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

Assessment - Hang Seng Index - 9/16/19 - RS = 14

		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ14	∅-RS
		HSI	26,754.100	08:09	-0.13	27,124.600	-1.37	27,578.600	-454.000	-1.65	-0.82
	L	Sunny Optical	116.900	08:08	0.34	117.900	-0.85	72.150	45.750	63.41	43.21
		Ping An	93.700	08:08	0.43	94.550	-0.90	87.200	7.350	8.43	14.94
		China Mengniu Dairy	30.050	08:08	0.17	30.150	-0.33	30.050	0.100	0.33	12.70
		AIA	78.900	08:08	0.70	79.650	-0.94	76.300	3.350	4.39	9.97
		WH Group	7.190	08:08	-1.37	7.480	-3.88	7.560	-0.080	-1.06	8.97
		China Res Land	33.050	08:08	0.76	33.250	-0.60	33.550	-0.300	-0.89	8.33
		Hang Lung	17.760	08:08	-0.22	18.180	-2.31	17.560	0.620	3.53	7.26
	L	Want Want China	6.260	08:08	-0.95	6.440	-2.80	5.910	0.530	8.97	6.10
		MTR	46.500	08:08	0.65	46.800	-0.64	47.900	-1.100	-2.30	4.86
	L	Tencent	343.000	08:08	-0.17	346.600	-1.04	343.000	3.600	1.05	4.34
		Link REIT	88.300	08:08	-0.95	88.900	-0.67	98.300	-9.400	-9.56	4.31
	L	China Life Ins HK	19.060	08:08	-0.21	19.460	-2.06	18.380	1.080	5.88	4.30
	L	Galaxy Entertainment	51.850	08:08	0.10	52.750	-1.71	50.150	2.600	5.18	3.76
	L	Sands China	37.800	08:08	0.53	38.000	-0.53	37.300	0.700	1.88	3.57
		Country Garden	10.200	08:08	-0.58	10.420	-2.11	10.980	-0.560	-5.10	0.86
	L	Geely Auto	13.280	08:08		13.680	-2.92	12.920	0.760	5.88	-0.06
	S	Power Assets	52.900	08:08		53.450	-1.03	55.900	-2.450	-4.38	-1.64
	L	China Unicom	8.370	08:08	0.72	8.450	-0.95	8.450	0.000	0.00	-2.90
	S	China Ov Land & Inv	25.550	08:08	0.59	26.250	-2.67	28.300	-2.050	-7.24	-3.01
		ICBC	5.280	08:08	-0.94	5.400	-2.22	5.680	-0.280	-4.93	-3.19
		CNOOC	12.680	08:08	-1.40	12.780	-0.78	12.760	0.020	0.16	-3.45
	L	China Shenhua HK	16.400	08:08	-2.73	16.700	-1.80	16.320	0.380	2.33	-4.21
		HK Exchgs & Clrg	233.200	08:08	0.26	235.000	-0.77	258.000	-23.000	-8.91	-4.47
	S	Lenovo	5.450	08:08	-0.18	5.590	-2.50	5.790	-0.200	-3.45	-4.68
		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ14	∅-RS
	S	Sun Hung Kai	114.300	08:08	-0.09	115.500	-1.04	128.900	-13.400	-10.40	-5.12
	S	CK Property	55.850	08:08	-1.15	56.500	-1.15	59.950	-3.450	-5.75	-5.33
		China Constr Bk HK	6.000	08:08	-0.33	6.120	-1.96	6.310	-0.190	-3.01	-5.60
	S	Hang Seng Bank	176.300	08:08	0.28	177.400	-0.62	197.400	-20.000	-10.13	-5.75
		HSBC	59.850	08:08	0.17	60.600	-1.24	65.250	-4.650	-7.13	-6.20
		Bank of China	3.130	08:08	-0.63	3.180	-1.57	3.240	-0.060	-1.85	-6.21
	S	HK & China Gas	15.660	08:08	0.38	15.700	-0.25	17.040	-1.340	-7.86	-6.73
	S	CLP	80.700	08:08	-0.19	81.100	-0.49	90.600	-9.500	-10.49	-8.37
		Bank of China (HK)	27.400	08:08	-0.36	28.500	-3.86	30.700	-2.200	-7.17	-8.40
	S	Henderson Land	38.000	08:08	-0.13	38.350	-0.91	41.250	-2.900	-7.03	-8.44
		CK Hutchison	70.600	08:08	-0.56	71.500	-1.26	76.500	-5.000	-6.54	-9.22
		China Mobile	65.700	08:08	-0.45	67.050	-2.01	70.050	-3.000	-4.28	-9.74
	S	New World Dev	10.100	08:08	-0.79	10.200	-0.98	11.880	-1.680	-14.14	-10.44
		Citic Pacific	10.160	08:08	0.40	10.100	0.59	10.620	-0.520	-4.90	-10.63
	S	Sino Land	11.780	08:08	-0.34	11.880	-0.84	13.060	-1.180	-9.04	-10.69
	S	Bank of Communicats	5.310	08:08	0.19	5.370	-1.12	6.240	-0.870	-13.94	-11.27
		PetroChina	4.240	08:08	-1.62	4.320	-1.85	4.350	-0.030	-0.69	-11.35
		China Merchants	12.480	08:08	0.65	12.680	-1.58	13.360	-0.680	-5.09	-11.91
	S	CKI	53.150	08:08	1.14	53.400	-0.47	63.900	-10.500	-16.43	-12.27
	S	Swire Pacific	75.600	08:08	-1.63	77.450	-2.39	98.250	-20.800	-21.17	-13.13
	S	Hengan	52.500	08:08	1.25	52.800	-0.57	59.600	-6.800	-11.41	-13.57
	S	Wharf REIC	43.800	08:08	-1.13	44.200	-0.90	55.250	-11.050	-20.00	-14.27
	L	China Res Power	10.840	08:08	1.31	10.800	0.37	11.480	-0.680	-5.92	-14.80
	L	AAC Technologies	44.400	08:08	10.17	41.200	7.77	42.400	-1.200	-2.83	-14.90
		Sinopec	4.760	08:08	-2.06	5.040	-5.56	5.200	-0.160	-3.08	-14.96
		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	6/10/19	prc diff	⇓ Δ14	∅-RS
		Bank of East Asia	20.000	08:08	-0.74	20.400	-1.96	24.350	-3.950	-16.22	-17.20
HSI - 50 out of 50 instruments rated - 9/16/19 / 6/10/19 - 13 did rise, Market-Ratio(14) = 26.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/05/15	scale up chart	9/16/19

