Assessment - Hang Seng Commerce & Industry in Renminbi yuán - 6/21/21 - RS = 17

 ⇐ 

								instrument	freshest		⇓ Δday	6/21/21	⇓ Δwk	2/22/21	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	7,844.942	8/12/24	-0.05	15,377.295		16,719.225	-1,341.930	-8.03		4.14
								Alibaba	65.324	8/12/24	0.77	171.033		208.856	-37.823	-18.11		-17.22
						L		Alibaba Health	2.698	8/12/24	-0.61	14.172		22.627	-8.455	-37.37		-23.80
								ANTA Sports Products	56.872	8/12/24	-2.78	144.387		114.012	30.375	26.64		63.92
						S		Baidu	68.821	8/12/24	-0.66	150.715						-na-
						S		Budweiser Brewing	7.744	8/12/24	-2.11	20.276		22.711	-2.435	-10.72		-4.70
						L		BYD Company	177.861	8/12/24	-0.28	193.682		199.522	-5.840	-2.93		70.37
								CK Hutchison	33.640	8/12/24	0.12	49.045		47.005	2.040	4.34		5.02
						L		China Hongqiao	8.260	8/12/24	1.33	8.252		8.701	-0.449	-5.16		43.02
						S		China Mengniu Dairy	11.025	8/12/24	-2.79	38.303		39.463	-1.159	-2.94		10.85
						L		China Mobile	59.037	8/12/24	-0.56	40.510		46.380	-5.870	-12.66		-6.00
								China Res Beer	19.735	8/12/24	-2.47	58.579		54.589	3.990	7.31		19.25
						L		China Shenhua HK	26.896	8/12/24	1.57	14.056		12.951	1.104	8.53		12.72
						L		China Unicom	4.971	8/12/24	-5.84	3.497		4.500	-1.003	-22.29		-13.33
						S		Chow Tai Fook Jwl	5.479	8/12/24	-0.75	13.739		9.301	4.438	47.72		58.02
								Citic Pacific	5.912	8/12/24		6.803		5.509	1.294	23.49		17.99
						L		CNOOC	16.437	8/12/24	-0.80	7.219		8.384	-1.165	-13.89		2.60
						L		CSPC Pharmaceutical	4.938	8/12/24	1.02	9.409		7.009	2.400	34.24		21.37
						L		Galaxy Entertainment	24.522	8/12/24	-4.38	52.667		58.215	-5.548	-9.53		2.36
								Geely Auto	6.353	8/12/24	0.26	20.859		23.628	-2.769	-11.72		24.06
								Haidilao Inter	10.175	8/12/24	-1.93	31.226		59.548	-28.323	-47.56		-27.13
						L		Haier Smart Home	20.234	8/12/24	1.67	22.607		27.045	-4.437	-16.41		-na-
						L		Hansoh Pharma	15.405	8/12/24	-2.22	27.312		34.295	-6.983	-20.36		-11.77
								Hengan	21.108	8/12/24	-0.20	43.674		45.755	-2.081	-4.55		-8.21
								JD Health	17.528	8/12/24	-2.55	88.514		132.431	-43.917	-33.16		-na-
								instrument	freshest		⇓ Δday	6/21/21	⇓ Δwk	2/22/21	prc diff	⇓ Δ17		⇓∅-RS
						L		JD.com	83.351	8/12/24	-0.10	233.151		329.202	-96.051	-29.18		-10.24
						L		Lenovo	8.560	8/12/24	2.59	7.269		8.368	-1.098	-13.13		29.42
						S		Li Auto	64.116	8/12/24	-1.79							-na-
								Li Ning	11.708	8/12/24	-1.13	67.572		40.379	27.193	67.34		89.55
						L		Meituan	86.599	8/12/24	-2.07	251.303		333.536	-82.233	-24.65		8.19
								MTR	21.566	8/12/24	0.19	35.347		37.546	-2.198	-5.86		-1.87
								NetEase	117.242	8/12/24	0.50	140.473		153.350	-12.877	-8.40		6.10
