Assessment - Hang Seng Commerce & Industry in Renminbi yuán - 5/02/24 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	5/02/24	Δwk	9/10/23	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	8,670.050	12/08/24	-0.05	7,601.609		9,011.761	-1,410.151	-15.65		-17.72
						L		China Hongqiao	9.129	12/08/24	1.33	5.098		6.788	-1.689	-24.89		-19.38
						L		Meituan	95.707	12/08/24	-2.07	59.863		101.394	-41.531	-40.96		-42.47
						L		Hansoh Pharma	17.025	12/08/24	-2.22	10.749		9.571	1.177	12.30		-7.98
						L		CNOOC	18.166	12/08/24	-0.80	13.233		12.476	0.757	6.07		16.46
								Xiaomi	15.147	12/08/24	0.37	11.154		11.117	0.037	0.33		-0.85
						L		Tencent	345.098	12/08/24	1.35	257.305		285.839	-28.534	-9.98		-13.37
								Zijin Mining HK	14.080	12/08/24	0.66	10.638		10.987	-0.348	-3.17		-4.41
						L		Lenovo	9.460	12/08/24	2.59	7.261		7.709	-0.448	-5.82		-4.59
						L		BYD Company	196.568	12/08/24	-0.28	158.009		218.802	-60.793	-27.78		-25.03
								Xinyi Glass	6.948	12/08/24	-0.13	5.687		8.845	-3.158	-35.70		-43.21
								Sinopec	4.564	12/08/24	0.61	3.773		3.836	-0.063	-1.64		-5.35
						L		Tingyi	8.273	12/08/24	-0.66	7.022		10.037	-3.015	-30.04		-30.87
						L		SMIC	15.221	12/08/24	-0.24	12.994		18.137	-5.143	-28.36		-26.79
						L		JD.com	92.118	12/08/24	-0.10	79.188		105.956	-26.768	-25.26		-32.01
								PetroChina	6.138	12/08/24		5.282		5.251	0.031	0.59		12.57
								WH Group	4.841	12/08/24		4.196		3.864	0.332	8.60		4.11
						L		Alibaba Health	2.982	12/08/24	-0.61	2.586		4.395	-1.809	-41.16		-41.16
								Techtronic Inds	88.851	12/08/24	-0.26	77.210		68.061	9.149	13.44		3.56
								Trip.com	304.422	12/08/24	0.55	267.428		241.892	25.535	10.56		4.98
						L		China Unicom	5.494	12/08/24	-5.84	4.841		5.233	-0.392	-7.49		-2.74
								Alibaba	72.194	12/08/24	0.77	65.016		76.441	-11.425	-14.95		-14.18
						L		Haier Smart Home	22.362	12/08/24	1.67	20.522		21.647	-1.126	-5.20		-5.41
						L		China Shenhua HK	29.724	12/08/24	1.57	27.378		23.277	4.101	17.62		21.25
						L		China Mobile	65.246	12/08/24	-0.56	60.783		60.659	0.124	0.20		4.43
								⇓instrument	freshest		⇓ Δday	5/02/24	Δwk	9/10/23	prc diff	⇓ Δ17		⇓∅-RS
						S		Sino Biopharm	2.715	12/08/24	2.08	2.558		2.560	-0.002	-0.08		-19.92
								Hengan	23.329	12/08/24	-0.20	22.362		23.044	-0.682	-2.96		-19.78
						L		CSPC Pharmaceutical	5.457	12/08/24	1.02	5.291		5.121	0.171	3.33		-14.44
								Xinyi Solar	3.249	12/08/24	0.28	3.184		5.130	-1.946	-37.93		-45.44
								ANTA Sports Products	62.854	12/08/24	-2.78	62.210		79.420	-17.211	-21.67		-21.91
								MTR	23.835	12/08/24	0.19	23.697		28.211	-4.515	-16.00		-22.27
								Geely Auto	7.022	12/08/24	0.26	7.012		8.352	-1.339	-16.04		-17.91
