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

Assessment - Hang Seng Index in Pound sterling - 1/07/24 - RS = 14

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	25/03/24	prc diff	⇓ Δ14	∅-RS
	L	HSI	1,733.251	12/08/24	0.13	1,794.724	-3.43	1,666.383	128.341	7.70	1.32
	L	China Hongqiao	1.005	12/08/24	1.33	1.197	-16.07	0.848	0.350	41.24	61.55
	L	CNOOC	1.999	12/08/24	-0.80	2.269	-11.88	1.823	0.446	24.47	54.13
	L	China Shenhua HK	3.272	12/08/24	1.57	3.641	-10.15	3.085	0.556	18.03	31.80
	L	China Res Power	2.223	12/08/24	0.23	2.426	-8.35	1.807	0.619	34.28	41.88
	L	Hansoh Pharma	1.874	12/08/24	-2.22	1.653	13.36	1.489	0.164	11.02	23.08
		PetroChina	0.676	12/08/24		0.800	-15.57	0.653	0.147	22.45	33.62
		Trip.com	33.507	12/08/24	0.55	37.943	-11.69	35.809	2.135	5.96	20.81
		Xiaomi	1.667	12/08/24	0.37	1.669	-0.12	1.499	0.170	11.35	19.29
	L	Bank of China	0.344	12/08/24	1.19	0.390	-11.69	0.328	0.062	18.99	27.81
		Zijin Mining HK	1.550	12/08/24	0.66	1.669	-7.16	1.562	0.107	6.88	24.17
	L	Tencent	37.984	12/08/24	1.35	37.721	0.70	29.193	8.527	29.21	18.02
	L	Lenovo	1.041	12/08/24	2.59	1.116	-6.72	0.899	0.217	24.13	21.37
	L	China Constr Bk HK	0.562	12/08/24	1.46	0.584	-3.81	0.485	0.100	20.62	23.17
	L	Haier Smart Home	2.461	12/08/24	1.67	2.644	-6.90	2.301	0.342	14.88	7.92
	L	China Unicom	0.605	12/08/24	-5.84	0.726	-16.74	0.563	0.163	28.90	31.34
	L	Meituan	10.534	12/08/24	-2.07	11.253	-6.39	9.438	1.816	19.24	9.97
	L	Hang Seng Bank	9.309	12/08/24	0.38	10.170	-8.47	8.730	1.440	16.49	5.36
	L	Orient Overseas	10.565	12/08/24	2.25	12.833	-17.68	9.726	3.107	31.95	14.21
	L	Shenzhou Inter	6.270	12/08/24	-0.24	7.744	-19.03	6.560	1.184	18.05	1.58
		WH Group	0.533	12/08/24		0.521	2.33	0.518	0.003	0.53	9.43
	L	Bank of China (HK)	2.259	12/08/24		2.436	-7.28	2.119	0.317	14.95	10.73
	L	ICBC	0.454	12/08/24	2.05	0.470	-3.45	0.400	0.070	17.63	19.54
		Techtronic Inds	9.780	12/08/24	-0.26	9.035	8.24	10.591	-1.556	-14.69	2.69
	L	China Merchants B HK	3.292	12/08/24		3.591	-8.32	3.035	0.556	18.33	13.56
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	25/03/24	prc diff	⇓ Δ14	∅-RS
	L	China Mobile	7.181	12/08/24	-0.56	7.799	-7.92	6.752	1.047	15.51	16.07
	L	HSBC	6.518	12/08/24	0.63	6.918	-5.78	6.191	0.727	11.75	10.09
		Sinopec	0.502	12/08/24	0.61	0.513	-1.98	0.454	0.058	12.85	16.15
	L	CSPC Pharmaceutical	0.601	12/08/24	1.02	0.630	-4.66	0.641	-0.011	-1.76	-1.53
	L	BYD Company	21.636	12/08/24	-0.28	23.499	-7.93	21.344	2.156	10.10	4.50
		CK Infrastructure	5.617	12/08/24	0.36	4.467	25.74	4.775	-0.308	-6.44	5.41
		CLP	6.989	12/08/24	-0.07	6.391	9.35	6.368	0.024	0.37	2.30
	L	ENN Energy	5.409	12/08/24	0.85	6.518	-17.02	6.216	0.302	4.86	-0.65
