| | Tue, 30th Jun 2026, 15:31UTC |
| | |
Assessment - Hang Seng Index in Euro - 22/03/21 - RS = 14
⇐
| |
|
instrument |
freshest |
⇓ Δday |
22/03/21 |
⇓ Δwk |
14/12/20 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI |
1,845.210 |
12/08/24 |
0.13 |
3,114.795 |
|
2,799.831 |
314.964 |
11.25 |
|
9.89 |
| |  |
 |
 |
 |
L |
 |
AIA |
5.597 |
12/08/24 |
-1.33 |
10.433 |
|
9.549 |
0.884 |
9.26 |
|
17.51 |
| |  |
 |
 |
 |
|
 |
Alibaba |
8.460 |
12/08/24 |
0.77 |
24.931 |
|
26.694 |
-1.763 |
-6.60 |
|
-4.47 |
| |  |
 |
 |
 |
L |
 |
Alibaba Health |
0.349 |
12/08/24 |
-0.61 |
2.518 |
|
2.700 |
-0.182 |
-6.75 |
|
11.32 |
| |  |
 |
 |
 |
|
 |
ANTA Sports Products |
7.365 |
12/08/24 |
-2.78 |
12.972 |
|
11.575 |
1.397 |
12.07 |
|
39.07 |
| |  |
 |
 |
 |
S |
 |
Baidu |
8.912 |
12/08/24 |
-0.66 |
27.174 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
L |
 |
Bank of China |
0.367 |
12/08/24 |
1.19 |
0.317 |
|
0.279 |
0.038 |
13.62 |
|
5.34 |
| |  |
 |
 |
 |
L |
 |
Bank of China (HK) |
2.405 |
12/08/24 |
|
3.079 |
|
2.615 |
0.463 |
17.72 |
|
19.51 |
| |  |
 |
 |
 |
S |
 |
Budweiser Brewing |
1.003 |
12/08/24 |
-2.11 |
2.550 |
|
2.827 |
-0.277 |
-9.80 |
|
-3.86 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
23.033 |
12/08/24 |
-0.28 |
20.176 |
|
19.044 |
1.131 |
5.94 |
|
112.41 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
4.356 |
12/08/24 |
0.12 |
6.740 |
|
5.841 |
0.899 |
15.39 |
|
15.75 |
| |  |
 |
 |
 |
|
 |
CK Infrastructure |
5.979 |
12/08/24 |
0.36 |
5.003 |
|
4.223 |
0.781 |
18.49 |
|
10.70 |
| |  |
 |
 |
 |
S |
 |
CK Property |
3.337 |
12/08/24 |
0.32 |
5.327 |
|
4.557 |
0.770 |
16.90 |
|
13.90 |
| |  |
 |
 |
 |
L |
 |
China Constr Bk HK |
0.598 |
12/08/24 |
1.46 |
0.711 |
|
0.611 |
0.100 |
16.28 |
|
8.21 |
| |  |
 |
 |
 |
L |
 |
China Hongqiao |
1.070 |
12/08/24 |
1.33 |
1.266 |
|
0.742 |
0.524 |
70.70 |
|
127.64 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.119 |
12/08/24 |
0.58 |
1.758 |
|
1.816 |
-0.059 |
-3.23 |
|
-6.76 |
| |  |
 |
 |
 |
L |
 |
China Merchants B HK |
3.505 |
12/08/24 |
|
6.815 |
|
5.151 |
1.664 |
32.31 |
|
45.32 |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
1.428 |
12/08/24 |
-2.79 |
4.707 |
|
4.504 |
0.203 |
4.51 |
|
18.59 |
| |  |
 |
 |
 |
L |
 |
China Mobile |
7.645 |
12/08/24 |
-0.56 |
5.672 |
|
4.689 |
0.983 |
20.95 |
|
-1.67 |
| |  |
 |
 |
 |
L |
 |
China Ov Land & Inv |
1.378 |
12/08/24 |
-0.93 |
2.286 |
|
1.899 |
0.387 |
20.37 |
|
-1.71 |
| |  |
 |
 |
 |
