| |
| |
Assessment - Hang Seng Index - 3/25/24 - RS = 16
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
12/04/23 |
prc diff |
⇓ Δ16 |
|
∅-RS |
| | |
|
|
|
L |
|
HSI |
16,541.400 |
08:08 |
0.91 |
16,473.600 |
0.41 |
16,646.100 |
-172.500 |
-1.04 |
|
-7.98 |
| | |
|
|
|
L |
|
CNOOC |
18.120 |
08:08 |
2.95 |
18.020 |
0.55 |
12.860 |
5.160 |
40.12 |
|
38.05 |
| | |
|
|
|
L |
|
Techtronic Inds |
106.100 |
08:08 |
-2.75 |
104.700 |
1.34 |
79.800 |
24.900 |
31.20 |
|
28.02 |
| | |
|
|
|
L |
|
China Hongqiao |
8.800 |
08:08 |
3.90 |
8.380 |
5.01 |
6.010 |
2.370 |
39.43 |
|
25.50 |
| | |
|
|
|
L |
|
Zijin Mining HK |
15.620 |
08:08 |
1.83 |
15.440 |
1.17 |
12.600 |
2.840 |
22.54 |
|
25.28 |
| | |
|
|
|
L |
|
Trip.com |
345.200 |
08:08 |
-0.63 |
354.000 |
-2.49 |
264.000 |
90.000 |
34.09 |
|
24.06 |
| | |
|
|
|
L |
|
China Shenhua HK |
30.750 |
08:08 |
1.15 |
30.500 |
0.82 |
25.600 |
4.900 |
19.14 |
|
19.33 |
| | |
|
|
|
L |
|
PetroChina |
6.690 |
08:08 |
3.40 |
6.460 |
3.56 |
5.120 |
1.340 |
26.17 |
|
18.64 |
| | |
|
|
|
|
|
Xiaomi |
14.940 |
08:08 |
1.22 |
14.820 |
0.81 |
15.220 |
-0.400 |
-2.63 |
|
18.46 |
| | |
|
|
|
L |
|
Hansoh Pharma |
15.480 |
08:08 |
|
14.720 |
5.16 |
15.480 |
-0.760 |
-4.91 |
|
16.14 |
| | |
|
|
|
L |
|
WH Group |
5.160 |
08:08 |
-2.09 |
5.120 |
0.78 |
5.020 |
0.100 |
1.99 |
|
14.96 |
| | |
|
|
|
L |
|
CK Infrastructure |
45.800 |
08:08 |
|
47.200 |
-2.97 |
38.600 |
8.600 |
22.28 |
|
14.15 |
| | |
|
|
|
L |
|
Power Assets |
45.800 |
08:08 |
-0.43 |
46.850 |
-2.24 |
40.350 |
6.500 |
16.11 |
|
12.02 |
| | |
|
|
|
L |
|
Bank of China |
3.230 |
08:08 |
-0.62 |
3.240 |
-0.31 |
2.840 |
0.400 |
14.08 |
|
10.81 |
| | |
|
|
|
L |
|
China Res Power |
18.260 |
08:08 |
2.13 |
17.860 |
2.24 |
14.760 |
3.100 |
21.00 |
|
9.87 |
| | |
|
|
|
L |
|
Xinyi Solar |
6.060 |
08:08 |
1.17 |
6.160 |
-1.62 |
4.370 |
1.790 |
40.96 |
|
5.91 |
| | |
|
|
|
|
|
NetEase |
162.800 |
08:08 |
0.80 |
163.500 |
-0.43 |
166.600 |
-3.100 |
-1.86 |
|
5.74 |
| | |
|
|
|
|
|
CLP |
62.350 |
08:08 |
-0.32 |
62.950 |
-0.95 |
59.200 |
3.750 |
6.33 |
|
4.74 |
| | |
|
|
|
L |
|
HK & China Gas |
5.930 |
08:08 |
-3.42 |
6.310 |
-6.02 |
5.350 |
0.960 |
17.94 |
|
3.64 |
| | |
|
|
|
|
|
China Mobile |
66.900 |
08:08 |
-0.30 |
66.750 |
0.22 |
62.850 |
3.900 |
6.21 |
|
2.70 |
| | |
|
|
|
L |
|
China Constr Bk HK |
4.720 |
08:08 |
-1.67 |
4.790 |
-1.46 |
4.470 |
0.320 |
7.16 |
|
2.62 |
| | |
|
|
|
|
|
