Assessment - Hang Seng Commerce & Industry in Japanese yen - 16/08/21 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	16/08/21	Δwk	19/04/21	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	133,693.773	12/08/24	-0.05	231,232.770		255,778.138	-24,545.368	-9.60		-3.98
						L		CNOOC	280.122	12/08/24	-0.80	117.214		116.751	0.463	0.40		4.15
						L		China Shenhua HK	458.356	12/08/24	1.57	222.508		229.328	-6.819	-2.97		8.25
								PetroChina	94.651	12/08/24		48.390		39.520	8.870	22.44		29.75
								Trip.com	4,694.246	12/08/24	0.55	2,713.240		3,899.125	-1,185.885	-30.41		-na-
						L		China Mobile	1,006.113	12/08/24	-0.56	736.491		724.998	11.494	1.59		7.82
						L		China Unicom	84.718	12/08/24	-5.84	62.013		62.898	-0.885	-1.41		-3.95
								Sinopec	70.385	12/08/24	0.61	52.221		59.419	-7.198	-12.11		2.19
								Zijin Mining HK	217.116	12/08/24	0.66	169.152		153.905	15.246	9.91		47.56
						L		Lenovo	145.879	12/08/24	2.59	116.647		150.009	-33.363	-22.24		17.95
								NetEase	1,998.035	12/08/24	0.50	1,935.596		2,323.890	-388.294	-16.71		-10.95
						L		Sinopharm	286.650	12/08/24	1.10	315.031		335.364	-20.333	-6.06		15.24
						L		China Hongqiao	140.771	12/08/24	1.33	160.637		166.151	-5.514	-3.32		50.83
						L		BYD Company	3,031.109	12/08/24	-0.28	3,598.733		2,568.802	1,029.930	40.09		60.61
								Citic Pacific	100.753	12/08/24		119.910		111.463	8.447	7.58		28.04
								WH Group	74.642	12/08/24		90.252		92.956	-2.703	-2.91		-1.16
						L		Haier Smart Home	344.831	12/08/24	1.67	425.718		469.648	-43.931	-9.35		-na-
						L		Tencent	5,321.470	12/08/24	1.35	6,839.863		8,725.022	-1,885.160	-21.61		-15.12
						S		Nongfu Spring	417.203	12/08/24	1.55	563.366		564.274	-0.907	-0.16		-na-
						S		Li Auto	1,092.675	12/08/24	-1.79	1,509.878						-na-
						L		Hansoh Pharma	262.526	12/08/24	-2.22	364.698		495.392	-130.694	-26.38		-25.16
								CK Hutchison	573.300	12/08/24	0.12	823.764		897.550	-73.787	-8.22		7.48
						L		SMIC	234.712	12/08/24	-0.24	341.284		367.369	-26.086	-7.10		6.45
								Xiaomi	233.577	12/08/24	0.37	352.636		370.152	-17.516	-4.73		0.57
						L		Tingyi	127.573	12/08/24	-0.66	196.114		199.827	-3.713	-1.86		-0.55
								⇓instrument	freshest		⇓ Δday	16/08/21	Δwk	19/04/21	prc diff	⇓ Δ17		⇓∅-RS
						L		Orient Overseas	1,480.078	12/08/24	2.25	2,396.790		1,537.663	859.127	55.87		170.00
						L		Galaxy Entertainment	417.913	12/08/24	-4.38	697.467		971.998	-274.531	-28.24		-16.58
								MTR	367.536	12/08/24	0.19	638.576		614.370	24.207	3.94		8.33
						S		Baidu	1,172.852	12/08/24	-0.66	2,081.759		2,930.606	-848.847	-28.96		-na-
								Techtronic Inds	1,370.101	12/08/24	-0.26	2,439.362		1,931.472	507.890	26.30		49.88
								Hengan	359.731	12/08/24	-0.20	652.767		718.736	-65.969	-9.18		-11.76
						L		CSPC Pharmaceutical	84.150	12/08/24	1.02	158.367		135.676	22.691	16.72		24.94
						S		Sands China	192.424	12/08/24	-2.87	368.955		514.178	-145.223	-28.24		-18.16
						L		Meituan	1,475.821	12/08/24	-2.07	3,141.796		4,024.364	-882.569	-21.93		-20.60
						S		Sino Biopharm	41.862	12/08/24	2.08	93.658		115.220	-21.563	-18.71		-13.98
						S		Budweiser Brewing	131.972	12/08/24	-2.11	302.969		340.930	-37.961	-11.13		-11.22
								Alibaba	1,113.252	12/08/24	0.77	2,559.982		3,228.397	-668.416	-20.70		-21.27
						S		Chow Tai Fook Jwl	93.374	12/08/24	-0.75	216.265		175.614	40.651	23.15		39.63
								ANTA Sports Products	969.217	12/08/24	-2.78	2,408.143		1,948.171	459.972	23.61		49.46
								Haidilao Inter	173.409	12/08/24	-1.93	439.199		702.733	-263.534	-37.50		-36.94
								China Res Beer	336.317	12/08/24	-2.47	881.945		896.854	-14.909	-1.66		6.76
						L		JD.com	1,420.478	12/08/24	-0.10	3,740.639		4,194.134	-453.495	-10.81		-12.96
						L		Shenzhou Inter	878.397	12/08/24	-0.24	2,496.124		2,450.521	45.604	1.86		18.65
						S		China Mengniu Dairy	187.883	12/08/24	-2.79	618.000		639.418	-21.417	-3.35		6.38
								Geely Auto	108.274	12/08/24	0.26	376.760		317.969	58.791	18.49		29.44
								JD Health	298.712	12/08/24	-2.55	1,053.651		1,532.097	-478.446	-31.23		-na-
						L		Alibaba Health	45.978	12/08/24	-0.61	168.584		320.057	-151.472	-47.33		-39.55
								Xinyi Glass	107.139	12/08/24	-0.13	404.432		365.282	39.150	10.72		41.74
						S		WuXi AppTec HK	498.799	12/08/24	1.44	2,206.636		1,849.607	357.029	19.30		27.85
								Xinyi Solar	50.093	12/08/24	0.28	228.185		193.147	35.037	18.14		19.95
								⇓instrument	freshest		⇓ Δday	16/08/21	Δwk	19/04/21	prc diff	⇓ Δ17		⇓∅-RS
						L		Sunny Optical	613.743	12/08/24	1.29	3,150.310		2,707.958	442.353	16.34		36.15
								Li Ning	199.520	12/08/24	-1.13	1,291.343		845.367	445.976	52.76		87.89
								Zhongsheng	150.988	12/08/24	-1.12	990.503		783.443	207.060	26.43		30.18
								WuXi Biologics	167.165	12/08/24	3.70	1,717.061		1,507.049	210.012	13.94		36.87
HSI-C&I - 52 out of 53 instruments rated - 16/08/21 / 19/04/21 - 21 did rise, Market-Ratio(17) in JPY = 40.38 %
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

write an annotation