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

Assessment - Hang Seng Index - 13/03/23 - RS = 26

		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	12/09/22	prc diff	⇓ Δ26	∅-RS
		HSI	19,000.700	Mon	-2.65	19,696.000	-3.53	19,362.200	333.800	1.72	-0.06
	L	China Unicom	5.580	Mon	-3.13	6.000	-7.00	3.700	2.300	62.16	48.70
		Sands China	25.900	Mon	-3.36	27.200	-4.78	17.280	9.920	57.41	43.87
		Haidilao Inter	19.920	Mon	-5.14	22.000	-9.45	17.500	4.500	25.71	34.53
	L	Sinopec	4.680	Mon	-4.49	4.790	-2.30	3.530	1.260	35.69	29.27
	L	China Mobile	63.600	Mon	-3.56	64.850	-1.93	51.300	13.550	26.41	24.70
	L	PetroChina	4.270	Mon	-2.73	4.490	-4.90	3.500	0.990	28.29	22.00
	L	China Res Beer	59.050	Mon	-4.29	61.150	-3.43	53.150	8.000	15.05	19.15
	L	CNOOC	11.300	Mon	-2.59	12.080	-6.46	9.770	2.310	23.64	16.26
		Alibaba Health	5.810	Mon	-3.81	5.540	4.87	4.510	1.030	22.84	14.72
		Galaxy Entertainment	50.150	Mon	-2.90	52.300	-4.11	42.350	9.950	23.49	14.46
	L	HSBC	50.450	Mon	-6.23	56.300	-10.39	48.050	8.250	17.17	14.27
		China Res Mixc	40.100	Mon	-3.84	41.050	-2.31	35.550	5.500	15.47	13.27
		Wharf REIC	41.350	Mon	-2.59	43.050	-3.95	37.350	5.700	15.26	12.46
		ANTA Sports Products	99.700	Mon	-2.45	103.200	-3.39	95.850	7.350	7.67	12.37
		China Life Ins HK	12.960	Mon	-1.82	13.180	-1.67	11.340	1.840	16.23	12.13
		Budweiser Brewing	22.450	Mon	-4.67	24.000	-6.46	21.850	2.150	9.84	10.62
	L	Lenovo	7.250	Mon	-3.20	7.470	-2.95	6.100	1.370	22.46	9.80
	L	Baidu	143.500	Mon	0.91	134.000	7.09	136.100	-2.100	-1.54	9.77
	L	Citic Pacific	8.850	Mon	-2.53	8.920	-0.78	8.200	0.720	8.78	8.87
		Sun Hung Kai	104.500	Mon	-1.32	104.400	0.10	95.500	8.900	9.32	8.73
		Ping An	50.050	Mon	-3.00	52.200	-4.12	47.500	4.700	9.89	8.64
		AIA	75.650	Mon	-4.18	84.450	-10.42	74.750	9.700	12.98	8.39
		Tencent	334.800	Mon	-1.36	344.800	-2.90	307.000	37.800	12.31	7.48
	L	China Shenhua HK	25.100	Mon	-0.79	25.150	-0.20	25.700	-0.550	-2.14	6.44
		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	12/09/22	prc diff	⇓ Δ26	∅-RS
		Li Ning	55.600	Mon	-3.64	65.600	-15.24	68.000	-2.400	-3.53	4.76
	L	Nongfu Spring	43.900	Mon	-1.35	44.850	-2.12	44.550	0.300	0.67	4.15
		Hang Lung	14.860	Mon	-1.72	14.680	1.23	13.320	1.360	10.21	3.76
	L	Bank of China	3.010	Mon		2.960	1.69	2.730	0.230	8.42	3.64
	L	China Hongqiao	7.900	Mon	-1.62	8.310	-4.93	7.850	0.460	5.86	3.06
		China Res Land	35.250	Mon	-2.08	34.750	1.44	33.700	1.050	3.12	2.24
	L	Bank of Communicats	4.810	Mon	-1.23	4.800	0.21	4.480	0.320	7.14	1.96
	L	NetEase	132.700	Mon	-1.92	131.700	0.76	139.200	-7.500	-5.39	1.90
	L	Henderson Land	26.700	Mon	-2.73	27.750	-3.78	25.400	2.350	9.25	1.84
		Haier Smart Home	25.000	Mon	-2.53	26.150	-4.40	25.850	0.300	1.16	1.58
		Xiaomi	11.020	Mon	-2.82	11.540	-4.51	10.800	0.740	6.85	1.38
	L	ICBC	4.210	Mon	-0.94	4.160	1.20	3.920	0.240	6.12	0.89
	L	Tingyi	14.380	Mon		13.400	7.31	13.880	-0.480	-3.46	0.63
		HK Exchgs & Clrg	327.400	Mon	-1.68	324.400	0.92	311.000	13.400	4.31	0.35
		ENN Energy	103.300	Mon	-3.91	110.500	-6.52	115.100	-4.600	-4.00	-0.29
	L	China Constr Bk HK	5.050	Mon	-1.37	4.990	1.20	4.800	0.190	3.96	-0.69
		MTR	37.950	Mon	-1.17	39.800	-4.65	40.100	-0.300	-0.75	-0.76
	L	CK Hutchison	48.750	Mon	-0.10	48.750		47.850	0.900	1.88	-1.41
		Hansoh Pharma	13.640	Mon	-5.93	14.040	-2.85	13.640	0.400	2.93	-1.62
	L	Bank of China (HK)	24.700	Mon	-2.56	26.800	-7.84	26.650	0.150	0.56	-2.19
	S	Sino Biopharm	4.260	Mon	-2.96	4.220	0.95	3.980	0.240	6.03	-2.20
	L	CK Property	46.350	Mon	-2.42	49.450	-6.27	53.300	-3.850	-7.22	-2.73
		SMIC	18.620	Mon	-1.69	16.100	15.65	16.120	-0.020	-0.12	-3.33
