Share-o-matic - Assessment HSI-C&I (Hang Seng Commerce & Industry)

Assessment - Hang Seng Commerce & Industry in Dollar - 28/11/22 - RS = 17

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	28/11/22	Δwk	1/08/22	prc diff	⇓ Δ17	⇓∅-RS
	L	HSI-CI	1,205.791	12/08/24	-0.05	1,205.486		1,438.928	-233.442	-16.22	-17.89
		PetroChina	0.854	12/08/24		0.434		0.463	-0.029	-6.21	-7.66
	L	CNOOC	2.526	12/08/24	-0.80	1.288		1.279	0.008	0.63	2.49
		Xiaomi	2.107	12/08/24	0.37	1.195		1.547	-0.352	-22.73	-24.97
	L	Lenovo	1.316	12/08/24	2.59	0.794		0.911	-0.118	-12.91	-15.33
		Trip.com	42.338	12/08/24	0.55	26.288		25.895	0.393	1.52	6.52
		Zijin Mining HK	1.958	12/08/24	0.66	1.247		1.158	0.088	7.61	0.47
	L	China Hongqiao	1.270	12/08/24	1.33	0.869		1.007	-0.138	-13.68	-17.74
	L	China Unicom	0.764	12/08/24	-5.84	0.525		0.474	0.051	10.69	8.17
		Sinopec	0.635	12/08/24	0.61	0.448		0.472	-0.024	-5.00	-4.85
	L	China Shenhua HK	4.134	12/08/24	1.57	2.937		2.829	0.108	3.82	3.04
	L	Tencent	47.995	12/08/24	1.35	34.556		38.180	-3.624	-9.49	-20.89
		NetEase	18.020	12/08/24	0.50	13.003		18.338	-5.335	-29.09	-25.75
	L	China Mobile	9.074	12/08/24	-0.56	6.604		6.366	0.239	3.75	1.87
	L	Hansoh Pharma	2.368	12/08/24	-2.22	1.815		1.947	-0.132	-6.80	-3.36
	L	BYD Company	27.338	12/08/24	-0.28	22.116		37.696	-15.580	-41.33	-27.59
	S	Li Auto	9.855	12/08/24	-1.79	8.127		17.089	-8.962	-52.44	-37.64
		WH Group	0.673	12/08/24		0.567		0.742	-0.175	-23.56	-14.63
	L	Sinopharm	2.585	12/08/24	1.10	2.222		2.263	-0.041	-1.83	-0.76
		Techtronic Inds	12.357	12/08/24	-0.26	11.276		11.087	0.188	1.70	-14.94
		Alibaba	10.040	12/08/24	0.77	9.241		11.418	-2.178	-19.07	-23.53
	L	Haier Smart Home	3.110	12/08/24	1.67	3.020		3.167	-0.146	-4.62	-10.10
	L	SMIC	2.117	12/08/24	-0.24	2.122		2.052	0.070	3.42	-3.63
	L	Shenzhou Inter	7.922	12/08/24	-0.24	8.050		10.450	-2.400	-22.96	-32.45
		CK Hutchison	5.171	12/08/24	0.12	5.555		6.646	-1.091	-16.42	-15.05
		⇓instrument	freshest		⇓ Δday	28/11/22	Δwk	1/08/22	prc diff	⇓ Δ17	⇓∅-RS
		Citic Pacific	0.909	12/08/24		0.978		1.073	-0.095	-8.87	-5.88
	S	Baidu	10.578	12/08/24	-0.66	11.525		17.128	-5.603	-32.71	-29.06
		ANTA Sports Products	8.741	12/08/24	-2.78	10.386		11.068	-0.682	-6.16	-14.01
		Haidilao Inter	1.564	12/08/24	-1.93	1.892		2.042	-0.150	-7.34	-5.56
		Geely Auto	0.977	12/08/24	0.26	1.238		2.230	-0.993	-44.51	-30.81
	L	Orient Overseas	13.349	12/08/24	2.25	17.598		34.051	-16.453	-48.32	-25.63
	L	Meituan	13.311	12/08/24	-2.07	17.841		22.939	-5.098	-22.22	-19.89
		Hengan	3.244	12/08/24	-0.20	4.371		4.855	-0.485	-9.98	-8.11