								CK Hutchison	37.179	12/08/24	0.12	37.317		37.988	-0.671	-1.77		-8.00
						L		Sinopharm	18.589	12/08/24	1.10	18.911		20.251	-1.339	-6.61		-5.68
								Haidilao Inter	11.246	12/08/24	-1.93	11.448		19.599	-8.151	-41.59		-30.66
								Citic Pacific	6.534	12/08/24		6.755		6.443	0.312	4.84		-9.43
						L		Sunny Optical	39.801	12/08/24	1.29	41.688		48.416	-6.728	-13.90		-36.91
						L		Shenzhou Inter	56.964	12/08/24	-0.24	61.888		67.503	-5.615	-8.32		-11.54
						L		Orient Overseas	95.983	12/08/24	2.25	105.554		97.949	7.605	7.76		-0.04
								NetEase	129.573	12/08/24	0.50	144.941		149.158	-4.217	-2.83		6.48
								China Res Beer	21.810	12/08/24	-2.47	25.951		39.524	-13.573	-34.34		-37.59
						S		Baidu	76.060	12/08/24	-0.66	92.854		120.108	-27.254	-22.69		-18.52
								JD Health	19.371	12/08/24	-2.55	24.157		35.474	-11.317	-31.90		-40.62
								Li Ning	12.939	12/08/24	-1.13	16.583		29.515	-12.932	-43.81		-46.89
						S		WuXi AppTec HK	32.347	12/08/24	1.44	41.826		87.754	-45.928	-52.34		-41.87
								Zhongsheng	9.792	12/08/24	-1.12	12.681		18.547	-5.866	-31.63		-42.54
						S		China Mengniu Dairy	12.184	12/08/24	-2.79	15.865		24.022	-8.156	-33.95		-35.42
						S		Budweiser Brewing	8.558	12/08/24	-2.11	11.522		14.320	-2.798	-19.54		-28.64
						S		Nongfu Spring	27.056	12/08/24	1.55	38.973		41.293	-2.320	-5.62		-1.73
						S		Li Auto	70.860	12/08/24	-1.79	102.149		124.671	-22.522	-18.06		-7.81
								⇓instrument	freshest		⇓ Δday	5/02/24	Δwk	9/10/23	prc diff	⇓ Δ17		⇓∅-RS
						L		Galaxy Entertainment	27.102	12/08/24	-4.38	39.663		42.224	-2.561	-6.06		-10.26
								WuXi Biologics	10.841	12/08/24	3.70	15.921		41.805	-25.885	-61.92		-57.92
						S		Chow Tai Fook Jwl	6.055	12/08/24	-0.75	9.792		10.409	-0.618	-5.94		-16.20
						S		Sands China	12.479	12/08/24	-2.87	20.246		20.996	-0.750	-3.57		-11.13
HSI-C&I - 53 out of 53 instruments rated - 5/02/24 / 9/10/23 - 12 did rise, Market-Ratio(17) in CNY = 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 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
2/01/06		9/01/06	7				- cash -
long	9/01/06	21/01/08	742				Tingyi	100	2,277		4.391	11.225		6.834	156	25,562	59
short	21/01/08	16/02/09	392				Galaxy Entertainment	100	4,509		5.668	1.067	30.106	24.437	431	135,750	373
long	16/02/09	10/05/10	448				Hengan	100	5,409		25.093	48.968		23.875	95	264,892	72
short	10/05/10	21/06/10	42				Citic Pacific	100	19,391		13.660	13.322	14.007	0.347	3	271,621	24
long	21/06/10	9/08/10	49				Galaxy Entertainment	100	71,717		3.787	4.768		0.981	26	341,966	456
short	9/08/10	30/08/10	21				Citic Pacific	100	24,672		13.860	13.961	13.759	-0.101	-1	339,477	-12
long	30/08/10	8/08/11	343				Galaxy Entertainment	100	62,437		5.437	16.326		10.889	200	1,019,338	222