Lenovo |
9.070 |
08:08 |
-0.33 |
8.890 |
2.02 |
9.880 |
-0.990 |
-10.02 |
|
2.55 |
| | |
|
|
|
L |
|
Sinopec |
4.440 |
08:08 |
0.91 |
4.490 |
-1.11 |
3.990 |
0.500 |
12.53 |
|
2.52 |
| | |
|
|
|
L |
|
China Unicom |
5.650 |
08:08 |
1.62 |
5.570 |
1.44 |
4.980 |
0.590 |
11.85 |
|
2.44 |
| | |
|
|
|
|
|
HSBC |
61.150 |
08:08 |
0.08 |
61.200 |
-0.08 |
59.700 |
1.500 |
2.51 |
|
2.41 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
12/04/23 |
prc diff |
⇓ Δ16 |
|
∅-RS |
| | |
|
|
|
L |
|
ICBC |
3.940 |
08:08 |
-0.76 |
3.950 |
-0.25 |
3.690 |
0.260 |
7.05 |
|
1.94 |
| | |
|
|
|
L |
|
Henderson Land |
22.300 |
08:08 |
-2.41 |
22.750 |
-1.98 |
21.300 |
1.450 |
6.81 |
|
-0.10 |
| | |
|
|
|
L |
|
Haidilao Inter |
17.660 |
08:08 |
4.74 |
17.080 |
3.40 |
14.680 |
2.400 |
16.35 |
|
-0.61 |
| | |
|
|
|
L |
|
Citic Pacific |
7.520 |
08:08 |
-0.79 |
7.970 |
-5.65 |
7.270 |
0.700 |
9.63 |
|
-0.91 |
| | |
|
|
|
L |
|
Geely Auto |
9.240 |
08:08 |
1.32 |
8.880 |
4.05 |
8.160 |
0.720 |
8.82 |
|
-2.25 |
| | |
|
|
|
L |
|
CSPC Pharmaceutical |
6.150 |
08:08 |
-1.91 |
6.340 |
-3.00 |
6.870 |
-0.530 |
-7.71 |
|
-2.63 |
| | |
|
|
|
L |
|
Haier Smart Home |
24.350 |
08:08 |
8.22 |
22.750 |
7.03 |
21.650 |
1.100 |
5.08 |
|
-2.81 |
| | |
|
|
|
L |
|
ANTA Sports Products |
83.200 |
08:08 |
1.46 |
81.000 |
2.72 |
75.900 |
5.100 |
6.72 |
|
-3.00 |
| | |
|
|
|
L |
|
Bank of China (HK) |
20.950 |
08:08 |
-0.48 |
20.950 |
|
20.850 |
0.100 |
0.48 |
|
-4.09 |
| | |
|
|
|
S |
|
Nongfu Spring |
42.250 |
08:08 |
2.42 |
40.950 |
3.17 |
44.850 |
-3.900 |
-8.70 |
|
-5.81 |
| | |
|
|
|
L |
|
Chow Tai Fook Jwl |
11.540 |
08:08 |
0.17 |
11.620 |
-0.69 |
11.140 |
0.480 |
4.31 |
|
-6.20 |
| | |
|
|
|
L |
|
China Merchants B HK |
30.950 |
08:08 |
|
30.000 |
3.17 |
26.350 |
3.650 |
13.85 |
|
-6.34 |
| | |
|
|
|
|
|
BYD Company |
201.600 |
08:08 |
-0.59 |
211.000 |
-4.45 |
206.600 |
4.400 |
2.13 |
|
-6.98 |
| | |
|
|
|
|
|
Sinopharm |
20.050 |
08:08 |
-1.72 |
20.400 |
-1.72 |
18.960 |
1.440 |
7.59 |
|
-7.44 |
| | |
|
|
|
S |
|
Li Auto |
121.300 |
08:08 |
3.23 |
119.000 |
1.93 |
141.700 |
-22.700 |
-16.02 |
|
-7.75 |
| | |
|
|
|
|
|
Sino Biopharm |
3.020 |
08:08 |
0.33 |
3.080 |
-1.95 |
3.560 |
-0.480 |
-13.48 |
|
-8.16 |
| | |
|
|
|
|
|
Tencent |
303.800 |
08:08 |
0.60 |
288.600 |
5.27 |
316.800 |
-28.200 |
-8.90 |
|
-8.65 |
| | |
|
|
|
L |
|
Sands China |
22.050 |
08:08 |
1.61 |
22.050 |
|
20.050 |
2.000 |
9.98 |
|
