Assessment - Hang Seng Commerce & Industry in Renminbi yuán - 27/12/21 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	27/12/21	Δwk	30/08/21	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	7,695.181	12/08/24	-0.05	11,311.336		13,211.710	-1,900.374	-14.38		-20.06
						L		CNOOC	16.123	12/08/24	-0.80	6.616		6.476	0.140	2.16		-3.80
								PetroChina	5.448	12/08/24		2.842		2.740	0.103	3.74		9.33
								Trip.com	270.193	12/08/24	0.55	150.615		187.972	-37.357	-19.87		-na-
						L		China Shenhua HK	26.382	12/08/24	1.57	15.160		13.600	1.560	11.47		12.64
								Zijin Mining HK	12.497	12/08/24	0.66	7.719		9.166	-1.448	-15.79		-12.77
						L		China Unicom	4.876	12/08/24	-5.84	3.169		3.512	-0.343	-9.76		-11.16
						L		China Mobile	57.910	12/08/24	-0.56	38.797		39.272	-0.474	-1.21		-4.37
								Sinopec	4.051	12/08/24	0.61	3.014		3.072	-0.058	-1.89		-6.61
						L		Sinopharm	16.499	12/08/24	1.10	13.755		15.925	-2.170	-13.63		-18.30
						L		China Hongqiao	8.103	12/08/24	1.33	6.804		9.382	-2.578	-27.48		-14.60
						L		Lenovo	8.397	12/08/24	2.59	7.294		6.875	0.419	6.10		0.64
								WH Group	4.296	12/08/24		4.019		5.239	-1.220	-23.29		-21.78
						L		Hansoh Pharma	15.111	12/08/24	-2.22	15.274		17.560	-2.286	-13.02		-31.62
								NetEase	115.003	12/08/24	0.50	123.825		120.140	3.685	3.07		-7.07
								Citic Pacific	5.799	12/08/24		6.346		7.680	-1.334	-17.36		1.05
						L		SMIC	13.510	12/08/24	-0.24	14.980		20.092	-5.113	-25.45		-23.69
								Xiaomi	13.444	12/08/24	0.37	15.339		20.632	-5.293	-25.65		-25.50
						L		BYD Company	174.465	12/08/24	-0.28	212.201		217.032	-4.831	-2.23		13.83
						L		Tencent	306.295	12/08/24	1.35	375.885		386.738	-10.854	-2.81		-17.34
								CK Hutchison	32.998	12/08/24	0.12	40.594		47.242	-6.648	-14.07		-13.72
						L		Haier Smart Home	19.848	12/08/24	1.67	26.505		23.663	2.842	12.01		6.01
						S		Sands China	11.076	12/08/24	-2.87	14.816		20.923	-6.106	-29.18		-31.01
						L		CSPC Pharmaceutical	4.844	12/08/24	1.02	6.738		8.211	-1.473	-17.94		-12.70
						L		Galaxy Entertainment	24.054	12/08/24	-4.38	33.529		41.721	-8.192	-19.63		-25.22
								⇓instrument	freshest		⇓ Δday	27/12/21	Δwk	30/08/21	prc diff	⇓ Δ17		⇓∅-RS
								Haidilao Inter	9.981	12/08/24	-1.93	14.147		24.410	-10.263	-42.05		-51.34
								Alibaba	64.077	12/08/24	0.77	92.705		131.348	-38.643	-29.42		-39.94
						S		Li Auto	62.892	12/08/24	-1.79	95.237		95.647	-0.410	-0.43		-na-
								Techtronic Inds	78.861	12/08/24	-0.26	124.233		142.640	-18.407	-12.90		6.29
								MTR	21.155	12/08/24	0.19	33.774		36.615	-2.841	-7.76		-6.90
								Hengan	20.706	12/08/24	-0.20	33.815		36.615	-2.800	-7.65		-14.20
						S		Baidu	67.507	12/08/24	-0.66	114.023		126.035	-12.011	-9.53		-na-
