| |
| |
Assessment - Hang Seng Index - 3/25/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
L |
|
HSI |
16,541.400 |
Thu |
0.91 |
16,473.600 |
0.41 |
17,729.300 |
-1,255.700 |
-7.08 |
|
-7.98 |
| | |
|
|
|
L |
|
CNOOC |
18.120 |
Thu |
2.95 |
18.020 |
0.55 |
13.580 |
4.440 |
32.70 |
|
38.05 |
| | |
|
|
|
L |
|
Techtronic Inds |
106.100 |
Thu |
-2.75 |
104.700 |
1.34 |
77.750 |
26.950 |
34.66 |
|
28.02 |
| | |
|
|
|
L |
|
China Hongqiao |
8.800 |
Thu |
3.90 |
8.380 |
5.01 |
7.640 |
0.740 |
9.69 |
|
25.50 |
| | |
|
|
|
L |
|
Zijin Mining HK |
15.620 |
Thu |
1.83 |
15.440 |
1.17 |
12.600 |
2.840 |
22.54 |
|
25.28 |
| | |
|
|
|
L |
|
Trip.com |
345.200 |
Thu |
-0.63 |
354.000 |
-2.49 |
275.200 |
78.800 |
28.63 |
|
24.06 |
| | |
|
|
|
L |
|
China Shenhua HK |
30.750 |
Thu |
1.15 |
30.500 |
0.82 |
25.000 |
5.500 |
22.00 |
|
19.33 |
| | |
|
|
|
L |
|
PetroChina |
6.690 |
Thu |
3.40 |
6.460 |
3.56 |
5.780 |
0.680 |
11.76 |
|
18.64 |
| | |
|
|
|
|
|
Xiaomi |
14.940 |
Thu |
1.22 |
14.820 |
0.81 |
11.840 |
2.980 |
25.17 |
|
18.46 |
| | |
|
|
|
L |
|
Hansoh Pharma |
15.480 |
Thu |
|
14.720 |
5.16 |
10.040 |
4.680 |
46.61 |
|
16.14 |
| | |
|
|
|
L |
|
WH Group |
5.160 |
Thu |
-2.09 |
5.120 |
0.78 |
4.110 |
1.010 |
24.57 |
|
14.96 |
| | |
|
|
|
L |
|
CK Infrastructure |
45.800 |
Thu |
|
47.200 |
-2.97 |
37.500 |
9.700 |
25.87 |
|
14.15 |
| | |
|
|
|
L |
|
Power Assets |
45.800 |
Thu |
-0.43 |
46.850 |
-2.24 |
38.850 |
8.000 |
20.59 |
|
12.02 |
| | |
|
|
|
L |
|
Bank of China |
3.230 |
Thu |
-0.62 |
3.240 |
-0.31 |
2.730 |
0.510 |
18.68 |
|
10.81 |
| | |
|
|
|
L |
|
China Res Power |
18.260 |
Thu |
2.13 |
17.860 |
2.24 |
14.840 |
3.020 |
20.35 |
|
9.87 |
| | |
|
|
|
L |
|
Xinyi Solar |
6.060 |
Thu |
1.17 |
6.160 |
-1.62 |
5.530 |
0.630 |
11.39 |
|
5.91 |
| | |
|
|
|
|
|
NetEase |
162.800 |
Thu |
0.80 |
163.500 |
-0.43 |
158.000 |
5.500 |
3.48 |
|
5.74 |
| | |
|
|
|
|
|
CLP |
62.350 |
Thu |
-0.32 |
62.950 |
-0.95 |
58.450 |
4.500 |
7.70 |
|
4.74 |
| | |
|
|
|
L |
|
HK & China Gas |
5.930 |
Thu |
-3.42 |
6.310 |
-6.02 |
5.530 |
0.780 |
14.10 |
|
3.64 |
| | |
|
|
|
|
|
China Mobile |
66.900 |
Thu |
-0.30 |
66.750 |
0.22 |
66.950 |
-0.200 |
-0.30 |
|
2.70 |
| | |
|
|
|
L |
|
China Constr Bk HK |
4.720 |
Thu |
-1.67 |
4.790 |
-1.46 |
4.400 |
0.390 |
8.86 |
|
2.62 |
| | |
|
|
|
|
|
Lenovo |
9.070 |
Thu |
-0.33 |
8.890 |
2.02 |
7.900 |
0.990 |
12.53 |
|
2.55 |
| | |
|
|
|
L |
|
Sinopec |
4.440 |
Thu |
0.91 |
4.490 |
-1.11 |
4.330 |
0.160 |
3.70 |
|
2.52 |
| | |
|
|
|
L |
|
China Unicom |
5.650 |
Thu |
1.62 |
5.570 |
1.44 |
5.780 |
-0.210 |
-3.63 |
|
2.44 |
| | |
|
|
|
|
|
HSBC |
61.150 |
Thu |
0.08 |
61.200 |
