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

Assessment - Hang Seng Index - 2/06/23 - RS = 14

		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	10/31/22	prc diff	⇓ Δ14	∅-RS
	L	HSI	21,624.400	08:08	1.60	21,222.200	1.90	14,687.000	6,535.200	44.50	6.59
	L	Sands China	29.500	08:08	5.36	28.150	4.80	13.700	14.450	105.47	52.00
	L	China Unicom	5.560	08:08	1.65	5.480	1.46	3.340	2.140	64.07	39.09
		Swire Pacific	66.200	08:08	-0.23	65.150	1.61	51.950	13.200	25.41	26.18
	L	AAC Technologies	20.900	08:08	5.88	20.350	2.70	14.380	5.970	41.52	23.32
	L	Galaxy Entertainment	54.400	08:08	3.23	54.250	0.28	35.850	18.400	51.32	20.67
	L	Sun Hung Kai	112.000	08:08	-0.27	112.200	-0.18	84.450	27.750	32.86	18.47
	L	Wharf REIC	44.650	08:08	-0.22	44.100	1.25	30.950	13.150	42.49	17.46
	L	Tencent	395.600	08:08	3.51	376.800	4.99	205.600	171.200	83.27	15.93
	L	Ping An	59.150	08:08	2.69	56.050	5.53	31.400	24.650	78.50	15.72
	L	HSBC	58.000	08:08	0.35	56.600	2.47	40.250	16.350	40.62	15.37
	L	China Life Ins HK	13.980	08:08	3.56	13.460	3.86	8.550	4.910	57.43	14.66
	L	Sinopec	4.210	08:08	0.24	4.110	2.43	3.100	1.010	32.58	11.35
	L	PetroChina	4.120	08:08		4.070	1.23	3.000	1.070	35.67	10.45
	L	AIA	87.850	08:08	2.51	85.600	2.63	59.450	26.150	43.99	10.05
	L	China Res Power	17.280	08:08	-0.58	16.240	6.40	11.420	4.820	42.21	10.03
	L	Hang Lung	15.920	08:08	0.89	15.600	2.05	9.870	5.730	58.05	9.79
	L	Citic Pacific	9.120	08:08	-0.55	8.980	1.56	7.030	1.950	27.74	9.66
	L	China Mobile	56.600	08:08	0.80	56.600		47.250	9.350	19.79	9.59
	L	CNOOC	11.460	08:08	-0.87	11.160	2.69	9.360	1.800	19.23	8.63
	L	China Res Land	37.000	08:08	0.68	36.000	2.78	24.600	11.400	46.34	5.47
	L	Henderson Land	28.950	08:08	0.52	28.900	0.17	19.220	9.680	50.36	4.41
	L	MTR	41.700	08:08	-0.24	41.750	-0.12	34.550	7.200	20.84	3.91
	L	HK Exchgs & Clrg	343.400	08:08	1.84	337.600	1.72	209.000	128.600	61.53	2.75
	L	Link REIT	62.800	08:08	-1.10	62.900	-0.16	46.400	16.500	35.56	2.64
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	10/31/22	prc diff	⇓ Δ14	∅-RS
	L	Bank of China	2.980	08:08	0.34	2.940	1.36	2.530	0.410	16.21	2.51
		China Shenhua HK	23.850	08:08		23.900	-0.21	20.650	3.250	15.74	2.13
		Hengan	37.800	08:08	-0.53	37.700	0.27	30.450	7.250	23.81	1.64
	L	China Mengniu Dairy	37.900	08:08		37.200	1.88	25.150	12.050	47.91	1.41
	L	Bank of Communicats	4.820	08:08	-0.62	4.770	1.05	3.830	0.940	24.54	0.25
	L	Sunny Optical	107.800	08:08	5.69	104.500	3.16	68.050	36.450	53.56	-0.53
	L	CK Property	50.700	08:08	-0.10	49.900	1.60	43.400	6.500	14.98	-2.07
	L	Bank of East Asia	10.220	08:08	0.79	10.020	2.00	7.520	2.500	33.24	-2.58
