| | Fri, Aug 21st, 2026, 13:23UTC |
| | |
Assessment - Hang Seng Index in Dollar - 1/31/22 - RS = 14
⇐
| |
|
instrument |
freshest |
⇓ Δday |
1/31/22 |
⇓ Δwk |
10/25/21 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI |
2,195.194 |
8/12/24 |
0.13 |
3,053.505 |
|
3,362.502 |
-308.997 |
-9.19 |
|
-10.59 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.658 |
8/12/24 |
-1.33 |
10.346 |
|
11.703 |
-1.357 |
-11.59 |
|
-12.37 |
| |  |
 |
 |
 |
|
 |
Alibaba |
10.064 |
8/12/24 |
0.77 |
14.714 |
|
22.389 |
-7.675 |
-34.28 |
|
-34.16 |
| |  |
 |
 |
 |
L |
 |
Alibaba Health |
0.416 |
8/12/24 |
-0.61 |
0.748 |
|
1.585 |
-0.837 |
-52.82 |
|
-53.75 |
| |  |
 |
 |
 |
|
 |
ANTA Sports Products |
8.762 |
8/12/24 |
-2.78 |
15.022 |
|
16.638 |
-1.615 |
-9.71 |
|
-15.77 |
| |  |
 |
 |
 |
S |
 |
Baidu |
10.603 |
8/12/24 |
-0.66 |
18.512 |
|
22.158 |
-3.646 |
-16.45 |
|
-na- |
| |  |
 |
 |
 |
L |
 |
Bank of China |
0.436 |
8/12/24 |
1.19 |
0.389 |
|
0.356 |
0.032 |
9.06 |
|
7.06 |
| |  |
 |
 |
 |
L |
 |
Bank of China (HK) |
2.861 |
8/12/24 |
|
3.849 |
|
3.204 |
0.645 |
20.12 |
|
16.04 |
| |  |
 |
 |
 |
S |
 |
Budweiser Brewing |
1.193 |
8/12/24 |
-2.11 |
2.636 |
|
2.391 |
0.246 |
10.27 |
|
-7.99 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
27.402 |
8/12/24 |
-0.28 |
28.454 |
|
38.962 |
-10.509 |
-26.97 |
|
-2.20 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
5.183 |
8/12/24 |
0.12 |
7.081 |
|
6.807 |
0.275 |
4.03 |
|
-2.43 |
| |  |
 |
 |
 |
|
 |
CK Infrastructure |
7.113 |
8/12/24 |
0.36 |
6.158 |
|
5.765 |
0.393 |
6.82 |
|
3.67 |
| |  |
 |
 |
 |
S |
 |
CK Property |
3.970 |
8/12/24 |
0.32 |
6.652 |
|
6.093 |
0.559 |
9.17 |
|
7.65 |
| |  |
 |
 |
 |
L |
 |
China Constr Bk HK |
0.712 |
8/12/24 |
1.46 |
0.765 |
|
0.697 |
0.067 |
9.63 |
|
2.30 |
| |  |
 |
 |
 |
L |
 |
China Hongqiao |
1.273 |
8/12/24 |
1.33 |
1.117 |
|
1.204 |
-0.087 |
-7.22 |
|
-11.71 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.332 |
8/12/24 |
0.58 |
1.747 |
|
1.827 |
-0.080 |
-4.37 |
|
-5.55 |
| |  |
 |
 |
 |
L |
 |
China Merchants B HK |
4.169 |
8/12/24 |
|
8.351 |
|
8.608 |
-0.257 |
-2.98 |
|
2.39 |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
1.699 |
8/12/24 |
-2.79 |
5.901 |
|
6.099 |
-0.198 |
-3.25 |
|
1.34 |
| |  |
 |
 |
 |
L |
 |
China Mobile |
9.095 |
8/12/24 |
-0.56 |
6.735 |
|
6.305 |
0.430 |
6.82 |
|
6.34 |
| |  |
 |
 |
 |
L |
 |
China Ov Land & Inv |
1.639 |
8/12/24 |
-0.93 |
2.944 |
|
2.344 |
0.600 |
25.58 |
|
22.99 |
| |  |
 |
 |
 |
|
 |
China Res Beer |
