Assessment - Hang Seng Commerce & Industry in Japanese yen - 13/03/23 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	13/03/23	Δwk	14/11/22	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	159,945.320	12/08/24	-0.05	182,101.990		173,362.428	8,739.562	5.04		-3.33
						L		CNOOC	335.126	12/08/24	-0.80	205.082		184.652	20.430	11.06		14.86
								PetroChina	113.237	12/08/24		76.227		60.119	16.108	26.79		20.34
								Xiaomi	279.441	12/08/24	0.37	195.914		185.725	10.189	5.49		-0.20
						L		Lenovo	174.523	12/08/24	2.59	126.818		118.986	7.832	6.58		8.14
						L		Hansoh Pharma	314.074	12/08/24	-2.22	238.357		264.811	-26.454	-9.99		-2.77
						L		China Shenhua HK	548.357	12/08/24	1.57	426.971		400.795	26.177	6.53		5.26
								Zijin Mining HK	259.748	12/08/24	0.66	213.910		180.715	33.195	18.37		23.44
						L		China Hongqiao	168.412	12/08/24	1.33	141.079		122.743	18.335	14.94		1.22
								WH Group	89.299	12/08/24		77.924		80.338	-2.413	-3.00		-10.08
								Techtronic Inds	1,639.128	12/08/24	-0.26	1,440.498		1,694.431	-253.933	-14.99		-10.77
								Trip.com	5,615.988	12/08/24	0.55	4,994.631		3,954.268	1,040.363	26.31		39.18
						L		China Mobile	1,203.669	12/08/24	-0.56	1,100.958		875.843	225.114	25.70		23.24
						L		Tencent	6,366.371	12/08/24	1.35	5,853.666		4,662.815	1,190.851	25.54		5.65
								NetEase	2,390.360	12/08/24	0.50	2,235.870		1,853.675	382.195	20.62		0.31
						L		BYD Company	3,626.285	12/08/24	-0.28	3,395.398		3,408.543	-13.145	-0.39		-13.53
								Sinopec	84.206	12/08/24	0.61	81.320		61.014	20.306	33.28		27.60
						L		SMIC	280.799	12/08/24	-0.24	273.330		294.512	-21.183	-7.19		-4.43
						L		China Unicom	101.353	12/08/24	-5.84	101.862		63.519	38.343	60.37		46.84
								Alibaba	1,331.845	12/08/24	0.77	1,413.334		1,271.270	142.064	11.17		-8.95
						L		Haier Smart Home	412.541	12/08/24	1.67	443.948		439.264	4.685	1.07		0.31
						L		Sinopharm	342.935	12/08/24	1.10	370.098		306.679	63.419	20.68		19.11
						S		Li Auto	1,307.228	12/08/24	-1.79	1,493.975		1,284.690	209.285	16.29		-8.21
						L		Orient Overseas	1,770.700	12/08/24	2.25	2,132.310		2,424.449	-292.139	-12.05		-26.17
								CK Hutchison	685.870	12/08/24	0.12	827.628		758.647	68.981	9.09		-2.89
								⇓instrument	freshest		⇓ Δday	13/03/23	Δwk	14/11/22	prc diff	⇓ Δ17		⇓∅-RS
								Geely Auto	129.534	12/08/24	0.26	157.546		188.588	-31.042	-16.46		-25.94
						L		Meituan	1,765.607	12/08/24	-2.07	2,190.032		2,800.194	-610.162	-21.79		-21.60
								Citic Pacific	120.537	12/08/24		151.435		137.415	14.019	10.20		7.43
						L		Shenzhou Inter	1,050.876	12/08/24	-0.24	1,340.333		1,248.904	91.429	7.32		-7.35
						L		CSPC Pharmaceutical	100.674	12/08/24	1.02	132.760		181.431	-48.671	-26.83		-7.21
								Hengan	430.367	12/08/24	-0.20	597.590		608.349	-10.759	-1.77		-5.52
						S		Sino Biopharm	50.082	12/08/24	2.08	71.643		82.843	-11.200	-13.52		-3.36
						L		Tingyi	152.623	12/08/24	-0.66	227.492		210.059	17.432	8.30		-0.58
								ANTA Sports Products	1,159.528	12/08/24	-2.78	1,752.025		1,523.556	228.469	15.00		10.94
						S		Nongfu Spring	499.124	12/08/24	1.55	761.418		783.696	-22.278	-2.84		3.20
								MTR	439.704	12/08/24	0.19	675.684		660.237	15.447	2.34		-2.07
						L		JD.com	1,699.397	12/08/24	-0.10	2,699.341		3,592.837	-893.495	-24.87		-27.21
						S		Baidu	1,403.148	12/08/24	-0.66	2,274.917		1,587.075	687.842	43.34		8.03
						L		Alibaba Health	55.005	12/08/24	-0.61	94.053		89.463	4.589	5.13		13.21
						L		Galaxy Entertainment	499.972	12/08/24	-4.38	887.897		815.903	71.993	8.82		13.15
								Haidilao Inter	207.459	12/08/24	-1.93	373.494		285.566	87.928	30.79		33.28
								Xinyi Glass	128.176	12/08/24	-0.13	243.790		268.031	-24.242	-9.04		-8.79
						S		Sands China	230.208	12/08/24	-2.87	461.774		335.308	126.467	37.72		42.23
						L		Sunny Optical	734.255	12/08/24	1.29	1,501.615		1,597.810	-96.196	-6.02		-13.20
						S		Chow Tai Fook Jwl	111.709	12/08/24	-0.75	241.073		286.998	-45.924	-16.00		-4.48
						S		WuXi AppTec HK	596.741	12/08/24	1.44	1,339.485		1,494.033	-154.549	-10.34		-12.15
								Xinyi Solar	59.929	12/08/24	0.28	150.077		173.022	-22.945	-13.26		-17.01
						S		China Mengniu Dairy	224.775	12/08/24	-2.79	574.671		571.669	3.002	0.53		-7.08
								China Res Beer	402.355	12/08/24	-2.47	1,038.143		867.792	170.351	19.63		17.96
						S		Budweiser Brewing	157.886	12/08/24	-2.11	407.448		370.377	37.071	10.01		9.37
								⇓instrument	freshest		⇓ Δday	13/03/23	Δwk	14/11/22	prc diff	⇓ Δ17		⇓∅-RS
								JD Health	357.366	12/08/24	-2.55	943.921		1,097.712	-153.791	-14.01		0.80
								Zhongsheng	180.635	12/08/24	-1.12	578.067		701.390	-123.324	-17.58		-22.24
								WuXi Biologics	199.989	12/08/24	3.70	852.245		922.364	-70.119	-7.60		-14.49
								Li Ning	238.696	12/08/24	-1.13	1,113.691		1,032.404	81.287	7.87		3.49
HSI-C&I - 53 out of 53 instruments rated - 13/03/23 / 14/11/22 - 32 did rise, Market-Ratio(17) in JPY = 60.38 %
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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