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

Assessment - Hang Seng Index - 8/02/21 - RS = 14

		⇓instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	4/26/21	prc diff	⇓ Δ14	∅-RS
	S	HSI	26,194.800	08:08	-0.16	26,235.800	-0.16	28,952.800	-2,717.000	-9.38	-3.09
	L	China Res Power	14.560	08:08	4.45	13.940	4.45	10.300	3.640	35.34	52.34
	L	Sunny Optical	229.000	08:08	-0.95	231.200	-0.95	198.800	32.400	16.30	39.65
		Geely Auto	26.850	08:08	0.37	26.750	0.37	21.550	5.200	24.13	28.92
		Citic Pacific	8.220	08:08	-1.91	8.380	-1.91	7.960	0.420	5.28	23.49
	L	CK Property	53.600	08:08	-0.37	53.800	-0.37	48.300	5.500	11.39	22.73
		PetroChina	3.280	08:08	-0.61	3.300	-0.61	2.710	0.590	21.77	22.45
		HK Exchgs & Clrg	518.000	08:08	0.10	517.500	0.10	491.400	26.100	5.31	20.25
		Sino Land	12.700	08:08	1.28	12.540	1.28	11.740	0.800	6.81	17.40
	L	Power Assets	50.050	08:08	-0.60	50.350	-0.60	47.300	3.050	6.45	15.14
		CKI	47.200	08:08	0.11	47.150	0.11	47.400	-0.250	-0.53	10.98
		China Merchants	11.400	08:08		11.400		12.680	-1.280	-10.09	10.43
		Wharf REIC	41.100	08:08	-3.97	42.800	-3.97	45.600	-2.800	-6.14	10.40
		Link REIT	74.600	08:08	-0.53	75.000	-0.53	74.250	0.750	1.01	9.36
	L	MTR	46.250	08:08	-0.43	46.450	-0.43	43.750	2.700	6.17	9.11
	L	HK & China Gas	12.920	08:08	1.10	12.780	1.10	12.480	0.300	2.40	8.73
		HSBC	42.900	08:08	-1.27	43.450	-1.27	45.100	-1.650	-3.66	8.68
		Henderson Land	35.200	08:08	0.43	35.050	0.43	34.950	0.100	0.29	8.56
		Hang Seng Bank	149.300	08:08	-0.47	150.000	-0.47	150.400	-0.400	-0.27	8.55
		Lenovo	7.480	08:08	-1.32	7.580	-1.32	10.720	-3.140	-29.29	7.52
	L	CLP	78.650	08:08	-0.63	79.150	-0.63	76.800	2.350	3.06	5.97
		Hang Lung	21.600	08:08	2.86	21.000	2.86	21.450	-0.450	-2.10	5.03
		Sun Hung Kai	112.100	08:08	-0.62	112.800	-0.62	118.600	-5.800	-4.89	4.30
		China Mengniu Dairy	45.100	08:08	3.80	43.450	3.80	41.850	1.600	3.82	3.86
		Bank of China (HK)	25.500	08:08	0.59	25.350	0.59	27.150	-1.800	-6.63	3.29
		⇓instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	4/26/21	prc diff	⇓ Δ14	∅-RS
		AIA	92.800	08:08	0.11	92.700	0.11	99.000	-6.300	-6.36	3.23
		CK Hutchison	56.700	08:08	-0.87	57.200	-0.87	64.100	-6.900	-10.76	3.23
		Bank of Communicats	4.610	08:08	1.10	4.560	1.10	5.030	-0.470	-9.34	3.12
		AAC Technologies	46.800	08:08	-0.53	47.050	-0.53	44.050	3.000	6.81	2.97
		Swire Pacific	48.800	08:08	0.51	48.550	0.51	63.200	-14.650	-23.18	2.22
		China Shenhua HK	14.860	08:08	-0.27	14.900	-0.27	16.200	-1.300	-8.02	0.41
	S	Bank of China	2.730	08:08	0.74	2.710	0.74	3.080	-0.370	-12.01	-0.71
		China Mobile	49.600	08:08	1.22	49.000	1.22	52.100	-3.100	-5.95	-1.56
	S	WH Group	6.590	08:08	0.92	6.530	0.92	6.630	-0.100	-1.51	-1.83
	S	Sinopec	3.600	08:08		3.600		3.920	-0.320	-8.16	-2.81
	S	Want Want China	5.300	08:08	-0.75	5.340	-0.75	5.670	-0.330	-5.82	-4.25
	S	New World Dev	37.150	08:08	0.13	37.100	0.13	41.900	-4.800	-11.46	-4.27
	S	CNOOC	7.800	08:08		7.800		8.170	-0.370	-4.53	-4.79
		China Unicom	4.350	08:08	0.69	4.320	0.69	4.530	-0.210	-4.64	-7.79
	S	China Constr Bk HK	5.490	08:08	0.73	5.450	0.73	6.410	-0.960	-14.98	-8.03
	S	ICBC	4.350	08:08		4.350		5.340	-0.990	-18.54	-9.37
		China Ov Land & Inv	16.740	08:08	-0.71	16.860	-0.71	19.600	-2.740	-13.98	-12.40
		Hengan	47.200	08:08	-0.63	47.500	-0.63	51.500	-4.000	-7.77	-12.65
	S	Galaxy Entertainment	50.000	08:08	-3.57	51.850	-3.57	68.500	-16.650	-24.31	-14.96
	S	Country Garden	7.930	08:08	0.63	7.880	0.63	9.390	-1.510	-16.08	-17.98
	S	Bank of East Asia	12.980	08:08	-0.31	13.020	-0.31	16.640	-3.620	-21.75	-18.87
	S	Tencent	446.000	08:08	-6.11	475.000	-6.11	628.500	-153.500	-24.42	-19.17
	S	China Res Land	27.000	08:08	-0.92	27.250	-0.92	36.350	-9.100	-25.03	-20.22
	S	Ping An	69.150	08:08	1.32	68.250	1.32	86.000	-17.750	-20.64	-20.31
	S	Sands China	25.950	08:08	-1.14	26.250	-1.14	37.600	-11.350	-30.19	-20.31
		⇓instrument	freshest		⇓ Δday	8/02/21	⇓ Δwk	4/26/21	prc diff	⇓ Δ14	∅-RS
	S	China Life Ins HK	13.160	08:08	0.30	13.120	0.30	15.620	-2.500	-16.01	-21.47
HSI - 50 out of 50 instruments rated - 8/02/21 / 4/26/21 - 16 did rise, Market-Ratio(14) = 32.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/02/17	scale up chart	8/02/21

