Share-o-matic - Assessment HSI-C&I (Hang Seng Commerce & Industry)

Assessment - Hang Seng Commerce & Industry - 2/15/21 - RS = 17

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	2/15/21	⇓ Δwk	10/19/20	prc diff	⇓ Δ17	∅-RS
	L	HSI-CI	9,421.300	8/12/24	-0.05	20,495.200		16,122.400	4,372.800	27.12	29.35
	L	BYD Company	213.600	8/12/24	-0.28	269.600		128.400	141.200	109.97	267.27
		Zijin Mining HK	15.300	8/12/24	0.66	13.360		5.510	7.850	142.47	191.43
	L	Meituan	104.000	8/12/24	-2.07	439.200		259.000	180.200	69.58	158.03
		Xinyi Solar	3.530	8/12/24	0.28	19.660		12.440	7.220	58.04	142.11
		WuXi Biologics	11.780	8/12/24	3.70	124.000		66.733	57.267	85.81	129.98
	L	China Hongqiao	9.920	8/12/24	1.33	9.910		5.710	4.200	73.56	115.79
	S	WuXi AppTec HK	35.150	8/12/24	1.44	175.500		94.833	80.667	85.06	104.68
	L	Lenovo	10.280	8/12/24	2.59	10.000		5.000	5.000	100.00	98.79
		Haidilao Inter	12.220	8/12/24	-1.93	82.500		53.700	28.800	53.63	96.83
	L	Orient Overseas	104.300	8/12/24	2.25	75.250		32.950	42.300	128.38	96.46
		Geely Auto	7.630	8/12/24	0.26	29.850		16.120	13.730	85.17	90.15
		ANTA Sports Products	68.300	8/12/24	-2.78	147.100		85.400	61.700	72.25	88.00
		Xinyi Glass	7.550	8/12/24	-0.13	22.400		15.820	6.580	41.59	86.24
		Xiaomi	16.460	8/12/24	0.37	29.550		22.200	7.350	33.11	82.20
		Li Ning	14.060	8/12/24	-1.13	53.150		38.200	14.950	39.14	76.87
	L	Sunny Optical	43.250	8/12/24	1.29	222.000		128.300	93.700	73.03	70.27
	L	Shenzhou Inter	61.900	8/12/24	-0.24	184.900		135.100	49.800	36.86	68.72
		Techtronic Inds	96.550	8/12/24	-0.26	130.400		105.000	25.400	24.19	62.22
	L	Tencent	375.000	8/12/24	1.35	757.000		561.500	195.500	34.82	54.51
		China Res Beer	23.700	8/12/24	-2.47	71.250		46.250	25.000	54.05	51.70
	L	Alibaba Health	3.240	8/12/24	-0.61	28.900		20.400	8.500	41.67	51.50
	S	China Mengniu Dairy	13.240	8/12/24	-2.79	49.000		37.450	11.550	30.84	43.90
	S	Chow Tai Fook Jwl	6.580	8/12/24	-0.75	10.700		10.200	0.500	4.90	35.68
	L	SMIC	16.540	8/12/24	-0.24	26.500		20.600	5.900	28.64	34.99
		⇓instrument	freshest		⇓ Δday	2/15/21	⇓ Δwk	10/19/20	prc diff	⇓ Δ17	∅-RS