-9.26 |
| | |
|
|
|
L |
|
Meituan |
96.800 |
08:08 |
6.26 |
93.300 |
3.75 |
86.450 |
6.850 |
7.92 |
|
-11.19 |
| | |
|
|
|
|
|
CK Hutchison |
37.800 |
08:08 |
0.27 |
38.650 |
-2.20 |
39.650 |
-1.000 |
-2.52 |
|
-11.27 |
| | |
|
|
|
L |
|
Hang Seng Bank |
85.650 |
08:08 |
0.12 |
86.300 |
-0.75 |
85.700 |
0.600 |
0.70 |
|
-11.37 |
| | |
|
|
|
L |
|
JD.com |
107.900 |
08:08 |
5.58 |
103.300 |
4.45 |
103.800 |
-0.500 |
-0.48 |
|
-11.70 |
| | |
|
|
|
S |
|
Shenzhou Inter |
74.100 |
08:08 |
1.93 |
64.850 |
14.26 |
78.800 |
-13.950 |
-17.70 |
|
-12.60 |
| | |
|
|
|
L |
|
ENN Energy |
60.300 |
08:08 |
3.97 |
61.450 |
-1.87 |
51.650 |
9.800 |
18.97 |
|
-12.66 |
| | |
|
|
|
L |
|
Alibaba |
70.250 |
08:08 |
2.11 |
70.300 |
-0.07 |
70.800 |
-0.500 |
-0.71 |
|
-12.79 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
12/04/23 |
prc diff |
⇓ Δ16 |
|
∅-RS |
| | |
|
|
|
L |
|
Tingyi |
8.580 |
08:08 |
-1.61 |
9.090 |
-5.61 |
9.530 |
-0.440 |
-4.62 |
|
-12.90 |
| | |
|
|
|
L |
|
China Res Beer |
36.050 |
08:08 |
2.12 |
35.800 |
0.70 |
34.000 |
1.800 |
5.29 |
|
-14.56 |
| | |
|
|
|
L |
|
Sun Hung Kai |
75.450 |
08:08 |
-0.79 |
74.500 |
1.28 |
76.200 |
-1.700 |
-2.23 |
|
-14.57 |
| | |
|
|
|
|
|
Hengan |
24.650 |
08:08 |
0.41 |
24.650 |
|
27.950 |
-3.300 |
-11.81 |
|
-14.98 |
| | |
|
|
|
|
|
Baidu |
102.700 |
08:08 |
3.27 |
100.700 |
1.99 |
111.600 |
-10.900 |
-9.77 |
|
-15.95 |
| | |
|
|
|
|
|
Orient Overseas |
93.500 |
08:08 |
-2.55 |
96.150 |
-2.76 |
94.500 |
1.650 |
1.75 |
|
-15.98 |
| | |
|
|
|
|
|
Galaxy Entertainment |
39.300 |
08:08 |
-0.76 |
39.450 |
-0.38 |
40.750 |
-1.300 |
-3.19 |
|
-16.19 |
| | |
|
|
|
L |
|
Wharf REIC |
25.450 |
08:08 |
-1.74 |
26.000 |
-2.12 |
24.700 |
1.300 |
5.26 |
|
-16.82 |
| | |
|
|
|
L |
|
Xinyi Glass |
8.290 |
08:08 |
3.37 |
8.270 |
0.24 |
8.620 |
-0.350 |
-4.06 |
|
-17.06 |
| | |
|
|
|
|
|
Link REIT |
33.650 |
08:08 |
-1.90 |
34.400 |
-2.18 |
38.600 |
-4.200 |
-10.88 |
|
-17.07 |
| | |
|
|
|
|
|
China Res Land |
24.750 |
08:08 |
0.61 |
24.300 |
1.85 |
27.500 |
-3.200 |
-11.64 |
|
-17.97 |
| | |
|
|
|
|
|
HK Exchgs & Clrg |
227.800 |
08:08 |
-0.44 |
231.600 |
-1.64 |
268.400 |
-36.800 |
-13.71 |
|
-18.27 |
| | |
|
|
|
L |
|
MTR |
25.800 |
08:08 |
-1.34 |
25.600 |
0.78 |
27.900 |
-2.300 |
-8.24 |
|
-18.67 |
| | |
|
|
|
|
|
SMIC |
15.160 |
08:08 |
1.61 |
15.500 |
-2.19 |
20.900 |
-5.400 |
-25.84 |
|
-19.56 |
| | |
|
|
|
|
|
CK Property |
32.200 |
08:08 |
