Assessment - Hang Seng Commerce & Industry in Japanese yen - 6/12/21 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	6/12/21	Δwk	9/08/21	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	137,095.475	12/08/24	-0.05	204,161.127		233,858.120	-29,696.994	-12.70		-15.66
						L		CNOOC	287.250	12/08/24	-0.80	112.339		114.395	-2.056	-1.80		-2.70
								PetroChina	97.060	12/08/24		51.076		45.644	5.432	11.90		19.68
						L		China Shenhua HK	470.018	12/08/24	1.57	266.004		215.181	50.823	23.62		18.77
								Trip.com	4,813.686	12/08/24	0.55	2,821.565		2,771.267	50.298	1.81		-na-
						L		China Unicom	86.873	12/08/24	-5.84	55.587		60.670	-5.083	-8.38		-8.65
						L		China Mobile	1,031.712	12/08/24	-0.56	672.286		709.473	-37.187	-5.24		-1.63
								Zijin Mining HK	222.640	12/08/24	0.66	145.080		159.614	-14.534	-9.11		-1.11
								Sinopec	72.176	12/08/24	0.61	53.114		51.031	2.083	4.08		-2.15
						L		China Hongqiao	144.352	12/08/24	1.33	106.373		138.776	-32.403	-23.35		-20.38
						L		Lenovo	149.591	12/08/24	2.59	120.488		103.763	16.725	16.12		0.37
						L		Sinopharm	293.943	12/08/24	1.10	245.923		295.555	-49.632	-16.79		-14.15
						L		Hansoh Pharma	269.206	12/08/24	-2.22	240.684		399.034	-158.350	-39.68		-39.47
								WH Group	76.542	12/08/24		70.867		91.572	-20.706	-22.61		-20.03
								Citic Pacific	103.317	12/08/24		107.828		119.781	-11.953	-9.98		4.27
								NetEase	2,048.873	12/08/24	0.50	2,345.726		1,971.782	373.945	18.96		5.00
								Xiaomi	239.520	12/08/24	0.37	278.228		379.898	-101.670	-26.76		-22.26
						L		Tencent	5,456.869	12/08/24	1.35	6,516.230		6,543.310	-27.080	-0.41		-16.71
								CK Hutchison	587.887	12/08/24	0.12	731.948		815.079	-83.131	-10.20		-8.46
						S		Sands China	197.320	12/08/24	-2.87	248.833		366.431	-117.598	-32.09		-34.83
						L		SMIC	240.684	12/08/24	-0.24	304.857		379.189	-74.332	-19.60		-8.41
						L		Haier Smart Home	353.605	12/08/24	1.67	454.012		411.792	42.220	10.25		-na-
						L		BYD Company	3,108.233	12/08/24	-0.28	4,132.669		3,736.604	396.065	10.60		34.54
						L		CSPC Pharmaceutical	86.291	12/08/24	1.02	118.014		153.944	-35.930	-23.34		-8.83
						L		Galaxy Entertainment	428.546	12/08/24	-4.38	603.166		681.831	-78.665	-11.54		-22.69
								⇓instrument	freshest		⇓ Δday	6/12/21	Δwk	9/08/21	prc diff	⇓ Δ17		⇓∅-RS
								Haidilao Inter	177.821	12/08/24	-1.93	252.326		412.501	-160.175	-38.83		-53.38
								Alibaba	1,141.577	12/08/24	0.77	1,639.971		2,674.876	-1,034.904	-38.69		-40.55
						L		Orient Overseas	1,517.737	12/08/24	2.25	2,284.609		2,340.339	-55.730	-2.38		50.45
						S		Nongfu Spring	427.819	12/08/24	1.55	647.548		591.818	55.731	9.42		5.62
						S		Li Auto	1,120.477	12/08/24	-1.79	1,718.550						-na-
								Hengan	368.884	12/08/24	-0.20	568.970		640.723	-71.753	-11.20		-16.31
								MTR	376.888	12/08/24	0.19	600.256		635.761	-35.506	-5.58		-2.29
						S		Baidu	1,202.694	12/08/24	-0.66	1,961.563		2,258.122	-296.560	-13.13		-na-
						L		Tingyi	130.819	12/08/24	-0.66	220.312		204.691	15.621	7.63		8.61
								Techtronic Inds	1,404.962	12/08/24	-0.26	2,411.209		2,095.107	316.102	15.09		26.27
								ANTA Sports Products	993.878	12/08/24	-2.78	1,801.494		2,351.679	-550.185	-23.40		-7.66
						S		Sino Biopharm	42.927	12/08/24	2.08	81.053		96.392	-15.339	-15.91		-18.97
						S		Budweiser Brewing	135.330	12/08/24	-2.11	283.466		303.351	-19.885	-6.56		-12.31
						S		Chow Tai Fook Jwl	95.750	12/08/24	-0.75	203.141		210.078	-6.937	-3.30		11.36
						L		Alibaba Health	47.147	12/08/24	-0.61	100.697		168.402	-67.705	-40.20		-54.91
						L		Meituan	1,513.372	12/08/24	-2.07	3,381.804		3,124.232	257.572	8.24		-14.47
						L		Shenzhou Inter	900.747	12/08/24	-0.24	2,201.665		2,486.344	-284.679	-11.45		-5.50
								China Res Beer	344.874	12/08/24	-2.47	886.923		879.576	7.347	0.84		-1.55
								Xinyi Glass	109.865	12/08/24	-0.13	291.033		427.385	-136.352	-31.90		-14.89
								Geely Auto	111.029	12/08/24	0.26	323.774		383.441	-59.667	-15.56		-3.97
								JD Health	306.312	12/08/24	-2.55	898.564		1,065.272	-166.708	-15.65		-35.17
						L		JD.com	1,456.620	12/08/24	-0.10	4,452.805		3,875.522	577.283	14.90		2.47
						S		China Mengniu Dairy	192.664	12/08/24	-2.79	644.638		625.130	19.508	3.12		1.60
								Xinyi Solar	51.367	12/08/24	0.28	204.596		245.799	-41.203	-16.76		-5.03
						S		WuXi AppTec HK	511.491	12/08/24	1.44	2,329.719		2,306.318	23.401	1.01		11.12
								⇓instrument	freshest		⇓ Δday	6/12/21	Δwk	9/08/21	prc diff	⇓ Δ17		⇓∅-RS
						L		Sunny Optical	629.359	12/08/24	1.29	3,326.508		3,302.841	23.667	0.72		18.88
								Zhongsheng	154.830	12/08/24	-1.12	911.661		965.337	-53.676	-5.56		9.81
								Li Ning	204.596	12/08/24	-1.13	1,228.887		1,160.956	67.931	5.85		33.53
								WuXi Biologics	171.418	12/08/24	3.70	1,395.503		1,778.998	-383.494	-21.56		-8.88
HSI-C&I - 52 out of 53 instruments rated - 6/12/21 / 9/08/21 - 18 did rise, Market-Ratio(17) in JPY = 34.62 %
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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