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

Assessment - Hang Seng Index - 8/10/20 - RS = 14

		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	5/04/20	prc diff	⇓ Δ14	∅-RS
	L	HSI	24,890.700	08:08	2.11	24,377.400	2.11	23,613.800	763.600	3.23	-5.02
	L	HK Exchgs & Clrg	374.000	08:08		374.000		246.400	127.600	51.79	44.00
	L	Tencent	513.500	08:08	2.29	502.000	2.29	400.000	102.000	25.50	32.05
	L	Geely Auto	16.880	08:08	0.72	16.760	0.72	11.540	5.220	45.23	25.68
	L	AAC Technologies	58.400	08:08	1.04	57.800	1.04	35.850	21.950	61.23	21.89
	L	Sunny Optical	140.900	08:08	0.14	140.700	0.14	103.900	36.800	35.42	18.23
	L	China Mengniu Dairy	35.650	08:08	2.15	34.900	2.15	26.300	8.600	32.70	16.48
	L	Hengan	66.200	08:08	-0.68	66.650	-0.68	66.500	0.150	0.23	16.00
	L	Hang Lung	19.880	08:08	3.22	19.260	3.22	16.120	3.140	19.48	11.81
	L	Galaxy Entertainment	59.800	08:08	5.47	56.700	5.47	48.700	8.000	16.43	10.31
	L	China Life Ins HK	18.700	08:08	1.63	18.400	1.63	15.680	2.720	17.35	2.25
	L	China Res Power	9.650	08:08	-0.31	9.680	-0.31	8.890	0.790	8.89	0.15
	L	New World Dev	39.350	08:08	2.08	38.550	2.08	35.240	3.310	9.39	-0.76
	L	China Res Land	32.650	Mon		32.650		29.950	2.700	9.02	-1.90
	L	Bank of East Asia	17.380	08:08	0.46	17.300	0.46	15.820	1.480	9.36	-2.00
	L	Country Garden	10.140	08:08	1.81	9.960	1.81	9.380	0.580	6.18	-3.33
	L	Lenovo	4.890	08:08	4.26	4.690	4.26	4.130	0.560	13.56	-3.41
	L	Ping An	82.400	08:08	0.49	82.000	0.49	78.000	4.000	5.13	-4.48
		WH Group	7.220	08:08	2.70	7.030	2.70	7.130	-0.100	-1.40	-4.48
	L	AIA	70.850	Mon	-0.42	70.850		67.900	2.950	4.34	-5.30
	S	CLP	75.300	08:08	1.48	74.200	1.48	80.900	-6.700	-8.28	-6.29
		Want Want China	5.740	Mon	-0.86	5.740		5.310	0.430	8.10	-6.40
		MTR	40.000	08:08	0.13	39.950	0.13	41.300	-1.350	-3.27	-6.75
	S	China Constr Bk HK	5.800	08:08	2.11	5.680	2.11	6.060	-0.380	-6.27	-8.50
		China Mobile	54.800	Mon	1.76	54.800		60.100	-5.300	-8.82	-9.78
		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	5/04/20	prc diff	⇓ Δ14	∅-RS
	S	China Ov Land & Inv	23.250	08:08	1.31	22.950	1.31	26.900	-3.950	-14.68	-11.33
		Sun Hung Kai	97.400	08:08	2.58	94.950	2.58	102.600	-7.650	-7.46	-11.48
	L	Sands China	32.950	08:08	9.83	30.000	9.83	30.400	-0.400	-1.32	-12.84
		China Shenhua HK	12.720	08:08	0.95	12.600	0.95	13.120	-0.520	-3.96	-13.37
	S	Sino Land	9.210	Mon	-1.39	9.210		10.320	-1.110	-10.76	-13.37
	S	ICBC	4.650	08:08	2.20	4.550	2.20	5.060	-0.510	-10.08	-13.75
	L	Henderson Land	29.550	08:08	1.55	29.100	1.55	30.100	-1.000	-3.32	-14.49
	S	Bank of China	2.600	08:08	0.78	2.580	0.78	2.870	-0.290	-10.10	-14.99
	S	Bank of China (HK)	21.800	08:08	2.11	21.350	2.11	23.350	-2.000	-8.57	-15.33
		Power Assets	43.150	08:08	0.70	42.850	0.70	50.450	-7.600	-15.06	-16.00
	S	Bank of Communicats	4.270	08:08	1.43	4.210	1.43	4.680	-0.470	-10.04	-16.02
		Sinopec	3.410	Mon	-0.87	3.410		3.590	-0.180	-5.01	-16.31
	S	CK Property	41.450	08:08	0.73	41.150	0.73	47.800	-6.650	-13.91	-16.59
	L	Citic Pacific	7.510	08:08	2.88	7.300	2.88	7.310	-0.010	-0.14	-16.84
	L	CNOOC	8.770	08:08	3.06	8.510	3.06	8.160	0.350	4.29	-17.15
	L	PetroChina	2.710	08:08	1.12	2.680	1.12	2.550	0.130	5.10	-17.25
		CKI	40.750	08:08	1.49	40.150	1.49	44.900	-4.750	-10.58	-17.52
	L	Link REIT	61.850	08:08	1.56	60.900	1.56	67.300	-6.400	-9.51	-17.95
		China Merchants	9.000	08:08	0.78	8.930	0.78	9.400	-0.470	-5.00	-18.03
		CK Hutchison	51.150	08:08	2.71	49.800	2.71	55.300	-5.500	-9.95	-19.73
		Hang Seng Bank	120.000	08:08	1.78	117.900	1.78	132.100	-14.200	-10.75	-20.53
	S	HK & China Gas	11.060	08:08	0.91	10.960	0.91	13.400	-2.440	-18.21	-22.38
		Wharf REIC	30.800	08:08	5.66	29.150	5.66	31.250	-2.100	-6.72	-22.55
	L	China Unicom	4.430	Mon	1.84	4.430		4.790	-0.360	-7.52	-25.11
		HSBC	34.100	08:08	3.02	33.100	3.02	38.600	-5.500	-14.25	-31.50
		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	5/04/20	prc diff	⇓ Δ14	∅-RS
		Swire Pacific	38.900	Mon	-0.13	38.900		47.700	-8.800	-18.45	-33.71
HSI - 50 out of 50 instruments rated - 8/10/20 / 5/04/20 - 21 did rise, Market-Ratio(14) = 42.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/04/16	scale up chart	8/10/20

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	8/10/20	7		Swire Pacific	100	101,720	37.700	38.900	36.500	-1.200	-3	3,712,788	-81
accum	1/09/06	8/10/20	5328	days out of 5335 invested (100%)							37,028		3,712,788	50

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
Geely Auto	long	2/27/17	4/23/18	420	10.58	21.30		10.72	101.32	101.32
Hengan	long	1/26/09	1/25/10	364	26.00	52.00		26.00	100.00	100.00
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
Swire Pacific	short	8/03/20	8/10/20	7	37.70	38.90	36.50	-1.20	-3.18	-3.18
Bank of East Asia	short	2/03/20	6/29/20	147	16.74	17.48	16.00	-0.74	-4.42	-4.42
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
CNOOC	long	5/21/18	6/25/18	35	14.52	12.64		-1.88	-12.95	-12.95
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
China Res Land	short	2/07/11	4/04/11	56	12.72	15.64	9.80	-2.92	-22.96	-22.96
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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