|
 |
China Res Beer |
2.556 |
12/08/24 |
-2.47 |
6.405 |
|
7.151 |
-0.746 |
-10.43 |
|
15.88 |
| |  |
 |
 |
 |
L |
 |
China Res Land |
2.453 |
12/08/24 |
-1.09 |
4.152 |
|
3.331 |
0.820 |
24.62 |
|
13.85 |
| |  |
 |
 |
 |
L |
 |
China Res Mixc |
2.356 |
12/08/24 |
-1.13 |
4.831 |
|
3.151 |
1.680 |
53.31 |
|
-na- |
| |  |
 |
 |
 |
L |
 |
China Res Power |
2.367 |
12/08/24 |
0.23 |
1.165 |
|
0.804 |
0.360 |
44.81 |
|
20.44 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
3.483 |
12/08/24 |
1.57 |
1.596 |
|
1.528 |
0.068 |
4.46 |
|
3.69 |
| |
|
instrument |
freshest |
⇓ Δday |
22/03/21 |
⇓ Δwk |
14/12/20 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
China Unicom |
0.644 |
12/08/24 |
-5.84 |
0.482 |
|
0.460 |
0.022 |
4.68 |
|
-9.57 |
| |  |
 |
 |
 |
S |
 |
Chow Tai Fook Jwl |
0.710 |
12/08/24 |
-0.75 |
1.195 |
|
1.056 |
0.139 |
13.18 |
|
29.59 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
0.766 |
12/08/24 |
|
0.722 |
|
0.590 |
0.133 |
22.48 |
|
-1.81 |
| |  |
 |
 |
 |
|
 |
CLP |
7.440 |
12/08/24 |
-0.07 |
8.185 |
|
7.517 |
0.668 |
8.88 |
|
-0.52 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
2.129 |
12/08/24 |
-0.80 |
0.899 |
|
0.763 |
0.136 |
17.89 |
|
-1.43 |
| |  |
 |
 |
 |
|
 |
Country Garden Svcs |
0.506 |
12/08/24 |
-1.47 |
7.462 |
|
4.997 |
2.465 |
49.33 |
|
48.70 |
| |  |
 |
 |
 |
L |
 |
CSPC Pharmaceutical |
0.639 |
12/08/24 |
1.02 |
1.027 |
|
0.773 |
0.253 |
32.73 |
|
8.20 |
| |  |
 |
 |
 |
L |
 |
ENN Energy |
5.758 |
12/08/24 |
0.85 |
14.482 |
|
11.352 |
3.130 |
27.57 |
|
36.57 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
3.176 |
12/08/24 |
-4.38 |
7.635 |
|
6.435 |
1.200 |
18.65 |
|
23.79 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
0.823 |
12/08/24 |
0.26 |
2.604 |
|
2.382 |
0.222 |
9.33 |
|
40.44 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
1.318 |
12/08/24 |
-1.93 |
6.049 |
|
6.191 |
-0.141 |
-2.28 |
|
20.45 |
| |  |
 |
 |
 |
L |
 |
Haier Smart Home |
2.620 |
12/08/24 |
1.67 |
3.391 |
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
S |
 |
Hang Lung |
0.603 |
12/08/24 |
-1.41 |
2.118 |
|
2.105 |
0.013 |
0.61 |
|
0.96 |
| |  |
 |
 |
 |
L |
 |
Hang Seng Bank |
9.910 |
12/08/24 |
0.38 |
16.218 |
|
14.525 |
1.694 |
11.66 |
|
11.97 |
| |  |
 |
 |
 |
L |
 |
Hansoh Pharma |
1.995 |
12/08/24 |
-2.22 |
3.898 |
|
3.549 |
0.349 |
9.84 |
|
0.16 |
| |  |
 |
 |
 |
|
 |
Henderson Land |
2.378 |
12/08/24 |
-2.43 |
3.699 |
|
3.305 |
0.394 |
11.91 |
|
9.97 |
| |  |
