Assessment - Hang Seng Commerce & Industry in Pound sterling - 18/10/21 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	18/10/21	⇓ Δwk	21/06/21	prc diff	⇓ Δ17		∅-RS
						L		HSI-CI	881.987	12/08/24	-0.05	1,499.817		1,707.701	-207.885	-12.17		-8.30
								Li Ning	1.316	12/08/24	-1.13	8.196		7.504	0.692	9.22		46.41
						S		Chow Tai Fook Jwl	0.616	12/08/24	-0.75	1.676		1.526	0.150	9.83		45.51
								PetroChina	0.624	12/08/24		0.383		0.316	0.067	21.07		41.39
						L		Orient Overseas	9.764	12/08/24	2.25	11.496		12.669	-1.173	-9.26		37.80
						L		BYD Company	19.996	12/08/24	-0.28	25.913		21.509	4.404	20.47		35.31
						L		China Shenhua HK	3.024	12/08/24	1.57	1.786		1.561	0.225	14.43		21.73
						S		WuXi AppTec HK	3.291	12/08/24	1.44	15.943		15.489	0.454	2.93		20.86
								Techtronic Inds	9.039	12/08/24	-0.26	14.567		12.206	2.360	19.34		20.18
								Zijin Mining HK	1.432	12/08/24	0.66	1.077		0.915	0.162	17.72		17.90
								Zhongsheng	0.996	12/08/24	-1.12	6.399		5.622	0.776	13.81		17.38
								WuXi Biologics	1.103	12/08/24	3.70	10.757		12.706	-1.949	-15.34		10.35
								Citic Pacific	0.665	12/08/24		0.744		0.755	-0.011	-1.49		10.35
						L		China Hongqiao	0.929	12/08/24	1.33	0.931		0.916	0.014	1.54		8.10
						L		Sunny Optical	4.049	12/08/24	1.29	18.910		20.973	-2.062	-9.83		6.94
						L		CNOOC	1.848	12/08/24	-0.80	0.824		0.802	0.022	2.76		7.08
								Geely Auto	0.714	12/08/24	0.26	2.322		2.316	0.005	0.23		7.09
								Xinyi Solar	0.330	12/08/24	0.28	1.507		1.444	0.063	4.35		6.08
						L		Sinopharm	1.891	12/08/24	1.10	2.008		2.118	-0.110	-5.17		4.87
								Sinopec	0.464	12/08/24	0.61	0.374		0.365	0.009	2.52		4.81
						S		China Mengniu Dairy	1.239	12/08/24	-2.79	4.306		4.254	0.053	1.24		3.79
						L		JD.com	9.371	12/08/24	-0.10	29.751		25.892	3.859	14.90		2.07
						L		Shenzhou Inter	5.795	12/08/24	-0.24	15.250		17.403	-2.153	-12.37		0.05
						L		China Mobile	6.637	12/08/24	-0.56	4.545		4.499	0.046	1.03		-0.96
						L		Tingyi	0.842	12/08/24	-0.66	1.327		1.393	-0.065	-4.68		-1.40
								⇓instrument	freshest		⇓ Δday	18/10/21	⇓ Δwk	21/06/21	prc diff	⇓ Δ17		∅-RS
						L		Meituan	9.736	12/08/24	-2.07	26.250		27.908	-1.658	-5.94		-1.67
						L		Lenovo	0.962	12/08/24	2.59	0.724		0.807	-0.084	-10.36		-3.65
								MTR	2.425	12/08/24	0.19	3.937		3.925	0.011	0.28		-3.67
								NetEase	13.181	12/08/24	0.50	13.977		15.600	-1.623	-10.40		-4.53
								ANTA Sports Products	6.394	12/08/24	-2.78	11.871		16.035	-4.164	-25.97		-5.31
								Xinyi Glass	0.707	12/08/24	-0.13	2.083		2.904	-0.821	-28.26		-6.05
								China Res Beer	2.219	12/08/24	-2.47	5.477		6.505	-1.029	-15.82		-6.63