	L	CK Hutchison	49.350	08:08	0.92	48.700	1.33	39.000	9.700	24.87	-2.86
	L	China Constr Bk HK	4.990	08:08	-0.20	4.960	0.60	4.170	0.790	18.94	-2.93
	L	Sino Land	10.380	08:08	1.17	10.120	2.57	8.390	1.730	20.62	-3.83
	L	CKI	43.950	08:08	-0.79	44.050	-0.23	37.300	6.750	18.10	-3.85
	L	HK & China Gas	7.730	08:08	0.26	7.760	-0.39	6.060	1.700	28.05	-4.09
	L	Power Assets	43.900	08:08	0.34	44.150	-0.57	37.550	6.600	17.58	-4.14
	L	ICBC	4.050	08:08	-0.74	4.010	1.00	3.410	0.600	17.60	-4.19
	L	Geely Auto	12.020	08:08	2.21	12.160	-1.15	8.440	3.720	44.08	-4.32
	L	Hang Seng Bank	125.400	08:08	-0.16	124.700	0.56	110.500	14.200	12.85	-5.51
	L	Bank of China (HK)	26.300	08:08	-0.19	26.100	0.77	24.400	1.700	6.97	-5.80
	L	New World Dev	24.250	08:08	1.04	23.550	2.97	16.060	7.490	46.64	-6.28
	L	WH Group	4.750	08:08	0.21	4.740	0.21	3.970	0.770	19.40	-7.35
	L	Lenovo	6.780	08:08	3.04	6.310	7.45	6.280	0.030	0.48	-8.91
		China Ov Land & Inv	20.200	08:08	0.25	19.860	1.71	14.980	4.880	32.58	-8.98
	L	China Merchants	11.180	08:08	1.27	10.940	2.19	9.200	1.740	18.91	-10.23
	L	Country Garden	2.740	08:08	1.48	2.700	1.48	1.010	1.690	167.33	-11.32
	L	CLP	57.750	08:08	-0.09	57.750		52.700	5.050	9.58	-12.15
		⇓instrument	freshest		⇓ Δday	2/06/23	⇓ Δwk	10/31/22	prc diff	⇓ Δ14	∅-RS
		Want Want China	4.920	08:08	-0.20	5.020	-1.99	5.160	-0.140	-2.71	-18.61
HSI - 50 out of 50 instruments rated - 2/06/23 / 10/31/22 - 49 did rise, Market-Ratio(14) = 98.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI RS = 14 - B/S = 68/33

1/07/19	scale up chart	2/06/23

Transactions Hang Seng Index * A14 - 68/33 (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		1/09/06	7		- cash -
long	1/09/06	1/21/08	742		China Ov Land & Inv	100	2,717	3.680	14.160		10.480	285	38,474	94
short	1/21/08	1/26/09	371		Galaxy Entertainment	100	6,296	6.110	1.250	29.866	23.756	389	188,040	376
long	1/26/09	1/25/10	364		Hengan	100	7,232	26.000	52.000		26.000	100	376,072	100
short	1/25/10	8/09/10	196		China Unicom	100	43,526	8.640	10.400	6.880	-1.760	-20	299,466	-35
long	8/09/10	2/07/11	182		Galaxy Entertainment	100	54,747	5.470	12.480		7.010	128	683,243	423
short	2/07/11	4/04/11	56		China Res Land	100	53,714	12.720	15.640	9.800	-2.920	-23	526,398	-82
long	4/04/11	8/01/11	119		Galaxy Entertainment	100	44,160	11.920	21.850		9.930	83	964,907	542
short	8/01/11	12/26/11	147		New World Dev	100	22,886	42.160	25.040	70.985	28.825	68	1,624,596	265
long	12/26/11	5/21/12	147		Lenovo	100	297,001	5.470	6.510		1.040	19	1,933,477	54
short	5/21/12	8/20/12	91		China Unicom	100	163,853	11.800	13.100	10.500	-1.300	-11	1,720,468	-37
long	8/20/12	4/22/13	245		Galaxy Entertainment	100	76,465	22.500	31.850		9.350	42	2,435,416	68