-0.31 |
32.550 |
-1.08 |
38.000 |
-5.450 |
-14.34 |
|
-20.30 |
| | |
|
|
|
L |
|
China Life Ins HK |
9.390 |
08:08 |
5.15 |
9.070 |
3.53 |
10.300 |
-1.230 |
-11.94 |
|
-20.52 |
| | |
|
|
|
|
|
China Res Mixc |
24.750 |
08:08 |
-1.00 |
24.350 |
1.64 |
28.150 |
-3.800 |
-13.50 |
|
-21.37 |
| | |
|
|
|
L |
|
China Mengniu Dairy |
16.800 |
08:08 |
-1.64 |
19.400 |
-13.40 |
22.850 |
-3.450 |
-15.10 |
|
-21.59 |
| | |
|
|
|
S |
|
AIA |
52.550 |
08:08 |
|
54.800 |
-4.11 |
66.200 |
-11.400 |
-17.22 |
|
-22.51 |
| | |
|
|
|
|
|
Longfor |
11.060 |
08:08 |
2.41 |
10.660 |
3.75 |
13.360 |
-2.700 |
-20.21 |
|
-23.00 |
| | |
|
|
|
L |
|
Ping An |
33.050 |
08:08 |
1.23 |
32.650 |
1.23 |
35.300 |
-2.650 |
-7.51 |
|
-23.20 |
| | |
|
|
|
S |
|
Hang Lung |
8.020 |
08:08 |
0.38 |
8.160 |
-1.72 |
10.500 |
-2.340 |
-22.29 |
|
-25.25 |
| | |
|
|
|
|
|
Alibaba Health |
3.180 |
08:08 |
0.32 |
3.200 |
-0.62 |
4.330 |
-1.130 |
-26.10 |
|
-27.86 |
| | |
|
|
|
|
|
China Ov Land & Inv |
11.260 |
08:08 |
6.03 |
10.820 |
4.07 |
13.940 |
-3.120 |
-22.38 |
|
-28.24 |
| | |
|
|
|
|
|
Budweiser Brewing |
11.520 |
08:08 |
0.52 |
11.620 |
-0.86 |
13.400 |
-1.780 |
-13.28 |
|
-28.75 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
12/04/23 |
prc diff |
⇓ Δ16 |
|
∅-RS |
| | |
|
|
|
L |
|
Country Garden Svcs |
5.010 |
08:08 |
-4.93 |
5.470 |
-8.41 |
6.970 |
-1.500 |
-21.52 |
|
-29.17 |
| | |
|
|
|
|
|
JD Health |
27.700 |
08:08 |
1.84 |
28.400 |
-2.46 |
36.650 |
-8.250 |
-22.51 |
|
-29.92 |
| | |
|
|
|
L |
|
Li Ning |
20.800 |
08:08 |
4.42 |
20.200 |
2.97 |
20.700 |
-0.500 |
-2.42 |
|
-30.89 |
| | |
|
|
|
|
|
Sunny Optical |
39.950 |
08:08 |
1.01 |
43.000 |
-7.09 |
68.750 |
-25.750 |
-37.45 |
|
-35.31 |
| | |
|
|
|
L |
|
Zhongsheng |
13.560 |
08:08 |
10.24 |
13.140 |
3.20 |
17.600 |
-4.460 |
-25.34 |
|
-37.34 |
| | |
|
|
|
|
|
New World Dev |
8.260 |
08:08 |
-0.60 |
8.570 |
-3.62 |
10.860 |
-2.290 |
-21.09 |
|
-40.14 |
| | |
|
|
|
S |
|
WuXi AppTec HK |
37.100 |
08:08 |
0.68 |
38.850 |
-4.50 |
83.450 |
-44.600 |
-53.45 |
|
-45.59 |
| | |
|
|
|
|
|
WuXi Biologics |
14.300 |
08:08 |
3.92 |
14.020 |
2.00 |
33.150 |
-19.130 |
-57.71 |
|
-58.86 |
HSI - 82 out of 82 instruments rated - 3/25/24 / 12/04/23 - 39 did rise, Market-Ratio(16) = 47.56 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Index * S16 - 39/40 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
1/21/08 |
749 |
|
- cash - |
short |
1/21/08 |