						S		Nongfu Spring	24.013	12/08/24	1.55	41.003		33.128	7.875	23.77		12.91
								ANTA Sports Products	55.786	12/08/24	-2.78	96.054		131.846	-35.792	-27.15		-17.54
						L		Tingyi	7.343	12/08/24	-0.66	12.775		11.408	1.367	11.98		5.28
						L		Orient Overseas	85.191	12/08/24	2.25	152.576		162.317	-9.742	-6.00		57.09
						S		Sino Biopharm	2.410	12/08/24	2.08	4.468		5.272	-0.804	-15.26		-23.11
						L		Alibaba Health	2.646	12/08/24	-0.61	5.236		9.897	-4.661	-47.10		-56.29
						S		Chow Tai Fook Jwl	5.374	12/08/24	-0.75	11.353		12.288	-0.935	-7.61		2.29
						L		Meituan	84.946	12/08/24	-2.07	182.470		189.633	-7.163	-3.78		-20.98
						S		Budweiser Brewing	7.596	12/08/24	-2.11	17.316		16.074	1.242	7.73		-7.94
						L		Shenzhou Inter	50.559	12/08/24	-0.24	122.600		135.915	-13.315	-9.80		-11.83
								Xinyi Glass	6.167	12/08/24	-0.13	15.976		27.191	-11.215	-41.24		-21.31
						L		JD.com	81.760	12/08/24	-0.10	213.018		247.752	-34.734	-14.02		-16.74
								China Res Beer	19.358	12/08/24	-2.47	52.519		51.975	0.545	1.05		-1.32
								JD Health	17.193	12/08/24	-2.55	49.089		59.904	-10.815	-18.05		-37.06
								Geely Auto	6.232	12/08/24	0.26	17.928		22.334	-4.406	-19.73		-10.27
						S		China Mengniu Dairy	10.814	12/08/24	-2.79	36.510		38.358	-1.848	-4.82		-3.17
								Xinyi Solar	2.883	12/08/24	0.28	10.700		15.675	-4.976	-31.74		-15.71
						S		WuXi AppTec HK	28.710	12/08/24	1.44	106.672		125.121	-18.449	-14.74		-16.10
								⇓instrument	freshest		⇓ Δday	27/12/21	Δwk	30/08/21	prc diff	⇓ Δ17		⇓∅-RS
								Zhongsheng	8.691	12/08/24	-1.12	49.701		54.050	-4.349	-8.05		-0.12
						L		Sunny Optical	35.326	12/08/24	1.29	206.320		187.142	19.178	10.25		20.83
								Li Ning	11.484	12/08/24	-1.13	67.344		84.189	-16.845	-20.01		17.87
								WuXi Biologics	9.622	12/08/24	3.70	72.571		99.466	-26.895	-27.04		-20.76
HSI-C&I - 53 out of 53 instruments rated - 27/12/21 / 30/08/21 - 11 did rise, Market-Ratio(17) in CNY = 20.75 %
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 Renminbi yuán * 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	2,277		4.391	11.225		6.834	156	25,562	59
short	21/01/08	16/02/09	392				Galaxy Entertainment	100	4,509		5.668	1.067	30.106	24.437	431	135,750	373
long	16/02/09	10/05/10	448				Hengan	100	5,409		25.093	48.968		23.875	95	264,892	72
short	10/05/10	21/06/10	42				Citic Pacific	100	19,391		13.660	13.322	14.007	0.347	3	271,621	24
long	21/06/10	9/08/10	49				Galaxy Entertainment	100	71,717		3.787	4.768		0.981	26	341,966	456
short	9/08/10	30/08/10	21				Citic Pacific	100	24,672		13.860	13.961	13.759	-0.101	-1	339,477	-12
long	30/08/10	8/08/11	343				Galaxy Entertainment	100	62,437		5.437	16.326		10.889	200	1,019,338	222