-0.08 |
61.050 |
0.150 |
0.25 |
|
2.41 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
L |
|
ICBC |
3.940 |
Thu |
-0.76 |
3.950 |
-0.25 |
3.750 |
0.200 |
5.33 |
|
1.94 |
| | |
|
|
|
L |
|
Henderson Land |
22.300 |
Thu |
-2.41 |
22.750 |
-1.98 |
19.980 |
2.770 |
13.86 |
|
-0.10 |
| | |
|
|
|
L |
|
Haidilao Inter |
17.660 |
Thu |
4.74 |
17.080 |
3.40 |
20.450 |
-3.370 |
-16.48 |
|
-0.61 |
| | |
|
|
|
L |
|
Citic Pacific |
7.520 |
Thu |
-0.79 |
7.970 |
-5.65 |
7.120 |
0.850 |
11.94 |
|
-0.91 |
| | |
|
|
|
L |
|
Geely Auto |
9.240 |
Thu |
1.32 |
8.880 |
4.05 |
9.310 |
-0.430 |
-4.62 |
|
-2.25 |
| | |
|
|
|
L |
|
CSPC Pharmaceutical |
6.150 |
Thu |
-1.91 |
6.340 |
-3.00 |
5.710 |
0.630 |
11.03 |
|
-2.63 |
| | |
|
|
|
L |
|
Haier Smart Home |
24.350 |
Thu |
8.22 |
22.750 |
7.03 |
24.350 |
-1.600 |
-6.57 |
|
-2.81 |
| | |
|
|
|
L |
|
ANTA Sports Products |
83.200 |
Thu |
1.46 |
81.000 |
2.72 |
87.500 |
-6.500 |
-7.43 |
|
-3.00 |
| | |
|
|
|
L |
|
Bank of China (HK) |
20.950 |
Thu |
-0.48 |
20.950 |
|
21.300 |
-0.350 |
-1.64 |
|
-4.09 |
| | |
|
|
|
S |
|
Nongfu Spring |
42.250 |
Thu |
2.42 |
40.950 |
3.17 |
43.150 |
-2.200 |
-5.10 |
|
-5.81 |
| | |
|
|
|
L |
|
Chow Tai Fook Jwl |
11.540 |
Thu |
0.17 |
11.620 |
-0.69 |
11.140 |
0.480 |
4.31 |
|
-6.20 |
| | |
|
|
|
L |
|
China Merchants B HK |
30.950 |
Thu |
|
30.000 |
3.17 |
32.200 |
-2.200 |
-6.83 |
|
-6.34 |
| | |
|
|
|
|
|
BYD Company |
201.600 |
Thu |
-0.59 |
211.000 |
-4.45 |
247.800 |
-36.800 |
-14.85 |
|
-6.98 |
| | |
|
|
|
|
|
Sinopharm |
20.050 |
Thu |
-1.72 |
20.400 |
-1.72 |
22.250 |
-1.850 |
-8.31 |
|
-7.44 |
| | |
|
|
|
S |
|
Li Auto |
121.300 |
Thu |
3.23 |
119.000 |
1.93 |
144.700 |
-25.700 |
-17.76 |
|
-7.75 |
| | |
|
|
|
|
|
Sino Biopharm |
3.020 |
Thu |
0.33 |
3.080 |
-1.95 |
2.910 |
0.170 |
5.84 |
|
-8.16 |
| | |
|
|
|
|
|
Tencent |
303.800 |
Thu |
0.60 |
288.600 |
5.27 |
304.400 |
-15.800 |
-5.19 |
|
-8.65 |
| | |
|
|
|
L |
|
Sands China |
22.050 |
Thu |
1.61 |
22.050 |
|
23.900 |
-1.850 |
-7.74 |
|
-9.26 |
| | |
|
|
|
L |
|
Meituan |
96.800 |
Thu |
6.26 |
93.300 |
3.75 |
117.200 |
-23.900 |
-20.39 |
|
-11.19 |
| | |
|
|
|
|
|
CK Hutchison |
37.800 |
Thu |
0.27 |
38.650 |
-2.20 |
41.300 |
-2.650 |
-6.42 |
|
-11.27 |
| | |
|
|
|
L |
|
Hang Seng Bank |
85.650 |
Thu |
0.12 |
86.300 |
-0.75 |
96.100 |
-9.800 |
-10.20 |
|
-11.37 |
| | |
|
|
|
L |
|
JD.com |
107.900 |
Thu |
5.58 |
103.300 |
4.45 |
115.400 |
-12.100 |
-10.49 |
|
-11.70 |
| | |
|
|
|
S |
|
Shenzhou Inter |
74.100 |
Thu |
1.93 |
64.850 |
14.26 |
69.400 |
-4.550 |
-6.56 |
|
-12.60 |
| | |
|
|
|
L |
|
ENN Energy |
60.300 |
Thu |
3.97 |
61.450 |
-1.87 |
64.350 |
