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

Assessment - Hang Seng Index - 1/07/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	HSI	17,111.700	12/08	0.13	17,718.600	-3.43	17,047.400	671.200	3.94	2.65
	L	China Hongqiao	9.920	12/08	1.33	11.820	-16.07	6.390	5.430	84.98	63.26
	L	CNOOC	19.740	12/08	-0.80	22.400	-11.88	13.000	9.400	72.31	47.23
	L	China Shenhua HK	32.300	12/08	1.57	35.950	-10.15	26.750	9.200	34.39	43.33
	L	China Res Power	21.950	12/08	0.23	23.950	-8.35	15.640	8.310	53.13	36.74
	L	Hansoh Pharma	18.500	12/08	-2.22	16.320	13.36	15.760	0.560	3.55	32.80
		PetroChina	6.670	12/08		7.900	-15.57	5.160	2.740	53.10	27.46
		Trip.com	330.800	12/08	0.55	374.600	-11.69	280.200	94.400	33.69	27.46
		Xiaomi	16.460	12/08	0.37	16.480	-0.12	15.600	0.880	5.64	26.78
	L	Bank of China	3.400	12/08	1.19	3.850	-11.69	2.980	0.870	29.19	26.24
		Zijin Mining HK	15.300	12/08	0.66	16.480	-7.16	12.860	3.620	28.15	24.00
	L	Tencent	375.000	12/08	1.35	372.400	0.70	293.600	78.800	26.84	21.28
	L	Lenovo	10.280	12/08	2.59	11.020	-6.72	10.920	0.100	0.92	18.70
	L	China Constr Bk HK	5.550	12/08	1.46	5.770	-3.81	4.650	1.120	24.09	18.55
	L	Haier Smart Home	24.300	12/08	1.67	26.100	-6.90	22.050	4.050	18.37	18.28
	L	China Unicom	5.970	12/08	-5.84	7.170	-16.74	4.900	2.270	46.33	16.50
	L	Meituan	104.000	12/08	-2.07	111.100	-6.39	81.900	29.200	35.65	15.59
	L	Hang Seng Bank	91.900	12/08	0.38	100.400	-8.47	91.050	9.350	10.27	12.92
	L	Orient Overseas	104.300	12/08	2.25	126.700	-17.68	109.000	17.700	16.24	12.62
	L	Shenzhou Inter	61.900	12/08	-0.24	76.450	-19.03	80.400	-3.950	-4.91	12.58
		WH Group	5.260	12/08		5.140	2.33	5.040	0.100	1.98	12.08
	L	Bank of China (HK)	22.300	12/08		24.050	-7.28	21.200	2.850	13.44	11.95
	L	ICBC	4.480	12/08	2.05	4.640	-3.45	3.820	0.820	21.47	11.92
		Techtronic Inds	96.550	12/08	-0.26	89.200	8.24	93.050	-3.850	-4.14	11.57
	L	China Merchants B HK	32.500	12/08		35.450	-8.32	26.500	8.950	33.77	10.17
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	China Mobile	70.900	12/08	-0.56	77.000	-7.92	64.800	12.200	18.83	9.96
	L	HSBC	64.350	12/08	0.63	68.300	-5.78	63.000	5.300	8.41	9.46
		Sinopec	4.960	12/08	0.61	5.060	-1.98	4.090	0.970	23.72	7.29
	L	CSPC Pharmaceutical	5.930	12/08	1.02	6.220	-4.66	7.260	-1.040	-14.33	5.80
	L	BYD Company	213.600	12/08	-0.28	232.000	-7.93	214.400	17.600	8.21	5.14
		CK Infrastructure	55.450	12/08	0.36	44.100	25.74	43.200	0.900	2.08	4.24
		CLP	69.000	12/08	-0.07	63.100	9.35	64.450	-1.350	-2.09	4.12
	L	ENN Energy	53.400	12/08	0.85	64.350	-17.02	57.500	6.850	11.91	2.75
	L	China Ov Land & Inv	12.780	12/08	-0.93	13.540	-5.61	13.760	-0.220	-1.60	1.63
	L	JD.com	100.100	12/08	-0.10	103.300	-3.10	112.500	-9.200	-8.18	1.50
	L	SMIC	16.540	12/08	-0.24	17.120	-3.39	19.860	-2.740	-13.80	0.54
	L	China Life Ins HK	10.380	12/08	0.58	11.040	-5.98	10.120	0.920	9.09	0.11
	S	Power Assets	53.900	12/08	-0.28	42.250	27.57	45.250	-3.000	-6.63	-0.64
		ANTA Sports Products	68.300	12/08	-2.78	75.000	-8.93	75.750	-0.750	-0.99	-0.98
		HK & China Gas	6.620	12/08	1.85	5.940	11.45	5.980	-0.040	-0.67	-1.02
