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

Assessment - Hang Seng Index - 16/05/22 - RS = 14

		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	7/02/22	prc diff	⇓ Δ14	∅-RS
	S	HSI	20,717.200	Fri	2.96	19,950.200	3.84	24,579.600	-4,629.400	-18.83	-18.34
	L	China Shenhua HK	25.700	Fri	3.42	24.750	3.84	20.450	4.300	21.03	34.45
		CNOOC	11.140	Fri	2.96	10.680	4.31	9.900	0.780	7.88	21.10
		China Ov Land & Inv	24.050	Fri	0.84	23.700	1.48	23.550	0.150	0.64	20.55
		Want Want China	7.470	Fri	3.75	7.360	1.49	7.700	-0.340	-4.42	16.61
	L	CKI	52.650	Fri	0.30	55.200	-4.62	48.500	6.700	13.81	15.39
	L	Power Assets	54.600	Fri	1.20	54.650	-0.09	48.750	5.900	12.10	12.24
		Bank of China (HK)	29.600	Fri	2.25	29.400	0.68	31.900	-2.500	-7.84	10.88
		CK Property	54.350	Fri	2.26	52.850	2.84	51.900	0.950	1.83	5.45
		Bank of Communicats	5.230	Fri	0.38	5.150	1.55	5.360	-0.210	-3.92	4.47
		Bank of China	3.060	Fri	1.32	2.990	2.34	3.110	-0.120	-3.86	4.25
		China Merchants	14.220	Fri	1.86	13.460	5.65	14.840	-1.380	-9.30	3.89
		China Mobile	52.450	Fri	0.77	51.350	2.14	56.000	-4.650	-8.30	3.10
		China Res Land	35.550	Fri	1.57	34.000	4.56	38.500	-4.500	-11.69	2.03
	L	Sino Land	11.360	Fri	1.61	10.940	3.84	10.160	0.780	7.68	1.75
		PetroChina	3.910	Fri	2.09	3.710	5.39	4.100	-0.390	-9.51	1.66
		HSBC	48.450	Fri	1.89	47.900	1.15	57.900	-10.000	-17.27	1.57
	L	Sinopec	4.010	Fri	2.04	3.880	3.35	4.210	-0.330	-7.84	0.79
	L	MTR	43.600	Fri	1.63	42.900	1.63	42.450	0.450	1.06	0.43
		ICBC	4.650	Fri	1.75	4.560	1.97	4.840	-0.280	-5.79	0.40
		CK Hutchison	56.550	Fri	2.08	54.650	3.48	55.500	-0.850	-1.53	-1.33
	L	Link REIT	70.300	Fri	2.11	68.400	2.78	67.200	1.200	1.79	-1.35
		CLP	78.400	Fri	1.75	76.150	2.95	79.100	-2.950	-3.73	-1.45
	L	WH Group	5.760	Fri	2.13	5.490	4.92	5.300	0.190	3.58	-1.90
	S	Citic Pacific	8.540	Fri	2.15	8.180	4.40	8.800	-0.620	-7.05	-2.15
		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	7/02/22	prc diff	⇓ Δ14	∅-RS
	S	China Constr Bk HK	5.610	Fri	2.19	5.470	2.56	6.160	-0.690	-11.20	-3.49
		Lenovo	8.010	Fri	2.17	7.930	1.01	8.410	-0.480	-5.71	-4.63
	L	Wharf REIC	37.650	Fri	1.62	38.050	-1.05	37.150	0.900	2.42	-4.69
	S	Henderson Land	32.800	Fri	2.34	31.750	3.31	34.900	-3.150	-9.03	-6.06
	S	Hang Seng Bank	137.800	Fri	1.17	138.600	-0.58	159.800	-21.200	-13.27	-6.54
	L	Sun Hung Kai	95.100	Fri	0.74	94.300	0.85	96.950	-2.650	-2.73	-7.09
	L	Swire Pacific	45.550	Fri	1.56	44.150	3.17	48.000	-3.850	-8.02	-8.52
	S	China Res Power	15.360	Fri	1.05	14.160	8.47	19.620	-5.460	-27.83	-8.81
	S	China Unicom	3.690	Fri	0.54	3.700	-0.27	4.280	-0.580	-13.55	-9.03
		Galaxy Entertainment	41.750	Fri	1.95	41.800	-0.12	46.400	-4.600	-9.91	-10.23
	S	Bank of East Asia	11.440	Fri	0.88	11.280	1.42	13.880	-2.600	-18.73	-11.73
	S	Hengan	37.950	Fri	2.57	36.850	2.99	39.700	-2.850	-7.18	-12.61
	S	China Mengniu Dairy	39.950	Fri	2.83	39.000	2.44	46.300	-7.300	-15.77	-14.19
	S	AIA	80.850	Fri	4.19	74.050	9.18	85.050	-11.000	-12.93	-14.48
	S	New World Dev	29.400	Fri	1.03	28.800	2.08	32.250	-3.450	-10.70	-14.67
	S	Hang Lung	14.520	Fri	0.28	14.400	0.83	16.600	-2.200	-13.25	-17.05
	S	China Life Ins HK	11.560	Fri	2.12	11.060	4.52	14.020	-2.960	-21.11	-17.24
		Tencent	352.200	Fri	3.53	350.000	0.63	478.000	-128.000	-26.78	-23.74
	S	Ping An	48.500	Fri	3.19	46.550	4.19	63.700	-17.150	-26.92	-24.03
	S	Sands China	15.300	Fri	1.46	15.680	-2.42	22.550	-6.870	-30.47	-24.72
	S	HK Exchgs & Clrg	336.000	Fri	1.51	326.200	3.00	445.600	-119.400	-26.80	-25.50
	S	HK & China Gas	8.710	Fri	3.81	8.450	3.08	12.100	-3.650	-30.17	-27.22
	S	Country Garden	5.000	Fri	1.21	4.880	2.46	6.490	-1.610	-24.81	-31.12
		Geely Auto	13.680	Fri	1.79	12.540	9.09	17.240	-4.700	-27.26	-33.35
		AAC Technologies	17.500	Fri	5.93	16.200	8.02	23.550	-7.350	-31.21	-46.19
		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	7/02/22	prc diff	⇓ Δ14	∅-RS
	S	Sunny Optical	117.400	Fri	7.31	99.200	18.35	201.000	-101.800	-50.65	-46.62
HSI - 50 out of 50 instruments rated - 16/05/22 / 7/02/22 - 11 did rise, Market-Ratio(14) = 22.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/01/18	scale up chart	16/05/22