	L	Tingyi	1.151	12/08/24	-0.66	1.592		1.649	-0.057	-3.45	-11.48
	S	Sands China	1.735	12/08/24	-2.87	2.406		2.353	0.054	2.28	7.07
	S	Nongfu Spring	3.763	12/08/24	1.55	5.375		5.977	-0.601	-10.06	-3.98
		MTR	3.315	12/08/24	0.19	4.742		5.244	-0.502	-9.58	-8.31
	L	Galaxy Entertainment	3.769	12/08/24	-4.38	5.510		5.900	-0.391	-6.62	-0.50
	S	Sino Biopharm	0.378	12/08/24	2.08	0.553		0.572	-0.019	-3.37	-4.59
	L	CSPC Pharmaceutical	0.759	12/08/24	1.02	1.235		1.070	0.165	15.37	15.89
	L	Alibaba Health	0.415	12/08/24	-0.61	0.712		0.596	0.115	19.31	17.33
		Xinyi Glass	0.966	12/08/24	-0.13	1.718		1.988	-0.270	-13.60	-18.48
	L	JD.com	12.811	12/08/24	-0.10	24.330		29.948	-5.618	-18.76	-17.28
	L	Sunny Optical	5.535	12/08/24	1.29	10.744		14.248	-3.503	-24.59	-29.59
	S	Chow Tai Fook Jwl	0.842	12/08/24	-0.75	1.695		2.031	-0.337	-16.58	-7.35
		China Res Beer	3.033	12/08/24	-2.47	6.175		7.047	-0.872	-12.37	-7.31
	S	WuXi AppTec HK	4.499	12/08/24	1.44	9.202		11.979	-2.777	-23.18	-24.98
	S	Budweiser Brewing	1.190	12/08/24	-2.11	2.624		2.925	-0.301	-10.29	-1.95
	S	China Mengniu Dairy	1.695	12/08/24	-2.79	3.987		4.588	-0.601	-13.10	-18.66
		Xinyi Solar	0.452	12/08/24	0.28	1.117		1.685	-0.567	-33.68	-24.84
		⇓instrument	freshest		⇓ Δday	28/11/22	Δwk	1/08/22	prc diff	⇓ Δ17	⇓∅-RS
		JD Health	2.694	12/08/24	-2.55	7.993		7.678	0.315	4.10	16.51
		Zhongsheng	1.362	12/08/24	-1.12	4.499		5.684	-1.185	-20.85	-24.91
		Li Ning	1.799	12/08/24	-1.13	7.001		8.334	-1.334	-16.00	-15.96
		WuXi Biologics	1.508	12/08/24	3.70	6.060		9.405	-3.345	-35.56	-23.59
HSI-C&I - 53 out of 53 instruments rated - 28/11/22 / 1/08/22 - 12 did rise, Market-Ratio(17) in USD = 22.64 %
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 Dollar * 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	18,369	0.544	1.550		1.006	185	28,471	67
short	21/01/08	16/02/09	392		Galaxy Entertainment	100	36,377	0.783	0.156	3.926	3.143	402	142,813	349
long	16/02/09	10/05/10	448		Hengan	100	38,928	3.669	7.174		3.505	96	279,273	73
short	10/05/10	21/06/10	42		Citic Pacific	100	139,546	2.001	1.951	2.053	0.052	3	286,475	25
long	21/06/10	9/08/10	49		Galaxy Entertainment	100	516,487	0.555	0.705		0.150	27	363,871	494
short	9/08/10	30/08/10	21		Citic Pacific	100	177,684	2.048	2.054	2.042	-0.006	0	362,832	-5
long	30/08/10	8/08/11	343		Galaxy Entertainment	100	453,644	0.800	2.537		1.737	217	1,150,833	242
short	8/08/11	16/01/12	161		Li & Fung	100	693,559	1.659	2.208	1.110	-0.549	-33	770,128	-60
long	16/01/12	21/05/12	126		Sands China	100	236,549	3.256	3.339		0.083	3	789,771	8
