Assessment - Hang Seng Commerce & Industry in Renminbi yuán - 4/18/22 - RS = 17

 ⇐ 

								instrument	freshest		⇓ Δday	4/18/22	⇓ Δwk	12/20/21	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	7,650.093	8/12/24	-0.05	9,440.228		11,001.249	-1,561.021	-14.19		-24.04
								Alibaba	63.701	8/12/24	0.77	74.298		93.566	-19.268	-20.59		-37.81
						L		Alibaba Health	2.631	8/12/24	-0.61	3.662		5.508	-1.846	-33.51		-49.84
								ANTA Sports Products	55.460	8/12/24	-2.78	71.659		89.562	-17.903	-19.99		-34.00
						S		Baidu	67.112	8/12/24	-0.66	101.013		110.808	-9.796	-8.84		-22.38
						S		Budweiser Brewing	7.552	8/12/24	-2.11	16.175		16.997	-0.822	-4.84		-9.62
						L		BYD Company	173.443	8/12/24	-0.28	194.880		205.600	-10.720	-5.21		2.54
								CK Hutchison	32.805	8/12/24	0.12	46.081		40.613	5.468	13.46		0.08
						L		China Hongqiao	8.055	8/12/24	1.33	8.867		6.276	2.591	41.29		9.41
						S		China Mengniu Dairy	10.751	8/12/24	-2.79	35.160		36.691	-1.531	-4.17		-6.13
						L		China Mobile	57.571	8/12/24	-0.56	44.944		37.876	7.068	18.66		9.89
								China Res Beer	19.244	8/12/24	-2.47	37.596		51.400	-13.804	-26.86		-24.78
						L		China Shenhua HK	26.228	8/12/24	1.57	21.356		14.693	6.663	45.35		44.72
						L		China Unicom	4.848	8/12/24	-5.84	3.151		3.146	0.004	0.14		-7.10
						S		Chow Tai Fook Jwl	5.343	8/12/24	-0.75	10.475		10.950	-0.475	-4.34		-14.08
								Citic Pacific	5.765	8/12/24		7.081		6.276	0.805	12.82		2.85
						L		CNOOC	16.029	8/12/24	-0.80	9.387		6.390	2.996	46.89		31.61
						L		CSPC Pharmaceutical	4.815	8/12/24	1.02	6.715		6.554	0.162	2.46		-14.07
						L		Galaxy Entertainment	23.913	8/12/24	-4.38	37.474		31.339	6.135	19.58		-4.90
								Geely Auto	6.196	8/12/24	0.26	9.582		17.937	-8.355	-46.58		-41.40
								Haidilao Inter	9.923	8/12/24	-1.93	12.813		13.679	-0.866	-6.33		-33.25
						L		Haier Smart Home	19.732	8/12/24	1.67	20.950		25.537	-4.587	-17.96		-11.72
						L		Hansoh Pharma	15.022	8/12/24	-2.22	10.280		15.461	-5.181	-33.51		-39.65
								Hengan	20.584	8/12/24	-0.20	29.719		33.259	-3.540	-10.64		-16.40
								JD Health	17.093	8/12/24	-2.55	39.626		50.297	-10.671	-21.22		-33.07
								instrument	freshest		⇓ Δday	4/18/22	⇓ Δwk	12/20/21	prc diff	⇓ Δ17		⇓∅-RS
						L		JD.com	81.281	8/12/24	-0.10	180.426		219.819	-39.393	-17.92		-21.91
						L		Lenovo	8.347	8/12/24	2.59	6.293		6.987	-0.694	-9.93		-10.15