	L	Tingyi	8.990	12/08	-0.66	9.410	-4.46	9.520	-0.110	-1.16	-1.37
		Geely Auto	7.630	12/08	0.26	8.790	-13.20	8.590	0.200	2.33	-2.04
	L	Sinopharm	20.200	12/08	1.10	20.750	-2.65	20.200	0.550	2.72	-2.10
		Citic Pacific	7.100	12/08		7.100		7.800	-0.700	-8.97	-2.93
	L	HK Exchgs & Clrg	231.600	12/08	0.96	250.200	-7.43	268.000	-17.800	-6.64	-3.28
		Henderson Land	22.050	12/08	-2.43	20.950	5.25	24.050	-3.100	-12.89	-3.51
	L	Longfor	9.550	12/08	-1.95	10.720	-10.91	12.500	-1.780	-14.24	-3.59
		Haidilao Inter	12.220	12/08	-1.93	14.040	-12.96	14.540	-0.500	-3.44	-3.80
	L	China Res Land	22.750	12/08	-1.09	26.550	-14.31	28.000	-1.450	-5.18	-3.84
	L	China Res Mixc	21.850	12/08	-1.13	25.850	-15.47	27.850	-2.000	-7.18	-4.34
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Xinyi Glass	7.550	12/08	-0.13	8.560	-11.80	8.760	-0.200	-2.28	-5.84
		Alibaba	78.450	12/08	0.77	70.500	11.28	75.600	-5.100	-6.75	-7.10
	L	Ping An	33.650	12/08	0.45	35.400	-4.94	35.350	0.050	0.14	-7.18
		NetEase	140.800	12/08	0.50	149.100	-5.57	140.600	8.500	6.05	-7.90
		Hengan	25.350	12/08	-0.20	23.800	6.51	29.050	-5.250	-18.07	-8.60
	S	Nongfu Spring	29.400	12/08	1.55	37.050	-20.65	45.150	-8.100	-17.94	-8.88
	L	Sunny Optical	43.250	12/08	1.29	48.250	-10.36	70.850	-22.600	-31.90	-10.94
		CK Hutchison	40.400	12/08	0.12	37.400	8.02	41.850	-4.450	-10.63	-11.09
	S	Sino Biopharm	2.950	12/08	2.08	2.670	10.49	3.470	-0.800	-23.05	-11.18
	L	Alibaba Health	3.240	12/08	-0.61	3.130	3.51	4.240	-1.110	-26.18	-11.40
	L	Galaxy Entertainment	29.450	12/08	-4.38	36.400	-19.09	43.750	-7.350	-16.80	-11.73
		Sun Hung Kai	71.550	12/08	-1.85	67.550	5.92	84.450	-16.900	-20.01	-12.17
	L	AIA	51.900	12/08	-1.33	53.000	-2.08	68.050	-15.050	-22.12	-14.44
		MTR	25.900	12/08	0.19	24.650	5.07	30.300	-5.650	-18.65	-14.71
	S	Link REIT	34.850	12/08	-0.57	30.350	14.83	43.850	-13.500	-30.79	-14.77
		Xinyi Solar	3.530	12/08	0.28	3.930	-10.18	4.560	-0.630	-13.82	-19.77
	S	Baidu	82.650	12/08	-0.66	85.250	-3.05	116.100	-30.850	-26.57	-19.86
		China Res Beer	23.700	12/08	-2.47	26.250	-9.71	34.200	-7.950	-23.25	-21.77
	S	CK Property	30.950	12/08	0.32	29.250	5.81	39.200	-9.950	-25.38	-21.96
	S	Sands China	13.560	12/08	-2.87	16.280	-16.71	22.850	-6.570	-28.75	-22.03
		Wharf REIC	21.550	12/08	-1.60	20.700	4.11	26.400	-5.700	-21.59	-22.91
		Country Garden Svcs	4.690	12/08	-1.47	4.820	-2.70	6.750	-1.930	-28.59	-23.47
	S	Chow Tai Fook Jwl	6.580	12/08	-0.75	8.450	-22.13	11.620	-3.170	-27.28	-24.05
		Li Ning	14.060	12/08	-1.13	16.900	-16.80	20.900	-4.000	-19.14	-24.29
		Zhongsheng	10.640	12/08	-1.12	11.420	-6.83	18.680	-7.260	-38.87	-26.76
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	S	Hang Lung	5.590	12/08	-1.41	6.660	-16.07	10.880	-4.220	-38.79	-28.30
		JD Health	21.050	12/08	-2.55	21.250	-0.94	38.200	-16.950	-44.37	-29.00
	S	Budweiser Brewing	9.300	12/08	-2.11	9.200	1.09	14.620	-5.420	-37.07	-33.98
		New World Dev	7.240	12/08	-2.69	7.310	-0.96	12.120	-4.810	-39.69	-34.69
	S	China Mengniu Dairy	13.240	12/08	-2.79	14.000	-5.43	21.000	-7.000	-33.33	-37.79
	S	Li Auto	77.000	12/08	-1.79	70.300	9.53	139.400	-69.100	-49.57	-42.82