5/12/08 |
112 |
|
|
|
Galaxy Entertainment |
100 |
1,636 |
|
6.110 |
5.480 |
6.812 |
0.702 |
11 |
11,149 |
43 |
|
5/12/08 |
6/16/08 |
35 |
|
- cash - |
|
6/16/08 |
7/07/08 |
21 |
|
|
|
Galaxy Entertainment |
100 |
2,156 |
|
5.170 |
3.900 |
6.854 |
1.684 |
33 |
14,779 |
13,325 |
|
7/07/08 |
7/21/08 |
14 |
|
- cash - |
|
7/21/08 |
1/26/09 |
189 |
|
|
|
Galaxy Entertainment |
100 |
4,909 |
|
3.010 |
1.250 |
7.248 |
4.238 |
141 |
35,584 |
446 |
|
1/26/09 |
3/02/09 |
35 |
|
- cash - |
|
3/02/09 |
3/09/09 |
7 |
|
|
|
HSBC |
100 |
821 |
|
43.300 |
38.080 |
49.236 |
5.936 |
14 |
40,457 |
81,018 |
|
3/09/09 |
1/25/10 |
322 |
|
- cash - |
|
1/25/10 |
3/08/10 |
42 |
|
|
|
China Unicom |
100 |
4,682 |
|
8.640 |
9.600 |
7.680 |
-0.960 |
-11 |
35,962 |
-64 |
|
3/08/10 |
5/03/10 |
56 |
|
- cash - |
|
5/03/10 |
5/17/10 |
14 |
|
|
|
Citic Pacific |
100 |
2,365 |
|
15.200 |
13.440 |
17.191 |
1.991 |
13 |
40,670 |
2,374 |
|
5/17/10 |
7/05/10 |
49 |
|
- cash - |
|
7/05/10 |
8/16/10 |
42 |
|
|
|
Citic Pacific |
100 |
2,840 |
|
14.320 |
16.000 |
12.640 |
-1.680 |
-12 |
35,899 |
-66 |
|
8/16/10 |
2/07/11 |
175 |
|
- cash - |
|
2/07/11 |
3/21/11 |
42 |
|
|
|
China Res Land |
100 |
2,822 |
|
12.720 |
13.280 |
12.160 |
-0.560 |
-4 |
34,318 |
-32 |
|
3/21/11 |
6/06/11 |
77 |
|
- cash - |
|
6/06/11 |
6/13/11 |
7 |
|
|
|
China Life Ins HK |
100 |
1,282 |
|
26.750 |
24.600 |
29.088 |
2.338 |
9 |
37,315 |
7,796 |
|
6/13/11 |
7/25/11 |
42 |
|
- cash - |
|
7/25/11 |
11/28/11 |
126 |
|
|
|
New World Dev |
100 |
811 |
|
46.000 |
26.480 |
79.909 |
33.909 |
74 |
64,816 |
395 |
|
11/28/11 |
12/05/11 |
7 |
|
- cash - |
|
12/05/11 |
1/09/12 |
35 |
|
|
|
New World Dev |
100 |
2,470 |
|
26.240 |
28.840 |
23.640 |
-2.600 |
-10 |
58,394 |
-66 |
|
1/09/12 |
5/21/12 |
133 |
|
- cash - |
|
5/21/12 |
7/16/12 |
56 |
|
|
|
China Unicom |
100 |
4,948 |
|
11.800 |
10.740 |
12.965 |
1.165 |
10 |
64,156 |
85 |
|
7/16/12 |
7/23/12 |
7 |
|
- cash - |
|
7/23/12 |
7/30/12 |
7 |
|
|
|
HK Exchgs & Clrg |
100 |
629 |
|
101.900 |
105.500 |
98.300 |
-3.600 |
-4 |
61,892 |
-85 |
|
7/30/12 |
8/20/12 |
21 |
|
- cash - |
|
8/20/12 |
8/27/12 |
7 |
|
|
|
Citic Pacific |
100 |
5,555 |
|
11.140 |
10.740 |
11.555 |
0.415 |
4 |
64,197 |
573 |
|
8/27/12 |
5/27/13 |
273 |
|
- cash - |
|
5/27/13 |
9/16/13 |
112 |
|
|
|
Belle International |
100 |
5,331 |
|
12.040 |
11.300 |
12.829 |
0.789 |
7 |
68,400 |
23 |
|
9/16/13 |
1/06/14 |
112 |
|
- cash - |