3.040 |
8/12/24 |
-2.47 |
7.447 |
|
7.611 |
-0.164 |
-2.16 |
|
-8.22 |
| |  |
 |
 |
 |
L |
 |
China Res Land |
2.919 |
8/12/24 |
-1.09 |
4.817 |
|
4.304 |
0.513 |
11.92 |
|
13.33 |
| |  |
 |
 |
 |
L |
 |
China Res Mixc |
2.803 |
8/12/24 |
-1.13 |
5.856 |
|
5.726 |
0.130 |
2.28 |
|
7.09 |
| |  |
 |
 |
 |
L |
 |
China Res Power |
2.816 |
8/12/24 |
0.23 |
2.427 |
|
2.442 |
-0.015 |
-0.62 |
|
43.85 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
4.144 |
8/12/24 |
1.57 |
2.448 |
|
2.319 |
0.129 |
5.56 |
|
14.76 |
| |
|
instrument |
freshest |
⇓ Δday |
1/31/22 |
⇓ Δwk |
10/25/21 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
China Unicom |
0.766 |
8/12/24 |
-5.84 |
0.527 |
|
0.522 |
0.005 |
0.93 |
|
-3.18 |
| |  |
 |
 |
 |
S |
 |
Chow Tai Fook Jwl |
0.844 |
8/12/24 |
-0.75 |
1.758 |
|
2.108 |
-0.350 |
-16.61 |
|
-1.45 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
0.911 |
8/12/24 |
|
1.116 |
|
1.023 |
0.093 |
9.10 |
|
10.51 |
| |  |
 |
 |
 |
|
 |
CLP |
8.852 |
8/12/24 |
-0.07 |
9.993 |
|
9.638 |
0.356 |
3.69 |
|
1.60 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
2.532 |
8/12/24 |
-0.80 |
1.201 |
|
1.114 |
0.086 |
7.76 |
|
11.17 |
| |  |
 |
 |
 |
|
 |
Country Garden Svcs |
0.602 |
8/12/24 |
-1.47 |
5.914 |
|
8.364 |
-2.450 |
-29.29 |
|
-25.07 |
| |  |
 |
 |
 |
L |
 |
CSPC Pharmaceutical |
0.761 |
8/12/24 |
1.02 |
1.220 |
|
1.113 |
0.107 |
9.61 |
|
0.66 |
| |  |
 |
 |
 |
L |
 |
ENN Energy |
6.850 |
8/12/24 |
0.85 |
15.933 |
|
15.505 |
0.428 |
2.76 |
|
-9.58 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
3.778 |
8/12/24 |
-4.38 |
5.741 |
|
5.391 |
0.349 |
6.48 |
|
-14.57 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
0.979 |
8/12/24 |
0.26 |
2.135 |
|
3.468 |
-1.333 |
-38.44 |
|
-28.53 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
1.568 |
8/12/24 |
-1.93 |
2.165 |
|
3.416 |
-1.251 |
-36.61 |
|
-45.48 |
| |  |
 |
 |
 |
L |
 |
Haier Smart Home |
3.117 |
8/12/24 |
1.67 |
3.990 |
|
3.712 |
0.277 |
7.47 |
|
2.98 |
| |  |
 |
 |
 |
S |
 |
Hang Lung |
0.717 |
8/12/24 |
-1.41 |
2.137 |
|
2.355 |
-0.217 |
-9.24 |
|
-10.63 |
| |  |
 |
 |
 |
L |
 |
Hang Seng Bank |
11.789 |
8/12/24 |
0.38 |
19.743 |
|
18.773 |
0.970 |
5.17 |
|
3.48 |
| |  |
 |
 |
 |
L |
 |
Hansoh Pharma |
2.373 |
8/12/24 |
-2.22 |
2.058 |
|
2.496 |
-0.439 |
-17.57 |
|
-36.15 |
| |  |
 |
 |
 |
|
 |
Henderson Land |
2.829 |
8/12/24 |
-2.43 |
4.368 |
|
4.188 |
0.180 |
4.29 |
|
-0.12 |
| |  |
 |
 |
 |
|
 |
Hengan |
3.252 |
8/12/24 |
-0.20 |
4.888 |
|
5.301 |
