Share-o-matic - Portfolio

Mon, 2nd Dec 2024, 23:50UTC

Assessment - Hang Seng Commerce & Industry - 11/03/24 - RS = 17

historical assessment - show freshest

		instrument	freshest		⇓ Δday	11/03/24	⇓ Δwk	13/11/23	prc diff	⇓ Δ17	⇓∅-RS
	L	HSI-CI	9,421.300	12/08	-0.05	9,057.030		9,766.130	-709.100	-7.26	-8.30
		Alibaba	78.450	12/08	0.77	72.800		80.650	-7.850	-9.73	-10.10
	L	Alibaba Health	3.240	12/08	-0.61	3.330		4.810	-1.480	-30.77	-26.41
		ANTA Sports Products	68.300	12/08	-2.78	75.800		91.150	-15.350	-16.84	-10.15
	S	Baidu	82.650	12/08	-0.66	97.550		104.600	-7.050	-6.74	-19.63
	S	Budweiser Brewing	9.300	12/08	-2.11	12.360		15.240	-2.880	-18.90	-26.02
	L	BYD Company	213.600	12/08	-0.28	197.400		242.200	-44.800	-18.50	-12.85
		CK Hutchison	40.400	12/08	0.12	40.850		39.150	1.700	4.34	-6.85
	L	China Hongqiao	9.920	12/08	1.33	6.960		7.080	-0.120	-1.69	3.76
	S	China Mengniu Dairy	13.240	12/08	-2.79	18.800		24.750	-5.950	-24.04	-25.56
	L	China Mobile	70.900	12/08	-0.56	67.500		62.250	5.250	8.43	4.01
		China Res Beer	23.700	12/08	-2.47	34.300		40.900	-6.600	-16.14	-19.61
	L	China Shenhua HK	32.300	12/08	1.57	29.900		24.400	5.500	22.54	17.69
	L	China Unicom	5.970	12/08	-5.84	5.600		4.960	0.640	12.90	2.85
	S	Chow Tai Fook Jwl	6.580	12/08	-0.75	12.060		11.360	0.700	6.16	-3.11
		Citic Pacific	7.100	12/08		7.950		6.880	1.070	15.55	-1.53
	L	CNOOC	19.740	12/08	-0.80	17.320		12.900	4.420	34.26	34.56
	L	CSPC Pharmaceutical	5.930	12/08	1.02	6.010		6.870	-0.860	-12.52	-8.42
	L	Galaxy Entertainment	29.450	12/08	-4.38	39.400		41.350	-1.950	-4.72	-17.15
		Geely Auto	7.630	12/08	0.26	8.600		9.290	-0.690	-7.43	-5.53
		Haidilao Inter	12.220	12/08	-1.93	14.680		16.800	-2.120	-12.62	-15.43
	L	Haier Smart Home	24.300	12/08	1.67	24.400		22.200	2.200	9.91	4.00
	L	Hansoh Pharma	18.500	12/08	-2.22	14.060		14.240	-0.180	-1.26	11.14
		Hengan	25.350	12/08	-0.20	23.850		26.400	-2.550	-9.66	-18.85
		JD Health	21.050	12/08	-2.55	29.750		38.100	-8.350	-21.92	-28.20
		instrument	freshest		⇓ Δday	11/03/24	⇓ Δwk	13/11/23	prc diff	⇓ Δ17	⇓∅-RS
	L	JD.com	100.100	12/08	-0.10	98.550		100.800	-2.250	-2.23	-16.99