|
1/06/14 |
4/14/14 |
98 |
|
|
|
Belle International |
100 |
8,181 |
|
8.360 |
8.440 |
8.280 |
-0.080 |
-1 |
67,746 |
-4 |
|
4/14/14 |
4/28/14 |
14 |
|
- cash - |
|
4/28/14 |
5/05/14 |
7 |
|
|
|
Geely Auto |
100 |
25,372 |
|
2.670 |
2.670 |
2.670 |
0.000 |
0 |
67,746 |
0 |
|
5/05/14 |
11/24/14 |
203 |
|
- cash - |
|
11/24/14 |
12/08/14 |
14 |
|
|
|
Kunlun Energy |
100 |
7,942 |
|
8.530 |
7.710 |
9.437 |
0.907 |
11 |
74,951 |
1,294 |
|
12/08/14 |
12/15/14 |
7 |
|
- cash - |
|
12/15/14 |
1/12/15 |
28 |
|
|
|
Kunlun Energy |
100 |
10,482 |
|
7.150 |
7.570 |
6.730 |
-0.420 |
-6 |
70,548 |
-55 |
|
1/12/15 |
7/27/15 |
196 |
|
- cash - |
|
7/27/15 |
12/14/15 |
140 |
|
|
|
China Shenhua HK |
100 |
4,858 |
|
14.520 |
11.620 |
18.144 |
3.624 |
25 |
88,153 |
79 |
|
12/14/15 |
1/04/16 |
21 |
|
- cash - |
|
1/04/16 |
4/18/16 |
105 |
|
|
|
Belle International |
100 |
15,998 |
|
5.510 |
4.720 |
6.432 |
0.922 |
17 |
102,906 |
71 |
|
4/18/16 |
12/05/16 |
231 |
|
- cash - |
|
12/05/16 |
2/06/17 |
63 |
|
|
|
Lenovo |
100 |
21,528 |
|
4.780 |
5.040 |
4.520 |
-0.260 |
-5 |
97,309 |
-28 |
|
2/06/17 |
5/07/18 |
455 |
|
- cash - |
|
5/07/18 |
6/04/18 |
28 |
|
|
|
China Merchants |
100 |
5,664 |
|
17.180 |
18.060 |
16.300 |
-0.880 |
-5 |
92,324 |
-50 |
|
6/04/18 |
6/18/18 |
14 |
|
- cash - |
|
6/18/18 |
12/31/18 |
196 |
|
|
|
China Merchants |
100 |
5,361 |
|
17.220 |
14.100 |
21.030 |
3.810 |
22 |
112,752 |
45 |
|
12/31/18 |
1/07/19 |
7 |
|
- cash - |
|
1/07/19 |
1/14/19 |
7 |
|
|
|
AAC Technologies |
100 |
2,770 |
|
40.700 |
45.650 |
35.750 |
-4.950 |
-12 |
99,041 |
-100 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/14/19 |
5/27/19 |
133 |
|
- cash - |
|
5/27/19 |
11/25/19 |
182 |
|
|
|
AAC Technologies |
100 |
2,341 |
|
42.300 |
56.400 |
28.200 |
-14.100 |
-33 |
66,032 |
-56 |
|
11/25/19 |
12/09/19 |
14 |
|
- cash - |
|
12/09/19 |
12/16/19 |
7 |
|
|
|
Bank of East Asia |
100 |
3,730 |
|
17.700 |
17.720 |
17.680 |
-0.020 |
0 |
65,958 |
-6 |
|
12/16/19 |
2/03/20 |
49 |
|
- cash - |
|
2/03/20 |
2/17/20 |
14 |
|
|
|
Bank of East Asia |
100 |
3,940 |
|
16.740 |
17.640 |
15.840 |
-0.900 |
-5 |
62,412 |
-76 |
|
2/17/20 |
2/24/20 |
7 |
|
- cash - |
|
2/24/20 |
7/06/20 |
133 |
|
|
|
PetroChina |
100 |
19,382 |
|
3.220 |
2.900 |
3.575 |
0.355 |
11 |
69,298 |
33 |
|
7/06/20 |
7/27/20 |
21 |
|
- cash - |
|
7/27/20 |
8/17/20 |
21 |
|
|
|
Swire Pacific |
100 |
1,809 |
|
38.300 |
41.500 |
35.100 |