-2.900 |
-4.51 |
|
-12.66 |
| | |
|
|
|
L |
|
Alibaba |
70.250 |
Thu |
2.11 |
70.300 |
-0.07 |
84.350 |
-14.050 |
-16.66 |
|
-12.79 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
L |
|
Tingyi |
8.580 |
Thu |
-1.61 |
9.090 |
-5.61 |
10.780 |
-1.690 |
-15.68 |
|
-12.90 |
| | |
|
|
|
L |
|
China Res Beer |
36.050 |
Thu |
2.12 |
35.800 |
0.70 |
43.100 |
-7.300 |
-16.94 |
|
-14.56 |
| | |
|
|
|
L |
|
Sun Hung Kai |
75.450 |
Thu |
-0.79 |
74.500 |
1.28 |
80.200 |
-5.700 |
-7.11 |
|
-14.57 |
| | |
|
|
|
|
|
Hengan |
24.650 |
Thu |
0.41 |
24.650 |
|
25.250 |
-0.600 |
-2.38 |
|
-14.98 |
| | |
|
|
|
|
|
Baidu |
102.700 |
Thu |
3.27 |
100.700 |
1.99 |
127.400 |
-26.700 |
-20.96 |
|
-15.95 |
| | |
|
|
|
|
|
Orient Overseas |
93.500 |
Thu |
-2.55 |
96.150 |
-2.76 |
107.300 |
-11.150 |
-10.39 |
|
-15.98 |
| | |
|
|
|
|
|
Galaxy Entertainment |
39.300 |
Thu |
-0.76 |
39.450 |
-0.38 |
48.550 |
-9.100 |
-18.74 |
|
-16.19 |
| | |
|
|
|
L |
|
Wharf REIC |
25.450 |
Thu |
-1.74 |
26.000 |
-2.12 |
28.850 |
-2.850 |
-9.88 |
|
-16.82 |
| | |
|
|
|
L |
|
Xinyi Glass |
8.290 |
Thu |
3.37 |
8.270 |
0.24 |
10.540 |
-2.270 |
-21.54 |
|
-17.06 |
| | |
|
|
|
|
|
Link REIT |
33.650 |
Thu |
-1.90 |
34.400 |
-2.18 |
37.300 |
-2.900 |
-7.77 |
|
-17.07 |
| | |
|
|
|
|
|
China Res Land |
24.750 |
Thu |
0.61 |
24.300 |
1.85 |
31.250 |
-6.950 |
-22.24 |
|
-17.97 |
| | |
|
|
|
|
|
HK Exchgs & Clrg |
227.800 |
Thu |
-0.44 |
231.600 |
-1.64 |
292.600 |
-61.000 |
-20.85 |
|
-18.27 |
| | |
|
|
|
L |
|
MTR |
25.800 |
Thu |
-1.34 |
25.600 |
0.78 |
30.300 |
-4.700 |
-15.51 |
|
-18.67 |
| | |
|
|
|
|
|
SMIC |
15.160 |
Thu |
1.61 |
15.500 |
-2.19 |
19.800 |
-4.300 |
-21.72 |
|
-19.56 |
| | |
|
|
|
|
|
CK Property |
32.200 |
Thu |
-0.31 |
32.550 |
-1.08 |
40.350 |
-7.800 |
-19.33 |
|
-20.30 |
| | |
|
|
|
L |
|
China Life Ins HK |
9.390 |
Thu |
5.15 |
9.070 |
3.53 |
12.320 |
-3.250 |
-26.38 |
|
-20.52 |
| | |
|
|
|
|
|
China Res Mixc |
24.750 |
Thu |
-1.00 |
24.350 |
1.64 |
31.550 |
-7.200 |
-22.82 |
|
-21.37 |
| | |
|
|
|
L |
|
China Mengniu Dairy |
16.800 |
Thu |
-1.64 |
19.400 |
-13.40 |
25.900 |
-6.500 |
-25.10 |
|
-21.59 |
| | |
|
|
|
S |
|
AIA |
52.550 |
Thu |
|
54.800 |
-4.11 |
63.600 |
-8.800 |
-13.84 |
|
-22.51 |
| | |
|
|
|
|
|
Longfor |
11.060 |
Thu |
2.41 |
10.660 |
3.75 |
14.160 |
-3.500 |
-24.72 |
|
-23.00 |
| | |
|
|
|
L |
|
Ping An |
33.050 |
Thu |
1.23 |
32.650 |
1.23 |
46.100 |
-13.450 |
-29.18 |
|
-23.20 |
| | |
|
|
|
S |
|
Hang Lung |
8.020 |
Thu |
0.38 |
8.160 |
-1.72 |
10.180 |
-2.020 |
-19.84 |
|
-25.25 |
| | |
|
|
|
|
|
Alibaba Health |
3.180 |
Thu |
0.32 |
3.200 |
-0.62 |
4.660 |
-1.460 |
-31.33 |
|
-27.86 |