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
2/01/06		9/01/06	7		- cash -
long	9/01/06	21/01/08	742		China Ov Land & Inv	100	2,717	3.680	14.160		10.480	285	38,474	94
short	21/01/08	26/01/09	371		Galaxy Entertainment	100	6,296	6.110	1.250	29.866	23.756	389	188,040	376
long	26/01/09	25/01/10	364		Hengan	100	7,232	26.000	52.000		26.000	100	376,072	100
short	25/01/10	9/08/10	196		China Unicom	100	43,526	8.640	10.400	6.880	-1.760	-20	299,466	-35
long	9/08/10	7/02/11	182		Galaxy Entertainment	100	54,747	5.470	12.480		7.010	128	683,243	423
short	7/02/11	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	1/08/11	119		Galaxy Entertainment	100	44,160	11.920	21.850		9.930	83	964,907	542
short	1/08/11	26/12/11	147		New World Dev	100	22,886	42.160	25.040	70.985	28.825	68	1,624,596	265
long	26/12/11	21/05/12	147		Lenovo	100	297,001	5.470	6.510		1.040	19	1,933,477	54
short	21/05/12	20/08/12	91		China Unicom	100	163,853	11.800	13.100	10.500	-1.300	-11	1,720,468	-37
long	20/08/12	22/04/13	245		Galaxy Entertainment	100	76,465	22.500	31.850		9.350	42	2,435,416	68
short	22/04/13	16/09/13	147		China Shenhua HK	100	94,213	25.850	25.600	26.102	0.252	1	2,459,195	2
long	16/09/13	23/12/13	98		Galaxy Entertainment	100	44,429	55.350	67.650		12.300	22	3,005,672	111
short	23/12/13	19/05/14	147		Belle International	100	339,240	8.860	8.270	9.492	0.632	7	3,220,105	19
long	19/05/14	10/11/14	175		Citic Pacific	100	235,387	13.680	13.420		-0.260	-2	3,158,905	-4
short	10/11/14	12/01/15	63		Kunlun Energy	100	316,523	9.980	7.570	13.157	3.177	32	4,164,593	396
long	12/01/15	13/07/15	182		China Life Ins HK	100	136,993	30.400	31.800		1.400	5	4,356,383	9
short	13/07/15	18/04/16	280		China Shenhua HK	100	275,024	15.840	13.340	18.809	2.969	19	5,172,792	25
long	18/04/16	21/11/16	217		AAC Technologies	100	89,417	57.850	72.400		14.550	25	6,473,809	46
short	21/11/16	27/02/17	98		Lenovo	100	1,360,043	4.760	4.700	4.821	0.061	1	6,556,500	5
long	27/02/17	23/04/18	420		Geely Auto	100	619,706	10.580	21.300		10.720	101	13,199,748	84
short	23/04/18	21/05/18	28		China Merchants	100	771,013	17.120	18.900	15.340	-1.780	-10	11,827,345	-76
long	21/05/18	25/06/18	35		CNOOC	100	814,555	14.520	12.640		-1.880	-13	10,295,982	-76
short	25/06/18	21/01/19	210		WH Group	100	1,663,325	6.190	6.860	5.520	-0.670	-11	9,181,554	-18
long	21/01/19	27/05/19	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	27/05/19	30/12/19	217		AAC Technologies	100	214,796	42.300	66.800	17.800	-24.500	-58	3,823,411	-77
long	30/12/19	3/02/20	35		Sunny Optical	100	28,175	135.700	128.400		-7.300	-5	3,617,733	-44
short	3/02/20	29/06/20	147		Bank of East Asia	100	216,113	16.740	17.480	16.000	-0.740	-4	3,457,810	-11
long	29/06/20	3/08/20	35		Tencent	100	7,114	486.000	539.000		53.000	11	3,834,852	194
short	3/08/20	31/08/20	28		Swire Pacific	100	101,720	37.700	42.200	33.200	-4.500	-12	3,377,112	-81
long	31/08/20	14/09/20	14		HK Exchgs & Clrg	100	8,632	391.200	371.800		-19.400	-5	3,209,651	-73
short	14/09/20	4/01/21	112		HSBC	100	99,678	32.200	40.450	23.950	-8.250	-26	2,387,307	-62
long	4/01/21	19/07/21	196		Geely Auto	100	88,747	26.900	23.700		-3.200	-12	2,103,317	-21
short	19/07/21	24/01/22	189		China Life Ins HK	100	153,079	13.740	14.040	13.440	-0.300	-2	2,057,393	-4
long	24/01/22	25/04/22	91		China Res Power	100	99,631	20.650	14.000		-6.650	-32	1,394,847	-79
short	25/04/22	20/05/22	25		AAC Technologies	100	88,730	15.720	17.500	13.940	-1.780	-11	1,236,908	-83
accum	9/01/06	20/05/22	5976	days out of 5983 invested (100%)							12,269		1,236,908	34