						S		Li Auto	62.524	8/12/24	-1.79	81.850		91.850	-10.000	-10.89		-na-
								Li Ning	11.417	8/12/24	-1.13	48.152		65.333	-17.181	-26.30		-25.67
						L		Meituan	84.448	8/12/24	-2.07	118.552		179.124	-60.572	-33.82		-36.63
								MTR	21.031	8/12/24	0.19	33.901		33.300	0.601	1.81		-3.87
								NetEase	114.330	8/12/24	0.50	118.552		119.307	-0.755	-0.63		-6.44
						S		Nongfu Spring	23.873	8/12/24	1.55	33.820		39.510	-5.690	-14.40		-2.13
						L		Orient Overseas	84.692	8/12/24	2.25	165.810		140.553	25.257	17.97		29.33
								PetroChina	5.416	8/12/24		3.313		2.803	0.510	18.20		12.97
						S		Sands China	11.011	8/12/24	-2.87	15.460		13.304	2.157	16.21		-14.07
						L		SMIC	13.430	8/12/24	-0.24	13.252		14.742	-1.490	-10.11		-24.34
						L		Shenzhou Inter	50.263	8/12/24	-0.24	80.916		118.490	-37.574	-31.71		-35.83
						S		Sino Biopharm	2.395	8/12/24	2.08	3.321		4.380	-1.059	-24.18		-33.93
								Sinopec	4.028	8/12/24	0.61	3.248		2.958	0.290	9.80		2.19
						L		Sinopharm	16.402	8/12/24	1.10	14.145		13.320	0.825	6.19		-14.30
						L		Sunny Optical	35.119	8/12/24	1.29	89.970		190.891	-100.922	-52.87		-44.47
								Techtronic Inds	78.399	8/12/24	-0.26	90.782		125.599	-34.818	-27.72		-23.39
						L		Tencent	304.500	8/12/24	1.35	304.013		351.384	-47.371	-13.48		-22.84
						L		Tingyi	7.300	8/12/24	-0.66	11.985		12.470	-0.485	-3.89		-2.77
								Trip.com	268.610	8/12/24	0.55	146.160		141.697	4.462	3.15		-20.51
								WH Group	4.271	8/12/24		4.255		4.004	0.251	6.26		-9.07
						S		WuXi AppTec HK	28.542	8/12/24	1.44	91.106		105.905	-14.799	-13.97		-22.28
								WuXi Biologics	9.565	8/12/24	3.70	48.923		69.582	-20.659	-29.69		-36.85
								Xiaomi	13.366	8/12/24	0.37	9.776		14.399	-4.622	-32.10		-41.58
								instrument	freshest		⇓ Δday	4/18/22	⇓ Δwk	12/20/21	prc diff	⇓ Δ17		⇓∅-RS
								Xinyi Glass	6.131	8/12/24	-0.13	14.096		14.039	0.057	0.41		-26.94
								Xinyi Solar	2.866	8/12/24	0.28	11.287		10.607	0.680	6.41		-4.29
								Zhongsheng	8.640	8/12/24	-1.12	42.752		49.847	-7.096	-14.23		-15.91
								Zijin Mining HK	12.424	8/12/24	0.66	11.011		7.616	3.395	44.57		23.43
HSI-C&I - 53 out of 53 instruments rated - 4/18/22 / 12/20/21 - 20 did rise, Market-Ratio(17) in CNY = 37.74 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37
1/03/22	scale up chart	7/01/24

