Assessment - Hang Seng Commerce & Industry in Japanese yen - 15/11/21 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	15/11/21	Δwk	19/07/21	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	137,976.799	12/08/24	-0.05	235,389.330		249,257.083	-13,867.753	-5.56		-2.84
						L		CNOOC	289.096	12/08/24	-0.80	118.919		112.339	6.580	5.86		3.01
						L		China Shenhua HK	473.040	12/08/24	1.57	236.373		214.542	21.832	10.18		6.68
								PetroChina	97.683	12/08/24		51.844		47.301	4.543	9.61		24.55
						L		China Mobile	1,038.344	12/08/24	-0.56	691.986		682.057	9.928	1.46		1.80
						L		China Unicom	87.432	12/08/24	-5.84	59.167		58.844	0.322	0.55		-3.26
								Zijin Mining HK	224.072	12/08/24	0.66	158.168		149.785	8.383	5.60		10.84
								Trip.com	4,844.631	12/08/24	0.55	3,561.712		3,347.641	214.071	6.39		-na-
						L		China Hongqiao	145.280	12/08/24	1.33	110.425		147.814	-37.389	-25.29		-16.33
								Sinopec	72.640	12/08/24	0.61	55.212		51.524	3.689	7.16		2.42
						L		Lenovo	150.553	12/08/24	2.59	118.333		112.339	5.994	5.34		1.91
						L		Sinopharm	295.833	12/08/24	1.10	260.099		317.449	-57.350	-18.07		-9.04
						L		Hansoh Pharma	270.936	12/08/24	-2.22	265.664		452.593	-186.929	-41.30		-36.08
								WH Group	77.034	12/08/24		78.352		88.829	-10.478	-11.80		-12.37
								Citic Pacific	103.981	12/08/24		105.885		115.577	-9.692	-8.39		4.01
						L		Haier Smart Home	355.878	12/08/24	1.67	433.498		393.467	40.030	10.17		-na-
						L		Orient Overseas	1,527.494	12/08/24	2.25	1,889.230		2,007.458	-118.228	-5.89		33.36
								NetEase	2,062.044	12/08/24	0.50	2,579.019		2,452.309	126.710	5.17		17.50
								Xiaomi	241.060	12/08/24	0.37	311.943		395.579	-83.636	-21.14		-13.77
								CK Hutchison	591.666	12/08/24	0.12	765.944		815.090	-49.146	-6.03		-4.17
						L		Tencent	5,491.949	12/08/24	1.35	7,202.508		7,735.613	-533.105	-6.89		-8.50
						L		SMIC	242.232	12/08/24	-0.24	327.320		301.260	26.061	8.65		-1.27
						S		Sands China	198.589	12/08/24	-2.87	269.765		423.734	-153.970	-36.34		-31.38
						L		BYD Company	3,128.214	12/08/24	-0.28	4,305.688		2,930.946	1,374.742	46.90		44.51
						L		CSPC Pharmaceutical	86.846	12/08/24	1.02	120.969		152.038	-31.068	-20.43		-5.82
								⇓instrument	freshest		⇓ Δday	15/11/21	Δwk	19/07/21	prc diff	⇓ Δ17		⇓∅-RS
						L		Galaxy Entertainment	431.301	12/08/24	-4.38	648.050		811.571	-163.521	-20.15		-17.95
						S		Nongfu Spring	430.569	12/08/24	1.55	659.034		621.524	37.510	6.04		8.41
								Hengan	371.256	12/08/24	-0.20	570.430		663.756	-93.326	-14.06		-17.53
						S		Li Auto	1,127.680	12/08/24	-1.79	1,742.778						-na-
								MTR	379.311	12/08/24	0.19	620.224		627.155	-6.931	-1.11		1.52
								Haidilao Inter	178.964	12/08/24	-1.93	292.904		609.558	-316.654	-51.95		-49.76
								Techtronic Inds	1,413.994	12/08/24	-0.26	2,476.503		1,872.314	604.189	32.27		34.14
						L		Tingyi	131.660	12/08/24	-0.66	235.202		215.950	19.252	8.92		17.49
						S		Sino Biopharm	43.203	12/08/24	2.08	81.867		100.795	-18.929	-18.78		-19.36
								ANTA Sports Products	1,000.267	12/08/24	-2.78	1,939.024		2,601.531	-662.507	-25.47		1.26
						S		Baidu	1,210.426	12/08/24	-0.66	2,438.425		2,428.377	10.048	0.41		-na-
								Alibaba	1,148.916	12/08/24	0.77	2,365.199		2,852.111	-486.912	-17.07		-16.92
						S		Budweiser Brewing	136.200	12/08/24	-2.11	309.746		339.973	-30.227	-8.89		-5.19
						S		Chow Tai Fook Jwl	96.365	12/08/24	-0.75	244.575		228.901	15.674	6.85		38.91
								China Res Beer	347.091	12/08/24	-2.47	922.647		950.235	-27.587	-2.90		3.65
						L		Shenzhou Inter	906.538	12/08/24	-0.24	2,505.793		2,336.873	168.920	7.23		9.37
						L		Meituan	1,523.101	12/08/24	-2.07	4,241.249		3,888.219	353.030	9.08		7.01
								Xinyi Glass	110.571	12/08/24	-0.13	321.462		458.928	-137.466	-29.95		-4.23
						L		Alibaba Health	47.450	12/08/24	-0.61	146.013		217.076	-71.063	-32.74		-38.29
								Geely Auto	111.743	12/08/24	0.26	370.523		333.638	36.886	11.06		11.41
						L		JD.com	1,465.984	12/08/24	-0.10	4,917.857		4,076.858	840.999	20.63		13.64
								JD Health	308.281	12/08/24	-2.55	1,090.335		1,451.395	-361.060	-24.88		-na-
						S		China Mengniu Dairy	193.902	12/08/24	-2.79	686.128		613.077	73.050	11.92		9.55
								Xinyi Solar	51.698	12/08/24	0.28	208.841		219.610	-10.769	-4.90		-2.38
						S		WuXi AppTec HK	514.779	12/08/24	1.44	2,319.799		2,636.725	-316.926	-12.02		14.62
								⇓instrument	freshest		⇓ Δday	15/11/21	Δwk	19/07/21	prc diff	⇓ Δ17		⇓∅-RS
						L		Sunny Optical	633.405	12/08/24	1.29	3,368.395		3,128.031	240.364	7.68		24.06
								Zhongsheng	155.825	12/08/24	-1.12	979.031		1,070.598	-91.566	-8.55		19.13
								Li Ning	205.911	12/08/24	-1.13	1,404.474		1,287.392	117.083	9.09		60.31
								WuXi Biologics	172.520	12/08/24	3.70	1,577.288		1,965.226	-387.938	-19.74		5.63
HSI-C&I - 52 out of 53 instruments rated - 15/11/21 / 19/07/21 - 25 did rise, Market-Ratio(17) in JPY = 48.08 %
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

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