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

Assessment - Hang Seng Index - 2/22/21 - RS = 14

		⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	11/16/20	prc diff	⇓ Δ14	∅-RS
	L	HSI	28,980.200	08:09	-3.64	30,319.800	-4.42	26,381.700	3,938.100	14.93	20.19
	L	Lenovo	9.810	08:09	-4.39	10.040	-2.29	5.170	4.870	94.20	97.91
		Geely Auto	25.200	08:09	-5.26	28.350	-11.11	20.850	7.500	35.97	78.80
	L	HK Exchgs & Clrg	473.200	08:09	-5.36	562.500	-15.88	374.000	188.500	50.40	70.45
	L	Sunny Optical	194.000	08:09	-5.18	212.600	-8.75	153.400	59.200	38.59	61.85
	L	Tencent	662.500	08:09	-4.19	713.500	-7.15	597.000	116.500	19.51	44.15
	L	Wharf REIC	46.350	08:09	-3.64	47.000	-1.38	38.200	8.800	23.04	38.74
		China Mengniu Dairy	42.400	08:09	-4.50	47.350	-10.45	41.500	5.850	14.10	37.91
	L	Swire Pacific	56.850	08:09	-1.81	57.950	-1.90	42.550	15.400	36.19	30.43
	L	Galaxy Entertainment	70.900	08:09	-4.25	69.850	1.50	61.550	8.300	13.48	29.50
	L	AIA	97.050	08:09	-3.82	100.600	-3.53	87.450	13.150	15.04	29.10
	L	Sino Land	11.740	08:09	-5.02	12.420	-5.48	9.750	2.670	27.38	26.13
	L	Sinopec	4.290	08:09	-5.09	4.400	-2.50	3.580	0.820	22.91	24.82
	L	HSBC	47.300	08:09	-0.73	46.500	1.72	38.800	7.700	19.85	23.03
	L	CNOOC	9.250	08:09	-6.19	10.060	-8.05	8.680	1.380	15.90	22.12
	L	China Merchants	11.300	08:09	-4.72	11.320	-0.18	10.020	1.300	12.97	20.87
	L	Hang Seng Bank	150.000	08:09	-1.32	152.800	-1.83	130.100	22.700	17.45	17.19
	L	Sun Hung Kai	124.600	08:09	-0.32	118.300	5.33	104.100	14.200	13.64	17.06
	L	Hang Lung	20.100	08:09	-3.37	21.650	-7.16	20.400	1.250	6.13	16.32
	L	Sands China	36.300	08:09	-3.97	35.850	1.26	34.000	1.850	5.44	14.53
	L	China Shenhua HK	14.740	08:09	-3.03	15.540	-5.15	14.720	0.820	5.57	12.89
	L	Ping An	95.300	08:09	-2.36	94.350	1.01	86.750	7.600	8.76	12.68
	L	Bank of East Asia	18.320	08:09	-0.54	18.460	-0.76	15.420	3.040	19.71	12.19
	L	China Unicom	4.920	08:09	-2.57	5.400	-8.89	4.890	0.510	10.43	11.35
	L	MTR	46.550	08:09	-2.41	45.050	3.33	41.950	3.100	7.39	10.13
		⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	11/16/20	prc diff	⇓ Δ14	∅-RS
	L	PetroChina	2.780	08:09	-3.47	2.800	-0.71	2.420	0.380	15.70	9.40
	L	Henderson Land	33.700	08:09	-2.32	32.850	2.59	31.000	1.850	5.97	8.08
	L	CK Hutchison	58.600	08:09	-5.10	56.400	3.90	55.150	1.250	2.27	7.12
	L	ICBC	5.060	08:09	-3.44	5.130	-1.36	4.630	0.500	10.80	6.80
	L	Link REIT	73.200	08:09	-1.41	69.800	4.87	69.350	0.450	0.65	6.61
	L	China Mobile	53.700	08:09	-2.01	55.650	-3.50	48.150	7.500	15.58	6.14
	L	Want Want China	5.600	08:09	-2.78	5.880	-4.76	5.180	0.700	13.51	5.73
	L	Bank of China (HK)	25.800	08:09	-0.96	24.400	5.74	23.900	0.500	2.09	5.56
	L	China Constr Bk HK	6.230	08:09	-1.89	6.240	-0.16	5.910	0.330	5.58	5.48
		New World Dev	39.450	08:09	-3.78	38.700	1.94	39.650	-0.950	-2.40	4.79
	L	CKI	44.950	08:09	-2.28	42.750	5.15	39.950	2.800	7.01	3.83
	L	CK Property	45.550	08:09	-4.11	43.750	4.11	41.650	2.100	5.04	3.52
	L	China Res Power	9.030	08:09	-1.10	8.980	0.56	8.480	0.500	5.90	2.91
		China Res Land	36.850	08:09	0.55	33.600	9.67	35.000	-1.400	-4.00	2.65
	L	Bank of Communicats	4.380	08:09	-3.74	4.460	-1.79	4.200	0.260	6.19	2.04
	L	WH Group	6.960	08:09		6.800	2.35	6.710	0.090	1.34	0.54
	L	Bank of China	2.720	08:09	-1.81	2.740	-0.73	2.720	0.020	0.74	0.31
		China Life Ins HK	16.360	08:09	-2.85	16.740	-2.27	17.860	-1.120	-6.27	-1.60
	L	CLP	75.650	08:09	-0.79	73.250	3.28	73.900	-0.650	-0.88	-1.97
	L	AAC Technologies	41.800	08:09	-2.22	43.900	-4.78	43.650	0.250	0.57	-2.27
	L	Citic Pacific	6.570	08:09	-3.10	6.610	-0.61	6.250	0.360	5.76	-2.46
	S	Country Garden	9.650	08:09	-2.43	9.390	2.77	10.740	-1.350	-12.57	-4.44
	L	Power Assets	43.100	08:09	-1.37	41.850	2.99	41.300	0.550	1.33	-4.52
	L	HK & China Gas	11.700	08:09	0.17	11.220	4.28	12.080	-0.860	-7.12	-6.76
		Hengan	53.700	08:09	-2.81	54.900	-2.19	57.100	-2.200	-3.85	-6.81
		⇓instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	11/16/20	prc diff	⇓ Δ14	∅-RS
	L	China Ov Land & Inv	19.640	08:09	-2.29	18.720	4.91	19.700	-0.980	-4.97	-13.09
HSI - 50 out of 50 instruments rated - 2/22/21 / 11/16/20 - 42 did rise, Market-Ratio(14) = 84.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/02/17	scale up chart	2/22/21

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	2/26/21	53		Geely Auto	100	88,747	26.900	25.200		-1.700	-6	2,236,438	-36
accum	1/09/06	2/26/21	5527	days out of 5534 invested (100%)							22,264		2,236,438	43

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	2/26/21	53	26.90	25.20		-1.70	-6.32	88.60
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
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	4.61
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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	-47.34

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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