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

Assessment - Hang Seng Index - 3/01/21 - RS = 10

		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	12/21/20	prc diff	⇓ Δ10	∅-RS
	L	HSI	29,098.300	Fri	-0.47	29,880.400	-2.62	26,306.700	3,573.700	13.58	18.20
	L	Lenovo	9.980	Fri	0.20	10.420	-4.22	7.000	3.420	48.86	103.74
		Geely Auto	24.350	Fri	-1.22	26.150	-6.88	23.350	2.800	11.99	63.30
	L	Sunny Optical	188.600	Fri	-1.05	204.400	-7.73	153.600	50.800	33.07	54.39
	L	HK Exchgs & Clrg	479.800	Fri	-0.66	498.000	-3.65	403.000	95.000	23.57	48.93
	L	Tencent	679.000	Fri	-1.59	723.000	-6.09	572.000	151.000	26.40	44.45
	L	Galaxy Entertainment	73.550	Fri	0.20	74.500	-1.28	58.550	15.950	27.24	37.51
	L	Wharf REIC	43.650	Fri	-1.47	45.400	-3.85	39.300	6.100	15.52	33.70
	L	China Merchants	12.040	Fri	-0.17	12.360	-2.59	9.350	3.010	32.19	32.12
	L	Swire Pacific	56.000	Fri	-0.62	57.300	-2.27	43.100	14.200	32.95	29.32
	L	AIA	98.100	Fri	-1.75	99.300	-1.21	89.850	9.450	10.52	26.86
	L	Sinopec	4.380	Fri	1.15	4.340	0.92	3.390	0.950	28.02	22.99
	L	HSBC	46.100	Fri	-0.97	46.250	-0.32	39.500	6.750	17.09	22.71
	L	Sands China	37.100	Fri	-2.11	37.550	-1.20	34.500	3.050	8.84	20.08
	L	Sino Land	11.640	Fri	-0.51	11.840	-1.69	10.320	1.520	14.73	19.92
	L	Sun Hung Kai	119.200	Fri	0.08	120.000	-0.67	101.300	18.700	18.46	18.61
	L	Ping An	96.650	Fri	-0.97	98.300	-1.68	93.250	5.050	5.42	17.27
		China Mengniu Dairy	40.750	Fri	2.64	40.600	0.37	43.500	-2.900	-6.67	17.18
	L	China Res Land	36.600	Fri	-0.95	37.950	-3.56	30.800	7.150	23.21	16.00
	L	Hang Seng Bank	152.000	Fri		149.900	1.40	132.700	17.200	12.96	15.07
	L	Bank of China (HK)	26.900	Fri	-0.37	26.350	2.09	23.100	3.250	14.07	14.20
	L	MTR	47.050	Fri	0.97	46.400	1.40	44.150	2.250	5.10	13.38
	L	Henderson Land	33.450	Fri	-1.18	34.100	-1.91	29.950	4.150	13.86	12.36
	L	CNOOC	9.310	Fri	2.42	9.160	1.64	7.250	1.910	26.34	11.45
	L	CK Hutchison	59.250	Fri	0.17	58.400	1.46	54.000	4.400	8.15	11.27
		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	12/21/20	prc diff	⇓ Δ10	∅-RS
	L	ICBC	5.470	Fri	3.60	5.280	3.60	4.540	0.740	16.30	10.02
	L	PetroChina	2.930	Fri	3.17	2.800	4.64	2.400	0.400	16.67	9.65
	L	China Shenhua HK	14.800	Fri	-1.07	15.060	-1.73	15.160	-0.100	-0.66	9.19
	L	CK Property	46.000	Fri	-0.33	45.900	0.22	39.900	6.000	15.04	8.84
	L	Bank of East Asia	17.960	Fri	-2.18	17.940	0.11	16.760	1.180	7.04	8.83
	L	CKI	44.500	Fri	-0.45	44.600	-0.22	39.550	5.050	12.77	8.77
	L	Link REIT	70.650	Fri	0.14	70.850	-0.28	68.850	2.000	2.90	8.35
	L	China Constr Bk HK	6.490	Fri	1.72	6.400	1.41	5.650	0.750	13.27	8.21
	L	China Unicom	5.110	Fri	-0.58	5.220	-2.11	4.440	0.780	17.57	7.98