	S	WuXi AppTec HK	35.150	12/08	1.44	29.200	20.38	75.100	-45.900	-61.12	-43.62
		WuXi Biologics	11.780	12/08	3.70	11.540	2.08	29.600	-18.060	-61.01	-50.24
HSI - 82 out of 82 instruments rated - 1/07/24 / 1/01/24 - 33 did rise, Market-Ratio(26) = 40.24 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

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

Transactions Hang Seng Index * 26 - 60/40 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		10/03/08	798		- cash -
short	10/03/08	6/04/09	392		China Res Power	50	387	12.900	16.820	8.980	-3.920	-30	8,483	-29
					China Mengniu Dairy	50	539	9.290	5.500	15.692	6.402	69	11,933	63
100							19						18
long	6/04/09	3/05/10	392		China Res Land	50	449	13.260	13.600		0.340	3	12,086	2
					Hengan	50	199	30.000	55.300		25.300	84	17,121	77
100							44						40
short	3/05/10	26/07/10	84		China Res Land	50	629	13.600	16.480	10.720	-2.880	-21	15,309	-64
					Citic Pacific	50	563	15.200	15.600	14.800	-0.400	-3	15,084	-11
100							-12						-42
long	26/07/10	9/05/11	287		Belle International	50	629	11.980	15.080		3.100	26	17,034	34
					Galaxy Entertainment	50	1,512	4.990	13.660		8.670	174	30,143	260
100							100						141
short	9/05/11	6/02/12	273		China Life Ins HK	50	561	26.850	22.200	32.474	5.624	21	33,298	29
					China Res Land	50	1,137	13.260	14.840	11.680	-1.580	-12	31,502	-16
100							5						6
long	6/02/12	10/06/13	490		Sands China	50	556	28.300	40.450		12.150	43	38,257	30
					Galaxy Entertainment	50	858	18.360	41.450		23.090	126	58,068	83
100							84						58
short	10/06/13	9/12/13	182		Sino Land	50	2,634	11.020	10.380	11.700	0.680	6	59,858	13
					Sinopec	50	5,103	5.690	6.630	4.750	-0.940	-17	55,061	-30
100							-5						-10
long	9/12/13	3/02/14	56		Sands China	50	437	62.900	59.850		-3.050	-5	53,728	-28
					Galaxy Entertainment	50	431	63.950	76.300		12.350	19	59,051	216
100							7						58
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	3/02/14	28/07/14	175		The Wharf	50	1,478	19.966	22.961	16.971	-2.995	-15	54,625	-29
					Belle International	50	3,525	8.380	9.430	7.330	-1.050	-13	50,924	-24
100							-14						-27
long	28/07/14	27/07/15	364		Citic Pacific	50	1,704	14.940	13.520		-1.420	-10	48,504	-10
					Tencent	50	197	128.900	145.600		16.700	13	51,794	13
100							2						2
short	27/07/15	11/07/16	350		China Shenhua HK	50	1,783	14.520	14.140	14.910	0.390	3	52,490	3
					Kunlun Energy	50	3,815	6.790	6.250	7.377	0.587	9	54,728	9
100							6						6
long	11/07/16	2/07/18	721		AAC Technologies	50	417	65.500	110.500		45.000	69	73,493	30
					Geely Auto	50	6,202	4.420	20.350		15.930	360	172,291	117
100							215						79
short	2/07/18	4/02/19	217		China Merchants	50	5,404	15.940	16.040	15.840	-0.100	-1	171,750	-1
					WH Group	50	13,482	6.390	7.010	5.770	-0.620	-10	163,392	-16
100							-5						-9
long	4/02/19	5/08/19	182		Link REIT	50	942	86.700	90.650		3.950	5	167,112	9
					Lenovo	50	13,993	5.840	5.870		0.030	1	167,532	1
100							3						5
short	5/08/19	21/09/20	413		Sinopec	50	17,487	4.790	3.290	6.974	2.184	46	205,722	39
