Share-o-matic - Assessment HSI (Hang Seng Index)

Assessment - Hang Seng Index - 4/15/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	∅-RS
	L	HSI	16,224.100	Fri	-0.99	16,600.500	-2.27	17,640.400	-1,039.900	-5.89	-6.26
	L	China Hongqiao	9.750	Fri	-0.20	10.280	-5.16	6.500	3.780	58.15	52.46
	L	CNOOC	18.620	Fri	1.20	19.380	-3.92	13.540	5.840	43.13	45.06
	L	Zijin Mining HK	17.740	Fri	0.23	17.740		11.760	5.980	50.85	42.56
	L	Trip.com	379.400	Fri	-1.40	392.200	-3.26	255.600	136.600	53.44	36.00
	L	PetroChina	7.490	Fri	2.32	7.480	0.13	5.660	1.820	32.16	34.31
	L	Techtronic Inds	101.500	Fri	-2.50	109.000	-6.88	71.100	37.900	53.31	31.81
		Xiaomi	15.800	Fri	-3.54	16.520	-4.36	12.540	3.980	31.74	30.48
	L	Hansoh Pharma	15.380	Fri	-1.79	16.200	-5.06	11.400	4.800	42.11	27.18
	L	China Shenhua HK	32.850	Fri	0.46	32.700	0.46	24.950	7.750	31.06	26.26
	L	WH Group	5.390	Fri	-0.37	5.410	-0.37	4.330	1.080	24.94	20.76
	L	China Res Power	19.700	Fri	0.92	19.380	1.65	14.380	5.000	34.77	18.54
	L	Bank of China	3.360	Fri	0.30	3.260	3.07	2.800	0.460	16.43	11.03
	L	Haier Smart Home	26.050	Fri	-2.07	25.500	2.16	23.150	2.350	10.15	9.03
	L	China Unicom	6.000	Fri	0.84	5.920	1.35	5.560	0.360	6.47	9.02
	L	Sinopec	4.650	Fri	1.53	4.650		4.170	0.480	11.51	6.33
		HSBC	61.850	Fri	-1.28	63.850	-3.13	61.800	2.050	3.32	5.89
	L	China Mobile	69.000	Fri	0.36	68.450	0.80	64.850	3.600	5.55	5.04
		Power Assets	43.300	Fri	0.46	44.050	-1.70	37.450	6.600	17.62	4.86
		CK Infrastructure	42.600	Fri	0.12	43.450	-1.96	37.200	6.250	16.80	4.65
	L	Bank of China (HK)	22.650	Fri	-0.88	22.650		21.250	1.400	6.59	4.48
	L	ICBC	4.110	Fri		4.030	1.99	3.850	0.180	4.68	4.25
	L	Henderson Land	22.150	Fri	-0.67	23.450	-5.54	20.550	2.900	14.11	3.98
	L	China Constr Bk HK	4.870	Fri	0.21	4.820	1.04	4.630	0.190	4.10	3.59
	L	Xinyi Solar	5.280	Fri	-2.76	5.910	-10.66	5.540	0.370	6.68	3.44
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	∅-RS
	L	Geely Auto	8.810	Fri	-2.65	9.260	-4.86	9.210	0.050	0.54	2.34
		CLP	59.700	Fri	-0.50	61.400	-2.77	57.500	3.900	6.78	1.59
	L	Hang Seng Bank	96.050	Fri	0.16	97.400	-1.39	96.150	1.250	1.30	1.42
	L	ANTA Sports Products	83.800	Fri	-1.35	83.300	0.60	90.600	-7.300	-8.06	1.16
	L	Haidilao Inter	15.960	Fri	-4.20	17.220	-7.32	19.780	-2.560	-12.94	1.10
	L	China Merchants B HK	32.550	Fri	-0.31	31.750	2.52	32.150	-0.400	-1.24	0.44
		Nongfu Spring	42.700	Fri	-0.70	43.350	-1.50	43.550	-0.200	-0.46	0.05
	S	Lenovo	8.200	Fri		8.560	-4.21	8.330	0.230	2.76	-1.50
	L	Meituan	95.300	Fri	-2.51	101.600	-6.20	113.700	-12.100	-10.64	-1.56
	L	Tencent	303.800	Fri	-0.20	304.400	-0.20	301.200	3.200	1.06	-2.42
	L	HK & China Gas	5.660	Fri	-0.53	5.830	-2.92	5.580	0.250	4.48	-3.60
		Shenzhou Inter	73.250	Fri	-0.14	70.850	3.39	76.050	-5.200	-6.84	-3.79
