| |
| |
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
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 | di % | 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 | di % | 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 |
|
|