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	6.11	1.25	29.87	23.76	388.80
	long	9/08/10	7/02/11	182	5.47	12.48		7.01	128.15
	long	4/04/11	1/08/11	119	11.92	21.85		9.93	83.31
	long	20/08/12	22/04/13	245	22.50	31.85		9.35	41.56
	long	16/09/13	23/12/13	98	55.35	67.65		12.30	22.22	3,436.80
China Ov Land & Inv	long	9/01/06	21/01/08	742	3.68	14.16		10.48	284.78	284.78
Hengan	long	26/01/09	25/01/10	364	26.00	52.00		26.00	100.00	100.00
Geely Auto	long	27/02/17	23/04/18	420	10.58	21.30		10.72	101.32
	long	4/01/21	19/07/21	196	26.90	23.70		-3.20	-11.90	77.37
New World Dev	short	1/08/11	26/12/11	147	42.16	25.04	70.99	28.83	68.37	68.37
Kunlun Energy	short	10/11/14	12/01/15	63	9.98	7.57	13.16	3.18	31.84	31.84
China Shenhua HK	short	22/04/13	16/09/13	147	25.85	25.60	26.10	0.25	0.98
	short	13/07/15	18/04/16	280	15.84	13.34	18.81	2.97	18.74	19.90
Lenovo	long	26/12/11	21/05/12	147	5.47	6.51		1.04	19.01
	short	21/11/16	27/02/17	98	4.76	4.70	4.82	0.06	1.28
	long	21/01/19	27/05/19	126	5.76	5.70		-0.06	-1.04	19.28
Tencent	long	29/06/20	3/08/20	35	486.00	539.00		53.00	10.91	10.91
Belle International	short	23/12/13	19/05/14	147	8.86	8.27	9.49	0.63	7.13	7.13
China Life Ins HK	long	12/01/15	13/07/15	182	30.40	31.80		1.40	4.61
	short	19/07/21	24/01/22	189	13.74	14.04	13.44	-0.30	-2.18	2.32
Citic Pacific	long	19/05/14	10/11/14	175	13.68	13.42		-0.26	-1.90	-1.90
Bank of East Asia	short	3/02/20	29/06/20	147	16.74	17.48	16.00	-0.74	-4.42	-4.42
HK Exchgs & Clrg	long	31/08/20	14/09/20	14	391.20	371.80		-19.40	-4.96	-4.96
Sunny Optical	long	30/12/19	3/02/20	35	135.70	128.40		-7.30	-5.38	-5.38
China Merchants	short	23/04/18	21/05/18	28	17.12	18.90	15.34	-1.78	-10.40	-10.40
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
WH Group	short	25/06/18	21/01/19	210	6.19	6.86	5.52	-0.67	-10.82	-10.82
Swire Pacific	short	3/08/20	31/08/20	28	37.70	42.20	33.20	-4.50	-11.94	-11.94
CNOOC	long	21/05/18	25/06/18	35	14.52	12.64		-1.88	-12.95	-12.95
China Res Land	short	7/02/11	4/04/11	56	12.72	15.64	9.80	-2.92	-22.96	-22.96
HSBC	short	14/09/20	4/01/21	112	32.20	40.45	23.95	-8.25	-25.62	-25.62
China Unicom	short	25/01/10	9/08/10	196	8.64	10.40	6.88	-1.76	-20.37
	short	21/05/12	20/08/12	91	11.80	13.10	10.50	-1.30	-11.02	-29.14
China Res Power	long	24/01/22	25/04/22	91	20.65	14.00		-6.65	-32.20	-32.20
AAC Technologies	long	18/04/16	21/11/16	217	57.85	72.40		14.55	25.15
	short	27/05/19	30/12/19	217	42.30	66.80	17.80	-24.50	-57.92
	short	25/04/22	20/05/22	25	15.72	17.50	13.94	-1.78	-11.32	-53.30

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)
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


	is taking down something concerning