Assessment - Hang Seng Commerce & Industry in Pound sterling - 15/11/21 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	15/11/21	⇓ Δwk	19/07/21	prc diff	⇓ Δ17		∅-RS
						L		HSI-CI	900.731	12/08/24	-0.05	1,536.653		1,666.992	-130.340	-7.82		-5.34
								Li Ning	1.344	12/08/24	-1.13	9.169		8.610	0.559	6.49		54.91
						L		BYD Company	20.421	12/08/24	-0.28	28.108		19.602	8.506	43.40		40.63
						S		Chow Tai Fook Jwl	0.629	12/08/24	-0.75	1.597		1.531	0.066	4.30		34.33
								Techtronic Inds	9.231	12/08/24	-0.26	16.167		12.522	3.645	29.11		30.02
						L		Orient Overseas	9.972	12/08/24	2.25	12.333		13.426	-1.092	-8.14		28.35
								PetroChina	0.638	12/08/24		0.338		0.316	0.022	6.99		20.62
						L		Sunny Optical	4.135	12/08/24	1.29	21.989		20.920	1.070	5.11		20.44
								Zhongsheng	1.017	12/08/24	-1.12	6.391		7.160	-0.769	-10.74		15.68
								NetEase	13.461	12/08/24	0.50	16.836		16.401	0.436	2.66		14.35
						L		Tingyi	0.859	12/08/24	-0.66	1.535		1.444	0.091	6.31		14.28
						S		WuXi AppTec HK	3.361	12/08/24	1.44	15.144		17.634	-2.490	-14.12		11.13
						L		JD.com	9.570	12/08/24	-0.10	32.104		27.265	4.839	17.75		10.94
								Geely Auto	0.729	12/08/24	0.26	2.419		2.231	0.188	8.40		8.64
								Zijin Mining HK	1.463	12/08/24	0.66	1.033		1.002	0.031	3.07		7.47
						S		China Mengniu Dairy	1.266	12/08/24	-2.79	4.479		4.100	0.379	9.24		6.65
						L		Shenzhou Inter	5.918	12/08/24	-0.24	16.358		15.629	0.730	4.67		6.18
						S		Nongfu Spring	2.811	12/08/24	1.55	4.302		4.157	0.146	3.50		5.94
						L		Meituan	9.943	12/08/24	-2.07	27.687		26.004	1.684	6.47		4.41
						L		China Shenhua HK	3.088	12/08/24	1.57	1.543		1.435	0.108	7.54		3.67
								WuXi Biologics	1.126	12/08/24	3.70	10.297		13.143	-2.846	-21.66		2.48
								China Res Beer	2.266	12/08/24	-2.47	6.023		6.355	-0.332	-5.22		0.99
								Citic Pacific	0.679	12/08/24		0.691		0.773	-0.082	-10.57		0.69
						L		CNOOC	1.887	12/08/24	-0.80	0.776		0.751	0.025	3.33		0.17
								Sinopec	0.474	12/08/24	0.61	0.360		0.345	0.016	4.60		-0.41
								⇓instrument	freshest		⇓ Δday	15/11/21	⇓ Δwk	19/07/21	prc diff	⇓ Δ17		∅-RS
						L		China Mobile	6.778	12/08/24	-0.56	4.517		4.561	-0.044	-0.97		-0.96
						L		Lenovo	0.983	12/08/24	2.59	0.772		0.751	0.021	2.82		-1.16
								MTR	2.476	12/08/24	0.19	4.049		4.194	-0.145	-3.47		-1.15
								ANTA Sports Products	6.530	12/08/24	-2.78	12.658		17.399	-4.740	-27.25		-1.74
						L		SMIC	1.581	12/08/24	-0.24	2.137		2.015	0.122	6.06		-3.91
								Xinyi Solar	0.337	12/08/24	0.28	1.363		1.469	-0.105	-7.17		-4.77
						L		China Unicom	0.571	12/08/24	-5.84	0.386		0.394	-0.007	-1.85		-5.66
								CK Hutchison	3.862	12/08/24	0.12	5.000		5.451	-0.451	-8.27		-6.74
								Xinyi Glass	0.722	12/08/24	-0.13	2.099		3.069	-0.971	-31.63		-7.25
						S		Budweiser Brewing	0.889	12/08/24	-2.11	2.022		2.274	-0.252	-11.07		-7.47
						L		CSPC Pharmaceutical	0.567	12/08/24	1.02	0.790		1.017	-0.227	-22.33		-8.64
						L		Tencent	35.852	12/08/24	1.35	47.019		51.735	-4.716	-9.12		-10.74
						L		Sinopharm	1.931	12/08/24	1.10	1.698		2.123	-0.425	-20.02		-11.63
								WH Group	0.503	12/08/24		0.511		0.594	-0.083	-13.90		-14.59
								Xiaomi	1.574	12/08/24	0.37	2.036		2.646	-0.609	-23.03		-15.82
								Alibaba	7.500	12/08/24	0.77	15.440		19.074	-3.634	-19.05		-18.76
						L		China Hongqiao	0.948	12/08/24	1.33	0.721		0.989	-0.268	-27.08		-19.07
								Hengan	2.424	12/08/24	-0.20	3.724		4.439	-0.715	-16.11		-19.50
						L		Galaxy Entertainment	2.816	12/08/24	-4.38	4.231		5.428	-1.197	-22.06		-19.94
						S		Sino Biopharm	0.282	12/08/24	2.08	0.534		0.674	-0.140	-20.72		-21.40
						S		Sands China	1.296	12/08/24	-2.87	1.761		2.834	-1.073	-37.86		-32.91
						L		Hansoh Pharma	1.769	12/08/24	-2.22	1.734		3.027	-1.293	-42.70		-37.40
						L		Alibaba Health	0.310	12/08/24	-0.61	0.953		1.452	-0.499	-34.34		-39.48
								Haidilao Inter	1.168	12/08/24	-1.93	1.912		4.077	-2.165	-53.10		-50.67
						S		Baidu	7.902	12/08/24	-0.66	15.918		16.241	-0.322	-1.98		-na-
								⇓instrument	freshest		⇓ Δday	15/11/21	⇓ Δwk	19/07/21	prc diff	⇓ Δ17		∅-RS
						L		Haier Smart Home	2.323	12/08/24	1.67	2.830		2.631	0.198	7.54		-na-
								JD Health	2.013	12/08/24	-2.55	7.118		9.707	-2.589	-26.67		-na-
						S		Li Auto	7.362	12/08/24	-1.79	11.377						-na-
								Trip.com	31.626	12/08/24	0.55	23.251		22.389	0.863	3.85		-na-
HSI-C&I - 52 out of 53 instruments rated - 15/11/21 / 19/07/21 - 22 did rise, Market-Ratio(17) in GBP = 42.31 %
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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