-0.414 |
-7.80 |
|
-17.59 |
| |  |
 |
 |
 |
|
 |
HK & China Gas |
0.849 |
8/12/24 |
1.85 |
1.539 |
|
1.508 |
0.031 |
2.08 |
|
-1.24 |
| |  |
 |
 |
 |
L |
 |
HK Exchgs & Clrg |
29.711 |
8/12/24 |
0.96 |
56.241 |
|
62.304 |
-6.063 |
-9.73 |
|
-8.22 |
| |  |
 |
 |
 |
L |
 |
HSBC |
8.255 |
8/12/24 |
0.63 |
7.075 |
|
6.009 |
1.066 |
17.74 |
|
21.66 |
| |  |
 |
 |
 |
L |
 |
ICBC |
0.575 |
8/12/24 |
2.05 |
0.604 |
|
0.557 |
0.047 |
8.45 |
|
0.34 |
| |  |
 |
 |
 |
|
 |
JD Health |
2.700 |
8/12/24 |
-2.55 |
7.999 |
|
9.850 |
-1.851 |
-18.80 |
|
-28.35 |
| |  |
 |
 |
 |
L |
 |
JD.com |
12.841 |
8/12/24 |
-0.10 |
35.869 |
|
41.819 |
-5.950 |
-14.23 |
|
-7.42 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
1.319 |
8/12/24 |
2.59 |
1.074 |
|
1.058 |
0.016 |
1.52 |
|
-5.22 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
9.878 |
8/12/24 |
-1.79 |
12.040 |
|
16.226 |
-4.186 |
-25.80 |
|
-na- |
| |
|
instrument |
freshest |
⇓ Δday |
1/31/22 |
⇓ Δwk |
10/25/21 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Li Ning |
1.804 |
8/12/24 |
-1.13 |
9.666 |
|
11.780 |
-2.114 |
-17.94 |
|
4.52 |
| |  |
 |
 |
 |
S |
 |
Link REIT |
4.471 |
8/12/24 |
-0.57 |
8.563 |
|
8.821 |
-0.257 |
-2.92 |
|
-5.91 |
| |  |
 |
 |
 |
L |
 |
Longfor |
1.225 |
8/12/24 |
-1.95 |
5.965 |
|
5.031 |
0.934 |
18.57 |
|
13.77 |
| |  |
 |
 |
 |
L |
 |
Meituan |
13.342 |
8/12/24 |
-2.07 |
28.249 |
|
36.904 |
-8.655 |
-23.45 |
|
-18.25 |
| |  |
 |
 |
 |
|
 |
MTR |
3.323 |
8/12/24 |
0.19 |
5.401 |
|
5.411 |
-0.010 |
-0.18 |
|
-3.55 |
| |  |
 |
 |
 |
|
 |
NetEase |
18.063 |
8/12/24 |
0.50 |
19.743 |
|
20.845 |
-1.102 |
-5.29 |
|
-3.96 |
| |  |
 |
 |
 |
|
 |
New World Dev |
0.929 |
8/12/24 |
-2.69 |
4.067 |
|
4.368 |
-0.302 |
-6.91 |
|
-12.24 |
| |  |
 |
 |
 |
S |
 |
Nongfu Spring |
3.772 |
8/12/24 |
1.55 |
6.087 |
|
4.960 |
1.127 |
22.72 |
|
10.22 |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
13.380 |
8/12/24 |
2.25 |
24.631 |
|
17.448 |
7.183 |
41.17 |
|
51.99 |
| |  |
 |
 |
 |
|
 |
PetroChina |
0.856 |
8/12/24 |
|
0.496 |
|
0.508 |
-0.012 |
-2.32 |
|
18.30 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.317 |
8/12/24 |
0.45 |
7.813 |
|
7.933 |
-0.120 |
-1.51 |
|
-12.50 |
| |  |
 |
 |
 |
S |
 |
Power Assets |
6.915 |
8/12/24 |
-0.28 |
6.138 |
|
5.880 |
0.258 |
4.39 |
|
1.76 |
| |  |
 |
 |
 |
S |
 |
Sands China |
1.740 |
8/12/24 |
-2.87 |
2.752 |
|
2.211 |
0.541 |
24.48 |
|
-13.02 |
| |  |
 |
 |
 |
L |
 |
SMIC |
2.122 |
8/12/24 |
-0.24 |
2.389 |
|
2.940 |
-0.552 |
-18.76 |
|
-19.37 |