 |
 |
 |
|
 |
Hengan |
2.734 |
12/08/24 |
-0.20 |
5.613 |
|
5.607 |
0.006 |
0.10 |
|
-13.39 |
| |  |
 |
 |
 |
|
 |
HK & China Gas |
0.714 |
12/08/24 |
1.85 |
1.320 |
|
1.243 |
0.076 |
6.15 |
|
0.91 |
| |  |
 |
 |
 |
L |
 |
HK Exchgs & Clrg |
24.974 |
12/08/24 |
0.96 |
49.194 |
|
41.144 |
8.049 |
19.56 |
|
26.47 |
| |  |
 |
 |
 |
L |
 |
HSBC |
6.939 |
12/08/24 |
0.63 |
4.960 |
|
4.387 |
0.573 |
13.07 |
|
18.81 |
| |  |
 |
 |
 |
L |
 |
ICBC |
0.483 |
12/08/24 |
2.05 |
0.593 |
|
0.501 |
0.092 |
18.43 |
|
11.26 |
| |  |
 |
 |
 |
|
 |
JD Health |
2.270 |
12/08/24 |
-2.55 |
11.937 |
|
13.962 |
-2.025 |
-14.50 |
|
-na- |
| |  |
 |
 |
 |
L |
 |
JD.com |
10.794 |
12/08/24 |
-0.10 |
35.369 |
|
33.442 |
1.928 |
5.76 |
|
-na- |
| |  |
 |
 |
 |
L |
 |
Lenovo |
1.109 |
12/08/24 |
2.59 |
1.019 |
|
0.680 |
0.339 |
49.84 |
|
72.08 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
8.303 |
12/08/24 |
-1.79 |
|
|
|
|
|
|
-na- |
| |
|
instrument |
freshest |
⇓ Δday |
22/03/21 |
⇓ Δwk |
14/12/20 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Li Ning |
1.516 |
12/08/24 |
-1.13 |
5.181 |
|
4.870 |
0.312 |
6.40 |
|
42.25 |
| |  |
 |
 |
 |
S |
 |
Link REIT |
3.758 |
12/08/24 |
-0.57 |
7.554 |
|
7.342 |
0.212 |
2.89 |
|
4.17 |
| |  |
 |
 |
 |
L |
 |
Longfor |
1.030 |
12/08/24 |
-1.95 |
4.933 |
|
4.520 |
0.414 |
9.15 |
|
8.89 |
| |  |
 |
 |
 |
L |
 |
Meituan |
11.215 |
12/08/24 |
-2.07 |
34.571 |
|
29.983 |
4.588 |
15.30 |
|
57.04 |
| |  |
 |
 |
 |
|
 |
MTR |
2.793 |
12/08/24 |
0.19 |
4.815 |
|
4.514 |
0.300 |
6.65 |
|
5.25 |
| |  |
 |
 |
 |
|
 |
NetEase |
15.183 |
12/08/24 |
0.50 |
18.472 |
|
14.323 |
4.149 |
28.97 |
|
-na- |
| |  |
 |
 |
 |
|
 |
New World Dev |
0.781 |
12/08/24 |
-2.69 |
4.313 |
|
3.926 |
0.388 |
9.88 |
|
4.85 |
| |  |
 |
 |
 |
S |
 |
Nongfu Spring |
3.170 |
12/08/24 |
1.55 |
4.707 |
|
4.530 |
0.177 |
3.90 |
|
-na- |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
11.247 |
12/08/24 |
2.25 |
8.977 |
|
5.782 |
3.195 |
55.25 |
|
96.87 |
| |  |
 |
 |
 |
|
 |
PetroChina |
0.719 |
12/08/24 |
|
0.311 |
|
0.256 |
0.055 |
21.46 |
|
9.34 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.629 |
12/08/24 |
0.45 |
10.136 |
|
9.925 |
0.211 |
2.13 |
|
7.74 |
| |  |
 |
 |
 |
S |
 |
Power Assets |
5.812 |
12/08/24 |
-0.28 |
4.993 |
|
4.339 |
0.653 |
15.06 |
|
4.52 |
| |  |
 |
 |
 |
S |
 |
Sands China |
1.462 |
12/08/24 |
-2.87 |
4.216 |
|
3.655 |
0.561 |
15.36 |
|
20.50 |
| |  |
 |
 |
 |
L |
 |
SMIC |
1.784 |
12/08/24 |
-0.24 |