						S		Nongfu Spring	24.481	8/12/24	1.55	34.098		50.922	-16.824	-33.04		-na-
						L		Orient Overseas	86.849	8/12/24	2.25	114.077		61.840	52.237	84.47		149.01
								PetroChina	5.554	8/12/24		2.848		2.334	0.514	22.03		26.51
						S		Sands China	11.291	8/12/24	-2.87	28.936		29.878	-0.943	-3.15		2.69
						L		SMIC	13.773	8/12/24	-0.24	19.568		21.752	-2.184	-10.04		-4.60
						L		Shenzhou Inter	51.543	8/12/24	-0.24	156.711		149.933	6.778	4.52		32.95
						S		Sino Biopharm	2.456	8/12/24	2.08	6.328		6.167	0.161	2.61		-10.69
								Sinopec	4.130	8/12/24	0.61	3.289		3.667	-0.378	-10.31		4.96
						L		Sinopharm	16.820	8/12/24	1.10	19.068		15.418	3.650	23.67		14.13
						L		Sunny Optical	36.013	8/12/24	1.29	188.852		177.186	11.666	6.58		40.82
								Techtronic Inds	80.395	8/12/24	-0.26	109.914		103.178	6.736	6.53		18.05
						L		Tencent	312.256	8/12/24	1.35	491.698		594.648	-102.949	-17.31		-1.54
						L		Tingyi	7.486	8/12/24	-0.66	12.540		12.285	0.256	2.08		4.23
								Trip.com	275.451	8/12/24	0.55	237.314						-na-
								WH Group	4.380	8/12/24		5.837		5.667	0.170	3.00		1.99
						S		WuXi AppTec HK	29.269	8/12/24	1.44	139.474		127.097	12.377	9.74		42.22
								WuXi Biologics	9.809	8/12/24	3.70	114.410		89.926	24.484	27.23		70.44
								Xiaomi	13.706	8/12/24	0.37	23.273		24.169	-0.896	-3.71		18.89
								instrument	freshest		⇓ Δday	6/21/21	⇓ Δwk	2/22/21	prc diff	⇓ Δ17		⇓∅-RS
								Xinyi Glass	6.287	8/12/24	-0.13	26.146		18.419	7.728	41.95		74.73
								Xinyi Solar	2.939	8/12/24	0.28	13.006		15.768	-2.762	-17.52		23.69
								Zhongsheng	8.860	8/12/24	-1.12	50.627		43.921	6.706	15.27		13.16
								Zijin Mining HK	12.740	8/12/24	0.66	8.235		12.151	-3.916	-32.23		33.71
HSI-C&I - 50 out of 53 instruments rated - 6/21/21 / 2/22/21 - 21 did rise, Market-Ratio(17) in CNY = 42.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37
1/03/22	scale up chart	7/01/24

 

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
1/02/06		1/09/06	7				- cash -
long	1/09/06	1/21/08	742				Tingyi	100	2,277		4.391	11.225		6.834	156	25,562	59
short	1/21/08	2/16/09	392				Galaxy Entertainment	100	4,509		5.668	1.067	30.106	24.437	431	135,750	373
long	2/16/09	5/10/10	448				Hengan	100	5,409		25.093	48.968		23.875	95	264,892	72
short	5/10/10	6/21/10	42				Citic Pacific	100	19,391		13.660	13.322	14.007	0.347	3	271,621	24
long	6/21/10	8/09/10	49				Galaxy Entertainment	100	71,717		3.787	4.768		0.981	26	341,966	456
short	8/09/10	8/30/10	21				Citic Pacific	100	24,672		13.860	13.961	13.759	-0.101	-1	339,477	-12
long	8/30/10	8/08/11	343				Galaxy Entertainment	100	62,437		5.437	16.326		10.889	200	1,019,338	222