-3.200 |
-8 |
63,509 |
-78 |
|
8/17/20 |
8/31/20 |
14 |
|
- cash - |
|
8/31/20 |
9/14/20 |
14 |
|
|
|
HSBC |
100 |
1,878 |
|
33.800 |
32.200 |
35.480 |
1.680 |
5 |
66,664 |
254 |
|
9/14/20 |
9/28/20 |
14 |
|
- cash - |
|
9/28/20 |
11/09/20 |
42 |
|
|
|
Citic Pacific |
100 |
11,715 |
|
5.690 |
6.120 |
5.260 |
-0.430 |
-8 |
61,626 |
-49 |
|
11/09/20 |
7/12/21 |
245 |
|
- cash - |
|
7/12/21 |
1/10/22 |
182 |
|
|
|
China Life Ins HK |
100 |
4,472 |
|
13.780 |
13.240 |
14.342 |
0.562 |
4 |
64,139 |
8 |
|
1/10/22 |
7/11/22 |
182 |
|
- cash - |
|
7/11/22 |
12/12/22 |
154 |
|
|
|
AAC Technologies |
100 |
3,882 |
|
16.520 |
17.760 |
15.280 |
-1.240 |
-8 |
59,326 |
-17 |
|
12/12/22 |
12/19/22 |
7 |
|
- cash - |
|
12/19/22 |
12/26/22 |
7 |
|
|
|
CLP |
100 |
1,061 |
|
55.900 |
55.550 |
56.252 |
0.352 |
1 |
59,699 |
39 |
|
12/26/22 |
5/01/23 |
126 |
|
- cash - |
|
5/01/23 |
1/01/24 |
245 |
|
|
|
JD.com |
100 |
439 |
|
135.900 |
112.500 |
164.167 |
28.267 |
21 |
72,109 |
33 |
|
1/01/24 |
1/08/24 |
7 |
|
- cash - |
|
1/08/24 |
3/04/24 |
56 |
|
|
|
Li Ning |
100 |
4,006 |
|
18.000 |
19.520 |
16.480 |
-1.520 |
-8 |
66,020 |
-44 |
|
3/04/24 |
3/11/24 |
7 |
|
- cash - |
|
3/11/24 |
3/18/24 |
7 |
|
|
|
WuXi Biologics |
100 |
3,729 |
|
17.700 |
14.760 |
21.226 |
3.526 |
20 |
79,167 |
> 999,999 |
|
3/18/24 |
3/28/24 |
10 |
|
- cash - |
accum | 1/21/08 |
3/18/24 | 2569 |
days out of 6660 invested (39%) |
692 |
79,167 |
34 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Galaxy Entertainment | short | 1/21/08 | 5/12/08 | 112 | 6.11 | 5.48 | 6.81 | 0.70 | 11.50 | | | |
| | 6/16/08 | 7/07/08 | 21 | 5.17 | 3.90 | 6.85 | 1.68 | 32.56 | | | |
| | 7/21/08 | 1/26/09 | 189 | 3.01 | 1.25 | 7.25 | 4.24 | 140.80 | | | 255.91 |
New World Dev | | 7/25/11 | 11/28/11 | 126 | 46.00 | 26.48 | 79.91 | 33.91 | 73.72 | | | |
| | 12/05/11 | 1/09/12 | 35 | 26.24 | 28.84 | 23.64 | -2.60 | -9.91 | | | 56.50 |
China Shenhua HK | | 7/27/15 | 12/14/15 | 140 | 14.52 | 11.62 | 18.14 | 3.62 | 24.96 | | | 24.96 |
Belle International | | 5/27/13 | 9/16/13 | 112 | 12.04 | 11.30 | 12.83 | 0.79 | 6.55 | | | |
| | 1/06/14 | 4/14/14 | 98 | 8.36 | 8.44 | 8.28 | -0.08 | -0.96 | | | |
| | 1/04/16 | 4/18/16 | 105 | 5.51 | 4.72 | 6.43 | 0.92 | 16.74 | | | 23.19 |
JD.com | | 5/01/23 | 1/01/24 | 245 | 135.90 | 112.50 | 164.17 | 28.27 | 20.80 | | | 20.80 |
WuXi Biologics | | 3/11/24 | 3/18/24 | 7 | 17.70 | 14.76 | 21.23 | 3.53 | 19.92 | | | 19.92 |