2.804 |
|
2.345 |
0.459 |
19.57 |
|
20.40 |
| |  |
 |
 |
 |
L |
 |
Shenzhou Inter |
6.675 |
12/08/24 |
-0.24 |
17.814 |
|
14.684 |
3.130 |
21.32 |
|
38.51 |
| |  |
 |
 |
 |
S |
 |
Sino Biopharm |
0.318 |
12/08/24 |
2.08 |
0.919 |
|
0.717 |
0.202 |
28.10 |
|
1.70 |
| |  |
 |
 |
 |
L |
 |
Sinopharm |
2.178 |
12/08/24 |
1.10 |
2.036 |
|
2.007 |
0.029 |
1.42 |
|
-1.50 |
| |  |
 |
 |
 |
|
 |
Sinopec |
0.535 |
12/08/24 |
0.61 |
0.442 |
|
0.365 |
0.077 |
21.14 |
|
12.22 |
| |  |
 |
 |
 |
|
 |
Sun Hung Kai |
7.715 |
12/08/24 |
-1.85 |
12.530 |
|
11.172 |
1.358 |
12.16 |
|
10.90 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
4.664 |
12/08/24 |
1.29 |
19.604 |
|
15.946 |
3.658 |
22.94 |
|
29.40 |
| |  |
 |
 |
 |
|
 |
Techtronic Inds |
10.411 |
12/08/24 |
-0.26 |
13.619 |
|
10.981 |
2.638 |
24.03 |
|
41.65 |
| |  |
 |
 |
 |
L |
 |
Tencent |
40.437 |
12/08/24 |
1.35 |
68.312 |
|
60.581 |
7.731 |
12.76 |
|
17.99 |
| |  |
 |
 |
 |
L |
 |
Tingyi |
0.969 |
12/08/24 |
-0.66 |
1.633 |
|
1.383 |
0.249 |
18.00 |
|
6.91 |
| |  |
 |
 |
 |
|
 |
Trip.com |
35.671 |
12/08/24 |
0.55 |
|
|
|
|
|
|
-na- |
| |  |
 |
 |
 |
|
 |
WH Group |
0.567 |
12/08/24 |
|
0.763 |
|
0.690 |
0.074 |
10.71 |
|
2.53 |
| |
|
instrument |
freshest |
⇓ Δday |
22/03/21 |
⇓ Δwk |
14/12/20 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Wharf REIC |
2.324 |
12/08/24 |
-1.60 |
4.755 |
|
4.249 |
0.506 |
11.91 |
|
24.28 |
| |  |
 |
 |
 |
S |
 |
WuXi AppTec HK |
3.790 |
12/08/24 |
1.44 |
12.670 |
|
11.335 |
1.336 |
11.79 |
|
23.30 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
1.270 |
12/08/24 |
3.70 |
9.743 |
|
8.297 |
1.446 |
17.43 |
|
46.78 |
| |  |
 |
 |
 |
|
 |
Xiaomi |
1.775 |
12/08/24 |
0.37 |
2.885 |
|
3.098 |
-0.213 |
-6.89 |
|
47.00 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
0.814 |
12/08/24 |
-0.13 |
2.750 |
|
1.990 |
0.759 |
38.15 |
|
88.82 |
| |  |
 |
 |
 |
|
 |
Xinyi Solar |
0.381 |
12/08/24 |
0.28 |
1.523 |
|
1.496 |
0.027 |
1.78 |
|
52.03 |
| |  |
 |
 |
 |
|
 |
Zhongsheng |
1.147 |
12/08/24 |
-1.12 |
6.120 |
|
5.480 |
0.640 |
11.67 |
|
24.41 |
| |  |
 |
 |
 |
|
 |
Zijin Mining HK |
1.650 |
12/08/24 |
0.66 |
1.152 |
|
0.777 |
0.375 |
48.29 |
|
102.29 |
| HSI - 78 out of 82 instruments rated - 22/03/21 / 14/12/20 - 70 did rise, Market-Ratio(14) in EUR = 89.74 % |
| Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Index in Euro * 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 | |
| 2/01/06 |
9/01/06 |
7 |
|
- cash - |