short	8/08/11	16/01/12	161				Li & Fung	100	95,457		10.678	13.939	7.418	-3.261	-31	708,078	-56
long	16/01/12	21/05/12	126				Sands China	100	34,454		20.551	21.128		0.576	3	727,939	8
short	21/05/12	17/09/12	119				Citic Pacific	100	76,027		9.575	7.955	11.525	1.950	20	876,201	77
long	17/09/12	8/04/13	203				Galaxy Entertainment	100	43,437		20.172	24.567		4.396	22	1,067,138	43
short	8/04/13	30/09/13	175				Li & Fung	100	125,728		8.488	8.903	8.073	-0.415	-5	1,014,943	-10
long	30/09/13	3/02/14	126				Galaxy Entertainment	100	23,638		42.935	59.565		16.630	39	1,408,044	158
short	3/02/14	26/05/14	112				Belle International	100	215,230		6.542	6.631	6.453	-0.089	-1	1,388,838	-4
long	26/05/14	6/10/14	133				Tencent	100	16,038		86.593	94.748		8.154	9	1,519,618	28
short	6/10/14	13/04/15	189				Galaxy Entertainment	100	39,706		38.271	31.695	46.212	7.941	21	1,834,927	44
long	13/04/15	6/07/15	84				Tencent	100	13,412		136.808	117.324		-19.484	-14	1,573,603	-49
short	6/07/15	9/05/16	308				Sands China	100	67,755		23.225	22.872	23.583	0.358	2	1,597,862	2
long	9/05/16	26/12/16	231				MTR	100	49,447		32.315	33.403		1.089	3	1,651,698	5
short	26/12/16	27/02/17	63				Hengan	100	33,473		49.344	59.604	39.083	-10.261	-21	1,308,243	-74
long	27/02/17	5/03/18	371				Galaxy Entertainment	100	39,815		32.858	53.385		20.528	62	2,125,554	61
short	5/03/18	11/06/18	98				China Merchants	100	147,792		14.382	14.240	14.525	0.143	1	2,146,713	4
long	11/06/18	9/07/18	28				Sunny Optical	100	15,510		138.407	122.280		-16.127	-12	1,896,586	-80
short	9/07/18	11/02/19	217				WH Group	100	351,645		5.393	6.369	4.418	-0.976	-18	1,553,431	-29
long	11/02/19	27/05/19	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	27/05/19	23/12/19	210				AAC Technologies	100	42,386		37.185	58.916	15.454	-21.731	-58	655,029	-78
long	23/12/19	24/02/20	63				Sunny Optical	100	5,276		124.133	115.399		-8.735	-7	608,944	-34
short	24/02/20	13/07/20	140				PetroChina	100	209,763		2.903	2.500	3.371	0.468	16	707,093	48
long	13/07/20	10/08/20	28				Geely Auto	100	41,104		17.202	15.052		-2.150	-13	618,703	-82
short	10/08/20	18/01/21	161				Swire Pacific	100	17,709		34.936	41.014	28.857	-6.078	-17	511,059	-35
long	18/01/21	28/06/21	161				Geely Auto	100	19,080		26.785	21.205		-5.580	-21	404,597	-41
short	28/06/21	17/01/22	203				China Unicom	100	112,887		3.584	3.308	3.883	0.299	8	438,353	15
long	17/01/22	9/05/22	112				Want Want China	100	70,881		6.184	5.957		-0.227	-4	422,267	-11
short	9/05/22	9/01/23	245				Sunny Optical	100	4,921		85.803	80.913	90.989	5.186	6	447,787	9
long	9/01/23	8/05/23	119				Sands China	100	18,440		24.283	22.999		-1.283	-5	424,121	-15
short	8/05/23	13/05/24	371				JD.com	100	3,450		122.926	119.709	126.230	3.304	3	435,518	3