short	4/22/13	9/16/13	147		China Shenhua HK	100	94,213	25.850	25.600	26.102	0.252	1	2,459,195	2
long	9/16/13	12/23/13	98		Galaxy Entertainment	100	44,429	55.350	67.650		12.300	22	3,005,672	111
short	12/23/13	5/19/14	147		Belle International	100	339,240	8.860	8.270	9.492	0.632	7	3,220,105	19
long	5/19/14	11/10/14	175		Citic Pacific	100	235,387	13.680	13.420		-0.260	-2	3,158,905	-4
short	11/10/14	1/12/15	63		Kunlun Energy	100	316,523	9.980	7.570	13.157	3.177	32	4,164,593	396
long	1/12/15	7/13/15	182		China Life Ins HK	100	136,993	30.400	31.800		1.400	5	4,356,383	9
short	7/13/15	4/18/16	280		China Shenhua HK	100	275,024	15.840	13.340	18.809	2.969	19	5,172,792	25
long	4/18/16	11/21/16	217		AAC Technologies	100	89,417	57.850	72.400		14.550	25	6,473,809	46
short	11/21/16	2/27/17	98		Lenovo	100	1,360,043	4.760	4.700	4.821	0.061	1	6,556,500	5
long	2/27/17	4/23/18	420		Geely Auto	100	619,706	10.580	21.300		10.720	101	13,199,748	84
short	4/23/18	5/21/18	28		China Merchants	100	771,013	17.120	18.900	15.340	-1.780	-10	11,827,345	-76
long	5/21/18	6/25/18	35		CNOOC	100	814,555	14.520	12.640		-1.880	-13	10,295,982	-76
short	6/25/18	1/21/19	210		WH Group	100	1,663,325	6.190	6.860	5.520	-0.670	-11	9,181,554	-18
long	1/21/19	5/27/19	126		Lenovo	100	1,594,019	5.760	5.700		-0.060	-1	9,085,913	-3
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/27/19	12/30/19	217		AAC Technologies	100	214,796	42.300	66.800	17.800	-24.500	-58	3,823,411	-77
long	12/30/19	2/03/20	35		Sunny Optical	100	28,175	135.700	128.400		-7.300	-5	3,617,733	-44
short	2/03/20	6/29/20	147		Bank of East Asia	100	216,113	16.740	17.480	16.000	-0.740	-4	3,457,810	-11
long	6/29/20	8/03/20	35		Tencent	100	7,114	486.000	539.000		53.000	11	3,834,852	194
short	8/03/20	8/31/20	28		Swire Pacific	100	101,720	37.700	42.200	33.200	-4.500	-12	3,377,112	-81
long	8/31/20	9/14/20	14		HK Exchgs & Clrg	100	8,632	391.200	371.800		-19.400	-5	3,209,651	-73
short	9/14/20	1/04/21	112		HSBC	100	99,678	32.200	40.450	23.950	-8.250	-26	2,387,307	-62
long	1/04/21	7/19/21	196		Geely Auto	100	88,747	26.900	23.700		-3.200	-12	2,103,317	-21
short	7/19/21	1/24/22	189		China Life Ins HK	100	153,079	13.740	14.040	13.440	-0.300	-2	2,057,393	-4
long	1/24/22	4/25/22	91		China Res Power	100	99,631	20.650	14.000		-6.650	-32	1,394,847	-79
short	4/25/22	1/02/23	252		AAC Technologies	100	88,730	15.720	17.840	13.600	-2.120	-13	1,206,740	-19
long	1/02/23	2/09/23	38		Sands China	100	46,592	25.900	29.500		3.600	14	1,374,471	249
accum	1/09/06	2/09/23	6240	days out of 6247 invested (100%)							13,645		1,374,471	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	1/26/09	371	6.11	1.25	29.87	23.76	388.80