short	8/08/11	16/01/12	161				Li & Fung	100	95,457		10.678	13.939	7.418	-3.261	-31	708,078	-56
long	16/01/12	21/05/12	126				Sands China	100	34,454		20.551	21.128		0.576	3	727,939	8
short	21/05/12	17/09/12	119				Citic Pacific	100	76,027		9.575	7.955	11.525	1.950	20	876,201	77
long	17/09/12	8/04/13	203				Galaxy Entertainment	100	43,437		20.172	24.567		4.396	22	1,067,138	43
short	8/04/13	30/09/13	175				Li & Fung	100	125,728		8.488	8.903	8.073	-0.415	-5	1,014,943	-10
long	30/09/13	3/02/14	126				Galaxy Entertainment	100	23,638		42.935	59.565		16.630	39	1,408,044	158
short	3/02/14	26/05/14	112				Belle International	100	215,230		6.542	6.631	6.453	-0.089	-1	1,388,838	-4
long	26/05/14	6/10/14	133				Tencent	100	16,038		86.593	94.748		8.154	9	1,519,618	28
short	6/10/14	13/04/15	189				Galaxy Entertainment	100	39,706		38.271	31.695	46.212	7.941	21	1,834,927	44
long	13/04/15	6/07/15	84				Tencent	100	13,412		136.808	117.324		-19.484	-14	1,573,603	-49
short	6/07/15	9/05/16	308				Sands China	100	67,755		23.225	22.872	23.583	0.358	2	1,597,862	2
long	9/05/16	26/12/16	231				MTR	100	49,447		32.315	33.403		1.089	3	1,651,698	5
short	26/12/16	27/02/17	63				Hengan	100	33,473		49.344	59.604	39.083	-10.261	-21	1,308,243	-74
long	27/02/17	5/03/18	371				Galaxy Entertainment	100	39,815		32.858	53.385		20.528	62	2,125,554	61
short	5/03/18	11/06/18	98				China Merchants	100	147,792		14.382	14.240	14.525	0.143	1	2,146,713	4
long	11/06/18	9/07/18	28				Sunny Optical	100	15,510		138.407	122.280		-16.127	-12	1,896,586	-80
short	9/07/18	11/02/19	217				WH Group	100	351,645		5.393	6.369	4.418	-0.976	-18	1,553,431	-29
long	11/02/19	27/05/19	105				Lenovo	100	314,551		4.939	5.011		0.072	1	1,576,131	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	42,386		37.185	58.916	15.454	-21.731	-58	655,029	-78
long	23/12/19	24/02/20	63				Sunny Optical	100	5,276		124.133	115.399		-8.735	-7	608,944	-34
short	24/02/20	13/07/20	140				PetroChina	100	209,763		2.903	2.500	3.371	0.468	16	707,093	48
long	13/07/20	10/08/20	28				Geely Auto	100	41,104		17.202	15.052		-2.150	-13	618,703	-82
short	10/08/20	18/01/21	161				Swire Pacific	100	17,709		34.936	41.014	28.857	-6.078	-17	511,059	-35
long	18/01/21	28/06/21	161				Geely Auto	100	19,080		26.785	21.205		-5.580	-21	404,597	-41
short	28/06/21	17/01/22	203				China Unicom	100	112,887		3.584	3.308	3.883	0.299	8	438,353	15
long	17/01/22	9/05/22	112				Want Want China	100	70,881		6.184	5.957		-0.227	-4	422,267	-11
short	9/05/22	9/01/23	245				Sunny Optical	100	4,921		85.803	80.913	90.989	5.186	6	447,787	9
long	9/01/23	8/05/23	119				Sands China	100	18,440		24.283	22.999		-1.283	-5	424,121	-15
short	8/05/23	13/05/24	371				JD.com	100	3,450		122.926	119.709	126.230	3.304	3	435,518	3