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
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	8/31/20	28		Swire Pacific	100	101,720	37.700	42.200	33.200	-4.500	-12	3,377,112	-81
long	8/31/20	9/14/20	14		HK Exchgs & Clrg	100	8,632	391.200	371.800		-19.400	-5	3,209,651	-73
short	9/14/20	1/04/21	112		HSBC	100	99,678	32.200	40.450	23.950	-8.250	-26	2,387,307	-62
long	1/04/21	7/19/21	196		Geely Auto	100	88,747	26.900	23.700		-3.200	-12	2,103,317	-21
short	7/19/21	8/03/21	15		China Life Ins HK	100	153,079	13.740	13.160	14.346	0.606	4	2,196,022	186
accum	1/09/06	8/03/21	5685	days out of 5692 invested (100%)							21,860		2,196,022	41

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
Hengan	long	1/26/09	1/25/10	364	26.00	52.00		26.00	100.00	100.00
Geely Auto	long	2/27/17	4/23/18	420	10.58	21.30		10.72	101.32
	long	1/04/21	7/19/21	196	26.90	23.70		-3.20	-11.90	77.37
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
China Life Ins HK	long	1/12/15	7/13/15	182	30.40	31.80		1.40	4.61
	short	7/19/21	8/03/21	15	13.74	13.16	14.35	0.61	4.41	9.22
Belle International	short	12/23/13	5/19/14	147	8.86	8.27	9.49	0.63	7.13	7.13
Citic Pacific	long	5/19/14	11/10/14	175	13.68	13.42		-0.26	-1.90	-1.90
Bank of East Asia	short	2/03/20	6/29/20	147	16.74	17.48	16.00	-0.74	-4.42	-4.42
HK Exchgs & Clrg	long	8/31/20	9/14/20	14	391.20	371.80		-19.40	-4.96	-4.96
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
WH Group	short	6/25/18	1/21/19	210	6.19	6.86	5.52	-0.67	-10.82	-10.82
Swire Pacific	short	8/03/20	8/31/20	28	37.70	42.20	33.20	-4.50	-11.94	-11.94
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
HSBC	short	9/14/20	1/04/21	112	32.20	40.45	23.95	-8.25	-25.62	-25.62
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


	is taking down something concerning