	L	China Mobile	56.850	Fri	3.36	56.250	1.07	44.150	12.100	27.41	7.58
	L	China Res Power	8.910	Fri	0.79	9.170	-2.84	7.900	1.270	16.08	5.24
		Hang Lung	19.080	Fri	-1.34	19.460	-1.95	19.480	-0.020	-0.10	4.20
	L	WH Group	7.000	Fri	-0.28	7.000		6.490	0.510	7.86	3.88
		New World Dev	39.050	Fri	1.56	38.300	1.96	36.500	1.800	4.93	3.75
	L	Bank of Communicats	4.550	Fri	1.79	4.510	0.89	4.080	0.430	10.54	3.43
	L	Want Want China	5.850	Fri	0.69	5.730	2.09	5.530	0.200	3.62	3.09
	L	Bank of China	2.840	Fri	2.16	2.800	1.43	2.560	0.240	9.38	2.76
	L	CLP	73.150	Fri	-0.46	74.250	-1.48	70.900	3.350	4.72	-0.43
	L	Power Assets	43.150	Fri	-0.46	43.150		40.250	2.900	7.20	-1.02
	L	Citic Pacific	6.570	Fri	-0.61	6.670	-1.50	5.410	1.260	23.29	-1.05
		China Life Ins HK	16.360	Fri	-0.24	16.600	-1.45	16.880	-0.280	-1.66	-2.21
	S	Country Garden	9.290	Fri	-1.06	9.580	-3.03	9.990	-0.410	-4.10	-2.33
	L	AAC Technologies	42.850	Fri	-0.35	43.250	-0.92	41.900	1.350	3.22	-3.31
	L	HK & China Gas	11.540	Fri	-0.17	11.400	1.23	11.400	0.000	0.00	-4.77
	L	China Ov Land & Inv	18.840	Fri	-0.84	19.280	-2.28	17.420	1.860	10.68	-9.91
		⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	12/21/20	prc diff	⇓ Δ10	∅-RS
	S	Hengan	54.700	Fri	3.01	52.950	3.31	54.800	-1.850	-3.38	-9.95
HSI - 50 out of 50 instruments rated - 3/01/21 / 12/21/20 - 43 did rise, Market-Ratio(10) = 86.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI RS = 10 - B/S = 45/45

1/02/17	scale up chart	3/01/21

Transactions Hang Seng Index * L10 - 45 ex 9 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	6/05/06	154		China Res Land	100	2,941	3.400	4.000	0.600	18	11,765	47
6/05/06		7/24/06	49		- cash -
	7/24/06	3/05/07	224		China Life Ins HK	100	922	12.750	20.970	8.220	64	19,343	125
3/05/07		4/02/07	28		- cash -
	4/02/07	8/13/07	133		China Mengniu Dairy	100	1,758	11.000	13.250	2.250	20	23,299	67
8/13/07		8/20/07	7		- cash -
	8/20/07	12/24/07	126		Ping An	100	640	36.400	41.030	4.630	13	26,262	41
12/24/07		4/07/08	105		- cash -
	4/07/08	4/14/08	7		China Mobile	100	215	121.650	122.300	0.650	1	26,402	32
4/14/08		4/21/08	7		- cash -
	4/21/08	6/09/08	49		Tencent	100	2,432	10.854	12.404	1.550	14	30,171	170
6/09/08		12/15/08	189		- cash -
	12/15/08	1/12/09	28		Hengan	100	1,228	24.550	25.000	0.450	2	30,724	27
1/12/09		1/19/09	7		- cash -
	1/19/09	2/16/09	28		Hengan	100	1,186	25.900	28.450	2.550	10	33,748	240
2/16/09		3/23/09	35		- cash -
	3/23/09	5/18/09	56		Hengan	100	1,126	29.950	34.400	4.450	15	38,759	147
	5/18/09	12/21/09	217		Geely Auto	100	27,884	1.390	3.560	2.170	156	99,267	386
12/21/09		1/04/10	14		- cash -
	1/04/10	1/18/10	14		Geely Auto	100	22,715	4.370	3.960	-0.410	-9	89,954	-92