 

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
1/02/06		1/09/06	7				- cash -
long	1/09/06	1/21/08	742				Tingyi	100	2,277		4.391	11.225		6.834	156	25,562	59
short	1/21/08	2/16/09	392				Galaxy Entertainment	100	4,509		5.668	1.067	30.106	24.437	431	135,750	373
long	2/16/09	5/10/10	448				Hengan	100	5,409		25.093	48.968		23.875	95	264,892	72
short	5/10/10	6/21/10	42				Citic Pacific	100	19,391		13.660	13.322	14.007	0.347	3	271,621	24
long	6/21/10	8/09/10	49				Galaxy Entertainment	100	71,717		3.787	4.768		0.981	26	341,966	456
short	8/09/10	8/30/10	21				Citic Pacific	100	24,672		13.860	13.961	13.759	-0.101	-1	339,477	-12
long	8/30/10	8/08/11	343				Galaxy Entertainment	100	62,437		5.437	16.326		10.889	200	1,019,338	222
short	8/08/11	1/16/12	161				Li & Fung	100	95,457		10.678	13.939	7.418	-3.261	-31	708,078	-56
long	1/16/12	5/21/12	126				Sands China	100	34,454		20.551	21.128		0.576	3	727,939	8
short	5/21/12	9/17/12	119				Citic Pacific	100	76,027		9.575	7.955	11.525	1.950	20	876,201	77
long	9/17/12	4/08/13	203				Galaxy Entertainment	100	43,437		20.172	24.567		4.396	22	1,067,138	43
short	4/08/13	9/30/13	175				Li & Fung	100	125,728		8.488	8.903	8.073	-0.415	-5	1,014,943	-10
long	9/30/13	2/03/14	126				Galaxy Entertainment	100	23,638		42.935	59.565		16.630	39	1,408,044	158
short	2/03/14	5/26/14	112				Belle International	100	215,230		6.542	6.631	6.453	-0.089	-1	1,388,838	-4
long	5/26/14	10/06/14	133				Tencent	100	16,038		86.593	94.748		8.154	9	1,519,618	28
short	10/06/14	4/13/15	189				Galaxy Entertainment	100	39,706		38.271	31.695	46.212	7.941	21	1,834,927	44
long	4/13/15	7/06/15	84				Tencent	100	13,412		136.808	117.324		-19.484	-14	1,573,603	-49
short	7/06/15	5/09/16	308				Sands China	100	67,755		23.225	22.872	23.583	0.358	2	1,597,862	2
long	5/09/16	12/26/16	231				MTR	100	49,447		32.315	33.403		1.089	3	1,651,698	5
short	12/26/16	2/27/17	63				Hengan	100	33,473		49.344	59.604	39.083	-10.261	-21	1,308,243	-74
long	2/27/17	3/05/18	371				Galaxy Entertainment	100	39,815		32.858	53.385		20.528	62	2,125,554	61
short	3/05/18	6/11/18	98				China Merchants	100	147,792		14.382	14.240	14.525	0.143	1	2,146,713	4
long	6/11/18	7/09/18	28				Sunny Optical	100	15,510		138.407	122.280		-16.127	-12	1,896,586	-80
short	7/09/18	2/11/19	217				WH Group	100	351,645		5.393	6.369	4.418	-0.976	-18	1,553,431	-29
long	2/11/19	5/27/19	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	5/27/19	12/23/19	210				AAC Technologies	100	42,386		37.185	58.916	15.454	-21.731	-58	655,029	-78
long	12/23/19	2/24/20	63				Sunny Optical	100	5,276		124.133	115.399		-8.735	-7	608,944	-34
short	2/24/20	7/13/20	140				PetroChina	100	209,763		2.903	2.500	3.371	0.468	16	707,093	48
long	7/13/20	8/10/20	28				Geely Auto	100	41,104		17.202	15.052		-2.150	-13	618,703	-82
short	8/10/20	1/18/21	161				Swire Pacific	100	17,709		34.936	41.014	28.857	-6.078	-17	511,059	-35
long	1/18/21	6/28/21	161				Geely Auto	100	19,080		26.785	21.205		-5.580	-21	404,597	-41
short	6/28/21	1/17/22	203				China Unicom	100	112,887		3.584	3.308	3.883	0.299	8	438,353	15
long	1/17/22	5/09/22	112				Want Want China	100	70,881		6.184	5.957		-0.227	-4	422,267	-11