short	21/05/12	17/09/12	119		Citic Pacific	100	521,978	1.513	1.258	1.819	0.306	20	949,531	76
long	17/09/12	8/04/13	203		Galaxy Entertainment	100	297,546	3.191	3.921		0.730	23	1,166,754	45
short	8/04/13	30/09/13	175		Li & Fung	100	861,243	1.355	1.455	1.255	-0.100	-7	1,080,775	-15
long	30/09/13	3/02/14	126		Galaxy Entertainment	100	154,065	7.015	9.827		2.812	40	1,513,969	165
short	3/02/14	26/05/14	112		Belle International	100	1,402,765	1.079	1.063	1.096	0.017	2	1,537,571	5
long	26/05/14	6/10/14	133		Tencent	100	110,794	13.878	15.436		1.558	11	1,710,180	34
short	6/10/14	13/04/15	189		Galaxy Entertainment	100	274,294	6.235	5.097	7.627	1.392	22	2,092,070	48
long	13/04/15	6/07/15	84		Tencent	100	95,095	22.000	18.896		-3.103	-14	1,796,949	-48
short	6/07/15	9/05/16	308		Sands China	100	480,396	3.741	3.510	3.987	0.246	7	1,915,198	8
long	9/05/16	26/12/16	231		MTR	100	386,240	4.959	4.806		-0.152	-3	1,856,372	-5
short	26/12/16	27/02/17	63		Hengan	100	261,465	7.100	8.671	5.529	-1.571	-22	1,445,568	-77
long	27/02/17	5/03/18	371		Galaxy Entertainment	100	302,420	4.780	8.405		3.625	76	2,541,951	74
short	5/03/18	11/06/18	98		China Merchants	100	1,122,569	2.264	2.225	2.304	0.040	2	2,586,849	7
long	11/06/18	9/07/18	28		Sunny Optical	100	119,615	21.626	18.494		-3.132	-14	2,212,169	-87
short	9/07/18	11/02/19	217		WH Group	100	2,711,905	0.816	0.941	0.690	-0.126	-15	1,871,215	-25
long	11/02/19	27/05/19	105		Lenovo	100	2,563,506	0.730	0.726		-0.003	0	1,862,379	-2
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	345,437	5.391	8.406	2.377	-3.015	-56	820,931	-76
long	23/12/19	24/02/20	63		Sunny Optical	100	46,350	17.712	16.426		-1.286	-7	761,328	-35
short	24/02/20	13/07/20	140		PetroChina	100	1,842,487	0.413	0.358	0.478	0.064	16	879,788	46
long	13/07/20	10/08/20	28		Geely Auto	100	357,602	2.460	2.163		-0.297	-12	773,642	-81
short	10/08/20	18/01/21	161		Swire Pacific	100	154,072	5.021	6.322	3.720	-1.301	-26	573,196	-49
long	18/01/21	28/06/21	161		Geely Auto	100	138,828	4.129	3.286		-0.843	-20	456,215	-40
short	28/06/21	17/01/22	203		China Unicom	100	821,375	0.555	0.521	0.592	0.036	7	486,008	12
long	17/01/22	9/05/22	112		Want Want China	100	498,655	0.975	0.886		-0.089	-9	441,628	-27
short	9/05/22	9/01/23	245		Sunny Optical	100	34,621	12.756	11.959	13.606	0.850	7	471,051	10
long	9/01/23	8/05/23	119		Sands China	100	131,250	3.589	3.327		-0.262	-7	436,691	-21
short	8/05/23	13/05/24	371		JD.com	100	24,556	17.783	16.558	19.099	1.316	7	468,998	7
long	13/05/24	12/08/24	91		China Hongqiao	100	309,843	1.514	1.270		-0.243	-16	393,578	-51
