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

Assessment - Hang Seng Index - 3/27/23 - RS = 16

		instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	12/05/22	prc diff	⇓ Δ16	⇓∅-RS
		HSI	20,400.100	Fri	0.45	19,567.700	4.25	19,518.300	49.400	0.25	-0.52
		AIA	82.650	Fri	-0.42	80.550	2.61	83.400	-2.850	-3.42	3.35
		Alibaba	100.400	Fri	3.61	85.250	17.77	92.650	-7.400	-7.99	-4.95
		Alibaba Health	5.680	Fri	-2.24	6.310	-9.98	8.690	-2.380	-27.39	29.09
	L	ANTA Sports Products	114.000	Fri	-2.40	111.800	1.97	98.450	13.350	13.56	21.35
	L	Baidu	148.700	Fri	-0.54	149.500	-0.54	117.900	31.600	26.80	22.39
	L	Bank of China	3.010	Fri	-0.33	2.980	1.01	2.710	0.270	9.96	4.30
		Bank of China (HK)	24.450	Fri	-3.74	24.750	-1.21	24.000	0.750	3.13	-9.33
	L	Bank of Communicats	4.940	Fri	0.20	4.850	1.86	4.410	0.440	9.98	3.35
		Budweiser Brewing	23.950	Fri	-2.84	24.050	-0.42	24.200	-0.150	-0.62	10.46
		BYD Company	229.800	Fri	2.04	208.000	10.48	196.000	12.000	6.12	-9.02
	L	CK Hutchison	48.700	Fri	0.21	48.550	0.31	44.650	3.900	8.73	-1.33
	L	CK Infrastructure	42.700	Fri	1.07	42.300	0.95	39.550	2.750	6.95	-5.67
		CK Property	47.650	Fri		47.250	0.85	46.100	1.150	2.49	-6.73
	L	China Constr Bk HK	5.090	Fri	0.39	4.990	2.00	4.710	0.280	5.94	-0.28
		China Hongqiao	7.520	Fri	1.21	7.390	1.76	7.590	-0.200	-2.64	-7.81
		China Life Ins HK	12.900	Fri	3.86	12.920	-0.15	12.600	0.320	2.54	9.57
		China Mengniu Dairy	32.200	Fri	-1.23	33.850	-4.87	34.450	-0.600	-1.74	-4.61
	L	China Mobile	63.600	Fri	2.00	62.400	1.92	53.000	9.400	17.74	19.09
	S	China Ov Land & Inv	18.960	Fri	-0.84	19.120	-0.84	20.150	-1.030	-5.11	-10.35
	L	China Res Beer	63.000	Fri	-2.10	62.950	0.08	55.100	7.850	14.25	21.61
		China Res Land	35.800	Fri	-2.32	34.550	3.62	33.400	1.150	3.44	1.62
		China Res Mixc	41.250	Fri	-1.20	38.300	7.70	37.200	1.100	2.96	5.20
		China Shenhua HK	24.700	Fri	0.61	24.150	2.28	23.150	1.000	4.32	1.36
		China Unicom	5.640	Fri	1.62	5.610	0.53	4.780	0.830	17.36	37.20
		instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	12/05/22	prc diff	⇓ Δ16	⇓∅-RS
		Chow Tai Fook Jwl	15.580	Fri	0.52	15.240	2.23	15.140	0.100	0.66	3.54
	L	Citic Pacific	9.180	Fri	-0.11	8.980	2.23	7.690	1.290	16.78	9.49
	L	CLP	56.700	Fri	-0.18	56.000	1.25	55.500	0.500	0.90	-11.15
	L	CNOOC	11.660	Fri	-0.68	11.260	3.55	10.060	1.200	11.93	7.60
	S	Country Garden	2.210	Fri	-3.07	2.150	2.79	3.100	-0.950	-30.65	-22.60
	S	Country Garden Svcs	13.580	Fri	-5.96	12.300	10.41	22.100	-9.800	-44.34	-31.07
	S	CSPC Pharmaceutical	7.720	Fri	2.80	7.690	0.39	9.480	-1.790	-18.88	-7.36
		ENN Energy	107.600	Fri	0.47	101.700	5.80	103.900	-2.200	-2.12	-8.35
		Galaxy Entertainment	52.450	Fri	1.65	51.800	1.25	51.400	0.400	0.78	12.46
	S	Geely Auto	10.100	Fri	1.30	9.780	3.27	12.100	-2.320	-19.17	-20.33
		Haidilao Inter	21.250	Fri	0.71	19.940	6.57	21.800	-1.860	-8.53	19.17
		Haier Smart Home	24.700	Fri	-5.73	25.200	-1.98	26.600	-1.400	-5.26	-2.26
		Hang Lung	14.680	Fri	-0.14	14.740	-0.41	14.420	0.320	2.22	4.40
	S	Hang Seng Bank	111.700	Fri	-0.89	111.100	0.54	124.500	-13.400	-10.76	-13.57
	S	Hansoh Pharma	13.640	Fri	1.34	13.540	0.74	15.600	-2.060	-13.21	-4.93
		Henderson Land	27.150	Fri	0.37	26.900	0.93	24.500	2.400	9.80	-0.66