1/18/10		3/29/10	70		- cash -
	3/29/10	5/10/10	42		Geely Auto	100	21,623	4.160	3.400	-0.760	-18	73,521	-83
5/10/10		7/12/10	63		- cash -
	7/12/10	9/27/10	77		Sunny Optical	100	44,289	1.660	1.590	-0.070	-4	70,421	-18
	9/27/10	12/20/10	84		Galaxy Entertainment	100	10,045	7.010	8.480	1.470	21	85,187	129
12/20/10		1/10/11	21		- cash -
	1/10/11	1/17/11	7		Galaxy Entertainment	100	8,175	10.420	11.000	0.580	6	89,928	1,585
1/17/11		1/31/11	14		- cash -
	1/31/11	2/07/11	7		Galaxy Entertainment	100	7,506	11.980	12.480	0.500	4	93,681	743
2/07/11		3/07/11	28		- cash -
	3/07/11	3/14/11	7		Galaxy Entertainment	100	8,658	10.820	11.160	0.340	3	96,625	402
3/14/11		3/28/11	14		- cash -
	3/28/11	6/06/11	70		Galaxy Entertainment	100	8,202	11.780	17.440	5.660	48	143,048	674
6/06/11		7/04/11	28		- cash -
	7/04/11	7/11/11	7		Galaxy Entertainment	100	8,174	17.500	17.260	-0.240	-1	141,086	-51
7/11/11		10/24/11	105		- cash -
	10/24/11	11/07/11	14		Galaxy Entertainment	100	9,114	15.480	16.980	1.500	10	154,757	1,015
11/07/11		11/28/11	21		- cash -
	11/28/11	1/02/12	35		Sands China	100	6,585	23.500	22.200	-1.300	-6	146,197	-45
1/02/12		1/16/12	14		- cash -
	1/16/12	5/07/12	112		Sands China	100	5,778	25.300	28.900	3.600	14	166,998	54
5/07/12		7/16/12	70		- cash -
	7/16/12	3/18/13	245		Sunny Optical	100	60,071	2.780	8.800	6.020	217	528,625	457
3/18/13		4/29/13	42		- cash -
	4/29/13	6/03/13	35		Sunny Optical	100	55,007	9.610	10.680	1.070	11	587,483	201
6/03/13		8/19/13	77		- cash -
	8/19/13	12/16/13	119		Galaxy Entertainment	100	13,351	44.000	69.550	25.550	58	928,601	307
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
12/16/13		4/07/14	112		- cash -
	4/07/14	6/23/14	77		Citic Pacific	100	66,709	13.920	13.340	-0.580	-4	889,909	-18
6/23/14		6/30/14	7		- cash -
	6/30/14	10/06/14	98		Sunny Optical	100	81,196	10.960	12.720	1.760	16	1,032,814	74
10/06/14		11/24/14	49		- cash -
	11/24/14	2/02/15	70		Sunny Optical	100	74,733	13.820	11.480	-2.340	-17	857,939	-62
	2/02/15	3/16/15	42		China Life Ins HK	100	28,693	29.900	31.950	2.050	7	916,760	78
3/16/15		3/23/15	7		- cash -
	3/23/15	6/22/15	91		Ping An	100	19,620	46.725	54.450	7.725	17	1,068,324	85
6/22/15		11/02/15	133		- cash -
	11/02/15	11/30/15	28		Sunny Optical	100	60,357	17.700	17.640	-0.060	0	1,064,703	-4
11/30/15		12/07/15	7		- cash -
	12/07/15	12/14/15	7		Sunny Optical	100	56,693	18.780	18.460	-0.320	-2	1,046,561	-59
12/14/15		3/21/16	98		- cash -
	3/21/16	5/16/16	56		Sunny Optical	100	45,901	22.800	23.950	1.150	5	1,099,347	38
5/16/16		5/30/16	14		- cash -
	5/30/16	6/13/16	14		Sunny Optical	100	41,251	26.650	25.250	-1.400	-5	1,041,596	-76