	S	Chow Tai Fook Jwl	14.000	Mon	-0.14	14.200	-1.41	14.660	-0.460	-3.14	-3.57
		Hengan	35.100	Mon	-0.43	35.200	-0.28	36.000	-0.800	-2.22	-4.29
		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	12/09/22	prc diff	⇓ Δ26	∅-RS
	L	CK Infrastructure	42.250	Mon	-0.94	42.800	-1.29	45.000	-2.200	-4.89	-5.27
		Shenzhou Inter	77.750	Mon	-3.83	78.950	-1.52	76.250	2.700	3.54	-5.52
		China Mengniu Dairy	32.700	Mon	-4.25	33.850	-3.40	33.000	0.850	2.58	-5.54
	L	Power Assets	42.400	Mon	-0.59	42.650	-0.59	43.950	-1.300	-2.96	-6.11
	S	CSPC Pharmaceutical	7.750	Mon	-2.88	7.820	-0.90	7.780	0.040	0.51	-6.16
		Xinyi Glass	13.540	Mon	-2.59	14.360	-5.71	14.260	0.100	0.70	-7.11
		Alibaba	79.200	Mon	-2.82	83.250	-4.86	91.200	-7.950	-8.72	-7.53
		Hang Seng Bank	114.000	Mon	-2.98	119.100	-4.28	121.800	-2.700	-2.22	-8.12
		WH Group	4.420	Mon	-2.21	4.590	-3.70	5.200	-0.610	-11.73	-8.99
		HK & China Gas	7.100	Mon	-1.53	7.080	0.28	7.360	-0.280	-3.80	-9.11
		Techtronic Inds	84.600	Mon	-1.63	84.850	-0.29	99.000	-14.150	-14.29	-9.30
	L	New World Dev	21.050	Mon	-2.09	22.050	-4.54	26.250	-4.200	-16.00	-9.40
		China Ov Land & Inv	19.540	Mon	-1.21	19.200	1.77	22.900	-3.700	-16.16	-10.46
		Sunny Optical	86.950	Mon	-3.39	88.450	-1.70	101.800	-13.350	-13.11	-11.69
	L	CLP	57.250	Mon	-0.26	55.950	2.32	65.600	-9.650	-14.71	-12.24
		BYD Company	199.100	Mon	-2.88	200.000	-0.45	228.000	-28.000	-12.28	-12.41
		WuXi Biologics	45.150	Mon	-5.94	50.200	-10.06	53.400	-3.200	-5.99	-13.24
		Xinyi Solar	8.510	Mon	-3.19	8.840	-3.73	10.260	-1.420	-13.84	-15.52
		Link REIT	49.650	Mon	-0.90	48.700	1.95	62.300	-13.600	-21.83	-19.13
		Longfor	21.350	Mon	-2.29	21.200	0.71	28.350	-7.150	-25.22	-19.21
		Zhongsheng	33.300	Mon	-0.15	34.050	-2.20	35.700	-1.650	-4.62	-20.80
	S	Meituan	128.900	Mon	-1.15	129.000	-0.08	177.800	-48.800	-27.45	-20.81
		Orient Overseas	127.300	Mon	-5.00	125.600	1.35	145.700	-20.100	-13.80	-24.80
		Geely Auto	9.150	Mon	-1.61	9.280	-1.40	14.160	-4.880	-34.46	-25.02
	S	JD.com	150.400	Mon	-2.72	159.000	-5.41	233.400	-74.400	-31.88	-26.20
		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	12/09/22	prc diff	⇓ Δ26	∅-RS
	S	Country Garden	2.180	Mon	-2.68	2.100	3.81	2.570	-0.470	-18.29	-26.45
	S	Country Garden Svcs	12.760	Mon	-4.78	13.040	-2.15	15.720	-2.680	-17.05	-29.23
HSI - 76 out of 76 instruments rated - 13/03/23 / 12/09/22 - 42 did rise, Market-Ratio(26) = 55.26 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

7/01/19	scale up chart	13/03/23

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	20/03/23	28		China Unicom	50	15,485	6.010	5.580		-0.430	-7	179,477	-62
					Sands China	50	3,347	27.800	25.900		-1.900	-7	173,118	-60
100							-7						-61
accum	10/03/08	20/03/23	5489	days out of 6287 invested (87%)							1,631		173,118	21

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	short	11/07/22	20/02/23	224	4.15	2.66	6.47	2.32	56.01		28.01	28.01
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	20/03/23	28	27.80	25.90		-1.90	-6.83		-3.42	27.66
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
Lenovo	long	4/02/19	5/08/19	182	5.84	5.87		0.03	0.51		0.26	0.26
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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	20/03/23	28	6.01	5.58		-0.43	-7.15		-3.58	-3.58
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
The Wharf	short	3/02/14	28/07/14	175	19.97	22.96	16.97	-2.99	-15.00		-7.50	-7.50
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

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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