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

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

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	HSI	1,979.979	12/08/24	0.13	2,050.203	-3.43	1,827.902	222.301	12.16	3.65
	L	China Hongqiao	1.148	12/08/24	1.33	1.368	-16.07	0.685	0.683	99.61	65.64
	L	CNOOC	2.284	12/08/24	-0.80	2.592	-11.88	1.394	1.198	85.94	57.87
	L	China Shenhua HK	3.737	12/08/24	1.57	4.160	-10.15	2.868	1.291	45.03	34.92
	L	China Res Power	2.540	12/08/24	0.23	2.771	-8.35	1.677	1.094	65.25	45.32
	L	Hansoh Pharma	2.141	12/08/24	-2.22	1.888	13.36	1.690	0.199	11.75	25.99
		PetroChina	0.772	12/08/24		0.914	-15.57	0.553	0.361	65.22	36.86
		Trip.com	38.277	12/08/24	0.55	43.345	-11.69	30.044	13.300	44.27	23.75
		Xiaomi	1.905	12/08/24	0.37	1.907	-0.12	1.673	0.234	14.00	22.05
	L	Bank of China	0.393	12/08/24	1.19	0.445	-11.69	0.320	0.126	39.42	30.84
		Zijin Mining HK	1.770	12/08/24	0.66	1.907	-7.16	1.379	0.528	38.29	27.18
	L	Tencent	43.391	12/08/24	1.35	43.090	0.70	31.481	11.609	36.88	20.79
	L	Lenovo	1.189	12/08/24	2.59	1.275	-6.72	1.171	0.104	8.90	24.10
	L	China Constr Bk HK	0.642	12/08/24	1.46	0.668	-3.81	0.499	0.169	33.90	26.05
	L	Haier Smart Home	2.812	12/08/24	1.67	3.020	-6.90	2.364	0.656	27.73	10.49
	L	China Unicom	0.691	12/08/24	-5.84	0.830	-16.74	0.525	0.304	57.90	34.43
	L	Meituan	12.034	12/08/24	-2.07	12.855	-6.39	8.782	4.074	46.39	12.66
	L	Hang Seng Bank	10.634	12/08/24	0.38	11.617	-8.47	9.763	1.854	18.99	7.84
	L	Orient Overseas	12.068	12/08/24	2.25	14.660	-17.68	11.687	2.973	25.44	16.85
	L	Shenzhou Inter	7.162	12/08/24	-0.24	8.846	-19.03	8.621	0.225	2.61	3.87
		WH Group	0.609	12/08/24		0.595	2.33	0.540	0.054	10.05	11.95
	L	Bank of China (HK)	2.580	12/08/24		2.783	-7.28	2.273	0.510	22.42	13.33
	L	ICBC	0.518	12/08/24	2.05	0.537	-3.45	0.410	0.127	31.08	22.33
		Techtronic Inds	11.172	12/08/24	-0.26	10.321	8.24	9.977	0.344	3.45	5.13
	L	China Merchants B HK	3.761	12/08/24		4.102	-8.32	2.841	1.260	44.36	16.27
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	China Mobile	8.204	12/08/24	-0.56	8.910	-7.92	6.948	1.961	28.23	18.73
	L	HSBC	7.446	12/08/24	0.63	7.903	-5.78	6.755	1.148	16.99	12.61
		Sinopec	0.574	12/08/24	0.61	0.585	-1.98	0.439	0.147	33.51	18.89
	L	CSPC Pharmaceutical	0.686	12/08/24	1.02	0.720	-4.66	0.778	-0.059	-7.55	0.70
	L	BYD Company	24.715	12/08/24	-0.28	26.845	-7.93	22.989	3.856	16.77	6.88
		CK Infrastructure	6.416	12/08/24	0.36	5.103	25.74	4.632	0.471	10.16	7.83
		CLP	7.984	12/08/24	-0.07	7.301	9.35	6.911	0.391	5.65	4.62
	L	ENN Energy	6.179	12/08/24	0.85	7.446	-17.02	6.165	1.280	20.77	1.75
	L	China Ov Land & Inv	1.479	12/08/24	-0.93	1.567	-5.61	1.475	0.091	6.19	-1.03
	L	JD.com	11.582	12/08/24	-0.10	11.953	-3.10	12.063	-0.110	-0.91	-4.94
	L	SMIC	1.914	12/08/24	-0.24	1.981	-3.39	2.129	-0.149	-6.98	-2.57
	L	China Life Ins HK	1.201	12/08/24	0.58	1.277	-5.98	1.085	0.192	17.72	5.45