						L		CSPC Pharmaceutical	0.555	12/08/24	1.02	0.810		1.045	-0.235	-22.50		-6.77
								CK Hutchison	3.782	12/08/24	0.12	4.934		5.447	-0.513	-9.42		-7.61
						L		SMIC	1.548	12/08/24	-0.24	2.055		2.173	-0.118	-5.44		-7.90
						L		China Unicom	0.559	12/08/24	-5.84	0.379		0.388	-0.009	-2.38		-9.43
						L		Tencent	35.106	12/08/24	1.35	46.527		54.605	-8.078	-14.79		-13.39
						S		Nongfu Spring	2.752	12/08/24	1.55	3.497		3.787	-0.290	-7.66		-13.86
								Hengan	2.373	12/08/24	-0.20	3.927		4.850	-0.923	-19.03		-17.31
								Xiaomi	1.541	12/08/24	0.37	1.999		2.585	-0.586	-22.67		-18.19
						S		Budweiser Brewing	0.871	12/08/24	-2.11	1.801		2.252	-0.451	-20.01		-18.93
						S		Sino Biopharm	0.276	12/08/24	2.08	0.564		0.703	-0.139	-19.81		-19.60
								WH Group	0.492	12/08/24		0.480		0.648	-0.168	-25.91		-21.26
								Alibaba	7.344	12/08/24	0.77	15.250		18.994	-3.744	-19.71		-23.42
						L		Galaxy Entertainment	2.757	12/08/24	-4.38	3.857		5.849	-1.992	-34.06		-28.98
								Haidilao Inter	1.144	12/08/24	-1.93	2.813		3.468	-0.655	-18.88		-32.78
						L		Hansoh Pharma	1.732	12/08/24	-2.22	1.872		3.033	-1.161	-38.27		-36.74
						S		Sands China	1.269	12/08/24	-2.87	1.620		3.213	-1.594	-49.60		-41.47
						L		Alibaba Health	0.303	12/08/24	-0.61	0.989		1.574	-0.585	-37.19		-41.66
						S		Baidu	7.737	12/08/24	-0.66	15.699		16.737	-1.038	-6.20		-na-
								⇓instrument	freshest		⇓ Δday	18/10/21	⇓ Δwk	21/06/21	prc diff	⇓ Δ17		∅-RS
						L		Haier Smart Home	2.275	12/08/24	1.67	2.579		2.511	0.069	2.73		-na-
								JD Health	1.971	12/08/24	-2.55	6.843		9.830	-2.986	-30.38		-na-
						S		Li Auto	7.208	12/08/24	-1.79	10.981						-na-
								Trip.com	30.968	12/08/24	0.55	23.760		26.355	-2.595	-9.85		-na-
HSI-C&I - 52 out of 53 instruments rated - 18/10/21 / 21/06/21 - 19 did rise, Market-Ratio(17) in GBP = 36.54 %
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 Pound sterling * 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	32,525		0.307	0.793		0.485	158	25,779	59
short	21/01/08	16/02/09	392				Galaxy Entertainment	100	64,411		0.400	0.109	1.472	1.072	268	94,832	236
long	16/02/09	10/05/10	448				Hengan	100	37,073		2.558	4.845		2.287	89	179,614	68
short	10/05/10	21/06/10	42				Citic Pacific	100	132,897		1.352	1.316	1.388	0.037	3	184,488	26
long	21/06/10	9/08/10	49				Galaxy Entertainment	100	493,172		0.374	0.442		0.068	18	217,922	246
short	9/08/10	30/08/10	21				Citic Pacific	100	169,663		1.284	1.323	1.246	-0.038	-3	211,452	-41
long	30/08/10	8/08/11	343				Galaxy Entertainment	100	410,539		0.515	1.545		1.030	200	634,411	222
short	8/08/11	16/01/12	161				Li & Fung	100	627,657		1.011	1.442	0.580	-0.431	-43	363,916	-72