	L	China Ov Land & Inv	1.294	12/08/24	-0.93	1.371	-5.61	1.094	0.277	25.31	-3.24
	L	JD.com	10.139	12/08/24	-0.10	10.463	-3.10	10.449	0.014	0.13	-7.13
	L	SMIC	1.675	12/08/24	-0.24	1.734	-3.39	1.568	0.166	10.60	-4.63
	L	China Life Ins HK	1.051	12/08/24	0.58	1.118	-5.98	0.917	0.201	21.88	3.07
	S	Power Assets	5.460	12/08/24	-0.28	4.280	27.57	4.739	-0.460	-9.70	-0.13
		ANTA Sports Products	6.918	12/08/24	-2.78	7.597	-8.93	8.194	-0.597	-7.28	-8.42
		HK & China Gas	0.671	12/08/24	1.85	0.602	11.45	0.638	-0.037	-5.74	0.69
	L	Tingyi	0.911	12/08/24	-0.66	0.953	-4.46	0.919	0.034	3.66	-2.78
		Geely Auto	0.773	12/08/24	0.26	0.890	-13.20	0.898	-0.008	-0.88	-2.96
	L	Sinopharm	2.046	12/08/24	1.10	2.102	-2.65	2.064	0.038	1.85	-1.36
		Citic Pacific	0.719	12/08/24		0.719		0.806	-0.087	-10.80	-7.44
	L	HK Exchgs & Clrg	23.459	12/08/24	0.96	25.343	-7.43	23.427	1.915	8.18	-6.62
		Henderson Land	2.233	12/08/24	-2.43	2.122	5.25	2.301	-0.179	-7.79	-5.85
	L	Longfor	0.967	12/08/24	-1.95	1.086	-10.91	1.078	0.008	0.70	-12.98
		Haidilao Inter	1.238	12/08/24	-1.93	1.422	-12.96	1.728	-0.306	-17.69	-17.39
	L	China Res Land	2.304	12/08/24	-1.09	2.689	-14.31	2.458	0.231	9.41	-5.45
	L	China Res Mixc	2.213	12/08/24	-1.13	2.618	-15.47	2.463	0.155	6.30	-9.75
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	25/03/24	prc diff	⇓ Δ14	∅-RS
		Xinyi Glass	0.765	12/08/24	-0.13	0.867	-11.80	0.837	0.030	3.65	-6.83
		Alibaba	7.946	12/08/24	0.77	7.141	11.28	7.111	0.030	0.42	-9.55
	L	Ping An	3.408	12/08/24	0.45	3.586	-4.94	3.303	0.283	8.57	-9.16
		NetEase	14.262	12/08/24	0.50	15.102	-5.57	16.539	-1.436	-8.69	-5.53
		Hengan	2.568	12/08/24	-0.20	2.411	6.51	2.493	-0.083	-3.32	-12.04
	S	Nongfu Spring	2.978	12/08/24	1.55	3.753	-20.65	4.142	-0.389	-9.40	-15.10
	L	Sunny Optical	4.381	12/08/24	1.29	4.887	-10.36	4.350	0.538	12.36	-13.14
		CK Hutchison	4.092	12/08/24	0.12	3.788	8.02	3.910	-0.121	-3.10	-8.90
	S	Sino Biopharm	0.299	12/08/24	2.08	0.270	10.49	0.312	-0.041	-13.20	-13.50
	L	Alibaba Health	0.328	12/08/24	-0.61	0.317	3.51	0.324	-0.007	-2.06	-19.25
	L	Galaxy Entertainment	2.983	12/08/24	-4.38	3.687	-19.09	3.991	-0.304	-7.61	-16.40
		Sun Hung Kai	7.247	12/08/24	-1.85	6.842	5.92	7.536	-0.694	-9.21	-16.00
	L	AIA	5.257	12/08/24	-1.33	5.368	-2.08	5.543	-0.175	-3.16	-17.93
		MTR	2.623	12/08/24	0.19	2.497	5.07	2.590	-0.093	-3.58	-14.47
	S	Link REIT	3.530	12/08/24	-0.57	3.074	14.83	3.480	-0.406	-11.65	-19.98
		Xinyi Solar	0.358	12/08/24	0.28	0.398	-10.18	0.623	-0.225	-36.12	-25.96
	S	Baidu	8.372	12/08/24	-0.66	8.635	-3.05	10.186	-1.551	-15.23	-24.19
		China Res Beer	2.401	12/08/24	-2.47	2.659	-9.71	3.621	-0.962	-26.58	-29.91
	S	CK Property	3.135	12/08/24	0.32	2.963	5.81	3.293	-0.330	-10.02	-22.03