	S	Power Assets	6.237	12/08/24	-0.28	4.889	27.57	4.852	0.037	0.76	2.14
		ANTA Sports Products	7.903	12/08/24	-2.78	8.678	-8.93	8.122	0.556	6.84	-6.29
		HK & China Gas	0.766	12/08/24	1.85	0.687	11.45	0.641	0.046	7.19	3.01
	L	Tingyi	1.040	12/08/24	-0.66	1.089	-4.46	1.021	0.068	6.67	-0.56
		Geely Auto	0.883	12/08/24	0.26	1.017	-13.20	0.921	0.096	10.43	-0.69
	L	Sinopharm	2.337	12/08/24	1.10	2.401	-2.65	2.166	0.235	10.85	0.91
		Citic Pacific	0.822	12/08/24		0.822		0.836	-0.015	-1.77	-5.30
	L	HK Exchgs & Clrg	26.798	12/08/24	0.96	28.950	-7.43	28.736	0.214	0.75	-4.52
		Henderson Land	2.551	12/08/24	-2.43	2.424	5.25	2.579	-0.155	-6.00	-3.68
	L	Longfor	1.105	12/08/24	-1.95	1.240	-10.91	1.340	-0.100	-7.45	-10.96
		Haidilao Inter	1.414	12/08/24	-1.93	1.625	-12.96	1.559	0.066	4.20	-15.43
	L	China Res Land	2.632	12/08/24	-1.09	3.072	-14.31	3.002	0.070	2.32	-3.29
	L	China Res Mixc	2.528	12/08/24	-1.13	2.991	-15.47	2.986	0.005	0.16	-7.66
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Xinyi Glass	0.874	12/08/24	-0.13	0.990	-11.80	0.939	0.051	5.45	-4.64
		Alibaba	9.077	12/08/24	0.77	8.157	11.28	8.106	0.051	0.63	-7.49
	L	Ping An	3.894	12/08/24	0.45	4.096	-4.94	3.790	0.306	8.07	-7.06
		NetEase	16.292	12/08/24	0.50	17.252	-5.57	15.076	2.176	14.44	-3.42
		Hengan	2.933	12/08/24	-0.20	2.754	6.51	3.115	-0.361	-11.59	-10.06
	S	Nongfu Spring	3.402	12/08/24	1.55	4.287	-20.65	4.841	-0.554	-11.45	-13.19
	L	Sunny Optical	5.004	12/08/24	1.29	5.583	-10.36	7.597	-2.014	-26.51	-11.38
		CK Hutchison	4.675	12/08/24	0.12	4.328	8.02	4.487	-0.160	-3.56	-6.86
	S	Sino Biopharm	0.341	12/08/24	2.08	0.309	10.49	0.372	-0.063	-16.97	-11.59
	L	Alibaba Health	0.375	12/08/24	-0.61	0.362	3.51	0.455	-0.092	-20.34	-17.54
	L	Galaxy Entertainment	3.408	12/08/24	-4.38	4.212	-19.09	4.691	-0.479	-10.22	-14.56
		Sun Hung Kai	8.279	12/08/24	-1.85	7.816	5.92	9.055	-1.239	-13.68	-14.12
	L	AIA	6.005	12/08/24	-1.33	6.133	-2.08	7.297	-1.164	-15.95	-16.14
		MTR	2.997	12/08/24	0.19	2.852	5.07	3.249	-0.397	-12.21	-12.58
	S	Link REIT	4.032	12/08/24	-0.57	3.512	14.83	4.702	-1.190	-25.31	-18.25
		Xinyi Solar	0.408	12/08/24	0.28	0.455	-10.18	0.489	-0.034	-7.00	-24.15
	S	Baidu	9.563	12/08/24	-0.66	9.864	-3.05	12.449	-2.585	-20.76	-22.51
		China Res Beer	2.742	12/08/24	-2.47	3.037	-9.71	3.667	-0.630	-17.17	-28.30
	S	CK Property	3.581	12/08/24	0.32	3.384	5.81	4.203	-0.819	-19.48	-20.34
	S	Sands China	1.569	12/08/24	-2.87	1.884	-16.71	2.450	-0.566	-23.12	-26.14
		Wharf REIC	2.494	12/08/24	-1.60	2.395	4.11	2.831	-0.436	-15.39	-22.87
		Country Garden Svcs	0.543	12/08/24	-1.47	0.558	-2.70	0.724	-0.166	-22.94	-24.40
	S	Chow Tai Fook Jwl	0.761	12/08/24	-0.75	0.978	-22.13	1.246	-0.268	-21.53	-24.32
		Li Ning	1.627	12/08/24	-1.13	1.955	-16.80	2.241	-0.286	-12.74	-28.01
		Zhongsheng	1.231	12/08/24	-1.12	1.321	-6.83	2.003	-0.682	-34.03	-32.57
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	S	Hang Lung	0.647	12/08/24	-1.41	0.771	-16.07	1.167	-0.396	-33.94	-28.92