					AAC Technologies	50	2,178	38.450	43.650	33.250	-5.200	-14	194,396	-12
100							16						14
long	21/09/20	5/10/20	14		HK Exchgs & Clrg	50	264	367.000	366.000		-1.000	0	194,132	-7
					Tencent	50	188	516.500	525.000		8.500	2	195,730	53
100							1						20
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/10/20	23/11/20	49		Citic Pacific	50	17,475	5.600	6.120	5.080	-0.520	-9	186,643	-52
					Swire Pacific	50	2,623	37.300	45.000	29.600	-7.700	-21	166,446	-82
100							-15						-70
long	23/11/20	23/08/21	273		Tencent	50	142	586.000	433.800		-152.200	-26	144,834	-33
					Geely Auto	50	3,557	23.400	25.600		2.200	9	152,659	13
100							-8						-11
short	23/08/21	28/03/22	217		Sands China	50	3,461	22.050	17.920	27.132	5.082	23	170,247	42
					Galaxy Entertainment	50	1,741	43.850	45.650	42.050	-1.800	-4	167,114	-7
100							9						16
long	28/03/22	11/07/22	105		China Shenhua HK	50	3,424	24.400	21.850		-2.550	-10	158,382	-32
					CNOOC	50	7,854	10.640	9.840		-0.800	-8	152,099	-24
100							-9						-28
short	11/07/22	20/02/23	224		Country Garden	50	18,325	4.150	2.660	6.475	2.325	56	194,698	106
					AAC Technologies	50	4,603	16.520	18.380	14.660	-1.860	-11	186,136	-18
100							22						39
long	20/02/23	12/06/23	112		China Unicom	50	15,485	6.010	5.910		-0.100	-2	184,588	-5
					Sands China	50	3,347	27.800	27.650		-0.150	-1	184,085	-2
100							-1						-4
short	12/06/23	13/05/24	336		Country Garden Svcs	50	9,297	9.900	6.000	16.335	6.435	65	243,912	72
					Orient Overseas	50	915	100.500	137.200	63.800	-36.700	-37	210,331	-39
100							14						16
long	13/05/24	12/08/24	91		China Hongqiao	50	8,897	11.820	9.920		-1.900	-16	193,427	-50
					Xiaomi	50	5,432	19.360	16.460		-2.900	-15	177,674	-48
100							-16						-49
accum	10/03/08	12/08/24	6111	days out of 6909 invested (88%)							1,677		177,674	19

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Galaxy Entertainment	long	26/07/10	9/05/11	287	4.99	13.66		8.67	173.75	50	86.87
	long	6/02/12	10/06/13	490	18.36	41.45		23.09	125.76		62.88
	long	9/12/13	3/02/14	56	63.95	76.30		12.35	19.31		9.66
	short	23/08/21	28/03/22	217	43.85	45.65	42.05	-1.80	-4.10		-2.05	226.92
Geely Auto	long	11/07/16	2/07/18	721	4.42	20.35		15.93	360.41		180.20
	long	23/11/20	23/08/21	273	23.40	25.60		2.20	9.40		4.70	193.38
Hengan	long	6/04/09	3/05/10	392	30.00	55.30		25.30	84.33		42.17	42.17
China Mengniu Dairy	short	10/03/08	6/04/09	392	9.29	5.50	15.69	6.40	68.91		34.45	34.45
Country Garden Svcs	short	12/06/23	13/05/24	336	9.90	6.00	16.34	6.44	65.00		32.50	32.50
Sands China	long	6/02/12	10/06/13	490	28.30	40.45		12.15	42.93		21.47
	long	9/12/13	3/02/14	56	62.90	59.85		-3.05	-4.85		-2.42
	short	23/08/21	28/03/22	217	22.05	17.92	27.13	5.08	23.05		11.52
	long	20/02/23	12/06/23	112	27.80	27.65		-0.15	-0.54		-0.27	31.82
Country Garden	short	11/07/22	20/02/23	224	4.15	2.66	6.47	2.32	56.01		28.01	28.01
AAC Technologies	long	11/07/16	2/07/18	721	65.50	110.50		45.00	68.70		34.35
	short	5/08/19	21/09/20	413	38.45	43.65	33.25	-5.20	-13.52		-6.76
	short	11/07/22	20/02/23	224	16.52	18.38	14.66	-1.86	-11.26		-5.63	18.21
