Assessment - Hang Seng Commerce & Industry in Renminbi yuán - 3/25/24 - RS = 17

 ⇐ 

								instrument	freshest		⇓ Δday	3/25/24	⇓ Δwk	11/27/23	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	8,685.498	8/12/24	-0.05	8,394.224		8,914.957	-520.733	-5.84		-6.63
								Alibaba	72.323	8/12/24	0.77	64.810		69.866	-5.057	-7.24		-12.14
						L		Alibaba Health	2.987	8/12/24	-0.61	2.950		4.269	-1.319	-30.90		-27.39
								ANTA Sports Products	62.966	8/12/24	-2.78	74.674		74.824	-0.150	-0.20		-2.34
						S		Baidu	76.195	8/12/24	-0.66	92.835		109.987	-17.151	-15.59		-15.33
						S		Budweiser Brewing	8.574	8/12/24	-2.11	10.712		13.459	-2.747	-20.41		-28.36
						L		BYD Company	196.918	8/12/24	-0.28	194.521		203.999	-9.478	-4.65		-6.24
								CK Hutchison	37.245	8/12/24	0.12	35.631		36.861	-1.230	-3.34		-10.68
						L		China Hongqiao	9.145	8/12/24	1.33	7.726		5.912	1.813	30.66		26.44
						S		China Mengniu Dairy	12.206	8/12/24	-2.79	17.885		23.273	-5.389	-23.15		-21.10
						L		China Mobile	65.363	8/12/24	-0.56	61.537		58.207	3.330	5.72		3.49
								China Res Beer	21.849	8/12/24	-2.47	33.004		33.923	-0.919	-2.71		-14.07
						L		China Shenhua HK	29.777	8/12/24	1.57	28.118		23.273	4.844	20.82		20.24
						L		China Unicom	5.504	8/12/24	-5.84	5.135		4.627	0.508	10.98		3.17
						S		Chow Tai Fook Jwl	6.066	8/12/24	-0.75	10.712		10.136	0.577	5.69		-5.63
								Citic Pacific	6.545	8/12/24		7.348		6.803	0.545	8.00		-0.30
						L		CNOOC	18.198	8/12/24	-0.80	16.613		11.862	4.751	40.05		39.21
						L		CSPC Pharmaceutical	5.467	8/12/24	1.02	5.845		6.316	-0.472	-7.47		-2.03
						L		Galaxy Entertainment	27.150	8/12/24	-4.38	36.369		39.478	-3.109	-7.87		-15.61
								Geely Auto	7.034	8/12/24	0.26	8.186		8.355	-0.168	-2.01		-1.52
								Haidilao Inter	11.266	8/12/24	-1.93	15.746		15.148	0.598	3.95		0.15
						L		Haier Smart Home	22.402	8/12/24	1.67	20.973		20.841	0.133	0.64		-2.07
						L		Hansoh Pharma	17.055	8/12/24	-2.22	13.570		13.477	0.093	0.69		16.91
								Hengan	23.370	8/12/24	-0.20	22.725		26.349	-3.624	-13.75		-14.48
								JD Health	19.406	8/12/24	-2.55	26.182		36.678	-10.496	-28.62		-29.53
								instrument	freshest		⇓ Δday	3/25/24	⇓ Δwk	11/27/23	prc diff	⇓ Δ17		⇓∅-RS
						L		JD.com	92.282	8/12/24	-0.10	95.232		101.632	-6.400	-6.30		-11.15
						L		Lenovo	9.477	8/12/24	2.59	8.196		8.933	-0.737	-8.25		3.38
						S		Li Auto	70.986	8/12/24	-1.79	109.706		145.333	-35.627	-24.51		-6.75
								Li Ning	12.962	8/12/24	-1.13	18.622		20.381	-1.759	-8.63		-30.57
						L		Meituan	95.878	8/12/24	-2.07	86.013		99.704	-13.691	-13.73		-10.60
								MTR	23.877	8/12/24	0.19	23.601		26.946	-3.345	-12.41		-18.15