		JD Health	2.436	12/08/24	-2.55	2.459	-0.94	4.096	-1.637	-39.97	-36.48
	S	Budweiser Brewing	1.076	12/08/24	-2.11	1.065	1.09	1.568	-0.503	-32.09	-31.10
		New World Dev	0.838	12/08/24	-2.69	0.846	-0.96	1.300	-0.454	-34.91	-35.27
	S	China Mengniu Dairy	1.532	12/08/24	-2.79	1.620	-5.43	2.252	-0.632	-28.06	-31.24
	S	Li Auto	8.910	12/08/24	-1.79	8.134	9.53	14.947	-6.813	-45.58	-43.36
	S	WuXi AppTec HK	4.067	12/08/24	1.44	3.379	20.38	8.053	-4.674	-58.04	-47.86
		WuXi Biologics	1.363	12/08/24	3.70	1.335	2.08	3.174	-1.839	-57.93	-49.55
HSI - 82 out of 82 instruments rated - 1/07/24 / 1/01/24 - 47 did rise, Market-Ratio(26) in CHF = 57.32 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

3/01/22	scale up chart	1/07/24

Transactions Hang Seng Index in Swiss Franc * 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	2,938	1.701	2.456	0.947	-0.755	-44	7,783	-42
					China Mengniu Dairy	50	4,081	1.225	0.803	1.870	0.644	53	10,412	48
100							4						4
long	6/04/09	3/05/10	392		China Res Land	50	2,688	1.936	1.886		-0.050	-3	10,276	-2
					Hengan	50	1,188	4.381	7.668		3.287	75	14,182	68
100							36						33
short	3/05/10	26/07/10	84		China Res Land	50	3,760	1.886	2.235	1.537	-0.349	-19	12,869	-59
					Citic Pacific	50	3,364	2.108	2.116	2.100	-0.008	0	12,842	-2
100							-9						-35
long	26/07/10	9/05/11	287		Belle International	50	3,951	1.625	1.680		0.055	3	13,061	4
					Galaxy Entertainment	50	9,490	0.677	1.522		0.845	125	21,083	180
100							64						88
short	9/05/11	6/02/12	273		China Life Ins HK	50	3,523	2.992	2.628	3.406	0.414	14	22,541	19
					China Res Land	50	7,136	1.477	1.757	1.198	-0.279	-19	20,547	-24
100							-3						-3
long	6/02/12	10/06/13	490		Sands China	50	3,066	3.350	4.887		1.537	46	25,259	32
					Galaxy Entertainment	50	4,727	2.173	5.008		2.834	130	38,656	86
100							88						60
short	10/06/13	9/12/13	182		Sino Land	50	14,517	1.331	1.192	1.487	0.156	12	40,914	25
					Sinopec	50	28,117	0.687	0.761	0.613	-0.074	-11	38,833	-20
100							0						1
long	9/12/13	3/02/14	56		Sands China	50	2,687	7.224	6.947		-0.277	-4	38,088	-23
					Galaxy Entertainment	50	2,644	7.345	8.856		1.512	21	42,084	239
100							8						69
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	9,079	2.317	2.678	1.957	-0.361	-16	38,808	-30
					Belle International	50	21,635	0.973	1.100	0.845	-0.127	-13	36,054	-25
100							-14						-28
long	28/07/14	27/07/15	364		Citic Pacific	50	10,344	1.743	1.679		-0.063	-4	35,400	-4
					Tencent	50	1,198	15.036	18.086		3.051	20	39,054	20
100							8						8
short	27/07/15	11/07/16	350		China Shenhua HK	50	10,826	1.804	1.791	1.817	0.013	1	39,195	1
					Kunlun Energy	50	23,152	0.843	0.792	0.899	0.055	7	40,476	7
100							4						4
long	11/07/16	2/07/18	721		AAC Technologies	50	2,439	8.295	13.991		5.696	69	54,368	30
					Geely Auto	50	36,163	0.560	2.577		2.017	360	127,306	117
100							215						79
