Assessment - Hang Seng Commerce & Industry in Japanese yen - 27/12/21 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	27/12/21	Δwk	30/08/21	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	138,766.247	12/08/24	-0.05	203,975.910		224,591.448	-20,615.538	-9.18		-15.20
						L		CNOOC	290.750	12/08/24	-0.80	119.305		110.090	9.215	8.37		2.29
								PetroChina	98.242	12/08/24		51.257		46.576	4.680	10.05		16.73
								Trip.com	4,872.350	12/08/24	0.55	2,716.026		3,195.424	-479.398	-15.00		-na-
						L		China Shenhua HK	475.746	12/08/24	1.57	273.370		231.188	42.182	18.25		19.96
								Zijin Mining HK	225.354	12/08/24	0.66	139.189		155.819	-16.630	-10.67		-7.23
						L		China Unicom	87.932	12/08/24	-5.84	57.148		59.702	-2.554	-4.28		-5.74
						L		China Mobile	1,044.285	12/08/24	-0.56	699.627		667.595	32.032	4.80		1.65
								Sinopec	73.056	12/08/24	0.61	54.350		52.222	2.128	4.07		-0.74
						L		Sinopharm	297.526	12/08/24	1.10	248.036		270.708	-22.672	-8.37		-13.16
						L		China Hongqiao	146.112	12/08/24	1.33	122.692		159.489	-36.796	-23.07		-9.20
						L		Lenovo	151.414	12/08/24	2.59	131.530		116.864	14.665	12.55		6.86
								WH Group	77.474	12/08/24		72.467		89.060	-16.593	-18.63		-17.08
						L		Hansoh Pharma	272.486	12/08/24	-2.22	275.432		298.512	-23.080	-7.73		-27.96
								NetEase	2,073.842	12/08/24	0.50	2,232.915		2,042.305	190.610	9.33		-1.26
								Citic Pacific	104.576	12/08/24		114.444		130.555	-16.111	-12.34		7.73
						L		SMIC	243.618	12/08/24	-0.24	270.130		341.560	-71.431	-20.91		-19.01
								Xiaomi	242.439	12/08/24	0.37	276.610		350.734	-74.124	-21.13		-21.11
						L		BYD Company	3,146.113	12/08/24	-0.28	3,826.592		3,689.416	137.176	3.72		21.29
						L		Tencent	5,523.372	12/08/24	1.35	6,778.282		6,574.331	203.951	3.10		-12.43
								CK Hutchison	595.051	12/08/24	0.12	732.031		803.090	-71.059	-8.85		-8.37
						L		Haier Smart Home	357.914	12/08/24	1.67	477.956		402.251	75.705	18.82		12.55
						S		Sands China	199.725	12/08/24	-2.87	267.184		355.674	-88.490	-24.88		-27.20
						L		CSPC Pharmaceutical	87.343	12/08/24	1.02	121.514		139.588	-18.074	-12.95		-7.14
						L		Galaxy Entertainment	433.769	12/08/24	-4.38	604.625		709.232	-104.607	-14.75		-20.87
								⇓instrument	freshest		⇓ Δday	27/12/21	Δwk	30/08/21	prc diff	⇓ Δ17		⇓∅-RS
								Haidilao Inter	179.988	12/08/24	-1.93	255.106		414.953	-159.847	-38.52		-48.92
								Alibaba	1,155.489	12/08/24	0.77	1,671.741		2,232.845	-561.104	-25.13		-36.52
						S		Li Auto	1,134.132	12/08/24	-1.79	1,717.400		1,625.940	91.460	5.63		-na-
								Techtronic Inds	1,422.084	12/08/24	-0.26	2,240.280		2,424.796	-184.517	-7.61		13.36
								MTR	381.481	12/08/24	0.19	609.044		622.430	-13.386	-2.15		-1.09
								Hengan	373.380	12/08/24	-0.20	609.780		622.430	-12.650	-2.03		-9.10
						S		Baidu	1,217.351	12/08/24	-0.66	2,056.167		2,142.515	-86.348	-4.03		-na-
						S		Nongfu Spring	433.032	12/08/24	1.55	739.395		563.151	176.244	31.30		19.70
								ANTA Sports Products	1,005.990	12/08/24	-2.78	1,732.129		2,241.313	-509.184	-22.72		-12.35
						L		Tingyi	132.414	12/08/24	-0.66	230.361		193.927	36.434	18.79		12.01
						L		Orient Overseas	1,536.234	12/08/24	2.25	2,751.376		2,759.299	-7.924	-0.29		68.10
						S		Sino Biopharm	43.451	12/08/24	2.08	80.568		89.624	-9.057	-10.11		-18.53
						L		Alibaba Health	47.722	12/08/24	-0.61	94.413		168.240	-73.827	-43.88		-54.06
						S		Chow Tai Fook Jwl	96.917	12/08/24	-0.75	204.733		208.888	-4.155	-1.99		9.30
						L		Meituan	1,531.815	12/08/24	-2.07	3,290.457		3,223.652	66.805	2.07		-16.21
						S		Budweiser Brewing	136.980	12/08/24	-2.11	312.255		273.248	39.006	14.28		-2.35
						L		Shenzhou Inter	911.725	12/08/24	-0.24	2,210.822		2,310.472	-99.651	-4.31		-6.25
								Xinyi Glass	111.204	12/08/24	-0.13	288.099		462.236	-174.137	-37.67		-16.36
						L		JD.com	1,474.372	12/08/24	-0.10	3,841.321		4,211.637	-370.316	-8.79		-11.59
								China Res Beer	349.077	12/08/24	-2.47	947.074		883.540	63.534	7.19		4.82
								JD Health	310.045	12/08/24	-2.55	885.212		1,018.330	-133.117	-13.07		-33.60
								Geely Auto	112.382	12/08/24	0.26	323.301		379.668	-56.367	-14.85		-4.73
						S		China Mengniu Dairy	195.012	12/08/24	-2.79	658.386		652.070	6.316	0.97		2.94
								Xinyi Solar	51.993	12/08/24	0.28	192.950		266.474	-73.524	-27.59		-10.57
						S		WuXi AppTec HK	517.724	12/08/24	1.44	1,923.606		2,126.989	-203.383	-9.56		-10.68
								⇓instrument	freshest		⇓ Δday	27/12/21	Δwk	30/08/21	prc diff	⇓ Δ17		⇓∅-RS
								Zhongsheng	156.716	12/08/24	-1.12	896.259		918.826	-22.566	-2.46		6.50
						L		Sunny Optical	637.029	12/08/24	1.29	3,720.543		3,181.310	539.233	16.95		28.65
								Li Ning	207.090	12/08/24	-1.13	1,214.405		1,431.166	-216.761	-15.15		26.12
								WuXi Biologics	173.508	12/08/24	3.70	1,308.671		1,690.865	-382.194	-22.60		-15.75
HSI-C&I - 53 out of 53 instruments rated - 27/12/21 / 30/08/21 - 18 did rise, Market-Ratio(17) in JPY = 33.96 %
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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