Sinopec	short	10/06/13	9/12/13	182	5.69	6.63	4.75	-0.94	-16.52		-8.26
	short	5/08/19	21/09/20	413	4.79	3.29	6.97	2.18	45.59		22.80	12.65
China Life Ins HK	short	9/05/11	6/02/12	273	26.85	22.20	32.47	5.62	20.95		10.47	10.47
Belle International	long	26/07/10	9/05/11	287	11.98	15.08		3.10	25.88		12.94
	short	3/02/14	28/07/14	175	8.38	9.43	7.33	-1.05	-12.53		-6.26	5.86
Kunlun Energy	short	27/07/15	11/07/16	350	6.79	6.25	7.38	0.59	8.64		4.32	4.32
Sino Land	short	10/06/13	9/12/13	182	11.02	10.38	11.70	0.68	6.17		3.08	3.08
Link REIT	long	4/02/19	5/08/19	182	86.70	90.65		3.95	4.56		2.28	2.28
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Lenovo	long	4/02/19	5/08/19	182	5.84	5.87		0.03	0.51		0.26	0.26
HK Exchgs & Clrg	long	21/09/20	5/10/20	14	367.00	366.00		-1.00	-0.27		-0.14	-0.14
China Merchants	short	2/07/18	4/02/19	217	15.94	16.04	15.84	-0.10	-0.63		-0.31	-0.31
China Unicom	long	20/02/23	12/06/23	112	6.01	5.91		-0.10	-1.66		-0.83	-0.83
CNOOC	long	28/03/22	11/07/22	105	10.64	9.84		-0.80	-7.52		-3.76	-3.76
China Shenhua HK	short	27/07/15	11/07/16	350	14.52	14.14	14.91	0.39	2.69		1.34
	long	28/03/22	11/07/22	105	24.40	21.85		-2.55	-10.45		-5.23	-3.95
WH Group	short	2/07/18	4/02/19	217	6.39	7.01	5.77	-0.62	-9.70		-4.85	-4.85
Tencent	long	28/07/14	27/07/15	364	128.90	145.60		16.70	12.96		6.48
	long	21/09/20	5/10/20	14	516.50	525.00		8.50	1.65		0.82
	long	23/11/20	23/08/21	273	586.00	433.80		-152.20	-25.97		-12.99	-6.59
Xiaomi	long	13/05/24	12/08/24	91	19.36	16.46		-2.90	-14.98		-7.49	-7.49
The Wharf	short	3/02/14	28/07/14	175	19.97	22.96	16.97	-2.99	-15.00		-7.50	-7.50
China Hongqiao	long	13/05/24	12/08/24	91	11.82	9.92		-1.90	-16.07		-8.04	-8.04
Swire Pacific	short	5/10/20	23/11/20	49	37.30	45.00	29.60	-7.70	-20.64		-10.32	-10.32
Citic Pacific	short	3/05/10	26/07/10	84	15.20	15.60	14.80	-0.40	-2.63		-1.32
	long	28/07/14	27/07/15	364	14.94	13.52		-1.42	-9.50		-4.75
	short	5/10/20	23/11/20	49	5.60	6.12	5.08	-0.52	-9.29		-4.64	-10.37
China Res Land	long	6/04/09	3/05/10	392	13.26	13.60		0.34	2.56		1.28
	short	3/05/10	26/07/10	84	13.60	16.48	10.72	-2.88	-21.18		-10.59
	short	9/05/11	6/02/12	273	13.26	14.84	11.68	-1.58	-11.92		-5.96	-14.84
China Res Power	short	10/03/08	6/04/09	392	12.90	16.82	8.98	-3.92	-30.39		-15.19	-15.19
Orient Overseas	short	12/06/23	13/05/24	336	100.50	137.20	63.80	-36.70	-36.52		-18.26	-18.26

Annotations

23/05/18	HSI	index adaption removed: Cathay Pacific Airways, Kunlun Energy, The Wharf added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC
19/07/17	HSI	Belle drops out due to acquisition by Hillhouse Capital and CDH Investments
1/04/17	HSI	machine learning processed for all techniques
6/03/17	HSI	Geely Auto replaces Li & Fung
28/12/16	HSI	AAC Technologies and CKI replacen China Res Enterprises and Tingyi
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
27/07/15	Ping An HK	forward stock split 10:20 (twenty for ten)
8/06/15	HSI	CK Property and The Link REIT replace Costco and Hutchison Whampoa.
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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