	L	Galaxy Entertainment	29.450	8/12/24	-4.38	68.950		51.650	17.300	33.49	28.21
	L	Hansoh Pharma	18.500	8/12/24	-2.22	42.450		35.850	6.600	18.41	25.50
		Zhongsheng	10.640	8/12/24	-1.12	51.750		48.300	3.450	7.14	24.91
		Alibaba	78.450	8/12/24	0.77	264.200		297.200	-33.000	-11.10	14.77
	S	Budweiser Brewing	9.300	8/12/24	-2.11	26.700		24.000	2.700	11.25	12.51
	L	Tingyi	8.990	8/12/24	-0.66	15.000		14.400	0.600	4.17	9.80
		MTR	25.900	8/12/24	0.19	44.900		39.000	5.900	15.13	9.73
	S	Sands China	13.560	8/12/24	-2.87	33.900		27.650	6.250	22.60	7.99
		Sinopec	4.960	8/12/24	0.61	3.810		3.010	0.800	26.58	7.88
	L	CNOOC	19.740	8/12/24	-0.80	8.710		7.410	1.300	17.54	5.18
	L	China Shenhua HK	32.300	8/12/24	1.57	14.020		13.780	0.240	1.74	1.79
		CK Hutchison	40.400	8/12/24	0.12	53.500		46.350	7.150	15.43	1.13
	L	Sinopharm	20.200	8/12/24	1.10	18.840		15.900	2.940	18.49	-0.80
	L	CSPC Pharmaceutical	5.930	8/12/24	1.02	8.250		8.930	-0.680	-7.61	-4.30
		WH Group	5.260	8/12/24		6.430		6.180	0.250	4.05	-5.37
		PetroChina	6.670	8/12/24		2.430		2.210	0.220	9.95	-5.63
	S	Sino Biopharm	2.950	8/12/24	2.08	7.620		8.020	-0.400	-4.99	-5.82
		Hengan	25.350	8/12/24	-0.20	54.100		54.950	-0.850	-1.55	-8.44
	L	China Unicom	5.970	8/12/24	-5.84	4.450		5.300	-0.850	-16.04	-8.90
	L	China Mobile	70.900	8/12/24	-0.56	47.450		49.950	-2.500	-5.01	-10.04
		Citic Pacific	7.100	8/12/24		6.110		5.860	0.250	4.27	-10.53
	S	Baidu	82.650	8/12/24	-0.66						-na-
	L	Haier Smart Home	24.300	8/12/24	1.67	37.250					-na-
		JD Health	21.050	8/12/24	-2.55	163.200					-na-
	L	JD.com	100.100	8/12/24	-0.10	391.600		317.000	74.600	23.53	-na-
		⇓instrument	freshest		⇓ Δday	2/15/21	⇓ Δwk	10/19/20	prc diff	⇓ Δ17	∅-RS
	S	Li Auto	77.000	8/12/24	-1.79						-na-
		NetEase	140.800	8/12/24	0.50	196.800		138.900	57.900	41.68	-na-
	S	Nongfu Spring	29.400	8/12/24	1.55	64.900		36.300	28.600	78.79	-na-
		Trip.com	330.800	8/12/24	0.55						-na-
HSI-C&I - 48 out of 53 instruments rated - 2/15/21 / 10/19/20 - 42 did rise, Market-Ratio(17) = 87.50 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37