	L	Lenovo	10.280	12/08	2.59	9.370		9.470	-0.100	-1.06	9.17
	S	Li Auto	77.000	12/08	-1.79	144.200		148.800	-4.600	-3.09	14.24
		Li Ning	14.060	12/08	-1.13	20.450		24.250	-3.800	-15.67	-32.62
	L	Meituan	104.000	12/08	-2.07	89.200		111.600	-22.400	-20.07	-16.26
		MTR	25.900	12/08	0.19	25.800		29.200	-3.400	-11.64	-19.33
		NetEase	140.800	12/08	0.50	169.000		179.000	-10.000	-5.59	10.33
	S	Nongfu Spring	29.400	12/08	1.55	42.000		44.450	-2.450	-5.51	-3.58
	L	Orient Overseas	104.300	12/08	2.25	126.100		95.400	30.700	32.18	10.11
		PetroChina	6.670	12/08		6.260		5.050	1.210	23.96	16.64
	S	Sands China	13.560	12/08	-2.87	21.450		20.850	0.600	2.88	-12.47
	L	SMIC	16.540	12/08	-0.24	17.060		22.200	-5.140	-23.15	-11.51
	L	Shenzhou Inter	61.900	12/08	-0.24	64.250		83.000	-18.750	-22.59	-14.00
	S	Sino Biopharm	2.950	12/08	2.08	2.980		3.650	-0.670	-18.36	-12.11
		Sinopec	4.960	12/08	0.61	4.420		4.050	0.370	9.14	0.71
	L	Sinopharm	20.200	12/08	1.10	21.450		19.320	2.130	11.02	-2.88
	L	Sunny Optical	43.250	12/08	1.29	51.250		69.950	-18.700	-26.73	-24.37
		Techtronic Inds	96.550	12/08	-0.26	99.550		73.800	25.750	34.89	22.45
	L	Tencent	375.000	12/08	1.35	278.600		309.800	-31.200	-10.07	-12.43
	L	Tingyi	8.990	12/08	-0.66	8.970		10.240	-1.270	-12.40	-15.38
		Trip.com	330.800	12/08	0.55	346.800		269.200	77.600	28.83	22.32
		WH Group	5.260	12/08		5.130		4.650	0.480	10.32	15.74
	S	WuXi AppTec HK	35.150	12/08	1.44	49.000		94.150	-45.150	-47.96	-33.03
		WuXi Biologics	11.780	12/08	3.70	17.700		48.800	-31.100	-63.73	-50.86
		Xiaomi	16.460	12/08	0.37	13.400		16.220	-2.820	-17.39	8.04
		instrument	freshest		⇓ Δday	11/03/24	⇓ Δwk	13/11/23	prc diff	⇓ Δ17	⇓∅-RS
		Xinyi Glass	7.550	12/08	-0.13	9.480		9.120	0.360	3.95	-6.27
		Xinyi Solar	3.530	12/08	0.28	6.570		4.820	1.750	36.31	11.93
		Zhongsheng	10.640	12/08	-1.12	13.340		19.500	-6.160	-31.59	-38.67
		Zijin Mining HK	15.300	12/08	0.66	14.600		11.660	2.940	25.21	19.21
HSI-C&I - 53 out of 53 instruments rated - 11/03/24 / 13/11/23 - 19 did rise, Market-Ratio(17) = 35.85 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