	S	Sands China	1.373	12/08/24	-2.87	1.649	-16.71	2.230	-0.581	-26.07	-27.74
		Wharf REIC	2.183	12/08/24	-1.60	2.097	4.11	2.630	-0.533	-20.28	-24.57
		Country Garden Svcs	0.475	12/08/24	-1.47	0.488	-2.70	0.553	-0.065	-11.76	-26.03
	S	Chow Tai Fook Jwl	0.666	12/08/24	-0.75	0.856	-22.13	1.175	-0.320	-27.18	-25.98
		Li Ning	1.424	12/08/24	-1.13	1.712	-16.80	2.043	-0.332	-16.22	-29.63
		Zhongsheng	1.078	12/08/24	-1.12	1.157	-6.83	1.329	-0.172	-12.97	-34.01
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	25/03/24	prc diff	⇓ Δ14	∅-RS
	S	Hang Lung	0.566	12/08/24	-1.41	0.675	-16.07	0.825	-0.151	-18.27	-30.39
		JD Health	2.132	12/08/24	-2.55	2.152	-0.94	2.873	-0.720	-25.08	-37.81
	S	Budweiser Brewing	0.942	12/08/24	-2.11	0.932	1.09	1.175	-0.244	-20.72	-32.52
		New World Dev	0.733	12/08/24	-2.69	0.740	-0.96	0.867	-0.126	-14.59	-36.59
	S	China Mengniu Dairy	1.341	12/08/24	-2.79	1.418	-5.43	1.962	-0.544	-27.74	-32.66
	S	Li Auto	7.799	12/08/24	-1.79	7.121	9.53	12.037	-4.917	-40.85	-44.50
	S	WuXi AppTec HK	3.560	12/08/24	1.44	2.958	20.38	3.930	-0.972	-24.74	-48.78
		WuXi Biologics	1.193	12/08/24	3.70	1.169	2.08	1.418	-0.249	-17.58	-50.39
HSI - 82 out of 82 instruments rated - 1/07/24 / 25/03/24 - 43 did rise, Market-Ratio(14) in GBP = 52.44 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

4/01/21	scale up chart	1/07/24

Transactions Hang Seng Index in Pound sterling * 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
2/01/06		9/01/06	7		- cash -
long	9/01/06	21/01/08	742		China Ov Land & Inv	100	37,297	0.268	0.928		0.659	246	34,593	84
short	21/01/08	26/01/09	371		Galaxy Entertainment	100	86,436	0.400	0.117	1.372	0.971	243	118,556	236
long	26/01/09	25/01/10	364		Hengan	100	48,807	2.429	4.153		1.724	71	202,711	71
short	25/01/10	9/08/10	196		China Unicom	100	293,745	0.690	0.840	0.540	-0.150	-22	158,623	-37
long	9/08/10	7/02/11	182		Galaxy Entertainment	100	358,974	0.442	0.992		0.550	124	356,037	406
short	7/02/11	4/04/11	56		China Res Land	100	352,201	1.011	1.252	0.770	-0.241	-24	271,195	-83
long	4/04/11	1/08/11	119		Galaxy Entertainment	100	284,251	0.954	1.708		0.754	79	485,391	496
short	1/08/11	26/12/11	147		New World Dev	100	147,317	3.295	2.063	5.262	1.967	60	775,168	220
long	26/12/11	21/05/12	147		Lenovo	100	1,719,917	0.451	0.530		0.079	18	910,892	49
short	21/05/12	20/08/12	91		China Unicom	100	948,869	0.960	1.076	0.844	-0.116	-12	800,656	-40
long	20/08/12	22/04/13	245		Galaxy Entertainment	100	433,157	1.848	2.686		0.838	45	1,163,533	75
short	22/04/13	16/09/13	147		China Shenhua HK	100	533,696	2.180	2.076	2.289	0.109	5	1,221,632	13
long	16/09/13	23/12/13	98		Galaxy Entertainment	100	272,111	4.489	5.334		0.844	19	1,451,359	90