| long |
9/01/06 |
21/01/08 |
742 |
 |
 |
 |
China Ov Land & Inv |
100 |
25,597 |
|
0.391 |
1.241 |
|
0.850 |
218 |
31,757 |
77 |
|
| short |
21/01/08 |
26/01/09 |
371 |
 |
 |
 |
Galaxy Entertainment |
100 |
59,321 |
|
0.535 |
0.124 |
2.309 |
1.773 |
331 |
136,955 |
321 |
|
| long |
26/01/09 |
25/01/10 |
364 |
 |
 |
 |
Hengan |
100 |
53,043 |
|
2.582 |
4.731 |
|
2.149 |
83 |
250,947 |
84 |
|
| short |
25/01/10 |
9/08/10 |
196 |
 |
 |
 |
China Unicom |
100 |
319,242 |
|
0.786 |
1.009 |
0.564 |
-0.222 |
-28 |
179,925 |
-46 |
|
| long |
9/08/10 |
7/02/11 |
182 |
 |
 |
 |
Galaxy Entertainment |
100 |
339,183 |
|
0.530 |
1.176 |
|
0.646 |
122 |
399,013 |
394 |
|
| short |
7/02/11 |
4/04/11 |
56 |
 |
 |
 |
China Res Land |
100 |
332,783 |
|
1.199 |
1.417 |
0.981 |
-0.218 |
-18 |
326,461 |
-73 |
|
| long |
4/04/11 |
1/08/11 |
119 |
 |
 |
 |
Galaxy Entertainment |
100 |
302,280 |
|
1.080 |
1.948 |
|
0.868 |
80 |
588,975 |
511 |
|
| short |
1/08/11 |
26/12/11 |
147 |
 |
 |
 |
New World Dev |
100 |
156,660 |
|
3.760 |
2.465 |
5.735 |
1.975 |
53 |
898,417 |
185 |
|
| long |
26/12/11 |
21/05/12 |
147 |
 |
 |
 |
Lenovo |
100 |
1,668,657 |
|
0.538 |
0.656 |
|
0.117 |
22 |
1,094,284 |
63 |
|
| short |
21/05/12 |
20/08/12 |
91 |
 |
 |
 |
China Unicom |
100 |
920,589 |
|
1.189 |
1.370 |
1.008 |
-0.181 |
-15 |
927,771 |
-48 |
|
| long |
20/08/12 |
22/04/13 |
245 |
 |
 |
 |
Galaxy Entertainment |
100 |
394,413 |
|
2.352 |
3.135 |
|
0.782 |
33 |
1,236,388 |
53 |
|
| short |
22/04/13 |
16/09/13 |
147 |
 |
 |
 |
China Shenhua HK |
100 |
485,960 |
|
2.544 |
2.475 |
2.615 |
0.071 |
3 |
1,270,883 |
7 |
|
| long |
16/09/13 |
23/12/13 |
98 |
 |
 |
 |
Galaxy Entertainment |
100 |
237,477 |
|
5.352 |
6.370 |
|
1.019 |
19 |
1,512,757 |
91 |
|
| short |
23/12/13 |
19/05/14 |
147 |
 |
 |
 |
Belle International |
100 |
1,813,242 |
|
0.834 |
0.783 |
0.889 |
0.055 |
7 |
1,611,610 |
17 |
|
| long |
19/05/14 |
10/11/14 |
175 |
 |
 |
 |
Citic Pacific |
100 |
1,244,085 |
|
1.295 |
1.393 |
|
0.098 |
8 |
1,733,044 |
16 |
|
| short |
10/11/14 |
12/01/15 |
63 |
 |
 |
 |
Kunlun Energy |
100 |
1,672,908 |
|
1.036 |
0.825 |
1.300 |
0.264 |
26 |
2,175,450 |
273 |
|
| long |
12/01/15 |
13/07/15 |
182 |
 |
 |
 |
China Life Ins HK |
100 |
656,427 |
|
3.314 |
3.728 |
|
0.414 |
13 |
2,447,433 |
27 |
|
| short |
13/07/15 |
18/04/16 |
280 |
 |
 |
 |
China Shenhua HK |
100 |
1,317,828 |
|
1.857 |
1.521 |
2.268 |
0.411 |
22 |
2,988,966 |
30 |
|
| long |
18/04/16 |
21/11/16 |