								NetEase	129.804	8/12/24	0.50	150.731		162.134	-11.403	-7.03		6.69
						S		Nongfu Spring	27.104	8/12/24	1.55	37.752		41.635	-3.883	-9.33		-5.06
						L		Orient Overseas	96.154	8/12/24	2.25	88.641		87.907	0.734	0.84		-15.51
								PetroChina	6.149	8/12/24		5.955		4.728	1.227	25.96		19.66
						S		Sands China	12.501	8/12/24	-2.87	20.328		18.775	1.553	8.27		-8.63
						L		SMIC	15.248	8/12/24	-0.24	14.289		20.381	-6.092	-29.89		-18.97
						L		Shenzhou Inter	57.066	8/12/24	-0.24	59.785		72.988	-13.203	-18.09		-11.92
						S		Sino Biopharm	2.720	8/12/24	2.08	2.839		3.443	-0.603	-17.53		-7.63
								Sinopec	4.573	8/12/24	0.61	4.139		3.755	0.384	10.24		3.22
						L		Sinopharm	18.622	8/12/24	1.10	18.807		17.829	0.978	5.48		-6.82
						L		Sunny Optical	39.872	8/12/24	1.29	39.642		65.781	-26.139	-39.74		-34.94
								Techtronic Inds	89.009	8/12/24	-0.26	96.523		73.125	23.397	32.00		28.97
						L		Tencent	345.713	8/12/24	1.35	266.060		296.358	-30.298	-10.22		-8.01
						L		Tingyi	8.288	8/12/24	-0.66	8.380		9.346	-0.966	-10.34		-12.35
								Trip.com	304.965	8/12/24	0.55	326.353		256.697	69.656	27.14		25.06
								WH Group	4.849	8/12/24		4.720		4.425	0.295	6.67		15.83
						S		WuXi AppTec HK	32.405	8/12/24	1.44	35.816		85.336	-49.520	-58.03		-45.16
								WuXi Biologics	10.860	8/12/24	3.70	12.925		42.278	-29.353	-69.43		-58.59
								Xiaomi	15.174	8/12/24	0.37	13.663		13.900	-0.237	-1.71		19.47
								instrument	freshest		⇓ Δday	3/25/24	⇓ Δwk	11/27/23	prc diff	⇓ Δ17		⇓∅-RS
								Xinyi Glass	6.960	8/12/24	-0.13	7.624		8.520	-0.896	-10.51		-16.58
								Xinyi Solar	3.254	8/12/24	0.28	5.679		4.425	1.254	28.33		6.48
								Zhongsheng	9.809	8/12/24	-1.12	12.114		16.948	-4.834	-28.52		-37.04
								Zijin Mining HK	14.105	8/12/24	0.66	14.234		10.852	3.382	31.17		26.22
HSI-C&I - 53 out of 53 instruments rated - 3/25/24 / 11/27/23 - 20 did rise, Market-Ratio(17) in CNY = 37.74 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37
1/03/22	scale up chart	7/01/24

 

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
1/02/06		1/09/06	7				- cash -
long	1/09/06	1/21/08	742				Tingyi	100	2,277		4.391	11.225		6.834	156	25,562	59
short	1/21/08	2/16/09	392				Galaxy Entertainment	100	4,509		5.668	1.067	30.106	24.437	431	135,750	373
long	2/16/09	5/10/10	448				Hengan	100	5,409		25.093	48.968		23.875	95	264,892	72
short	5/10/10	6/21/10	42				Citic Pacific	100	19,391		13.660	13.322	14.007	0.347	3	271,621	24
long	6/21/10	8/09/10	49				Galaxy Entertainment	100	71,717		3.787	4.768		0.981	26	341,966	456
short	8/09/10	8/30/10	21				Citic Pacific	100	24,672		13.860	13.961	13.759	-0.101	-1	339,477	-12
long	8/30/10	8/08/11	343				Galaxy Entertainment	100	62,437		5.437	16.326		10.889	200	1,019,338	222