	L	ENN Energy	61.400	Fri	-2.31	64.850	-5.32	62.500	2.350	3.76	-5.36
		NetEase	142.800	Fri	-0.07	145.600	-1.92	162.800	-17.200	-10.57	-6.61
	L	BYD Company	201.200	Fri	-2.04	208.200	-3.36	240.400	-32.200	-13.39	-7.77
	S	CSPC Pharmaceutical	5.770	Fri	-1.54	5.870	-1.70	5.680	0.190	3.35	-8.80
		Sinopharm	19.880	Fri	0.51	19.720	0.81	21.050	-1.330	-6.32	-9.67
	L	Alibaba	66.700	Fri	-1.77	70.400	-5.26	81.300	-10.900	-13.41	-11.23
	S	Li Auto	106.300	Fri	-7.40	116.200	-8.52	129.700	-13.500	-10.41	-11.44
	L	JD.com	97.300	Fri	-0.76	101.200	-3.85	103.700	-2.500	-2.41	-11.54
	S	Orient Overseas	102.100	Fri	4.40	98.750	3.39	100.200	-1.450	-1.45	-11.63
	L	China Res Mixc	25.150	Fri	-1.76	26.400	-4.73	30.650	-4.250	-13.87	-12.48
		Sands China	18.000	Fri	-4.66	20.950	-14.08	21.300	-0.350	-1.64	-12.63
		Citic Pacific	6.930	Fri	-1.00	6.950	-0.29	6.900	0.050	0.72	-12.70
		Hengan	24.500	Fri	-2.58	24.600	-0.41	24.650	-0.050	-0.20	-13.25
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	∅-RS
		Chow Tai Fook Jwl	10.400	Fri	0.58	10.460	-0.57	11.000	-0.540	-4.91	-14.34
	S	CK Hutchison	35.850	Fri	0.28	36.700	-2.32	40.550	-3.850	-9.49	-14.52
	L	Xinyi Glass	7.820	Fri	-0.76	8.240	-5.10	9.760	-1.520	-15.57	-15.18
		Galaxy Entertainment	33.650	Fri	-1.17	38.700	-13.05	43.800	-5.100	-11.64	-16.30
	L	Tingyi	8.300	Fri	-0.84	8.520	-2.58	10.000	-1.480	-14.80	-16.43
		Sun Hung Kai	70.000	Fri		71.300	-1.82	83.250	-11.950	-14.35	-16.53
	S	Baidu	92.500	Fri	-1.12	96.750	-4.39	121.400	-24.650	-20.30	-17.61
	L	China Res Beer	32.300	Fri	-1.67	33.300	-3.00	43.150	-9.850	-22.83	-18.09
	S	Sino Biopharm	2.340	Fri	-3.70	2.680	-12.69	2.780	-0.100	-3.60	-18.53
	S	HK Exchgs & Clrg	214.600	Fri	-1.83	224.400	-4.37	287.800	-63.400	-22.03	-18.94
	L	MTR	23.450	Fri	-0.64	24.750	-5.25	30.550	-5.800	-18.99	-19.53
	L	China Res Land	23.500	Fri	-1.26	23.300	0.86	29.900	-6.600	-22.07	-19.57
	L	China Life Ins HK	9.000	Fri	-0.66	8.920	0.90	12.360	-3.440	-27.83	-20.25
	S	CK Property	31.100	Fri	-0.16	31.750	-2.05	40.150	-8.400	-20.92	-20.44
	S	Link REIT	30.850	Fri	-0.32	32.250	-4.34	36.850	-4.600	-12.48	-20.48
	L	Wharf REIC	22.400	Fri	-1.54	23.800	-5.88	29.350	-5.550	-18.91	-21.46
	L	China Ov Land & Inv	11.520	Fri	0.17	11.420	0.88	15.540	-4.120	-26.51	-21.78
	S	SMIC	14.320	Fri	-1.38	14.520	-1.38	20.150	-5.630	-27.94	-23.29
		Hang Lung	8.210	Fri	1.23	8.070	1.73	10.440	-2.370	-22.70	-23.49
		Ping An	31.150	Fri	-0.80	30.350	2.64	42.950	-12.600	-29.34	-26.70
	L	Longfor	9.100	Fri	-1.09	9.400	-3.19	12.000	-2.600	-21.67	-29.51
	S	AIA	47.200	Fri	-1.36	47.250	-0.11	68.300	-21.050	-30.82	-31.37
	L	Zhongsheng	13.000	Fri	-2.99	13.160	-1.22	19.260	-6.100	-31.67	-33.67
		China Mengniu Dairy	15.200	Fri	-2.31	15.800	-3.80	25.300	-9.500	-37.55	-33.72