long	13/05/24	12/08/24	91				China Hongqiao	100	39,797		10.943	9.251		-1.693	-15	368,158	-49
accum	9/01/06	12/08/24	7272	days out of 7279 invested (100%)										3,582		368,158	20

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	5.67	1.07	30.11	24.44	431.13
	long	21/06/10	9/08/10	49	3.79	4.77		0.98	25.90
	long	30/08/10	8/08/11	343	5.44	16.33		10.89	200.27
	long	17/09/12	8/04/13	203	20.17	24.57		4.40	21.79
	long	30/09/13	3/02/14	126	42.94	59.57		16.63	38.73
	short	6/10/14	13/04/15	189	38.27	31.69	46.21	7.94	20.75
	long	27/02/17	5/03/18	371	32.86	53.39		20.53	62.47			6,555.72
Tingyi	long	9/01/06	21/01/08	742	4.39	11.23		6.83	155.66			155.66
Hengan	long	16/02/09	10/05/10	448	25.09	48.97		23.88	95.15
	short	26/12/16	27/02/17	63	49.34	59.60	39.08	-10.26	-20.79			54.57
Citic Pacific	short	10/05/10	21/06/10	42	13.66	13.32	14.01	0.35	2.54
	short	9/08/10	30/08/10	21	13.86	13.96	13.76	-0.10	-0.73
	short	21/05/12	17/09/12	119	9.57	7.95	11.52	1.95	20.37			22.53
PetroChina	short	24/02/20	13/07/20	140	2.90	2.50	3.37	0.47	16.12			16.12
China Unicom	short	28/06/21	17/01/22	203	3.58	3.31	3.88	0.30	8.34			8.34
MTR	long	9/05/16	26/12/16	231	32.31	33.40		1.09	3.37			3.37
JD.com	short	8/05/23	13/05/24	371	122.93	119.71	126.23	3.30	2.69			2.69
Lenovo	long	11/02/19	27/05/19	105	4.94	5.01		0.07	1.46			1.46
China Merchants	short	5/03/18	11/06/18	98	14.38	14.24	14.53	0.14	1.00			1.00
Sands China	long	16/01/12	21/05/12	126	20.55	21.13		0.58	2.80
	short	6/07/15	9/05/16	308	23.22	22.87	23.58	0.36	1.54
	long	9/01/23	8/05/23	119	24.28	23.00		-1.28	-5.29			-1.13
Belle International	short	3/02/14	26/05/14	112	6.54	6.63	6.45	-0.09	-1.36			-1.36
Want Want China	long	17/01/22	9/05/22	112	6.18	5.96		-0.23	-3.67			-3.67
Tencent	long	26/05/14	6/10/14	133	86.59	94.75		8.15	9.42
	long	13/04/15	6/07/15	84	136.81	117.32		-19.48	-14.24			-6.17
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	138.41	122.28		-16.13	-11.65
	long	23/12/19	24/02/20	63	124.13	115.40		-8.73	-7.04
	short	9/05/22	9/01/23	245	85.80	80.91	90.99	5.19	6.04			-12.90
China Hongqiao	long	13/05/24	12/08/24	91	10.94	9.25		-1.69	-15.47			-15.47
Swire Pacific	short	10/08/20	18/01/21	161	34.94	41.01	28.86	-6.08	-17.40			-17.40
WH Group	short	9/07/18	11/02/19	217	5.39	6.37	4.42	-0.98	-18.09			-18.09
Geely Auto	long	13/07/20	10/08/20	28	17.20	15.05		-2.15	-12.50
	long	18/01/21	28/06/21	161	26.78	21.21		-5.58	-20.83			-30.73
Li & Fung	short	8/08/11	16/01/12	161	10.68	13.94	7.42	-3.26	-30.54
	short	8/04/13	30/09/13	175	8.49	8.90	8.07	-0.42	-4.89			-33.93
AAC Technologies	short	27/05/19	23/12/19	210	37.18	58.92	15.45	-21.73	-58.44			-58.44

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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