short	8/08/11	1/16/12	161				Li & Fung	100	95,457		10.678	13.939	7.418	-3.261	-31	708,078	-56
long	1/16/12	5/21/12	126				Sands China	100	34,454		20.551	21.128		0.576	3	727,939	8
short	5/21/12	9/17/12	119				Citic Pacific	100	76,027		9.575	7.955	11.525	1.950	20	876,201	77
long	9/17/12	4/08/13	203				Galaxy Entertainment	100	43,437		20.172	24.567		4.396	22	1,067,138	43
short	4/08/13	9/30/13	175				Li & Fung	100	125,728		8.488	8.903	8.073	-0.415	-5	1,014,943	-10
long	9/30/13	2/03/14	126				Galaxy Entertainment	100	23,638		42.935	59.565		16.630	39	1,408,044	158
short	2/03/14	5/26/14	112				Belle International	100	215,230		6.542	6.631	6.453	-0.089	-1	1,388,838	-4
long	5/26/14	10/06/14	133				Tencent	100	16,038		86.593	94.748		8.154	9	1,519,618	28
short	10/06/14	4/13/15	189				Galaxy Entertainment	100	39,706		38.271	31.695	46.212	7.941	21	1,834,927	44
long	4/13/15	7/06/15	84				Tencent	100	13,412		136.808	117.324		-19.484	-14	1,573,603	-49
short	7/06/15	5/09/16	308				Sands China	100	67,755		23.225	22.872	23.583	0.358	2	1,597,862	2
long	5/09/16	12/26/16	231				MTR	100	49,447		32.315	33.403		1.089	3	1,651,698	5
short	12/26/16	2/27/17	63				Hengan	100	33,473		49.344	59.604	39.083	-10.261	-21	1,308,243	-74
long	2/27/17	3/05/18	371				Galaxy Entertainment	100	39,815		32.858	53.385		20.528	62	2,125,554	61
short	3/05/18	6/11/18	98				China Merchants	100	147,792		14.382	14.240	14.525	0.143	1	2,146,713	4
long	6/11/18	7/09/18	28				Sunny Optical	100	15,510		138.407	122.280		-16.127	-12	1,896,586	-80
short	7/09/18	2/11/19	217				WH Group	100	351,645		5.393	6.369	4.418	-0.976	-18	1,553,431	-29
long	2/11/19	5/27/19	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	5/27/19	12/23/19	210				AAC Technologies	100	42,386		37.185	58.916	15.454	-21.731	-58	655,029	-78
long	12/23/19	2/24/20	63				Sunny Optical	100	5,276		124.133	115.399		-8.735	-7	608,944	-34
short	2/24/20	7/13/20	140				PetroChina	100	209,763		2.903	2.500	3.371	0.468	16	707,093	48
long	7/13/20	8/10/20	28				Geely Auto	100	41,104		17.202	15.052		-2.150	-13	618,703	-82
short	8/10/20	1/18/21	161				Swire Pacific	100	17,709		34.936	41.014	28.857	-6.078	-17	511,059	-35
long	1/18/21	6/28/21	161				Geely Auto	100	19,080		26.785	21.205		-5.580	-21	404,597	-41
short	6/28/21	1/17/22	203				China Unicom	100	112,887		3.584	3.308	3.883	0.299	8	438,353	15
long	1/17/22	5/09/22	112				Want Want China	100	70,881		6.184	5.957		-0.227	-4	422,267	-11
short	5/09/22	1/09/23	245				Sunny Optical	100	4,921		85.803	80.913	90.989	5.186	6	447,787	9
long	1/09/23	5/08/23	119				Sands China	100	18,440		24.283	22.999		-1.283	-5	424,121	-15
short	5/08/23	5/13/24	371				JD.com	100	3,450		122.926	119.709	126.230	3.304	3	435,518	3
