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

Assessment - Hang Seng Index - 11/11/19 - RS = 14

		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	8/05/19	prc diff	⇓ Δ14	∅-RS
		HSI	27,065.300	08:08	-2.12	26,926.600	0.52	26,151.300	775.300	2.96	-1.72
	L	Sunny Optical	125.300	08:08	-0.87	126.400	-0.87	82.200	44.200	53.77	45.90
		WH Group	8.490	08:08	1.07	8.400	1.07	7.000	1.400	20.00	16.82
	L	Geely Auto	15.200	08:08	0.53	15.120	0.53	11.100	4.020	36.22	11.76
	L	China Life Ins HK	21.050	08:08	0.96	20.850	0.96	18.880	1.970	10.43	9.65
		Ping An	92.200	Mon	-2.02	92.200		89.000	3.200	3.60	8.75
		China Mengniu Dairy	30.100	08:08	1.01	29.800	1.01	30.150	-0.350	-1.16	7.13
		AIA	80.350	08:08	0.94	79.600	0.94	75.600	4.000	5.29	6.84
	L	AAC Technologies	49.050	08:08	0.51	48.800	0.51	38.450	10.350	26.92	6.80
	L	Want Want China	6.520	08:08	0.31	6.500	0.31	5.950	0.550	9.24	6.22
		Sands China	39.800	08:08	1.14	39.350	1.14	35.500	3.850	10.85	5.92
		China Res Land	34.000	08:08	0.89	33.700	0.89	30.850	2.850	9.24	5.59
	L	Country Garden	11.240	08:08	1.08	11.120	1.08	9.800	1.320	13.47	5.20
		Galaxy Entertainment	53.700	08:08	1.42	52.950	1.42	48.300	4.650	9.63	2.68
		Power Assets	55.800	08:08	0.54	55.500	0.54	54.550	0.950	1.74	2.01
	L	ICBC	5.710	08:08	0.35	5.690	0.35	5.060	0.630	12.45	1.97
		HK Exchgs & Clrg	247.400	08:08	0.49	246.200	0.49	247.800	-1.600	-0.65	-1.52
	L	China Constr Bk HK	6.310	08:08	0.64	6.270	0.64	5.780	0.490	8.48	-2.63
		New World Dev	11.000	08:08	-0.18	11.020	-0.18	10.360	0.660	6.37	-3.72
		China Ov Land & Inv	26.500	08:08	0.76	26.300	0.76	24.900	1.400	5.62	-3.74
	L	Bank of China	3.230	08:08		3.230		3.050	0.180	5.90	-3.81
		MTR	44.150	08:08	1.15	43.650	1.15	48.400	-4.750	-9.81	-4.12
	L	CK Hutchison	73.800	08:08	0.41	73.500	0.41	69.650	3.850	5.53	-4.17
	S	Tencent	330.200	08:08	2.23	323.000	2.23	340.600	-17.600	-5.17	-4.37
		CNOOC	12.420	08:08	0.81	12.320	0.81	11.980	0.340	2.84	-4.55
		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	8/05/19	prc diff	⇓ Δ14	∅-RS
	S	Link REIT	82.300	08:08	-0.84	83.000	-0.84	90.650	-7.650	-8.44	-5.17
	S	Hang Lung	16.580	08:08	0.24	16.540	0.24	19.080	-2.540	-13.31	-5.27
		CLP	81.700	08:08	-0.31	81.950	-0.31	82.550	-0.600	-0.73	-6.07
		Lenovo	5.620	08:08	1.44	5.540	1.44	5.870	-0.330	-5.62	-6.47
	L	Citic Pacific	10.700	08:08	3.48	10.340	3.48	9.800	0.540	5.51	-6.61
		HSBC	59.050	08:08	0.08	59.000	0.08	61.000	-2.000	-3.28	-7.21
		CKI	55.300	08:08	0.18	55.200	0.18	57.900	-2.700	-4.66	-7.77
		Henderson Land	38.350	08:08	-0.39	38.500	-0.39	38.450	0.050	0.13	-7.87
	L	China Shenhua HK	15.640	08:08	-0.89	15.780	-0.89	15.080	0.700	4.64	-7.91
		Sun Hung Kai	112.100	08:08	0.09	112.000	0.09	114.500	-2.500	-2.18	-8.78
		Bank of China (HK)	27.450	08:08	0.37	27.350	0.37	28.100	-0.750	-2.67	-8.83
		CK Property	53.700	08:08	-0.09	53.750	-0.09	53.300	0.450	0.84	-9.35
		Sino Land	11.820	08:08	-0.67	11.900	-0.67	11.960	-0.060	-0.50	-9.41
		Hang Seng Bank	165.900	08:08	0.42	165.200	0.42	174.900	-9.700	-5.55	-9.67
	S	HK & China Gas	15.240	08:08	0.13	15.220	0.13	16.900	-1.680	-9.94	-9.79
		China Merchants	12.620	08:08	-0.16	12.640	-0.16	12.480	0.160	1.28	-10.03
		Bank of Communicats	5.360	08:08	0.37	5.340	0.37	5.480	-0.140	-2.55	-10.59
		Hengan	51.750	08:08	-1.05	52.300	-1.05	56.600	-4.300	-7.60	-11.10
		Wharf REIC	43.850	08:08	-1.13	44.350	-1.13	45.700	-1.350	-2.95	-12.16
	S	China Mobile	62.750	08:08		62.750		63.150	-0.400	-0.63	-13.53
		China Unicom	7.360	08:08		7.360		7.240	0.120	1.66	-14.45
	L	PetroChina	3.840	08:08	-0.26	3.850	-0.26	3.920	-0.070	-1.79	-16.37
		China Res Power	9.950	08:08	-1.09	10.060	-1.09	11.440	-1.380	-12.06	-16.51
		Swire Pacific	72.350	08:08	-0.41	72.650	-0.41	83.350	-10.700	-12.84	-16.73
	L	Sinopec	4.570	08:08	-0.22	4.580	-0.22	4.790	-0.210	-4.38	-17.77
		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	8/05/19	prc diff	⇓ Δ14	∅-RS
		Bank of East Asia	18.480	08:08	-0.11	18.500	-0.11	21.300	-2.800	-13.15	-20.51
HSI - 50 out of 50 instruments rated - 11/11/19 / 8/05/19 - 26 did rise, Market-Ratio(14) = 52.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/05/15	scale up chart	11/11/19

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	11/12/19	169		AAC Technologies	100	214,800	42.300	49.050	35.550	-6.750	-16	7,636,154	-31
accum	1/09/06	11/12/19	5055	days out of 5062 invested (100%)							76,262		7,636,154	61

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
Belle International	short	12/23/13	5/19/14	147	8.86	8.27	9.49	0.63	7.13	7.13
AAC Technologies	long	4/18/16	11/21/16	217	57.85	72.40		14.55	25.15
	short	5/27/19	11/12/19	169	42.30	49.05	35.55	-6.75	-15.96	5.18
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


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