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

Assessment - Hang Seng Commerce & Industry - 11/27/23 - RS = 17

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	11/27/23	⇓ Δwk	7/31/23	prc diff	⇓ Δ17	∅-RS
	L	HSI-CI	9,903.860	Fri	2.79	9,710.380		11,224.900	-1,514.520	-13.49	-8.86
	S	Li Auto	98.900	Fri	5.78	158.300		165.900	-7.600	-4.58	42.77
	L	Xiaomi	17.360	Fri	4.58	15.140		12.280	2.860	23.29	27.61
	S	Lenovo	9.030	Fri	2.38	9.730		8.940	0.790	8.84	27.03
		NetEase	149.200	Fri	1.77	176.600		169.500	7.100	4.19	23.23
	S	SMIC	15.540	Fri	2.91	22.200		19.680	2.520	12.80	15.78
	S	WuXi AppTec HK	35.200	Fri	4.30	92.950		73.550	19.400	26.38	14.67
	L	Hansoh Pharma	17.220	Fri	2.50	14.680		12.600	2.080	16.51	12.06
	L	WH Group	5.830	Fri	0.52	4.820		4.220	0.600	14.22	9.73
	L	CNOOC	19.680	Fri	3.58	12.920		12.580	0.340	2.70	8.41
	L	PetroChina	7.540	Fri	2.45	5.150		5.690	-0.540	-9.49	7.36
	L	China Shenhua HK	31.950	Fri	-0.47	25.350		23.300	2.050	8.80	4.54
	L	Nongfu Spring	44.850	Fri	0.11	45.350		45.300	0.050	0.11	3.74
	L	China Mobile	71.050	Fri	0.35	63.400		64.100	-0.700	-1.09	2.86
	L	Shenzhou Inter	77.350	Fri	1.91	79.500		82.050	-2.550	-3.11	0.82
	S	Sino Biopharm	2.770	Fri	1.09	3.750		3.520	0.230	6.53	0.39
	L	Trip.com	406.600	Fri	3.04	279.600		311.400	-31.800	-10.21	-0.03
	L	Zijin Mining HK	17.620	Fri	3.28	11.820		13.360	-1.540	-11.53	-2.28
	L	Tencent	348.400	Fri	2.65	322.800		354.400	-31.600	-8.92	-3.77
		CSPC Pharmaceutical	6.600	Fri	1.23	6.880		6.490	0.390	6.01	-3.93
	L	BYD Company	212.800	Fri	4.42	222.200		275.600	-53.400	-19.38	-4.48
	S	WuXi Biologics	13.480	Fri	5.81	46.050		44.100	1.950	4.42	-4.63
	L	Techtronic Inds	108.800	Fri	2.16	79.650		88.050	-8.400	-9.54	-4.70
	L	Sinopec	4.800	Fri	0.63	4.090		4.350	-0.260	-5.98	-5.96
	S	Baidu	100.900	Fri	3.06	119.800		152.900	-33.100	-21.65	-6.11
		⇓instrument	freshest		⇓ Δday	11/27/23	⇓ Δwk	7/31/23	prc diff	⇓ Δ17	∅-RS
	L	China Unicom	6.120	Fri	1.32	5.040		5.600	-0.560	-10.00	-7.90
	S	Sunny Optical	38.150	Fri	7.46	71.650		75.550	-3.900	-5.16	-8.31
	L	Haier Smart Home	26.950	Fri	1.89	22.700		25.450	-2.750	-10.81	-8.99
	L	Geely Auto	9.390	Fri	2.07	9.100		11.260	-2.160	-19.18	-9.83
	S	Citic Pacific	7.500	Fri	1.21	7.410		8.760	-1.350	-15.41	-11.61
	L	Sinopharm	21.550	Fri	-0.92	19.420		24.450	-5.030	-20.57	-12.02
		Hengan	26.200	Fri	2.34	28.700		32.050	-3.350	-10.45	-12.06
	L	China Hongqiao	11.060	Fri	2.60	6.440		7.490	-1.050	-14.02	-12.47
	S	CK Hutchison	38.250	Fri	0.13	40.150		48.100	-7.950	-16.53	-12.63
	L	ANTA Sports Products	90.000	Fri	1.12	81.500		91.300	-9.800	-10.73	-13.14
		Alibaba	75.300	Fri	3.15	76.100		97.500	-21.400	-21.95	-13.82
	S	Alibaba Health	2.950	Fri	7.27	4.650		5.520	-0.870	-15.76	-14.61
	S	Galaxy Entertainment	35.600	Fri	1.57	43.000		56.600	-13.600	-24.03	-15.40
	L	Tingyi	8.820	Fri	2.08	10.180		12.040	-1.860	-15.45	-16.13
	S	China Mengniu Dairy	16.120	Fri	2.03	25.350		29.450	-4.100	-13.92	-16.60
	L	Haidilao Inter	17.980	Fri	6.52	16.500		21.850	-5.350	-24.49	-16.80
	S	MTR	25.150	Fri	0.60	29.350		35.850	-6.500	-18.13	-18.43
	L	Meituan	115.600	Fri	3.68	108.600		146.300	-37.700	-25.77	-19.27
		Chow Tai Fook Jwl	10.920	Fri	1.68	11.040		13.540	-2.500	-18.46	-19.88
	S	Sands China	18.720	Fri	2.86	20.450		29.750	-9.300	-31.26	-21.36
	S	Orient Overseas	107.100	Fri	1.32	95.750		129.900	-34.150	-26.29	-21.44
	S	JD Health	26.600	Fri	7.26	39.950		56.300	-16.350	-29.04	-22.29
	L	JD.com	117.700	Fri	5.75	110.700		159.800	-49.100	-30.73	-25.49
	L	Xinyi Glass	8.400	Fri	2.44	9.280		12.880	-3.600	-27.95	-26.11
	S	Budweiser Brewing	10.940	Fri	2.05	14.660		18.900	-4.240	-22.43	-26.98
		⇓instrument	freshest		⇓ Δday	11/27/23	⇓ Δwk	7/31/23	prc diff	⇓ Δ17	∅-RS
	L	China Res Beer	36.350	Fri	2.68	36.950		49.950	-13.000	-26.03	-28.41
	L	Xinyi Solar	5.300	Fri	1.34	4.820		8.400	-3.580	-42.62	-36.77
	L	Zhongsheng	14.500	Fri	6.46	18.460		27.250	-8.790	-32.26	-37.22
	L	Li Ning	21.100	Fri	6.03	22.200		47.000	-24.800	-52.77	-51.46
HSI-C&I - 53 out of 53 instruments rated - 11/27/23 / 7/31/23 - 13 did rise, Market-Ratio(17) = 24.53 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37