short	23/12/13	19/05/14	147		Belle International	100	2,077,688	0.699	0.633	0.770	0.072	10	1,600,651	28
long	19/05/14	10/11/14	175		Citic Pacific	100	1,527,726	1.048	1.092		0.045	4	1,668,693	9
short	10/11/14	12/01/15	63		Kunlun Energy	100	2,054,317	0.812	0.644	1.025	0.213	26	2,105,676	285
long	12/01/15	13/07/15	182		China Life Ins HK	100	814,581	2.585	2.649		0.064	2	2,157,857	5
short	13/07/15	18/04/16	280		China Shenhua HK	100	1,635,334	1.320	1.205	1.445	0.126	10	2,363,549	13
long	18/04/16	21/11/16	217		AAC Technologies	100	452,423	5.224	7.471		2.247	43	3,380,122	83
short	21/11/16	27/02/17	98		Lenovo	100	6,881,393	0.491	0.487	0.496	0.005	1	3,411,795	4
long	27/02/17	23/04/18	420		Geely Auto	100	3,114,437	1.095	1.950		0.855	78	6,073,239	65
short	23/04/18	21/05/18	28		China Merchants	100	3,874,854	1.567	1.793	1.342	-0.226	-14	5,198,505	-87
long	21/05/18	25/06/18	35		CNOOC	100	3,773,707	1.378	1.213		-0.165	-12	4,576,703	-74
short	25/06/18	21/01/19	210		WH Group	100	7,705,921	0.594	0.678	0.510	-0.084	-14	3,927,708	-23
long	21/01/19	27/05/19	126		Lenovo	100	6,898,174	0.569	0.573		0.003	1	3,950,491	2
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/05/19	30/12/19	217		AAC Technologies	100	929,541	4.250	6.545	1.955	-2.295	-54	1,817,253	-73
long	30/12/19	3/02/20	35		Sunny Optical	100	136,682	13.295	12.722		-0.574	-4	1,738,847	-37
short	3/02/20	29/06/20	147		Bank of East Asia	100	1,048,391	1.659	1.836	1.481	-0.178	-11	1,552,563	-25
long	29/06/20	3/08/20	35		Tencent	100	30,409	51.054	53.250		2.195	4	1,619,313	55
short	3/08/20	31/08/20	28		Swire Pacific	100	434,772	3.725	4.070	3.379	-0.346	-9	1,468,966	-72
long	31/08/20	14/09/20	14		HK Exchgs & Clrg	100	38,930	37.733	37.283		-0.449	-1	1,451,469	-27
short	14/09/20	4/01/21	112		HSBC	100	449,519	3.229	3.845	2.613	-0.616	-19	1,174,685	-50
long	4/01/21	19/07/21	196		Geely Auto	100	459,443	2.557	2.231		-0.325	-13	1,025,164	-22
short	19/07/21	24/01/22	189		China Life Ins HK	100	792,489	1.294	1.340	1.247	-0.046	-4	988,393	-7
long	24/01/22	25/04/22	91		China Res Power	100	501,516	1.971	1.402		-0.569	-29	702,931	-75
short	25/04/22	2/01/23	252		AAC Technologies	100	446,643	1.574	1.896	1.251	-0.323	-20	558,885	-28
long	2/01/23	24/04/23	112		Sands China	100	203,005	2.753	2.969		0.216	8	602,634	28
short	24/04/23	29/04/24	371		JD.com	100	42,684	14.118	12.002	16.608	2.489	18	708,888	17
long	29/04/24	12/08/24	105		China Hongqiao	100	651,347	1.088	1.005		-0.084	-8	654,474	-24
accum	9/01/06	12/08/24	7063	days out of 7070 invested (100%)							6,445		654,474	24

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Galaxy Entertainment	short	21/01/08	26/01/09	371	0.40	0.12	1.37	0.97	242.71