	long	8/09/10	2/07/11	182	5.47	12.48		7.01	128.15
	long	4/04/11	8/01/11	119	11.92	21.85		9.93	83.31
	long	8/20/12	4/22/13	245	22.50	31.85		9.35	41.56
	long	9/16/13	12/23/13	98	55.35	67.65		12.30	22.22	3,436.80
China Ov Land & Inv	long	1/09/06	1/21/08	742	3.68	14.16		10.48	284.78	284.78
Hengan	long	1/26/09	1/25/10	364	26.00	52.00		26.00	100.00	100.00
Geely Auto	long	2/27/17	4/23/18	420	10.58	21.30		10.72	101.32
	long	1/04/21	7/19/21	196	26.90	23.70		-3.20	-11.90	77.37
New World Dev	short	8/01/11	12/26/11	147	42.16	25.04	70.99	28.83	68.37	68.37
Kunlun Energy	short	11/10/14	1/12/15	63	9.98	7.57	13.16	3.18	31.84	31.84
China Shenhua HK	short	4/22/13	9/16/13	147	25.85	25.60	26.10	0.25	0.98
	short	7/13/15	4/18/16	280	15.84	13.34	18.81	2.97	18.74	19.90
Lenovo	long	12/26/11	5/21/12	147	5.47	6.51		1.04	19.01
	short	11/21/16	2/27/17	98	4.76	4.70	4.82	0.06	1.28
	long	1/21/19	5/27/19	126	5.76	5.70		-0.06	-1.04	19.28
Sands China	long	1/02/23	2/09/23	38	25.90	29.50		3.60	13.90	13.90
Tencent	long	6/29/20	8/03/20	35	486.00	539.00		53.00	10.91	10.91
Belle International	short	12/23/13	5/19/14	147	8.86	8.27	9.49	0.63	7.13	7.13
China Life Ins HK	long	1/12/15	7/13/15	182	30.40	31.80		1.40	4.61
	short	7/19/21	1/24/22	189	13.74	14.04	13.44	-0.30	-2.18	2.32
Citic Pacific	long	5/19/14	11/10/14	175	13.68	13.42		-0.26	-1.90	-1.90
Bank of East Asia	short	2/03/20	6/29/20	147	16.74	17.48	16.00	-0.74	-4.42	-4.42
HK Exchgs & Clrg	long	8/31/20	9/14/20	14	391.20	371.80		-19.40	-4.96	-4.96
Sunny Optical	long	12/30/19	2/03/20	35	135.70	128.40		-7.30	-5.38	-5.38
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
China Merchants	short	4/23/18	5/21/18	28	17.12	18.90	15.34	-1.78	-10.40	-10.40
WH Group	short	6/25/18	1/21/19	210	6.19	6.86	5.52	-0.67	-10.82	-10.82
Swire Pacific	short	8/03/20	8/31/20	28	37.70	42.20	33.20	-4.50	-11.94	-11.94
CNOOC	long	5/21/18	6/25/18	35	14.52	12.64		-1.88	-12.95	-12.95
China Res Land	short	2/07/11	4/04/11	56	12.72	15.64	9.80	-2.92	-22.96	-22.96
HSBC	short	9/14/20	1/04/21	112	32.20	40.45	23.95	-8.25	-25.62	-25.62
China Unicom	short	1/25/10	8/09/10	196	8.64	10.40	6.88	-1.76	-20.37
	short	5/21/12	8/20/12	91	11.80	13.10	10.50	-1.30	-11.02	-29.14
China Res Power	long	1/24/22	4/25/22	91	20.65	14.00		-6.65	-32.20	-32.20
AAC Technologies	long	4/18/16	11/21/16	217	57.85	72.40		14.55	25.15
	short	5/27/19	12/30/19	217	42.30	66.80	17.80	-24.50	-57.92
	short	4/25/22	1/02/23	252	15.72	17.84	13.60	-2.12	-13.49	-54.44

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)
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


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