1/06/20	scale up chart	4/22/24

Transactions Hang Seng Commerce & Industry * 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	2,369	4.220	12.100		7.880	187	28,668	68
short	1/21/08	2/16/09	392		Galaxy Entertainment	100	4,691	6.110	1.210	30.853	24.743	405	144,737	352
long	2/16/09	5/10/10	448		Hengan	100	5,087	28.450	55.850		27.400	96	284,121	73
short	5/10/10	6/21/10	42		Citic Pacific	100	18,236	15.580	15.160	16.012	0.432	3	291,992	27
long	6/21/10	8/09/10	49		Galaxy Entertainment	100	67,747	4.310	5.470		1.160	27	370,578	490
short	8/09/10	8/30/10	21		Citic Pacific	100	23,306	15.900	15.920	15.880	-0.020	0	370,112	-2
long	8/30/10	8/08/11	343		Galaxy Entertainment	100	59,695	6.200	19.600		13.400	216	1,170,025	240
short	8/08/11	1/16/12	161		Li & Fung	100	91,265	12.820	17.160	8.480	-4.340	-34	773,935	-61
long	1/16/12	5/21/12	126		Sands China	100	30,590	25.300	25.950		0.650	3	793,818	8
short	5/21/12	9/17/12	119		Citic Pacific	100	67,501	11.760	9.760	14.170	2.410	20	956,482	77
long	9/17/12	4/08/13	203		Galaxy Entertainment	100	38,645	24.750	30.450		5.700	23	1,176,759	45
short	4/08/13	9/30/13	175		Li & Fung	100	111,859	10.520	11.280	9.760	-0.760	-7	1,091,746	-14
long	9/30/13	2/03/14	126		Galaxy Entertainment	100	20,068	54.400	76.300		21.900	40	1,531,235	166
short	2/03/14	5/26/14	112		Belle International	100	182,724	8.380	8.240	8.522	0.142	2	1,557,255	6
long	5/26/14	10/06/14	133		Tencent	100	14,472	107.600	119.700		12.100	11	1,732,366	34
short	10/06/14	4/13/15	189		Galaxy Entertainment	100	35,829	48.350	39.500	59.183	10.833	22	2,120,495	48
long	4/13/15	7/06/15	84		Tencent	100	12,436	170.500	146.500		-24.000	-14	1,822,031	-48
short	7/06/15	5/09/16	308		Sands China	100	62,828	29.000	27.250	30.862	1.862	6	1,939,042	8
long	5/09/16	12/26/16	231		MTR	100	50,364	38.500	37.300		-1.200	-3	1,878,605	-5
short	12/26/16	2/27/17	63		Hengan	100	34,094	55.100	67.300	42.900	-12.200	-22	1,462,658	-77
long	2/27/17	3/05/18	371		Galaxy Entertainment	100	39,424	37.100	65.850		28.750	77	2,596,098	76
short	3/05/18	6/11/18	98		China Merchants	100	146,341	17.740	17.460	18.025	0.285	2	2,637,732	6
long	6/11/18	7/09/18	28		Sunny Optical	100	15,543	169.700	145.100		-24.600	-14	2,255,374	-87
short	7/09/18	2/11/19	217		WH Group	100	352,402	6.400	7.390	5.410	-0.990	-15	1,906,496	-25
long	2/11/19	5/27/19	105		Lenovo	100	332,721	5.730	5.700		-0.030	-1	1,896,515	-2
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	44,834	42.300	65.450	19.150	-23.150	-55	858,607	-75
long	12/23/19	2/24/20	63		Sunny Optical	100	6,226	137.900	128.000		-9.900	-7	796,970	-35
short	2/24/20	7/13/20	140		PetroChina	100	247,506	3.220	2.770	3.743	0.523	16	926,440	48
long	7/13/20	8/10/20	28		Geely Auto	100	48,606	19.060	16.760		-2.300	-12	814,647	-81
short	8/10/20	1/18/21	161		Swire Pacific	100	20,942	38.900	49.000	28.800	-10.100	-26	603,132	-49
long	1/18/21	6/28/21	161		Geely Auto	100	18,847	32.000	25.500		-6.500	-20	480,627	-40
short	6/28/21	1/17/22	203		China Unicom	100	111,514	4.310	4.060	4.575	0.265	6	510,223	11
long	1/17/22	5/09/22	112		Want Want China	100	67,223	7.590	6.950		-0.640	-8	467,200	-25
short	5/09/22	1/09/23	245		Sunny Optical	100	4,667	100.100	93.300	107.396	7.296	7	501,249	11
long	1/09/23	5/08/23	119		Sands China	100	17,901	28.000	26.100		-1.900	-7	467,237	-19
short	5/08/23	4/26/24	354		JD.com	100	3,349	139.500	117.700	165.338	25.838	19	553,767	19
accum	1/09/06	4/26/24	6683	days out of 6690 invested (100%)							5,438		553,767	25