	long	9/08/10	7/02/11	182	0.44	0.99		0.55	124.46
	long	4/04/11	1/08/11	119	0.95	1.71		0.75	78.98
	long	20/08/12	22/04/13	245	1.85	2.69		0.84	45.32
	long	16/09/13	23/12/13	98	4.49	5.33		0.84	18.80	2,277.06
China Ov Land & Inv	long	9/01/06	21/01/08	742	0.27	0.93		0.66	245.94	245.94
Hengan	long	26/01/09	25/01/10	364	2.43	4.15		1.72	70.98	70.98
New World Dev	short	1/08/11	26/12/11	147	3.29	2.06	5.26	1.97	59.70	59.70
Geely Auto	long	27/02/17	23/04/18	420	1.10	1.95		0.85	78.01
	long	4/01/21	19/07/21	196	2.56	2.23		-0.33	-12.73	55.35
Kunlun Energy	short	10/11/14	12/01/15	63	0.81	0.64	1.03	0.21	26.19	26.19
Lenovo	long	26/12/11	21/05/12	147	0.45	0.53		0.08	17.51
	short	21/11/16	27/02/17	98	0.49	0.49	0.50	0.00	0.94
	long	21/01/19	27/05/19	126	0.57	0.57		0.00	0.58	19.30
JD.com	short	24/04/23	29/04/24	371	14.12	12.00	16.61	2.49	17.63	17.63
China Shenhua HK	short	22/04/13	16/09/13	147	2.18	2.08	2.29	0.11	4.99
	short	13/07/15	18/04/16	280	1.32	1.20	1.45	0.13	9.53	15.00
Belle International	short	23/12/13	19/05/14	147	0.70	0.63	0.77	0.07	10.29	10.29
Sands China	long	2/01/23	24/04/23	112	2.75	2.97		0.22	7.83	7.83
Tencent	long	29/06/20	3/08/20	35	51.05	53.25		2.20	4.30	4.30
Citic Pacific	long	19/05/14	10/11/14	175	1.05	1.09		0.04	4.25	4.25
HK Exchgs & Clrg	long	31/08/20	14/09/20	14	37.73	37.28		-0.45	-1.19	-1.19
China Life Ins HK	long	12/01/15	13/07/15	182	2.58	2.65		0.06	2.48
	short	19/07/21	24/01/22	189	1.29	1.34	1.25	-0.05	-3.59	-1.20
Sunny Optical	long	30/12/19	3/02/20	35	13.30	12.72		-0.57	-4.31	-4.31
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
China Hongqiao	long	29/04/24	12/08/24	105	1.09	1.00		-0.08	-7.68	-7.68
Swire Pacific	short	3/08/20	31/08/20	28	3.72	4.07	3.38	-0.35	-9.28	-9.28
Bank of East Asia	short	3/02/20	29/06/20	147	1.66	1.84	1.48	-0.18	-10.71	-10.71
CNOOC	long	21/05/18	25/06/18	35	1.38	1.21		-0.16	-11.96	-11.96
WH Group	short	25/06/18	21/01/19	210	0.59	0.68	0.51	-0.08	-14.18	-14.18
China Merchants	short	23/04/18	21/05/18	28	1.57	1.79	1.34	-0.23	-14.40	-14.40
HSBC	short	14/09/20	4/01/21	112	3.23	3.84	2.61	-0.62	-19.07	-19.07
China Res Land	short	7/02/11	4/04/11	56	1.01	1.25	0.77	-0.24	-23.83	-23.83
China Res Power	long	24/01/22	25/04/22	91	1.97	1.40		-0.57	-28.88	-28.88
China Unicom	short	25/01/10	9/08/10	196	0.69	0.84	0.54	-0.15	-21.75
	short	21/05/12	20/08/12	91	0.96	1.08	0.84	-0.12	-12.10	-31.22
AAC Technologies	long	18/04/16	21/11/16	217	5.22	7.47		2.25	43.01
	short	27/05/19	30/12/19	217	4.25	6.54	1.96	-2.29	-54.00
	short	25/04/22	2/01/23	252	1.57	1.90	1.25	-0.32	-20.49	-47.70

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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