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

Assessment - Hang Seng Commerce & Industry - 1/07/24 - RS = 17

		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
	L	HSI-CI	9,421.300	12/08	-0.05	9,733.420	-3.21	9,016.910	716.510	7.95	3.30
		Alibaba	78.450	12/08	0.77	70.500	11.28	72.100	-1.600	-2.22	-7.10
	L	Alibaba Health	3.240	12/08	-0.61	3.130	3.51	3.520	-0.390	-11.08	-11.40
		ANTA Sports Products	68.300	12/08	-2.78	75.000	-8.93	75.900	-0.900	-1.19	-0.98
	S	Baidu	82.650	12/08	-0.66	85.250	-3.05	101.100	-15.850	-15.68	-19.86
	S	Budweiser Brewing	9.300	12/08	-2.11	9.200	1.09	12.900	-3.700	-28.68	-33.98
	L	BYD Company	213.600	12/08	-0.28	232.000	-7.93	192.600	39.400	20.46	5.14
		CK Hutchison	40.400	12/08	0.12	37.400	8.02	39.600	-2.200	-5.56	-11.09
	L	China Hongqiao	9.920	12/08	1.33	11.820	-16.07	6.260	5.560	88.82	63.26
	S	China Mengniu Dairy	13.240	12/08	-2.79	14.000	-5.43	19.200	-5.200	-27.08	-37.79
	L	China Mobile	70.900	12/08	-0.56	77.000	-7.92	66.900	10.100	15.10	9.96
		China Res Beer	23.700	12/08	-2.47	26.250	-9.71	32.700	-6.450	-19.72	-21.77
	L	China Shenhua HK	32.300	12/08	1.57	35.950	-10.15	31.250	4.700	15.04	43.33
	L	China Unicom	5.970	12/08	-5.84	7.170	-16.74	5.630	1.540	27.35	16.50
	S	Chow Tai Fook Jwl	6.580	12/08	-0.75	8.450	-22.13	11.260	-2.810	-24.96	-24.05
		Citic Pacific	7.100	12/08		7.100		7.850	-0.750	-9.55	-2.93
	L	CNOOC	19.740	12/08	-0.80	22.400	-11.88	16.700	5.700	34.13	47.23
	L	CSPC Pharmaceutical	5.930	12/08	1.02	6.220	-4.66	5.970	0.250	4.19	5.80
	L	Galaxy Entertainment	29.450	12/08	-4.38	36.400	-19.09	40.250	-3.850	-9.57	-11.73
		Geely Auto	7.630	12/08	0.26	8.790	-13.20	8.570	0.220	2.57	-2.04
		Haidilao Inter	12.220	12/08	-1.93	14.040	-12.96	13.980	0.060	0.43	-3.80
	L	Haier Smart Home	24.300	12/08	1.67	26.100	-6.90	24.750	1.350	5.45	18.28
	L	Hansoh Pharma	18.500	12/08	-2.22	16.320	13.36	14.560	1.760	12.09	32.80
		Hengan	25.350	12/08	-0.20	23.800	6.51	23.350	0.450	1.93	-8.60
		JD Health	21.050	12/08	-2.55	21.250	-0.94	30.200	-8.950	-29.64	-29.00
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
	L	JD.com	100.100	12/08	-0.10	103.300	-3.10	89.500	13.800	15.42	1.50
	L	Lenovo	10.280	12/08	2.59	11.020	-6.72	9.740	1.280	13.14	18.70
	S	Li Auto	77.000	12/08	-1.79	70.300	9.53	160.000	-89.700	-56.06	-42.82
		Li Ning	14.060	12/08	-1.13	16.900	-16.80	19.520	-2.620	-13.42	-24.29
	L	Meituan	104.000	12/08	-2.07	111.100	-6.39	91.500	19.600	21.42	15.59
		MTR	25.900	12/08	0.19	24.650	5.07	25.300	-0.650	-2.57	-14.71
		NetEase	140.800	12/08	0.50	149.100	-5.57	175.600	-26.500	-15.09	-7.90
	S	Nongfu Spring	29.400	12/08	1.55	37.050	-20.65	42.400	-5.350	-12.62	-8.88
	L	Orient Overseas	104.300	12/08	2.25	126.700	-17.68	122.700	4.000	3.26	12.62
		PetroChina	6.670	12/08		7.900	-15.57	6.220	1.680	27.01	27.46
	S	Sands China	13.560	12/08	-2.87	16.280	-16.71	20.700	-4.420	-21.35	-22.03
	L	SMIC	16.540	12/08	-0.24	17.120	-3.39	16.920	0.200	1.18	0.54
	L	Shenzhou Inter	61.900	12/08	-0.24	76.450	-19.03	63.950	12.500	19.55	12.58
	S	Sino Biopharm	2.950	12/08	2.08	2.670	10.49	3.150	-0.480	-15.24	-11.18
		Sinopec	4.960	12/08	0.61	5.060	-1.98	4.380	0.680	15.53	7.29
	L	Sinopharm	20.200	12/08	1.10	20.750	-2.65	22.500	-1.750	-7.78	-2.10
	L	Sunny Optical	43.250	12/08	1.29	48.250	-10.36	51.900	-3.650	-7.03	-10.94
		Techtronic Inds	96.550	12/08	-0.26	89.200	8.24	90.450	-1.250	-1.38	11.57
	L	Tencent	375.000	12/08	1.35	372.400	0.70	276.200	96.200	34.83	21.28
	L	Tingyi	8.990	12/08	-0.66	9.410	-4.46	8.900	0.510	5.73	-1.37
		Trip.com	330.800	12/08	0.55	374.600	-11.69	348.200	26.400	7.58	27.46
		WH Group	5.260	12/08		5.140	2.33	4.850	0.290	5.98	12.08
	S	WuXi AppTec HK	35.150	12/08	1.44	29.200	20.38	56.550	-27.350	-48.36	-43.62
		WuXi Biologics	11.780	12/08	3.70	11.540	2.08	21.000	-9.460	-45.05	-50.24
		Xiaomi	16.460	12/08	0.37	16.480	-0.12	13.340	3.140	23.54	26.78
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
		Xinyi Glass	7.550	12/08	-0.13	8.560	-11.80	8.060	0.500	6.20	-5.84
		Xinyi Solar	3.530	12/08	0.28	3.930	-10.18	5.160	-1.230	-23.84	-19.77
		Zhongsheng	10.640	12/08	-1.12	11.420	-6.83	14.220	-2.800	-19.69	-26.76
		Zijin Mining HK	15.300	12/08	0.66	16.480	-7.16	13.100	3.380	25.80	24.00
HSI-C&I - 53 out of 53 instruments rated - 1/07/24 / 4/03/24 - 27 did rise, Market-Ratio(17) = 50.94 %
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


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