Instrument Related Contribution

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	6.11	1.21	30.85	24.74	404.96
	long	6/21/10	8/09/10	49	4.31	5.47		1.16	26.91
	long	8/30/10	8/08/11	343	6.20	19.60		13.40	216.13
	long	9/17/12	4/08/13	203	24.75	30.45		5.70	23.03
	long	9/30/13	2/03/14	126	54.40	76.30		21.90	40.26
	short	10/06/14	4/13/15	189	48.35	39.50	59.18	10.83	22.40
	long	2/27/17	3/05/18	371	37.10	65.85		28.75	77.49	7,495.38
Tingyi	long	1/09/06	1/21/08	742	4.22	12.10		7.88	186.73	186.73
Hengan	long	2/16/09	5/10/10	448	28.45	55.85		27.40	96.31
	short	12/26/16	2/27/17	63	55.10	67.30	42.90	-12.20	-22.14	52.84
Citic Pacific	short	5/10/10	6/21/10	42	15.58	15.16	16.01	0.43	2.77
	short	8/09/10	8/30/10	21	15.90	15.92	15.88	-0.02	-0.13
	short	5/21/12	9/17/12	119	11.76	9.76	14.17	2.41	20.49	23.67
JD.com	short	5/08/23	4/26/24	354	139.50	117.70	165.34	25.84	18.52	18.52
PetroChina	short	2/24/20	7/13/20	140	3.22	2.77	3.74	0.52	16.25	16.25
China Unicom	short	6/28/21	1/17/22	203	4.31	4.06	4.58	0.27	6.16	6.16
Sands China	long	1/16/12	5/21/12	126	25.30	25.95		0.65	2.57
	short	7/06/15	5/09/16	308	29.00	27.25	30.86	1.86	6.42
	long	1/09/23	5/08/23	119	28.00	26.10		-1.90	-6.79	1.75
Belle International	short	2/03/14	5/26/14	112	8.38	8.24	8.52	0.14	1.70	1.70
China Merchants	short	3/05/18	6/11/18	98	17.74	17.46	18.02	0.28	1.60	1.60
Lenovo	long	2/11/19	5/27/19	105	5.73	5.70		-0.03	-0.52	-0.52
MTR	long	5/09/16	12/26/16	231	38.50	37.30		-1.20	-3.12	-3.12
Tencent	long	5/26/14	10/06/14	133	107.60	119.70		12.10	11.25
	long	4/13/15	7/06/15	84	170.50	146.50		-24.00	-14.08	-4.41
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Want Want China	long	1/17/22	5/09/22	112	7.59	6.95		-0.64	-8.43	-8.43
Sunny Optical	long	6/11/18	7/09/18	28	169.70	145.10		-24.60	-14.50
	long	12/23/19	2/24/20	63	137.90	128.00		-9.90	-7.18
	short	5/09/22	1/09/23	245	100.10	93.30	107.40	7.30	7.29	-14.85
WH Group	short	7/09/18	2/11/19	217	6.40	7.39	5.41	-0.99	-15.47	-15.47
Swire Pacific	short	8/10/20	1/18/21	161	38.90	49.00	28.80	-10.10	-25.96	-25.96
Geely Auto	long	7/13/20	8/10/20	28	19.06	16.76		-2.30	-12.07
	long	1/18/21	6/28/21	161	32.00	25.50		-6.50	-20.31	-29.93
Li & Fung	short	8/08/11	1/16/12	161	12.82	17.16	8.48	-4.34	-33.85
	short	4/08/13	9/30/13	175	10.52	11.28	9.76	-0.76	-7.22	-38.63
AAC Technologies	short	5/27/19	12/23/19	210	42.30	65.45	19.15	-23.15	-54.73	-54.73

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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