short	2/07/18	4/02/19	217		China Merchants	50	31,537	2.018	2.040	1.997	-0.022	-1	126,622	-2
					WH Group	50	78,674	0.809	0.892	0.727	-0.082	-10	120,132	-17
100							-6						-9
long	4/02/19	5/08/19	182		Link REIT	50	5,447	11.027	11.252		0.226	2	121,363	4
					Lenovo	50	80,877	0.743	0.729		-0.014	-2	120,224	-4
100							0						0
short	5/08/19	21/09/20	413		Sinopec	50	101,098	0.595	0.389	0.909	0.315	53	152,020	46
					AAC Technologies	50	12,594	4.773	5.160	4.386	-0.387	-8	147,147	-7
100							22						20
long	21/09/20	5/10/20	14		HK Exchgs & Clrg	50	1,695	43.382	43.242		-0.140	0	146,909	-8
					Tencent	50	1,205	61.054	62.027		0.973	2	148,081	51
100							1						18
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	111,907	0.662	0.719	0.604	-0.057	-9	141,655	-49
					Swire Pacific	50	16,801	4.407	5.287	3.527	-0.880	-20	126,872	-81
100							-14						-68
long	23/11/20	23/08/21	273		Tencent	50	921	68.845	50.777		-18.068	-26	110,232	-33
					Geely Auto	50	23,085	2.749	2.997		0.247	9	115,944	12
100							-9						-11
short	23/08/21	28/03/22	217		Sands China	50	22,460	2.581	2.141	3.112	0.531	21	127,872	37
					Galaxy Entertainment	50	11,294	5.133	5.453	4.813	-0.320	-6	124,256	-10
100							7						12
long	28/03/22	11/07/22	105		China Shenhua HK	50	21,316	2.915	2.728		-0.187	-6	120,273	-21
					CNOOC	50	48,883	1.271	1.228		-0.043	-3	118,193	-11
100							-5						-16
short	11/07/22	20/02/23	224		Country Garden	50	114,068	0.518	0.313	0.856	0.338	65	156,773	127
					AAC Technologies	50	28,655	2.062	2.166	1.959	-0.104	-5	153,807	-8
100							30						54
long	20/02/23	12/06/23	112		China Unicom	50	108,589	0.708	0.687		-0.021	-3	151,484	-10
					Sands China	50	23,475	3.276	3.213		-0.063	-2	150,014	-6
100							-2						-8
short	12/06/23	13/05/24	336		Country Garden Svcs	50	65,195	1.151	0.697	1.899	0.749	65	198,839	72
					Orient Overseas	50	6,422	11.679	15.936	7.423	-4.256	-36	171,505	-39
100							14						16
long	13/05/24	12/08/24	91		China Hongqiao	50	62,461	1.373	1.148		-0.225	-16	157,448	-51
					Xiaomi	50	38,135	2.249	1.905		-0.344	-15	144,327	-49
100							-16						-50
accum	10/03/08	12/08/24	6637	days out of 7435 invested (89%)							1,343		144,327	16

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Geely Auto	long	11/07/16	2/07/18	721	0.56	2.58		2.02	360.30	50	180.15
	long	23/11/20	23/08/21	273	2.75	3.00		0.25	9.00		4.50	192.76
Galaxy Entertainment	long	26/07/10	9/05/11	287	0.68	1.52		0.85	124.90		62.45
	long	6/02/12	10/06/13	490	2.17	5.01		2.83	130.40		65.20
	long	9/12/13	3/02/14	56	7.34	8.86		1.51	20.58		10.29
	short	23/08/21	28/03/22	217	5.13	5.45	4.81	-0.32	-6.24		-3.12	186.75
Hengan	long	6/04/09	3/05/10	392	4.38	7.67		3.29	75.05		37.52	37.52
Country Garden	short	11/07/22	20/02/23	224	0.52	0.31	0.86	0.34	65.28		32.64	32.64
Country Garden Svcs	short	12/06/23	13/05/24	336	1.15	0.70	1.90	0.75	65.09		32.55	32.55
