Assessment - Hang Seng Commerce & Industry in Renminbi yuán - 7/25/22 - RS = 17

 ⇐ 

								instrument	freshest		⇓ Δday	7/25/22	⇓ Δwk	3/28/22	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	8,100.775	8/12/24	-0.05	10,079.000		9,665.938	413.062	4.27		-9.46
								Alibaba	67.454	8/12/24	0.77	85.640		90.404	-4.764	-5.27		-13.48
						L		Alibaba Health	2.786	8/12/24	-0.61	4.411		3.841	0.570	14.85		-15.83
								ANTA Sports Products	58.727	8/12/24	-2.78	78.761		78.198	0.563	0.72		-15.49
						S		Baidu	71.065	8/12/24	-0.66	118.657		115.954	2.703	2.33		-0.50
						S		Budweiser Brewing	7.996	8/12/24	-2.11	19.733		16.274	3.459	21.25		14.97
						L		BYD Company	183.661	8/12/24	-0.28	244.022		172.019	72.003	41.86		15.33
								CK Hutchison	34.737	8/12/24	0.12	44.711		47.480	-2.769	-5.83		-0.53
						L		China Hongqiao	8.530	8/12/24	1.33	6.767		8.642	-1.875	-21.69		-12.48
						S		China Mengniu Dairy	11.384	8/12/24	-2.79	31.427		35.234	-3.807	-10.80		-13.86
						L		China Mobile	60.962	8/12/24	-0.56	42.820		44.998	-2.179	-4.84		3.21
								China Res Beer	20.378	8/12/24	-2.47	47.334		37.268	10.066	27.01		3.11
						L		China Shenhua HK	27.773	8/12/24	1.57	18.916		19.855	-0.938	-4.73		15.64
						L		China Unicom	5.133	8/12/24	-5.84	3.190		3.182	0.008	0.26		-2.80
						S		Chow Tai Fook Jwl	5.658	8/12/24	-0.75	13.224		11.067	2.158	19.50		10.20
								Citic Pacific	6.105	8/12/24		7.085		7.006	0.079	1.13		2.99
						L		CNOOC	16.973	8/12/24	-0.80	8.401		8.658	-0.257	-2.97		10.71
						L		CSPC Pharmaceutical	5.099	8/12/24	1.02	7.214		7.389	-0.174	-2.36		-0.15
						L		Galaxy Entertainment	25.322	8/12/24	-4.38	39.209		37.146	2.063	5.55		8.05
								Geely Auto	6.561	8/12/24	0.26	13.775		9.439	4.336	45.93		-5.31
								Haidilao Inter	10.507	8/12/24	-1.93	13.775		11.473	2.301	20.06		-9.64
						L		Haier Smart Home	20.894	8/12/24	1.67	22.055		19.488	2.566	13.17		-4.89
						L		Hansoh Pharma	15.907	8/12/24	-2.22	13.964		12.580	1.384	11.00		0.52
								Hengan	21.797	8/12/24	-0.20	32.373		29.619	2.754	9.30		-1.65
								JD Health	18.100	8/12/24	-2.55	53.482		34.135	19.347	56.68		7.24
								instrument	freshest		⇓ Δday	7/25/22	⇓ Δwk	3/28/22	prc diff	⇓ Δ17		⇓∅-RS
						L		JD.com	86.070	8/12/24	-0.10	212.380		182.923	29.457	16.10		-2.73
						L		Lenovo	8.839	8/12/24	2.59	6.457		6.884	-0.427	-6.20		-3.10
						S		Li Auto	66.207	8/12/24	-1.79	114.530		83.975	30.555	36.39		-na-
								Li Ning	12.089	8/12/24	-1.13	57.824		52.444	5.380	10.26		-6.56
						L		Meituan	89.423	8/12/24	-2.07	161.821		122.545	39.276	32.05		-2.27
								MTR	22.270	8/12/24	0.19	35.382		34.501	0.881	2.55		0.81
								NetEase	121.065	8/12/24	0.50	129.233		120.918	8.316	6.88		5.48
						S		Nongfu Spring	25.279	8/12/24	1.55	39.681		30.962	8.720	28.16		13.26
						L		Orient Overseas	89.681	8/12/24	2.25	217.882		159.000	58.883	37.03		46.48
								PetroChina	5.735	8/12/24		3.070		3.344	-0.275	-8.22		-0.80
						S		Sands China	11.659	8/12/24	-2.87	15.374		14.582	0.792	5.43		0.61
						L		SMIC	14.222	8/12/24	-0.24	14.789		13.784	1.005	7.29		-7.98
						L		Shenzhou Inter	53.224	8/12/24	-0.24	71.882		86.254	-14.371	-16.66		-32.50
						S		Sino Biopharm	2.537	8/12/24	2.08	3.998		3.979	0.019	0.48		-7.42
								Sinopec	4.265	8/12/24	0.61	3.087		3.141	-0.054	-1.72		-1.67
						L		Sinopharm	17.369	8/12/24	1.10	15.425		14.484	0.941	6.50		-0.44
						L		Sunny Optical	37.188	8/12/24	1.29	92.346		101.633	-9.286	-9.14		-31.94
								Techtronic Inds	83.017	8/12/24	-0.26	77.987		100.900	-22.913	-22.71		-26.67
						L		Tencent	322.439	8/12/24	1.35	280.651		298.145	-17.494	-5.87		-19.14
						L		Tingyi	7.730	8/12/24	-0.66	11.917		11.050	0.867	7.85		-1.94
								Trip.com	284.434	8/12/24	0.55	180.394		143.458	36.936	25.75		9.31
								WH Group	4.523	8/12/24		5.056		3.857	1.199	31.08		12.16
						S		WuXi AppTec HK	30.223	8/12/24	1.44	85.812		98.703	-12.892	-13.06		-17.45
								WuXi Biologics	10.129	8/12/24	3.70	67.841		52.932	14.909	28.17		3.84
								Xiaomi	14.153	8/12/24	0.37	11.040		11.783	-0.742	-6.30		-18.26
								instrument	freshest		⇓ Δday	7/25/22	⇓ Δwk	3/28/22	prc diff	⇓ Δ17		⇓∅-RS
								Xinyi Glass	6.492	8/12/24	-0.13	13.740		15.672	-1.932	-12.33		-19.66
								Xinyi Solar	3.035	8/12/24	0.28	10.954		10.904	0.051	0.46		-4.96
								Zhongsheng	9.149	8/12/24	-1.12	40.541		44.551	-4.010	-9.00		-17.06
								Zijin Mining HK	13.155	8/12/24	0.66	7.618		9.976	-2.358	-23.64		-13.03
HSI-C&I - 53 out of 53 instruments rated - 7/25/22 / 3/28/22 - 33 did rise, Market-Ratio(17) in CNY = 62.26 %
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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