6/13/16		7/18/16	35		- cash -
	7/18/16	11/14/16	119		Sunny Optical	100	36,611	28.450	38.200	9.750	34	1,398,553	147
11/14/16		1/30/17	77		- cash -
	1/30/17	10/09/17	252		Geely Auto	100	151,522	9.230	22.000	12.770	138	3,333,489	252
10/09/17		10/16/17	7		- cash -
	10/16/17	11/20/17	35		Geely Auto	100	125,319	26.600	27.950	1.350	5	3,502,670	68
11/20/17		11/27/17	7		- cash -
	11/27/17	1/29/18	63		Sunny Optical	100	25,585	136.900	107.000	-29.900	-22	2,737,678	-76
	1/29/18	2/12/18	14		Country Garden	100	168,576	16.240	13.120	-3.120	-19	2,211,721	-100
2/12/18		2/19/18	7		- cash -
	2/19/18	3/19/18	28		Sunny Optical	100	16,844	131.300	147.100	15.800	12	2,477,856	340
3/19/18		4/23/18	35		- cash -
	4/23/18	5/07/18	14		China Mengniu Dairy	100	91,097	27.200	26.050	-1.150	-4	2,373,095	-68
5/07/18		5/14/18	7		- cash -
	5/14/18	5/28/18	14		Sunny Optical	100	15,459	153.500	159.400	5.900	4	2,464,303	167
5/28/18		6/04/18	7		- cash -
	6/04/18	6/25/18	21		Sunny Optical	100	15,626	157.700	138.700	-19.000	-12	2,167,409	-89
6/25/18		10/01/18	98		- cash -
	10/01/18	10/08/18	7		Lenovo	100	378,917	5.720	4.960	-0.760	-13	1,879,432	-100
10/08/18		12/03/18	56		- cash -
	12/03/18	12/10/18	7		Lenovo	100	325,724	5.770	5.250	-0.520	-9	1,710,056	-99
12/10/18		12/17/18	7		- cash -
	12/17/18	5/06/19	140		Lenovo	100	307,011	5.570	6.880	1.310	24	2,112,240	73
5/06/19		10/21/19	168		- cash -
	10/21/19	11/18/19	28		Sunny Optical	100	18,240	115.800	123.500	7.700	7	2,252,688	131
11/18/19		11/25/19	7		- cash -
	11/25/19	2/03/20	70		Sunny Optical	100	18,525	121.600	128.400	6.800	6	2,378,658	33
2/03/20		2/10/20	7		- cash -
	2/10/20	2/24/20	14		Sunny Optical	100	18,685	127.300	128.000	0.700	1	2,391,737	15
2/24/20		6/01/20	98		- cash -
	6/01/20	6/15/20	14		Tencent	100	5,575	429.000	433.600	4.600	1	2,417,382	32
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
6/15/20		7/06/20	21		- cash -
	7/06/20	7/20/20	14		Tencent	100	4,648	520.000	522.500	2.500	0	2,429,002	13
7/20/20		8/03/20	14		- cash -
	8/03/20	9/07/20	35		HK Exchgs & Clrg	100	6,543	371.200	370.000	-1.200	0	2,421,151	-3
9/07/20		10/12/20	35		- cash -
	10/12/20	10/19/20	7		Tencent	100	4,346	557.000	561.500	4.500	1	2,440,708	52
10/19/20		11/16/20	28		- cash -
	11/16/20	3/05/21	109		Geely Auto	100	117,060	20.850	24.350	3.500	17	2,850,418	68
accum	1/02/06	3/05/21	3386	days out of 5542 invested (61%)						28,404		2,850,418	84

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Geely Auto	long	5/18/09	12/21/09	217	1.39	3.56	2.17	156.12
		1/04/10	1/18/10	14	4.37	3.96	-0.41	-9.38
		3/29/10	5/10/10	42	4.16	3.40	-0.76	-18.27
		1/30/17	10/09/17	252	9.23	22.00	12.77	138.35
