Assessment - Hang Seng Commerce & Industry in Japanese yen - 12/02/24 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	12/02/24	Δwk	16/10/23	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	179,825.753	12/08/24	-0.05	160,040.015		185,899.059	-25,859.045	-13.91		-12.83
						L		China Hongqiao	189.345	12/08/24	1.33	107.652		124.369	-16.718	-13.44		-14.22
						L		Meituan	1,985.063	12/08/24	-2.07	1,284.565		2,175.502	-890.937	-40.95		-37.18
						L		Hansoh Pharma	353.112	12/08/24	-2.22	232.863		218.124	14.739	6.76		0.21
						L		CNOOC	376.780	12/08/24	-0.80	276.382		259.070	17.312	6.68		21.20
								Zijin Mining HK	292.033	12/08/24	0.66	217.593		225.012	-7.419	-3.30		-2.13
								Xiaomi	314.174	12/08/24	0.37	237.444		239.937	-2.493	-1.04		5.88
						L		Tencent	7,157.681	12/08/24	1.35	5,481.829		5,763.072	-281.243	-4.88		-7.27
						L		Lenovo	196.216	12/08/24	2.59	154.988		159.384	-4.396	-2.76		1.47
								Sinopec	94.672	12/08/24	0.61	78.639		79.788	-1.148	-1.44		-1.44
								PetroChina	127.311	12/08/24		107.652		108.297	-0.645	-0.60		14.04
								Xinyi Glass	144.108	12/08/24	-0.13	122.730		186.745	-64.015	-34.28		-37.68
						L		BYD Company	4,077.015	12/08/24	-0.28	3,491.039		4,599.743	-1,108.703	-24.10		-16.52
						L		JD.com	1,910.624	12/08/24	-0.10	1,642.449		1,984.165	-341.716	-17.22		-28.49
								Techtronic Inds	1,842.864	12/08/24	-0.26	1,585.188		1,360.406	224.781	16.52		6.71
						L		SMIC	315.701	12/08/24	-0.24	271.801		385.544	-113.743	-29.50		-23.03
						L		Tingyi	171.593	12/08/24	-0.66	147.735		191.337	-43.603	-22.79		-26.60
								WH Group	100.398	12/08/24		88.183		82.849	5.334	6.44		9.56
								Alibaba	1,497.387	12/08/24	0.77	1,322.739		1,555.570	-232.831	-14.97		-12.14
						L		China Unicom	113.950	12/08/24	-5.84	102.116		106.383	-4.267	-4.01		2.61
						L		China Shenhua HK	616.515	12/08/24	1.57	570.706		477.386	93.320	19.55		25.98
						L		China Mobile	1,353.279	12/08/24	-0.56	1,267.387		1,240.821	26.566	2.14		8.58
								Trip.com	6,314.029	12/08/24	0.55	6,054.444		4,890.575	1,163.869	23.80		18.79
						L		Haier Smart Home	463.818	12/08/24	1.67	445.685		442.945	2.740	0.62		3.11
								Hengan	483.859	12/08/24	-0.20	468.589		471.646	-3.056	-0.65		-15.41
								⇓instrument	freshest		⇓ Δday	12/02/24	Δwk	16/10/23	prc diff	⇓ Δ17		⇓∅-RS
						L		Alibaba Health	61.842	12/08/24	-0.61	59.934		92.033	-32.099	-34.88		-30.72
								MTR	494.357	12/08/24	0.19	487.677		584.535	-96.858	-16.57		-19.42
						S		Sino Biopharm	56.307	12/08/24	2.08	55.544		53.192	2.352	4.42		-12.42
						L		CSPC Pharmaceutical	113.187	12/08/24	1.02	111.851		108.679	3.171	2.92		-8.97
								CK Hutchison	771.121	12/08/24	0.12	779.710		775.872	3.838	0.49		-3.67
						L		Orient Overseas	1,990.790	12/08/24	2.25	2,013.694		1,917.197	96.497	5.03		-4.55
						L		Sinopharm	385.560	12/08/24	1.10	395.104		402.764	-7.661	-1.90		-1.74
								Geely Auto	145.635	12/08/24	0.26	150.216		176.221	-26.006	-14.76		-11.35
								ANTA Sports Products	1,303.652	12/08/24	-2.78	1,348.507		1,733.514	-385.007	-22.21		-14.62
						L		Shenzhou Inter	1,181.494	12/08/24	-0.24	1,226.349		1,455.118	-228.769	-15.72		-11.74
								Xinyi Solar	67.378	12/08/24	0.28	71.386		106.001	-34.615	-32.66		-37.78
								Citic Pacific	135.519	12/08/24		144.681		132.023	12.658	9.59		-2.81
								Haidilao Inter	233.245	12/08/24	-1.93	250.042		378.465	-128.423	-33.93		-23.58
						S		WuXi AppTec HK	670.913	12/08/24	1.44	733.901		1,863.623	-1,129.722	-60.62		-48.03
						L		Sunny Optical	825.519	12/08/24	1.29	919.046		1,173.853	-254.807	-21.71		-29.42
								NetEase	2,687.471	12/08/24	0.50	3,132.201		3,114.967	17.234	0.55		14.99
								China Res Beer	452.365	12/08/24	-2.47	546.847		825.619	-278.773	-33.77		-33.45
						S		Baidu	1,577.553	12/08/24	-0.66	1,931.619		2,322.832	-391.212	-16.84		-14.80
								Zhongsheng	203.087	12/08/24	-1.12	263.021		368.515	-105.494	-28.63		-39.35
								Li Ning	268.365	12/08/24	-1.13	355.784		644.806	-289.021	-44.82		-41.88
								JD Health	401.784	12/08/24	-2.55	539.212		709.860	-170.649	-24.04		-32.74
						S		China Mengniu Dairy	252.714	12/08/24	-2.79	345.859		484.083	-138.224	-28.55		-28.66
						S		Budweiser Brewing	177.510	12/08/24	-2.11	244.316		286.240	-41.925	-14.65		-23.64
						S		Nongfu Spring	561.162	12/08/24	1.55	813.113		833.273	-20.160	-2.42		2.70
						L		Galaxy Entertainment	562.117	12/08/24	-4.38	817.884		838.056	-20.172	-2.41		-7.19
								⇓instrument	freshest		⇓ Δday	12/02/24	Δwk	16/10/23	prc diff	⇓ Δ17		⇓∅-RS
								WuXi Biologics	224.847	12/08/24	3.70	330.589		937.552	-606.962	-64.74		-54.94
						S		Li Auto	1,469.710	12/08/24	-1.79	2,282.823		2,481.642	-198.819	-8.01		3.05
						S		Sands China	258.822	12/08/24	-2.87	436.141		407.548	28.593	7.02		-3.99
						S		Chow Tai Fook Jwl	125.593	12/08/24	-0.75	216.448		210.471	5.978	2.84		-6.83
HSI-C&I - 53 out of 53 instruments rated - 12/02/24 / 16/10/23 - 16 did rise, Market-Ratio(17) in JPY = 30.19 %
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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