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	91,547	10.540	6.260	17.746	7.206	68	1,624,622	265
long	12/26/11	5/21/12	147		Lenovo	100	297,005	5.470	6.510		1.040	19	1,933,507	54
short	5/21/12	8/20/12	91		China Unicom	100	163,856	11.800	13.100	10.500	-1.300	-11	1,720,494	-37
long	8/20/12	4/22/13	245		Galaxy Entertainment	100	76,466	22.500	31.850		9.350	42	2,435,451	68
short	4/22/13	9/16/13	147		China Shenhua HK	100	94,214	25.850	25.600	26.102	0.252	1	2,459,231	2
long	9/16/13	12/23/13	98		Galaxy Entertainment	100	44,430	55.350	67.650		12.300	22	3,005,720	111
short	12/23/13	5/19/14	147		Belle International	100	339,246	8.860	8.270	9.492	0.632	7	3,220,157	19
long	5/19/14	11/10/14	175		Citic Pacific	100	235,391	13.680	13.420		-0.260	-2	3,158,956	-4
short	11/10/14	1/12/15	63		Kunlun Energy	100	316,528	9.980	7.570	13.157	3.177	32	4,164,660	396
long	1/12/15	7/13/15	182		China Life Ins HK	100	136,995	30.400	31.800		1.400	5	4,356,453	9
short	7/13/15	4/18/16	280		China Shenhua HK	100	275,028	15.840	13.340	18.809	2.969	19	5,172,874	25
long	4/18/16	11/21/16	217		AAC Technologies	100	89,418	57.850	72.400		14.550	25	6,473,906	46
short	11/21/16	2/27/17	98		Lenovo	100	1,360,064	4.760	4.700	4.821	0.061	1	6,556,597	5
long	2/27/17	4/23/18	420		Geely Auto	100	619,716	10.580	21.300		10.720	101	13,199,953	84
short	4/23/18	5/21/18	28		China Merchants	100	771,025	17.120	18.900	15.340	-1.780	-10	11,827,529	-76
long	5/21/18	6/25/18	35		CNOOC	100	814,568	14.520	12.640		-1.880	-13	10,296,141	-76
short	6/25/18	1/21/19	210		WH Group	100	1,663,350	6.190	6.860	5.520	-0.670	-11	9,181,696	-18
long	1/21/19	5/27/19	126		Lenovo	100	1,594,044	5.760	5.700		-0.060	-1	9,086,054	-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	9/18/19	114		AAC Technologies	100	214,800	42.300	44.400	40.200	-2.100	-5	8,634,974	-15
accum	1/09/06	9/18/19	5000	days out of 5007 invested (100%)							86,250		8,634,974	64

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	10.54	6.26	17.75	7.21	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
AAC Technologies	long	4/18/16	11/21/16	217	57.85	72.40		14.55	25.15
	short	5/27/19	9/18/19	114	42.30	44.40	40.20	-2.10	-4.96	18.94
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
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
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

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


	is taking down something concerning