Sands China	long	6/02/12	10/06/13	490	3.35	4.89		1.54	45.87		22.93
	long	9/12/13	3/02/14	56	7.22	6.95		-0.28	-3.84		-1.92
	short	23/08/21	28/03/22	217	2.58	2.14	3.11	0.53	20.58		10.29
	long	20/02/23	12/06/23	112	3.28	3.21		-0.06	-1.91		-0.96	31.71
China Mengniu Dairy	short	10/03/08	6/04/09	392	1.23	0.80	1.87	0.64	52.57		26.29	26.29
AAC Technologies	long	11/07/16	2/07/18	721	8.30	13.99		5.70	68.66		34.33
	short	5/08/19	21/09/20	413	4.77	5.16	4.39	-0.39	-8.11		-4.05
	short	11/07/22	20/02/23	224	2.06	2.17	1.96	-0.10	-5.02		-2.51	25.65
Sinopec	short	10/06/13	9/12/13	182	0.69	0.76	0.61	-0.07	-10.77		-5.38
	short	5/08/19	21/09/20	413	0.59	0.39	0.91	0.31	52.90		26.45	19.64
China Life Ins HK	short	9/05/11	6/02/12	273	2.99	2.63	3.41	0.41	13.83		6.92	6.92
Sino Land	short	10/06/13	9/12/13	182	1.33	1.19	1.49	0.16	11.68		5.84	5.84
Kunlun Energy	short	27/07/15	11/07/16	350	0.84	0.79	0.90	0.06	6.56		3.28	3.28
Link REIT	long	4/02/19	5/08/19	182	11.03	11.25		0.23	2.05		1.02	1.02
HK Exchgs & Clrg	long	21/09/20	5/10/20	14	43.38	43.24		-0.14	-0.32		-0.16	-0.16
China Merchants	short	2/07/18	4/02/19	217	2.02	2.04	2.00	-0.02	-1.07		-0.54	-0.54
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	0.74	0.73		-0.01	-1.90		-0.95	-0.95
China Unicom	long	20/02/23	12/06/23	112	0.71	0.69		-0.02	-3.02		-1.51	-1.51
CNOOC	long	28/03/22	11/07/22	105	1.27	1.23		-0.04	-3.35		-1.67	-1.67
China Shenhua HK	short	27/07/15	11/07/16	350	1.80	1.79	1.82	0.01	0.72		0.36
	long	28/03/22	11/07/22	105	2.91	2.73		-0.19	-6.41		-3.21	-2.86
Tencent	long	28/07/14	27/07/15	364	15.04	18.09		3.05	20.29		10.14
	long	21/09/20	5/10/20	14	61.05	62.03		0.97	1.59		0.80
	long	23/11/20	23/08/21	273	68.85	50.78		-18.07	-26.24		-13.12	-3.55
Belle International	long	26/07/10	9/05/11	287	1.62	1.68		0.06	3.42		1.71
	short	3/02/14	28/07/14	175	0.97	1.10	0.85	-0.13	-13.09		-6.54	-4.95
WH Group	short	2/07/18	4/02/19	217	0.81	0.89	0.73	-0.08	-10.20		-5.10	-5.10
Citic Pacific	short	3/05/10	26/07/10	84	2.11	2.12	2.10	-0.01	-0.38		-0.19
	long	28/07/14	27/07/15	364	1.74	1.68		-0.06	-3.63		-1.81
	short	5/10/20	23/11/20	49	0.66	0.72	0.60	-0.06	-8.68		-4.34	-6.25
Xiaomi	long	13/05/24	12/08/24	91	2.25	1.90		-0.34	-15.30		-7.65	-7.65
The Wharf	short	3/02/14	28/07/14	175	2.32	2.68	1.96	-0.36	-15.57		-7.79	-7.79
China Hongqiao	long	13/05/24	12/08/24	91	1.37	1.15		-0.23	-16.39		-8.20	-8.20
Swire Pacific	short	5/10/20	23/11/20	49	4.41	5.29	3.53	-0.88	-19.97		-9.98	-9.98
Orient Overseas	short	12/06/23	13/05/24	336	11.68	15.94	7.42	-4.26	-36.44		-18.22	-18.22
China Res Land	long	6/04/09	3/05/10	392	1.94	1.89		-0.05	-2.60		-1.30
	short	3/05/10	26/07/10	84	1.89	2.24	1.54	-0.35	-18.52		-9.26
	short	9/05/11	6/02/12	273	1.48	1.76	1.20	-0.28	-18.91		-9.45	-18.91
China Res Power	short	10/03/08	6/04/09	392	1.70	2.46	0.95	-0.75	-44.35		-22.18	-22.18

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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