long	16/01/12	21/05/12	126				Sands China	100	171,207		2.126	2.111		-0.014	-1	361,442	-2
short	21/05/12	17/09/12	119				Citic Pacific	100	377,792		0.957	0.776	1.180	0.223	23	445,719	90
long	17/09/12	8/04/13	203				Galaxy Entertainment	100	226,549		1.967	2.557		0.590	30	579,336	60
short	8/04/13	30/09/13	175				Li & Fung	100	655,743		0.883	0.908	0.859	-0.025	-3	563,087	-6
long	30/09/13	3/02/14	126				Galaxy Entertainment	100	128,547		4.380	6.025		1.645	38	774,529	152
short	3/02/14	26/05/14	112				Belle International	100	1,170,422		0.662	0.631	0.694	0.032	5	812,273	17
long	26/05/14	6/10/14	133				Tencent	100	98,582		8.240	9.600		1.360	17	946,358	52
short	6/10/14	13/04/15	189				Galaxy Entertainment	100	244,060		3.878	3.474	4.329	0.451	12	1,056,439	24
long	13/04/15	6/07/15	84				Tencent	100	70,461		14.993	12.109		-2.885	-19	853,186	-60
short	6/07/15	9/05/16	308				Sands China	100	355,949		2.397	2.436	2.358	-0.039	-2	839,329	-2
long	9/05/16	26/12/16	231				MTR	100	243,884		3.441	3.913		0.472	14	954,381	23
short	26/12/16	27/02/17	63				Hengan	100	165,098		5.781	6.968	4.593	-1.188	-21	758,295	-74
long	27/02/17	5/03/18	371				Galaxy Entertainment	100	197,399		3.841	6.071		2.230	58	1,198,496	57
short	5/03/18	11/06/18	98				China Merchants	100	732,737		1.636	1.662	1.609	-0.027	-2	1,178,828	-6
long	11/06/18	9/07/18	28				Sunny Optical	100	72,955		16.158	13.953		-2.205	-14	1,017,982	-85
short	9/07/18	11/02/19	217				WH Group	100	1,654,042		0.615	0.729	0.502	-0.113	-18	830,495	-29
long	11/02/19	27/05/19	105				Lenovo	100	1,469,595		0.565	0.573		0.008	1	841,618	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	198,030		4.250	6.496	2.004	-2.246	-53	396,756	-73
long	23/12/19	24/02/20	63				Sunny Optical	100	28,986		13.688	12.712		-0.976	-7	368,470	-35
short	24/02/20	13/07/20	140				PetroChina	100	1,152,257		0.320	0.283	0.361	0.041	13	415,965	37
long	13/07/20	10/08/20	28				Geely Auto	100	213,395		1.949	1.653		-0.296	-15	352,736	-88
short	10/08/20	18/01/21	161				Swire Pacific	100	91,940		3.837	4.654	3.020	-0.817	-21	277,625	-42
long	18/01/21	28/06/21	161				Geely Auto	100	91,352		3.039	2.366		-0.673	-22	216,101	-43
short	28/06/21	17/01/22	203				China Unicom	100	540,488		0.400	0.382	0.419	0.019	5	226,357	9
long	17/01/22	9/05/22	112				Want Want China	100	317,176		0.714	0.717		0.003	0	227,376	1
short	9/05/22	9/01/23	245				Sunny Optical	100	22,021		10.325	9.803	10.875	0.550	5	239,493	8
long	9/01/23	8/05/23	119				Sands China	100	81,409		2.942	2.635		-0.307	-10	214,489	-29
short	8/05/23	13/05/24	371				JD.com	100	15,231		14.082	13.178	15.049	0.966	7	229,209	7
long	13/05/24	12/08/24	91				China Hongqiao	100	190,271		1.205	1.005		-0.200	-17	191,185	-52