| |  |
 |
 |
 |
L |
 |
Shenzhou Inter |
7.941 |
8/12/24 |
-0.24 |
18.409 |
|
22.196 |
-3.787 |
-17.06 |
|
-14.29 |
| |  |
 |
 |
 |
S |
 |
Sino Biopharm |
0.378 |
8/12/24 |
2.08 |
0.691 |
|
0.766 |
-0.074 |
-9.68 |
|
-21.31 |
| |  |
 |
 |
 |
L |
 |
Sinopharm |
2.591 |
8/12/24 |
1.10 |
2.230 |
|
2.550 |
-0.321 |
-12.57 |
|
-14.04 |
| |  |
 |
 |
 |
|
 |
Sinopec |
0.636 |
8/12/24 |
0.61 |
0.523 |
|
0.498 |
0.025 |
5.11 |
|
4.22 |
| |  |
 |
 |
 |
|
 |
Sun Hung Kai |
9.179 |
8/12/24 |
-1.85 |
12.155 |
|
13.228 |
-1.073 |
-8.11 |
|
-12.42 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
5.548 |
8/12/24 |
1.29 |
25.619 |
|
27.021 |
-1.403 |
-5.19 |
|
-4.87 |
| |  |
 |
 |
 |
|
 |
Techtronic Inds |
12.386 |
8/12/24 |
-0.26 |
16.421 |
|
20.485 |
-4.064 |
-19.84 |
|
-11.28 |
| |  |
 |
 |
 |
L |
 |
Tencent |
48.107 |
8/12/24 |
1.35 |
60.551 |
|
64.980 |
-4.429 |
-6.82 |
|
-11.67 |
| |  |
 |
 |
 |
L |
 |
Tingyi |
1.153 |
8/12/24 |
-0.66 |
2.071 |
|
1.835 |
0.236 |
12.84 |
|
8.20 |
| |  |
 |
 |
 |
|
 |
Trip.com |
42.437 |
8/12/24 |
0.55 |
25.683 |
|
29.930 |
-4.247 |
-14.19 |
|
-na- |
| |  |
 |
 |
 |
|
 |
WH Group |
0.675 |
8/12/24 |
|
0.667 |
|
0.678 |
-0.011 |
-1.63 |
|
-13.88 |
| |
|
instrument |
freshest |
⇓ Δday |
1/31/22 |
⇓ Δwk |
10/25/21 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Wharf REIC |
2.765 |
8/12/24 |
-1.60 |
4.740 |
|
5.482 |
-0.741 |
-13.52 |
|
-12.59 |
| |  |
 |
 |
 |
S |
 |
WuXi AppTec HK |
4.509 |
8/12/24 |
1.44 |
14.253 |
|
21.643 |
-7.390 |
-34.15 |
|
-26.76 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
1.511 |
8/12/24 |
3.70 |
9.698 |
|
15.145 |
-5.446 |
-35.96 |
|
-30.31 |
| |  |
 |
 |
 |
|
 |
Xiaomi |
2.112 |
8/12/24 |
0.37 |
2.101 |
|
2.902 |
-0.800 |
-27.58 |
|
-30.63 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
0.969 |
8/12/24 |
-0.13 |
2.643 |
|
2.902 |
-0.259 |
-8.92 |
|
-15.57 |
| |  |
 |
 |
 |
|
 |
Xinyi Solar |
0.453 |
8/12/24 |
0.28 |
1.591 |
|
2.054 |
-0.463 |
-22.54 |
|
-15.87 |
| |  |
 |
 |
 |
|
 |
Zhongsheng |
1.365 |
8/12/24 |
-1.12 |
7.659 |
|
9.271 |
-1.612 |
-17.39 |
|
-2.42 |
| |  |
 |
 |
 |
|
 |
Zijin Mining HK |
1.963 |
8/12/24 |
0.66 |
1.267 |
|
1.467 |
-0.199 |
-13.59 |
|
-7.83 |
| HSI - 82 out of 82 instruments rated - 1/31/22 / 10/25/21 - 33 did rise, Market-Ratio(14) in USD = 40.24 % |
| Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Index in Dollar * A14 - 68/33 (1)
|
⇐ |
| |
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 1/02/06 |
1/09/06 |
7 |
|
- cash - |
| long |
1/09/06 |