1/04/21	scale up chart	7/01/24

Transactions Hang Seng Commerce & Industry * 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
1/02/06		1/09/06	7		- cash -
long	1/09/06	1/21/08	742		Tingyi	100	2,369	4.220	12.100		7.880	187	28,668	68
short	1/21/08	2/16/09	392		Galaxy Entertainment	100	4,691	6.110	1.210	30.853	24.743	405	144,737	352
long	2/16/09	5/10/10	448		Hengan	100	5,087	28.450	55.850		27.400	96	284,121	73
short	5/10/10	6/21/10	42		Citic Pacific	100	18,236	15.580	15.160	16.012	0.432	3	291,992	27
long	6/21/10	8/09/10	49		Galaxy Entertainment	100	67,747	4.310	5.470		1.160	27	370,578	490
short	8/09/10	8/30/10	21		Citic Pacific	100	23,306	15.900	15.920	15.880	-0.020	0	370,112	-2
long	8/30/10	8/08/11	343		Galaxy Entertainment	100	59,695	6.200	19.600		13.400	216	1,170,025	240
short	8/08/11	1/16/12	161		Li & Fung	100	91,265	12.820	17.160	8.480	-4.340	-34	773,935	-61
long	1/16/12	5/21/12	126		Sands China	100	30,590	25.300	25.950		0.650	3	793,818	8
short	5/21/12	9/17/12	119		Citic Pacific	100	67,501	11.760	9.760	14.170	2.410	20	956,482	77
long	9/17/12	4/08/13	203		Galaxy Entertainment	100	38,645	24.750	30.450		5.700	23	1,176,759	45
short	4/08/13	9/30/13	175		Li & Fung	100	111,859	10.520	11.280	9.760	-0.760	-7	1,091,746	-14
long	9/30/13	2/03/14	126		Galaxy Entertainment	100	20,068	54.400	76.300		21.900	40	1,531,235	166
short	2/03/14	5/26/14	112		Belle International	100	182,724	8.380	8.240	8.522	0.142	2	1,557,255	6
long	5/26/14	10/06/14	133		Tencent	100	14,472	107.600	119.700		12.100	11	1,732,366	34
short	10/06/14	4/13/15	189		Galaxy Entertainment	100	35,829	48.350	39.500	59.183	10.833	22	2,120,495	48
long	4/13/15	7/06/15	84		Tencent	100	12,436	170.500	146.500		-24.000	-14	1,822,031	-48
short	7/06/15	5/09/16	308		Sands China	100	62,828	29.000	27.250	30.862	1.862	6	1,939,042	8
long	5/09/16	12/26/16	231		MTR	100	50,364	38.500	37.300		-1.200	-3	1,878,605	-5
short	12/26/16	2/27/17	63		Hengan	100	34,094	55.100	67.300	42.900	-12.200	-22	1,462,658	-77
long	2/27/17	3/05/18	371		Galaxy Entertainment	100	39,424	37.100	65.850		28.750	77	2,596,098	76
short	3/05/18	6/11/18	98		China Merchants	100	146,341	17.740	17.460	18.025	0.285	2	2,637,732	6
long	6/11/18	7/09/18	28		Sunny Optical	100	15,543	169.700	145.100		-24.600	-14	2,255,374	-87
short	7/09/18	2/11/19	217		WH Group	100	352,402	6.400	7.390	5.410	-0.990	-15	1,906,496	-25
long	2/11/19	5/27/19	105		Lenovo	100	332,721	5.730	5.700		-0.030	-1	1,896,515	-2
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	12/23/19	210		AAC Technologies	100	44,834	42.300	65.450	19.150	-23.150	-55	858,607	-75
long	12/23/19	2/24/20	63		Sunny Optical	100	6,226	137.900	128.000		-9.900	-7	796,970	-35
short	2/24/20	7/13/20	140		PetroChina	100	247,506	3.220	2.770	3.743	0.523	16	926,440	48
long	7/13/20	8/10/20	28		Geely Auto	100	48,606	19.060	16.760		-2.300	-12	814,647	-81
short	8/10/20	1/18/21	161		Swire Pacific	100	20,942	38.900	49.000	28.800	-10.100	-26	603,132	-49
long	1/18/21	6/28/21	161		Geely Auto	100	18,847	32.000	25.500		-6.500	-20	480,627	-40
short	6/28/21	1/17/22	203		China Unicom	100	111,514	4.310	4.060	4.575	0.265	6	510,223	11
long	1/17/22	5/09/22	112		Want Want China	100	67,223	7.590	6.950		-0.640	-8	467,200	-25
short	5/09/22	1/09/23	245		Sunny Optical	100	4,667	100.100	93.300	107.396	7.296	7	501,249	11
long	1/09/23	5/08/23	119		Sands China	100	17,901	28.000	26.100		-1.900	-7	467,237	-19
short	5/08/23	5/13/24	371		JD.com	100	3,349	139.500	129.300	150.505	11.005	8	504,091	8
long	5/13/24	8/12/24	91		China Hongqiao	100	42,647	11.820	9.920		-1.900	-16	423,062	-50
accum	1/09/06	8/12/24	7124	days out of 7131 invested (100%)							4,131		423,062	21