| | |
|
|
|
|
|
China Ov Land & Inv |
11.260 |
Thu |
6.03 |
10.820 |
4.07 |
15.760 |
-4.940 |
-31.35 |
|
-28.24 |
| | |
|
|
|
|
|
Budweiser Brewing |
11.520 |
Thu |
0.52 |
11.620 |
-0.86 |
16.120 |
-4.500 |
-27.92 |
|
-28.75 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
L |
|
Country Garden Svcs |
5.010 |
Thu |
-4.93 |
5.470 |
-8.41 |
8.210 |
-2.740 |
-33.37 |
|
-29.17 |
| | |
|
|
|
|
|
JD Health |
27.700 |
Thu |
1.84 |
28.400 |
-2.46 |
40.750 |
-12.350 |
-30.31 |
|
-29.92 |
| | |
|
|
|
L |
|
Li Ning |
20.800 |
Thu |
4.42 |
20.200 |
2.97 |
33.800 |
-13.600 |
-40.24 |
|
-30.89 |
| | |
|
|
|
|
|
Sunny Optical |
39.950 |
Thu |
1.01 |
43.000 |
-7.09 |
56.250 |
-13.250 |
-23.56 |
|
-35.31 |
| | |
|
|
|
L |
|
Zhongsheng |
13.560 |
Thu |
10.24 |
13.140 |
3.20 |
20.750 |
-7.610 |
-36.67 |
|
-37.34 |
| | |
|
|
|
|
|
New World Dev |
8.260 |
Thu |
-0.60 |
8.570 |
-3.62 |
14.960 |
-6.390 |
-42.71 |
|
-40.14 |
| | |
|
|
|
S |
|
WuXi AppTec HK |
37.100 |
Thu |
0.68 |
38.850 |
-4.50 |
87.100 |
-48.250 |
-55.40 |
|
-45.59 |
| | |
|
|
|
|
|
WuXi Biologics |
14.300 |
Thu |
3.92 |
14.020 |
2.00 |
43.700 |
-29.680 |
-67.92 |
|
-58.86 |
HSI - 82 out of 82 instruments rated - 3/25/24 / 9/25/23 - 28 did rise, Market-Ratio(26) = 34.15 % |
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 | |
1/02/06 |
3/10/08 |
798 |
|
- cash - |
short |
3/10/08 |
4/06/09 |
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 |
4/06/09 |
5/03/10 |
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 |
5/03/10 |
7/26/10 |
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 |
7/26/10 |
5/09/11 |
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 |
5/09/11 |
2/06/12 |
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 |
2/06/12 |
6/10/13 |
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 |
6/10/13 |
12/09/13 |
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 |
12/09/13 |
2/03/14 |
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 |
2/03/14 |
7/28/14 |
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 |
7/28/14 |
7/27/15 |
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 |
7/27/15 |
7/11/16 |
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 |
7/11/16 |
7/02/18 |
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 |
7/02/18 |
2/04/19 |
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 |
2/04/19 |
8/05/19 |
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 |
8/05/19 |
9/21/20 |
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 |
9/21/20 |
10/05/20 |
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 |
10/05/20 |
11/23/20 |
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 |