1/21/08 |
742 |
 |
 |
 |
China Ov Land & Inv |
100 |
21,064 |
|
0.475 |
1.814 |
|
1.339 |
282 |
38,207 |
93 |
|
| short |
1/21/08 |
1/26/09 |
371 |
 |
 |
 |
Galaxy Entertainment |
100 |
48,816 |
|
0.783 |
0.161 |
3.800 |
3.017 |
385 |
185,477 |
373 |
|
| long |
1/26/09 |
1/25/10 |
364 |
 |
 |
 |
Hengan |
100 |
55,309 |
|
3.353 |
6.691 |
|
3.337 |
100 |
370,050 |
100 |
|
| short |
1/25/10 |
8/09/10 |
196 |
 |
 |
 |
China Unicom |
100 |
332,881 |
|
1.112 |
1.339 |
0.884 |
-0.228 |
-20 |
294,200 |
-35 |
|
| long |
8/09/10 |
2/07/11 |
182 |
 |
 |
 |
Galaxy Entertainment |
100 |
417,594 |
|
0.705 |
1.597 |
|
0.893 |
127 |
667,026 |
416 |
|
| short |
2/07/11 |
4/04/11 |
56 |
 |
 |
 |
China Res Land |
100 |
409,715 |
|
1.628 |
2.017 |
1.239 |
-0.389 |
-24 |
507,473 |
-83 |
|
| long |
4/04/11 |
8/01/11 |
119 |
 |
 |
 |
Galaxy Entertainment |
100 |
330,045 |
|
1.538 |
2.805 |
|
1.267 |
82 |
925,768 |
532 |
|
| short |
8/01/11 |
12/26/11 |
147 |
 |
 |
 |
New World Dev |
100 |
171,050 |
|
5.412 |
3.215 |
9.112 |
3.700 |
68 |
1,558,627 |
265 |
|
| long |
12/26/11 |
5/21/12 |
147 |
 |
 |
 |
Lenovo |
100 |
2,219,494 |
|
0.702 |
0.838 |
|
0.135 |
19 |
1,858,985 |
55 |
|
| short |
5/21/12 |
8/20/12 |
91 |
 |
 |
 |
China Unicom |
100 |
1,224,483 |
|
1.518 |
1.689 |
1.347 |
-0.171 |
-11 |
1,649,380 |
-38 |
|
| long |
8/20/12 |
4/22/13 |
245 |
 |
 |
 |
Galaxy Entertainment |
100 |
568,450 |
|
2.902 |
4.091 |
|
1.190 |
41 |
2,325,802 |
67 |
|
| short |
4/22/13 |
9/16/13 |
147 |
 |
 |
 |
China Shenhua HK |
100 |
700,392 |
|
3.321 |
3.301 |
3.340 |
0.019 |
1 |
2,339,382 |
1 |
|
| long |
9/16/13 |
12/23/13 |
98 |
 |
 |
 |
Galaxy Entertainment |
100 |
327,737 |
|
7.138 |
8.725 |
|
1.587 |
22 |
2,859,561 |
111 |
|
| short |
12/23/13 |
5/19/14 |
147 |
 |
 |
 |
Belle International |
100 |
2,502,422 |
|
1.143 |
1.066 |
1.224 |
0.082 |
7 |
3,063,966 |
19 |
|
| long |
5/19/14 |
11/10/14 |
175 |
 |
 |
 |
Citic Pacific |
100 |
1,736,843 |
|
1.764 |
1.731 |
|
-0.033 |
-2 |
3,005,949 |
-4 |
|
| short |
11/10/14 |
1/12/15 |
63 |
 |
 |
 |
Kunlun Energy |
100 |
2,335,515 |
|
1.287 |
0.976 |
1.697 |
0.410 |
32 |
3,962,435 |
396 |
|
| long |
1/12/15 |
7/13/15 |
182 |
 |
 |
 |
China Life Ins HK |
100 |
1,010,598 |
|
3.921 |
4.102 |
|
0.181 |
5 |
4,145,850 |
9 |
|
| short |
7/13/15 |
4/18/16 |
280 |
 |
 |
 |
China Shenhua HK |
100 |
2,028,852 |
|
2.043 |
1.720 |
2.428 |
0.384 |
19 |
4,925,445 |
25 |
|
| long |
4/18/16 |
11/21/16 |
217 |
 |
 |
 |
AAC Technologies |
100 |
660,327 |
|
7.459 |