long	5/13/24	8/12/24	91				China Hongqiao	100	39,797		10.943	9.251		-1.693	-15	368,158	-49
accum	1/09/06	8/12/24	7318	days out of 7325 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	1/21/08	2/16/09	392	5.67	1.07	30.11	24.44	431.13
	long	6/21/10	8/09/10	49	3.79	4.77		0.98	25.90
	long	8/30/10	8/08/11	343	5.44	16.33		10.89	200.27
	long	9/17/12	4/08/13	203	20.17	24.57		4.40	21.79
	long	9/30/13	2/03/14	126	42.94	59.57		16.63	38.73
	short	10/06/14	4/13/15	189	38.27	31.69	46.21	7.94	20.75
	long	2/27/17	3/05/18	371	32.86	53.39		20.53	62.47			6,555.72
Tingyi	long	1/09/06	1/21/08	742	4.39	11.23		6.83	155.66			155.66
Hengan	long	2/16/09	5/10/10	448	25.09	48.97		23.88	95.15
	short	12/26/16	2/27/17	63	49.34	59.60	39.08	-10.26	-20.79			54.57
Citic Pacific	short	5/10/10	6/21/10	42	13.66	13.32	14.01	0.35	2.54
	short	8/09/10	8/30/10	21	13.86	13.96	13.76	-0.10	-0.73
	short	5/21/12	9/17/12	119	9.57	7.95	11.52	1.95	20.37			22.53
PetroChina	short	2/24/20	7/13/20	140	2.90	2.50	3.37	0.47	16.12			16.12
China Unicom	short	6/28/21	1/17/22	203	3.58	3.31	3.88	0.30	8.34			8.34
MTR	long	5/09/16	12/26/16	231	32.31	33.40		1.09	3.37			3.37
JD.com	short	5/08/23	5/13/24	371	122.93	119.71	126.23	3.30	2.69			2.69
Lenovo	long	2/11/19	5/27/19	105	4.94	5.01		0.07	1.46			1.46
China Merchants	short	3/05/18	6/11/18	98	14.38	14.24	14.53	0.14	1.00			1.00
Sands China	long	1/16/12	5/21/12	126	20.55	21.13		0.58	2.80
	short	7/06/15	5/09/16	308	23.22	22.87	23.58	0.36	1.54
	long	1/09/23	5/08/23	119	24.28	23.00		-1.28	-5.29			-1.13
Belle International	short	2/03/14	5/26/14	112	6.54	6.63	6.45	-0.09	-1.36			-1.36
Want Want China	long	1/17/22	5/09/22	112	6.18	5.96		-0.23	-3.67			-3.67
Tencent	long	5/26/14	10/06/14	133	86.59	94.75		8.15	9.42
	long	4/13/15	7/06/15	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	6/11/18	7/09/18	28	138.41	122.28		-16.13	-11.65
	long	12/23/19	2/24/20	63	124.13	115.40		-8.73	-7.04
	short	5/09/22	1/09/23	245	85.80	80.91	90.99	5.19	6.04			-12.90
China Hongqiao	long	5/13/24	8/12/24	91	10.94	9.25		-1.69	-15.47			-15.47
Swire Pacific	short	8/10/20	1/18/21	161	34.94	41.01	28.86	-6.08	-17.40			-17.40
WH Group	short	7/09/18	2/11/19	217	5.39	6.37	4.42	-0.98	-18.09			-18.09
Geely Auto	long	7/13/20	8/10/20	28	17.20	15.05		-2.15	-12.50
	long	1/18/21	6/28/21	161	26.78	21.21		-5.58	-20.83			-30.73
Li & Fung	short	8/08/11	1/16/12	161	10.68	13.94	7.42	-3.26	-30.54
	short	4/08/13	9/30/13	175	8.49	8.90	8.07	-0.42	-4.89			-33.93
AAC Technologies	short	5/27/19	12/23/19	210	37.18	58.92	15.45	-21.73	-58.44			-58.44

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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