long	13/05/24	12/08/24	91				China Hongqiao	100	39,797		10.943	9.251		-1.693	-15	368,158	-49
accum	9/01/06	12/08/24	7272	days out of 7279 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	21/01/08	16/02/09	392	5.67	1.07	30.11	24.44	431.13
	long	21/06/10	9/08/10	49	3.79	4.77		0.98	25.90
	long	30/08/10	8/08/11	343	5.44	16.33		10.89	200.27
	long	17/09/12	8/04/13	203	20.17	24.57		4.40	21.79
	long	30/09/13	3/02/14	126	42.94	59.57		16.63	38.73
	short	6/10/14	13/04/15	189	38.27	31.69	46.21	7.94	20.75
	long	27/02/17	5/03/18	371	32.86	53.39		20.53	62.47			6,555.72
Tingyi	long	9/01/06	21/01/08	742	4.39	11.23		6.83	155.66			155.66
Hengan	long	16/02/09	10/05/10	448	25.09	48.97		23.88	95.15
	short	26/12/16	27/02/17	63	49.34	59.60	39.08	-10.26	-20.79			54.57
Citic Pacific	short	10/05/10	21/06/10	42	13.66	13.32	14.01	0.35	2.54
	short	9/08/10	30/08/10	21	13.86	13.96	13.76	-0.10	-0.73
	short	21/05/12	17/09/12	119	9.57	7.95	11.52	1.95	20.37			22.53
PetroChina	short	24/02/20	13/07/20	140	2.90	2.50	3.37	0.47	16.12			16.12
China Unicom	short	28/06/21	17/01/22	203	3.58	3.31	3.88	0.30	8.34			8.34
MTR	long	9/05/16	26/12/16	231	32.31	33.40		1.09	3.37			3.37
JD.com	short	8/05/23	13/05/24	371	122.93	119.71	126.23	3.30	2.69			2.69
Lenovo	long	11/02/19	27/05/19	105	4.94	5.01		0.07	1.46			1.46
China Merchants	short	5/03/18	11/06/18	98	14.38	14.24	14.53	0.14	1.00			1.00
Sands China	long	16/01/12	21/05/12	126	20.55	21.13		0.58	2.80
	short	6/07/15	9/05/16	308	23.22	22.87	23.58	0.36	1.54
	long	9/01/23	8/05/23	119	24.28	23.00		-1.28	-5.29			-1.13
Belle International	short	3/02/14	26/05/14	112	6.54	6.63	6.45	-0.09	-1.36			-1.36
Want Want China	long	17/01/22	9/05/22	112	6.18	5.96		-0.23	-3.67			-3.67
Tencent	long	26/05/14	6/10/14	133	86.59	94.75		8.15	9.42
	long	13/04/15	6/07/15	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	11/06/18	9/07/18	28	138.41	122.28		-16.13	-11.65
	long	23/12/19	24/02/20	63	124.13	115.40		-8.73	-7.04
	short	9/05/22	9/01/23	245	85.80	80.91	90.99	5.19	6.04			-12.90
China Hongqiao	long	13/05/24	12/08/24	91	10.94	9.25		-1.69	-15.47			-15.47
Swire Pacific	short	10/08/20	18/01/21	161	34.94	41.01	28.86	-6.08	-17.40			-17.40
WH Group	short	9/07/18	11/02/19	217	5.39	6.37	4.42	-0.98	-18.09			-18.09
Geely Auto	long	13/07/20	10/08/20	28	17.20	15.05		-2.15	-12.50
	long	18/01/21	28/06/21	161	26.78	21.21		-5.58	-20.83			-30.73
Li & Fung	short	8/08/11	16/01/12	161	10.68	13.94	7.42	-3.26	-30.54
	short	8/04/13	30/09/13	175	8.49	8.90	8.07	-0.42	-4.89			-33.93
AAC Technologies	short	27/05/19	23/12/19	210	37.18	58.92	15.45	-21.73	-58.44			-58.44

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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