9.335 |
|
1.876 |
25 |
6,164,004 |
46 |
|
| short |
11/21/16 |
2/27/17 |
98 |
 |
 |
 |
Lenovo |
100 |
10,043,637 |
|
0.614 |
0.606 |
0.622 |
0.008 |
1 |
6,247,143 |
5 |
|
| long |
2/27/17 |
4/23/18 |
420 |
 |
 |
 |
Geely Auto |
100 |
4,582,924 |
|
1.363 |
2.716 |
|
1.353 |
99 |
12,445,673 |
82 |
|
| short |
4/23/18 |
5/21/18 |
28 |
 |
 |
 |
China Merchants |
100 |
5,701,885 |
|
2.183 |
2.408 |
1.957 |
-0.225 |
-10 |
11,160,302 |
-76 |
|
| long |
5/21/18 |
6/25/18 |
35 |
 |
 |
 |
CNOOC |
100 |
6,032,237 |
|
1.850 |
1.611 |
|
-0.239 |
-13 |
9,719,419 |
-76 |
|
| short |
6/25/18 |
1/21/19 |
210 |
 |
 |
 |
WH Group |
100 |
12,317,849 |
|
0.789 |
0.875 |
0.703 |
-0.086 |
-11 |
8,663,144 |
-18 |
|
| long |
1/21/19 |
5/27/19 |
126 |
 |
 |
 |
Lenovo |
100 |
11,793,697 |
|
0.735 |
0.726 |
|
-0.008 |
-1 |
8,568,085 |
-3 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | | short |
5/27/19 |
12/30/19 |
217 |
 |
 |
 |
AAC Technologies |
100 |
1,589,221 |
|
5.391 |
8.581 |
2.202 |
-3.189 |
-59 |
3,499,309 |
-78 |
|
| long |
12/30/19 |
2/03/20 |
35 |
 |
 |
 |
Sunny Optical |
100 |
200,747 |
|
17.431 |
16.538 |
|
-0.893 |
-5 |
3,319,943 |
-42 |
|
| short |
2/03/20 |
6/29/20 |
147 |
 |
 |
 |
Bank of East Asia |
100 |
1,539,786 |
|
2.156 |
2.256 |
2.056 |
-0.100 |
-5 |
3,166,264 |
-11 |
|
| long |
6/29/20 |
8/03/20 |
35 |
 |
 |
 |
Tencent |
100 |
50,481 |
|
62.722 |
69.589 |
|
6.867 |
11 |
3,512,916 |
195 |
|
| short |
8/03/20 |
8/31/20 |
28 |
 |
 |
 |
Swire Pacific |
100 |
721,734 |
|
4.867 |
5.447 |
4.288 |
-0.579 |
-12 |
3,094,798 |
-81 |
|
| long |
8/31/20 |
9/14/20 |
14 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
61,294 |
|
50.491 |
47.992 |
|
-2.499 |
-5 |
2,941,632 |
-73 |
|
| short |
9/14/20 |
1/04/21 |
112 |
 |
 |
 |
HSBC |
100 |
707,740 |
|
4.156 |
5.217 |
3.096 |
-1.061 |
-26 |
2,190,883 |
-62 |
|
| long |
1/04/21 |
7/19/21 |
196 |
 |
 |
 |
Geely Auto |
100 |
631,474 |
|
3.469 |
3.051 |
|
-0.418 |
-12 |
1,926,727 |
-21 |
|
| short |
7/19/21 |
1/24/22 |
189 |
 |
 |
 |
China Life Ins HK |
100 |
1,089,224 |
|
1.769 |
1.804 |
1.734 |
-0.035 |
-2 |
1,888,606 |
-4 |
|
| long |
1/24/22 |
4/25/22 |
91 |
 |
 |
 |
China Res Power |
100 |
711,821 |
|
2.653 |
1.785 |
|
-0.868 |
-33 |
1,270,831 |
-80 |
|
| short |
4/25/22 |
1/02/23 |
252 |
 |
 |
 |
AAC Technologies |
100 |
633,937 |
|
2.005 |
2.286 |
1.723 |
-0.281 |
-14 |
1,092,528 |
-20 |
|
| long |
1/02/23 |
4/24/23 |
112 |
 |
 |
 |
Sands China |
100 |
329,207 |
|
3.319 |
3.709 |
|
0.390 |
12 |
1,220,878 |
44 |
