,983.491	12/08/24	-0.05	278,416.699		219,302.883	59,113.817	26.96		28.30
								PetroChina	90.609	12/08/24		33.010		30.061	2.949	9.81		-6.22
						L		China Shenhua HK	438.779	12/08/24	1.57	190.454		187.441	3.014	1.61		1.02
						L		CNOOC	268.158	12/08/24	-0.80	118.321		100.794	17.527	17.39		4.53
						L		China Mobile	963.140	12/08/24	-0.56	644.584		679.438	-34.855	-5.13		-10.56
						L		Orient Overseas	1,416.862	12/08/24	2.25	1,022.232		448.198	574.034	128.08		94.47
						L		China Unicom	81.099	12/08/24	-5.84	60.451		72.093	-11.642	-16.15		-9.54
								Sinopec	67.379	12/08/24	0.61	51.757		40.943	10.814	26.41		7.14
								Citic Pacific	96.450	12/08/24		83.001		79.710	3.291	4.13		-11.00
								Zijin Mining HK	207.843	12/08/24	0.66	181.489		74.949	106.540	142.15		187.94
						L		Sinopharm	274.407	12/08/24	1.10	255.932		216.278	39.654	18.33		-1.47
						L		Lenovo	139.648	12/08/24	2.59	135.845		68.012	67.833	99.74		96.89
						L		China Hongqiao	134.758	12/08/24	1.33	134.622		77.670	56.953	73.33		113.47
						S		Baidu	1,122.758	12/08/24	-0.66							-na-
						S		Li Auto	1,046.005	12/08/24	-1.79							-na-
								Trip.com	4,493.747	12/08/24	0.55							-na-
								WH Group	71.454	12/08/24		87.348		84.063	3.286	3.91		-6.00
						L		BYD Company	2,901.646	12/08/24	-0.28	3,662.377		1,746.545	1,915.832	109.69		261.98
								CK Hutchison	548.813	12/08/24	0.12	726.770		630.470	96.300	15.27		0.41
								Techtronic Inds	1,311.582	12/08/24	-0.26	1,771.417		1,428.249	343.168	24.03		60.49
						L		CSPC Pharmaceutical	80.556	12/08/24	1.02	112.072		121.469	-9.397	-7.74		-4.96
								NetEase	1,912.695	12/08/24	0.50	2,673.426		1,889.369	784.057	41.50		-na-
						L		Haier Smart Home	330.103	12/08/24	1.67	506.022						-na-
						L		SMIC	224.687	12/08/24	-0.24	359.989		280.209	79.780	28.47		33.76
						S		Chow Tai Fook Jwl	89.386	12/08/24	-0.75	145.354		138.744	6.610	4.76		34.34
								⇓instrument	freshest		⇓ Δday	15/02/21	Δwk	19/10/20	prc diff	⇓ Δ17		⇓∅-RS
						L		Tingyi	122.125	12/08/24	-0.66	203.767		195.874	7.893	4.03		9.00
								MTR	351.838	12/08/24	0.19	609.943		530.493	79.451	14.98		8.93
								Xiaomi	223.601	12/08/24	0.37	401.421		301.973	99.449	32.93		80.02
						L		Tencent	5,094.181	12/08/24	1.35	10,283.454		7,637.732	2,645.722	34.64		53.07
								Hengan	344.367	12/08/24	-0.20	734.921		747.450	-12.530	-1.68		-9.03
								ANTA Sports Products	927.820	12/08/24	-2.78	1,998.277		1,161.643	836.635	72.02		86.07
						S		Nongfu Spring	399.384	12/08/24	1.55	881.633		493.766	387.867	78.55		-na-
						L		Hansoh Pharma	251.313	12/08/24	-2.22	576.661		487.645	89.016	18.25		24.41
						L		Galaxy Entertainment	400.063	12/08/24	-4.38	936.650		702.563	234.088	33.32		27.17
						S		Sands China	184.206	12/08/24	-2.87	460.514		376.106	84.408	22.44		7.20
						S		Sino Biopharm	40.074	12/08/24	2.08	103.514		109.091	-5.577	-5.11		-6.48
						S		Budweiser Brewing	126.336	12/08/24	-2.11	362.706		326.457	36.249	11.10		11.60
								Xinyi Glass	102.563	12/08/24	-0.13	304.292		215.190	89.103	41.41		84.16
						L		Shenzhou Inter	840.880	12/08/24	-0.24	2,511.771		1,837.680	674.090	36.68		67.06
								China Res Beer	321.952	12/08/24	-2.47	967.894		629.110	338.785	53.85		50.19
								Alibaba	1,065.703	12/08/24	0.77	3,589.020		4,042.625	-453.605	-11.22		13.79
						S		China Mengniu Dairy	179.859	12/08/24	-2.79	665.640		509.409	156.231	30.67		42.53
								Li Ning	190.998	12/08/24	-1.13	722.015		519.611	202.405	38.95		74.92
								Geely Auto	103.650	12/08/24	0.26	405.497		219.270	186.227	84.93		88.11
						L		JD.com	1,359.807	12/08/24	-0.10	5,319.684		4,311.952	1,007.732	23.37		-na-
						L		Meituan	1,412.786	12/08/24	-2.07	5,966.305		3,523.014	2,443.291	69.35		154.72
								Zhongsheng	144.539	12/08/24	-1.12	702.997		656.995	46.002	7.00		23.65
						S		WuXi AppTec HK	477.495	12/08/24	1.44	2,384.077		1,289.958	1,094.119	84.82		102.54
						L		Sunny Optical	587.529	12/08/24	1.29	3,015.755		1,745.184	1,270.571	72.80		68.71
								Xinyi Solar	47.953	12/08/24	0.28	267.071		169.214	97.857	57.83		138.95
								⇓instrument	freshest		⇓ Δday	15/02/21	Δwk	19/10/20	prc diff	⇓ Δ17		⇓∅-RS
								Haidilao Inter	166.002	12/08/24	-1.93	1,120.720		730.447	390.272	53.43		94.74
								JD Health	285.953	12/08/24	-2.55	2,216.988						-na-
						L		Alibaba Health	44.014	12/08/24	-0.61	392.592		277.488	115.103	41.48		50.11
								WuXi Biologics	160.025	12/08/24	3.70	1,684.476		907.731	776.745	85.57		127.29
HSI-C&I - 48 out of 53 instruments rated - 15/02/21 / 19/10/20 - 42 did rise, Market-Ratio(17) in JPY = 87.50 %
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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