11/23/20 |
8/23/21 |
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 |
8/23/21 |
3/28/22 |
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 |
3/28/22 |
7/11/22 |
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 |
7/11/22 |
2/20/23 |
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 |
2/20/23 |
6/12/23 |
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 |
6/12/23 |
3/28/24 |
290 |
|
|
|
Country Garden Svcs |
50 |
9,297 |
|
9.900 |
5.010 |
19.563 |
9.663 |
98 |
273,921 |
136 |
|
|
|
|
|
|
|
|
Orient Overseas |
50 |
915 |
|
100.500 |
93.500 |
108.024 |
7.524 |
7 |
280,806 |
10 |
|
100 |
53 |
70 | |
accum | 3/10/08 |
3/28/24 | 5863 |
days out of 6661 invested (88%) |
2,708 |
280,806 |
23 |
|
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 | 7/26/10 | 5/09/11 | 287 | 4.99 | 13.66 | | 8.67 | 173.75 | 50 | 86.87 | |
| long | 2/06/12 | 6/10/13 | 490 | 18.36 | 41.45 | | 23.09 | 125.76 | | 62.88 | |
| long | 12/09/13 | 2/03/14 | 56 | 63.95 | 76.30 | | 12.35 | 19.31 | | 9.66 | |
| short | 8/23/21 | 3/28/22 | 217 | 43.85 | 45.65 | 42.05 | -1.80 | -4.10 | | -2.05 | 226.92 |
Geely Auto | long | 7/11/16 | 7/02/18 | 721 | 4.42 | 20.35 | | 15.93 | 360.41 | | 180.20 | |
| long | 11/23/20 | 8/23/21 | 273 | 23.40 | 25.60 | | 2.20 | 9.40 | | 4.70 | 193.38 |
Country Garden Svcs | short | 6/12/23 | 3/28/24 | 290 | 9.90 | 5.01 | 19.56 | 9.66 | 97.61 | | 48.80 | 48.80 |
Hengan | long | 4/06/09 | 5/03/10 | 392 | 30.00 | 55.30 | | 25.30 | 84.33 | | 42.17 | 42.17 |
China Mengniu Dairy | short | 3/10/08 | 4/06/09 | 392 | 9.29 | 5.50 | 15.69 | 6.40 | 68.91 | | 34.45 | 34.45 |
Sands China | long | 2/06/12 | 6/10/13 | 490 | 28.30 | 40.45 | | 12.15 | 42.93 | | 21.47 | |
| long | 12/09/13 | 2/03/14 | 56 | 62.90 | 59.85 | | -3.05 | -4.85 | | -2.42 | |
| short | 8/23/21 | 3/28/22 | 217 | 22.05 | 17.92 | 27.13 | 5.08 | 23.05 | | 11.52 | |
| long | 2/20/23 | 6/12/23 | 112 | 27.80 | 27.65 | | -0.15 | -0.54 | | -0.27 | 31.82 |
Country Garden | short | 7/11/22 | 2/20/23 | 224 | 4.15 | 2.66 | 6.47 | 2.32 | 56.01 | | 28.01 | 28.01 |
AAC Technologies | long | 7/11/16 | 7/02/18 | 721 | 65.50 | 110.50 | | 45.00 | 68.70 | | 34.35 | |
| short | 8/05/19 | 9/21/20 | 413 | 38.45 | 43.65 | 33.25 | -5.20 | -13.52 | | -6.76 | |
| short | 7/11/22 | 2/20/23 | 224 | 16.52 | 18.38 | 14.66 | -1.86 | -11.26 | | -5.63 | 18.21 |
Sinopec | short | 6/10/13 | 12/09/13 | 182 | 5.69 | 6.63 | 4.75 | -0.94 | -16.52 | | -8.26 | |
| short | 8/05/19 | 9/21/20 | 413 | 4.79 | 3.29 | 6.97 | 2.18 | 45.59 | | 22.80 | 12.65 |
China Life Ins HK | short | 5/09/11 | 2/06/12 | 273 | 26.85 | 22.20 | 32.47 | 5.62 | 20.95 | | 10.47 | 10.47 |