accum	9/01/06	12/08/24	7174	days out of 7181 invested (100%)										1,812		191,185	16

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	0.40	0.11	1.47	1.07	267.88
	long	21/06/10	9/08/10	49	0.37	0.44		0.07	18.12
	long	30/08/10	8/08/11	343	0.52	1.55		1.03	200.03
	long	17/09/12	8/04/13	203	1.97	2.56		0.59	29.98
	long	30/09/13	3/02/14	126	4.38	6.03		1.64	37.55
	short	6/10/14	13/04/15	189	3.88	3.47	4.33	0.45	11.63
	long	27/02/17	5/03/18	371	3.84	6.07		2.23	58.05			4,012.57
Tingyi	long	9/01/06	21/01/08	742	0.31	0.79		0.49	157.79			157.79
Hengan	long	16/02/09	10/05/10	448	2.56	4.84		2.29	89.40
	short	26/12/16	27/02/17	63	5.78	6.97	4.59	-1.19	-20.55			50.49
Citic Pacific	short	10/05/10	21/06/10	42	1.35	1.32	1.39	0.04	2.71
	short	9/08/10	30/08/10	21	1.28	1.32	1.25	-0.04	-2.97
	short	21/05/12	17/09/12	119	0.96	0.78	1.18	0.22	23.32			22.90
MTR	long	9/05/16	26/12/16	231	3.44	3.91		0.47	13.71			13.71
PetroChina	short	24/02/20	13/07/20	140	0.32	0.28	0.36	0.04	12.89			12.89
JD.com	short	8/05/23	13/05/24	371	14.08	13.18	15.05	0.97	6.86			6.86
Belle International	short	3/02/14	26/05/14	112	0.66	0.63	0.69	0.03	4.87			4.87
China Unicom	short	28/06/21	17/01/22	203	0.40	0.38	0.42	0.02	4.75			4.75
Lenovo	long	11/02/19	27/05/19	105	0.57	0.57		0.01	1.34			1.34
Want Want China	long	17/01/22	9/05/22	112	0.71	0.72		0.00	0.45			0.45
China Merchants	short	5/03/18	11/06/18	98	1.64	1.66	1.61	-0.03	-1.64			-1.64
Tencent	long	26/05/14	6/10/14	133	8.24	9.60		1.36	16.51
	long	13/04/15	6/07/15	84	14.99	12.11		-2.88	-19.24			-5.91
Sands China	long	16/01/12	21/05/12	126	2.13	2.11		-0.01	-0.68
	short	6/07/15	9/05/16	308	2.40	2.44	2.36	-0.04	-1.62
	long	9/01/23	8/05/23	119	2.94	2.63		-0.31	-10.44			-12.49
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Sunny Optical	long	11/06/18	9/07/18	28	16.16	13.95		-2.20	-13.64
	long	23/12/19	24/02/20	63	13.69	12.71		-0.98	-7.13
	short	9/05/22	9/01/23	245	10.33	9.80	10.88	0.55	5.33			-15.53
China Hongqiao	long	13/05/24	12/08/24	91	1.20	1.00		-0.20	-16.59			-16.59
WH Group	short	9/07/18	11/02/19	217	0.62	0.73	0.50	-0.11	-18.42			-18.42
Swire Pacific	short	10/08/20	18/01/21	161	3.84	4.65	3.02	-0.82	-21.29			-21.29
Geely Auto	long	13/07/20	10/08/20	28	1.95	1.65		-0.30	-15.20
	long	18/01/21	28/06/21	161	3.04	2.37		-0.67	-22.16			-33.99
Li & Fung	short	8/08/11	16/01/12	161	1.01	1.44	0.58	-0.43	-42.64
	short	8/04/13	30/09/13	175	0.88	0.91	0.86	-0.02	-2.80			-44.25
AAC Technologies	short	27/05/19	23/12/19	210	4.25	6.50	2.00	-2.25	-52.86			-52.86

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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