6/01/20	scale up chart	1/07/24

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
2/01/06		9/01/06	7		- cash -
long	9/01/06	21/01/08	742		Tingyi	100	2,369	4.220	12.100		7.880	187	28,668	68
short	21/01/08	16/02/09	392		Galaxy Entertainment	100	4,691	6.110	1.210	30.853	24.743	405	144,737	352
long	16/02/09	10/05/10	448		Hengan	100	5,087	28.450	55.850		27.400	96	284,121	73
short	10/05/10	21/06/10	42		Citic Pacific	100	18,236	15.580	15.160	16.012	0.432	3	291,992	27
long	21/06/10	9/08/10	49		Galaxy Entertainment	100	67,747	4.310	5.470		1.160	27	370,578	490
short	9/08/10	30/08/10	21		Citic Pacific	100	23,306	15.900	15.920	15.880	-0.020	0	370,112	-2
long	30/08/10	8/08/11	343		Galaxy Entertainment	100	59,695	6.200	19.600		13.400	216	1,170,025	240
short	8/08/11	16/01/12	161		Li & Fung	100	91,265	12.820	17.160	8.480	-4.340	-34	773,935	-61
long	16/01/12	21/05/12	126		Sands China	100	30,590	25.300	25.950		0.650	3	793,818	8
short	21/05/12	17/09/12	119		Citic Pacific	100	67,501	11.760	9.760	14.170	2.410	20	956,482	77
long	17/09/12	8/04/13	203		Galaxy Entertainment	100	38,645	24.750	30.450		5.700	23	1,176,759	45
short	8/04/13	30/09/13	175		Li & Fung	100	111,859	10.520	11.280	9.760	-0.760	-7	1,091,746	-14
long	30/09/13	3/02/14	126		Galaxy Entertainment	100	20,068	54.400	76.300		21.900	40	1,531,235	166
short	3/02/14	26/05/14	112		Belle International	100	182,724	8.380	8.240	8.522	0.142	2	1,557,255	6
long	26/05/14	6/10/14	133		Tencent	100	14,472	107.600	119.700		12.100	11	1,732,366	34
short	6/10/14	13/04/15	189		Galaxy Entertainment	100	35,829	48.350	39.500	59.183	10.833	22	2,120,495	48
long	13/04/15	6/07/15	84		Tencent	100	12,436	170.500	146.500		-24.000	-14	1,822,031	-48
short	6/07/15	9/05/16	308		Sands China	100	62,828	29.000	27.250	30.862	1.862	6	1,939,042	8
long	9/05/16	26/12/16	231		MTR	100	50,364	38.500	37.300		-1.200	-3	1,878,605	-5
short	26/12/16	27/02/17	63		Hengan	100	34,094	55.100	67.300	42.900	-12.200	-22	1,462,658	-77
long	27/02/17	5/03/18	371		Galaxy Entertainment	100	39,424	37.100	65.850		28.750	77	2,596,098	76
short	5/03/18	11/06/18	98		China Merchants	100	146,341	17.740	17.460	18.025	0.285	2	2,637,732	6
long	11/06/18	9/07/18	28		Sunny Optical	100	15,543	169.700	145.100		-24.600	-14	2,255,374	-87
short	9/07/18	11/02/19	217		WH Group	100	352,402	6.400	7.390	5.410	-0.990	-15	1,906,496	-25
long	11/02/19	27/05/19	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	27/05/19	23/12/19	210		AAC Technologies	100	44,834	42.300	65.450	19.150	-23.150	-55	858,607	-75
long	23/12/19	24/02/20	63		Sunny Optical	100	6,226	137.900	128.000		-9.900	-7	796,970	-35
short	24/02/20	13/07/20	140		PetroChina	100	247,506	3.220	2.770	3.743	0.523	16	926,440	48
long	13/07/20	10/08/20	28		Geely Auto	100	48,606	19.060	16.760		-2.300	-12	814,647	-81
short	10/08/20	18/01/21	161		Swire Pacific	100	20,942	38.900	49.000	28.800	-10.100	-26	603,132	-49
long	18/01/21	28/06/21	161		Geely Auto	100	18,847	32.000	25.500		-6.500	-20	480,627	-40
short	28/06/21	17/01/22	203		China Unicom	100	111,514	4.310	4.060	4.575	0.265	6	510,223	11
long	17/01/22	9/05/22	112		Want Want China	100	67,223	7.590	6.950		-0.640	-8	467,200	-25
short	9/05/22	9/01/23	245		Sunny Optical	100	4,667	100.100	93.300	107.396	7.296	7	501,249	11
long	9/01/23	8/05/23	119		Sands China	100	17,901	28.000	26.100		-1.900	-7	467,237	-19
short	8/05/23	13/05/24	371		JD.com	100	3,349	139.500	129.300	150.505	11.005	8	504,091	8
long	13/05/24	12/08/24	91		China Hongqiao	100	42,647	11.820	9.920		-1.900	-16	423,062	-50
accum	9/01/06	12/08/24	6902	days out of 6909 invested (100%)							4,131		423,062	22