|
| short |
4/24/23 |
4/29/24 |
371 |
 |
 |
 |
JD.com |
100 |
69,219 |
|
17.638 |
15.084 |
20.625 |
2.987 |
17 |
1,427,610 |
17 |
|
| long |
4/29/24 |
8/12/24 |
105 |
 |
 |
 |
China Hongqiao |
100 |
1,043,757 |
|
1.368 |
1.270 |
|
-0.098 |
-7 |
1,325,834 |
-23 |
|
| accum | 1/09/06 |
8/12/24 | 7529 |
days out of 7536 invested (100%) |
13,158 |
1,325,834 |
27 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Galaxy Entertainment | short | 1/21/08 | 1/26/09 | 371 | 0.78 | 0.16 | 3.80 | 3.02 | 385.46 | | | |
| | long | 8/09/10 | 2/07/11 | 182 | 0.70 | 1.60 | | 0.89 | 126.73 | | | |
| | long | 4/04/11 | 8/01/11 | 119 | 1.54 | 2.80 | | 1.27 | 82.43 | | | |
| | long | 8/20/12 | 4/22/13 | 245 | 2.90 | 4.09 | | 1.19 | 41.01 | | | |
| | long | 9/16/13 | 12/23/13 | 98 | 7.14 | 8.73 | | 1.59 | 22.24 | | | 3,360.93 |
| China Ov Land & Inv | long | 1/09/06 | 1/21/08 | 742 | 0.47 | 1.81 | | 1.34 | 282.07 | | | 282.07 |
| Hengan | long | 1/26/09 | 1/25/10 | 364 | 3.35 | 6.69 | | 3.34 | 99.51 | | | 99.51 |
| Geely Auto | long | 2/27/17 | 4/23/18 | 420 | 1.36 | 2.72 | | 1.35 | 99.22 | | | |
| | long | 1/04/21 | 7/19/21 | 196 | 3.47 | 3.05 | | -0.42 | -12.06 | | | 75.20 |
| New World Dev | short | 8/01/11 | 12/26/11 | 147 | 5.41 | 3.21 | 9.11 | 3.70 | 68.36 | | | 68.36 |
| Kunlun Energy | short | 11/10/14 | 1/12/15 | 63 | 1.29 | 0.98 | 1.70 | 0.41 | 31.82 | | | 31.82 |
| Lenovo | long | 12/26/11 | 5/21/12 | 147 | 0.70 | 0.84 | | 0.14 | 19.27 | | | |
| | short | 11/21/16 | 2/27/17 | 98 | 0.61 | 0.61 | 0.62 | 0.01 | 1.35 | | | |
| | long | 1/21/19 | 5/27/19 | 126 | 0.73 | 0.73 | | -0.01 | -1.10 | | | 19.55 |
| China Shenhua HK | short | 4/22/13 | 9/16/13 | 147 | 3.32 | 3.30 | 3.34 | 0.02 | 0.58 | | | |
| | short | 7/13/15 | 4/18/16 | 280 | 2.04 | 1.72 | 2.43 | 0.38 | 18.80 | | | 19.50 |
| JD.com | short | 4/24/23 | 4/29/24 | 371 | 17.64 | 15.08 | 20.62 | 2.99 | 16.93 | | | 16.93 |
| Sands China | long | 1/02/23 | 4/24/23 | 112 | 3.32 | 3.71 | | 0.39 | 11.75 | | | 11.75 |
| Tencent | long | 6/29/20 | 8/03/20 | 35 | 62.72 | 69.59 | | 6.87 | 10.95 | | | 10.95 |
| Belle International | short | 12/23/13 | 5/19/14 | 147 | 1.14 | 1.07 | 1.22 | 0.08 | 7.15 | | | 7.15 |
| China Life Ins HK | long | 1/12/15 | 7/13/15 | 182 | 3.92 | 4.10 | | 0.18 | 4.63 | | | |
| | short | 7/19/21 | 1/24/22 | 189 | 1.77 | 1.80 | 1.73 | -0.03 | -1.98 | | | 2.56 |
| Citic Pacific | long | 5/19/14 | 11/10/14 | 175 | 1.76 | 1.73 | | -0.03 | -1.89 | | | -1.89 |