accum	9/01/06	12/08/24	7272	days out of 7279 invested (100%)							3,836		393,578	20

Instrument Related Contribution

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	0.78	0.16	3.93	3.14	401.61
	long	21/06/10	9/08/10	49	0.55	0.70		0.15	27.02
	long	30/08/10	8/08/11	343	0.80	2.54		1.74	217.18
	long	17/09/12	8/04/13	203	3.19	3.92		0.73	22.88
	long	30/09/13	3/02/14	126	7.02	9.83		2.81	40.08
	short	6/10/14	13/04/15	189	6.23	5.10	7.63	1.39	22.33
	long	27/02/17	5/03/18	371	4.78	8.41		3.63	75.84	7,382.55
Tingyi	long	9/01/06	21/01/08	742	0.54	1.55		1.01	184.71	184.71
Hengan	long	16/02/09	10/05/10	448	3.67	7.17		3.51	95.55
	short	26/12/16	27/02/17	63	7.10	8.67	5.53	-1.57	-22.13	52.28
Citic Pacific	short	10/05/10	21/06/10	42	2.00	1.95	2.05	0.05	2.58
	short	9/08/10	30/08/10	21	2.05	2.05	2.04	-0.01	-0.29
	short	21/05/12	17/09/12	119	1.51	1.26	1.82	0.31	20.23	22.98
PetroChina	short	24/02/20	13/07/20	140	0.41	0.36	0.48	0.06	15.56	15.56
JD.com	short	8/05/23	13/05/24	371	17.78	16.56	19.10	1.32	7.40	7.40
China Unicom	short	28/06/21	17/01/22	203	0.56	0.52	0.59	0.04	6.53	6.53
China Merchants	short	5/03/18	11/06/18	98	2.26	2.23	2.30	0.04	1.77	1.77
Belle International	short	3/02/14	26/05/14	112	1.08	1.06	1.10	0.02	1.56	1.56
Sands China	long	16/01/12	21/05/12	126	3.26	3.34		0.08	2.55
	short	6/07/15	9/05/16	308	3.74	3.51	3.99	0.25	6.58
	long	9/01/23	8/05/23	119	3.59	3.33		-0.26	-7.29	1.33
Lenovo	long	11/02/19	27/05/19	105	0.73	0.73		-0.00	-0.47	-0.47
MTR	long	9/05/16	26/12/16	231	4.96	4.81		-0.15	-3.07	-3.07
Tencent	long	26/05/14	6/10/14	133	13.88	15.44		1.56	11.23
	long	13/04/15	6/07/15	84	22.00	18.90		-3.10	-14.11	-4.46
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Want Want China	long	17/01/22	9/05/22	112	0.97	0.89		-0.09	-9.13	-9.13
Sunny Optical	long	11/06/18	9/07/18	28	21.63	18.49		-3.13	-14.48
	long	23/12/19	24/02/20	63	17.71	16.43		-1.29	-7.26
	short	9/05/22	9/01/23	245	12.76	11.96	13.61	0.85	6.66	-15.41
WH Group	short	9/07/18	11/02/19	217	0.82	0.94	0.69	-0.13	-15.41	-15.41
China Hongqiao	long	13/05/24	12/08/24	91	1.51	1.27		-0.24	-16.08	-16.08
Swire Pacific	short	10/08/20	18/01/21	161	5.02	6.32	3.72	-1.30	-25.91	-25.91
Geely Auto	long	13/07/20	10/08/20	28	2.46	2.16		-0.30	-12.06
	long	18/01/21	28/06/21	161	4.13	3.29		-0.84	-20.41	-30.01
Li & Fung	short	8/08/11	16/01/12	161	1.66	2.21	1.11	-0.55	-33.08
	short	8/04/13	30/09/13	175	1.35	1.45	1.25	-0.10	-7.37	-38.01
AAC Technologies	short	27/05/19	23/12/19	210	5.39	8.41	2.38	-3.01	-55.92	-55.92

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


	is taking down something concerning