short	8/08/11	1/16/12	161				Li & Fung	100	95,457		10.678	13.939	7.418	-3.261	-31	708,078	-56
long	1/16/12	5/21/12	126				Sands China	100	34,454		20.551	21.128		0.576	3	727,939	8
short	5/21/12	9/17/12	119				Citic Pacific	100	76,027		9.575	7.955	11.525	1.950	20	876,201	77
long	9/17/12	4/08/13	203				Galaxy Entertainment	100	43,437		20.172	24.567		4.396	22	1,067,138	43
short	4/08/13	9/30/13	175				Li & Fung	100	125,728		8.488	8.903	8.073	-0.415	-5	1,014,943	-10
long	9/30/13	2/03/14	126				Galaxy Entertainment	100	23,638		42.935	59.565		16.630	39	1,408,044	158
short	2/03/14	5/26/14	112				Belle International	100	215,230		6.542	6.631	6.453	-0.089	-1	1,388,838	-4
long	5/26/14	10/06/14	133				Tencent	100	16,038		86.593	94.748		8.154	9	1,519,618	28
short	10/06/14	4/13/15	189				Galaxy Entertainment	100	39,706		38.271	31.695	46.212	7.941	21	1,834,927	44
long	4/13/15	7/06/15	84				Tencent	100	13,412		136.808	117.324		-19.484	-14	1,573,603	-49
short	7/06/15	5/09/16	308				Sands China	100	67,755		23.225	22.872	23.583	0.358	2	1,597,862	2
long	5/09/16	12/26/16	231				MTR	100	49,447		32.315	33.403		1.089	3	1,651,698	5
short	12/26/16	2/27/17	63				Hengan	100	33,473		49.344	59.604	39.083	-10.261	-21	1,308,243	-74
long	2/27/17	3/05/18	371				Galaxy Entertainment	100	39,815		32.858	53.385		20.528	62	2,125,554	61
short	3/05/18	6/11/18	98				China Merchants	100	147,792		14.382	14.240	14.525	0.143	1	2,146,713	4
long	6/11/18	7/09/18	28				Sunny Optical	100	15,510		138.407	122.280		-16.127	-12	1,896,586	-80
short	7/09/18	2/11/19	217				WH Group	100	351,645		5.393	6.369	4.418	-0.976	-18	1,553,431	-29
long	2/11/19	5/27/19	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	5/27/19	12/23/19	210				AAC Technologies	100	42,386		37.185	58.916	15.454	-21.731	-58	655,029	-78
long	12/23/19	2/24/20	63				Sunny Optical	100	5,276		124.133	115.399		-8.735	-7	608,944	-34
short	2/24/20	7/13/20	140				PetroChina	100	209,763		2.903	2.500	3.371	0.468	16	707,093	48
long	7/13/20	8/10/20	28				Geely Auto	100	41,104		17.202	15.052		-2.150	-13	618,703	-82
short	8/10/20	1/18/21	161				Swire Pacific	100	17,709		34.936	41.014	28.857	-6.078	-17	511,059	-35
long	1/18/21	6/28/21	161				Geely Auto	100	19,080		26.785	21.205		-5.580	-21	404,597	-41
short	6/28/21	1/17/22	203				China Unicom	100	112,887		3.584	3.308	3.883	0.299	8	438,353	15
long	1/17/22	5/09/22	112				Want Want China	100	70,881		6.184	5.957		-0.227	-4	422,267	-11
short	5/09/22	1/09/23	245				Sunny Optical	100	4,921		85.803	80.913	90.989	5.186	6	447,787	9
long	1/09/23	5/08/23	119				Sands China	100	18,440		24.283	22.999		-1.283	-5	424,121	-15