217 |
 |
 |
 |
AAC Technologies |
100 |
453,248 |
|
6.595 |
8.782 |
|
2.188 |
33 |
3,980,587 |
62 |
|
| short |
21/11/16 |
27/02/17 |
98 |
 |
 |
 |
Lenovo |
100 |
6,893,941 |
|
0.577 |
0.572 |
0.583 |
0.005 |
1 |
4,018,479 |
4 |
|
| long |
27/02/17 |
23/04/18 |
420 |
 |
 |
 |
Geely Auto |
100 |
3,121,309 |
|
1.287 |
2.225 |
|
0.938 |
73 |
6,945,040 |
61 |
|
| short |
23/04/18 |
21/05/18 |
28 |
 |
 |
 |
China Merchants |
100 |
3,883,404 |
|
1.788 |
2.042 |
1.535 |
-0.253 |
-14 |
5,961,415 |
-86 |
|
| long |
21/05/18 |
25/06/18 |
35 |
 |
 |
 |
CNOOC |
100 |
3,800,644 |
|
1.569 |
1.376 |
|
-0.192 |
-12 |
5,230,909 |
-74 |
|
| short |
25/06/18 |
21/01/19 |
210 |
 |
 |
 |
WH Group |
100 |
7,760,927 |
|
0.674 |
0.770 |
0.579 |
-0.096 |
-14 |
4,489,697 |
-23 |
|
| long |
21/01/19 |
27/05/19 |
126 |
 |
 |
 |
Lenovo |
100 |
6,948,740 |
|
0.646 |
0.649 |
|
0.003 |
0 |
4,509,087 |
1 |
|
| 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 |
30/12/19 |
217 |
 |
 |
 |
AAC Technologies |
100 |
936,355 |
|
4.816 |
7.658 |
1.973 |
-2.843 |
-59 |
1,847,242 |
-78 |
|
| long |
30/12/19 |
3/02/20 |
35 |
 |
 |
 |
Sunny Optical |
100 |
118,736 |
|
15.557 |
14.947 |
|
-0.611 |
-4 |
1,774,748 |
-34 |
|
| short |
3/02/20 |
29/06/20 |
147 |
 |
 |
 |
Bank of East Asia |
100 |
910,740 |
|
1.949 |
2.009 |
1.889 |
-0.060 |
-3 |
1,720,115 |
-7 |
|
| long |
29/06/20 |
3/08/20 |
35 |
 |
 |
 |
Tencent |
100 |
30,800 |
|
55.847 |
59.199 |
|
3.352 |
6 |
1,823,350 |
84 |
|
| short |
3/08/20 |
31/08/20 |
28 |
 |
 |
 |
Swire Pacific |
100 |
440,354 |
|
4.141 |
4.559 |
3.723 |
-0.418 |
-10 |
1,639,220 |
-75 |
|
| long |
31/08/20 |
14/09/20 |
14 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
38,788 |
|
42.261 |
40.429 |
|
-1.832 |
-4 |
1,568,147 |
-69 |
|
| short |
14/09/20 |
4/01/21 |
112 |
 |
 |
 |
HSBC |
100 |
447,870 |
|
3.501 |
4.257 |
2.746 |
-0.756 |
-22 |
1,229,629 |
-55 |
|
| long |
4/01/21 |
19/07/21 |
196 |
 |
 |
 |
Geely Auto |
100 |
434,330 |
|
2.831 |
2.585 |
|
-0.246 |
-9 |
1,122,717 |
-16 |
|
| short |
19/07/21 |
24/01/22 |
189 |
 |
 |
 |
China Life Ins HK |
100 |
749,172 |
|
1.499 |
1.592 |
1.405 |
-0.093 |
-6 |
1,052,812 |
-12 |
|
| long |
24/01/22 |
25/04/22 |
91 |
 |
 |
 |
China Res Power |
100 |
449,639 |
|
2.341 |
1.665 |
|
-0.676 |
-29 |
748,808 |
-75 |
|
| short |
25/04/22 |
2/01/23 |
252 |
 |
 |
 |
AAC Technologies |
100 |
400,441 |
|
1.870 |
2.144 |
1.596 |
-0.274 |
-15 |
639,186 |
-20 |
|
| long |
2/01/23 |
24/04/23 |
112 |
