Assessment - Hang Seng Commerce & Industry in Japanese yen - 11/04/22 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	11/04/22	Δwk	13/12/21	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	150,834.811	12/08/24	-0.05	180,454.872		211,984.564	-31,529.692	-14.87		-18.42
								Trip.com	5,296.101	12/08/24	0.55	2,675.267		2,983.957	-308.690	-10.34		-na-
						L		CNOOC	316.037	12/08/24	-0.80	178.671		112.698	65.973	58.54		43.91
								PetroChina	106.787	12/08/24		64.360		51.623	12.737	24.67		26.46
						L		China Unicom	95.580	12/08/24	-5.84	61.799		56.276	5.522	9.81		3.49
						L		Hansoh Pharma	296.185	12/08/24	-2.22	204.287		257.970	-53.682	-20.81		-33.64
								Xiaomi	263.524	12/08/24	0.37	197.883		279.782	-81.899	-29.27		-34.22
						L		China Mobile	1,135.107	12/08/24	-0.56	874.145		674.008	200.137	29.69		22.08
						L		China Shenhua HK	517.122	12/08/24	1.57	405.052		266.695	138.358	51.88		58.22
						L		Lenovo	164.583	12/08/24	2.59	130.001		120.696	9.305	7.71		5.30
								Sinopec	79.409	12/08/24	0.61	63.560		54.095	9.464	17.50		13.88
								Zijin Mining HK	244.953	12/08/24	0.66	203.007		147.453	55.554	37.68		30.37
						L		Sinopharm	323.402	12/08/24	1.10	283.056		241.392	41.664	17.26		-2.92
						L		Tencent	6,003.742	12/08/24	1.35	5,661.128		6,785.158	-1,124.030	-16.57		-19.36
								WH Group	84.212	12/08/24		81.651		70.964	10.687	15.06		-1.47
						L		SMIC	264.805	12/08/24	-0.24	260.642		303.194	-42.552	-14.03		-16.30
						L		Haier Smart Home	389.042	12/08/24	1.67	392.244		487.147	-94.903	-19.48		-6.48
								NetEase	2,254.205	12/08/24	0.50	2,279.821		2,325.218	-45.397	-1.95		2.22
						L		China Hongqiao	158.819	12/08/24	1.33	162.661		112.989	49.672	43.96		13.93
						L		BYD Company	3,419.731	12/08/24	-0.28	3,535.003		4,190.918	-655.915	-15.65		6.87
								Haidilao Inter	195.642	12/08/24	-1.93	204.287		259.133	-54.846	-21.17		-41.72
								Techtronic Inds	1,545.763	12/08/24	-0.26	1,762.699		2,441.552	-678.853	-27.80		-15.74
								Citic Pacific	113.671	12/08/24		138.486		110.808	27.679	24.98		14.95
								ANTA Sports Products	1,093.482	12/08/24	-2.78	1,364.851		1,826.438	-461.587	-25.27		-29.55
								Alibaba	1,255.983	12/08/24	0.77	1,576.983		1,761.000	-184.017	-10.45		-26.63
								⇓instrument	freshest		⇓ Δday	11/04/22	Δwk	13/12/21	prc diff	⇓ Δ17		⇓∅-RS
						S		Li Auto	1,232.768	12/08/24	-1.79	1,550.566		1,842.434	-291.867	-15.84		-na-
						S		Sands China	217.095	12/08/24	-2.87	275.372		268.440	6.932	2.58		-14.43
						S		Nongfu Spring	470.693	12/08/24	1.55	659.611		688.550	-28.938	-4.20		9.07
						S		Sino Biopharm	47.229	12/08/24	2.08	66.441		81.870	-15.428	-18.85		-26.14
								CK Hutchison	646.803	12/08/24	0.12	911.768		725.631	186.137	25.65		12.55
						L		CSPC Pharmaceutical	94.939	12/08/24	1.02	134.644		122.587	12.057	9.84		-2.25
						L		Meituan	1,665.038	12/08/24	-2.07	2,361.472		3,606.342	-1,244.870	-34.52		-29.58
								Hengan	405.853	12/08/24	-0.20	588.367		576.578	11.788	2.04		-6.56
						L		Alibaba Health	51.872	12/08/24	-0.61	75.407		110.808	-35.401	-31.95		-43.74
								Geely Auto	122.156	12/08/24	0.26	178.351		346.092	-167.741	-48.47		-39.17
						L		Galaxy Entertainment	471.494	12/08/24	-4.38	712.444		596.210	116.234	19.50		1.88
						L		Tingyi	143.930	12/08/24	-0.66	223.179		224.524	-1.345	-0.60		3.28
						S		Baidu	1,323.225	12/08/24	-0.66	2,052.479		2,111.455	-58.976	-2.79		-11.20
						L		Shenzhou Inter	991.018	12/08/24	-0.24	1,556.970		2,251.055	-694.085	-30.83		-30.88
								MTR	414.658	12/08/24	0.19	670.018		601.299	68.718	11.43		8.09
								China Res Beer	379.436	12/08/24	-2.47	672.419		966.296	-293.877	-30.41		-24.17
						L		Orient Overseas	1,669.841	12/08/24	2.25	3,054.704		2,413.922	640.781	26.55		37.51
						S		Chow Tai Fook Jwl	105.346	12/08/24	-0.75	205.568		202.711	2.857	1.41		-3.92
						S		Budweiser Brewing	148.893	12/08/24	-2.11	311.554		293.015	18.539	6.33		-1.33
						L		JD.com	1,602.599	12/08/24	-0.10	3,448.549		4,516.653	-1,068.103	-23.65		-15.72
								JD Health	337.010	12/08/24	-2.55	794.095		1,050.638	-256.543	-24.42		-25.36
								Xinyi Glass	120.875	12/08/24	-0.13	286.579		293.015	-6.437	-2.20		-16.44
						L		Sunny Optical	692.432	12/08/24	1.29	1,705.063		3,452.200	-1,747.137	-50.61		-41.09
						S		China Mengniu Dairy	211.972	12/08/24	-2.79	666.816		660.920	5.895	0.89		1.36
						S		WuXi AppTec HK	562.751	12/08/24	1.44	1,833.143		2,309.222	-476.080	-20.62		-11.50
								⇓instrument	freshest		⇓ Δday	11/04/22	Δwk	13/12/21	prc diff	⇓ Δ17		⇓∅-RS
								Xinyi Solar	56.515	12/08/24	0.28	215.494		218.707	-3.213	-1.47		4.09
								Li Ning	225.100	12/08/24	-1.13	912.569		1,323.295	-410.726	-31.04		-19.79
								Zhongsheng	170.346	12/08/24	-1.12	819.711		898.677	-78.966	-8.79		-8.36
								WuXi Biologics	188.598	12/08/24	3.70	987.015		1,427.995	-440.980	-30.88		-28.88
HSI-C&I - 53 out of 53 instruments rated - 11/04/22 / 13/12/21 - 22 did rise, Market-Ratio(17) in JPY = 41.51 %
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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