short	5/08/23	5/13/24	371				JD.com	100	3,450		122.926	119.709	126.230	3.304	3	435,518	3
long	5/13/24	8/12/24	91				China Hongqiao	100	39,797		10.943	9.251		-1.693	-15	368,158	-49
accum	1/09/06	8/12/24	7318	days out of 7325 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	1/21/08	2/16/09	392	5.67	1.07	30.11	24.44	431.13
	long	6/21/10	8/09/10	49	3.79	4.77		0.98	25.90
	long	8/30/10	8/08/11	343	5.44	16.33		10.89	200.27
	long	9/17/12	4/08/13	203	20.17	24.57		4.40	21.79
	long	9/30/13	2/03/14	126	42.94	59.57		16.63	38.73
	short	10/06/14	4/13/15	189	38.27	31.69	46.21	7.94	20.75
	long	2/27/17	3/05/18	371	32.86	53.39		20.53	62.47			6,555.72
Tingyi	long	1/09/06	1/21/08	742	4.39	11.23		6.83	155.66			155.66
Hengan	long	2/16/09	5/10/10	448	25.09	48.97		23.88	95.15
	short	12/26/16	2/27/17	63	49.34	59.60	39.08	-10.26	-20.79			54.57
Citic Pacific	short	5/10/10	6/21/10	42	13.66	13.32	14.01	0.35	2.54
	short	8/09/10	8/30/10	21	13.86	13.96	13.76	-0.10	-0.73
	short	5/21/12	9/17/12	119	9.57	7.95	11.52	1.95	20.37			22.53
PetroChina	short	2/24/20	7/13/20	140	2.90	2.50	3.37	0.47	16.12			16.12
China Unicom	short	6/28/21	1/17/22	203	3.58	3.31	3.88	0.30	8.34			8.34
MTR	long	5/09/16	12/26/16	231	32.31	33.40		1.09	3.37			3.37
JD.com	short	5/08/23	5/13/24	371	122.93	119.71	126.23	3.30	2.69			2.69
Lenovo	long	2/11/19	5/27/19	105	4.94	5.01		0.07	1.46			1.46
China Merchants	short	3/05/18	6/11/18	98	14.38	14.24	14.53	0.14	1.00			1.00
Sands China	long	1/16/12	5/21/12	126	20.55	21.13		0.58	2.80
	short	7/06/15	5/09/16	308	23.22	22.87	23.58	0.36	1.54
	long	1/09/23	5/08/23	119	24.28	23.00		-1.28	-5.29			-1.13
Belle International	short	2/03/14	5/26/14	112	6.54	6.63	6.45	-0.09	-1.36			-1.36
Want Want China	long	1/17/22	5/09/22	112	6.18	5.96		-0.23	-3.67			-3.67
Tencent	long	5/26/14	10/06/14	133	86.59	94.75		8.15	9.42
	long	4/13/15	7/06/15	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	6/11/18	7/09/18	28	138.41	122.28		-16.13	-11.65
	long	12/23/19	2/24/20	63	124.13	115.40		-8.73	-7.04
	short	5/09/22	1/09/23	245	85.80	80.91	90.99	5.19	6.04			-12.90
China Hongqiao	long	5/13/24	8/12/24	91	10.94	9.25		-1.69	-15.47			-15.47
Swire Pacific	short	8/10/20	1/18/21	161	34.94	41.01	28.86	-6.08	-17.40			-17.40
WH Group	short	7/09/18	2/11/19	217	5.39	6.37	4.42	-0.98	-18.09			-18.09
Geely Auto	long	7/13/20	8/10/20	28	17.20	15.05		-2.15	-12.50
	long	1/18/21	6/28/21	161	26.78	21.21		-5.58	-20.83			-30.73
Li & Fung	short	8/08/11	1/16/12	161	10.68	13.94	7.42	-3.26	-30.54
	short	4/08/13	9/30/13	175	8.49	8.90	8.07	-0.42	-4.89			-33.93
AAC Technologies	short	5/27/19	12/23/19	210	37.18	58.92	15.45	-21.73	-58.44			-58.44

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

write an annotation