 |
 |
 |
Sands China |
100 |
205,378 |
|
3.112 |
3.357 |
|
0.245 |
8 |
689,524 |
28 |
|
| short |
24/04/23 |
29/04/24 |
371 |
 |
 |
 |
JD.com |
100 |
43,182 |
|
15.968 |
14.064 |
18.129 |
2.161 |
14 |
782,844 |
13 |
|
| long |
29/04/24 |
12/08/24 |
105 |
 |
 |
 |
China Hongqiao |
100 |
613,850 |
|
1.275 |
1.184 |
|
-0.091 |
-7 |
726,953 |
-23 |
|
| accum | 9/01/06 |
12/08/24 | 7477 |
days out of 7484 invested (100%) |
7,170 |
726,953 |
23 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Galaxy Entertainment | short | 21/01/08 | 26/01/09 | 371 | 0.54 | 0.12 | 2.31 | 1.77 | 331.26 | | | |
| | long | 9/08/10 | 7/02/11 | 182 | 0.53 | 1.18 | | 0.65 | 121.77 | | | |
| | long | 4/04/11 | 1/08/11 | 119 | 1.08 | 1.95 | | 0.87 | 80.41 | | | |
| | long | 20/08/12 | 22/04/13 | 245 | 2.35 | 3.13 | | 0.78 | 33.26 | | | |
| | long | 16/09/13 | 23/12/13 | 98 | 5.35 | 6.37 | | 1.02 | 19.03 | | | 2,637.04 |
| China Ov Land & Inv | long | 9/01/06 | 21/01/08 | 742 | 0.39 | 1.24 | | 0.85 | 217.58 | | | 217.58 |
| Hengan | long | 26/01/09 | 25/01/10 | 364 | 2.58 | 4.73 | | 2.15 | 83.23 | | | 83.23 |
| Geely Auto | long | 27/02/17 | 23/04/18 | 420 | 1.29 | 2.23 | | 0.94 | 72.83 | | | |
| | long | 4/01/21 | 19/07/21 | 196 | 2.83 | 2.58 | | -0.25 | -8.69 | | | 57.80 |
| New World Dev | short | 1/08/11 | 26/12/11 | 147 | 3.76 | 2.46 | 5.73 | 1.98 | 52.54 | | | 52.54 |
| China Shenhua HK | short | 22/04/13 | 16/09/13 | 147 | 2.54 | 2.48 | 2.62 | 0.07 | 2.79 | | | |
| | short | 13/07/15 | 18/04/16 | 280 | 1.86 | 1.52 | 2.27 | 0.41 | 22.13 | | | 25.53 |
| Kunlun Energy | short | 10/11/14 | 12/01/15 | 63 | 1.04 | 0.83 | 1.30 | 0.26 | 25.53 | | | 25.53 |
| Lenovo | long | 26/12/11 | 21/05/12 | 147 | 0.54 | 0.66 | | 0.12 | 21.80 | | | |
| | short | 21/11/16 | 27/02/17 | 98 | 0.58 | 0.57 | 0.58 | 0.01 | 0.95 | | | |
| | long | 21/01/19 | 27/05/19 | 126 | 0.65 | 0.65 | | 0.00 | 0.43 | | | 23.49 |
| JD.com | short | 24/04/23 | 29/04/24 | 371 | 15.97 | 14.06 | 18.13 | 2.16 | 13.53 | | | 13.53 |
| Sands China | long | 2/01/23 | 24/04/23 | 112 | 3.11 | 3.36 | | 0.25 | 7.88 | | | 7.88 |
| Citic Pacific | long | 19/05/14 | 10/11/14 | 175 | 1.30 | 1.39 | | 0.10 | 7.53 | | | 7.53 |
| Belle International | short | 23/12/13 | 19/05/14 | 147 | 0.83 | 0.78 | 0.89 | 0.05 | 6.53 | | | 6.53 |
| Tencent | long | 29/06/20 | 3/08/20 | 35 | 55.85 | 59.20 | | 3.35 | 6.00 | | | 6.00 |
| China Life Ins HK | long | 12/01/15 | 13/07/15 | 182 | 3.31 | 3.73 | | 0.41 | 12.50 | | | |