HSBC | | 3/02/09 | 3/09/09 | 7 | 43.30 | 38.08 | 49.24 | 5.94 | 13.71 | | | |
| | 8/31/20 | 9/14/20 | 14 | 33.80 | 32.20 | 35.48 | 1.68 | 4.97 | | | 19.36 |
China Merchants | | 5/07/18 | 6/04/18 | 28 | 17.18 | 18.06 | 16.30 | -0.88 | -5.12 | | | |
| | 6/18/18 | 12/31/18 | 196 | 17.22 | 14.10 | 21.03 | 3.81 | 22.13 | | | 15.87 |
China Life Ins HK | | 6/06/11 | 6/13/11 | 7 | 26.75 | 24.60 | 29.09 | 2.34 | 8.74 | | | |
| | 7/12/21 | 1/10/22 | 182 | 13.78 | 13.24 | 14.34 | 0.56 | 4.08 | | | 13.17 |
PetroChina | | 2/24/20 | 7/06/20 | 133 | 3.22 | 2.90 | 3.58 | 0.36 | 11.03 | | | 11.03 |
Kunlun Energy | | 11/24/14 | 12/08/14 | 14 | 8.53 | 7.71 | 9.44 | 0.91 | 10.64 | | | |
| | 12/15/14 | 1/12/15 | 28 | 7.15 | 7.57 | 6.73 | -0.42 | -5.87 | | | 4.14 |
CLP | | 12/19/22 | 12/26/22 | 7 | 55.90 | 55.55 | 56.25 | 0.35 | 0.63 | | | 0.63 |
Geely Auto | | 4/28/14 | 5/05/14 | 7 | 2.67 | 2.67 | 2.67 | 0.00 | 0.00 | | | 0.00 |
China Unicom | | 1/25/10 | 3/08/10 | 42 | 8.64 | 9.60 | 7.68 | -0.96 | -11.11 | | | |
| | 5/21/12 | 7/16/12 | 56 | 11.80 | 10.74 | 12.96 | 1.16 | 9.87 | | | -2.34 |
HK Exchgs & Clrg | | 7/23/12 | 7/30/12 | 7 | 101.90 | 105.50 | 98.30 | -3.60 | -3.53 | | | -3.53 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Citic Pacific | | 5/03/10 | 5/17/10 | 14 | 15.20 | 13.44 | 17.19 | 1.99 | 13.10 | | | |
| | 7/05/10 | 8/16/10 | 42 | 14.32 | 16.00 | 12.64 | -1.68 | -11.73 | | | |
| | 8/20/12 | 8/27/12 | 7 | 11.14 | 10.74 | 11.55 | 0.41 | 3.72 | | | |
| | 9/28/20 | 11/09/20 | 42 | 5.69 | 6.12 | 5.26 | -0.43 | -7.56 | | | -4.28 |
China Res Land | | 2/07/11 | 3/21/11 | 42 | 12.72 | 13.28 | 12.16 | -0.56 | -4.40 | | | -4.40 |
Lenovo | | 12/05/16 | 2/06/17 | 63 | 4.78 | 5.04 | 4.52 | -0.26 | -5.44 | | | -5.44 |
Bank of East Asia | | 12/09/19 | 12/16/19 | 7 | 17.70 | 17.72 | 17.68 | -0.02 | -0.11 | | | |
| | 2/03/20 | 2/17/20 | 14 | 16.74 | 17.64 | 15.84 | -0.90 | -5.38 | | | -5.48 |
Swire Pacific | | 7/27/20 | 8/17/20 | 21 | 38.30 | 41.50 | 35.10 | -3.20 | -8.36 | | | -8.36 |
Li Ning | | 1/08/24 | 3/04/24 | 56 | 18.00 | 19.52 | 16.48 | -1.52 | -8.44 | | | -8.44 |
AAC Technologies | | 1/07/19 | 1/14/19 | 7 | 40.70 | 45.65 | 35.75 | -4.95 | -12.16 | | | |
| | 5/27/19 | 11/25/19 | 182 | 42.30 | 56.40 | 28.20 | -14.10 | -33.33 | | | |
| | 7/11/22 | 12/12/22 | 154 | 16.52 | 17.76 | 15.28 | -1.24 | -7.51 | | | -45.84 |
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 |
|
|