	S	Budweiser Brewing	10.040	Fri	0.20	10.300	-2.52	14.960	-4.660	-31.15	-34.00
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	∅-RS
	L	Li Ning	16.740	Fri	-2.90	18.120	-7.62	33.700	-15.580	-46.23	-34.65
	S	Alibaba Health	2.610	Fri	-1.51	2.720	-4.04	4.810	-2.090	-43.45	-36.17
		Sunny Optical	35.650	Fri	-4.93	39.650	-10.09	61.350	-21.700	-35.37	-37.14
	S	JD Health	22.850	Fri	-1.72	24.300	-5.97	37.100	-12.800	-34.50	-37.23
		Country Garden Svcs	4.440	Fri	3.26	4.510	-1.55	7.040	-2.530	-35.94	-38.53
	S	New World Dev	7.450	Fri	-1.59	8.000	-6.88	14.440	-6.440	-44.60	-40.88
	S	WuXi AppTec HK	32.950	Fri	-4.35	34.100	-3.37	97.400	-63.300	-64.99	-49.33
	S	WuXi Biologics	12.620	Fri	-4.68	13.580	-7.07	49.000	-35.420	-72.29	-56.24
HSI - 82 out of 82 instruments rated - 4/15/24 / 10/16/23 - 33 did rise, Market-Ratio(26) = 40.24 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI RS = 26 - B/S = 60/40

1/06/20	scale up chart	4/15/24

Transactions Hang Seng Index * 26 - 60/40 (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		3/10/08	798		- cash -
short	3/10/08	4/06/09	392		China Res Power	100	775	12.900	16.820	8.980	-3.920	-30	6,962	-29
long	4/06/09	5/03/10	392		China Res Land	100	525	13.260	13.600		0.340	3	7,141	2
short	5/03/10	7/26/10	84		Citic Pacific	100	469	15.200	15.600	14.800	-0.400	-3	6,953	-11
long	7/26/10	5/09/11	287		Galaxy Entertainment	100	1,393	4.990	13.660		8.670	174	19,030	260
short	5/09/11	2/06/12	273		China Life Ins HK	100	708	26.850	22.200	32.474	5.624	21	23,012	29
long	2/06/12	6/10/13	490		Sands China	100	813	28.300	40.450		12.150	43	32,890	30
short	6/10/13	12/09/13	182		Sinopec	100	5,780	5.690	6.630	4.750	-0.940	-17	27,457	-30
long	12/09/13	2/03/14	56		Galaxy Entertainment	100	429	63.950	76.300		12.350	19	32,755	216
short	2/03/14	7/28/14	175		Belle International	100	3,908	8.380	9.430	7.330	-1.050	-13	28,652	-24
long	7/28/14	7/27/15	364		Tencent	100	222	128.900	145.600		16.700	13	32,359	13
short	7/27/15	7/11/16	350		China Shenhua HK	100	2,228	14.520	14.140	14.910	0.390	3	33,228	3
long	7/11/16	7/02/18	721		AAC Technologies	100	507	65.500	110.500		45.000	69	56,043	30
short	7/02/18	2/04/19	217		WH Group	100	8,770	6.390	7.010	5.770	-0.620	-10	50,606	-16
long	2/04/19	8/05/19	182		Lenovo	100	8,665	5.840	5.870		0.030	1	50,866	1
short	8/05/19	9/21/20	413		AAC Technologies	100	1,322	38.450	43.650	33.250	-5.200	-14	43,991	-12
long	9/21/20	10/05/20	14		HK Exchgs & Clrg	100	119	367.000	366.000		-1.000	0	43,872	-7
short	10/05/20	11/23/20	49		Citic Pacific	100	7,834	5.600	6.120	5.080	-0.520	-9	39,799	-52
long	11/23/20	8/23/21	273		Geely Auto	100	1,700	23.400	25.600		2.200	9	43,539	13
short	8/23/21	3/28/22	217		Sands China	100	1,974	22.050	17.920	27.132	5.082	23	53,570	42
long	3/28/22	7/11/22	105		China Shenhua HK	100	2,195	24.400	21.850		-2.550	-10	47,973	-32