		10/16/17	11/20/17	35	26.60	27.95	1.35	5.08
		11/16/20	3/05/21	109	20.85	24.35	3.50	16.79	454.82
Sunny Optical		7/12/10	9/27/10	77	1.66	1.59	-0.07	-4.22
		7/16/12	3/18/13	245	2.78	8.80	6.02	216.55
		4/29/13	6/03/13	35	9.61	10.68	1.07	11.13
		6/30/14	10/06/14	98	10.96	12.72	1.76	16.06
		11/24/14	2/02/15	70	13.82	11.48	-2.34	-16.93
		11/02/15	11/30/15	28	17.70	17.64	-0.06	-0.34
		12/07/15	12/14/15	7	18.78	18.46	-0.32	-1.70
		3/21/16	5/16/16	56	22.80	23.95	1.15	5.04
		5/30/16	6/13/16	14	26.65	25.25	-1.40	-5.25
		7/18/16	11/14/16	119	28.45	38.20	9.75	34.27
		11/27/17	1/29/18	63	136.90	107.00	-29.90	-21.84
		2/19/18	3/19/18	28	131.30	147.10	15.80	12.03
		5/14/18	5/28/18	14	153.50	159.40	5.90	3.84
		6/04/18	6/25/18	21	157.70	138.70	-19.00	-12.05
		10/21/19	11/18/19	28	115.80	123.50	7.70	6.65
		11/25/19	2/03/20	70	121.60	128.40	6.80	5.59
		2/10/20	2/24/20	14	127.30	128.00	0.70	0.55	285.11
Galaxy Entertainment		9/27/10	12/20/10	84	7.01	8.48	1.47	20.97
		1/10/11	1/17/11	7	10.42	11.00	0.58	5.57
		1/31/11	2/07/11	7	11.98	12.48	0.50	4.17
		3/07/11	3/14/11	7	10.82	11.16	0.34	3.14
		3/28/11	6/06/11	70	11.78	17.44	5.66	48.05
		7/04/11	7/11/11	7	17.50	17.26	-0.24	-1.37
		10/24/11	11/07/11	14	15.48	16.98	1.50	9.69
		8/19/13	12/16/13	119	44.00	69.55	25.55	58.07	247.39
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
China Life Ins HK		7/24/06	3/05/07	224	12.75	20.97	8.22	64.47
		2/02/15	3/16/15	42	29.90	31.95	2.05	6.86	75.75
Ping An		8/20/07	12/24/07	126	36.40	41.03	4.63	12.72
		3/23/15	6/22/15	91	46.73	54.45	7.73	16.53	31.36
Hengan		12/15/08	1/12/09	28	24.55	25.00	0.45	1.83
		1/19/09	2/16/09	28	25.90	28.45	2.55	9.85
		3/23/09	5/18/09	56	29.95	34.40	4.45	14.86	28.48
China Res Land		1/02/06	6/05/06	154	3.40	4.00	0.60	17.65	17.65
Tencent		4/21/08	6/09/08	49	10.85	12.40	1.55	14.28
		6/01/20	6/15/20	14	429.00	433.60	4.60	1.07
		7/06/20	7/20/20	14	520.00	522.50	2.50	0.48
		10/12/20	10/19/20	7	557.00	561.50	4.50	0.81	17.00
China Mengniu Dairy		4/02/07	8/13/07	133	11.00	13.25	2.25	20.45
		4/23/18	5/07/18	14	27.20	26.05	-1.15	-4.23	15.36
Sands China		11/28/11	1/02/12	35	23.50	22.20	-1.30	-5.53
		1/16/12	5/07/12	112	25.30	28.90	3.60	14.23	7.91
China Mobile		4/07/08	4/14/08	7	121.65	122.30	0.65	0.53	0.53
HK Exchgs & Clrg		8/03/20	9/07/20	35	371.20	370.00	-1.20	-0.32	-0.32
Lenovo		10/01/18	10/08/18	7	5.72	4.96	-0.76	-13.29
		12/03/18	12/10/18	7	5.77	5.25	-0.52	-9.01
		12/17/18	5/06/19	140	5.57	6.88	1.31	23.52	-2.55
Citic Pacific		4/07/14	6/23/14	77	13.92	13.34	-0.58	-4.17	-4.17
Country Garden		1/29/18	2/12/18	14	16.24	13.12	-3.12	-19.21	-19.21

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