Assessment - Hang Seng Commerce & Industry in Japanese yen - 11/07/22 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	11/07/22	Δwk	14/03/22	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	164,924.183	12/08/24	-0.05	209,127.218		152,160.264	56,966.954	37.44		1.33
						L		CNOOC	345.558	12/08/24	-0.80	172.254		142.693	29.561	20.72		26.72
								PetroChina	116.761	12/08/24		61.969		57.107	4.862	8.51		10.84
								Zijin Mining HK	267.834	12/08/24	0.66	156.499		161.829	-5.331	-3.29		-2.36
								Trip.com	5,790.806	12/08/24	0.55	3,434.571		2,582.640	851.932	32.99		13.36
						L		China Unicom	104.508	12/08/24	-5.84	65.470		58.463	7.007	11.99		9.22
						L		China Shenhua HK	565.426	12/08/24	1.57	382.494		302.865	79.629	26.29		32.05
						L		Lenovo	179.956	12/08/24	2.59	124.289		112.407	11.882	10.57		1.99
						L		China Mobile	1,241.137	12/08/24	-0.56	861.269		761.683	99.586	13.07		14.68
								Sinopec	86.827	12/08/24	0.61	60.569		51.683	8.886	17.19		6.13
								Xiaomi	288.140	12/08/24	0.37	225.470		188.048	37.423	19.90		-11.60
						L		China Hongqiao	173.654	12/08/24	1.33	148.621		138.474	10.147	7.33		4.85
						L		Hansoh Pharma	323.851	12/08/24	-2.22	281.138		206.732	74.406	35.99		8.04
								Techtronic Inds	1,690.152	12/08/24	-0.26	1,510.721		1,823.217	-312.496	-17.14		-24.04
						L		Tencent	6,564.547	12/08/24	1.35	5,993.869		4,999.532	994.337	19.89		-7.15
						L		Sinopharm	353.610	12/08/24	1.10	344.858		264.894	79.964	30.19		21.68
								NetEase	2,464.769	12/08/24	0.50	2,412.252		1,785.547	626.705	35.10		7.61
						L		SMIC	289.540	12/08/24	-0.24	299.343		257.059	42.285	16.45		0.87
								WH Group	92.079	12/08/24		102.232		73.230	29.002	39.60		24.35
						L		Haier Smart Home	425.383	12/08/24	1.67	486.652		365.397	121.255	33.18		15.24
								Citic Pacific	124.289	12/08/24		143.370		131.091	12.279	9.37		14.80
						S		Sands China	237.374	12/08/24	-2.87	300.044		234.457	65.587	27.97		5.65
								CK Hutchison	707.221	12/08/24	0.12	924.288		818.187	106.101	12.97		12.90
								Haidilao Inter	213.917	12/08/24	-1.93	280.087		169.062	111.025	65.67		-2.98
								ANTA Sports Products	1,195.623	12/08/24	-2.78	1,615.754		1,304.881	310.873	23.82		-7.74
								⇓instrument	freshest		⇓ Δday	11/07/22	Δwk	14/03/22	prc diff	⇓ Δ17		⇓∅-RS
						L		Shenzhou Inter	1,083.588	12/08/24	-0.24	1,471.334		1,397.549	73.785	5.28		-26.91
						L		CSPC Pharmaceutical	103.807	12/08/24	1.02	145.470		124.612	20.859	16.74		9.48
								Hengan	443.763	12/08/24	-0.20	634.573		603.470	31.103	5.15		4.68
						L		BYD Company	3,739.166	12/08/24	-0.28	5,370.675		2,697.156	2,673.519	99.12		41.49
								Alibaba	1,373.303	12/08/24	0.77	1,995.622		1,218.994	776.629	63.71		7.79
						S		Nongfu Spring	514.661	12/08/24	1.55	779.868		510.049	269.819	52.90		22.86
						L		Galaxy Entertainment	515.536	12/08/24	-4.38	792.997		587.648	205.349	34.94		19.21
						L		Tingyi	157.374	12/08/24	-0.66	244.726		217.581	27.146	12.48		10.26
								MTR	453.391	12/08/24	0.19	718.599		620.798	97.801	15.75		12.37
						L		Alibaba Health	56.718	12/08/24	-0.61	92.954		56.655	36.299	64.07		-7.02
						L		Meituan	1,820.568	12/08/24	-2.07	3,178.991		1,696.647	1,482.345	87.37		3.46
						S		Baidu	1,446.826	12/08/24	-0.66	2,534.790		1,985.950	548.840	27.64		15.87
						S		Sino Biopharm	51.641	12/08/24	2.08	93.654		61.628	32.026	51.97		17.16
						S		Li Auto	1,347.920	12/08/24	-1.79	2,541.793		1,579.117	962.676	60.96		-na-
						L		Orient Overseas	1,825.819	12/08/24	2.25	3,812.689		3,351.103	461.586	13.77		44.54
								Geely Auto	133.567	12/08/24	0.26	294.092		159.117	134.975	84.83		8.54
								China Res Beer	414.879	12/08/24	-2.47	921.662		694.631	227.032	32.68		9.06
						S		Chow Tai Fook Jwl	115.186	12/08/24	-0.75	260.131		209.444	50.687	24.20		18.62
								Xinyi Glass	132.166	12/08/24	-0.13	300.044		274.537	25.506	9.29		-6.20
						L		JD.com	1,752.296	12/08/24	-0.10	4,113.783		2,712.224	1,401.559	51.68		2.57
						S		Budweiser Brewing	162.801	12/08/24	-2.11	395.623		314.919	80.704	25.63		26.65
						L		Sunny Optical	757.111	12/08/24	1.29	1,943.106		1,860.887	82.219	4.42		-24.50
						S		China Mengniu Dairy	231.772	12/08/24	-2.79	662.582		633.606	28.976	4.57		-0.81
								JD Health	368.490	12/08/24	-2.55	1,081.837		654.701	427.137	65.24		16.65
						S		WuXi AppTec HK	615.317	12/08/24	1.44	1,944.857		1,405.082	539.774	38.42		0.24
								⇓instrument	freshest		⇓ Δday	11/07/22	Δwk	14/03/22	prc diff	⇓ Δ17		⇓∅-RS
								Xinyi Solar	61.794	12/08/24	0.28	213.917		206.430	7.486	3.63		0.77
								Li Ning	246.127	12/08/24	-1.13	1,202.625		787.298	415.327	52.75		5.12
								Zhongsheng	186.258	12/08/24	-1.12	948.796		697.644	251.152	36.00		5.13
								WuXi Biologics	206.214	12/08/24	3.70	1,348.796		676.549	672.247	99.36		10.25
HSI-C&I - 53 out of 53 instruments rated - 11/07/22 / 14/03/22 - 51 did rise, Market-Ratio(17) in JPY = 96.23 %
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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