Assessment - Hang Seng Commerce & Industry in Japanese yen - 9/05/22 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	9/05/22	Δwk	10/01/22	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	156,369.995	12/08/24	-0.05	180,628.896		203,848.960	-23,220.064	-11.39		-16.24
								Trip.com	5,490.452	12/08/24	0.55	2,693.774		2,910.272	-216.498	-7.44		-15.50
						L		CNOOC	327.635	12/08/24	-0.80	180.913		126.097	54.816	43.47		41.32
								PetroChina	110.705	12/08/24		65.560		54.928	10.633	19.36		23.75
						L		China Unicom	99.087	12/08/24	-5.84	61.909		59.800	2.109	3.53		3.72
								Zijin Mining HK	253.942	12/08/24	0.66	164.149		134.366	29.784	22.17		3.40
								Xiaomi	273.195	12/08/24	0.37	179.585		273.456	-93.871	-34.33		-36.92
						L		Hansoh Pharma	307.054	12/08/24	-2.22	208.133		276.705	-68.572	-24.78		-28.00
						L		China Mobile	1,176.763	12/08/24	-0.56	850.622		742.703	107.919	14.53		17.14
						L		China Shenhua HK	536.099	12/08/24	1.57	405.809		277.295	128.513	46.35		52.39
						L		Lenovo	170.622	12/08/24	2.59	130.124		132.594	-2.469	-1.86		6.55
								Sinopec	82.324	12/08/24	0.61	64.896		56.995	7.902	13.86		15.26
						L		China Hongqiao	164.647	12/08/24	1.33	144.730		129.050	15.680	12.15		1.29
						L		Sinopharm	335.269	12/08/24	1.10	299.419		266.959	32.459	12.16		3.81
						L		SMIC	274.523	12/08/24	-0.24	251.618		270.208	-18.590	-6.88		-17.19
						L		Tencent	6,224.061	12/08/24	1.35	5,795.846		6,691.706	-895.860	-13.39		-14.87
								NetEase	2,336.928	12/08/24	0.50	2,300.413		2,337.372	-36.959	-1.58		3.26
						L		BYD Company	3,545.225	12/08/24	-0.28	3,568.462		3,626.396	-57.935	-1.60		3.84
								WH Group	87.303	12/08/24		88.299		77.519	10.780	13.91		7.23
								Techtronic Inds	1,602.488	12/08/24	-0.26	1,653.111		2,052.399	-399.288	-19.45		-20.25
						S		Li Auto	1,278.007	12/08/24	-1.79	1,318.671		1,696.551	-377.880	-22.27		-na-
								Alibaba	1,302.074	12/08/24	0.77	1,427.385		1,884.072	-456.688	-24.24		-29.73
						L		Haier Smart Home	403.319	12/08/24	1.67	442.323		487.260	-44.937	-9.22		6.10
								Haidilao Inter	202.821	12/08/24	-1.93	223.402		261.053	-37.651	-14.42		-31.23
								Citic Pacific	117.842	12/08/24		133.444		122.110	11.334	9.28		8.99
								⇓instrument	freshest		⇓ Δday	9/05/22	Δwk	10/01/22	prc diff	⇓ Δ17		⇓∅-RS
						L		Alibaba Health	53.776	12/08/24	-0.61	61.577		102.768	-41.191	-40.08		-48.84
								ANTA Sports Products	1,133.609	12/08/24	-2.78	1,347.717		1,638.966	-291.249	-17.77		-28.54
						S		Sands China	225.062	12/08/24	-2.87	273.859		254.852	19.007	7.46		-11.60
						S		Sino Biopharm	48.963	12/08/24	2.08	61.909		91.693	-29.785	-32.48		-28.05
						L		CSPC Pharmaceutical	98.423	12/08/24	1.02	125.477		137.614	-12.137	-8.82		-8.88
						S		Baidu	1,371.783	12/08/24	-0.66	1,817.426		2,241.397	-423.971	-18.92		-19.05
								CK Hutchison	670.539	12/08/24	0.12	913.692		798.073	115.619	14.49		12.55
						S		Nongfu Spring	487.966	12/08/24	1.55	668.879		665.922	2.957	0.44		9.11
								Hengan	420.747	12/08/24	-0.20	604.979		615.720	-10.741	-1.74		-2.71
						L		Meituan	1,726.140	12/08/24	-2.07	2,519.500		3,050.544	-531.044	-17.41		-21.60
						L		Galaxy Entertainment	488.796	12/08/24	-4.38	715.352		598.739	116.613	19.48		4.14
								Geely Auto	126.639	12/08/24	0.26	192.531		289.403	-96.872	-33.47		-31.52
						L		Shenzhou Inter	1,027.385	12/08/24	-0.24	1,561.824		2,130.656	-568.831	-26.70		-28.50
						L		Tingyi	149.211	12/08/24	-0.66	240.000		245.107	-5.107	-2.08		9.62
								MTR	429.875	12/08/24	0.19	709.543		631.223	78.320	12.41		13.56
								China Res Beer	393.361	12/08/24	-2.47	678.838		861.564	-182.727	-21.21		-22.12
						S		Chow Tai Fook Jwl	109.212	12/08/24	-0.75	204.149		188.407	15.742	8.36		-6.02
								JD Health	349.377	12/08/24	-2.55	655.601		942.036	-286.435	-30.41		-35.09
						L		Orient Overseas	1,731.119	12/08/24	2.25	3,578.420		2,765.570	812.850	29.39		53.74
						S		Budweiser Brewing	154.357	12/08/24	-2.11	320.332		310.075	10.257	3.31		1.93
						L		JD.com	1,661.409	12/08/24	-0.10	3,452.279		3,989.627	-537.347	-13.47		-14.51
								Xinyi Glass	125.311	12/08/24	-0.13	283.485		280.544	2.942	1.05		-15.66
						L		Sunny Optical	717.842	12/08/24	1.29	1,661.409		3,257.260	-1,595.851	-48.99		-40.23
						S		WuXi AppTec HK	583.402	12/08/24	1.44	1,589.210		1,785.144	-195.934	-10.98		-22.68
						S		China Mengniu Dairy	219.751	12/08/24	-2.79	640.663		702.098	-61.434	-8.75		-3.67
								⇓instrument	freshest		⇓ Δday	9/05/22	Δwk	10/01/22	prc diff	⇓ Δ17		⇓∅-RS
								Xinyi Solar	58.589	12/08/24	0.28	190.871		184.864	6.008	3.25		-8.41
								Li Ning	233.361	12/08/24	-1.13	912.862		1,133.987	-221.125	-19.50		-20.65
								WuXi Biologics	195.519	12/08/24	3.70	819.916		1,221.103	-401.187	-32.85		-38.48
								Zhongsheng	176.597	12/08/24	-1.12	813.277		877.806	-64.529	-7.35		-9.61
HSI-C&I - 53 out of 53 instruments rated - 9/05/22 / 10/01/22 - 21 did rise, Market-Ratio(17) in JPY = 39.62 %
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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