| | short | 19/07/21 | 24/01/22 | 189 | 1.50 | 1.59 | 1.41 | -0.09 | -6.23 | | | 5.50 |
| Bank of East Asia | short | 3/02/20 | 29/06/20 | 147 | 1.95 | 2.01 | 1.89 | -0.06 | -3.08 | | | -3.08 |
| Sunny Optical | long | 30/12/19 | 3/02/20 | 35 | 15.56 | 14.95 | | -0.61 | -3.92 | | | -3.92 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| HK Exchgs & Clrg | long | 31/08/20 | 14/09/20 | 14 | 42.26 | 40.43 | | -1.83 | -4.34 | | | -4.34 |
| China Hongqiao | long | 29/04/24 | 12/08/24 | 105 | 1.28 | 1.18 | | -0.09 | -7.14 | | | -7.14 |
| Swire Pacific | short | 3/08/20 | 31/08/20 | 28 | 4.14 | 4.56 | 3.72 | -0.42 | -10.10 | | | -10.10 |
| CNOOC | long | 21/05/18 | 25/06/18 | 35 | 1.57 | 1.38 | | -0.19 | -12.25 | | | -12.25 |
| China Merchants | short | 23/04/18 | 21/05/18 | 28 | 1.79 | 2.04 | 1.54 | -0.25 | -14.16 | | | -14.16 |
| WH Group | short | 25/06/18 | 21/01/19 | 210 | 0.67 | 0.77 | 0.58 | -0.10 | -14.17 | | | -14.17 |
| China Res Land | short | 7/02/11 | 4/04/11 | 56 | 1.20 | 1.42 | 0.98 | -0.22 | -18.18 | | | -18.18 |
| HSBC | short | 14/09/20 | 4/01/21 | 112 | 3.50 | 4.26 | 2.75 | -0.76 | -21.59 | | | -21.59 |
| China Res Power | long | 24/01/22 | 25/04/22 | 91 | 2.34 | 1.67 | | -0.68 | -28.88 | | | -28.88 |
| China Unicom | short | 25/01/10 | 9/08/10 | 196 | 0.79 | 1.01 | 0.56 | -0.22 | -28.30 | | | |
| | short | 21/05/12 | 20/08/12 | 91 | 1.19 | 1.37 | 1.01 | -0.18 | -15.22 | | | -39.21 |
| AAC Technologies | long | 18/04/16 | 21/11/16 | 217 | 6.59 | 8.78 | | 2.19 | 33.18 | | | |
| | short | 27/05/19 | 30/12/19 | 217 | 4.82 | 7.66 | 1.97 | -2.84 | -59.03 | | | |
| | short | 25/04/22 | 2/01/23 | 252 | 1.87 | 2.14 | 1.60 | -0.27 | -14.64 | | | -53.43 |
Annotations
| 23/05/18 | HSI | | | index adaption
removed: Cathay Pacific Airways, Kunlun Energy, The Wharf
added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC |
| 19/07/17 | HSI | | | Belle drops out due to acquisition by Hillhouse Capital and CDH Investments |
| 1/04/17 | HSI | | | machine learning processed for all techniques |
| 6/03/17 | HSI | | | Geely Auto replaces Li & Fung |
| 28/12/16 | HSI | | | AAC Technologies and CKI replacen China Res Enterprises and Tingyi |
| 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 |
| 27/07/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
| 8/06/15 | HSI | | | CK Property and The Link REIT replace Costco and Hutchison Whampoa. |
| 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 |
|
|