| Bank of East Asia | short | 2/03/20 | 6/29/20 | 147 | 2.16 | 2.26 | 2.06 | -0.10 | -4.63 | | | -4.63 |
| HK Exchgs & Clrg | long | 8/31/20 | 9/14/20 | 14 | 50.49 | 47.99 | | -2.50 | -4.95 | | | -4.95 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Sunny Optical | long | 12/30/19 | 2/03/20 | 35 | 17.43 | 16.54 | | -0.89 | -5.13 | | | -5.13 |
| China Hongqiao | long | 4/29/24 | 8/12/24 | 105 | 1.37 | 1.27 | | -0.10 | -7.13 | | | -7.13 |
| China Merchants | short | 4/23/18 | 5/21/18 | 28 | 2.18 | 2.41 | 1.96 | -0.23 | -10.33 | | | -10.33 |
| WH Group | short | 6/25/18 | 1/21/19 | 210 | 0.79 | 0.87 | 0.70 | -0.09 | -10.87 | | | -10.87 |
| Swire Pacific | short | 8/03/20 | 8/31/20 | 28 | 4.87 | 5.45 | 4.29 | -0.58 | -11.90 | | | -11.90 |
| CNOOC | long | 5/21/18 | 6/25/18 | 35 | 1.85 | 1.61 | | -0.24 | -12.91 | | | -12.91 |
| China Res Land | short | 2/07/11 | 4/04/11 | 56 | 1.63 | 2.02 | 1.24 | -0.39 | -23.92 | | | -23.92 |
| HSBC | short | 9/14/20 | 1/04/21 | 112 | 4.16 | 5.22 | 3.10 | -1.06 | -25.52 | | | -25.52 |
| China Unicom | short | 1/25/10 | 8/09/10 | 196 | 1.11 | 1.34 | 0.88 | -0.23 | -20.50 | | | |
| | short | 5/21/12 | 8/20/12 | 91 | 1.52 | 1.69 | 1.35 | -0.17 | -11.28 | | | -29.46 |
| China Res Power | long | 1/24/22 | 4/25/22 | 91 | 2.65 | 1.79 | | -0.87 | -32.71 | | | -32.71 |
| AAC Technologies | long | 4/18/16 | 11/21/16 | 217 | 7.46 | 9.33 | | 1.88 | 25.15 | | | |
| | short | 5/27/19 | 12/30/19 | 217 | 5.39 | 8.58 | 2.20 | -3.19 | -59.16 | | | |
| | short | 4/25/22 | 1/02/23 | 252 | 2.00 | 2.29 | 1.72 | -0.28 | -14.03 | | | -56.06 |
Annotations
| 5/23/18 | HSI | | | index adaption
removed: Cathay Pacific Airways, Kunlun Energy, The Wharf
added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC |
| 7/19/17 | HSI | | | Belle drops out due to acquisition by Hillhouse Capital and CDH Investments |
| 4/01/17 | HSI | | | machine learning processed for all techniques |
| 3/06/17 | HSI | | | Geely Auto replaces Li & Fung |
| 12/28/16 | HSI | | | AAC Technologies and CKI replacen China Res Enterprises and Tingyi |
| 10/13/15 | China Mengniu Dairy | | | forward stock split 1:2 (two for one) |
| 9/18/15 | China Res Enterprise | | | ex special dividend HKD 12.30 |
| 7/27/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
| 6/08/15 | HSI | | | CK Property and The Link REIT replace Costco and Hutchison Whampoa. |
| 6/01/15 | CK Hutchison | | | name change (before Cheung Kong Holdings Ltd) after Merger with Hutchison Whampoa |
| 5/27/15 | CK Hutchison | | | spin-off CK Property |
|
|