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

Assessment - Hang Seng Index - 10/05/21 - RS = 14

		⇓instrument	freshest		⇓ Δday	10/05/21	⇓ Δwk	1/02/21	prc diff	⇓ Δ14	∅-RS
		HSI	28,231.000	Wed	0.78	28,595.700	-1.28	28,892.900	-297.200	-1.03	9.19
		Lenovo	9.770	Wed	-3.84	10.200	-4.22	9.680	0.520	5.37	72.27
	L	Swire Pacific	61.500	Wed	-0.57	63.400	-3.00	48.850	14.550	29.79	40.92
	L	Citic Pacific	8.720	Wed	-2.35	9.170	-4.91	6.090	3.080	50.57	38.25
	L	China Merchants	12.640	Wed	-1.10	12.980	-2.62	11.100	1.880	16.94	32.12
	L	Wharf REIC	46.100	Wed	0.66	47.150	-2.23	41.550	5.600	13.48	30.59
	L	HSBC	47.950	Wed	-0.83	49.150	-2.44	40.750	8.400	20.61	28.82
	L	China Shenhua HK	18.080	Wed	1.57	18.160	-0.44	14.260	3.900	27.35	28.64
	L	PetroChina	3.140	Wed	0.32	3.220	-2.48	2.350	0.870	37.02	24.91
	L	Bank of China (HK)	29.550	Wed	1.03	29.500	0.17	23.300	6.200	26.61	24.08
	L	CK Hutchison	63.500	Wed	-0.94	65.750	-3.42	55.050	10.700	19.44	22.91
	L	Hang Seng Bank	159.700	Wed	0.69	162.500	-1.72	140.300	22.200	15.82	22.60
		AIA	97.650	Wed	-1.06	101.900	-4.17	96.150	5.750	5.98	22.44
	L	CKI	49.250	Wed	0.82	49.900	-1.30	41.550	8.350	20.10	21.14
		HK Exchgs & Clrg	447.200	Wed	0.68	456.000	-1.93	504.000	-48.000	-9.52	18.48
	L	Sino Land	11.860	Wed	0.51	12.000	-1.17	11.040	0.960	8.70	18.25
	L	CK Property	49.950	Wed	0.40	50.500	-1.09	39.100	11.400	29.16	18.24
	L	Sinopec	4.150	Wed	0.97	4.230	-1.89	3.740	0.490	13.10	17.83
	L	Power Assets	49.700	Wed	0.10	50.500	-1.58	41.600	8.900	21.39	17.63
	L	Bank of Communicats	5.090	Wed		5.140	-0.97	4.240	0.900	21.23	17.51
	L	Henderson Land	35.250	Wed	-0.14	36.000	-2.08	31.850	4.150	13.03	16.91
		Sunny Optical	172.000	Wed	1.78	170.500	0.88	206.000	-35.500	-17.23	16.51
	L	Sun Hung Kai	116.700	Wed	-1.02	119.800	-2.59	106.600	13.200	12.38	15.63
	L	HK & China Gas	13.220	Wed		13.520	-2.22	11.060	2.460	22.24	15.42
	L	China Res Power	10.300	Wed	0.98	10.300		8.280	2.020	24.40	15.20
		⇓instrument	freshest		⇓ Δday	10/05/21	⇓ Δwk	1/02/21	prc diff	⇓ Δ14	∅-RS
	L	Bank of China	3.110	Wed		3.140	-0.96	2.640	0.500	18.94	15.05
		Galaxy Entertainment	64.950	Wed	-0.61	67.350	-3.56	59.250	8.100	13.67	14.61
	L	Link REIT	73.750	Wed	-1.07	75.150	-1.86	67.950	7.200	10.60	13.84
	L	New World Dev	41.350	Wed	0.24	42.350	-2.36	36.250	6.100	16.83	11.71
	L	China Res Land	36.650	Wed	-1.21	37.600	-2.53	30.900	6.700	21.68	11.70
	L	CNOOC	8.830	Wed	0.34	9.120	-3.18	7.870	1.250	15.88	10.60
	L	CLP	78.900	Wed	0.19	80.350	-1.80	72.400	7.950	10.98	8.29
		China Mengniu Dairy	41.900	Wed	-0.36	41.000	2.20	46.400	-5.400	-11.64	7.72
		Sands China	34.100	Wed	-0.29	34.950	-2.43	30.850	4.100	13.29	7.44
		MTR	44.000	Wed	-0.11	44.600	-1.35	44.600	0.000	0.00	7.20
		Tencent	598.500	Wed	2.40	595.000	0.59	712.000	-117.000	-16.43	6.83
		China Constr Bk HK	6.190	Wed	-0.32	6.300	-1.75	5.870	0.430	7.33	5.62
		Geely Auto	18.360	Wed	2.11	19.200	-4.38	28.750	-9.550	-33.22	5.54
		ICBC	4.990	Wed	-0.40	5.040	-0.99	4.950	0.090	1.82	4.07
		Want Want China	5.810	Wed	0.52	5.800	0.17	5.640	0.160	2.84	3.53
		Hang Lung	19.600	Wed	0.62	20.250	-3.21	20.400	-0.150	-0.74	3.27
	L	WH Group	6.720	Wed	-0.59	6.850	-1.90	6.310	0.540	8.56	2.67
		China Mobile	48.900	Wed	-0.71	49.850	-1.91	48.450	1.400	2.89	-2.50
	S	Bank of East Asia	15.740	Wed	-0.25	16.020	-1.75	17.180	-1.160	-6.75	-3.31
	S	Country Garden	9.250	Wed	-0.32	9.500	-2.63	9.420	0.080	0.85	-3.55
	L	China Ov Land & Inv	18.740	Wed	-1.26	19.520	-4.00	17.960	1.560	8.69	-4.77
		China Unicom	4.470	Wed	-0.22	4.510	-0.89	4.420	0.090	2.04	-5.17
	S	Ping An	80.900	Wed	-0.86	81.750	-1.04	91.350	-9.600	-10.51	-5.60
	S	China Life Ins HK	15.640	Wed	-0.76	15.980	-2.13	16.400	-0.420	-2.56	-6.30
		AAC Technologies	41.400	Wed	0.49	41.800	-0.96	43.250	-1.450	-3.35	-6.99
		⇓instrument	freshest		⇓ Δday	10/05/21	⇓ Δwk	1/02/21	prc diff	⇓ Δ14	∅-RS
	S	Hengan	50.450	Wed	-0.10	51.000	-1.08	55.400	-4.400	-7.94	-10.54
HSI - 50 out of 50 instruments rated - 10/05/21 / 1/02/21 - 38 did rise, Market-Ratio(14) = 76.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

2/01/17	scale up chart	10/05/21

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
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	12/05/21	128		Geely Auto	100	88,747	26.900	18.360		-8.540	-32	1,629,408	-66
accum	9/01/06	12/05/21	5603	days out of 5610 invested (100%)							16,194		1,629,408	39

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
New World Dev	short	1/08/11	26/12/11	147	42.16	25.04	70.99	28.83	68.37	68.37
Geely Auto	long	27/02/17	23/04/18	420	10.58	21.30		10.72	101.32
	long	4/01/21	12/05/21	128	26.90	18.36		-8.54	-31.75	37.41
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	4.61
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
WH Group	short	25/06/18	21/01/19	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	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
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	-47.34

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


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