short	5/09/22	1/09/23	245				Sunny Optical	100	4,921		85.803	80.913	90.989	5.186	6	447,787	9
long	1/09/23	5/08/23	119				Sands China	100	18,440		24.283	22.999		-1.283	-5	424,121	-15
short	5/08/23	5/13/24	371				JD.com	100	3,450		122.926	119.709	126.230	3.304	3	435,518	3
long	5/13/24	8/12/24	91				China Hongqiao	100	39,797		10.943	9.251		-1.693	-15	368,158	-49
accum	1/09/06	8/12/24	7318	days out of 7325 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	1/21/08	2/16/09	392	5.67	1.07	30.11	24.44	431.13
	long	6/21/10	8/09/10	49	3.79	4.77		0.98	25.90
	long	8/30/10	8/08/11	343	5.44	16.33		10.89	200.27
	long	9/17/12	4/08/13	203	20.17	24.57		4.40	21.79
	long	9/30/13	2/03/14	126	42.94	59.57		16.63	38.73
	short	10/06/14	4/13/15	189	38.27	31.69	46.21	7.94	20.75
	long	2/27/17	3/05/18	371	32.86	53.39		20.53	62.47			6,555.72
Tingyi	long	1/09/06	1/21/08	742	4.39	11.23		6.83	155.66			155.66
Hengan	long	2/16/09	5/10/10	448	25.09	48.97		23.88	95.15
	short	12/26/16	2/27/17	63	49.34	59.60	39.08	-10.26	-20.79			54.57
Citic Pacific	short	5/10/10	6/21/10	42	13.66	13.32	14.01	0.35	2.54
	short	8/09/10	8/30/10	21	13.86	13.96	13.76	-0.10	-0.73
	short	5/21/12	9/17/12	119	9.57	7.95	11.52	1.95	20.37			22.53
PetroChina	short	2/24/20	7/13/20	140	2.90	2.50	3.37	0.47	16.12			16.12
China Unicom	short	6/28/21	1/17/22	203	3.58	3.31	3.88	0.30	8.34			8.34
MTR	long	5/09/16	12/26/16	231	32.31	33.40		1.09	3.37			3.37
JD.com	short	5/08/23	5/13/24	371	122.93	119.71	126.23	3.30	2.69			2.69
Lenovo	long	2/11/19	5/27/19	105	4.94	5.01		0.07	1.46			1.46
China Merchants	short	3/05/18	6/11/18	98	14.38	14.24	14.53	0.14	1.00			1.00
Sands China	long	1/16/12	5/21/12	126	20.55	21.13		0.58	2.80
	short	7/06/15	5/09/16	308	23.22	22.87	23.58	0.36	1.54
	long	1/09/23	5/08/23	119	24.28	23.00		-1.28	-5.29			-1.13
Belle International	short	2/03/14	5/26/14	112	6.54	6.63	6.45	-0.09	-1.36			-1.36
Want Want China	long	1/17/22	5/09/22	112	6.18	5.96		-0.23	-3.67			-3.67
Tencent	long	5/26/14	10/06/14	133	86.59	94.75		8.15	9.42
	long	4/13/15	7/06/15	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	6/11/18	7/09/18	28	138.41	122.28		-16.13	-11.65
	long	12/23/19	2/24/20	63	124.13	115.40		-8.73	-7.04
	short	5/09/22	1/09/23	245	85.80	80.91	90.99	5.19	6.04			-12.90
China Hongqiao	long	5/13/24	8/12/24	91	10.94	9.25		-1.69	-15.47			-15.47
Swire Pacific	short	8/10/20	1/18/21	161	34.94	41.01	28.86	-6.08	-17.40			-17.40
WH Group	short	7/09/18	2/11/19	217	5.39	6.37	4.42	-0.98	-18.09			-18.09
Geely Auto	long	7/13/20	8/10/20	28	17.20	15.05		-2.15	-12.50
	long	1/18/21	6/28/21	161	26.78	21.21		-5.58	-20.83			-30.73
Li & Fung	short	8/08/11	1/16/12	161	10.68	13.94	7.42	-3.26	-30.54
	short	4/08/13	9/30/13	175	8.49	8.90	8.07	-0.42	-4.89			-33.93
AAC Technologies	short	5/27/19	12/23/19	210	37.18	58.92	15.45	-21.73	-58.44			-58.44

Annotations

3/01/24	HSI-C&I			Component update: JD Health, Li Auto, Sinopharm, Trip.com, WuXi AppTec and Zijin Mining added
3/06/17	HSI-C&I			Geely Auto replaces Li & Fung
12/28/16	HSI-C&I			AAC Technologies joins, China Res Enterprises and Tingyi retire
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
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

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