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	6.11	1.21	30.85	24.74	404.96
	long	21/06/10	9/08/10	49	4.31	5.47		1.16	26.91
	long	30/08/10	8/08/11	343	6.20	19.60		13.40	216.13
	long	17/09/12	8/04/13	203	24.75	30.45		5.70	23.03
	long	30/09/13	3/02/14	126	54.40	76.30		21.90	40.26
	short	6/10/14	13/04/15	189	48.35	39.50	59.18	10.83	22.40
	long	27/02/17	5/03/18	371	37.10	65.85		28.75	77.49	7,495.38
Tingyi	long	9/01/06	21/01/08	742	4.22	12.10		7.88	186.73	186.73
Hengan	long	16/02/09	10/05/10	448	28.45	55.85		27.40	96.31
	short	26/12/16	27/02/17	63	55.10	67.30	42.90	-12.20	-22.14	52.84
Citic Pacific	short	10/05/10	21/06/10	42	15.58	15.16	16.01	0.43	2.77
	short	9/08/10	30/08/10	21	15.90	15.92	15.88	-0.02	-0.13
	short	21/05/12	17/09/12	119	11.76	9.76	14.17	2.41	20.49	23.67
PetroChina	short	24/02/20	13/07/20	140	3.22	2.77	3.74	0.52	16.25	16.25
JD.com	short	8/05/23	13/05/24	371	139.50	129.30	150.50	11.00	7.89	7.89
China Unicom	short	28/06/21	17/01/22	203	4.31	4.06	4.58	0.27	6.16	6.16
Sands China	long	16/01/12	21/05/12	126	25.30	25.95		0.65	2.57
	short	6/07/15	9/05/16	308	29.00	27.25	30.86	1.86	6.42
	long	9/01/23	8/05/23	119	28.00	26.10		-1.90	-6.79	1.75
Belle International	short	3/02/14	26/05/14	112	8.38	8.24	8.52	0.14	1.70	1.70
China Merchants	short	5/03/18	11/06/18	98	17.74	17.46	18.02	0.28	1.60	1.60
Lenovo	long	11/02/19	27/05/19	105	5.73	5.70		-0.03	-0.52	-0.52
MTR	long	9/05/16	26/12/16	231	38.50	37.30		-1.20	-3.12	-3.12
Tencent	long	26/05/14	6/10/14	133	107.60	119.70		12.10	11.25
	long	13/04/15	6/07/15	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	17/01/22	9/05/22	112	7.59	6.95		-0.64	-8.43	-8.43
Sunny Optical	long	11/06/18	9/07/18	28	169.70	145.10		-24.60	-14.50
	long	23/12/19	24/02/20	63	137.90	128.00		-9.90	-7.18
	short	9/05/22	9/01/23	245	100.10	93.30	107.40	7.30	7.29	-14.85
WH Group	short	9/07/18	11/02/19	217	6.40	7.39	5.41	-0.99	-15.47	-15.47
China Hongqiao	long	13/05/24	12/08/24	91	11.82	9.92		-1.90	-16.07	-16.07
Swire Pacific	short	10/08/20	18/01/21	161	38.90	49.00	28.80	-10.10	-25.96	-25.96
Geely Auto	long	13/07/20	10/08/20	28	19.06	16.76		-2.30	-12.07
	long	18/01/21	28/06/21	161	32.00	25.50		-6.50	-20.31	-29.93
Li & Fung	short	8/08/11	16/01/12	161	12.82	17.16	8.48	-4.34	-33.85
	short	8/04/13	30/09/13	175	10.52	11.28	9.76	-0.76	-7.22	-38.63
AAC Technologies	short	27/05/19	23/12/19	210	42.30	65.45	19.15	-23.15	-54.73	-54.73

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