short	7/11/22	2/20/23	224		AAC Technologies	100	2,903	16.520	18.380	14.660	-1.860	-11	42,573	-18
long	2/20/23	6/12/23	112		China Unicom	100	7,083	6.010	5.910		-0.100	-2	41,865	-5
short	6/12/23	4/19/24	312		Orient Overseas	100	416	100.500	102.100	98.900	-1.600	-2	41,199	-2
accum	3/10/08	4/19/24	5885	days out of 6683 invested (88%)							312		41,199	9

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Galaxy Entertainment	long	7/26/10	5/09/11	287	4.99	13.66		8.67	173.75
	long	12/09/13	2/03/14	56	63.95	76.30		12.35	19.31	226.61
Sands China	long	2/06/12	6/10/13	490	28.30	40.45		12.15	42.93
	short	8/23/21	3/28/22	217	22.05	17.92	27.13	5.08	23.05	75.87
AAC Technologies	long	7/11/16	7/02/18	721	65.50	110.50		45.00	68.70
	short	8/05/19	9/21/20	413	38.45	43.65	33.25	-5.20	-13.52
	short	7/11/22	2/20/23	224	16.52	18.38	14.66	-1.86	-11.26	29.46
China Life Ins HK	short	5/09/11	2/06/12	273	26.85	22.20	32.47	5.62	20.95	20.95
Tencent	long	7/28/14	7/27/15	364	128.90	145.60		16.70	12.96	12.96
Geely Auto	long	11/23/20	8/23/21	273	23.40	25.60		2.20	9.40	9.40
China Res Land	long	4/06/09	5/03/10	392	13.26	13.60		0.34	2.56	2.56
Lenovo	long	2/04/19	8/05/19	182	5.84	5.87		0.03	0.51	0.51
HK Exchgs & Clrg	long	9/21/20	10/05/20	14	367.00	366.00		-1.00	-0.27	-0.27
Orient Overseas	short	6/12/23	4/19/24	312	100.50	102.10	98.90	-1.60	-1.59	-1.59
China Unicom	long	2/20/23	6/12/23	112	6.01	5.91		-0.10	-1.66	-1.66
China Shenhua HK	short	7/27/15	7/11/16	350	14.52	14.14	14.91	0.39	2.69
	long	3/28/22	7/11/22	105	24.40	21.85		-2.55	-10.45	-8.04
WH Group	short	7/02/18	2/04/19	217	6.39	7.01	5.77	-0.62	-9.70	-9.70
Citic Pacific	short	5/03/10	7/26/10	84	15.20	15.60	14.80	-0.40	-2.63
	short	10/05/20	11/23/20	49	5.60	6.12	5.08	-0.52	-9.29	-11.67
Belle International	short	2/03/14	7/28/14	175	8.38	9.43	7.33	-1.05	-12.53	-12.53
Sinopec	short	6/10/13	12/09/13	182	5.69	6.63	4.75	-0.94	-16.52	-16.52
China Res Power	short	3/10/08	4/06/09	392	12.90	16.82	8.98	-3.92	-30.39	-30.39

Annotations

5/23/18	HSI	index adaption removed: Cathay Pacific Airways, Kunlun Energy, The Wharf added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC
7/19/17	HSI	Belle drops out due to acquisition by Hillhouse Capital and CDH Investments
4/01/17	HSI	machine learning processed for all techniques
3/06/17	HSI	Geely Auto replaces Li & Fung
12/28/16	HSI	AAC Technologies and CKI replacen China Res Enterprises and Tingyi
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
7/27/15	Ping An HK	forward stock split 10:20 (twenty for ten)
6/08/15	HSI	CK Property and The Link REIT replace Costco and Hutchison Whampoa.
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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