Belle International | long | 7/26/10 | 5/09/11 | 287 | 11.98 | 15.08 | | 3.10 | 25.88 | | 12.94 | |
| short | 2/03/14 | 7/28/14 | 175 | 8.38 | 9.43 | 7.33 | -1.05 | -12.53 | | -6.26 | 5.86 |
Kunlun Energy | short | 7/27/15 | 7/11/16 | 350 | 6.79 | 6.25 | 7.38 | 0.59 | 8.64 | | 4.32 | 4.32 |
Orient Overseas | short | 6/12/23 | 3/28/24 | 290 | 100.50 | 93.50 | 108.02 | 7.52 | 7.49 | | 3.74 | 3.74 |
Sino Land | short | 6/10/13 | 12/09/13 | 182 | 11.02 | 10.38 | 11.70 | 0.68 | 6.17 | | 3.08 | 3.08 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Link REIT | long | 2/04/19 | 8/05/19 | 182 | 86.70 | 90.65 | | 3.95 | 4.56 | | 2.28 | 2.28 |
Lenovo | long | 2/04/19 | 8/05/19 | 182 | 5.84 | 5.87 | | 0.03 | 0.51 | | 0.26 | 0.26 |
HK Exchgs & Clrg | long | 9/21/20 | 10/05/20 | 14 | 367.00 | 366.00 | | -1.00 | -0.27 | | -0.14 | -0.14 |
China Merchants | short | 7/02/18 | 2/04/19 | 217 | 15.94 | 16.04 | 15.84 | -0.10 | -0.63 | | -0.31 | -0.31 |
China Unicom | long | 2/20/23 | 6/12/23 | 112 | 6.01 | 5.91 | | -0.10 | -1.66 | | -0.83 | -0.83 |
CNOOC | long | 3/28/22 | 7/11/22 | 105 | 10.64 | 9.84 | | -0.80 | -7.52 | | -3.76 | -3.76 |
China Shenhua HK | short | 7/27/15 | 7/11/16 | 350 | 14.52 | 14.14 | 14.91 | 0.39 | 2.69 | | 1.34 | |
| long | 3/28/22 | 7/11/22 | 105 | 24.40 | 21.85 | | -2.55 | -10.45 | | -5.23 | -3.95 |
WH Group | short | 7/02/18 | 2/04/19 | 217 | 6.39 | 7.01 | 5.77 | -0.62 | -9.70 | | -4.85 | -4.85 |
Tencent | long | 7/28/14 | 7/27/15 | 364 | 128.90 | 145.60 | | 16.70 | 12.96 | | 6.48 | |
| long | 9/21/20 | 10/05/20 | 14 | 516.50 | 525.00 | | 8.50 | 1.65 | | 0.82 | |
| long | 11/23/20 | 8/23/21 | 273 | 586.00 | 433.80 | | -152.20 | -25.97 | | -12.99 | -6.59 |
The Wharf | short | 2/03/14 | 7/28/14 | 175 | 19.97 | 22.96 | 16.97 | -2.99 | -15.00 | | -7.50 | -7.50 |
Swire Pacific | short | 10/05/20 | 11/23/20 | 49 | 37.30 | 45.00 | 29.60 | -7.70 | -20.64 | | -10.32 | -10.32 |
Citic Pacific | short | 5/03/10 | 7/26/10 | 84 | 15.20 | 15.60 | 14.80 | -0.40 | -2.63 | | -1.32 | |
| long | 7/28/14 | 7/27/15 | 364 | 14.94 | 13.52 | | -1.42 | -9.50 | | -4.75 | |
| short | 10/05/20 | 11/23/20 | 49 | 5.60 | 6.12 | 5.08 | -0.52 | -9.29 | | -4.64 | -10.37 |
China Res Land | long | 4/06/09 | 5/03/10 | 392 | 13.26 | 13.60 | | 0.34 | 2.56 | | 1.28 | |
| short | 5/03/10 | 7/26/10 | 84 | 13.60 | 16.48 | 10.72 | -2.88 | -21.18 | | -10.59 | |
| short | 5/09/11 | 2/06/12 | 273 | 13.26 | 14.84 | 11.68 | -1.58 | -11.92 | | -5.96 | -14.84 |
China Res Power | short | 3/10/08 | 4/06/09 | 392 | 12.90 | 16.82 | 8.98 | -3.92 | -30.39 | | -15.19 | -15.19 |
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 |
|
|