	S	Hengan	36.300	Fri	1.11	36.450	-0.41	36.400	0.050	0.14	-0.48
		HK & China Gas	6.910	Fri	-0.29	6.850	0.88	6.750	0.100	1.48	-10.63
		HK Exchgs & Clrg	348.200	Fri	1.63	333.200	4.50	329.400	3.800	1.15	3.37
		HSBC	53.200	Fri	-1.12	51.650	3.00	47.200	4.450	9.43	4.63
	L	ICBC	4.180	Fri	-2.11	4.180		3.850	0.330	8.57	1.72
	S	JD.com	172.000	Fri	5.39	153.200	12.27	241.600	-88.400	-36.59	-27.95
	L	Lenovo	8.500	Fri	1.07	8.700	-2.30	6.340	2.360	37.22	28.12
		Li Ning	61.900	Fri	1.89	58.550	5.72	63.400	-4.850	-7.65	-6.72
	S	Link REIT	50.500	Fri	0.20	50.350	0.30	52.600	-2.250	-4.28	-15.41
		instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	12/05/22	prc diff	⇓ Δ16	⇓∅-RS
		Longfor	22.150	Fri	-1.56	21.350	3.75	26.000	-4.650	-17.88	-17.10
	S	Meituan	143.500	Fri	1.06	131.400	9.21	174.300	-42.900	-24.61	-19.41
		MTR	37.850	Fri	-0.26	37.800	0.13	36.550	1.250	3.42	-5.49
	L	NetEase	138.000	Fri	1.55	137.400	0.44	113.600	23.800	20.95	6.11
		New World Dev	21.050	Fri	-0.47	21.050		20.150	0.900	4.47	-12.40
	L	Nongfu Spring	45.150	Fri	-0.33	45.500	-0.77	42.850	2.650	6.18	4.73
	L	Orient Overseas	150.200	Fri	-2.59	149.500	0.47	140.100	9.400	6.71	-8.48
	L	PetroChina	4.650	Fri	-0.64	4.260	9.15	3.600	0.660	18.33	15.18
		Ping An	51.100	Fri	0.59	50.700	0.79	52.950	-2.250	-4.25	5.71
		Power Assets	42.100	Fri	0.24	41.700	0.96	40.900	0.800	1.96	-7.57
		Sands China	27.300	Fri	2.63	26.400	3.41	24.300	2.100	8.64	37.42
	L	SMIC	18.600	Fri	1.86	17.700	5.08	16.120	1.580	9.80	6.26
		Shenzhou Inter	82.400	Fri	6.60	81.200	1.48	77.350	3.850	4.98	-2.09
		Sino Biopharm	4.400	Fri	0.46	4.380	0.46	4.560	-0.180	-3.95	1.61
	L	Sinopec	4.640	Fri	-1.69	4.530	2.43	3.660	0.870	23.77	20.99
		Sun Hung Kai	110.000	Fri	-0.54	108.100	1.76	93.500	14.600	15.61	12.06
	L	Sunny Optical	94.950	Fri	-1.30	94.200	0.80	103.800	-9.600	-9.25	-4.60
	S	Techtronic Inds	84.850	Fri	-1.45	84.200	0.77	100.000	-15.800	-15.80	-8.75
	L	Tencent	385.800	Fri	0.21	362.800	6.34	314.000	48.800	15.54	13.22
	L	Tingyi	13.080	Fri	-2.53	14.180	-7.76	12.500	1.680	13.44	6.59
		WH Group	4.680	Fri	2.86	4.480	4.46	4.500	-0.020	-0.44	-10.95
		Wharf REIC	45.100	Fri	0.89	44.150	2.15	39.050	5.100	13.06	14.80
		WuXi Biologics	48.600	Fri	-1.42	49.050	-0.92	55.050	-6.000	-10.90	-15.06
	L	Xiaomi	12.100	Fri	-0.33	12.000	0.83	11.500	0.500	4.35	5.94
		Xinyi Glass	14.060	Fri	0.57	13.560	3.69	14.920	-1.360	-9.12	-11.30
		instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	12/05/22	prc diff	⇓ Δ16	⇓∅-RS
	L	Xinyi Solar	9.410	Fri	0.53	8.920	5.49	8.650	0.270	3.12	-13.28
	S	Zhongsheng	38.700	Fri	2.93	36.550	5.88	44.600	-8.050	-18.05	-13.73
HSI - 76 out of 76 instruments rated - 3/27/23 / 12/05/22 - 47 did rise, Market-Ratio(16) = 61.84 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI RS = 16 - B/S = 39/40

1/07/19	scale up chart	3/27/23

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		4/02/23	97		- cash -
accum	1/21/08	12/26/22	2261	days out of 6299 invested (36%)							497		59,699	33

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
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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


	is taking down something concerning