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	2/16/09	392	6.11	1.21	30.85	24.74	404.96
	long	6/21/10	8/09/10	49	4.31	5.47		1.16	26.91
	long	8/30/10	8/08/11	343	6.20	19.60		13.40	216.13
	long	9/17/12	4/08/13	203	24.75	30.45		5.70	23.03
	long	9/30/13	2/03/14	126	54.40	76.30		21.90	40.26
	short	10/06/14	4/13/15	189	48.35	39.50	59.18	10.83	22.40
	long	2/27/17	3/05/18	371	37.10	65.85		28.75	77.49	7,495.38
Tingyi	long	1/09/06	1/21/08	742	4.22	12.10		7.88	186.73	186.73
Hengan	long	2/16/09	5/10/10	448	28.45	55.85		27.40	96.31
	short	12/26/16	2/27/17	63	55.10	67.30	42.90	-12.20	-22.14	52.84
Citic Pacific	short	5/10/10	6/21/10	42	15.58	15.16	16.01	0.43	2.77
	short	8/09/10	8/30/10	21	15.90	15.92	15.88	-0.02	-0.13
	short	5/21/12	9/17/12	119	11.76	9.76	14.17	2.41	20.49	23.67
PetroChina	short	2/24/20	7/13/20	140	3.22	2.77	3.74	0.52	16.25	16.25
JD.com	short	5/08/23	5/13/24	371	139.50	129.30	150.50	11.00	7.89	7.89
China Unicom	short	6/28/21	1/17/22	203	4.31	4.06	4.58	0.27	6.16	6.16
Sands China	long	1/16/12	5/21/12	126	25.30	25.95		0.65	2.57
	short	7/06/15	5/09/16	308	29.00	27.25	30.86	1.86	6.42
	long	1/09/23	5/08/23	119	28.00	26.10		-1.90	-6.79	1.75
Belle International	short	2/03/14	5/26/14	112	8.38	8.24	8.52	0.14	1.70	1.70
China Merchants	short	3/05/18	6/11/18	98	17.74	17.46	18.02	0.28	1.60	1.60
Lenovo	long	2/11/19	5/27/19	105	5.73	5.70		-0.03	-0.52	-0.52
MTR	long	5/09/16	12/26/16	231	38.50	37.30		-1.20	-3.12	-3.12
Tencent	long	5/26/14	10/06/14	133	107.60	119.70		12.10	11.25
	long	4/13/15	7/06/15	84	170.50	146.50		-24.00	-14.08	-4.41
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Want Want China	long	1/17/22	5/09/22	112	7.59	6.95		-0.64	-8.43	-8.43
Sunny Optical	long	6/11/18	7/09/18	28	169.70	145.10		-24.60	-14.50
	long	12/23/19	2/24/20	63	137.90	128.00		-9.90	-7.18
	short	5/09/22	1/09/23	245	100.10	93.30	107.40	7.30	7.29	-14.85
WH Group	short	7/09/18	2/11/19	217	6.40	7.39	5.41	-0.99	-15.47	-15.47
China Hongqiao	long	5/13/24	8/12/24	91	11.82	9.92		-1.90	-16.07	-16.07
Swire Pacific	short	8/10/20	1/18/21	161	38.90	49.00	28.80	-10.10	-25.96	-25.96
Geely Auto	long	7/13/20	8/10/20	28	19.06	16.76		-2.30	-12.07
	long	1/18/21	6/28/21	161	32.00	25.50		-6.50	-20.31	-29.93
Li & Fung	short	8/08/11	1/16/12	161	12.82	17.16	8.48	-4.34	-33.85
	short	4/08/13	9/30/13	175	10.52	11.28	9.76	-0.76	-7.22	-38.63
AAC Technologies	short	5/27/19	12/23/19	210	42.30	65.45	19.15	-23.15	-54.73	-54.73

Annotations

3/01/24	HSI-C&I	Component update: JD Health, Li Auto, Sinopharm, Trip.com, WuXi AppTec and Zijin Mining added
3/06/17	HSI-C&I	Geely Auto replaces Li & Fung
12/28/16	HSI-C&I	AAC Technologies joins, China Res Enterprises and Tingyi retire
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
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


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