Assessment - Hang Seng Commerce & Industry in Japanese yen - 18/04/22 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	18/04/22	Δwk	20/12/21	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	152,422.226	12/08/24	-0.05	188,089.283		195,872.433	-7,783.151	-3.97		-14.41
								Trip.com	5,351.838	12/08/24	0.55	2,912.125		2,522.862	389.263	15.43		-10.37
						L		CNOOC	319.363	12/08/24	-0.80	187.023		113.776	73.247	64.38		49.44
								PetroChina	107.910	12/08/24		66.008		49.904	16.104	32.27		28.35
						L		China Unicom	96.585	12/08/24	-5.84	62.772		56.015	6.757	12.06		5.11
						L		Hansoh Pharma	299.302	12/08/24	-2.22	204.819		275.274	-70.455	-25.59		-32.31
								Xiaomi	266.298	12/08/24	0.37	194.789		256.360	-61.571	-24.02		-34.42
						L		Lenovo	166.315	12/08/24	2.59	125.383		124.397	0.986	0.79		1.69
						L		China Mobile	1,147.054	12/08/24	-0.56	895.478		674.364	221.115	32.79		24.59
								Sinopec	80.245	12/08/24	0.61	64.714		52.669	12.045	22.87		15.74
						L		China Shenhua HK	522.565	12/08/24	1.57	425.494		261.598	163.896	62.65		64.59
						L		Sinopharm	326.805	12/08/24	1.10	281.829		237.155	44.674	18.84		-3.29
								Zijin Mining HK	247.531	12/08/24	0.66	219.380		135.600	83.780	61.78		39.85
						L		SMIC	267.592	12/08/24	-0.24	264.033		262.471	1.562	0.60		-14.69
								WH Group	85.099	12/08/24		84.775		71.292	13.483	18.91		2.59
						L		Tencent	6,066.927	12/08/24	1.35	6,057.219		6,256.232	-199.012	-3.18		-13.01
								NetEase	2,277.929	12/08/24	0.50	2,362.057		2,124.209	237.848	11.20		5.89
						L		Haier Smart Home	393.137	12/08/24	1.67	417.405		454.668	-37.263	-8.20		-0.15
						L		China Hongqiao	160.490	12/08/24	1.33	176.669		111.739	64.930	58.11		23.61
						L		BYD Company	3,455.721	12/08/24	-0.28	3,882.833		3,660.623	222.210	6.07		16.38
								Techtronic Inds	1,562.031	12/08/24	-0.26	1,808.753		2,236.239	-427.486	-19.12		-13.38
								Alibaba	1,269.201	12/08/24	0.77	1,480.330		1,665.904	-185.574	-11.14		-30.20
								Citic Pacific	114.867	12/08/24		141.076		111.739	29.337	26.25		16.48
								Haidilao Inter	197.701	12/08/24	-1.93	255.296		243.557	11.740	4.82		-25.49
								ANTA Sports Products	1,104.990	12/08/24	-2.78	1,427.750		1,594.612	-166.862	-10.46		-25.74
								⇓instrument	freshest		⇓ Δday	18/04/22	Δwk	20/12/21	prc diff	⇓ Δ17		⇓∅-RS
						S		Li Auto	1,245.742	12/08/24	-1.79	1,630.790		1,635.350	-4.560	-0.28		-na-
						S		Sino Biopharm	47.726	12/08/24	2.08	66.170		77.985	-11.815	-15.15		-25.66
						L		Alibaba Health	52.418	12/08/24	-0.61	72.965		98.063	-25.098	-25.59		-44.15
						L		CSPC Pharmaceutical	95.938	12/08/24	1.02	133.796		116.686	17.110	14.66		-2.92
						L		Meituan	1,682.561	12/08/24	-2.07	2,362.057		3,189.223	-827.167	-25.94		-28.72
						S		Sands China	219.380	12/08/24	-2.87	308.038		236.864	71.174	30.05		-3.29
								CK Hutchison	653.610	12/08/24	0.12	918.128		723.104	195.024	26.97		13.25
						S		Nongfu Spring	475.647	12/08/24	1.55	673.833		703.462	-29.629	-4.21		10.95
								Hengan	410.124	12/08/24	-0.20	592.132		592.160	-0.028	-0.00		-5.62
						S		Baidu	1,337.151	12/08/24	-0.66	2,012.602		1,972.895	39.706	2.01		-12.35
								Geely Auto	123.442	12/08/24	0.26	190.906		319.359	-128.453	-40.22		-34.19
						L		Galaxy Entertainment	476.456	12/08/24	-4.38	746.636		557.969	188.668	33.81		7.31
						L		Shenzhou Inter	1,001.447	12/08/24	-0.24	1,612.185		2,109.660	-497.475	-23.58		-27.80
								MTR	419.022	12/08/24	0.19	675.451		592.887	82.564	13.93		8.81
						L		Tingyi	145.444	12/08/24	-0.66	238.794		222.023	16.771	7.55		10.21
								China Res Beer	383.430	12/08/24	-2.47	749.063		915.156	-166.093	-18.15		-15.09
						L		Orient Overseas	1,687.414	12/08/24	2.25	3,303.644		2,502.493	801.151	32.01		47.21
						S		Chow Tai Fook Jwl	106.454	12/08/24	-0.75	208.702		194.962	13.741	7.05		-2.72
						S		Budweiser Brewing	150.460	12/08/24	-2.11	322.275		302.627	19.648	6.49		2.23
						L		JD.com	1,619.465	12/08/24	-0.10	3,594.856		3,913.782	-318.926	-8.15		-11.73
								Xinyi Glass	122.147	12/08/24	-0.13	280.858		249.958	30.900	12.36		-17.75
								JD Health	340.557	12/08/24	-2.55	789.509		895.514	-106.005	-11.84		-24.88
						L		Sunny Optical	699.719	12/08/24	1.29	1,792.575		3,398.734	-1,606.160	-47.26		-37.44
						S		WuXi AppTec HK	568.673	12/08/24	1.44	1,815.224		1,885.599	-70.375	-3.73		-12.40
						S		China Mengniu Dairy	214.203	12/08/24	-2.79	700.528		653.267	47.261	7.23		6.33
								⇓instrument	freshest		⇓ Δday	18/04/22	Δwk	20/12/21	prc diff	⇓ Δ17		⇓∅-RS
								Xinyi Solar	57.110	12/08/24	0.28	224.881		188.851	36.030	19.08		8.27
								Li Ning	227.469	12/08/24	-1.13	959.383		1,163.223	-203.839	-17.52		-15.98
								Zhongsheng	172.139	12/08/24	-1.12	851.796		887.512	-35.715	-4.02		-4.97
								WuXi Biologics	190.582	12/08/24	3.70	974.753		1,238.879	-264.127	-21.32		-29.16
HSI-C&I - 53 out of 53 instruments rated - 18/04/22 / 20/12/21 - 30 did rise, Market-Ratio(17) in JPY = 56.60 %
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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