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

Assessment - Hang Seng Index - 23/01/23 - RS = 10

		⇓instrument	freshest		⇓ Δday	23/01/23	⇓ Δwk	14/11/22	prc diff	⇓ Δ10	∅-RS
	L	HSI	22,566.800	Thu	2.37	22,044.700	2.37	17,619.700	4,425.000	25.11	10.38
	L	Sands China	29.350	Thu	-2.17	30.000	-2.17	18.740	11.260	60.09	63.52
	L	China Unicom	5.590	Thu	0.90	5.540	0.90	3.550	1.990	56.06	41.96
	L	Swire Pacific	72.000	Thu	-0.28	72.200	-0.28	59.450	12.750	21.45	41.94
	L	AAC Technologies	22.300	Thu	3.48	21.550	3.48	17.620	3.930	22.30	30.10
	L	China Life Ins HK	15.260	Thu	1.60	15.020	1.60	10.520	4.500	42.78	28.28
	L	Ping An	64.750	Thu	4.18	62.150	4.18	41.900	20.250	48.33	28.26
	L	Wharf REIC	47.000	Thu	1.29	46.400	1.29	36.250	10.150	28.00	24.49
	L	Galaxy Entertainment	54.350	Thu	-1.00	54.900	-1.00	45.600	9.300	20.39	22.92
	L	Tencent	406.800	Thu	3.83	391.800	3.83	260.600	131.200	50.35	19.90
	L	Sun Hung Kai	112.900	Thu	1.16	111.600	1.16	91.900	19.700	21.44	18.47
	L	China Res Land	39.800	Thu	0.13	39.750	0.13	34.100	5.650	16.57	16.63
	L	HSBC	57.900	Thu	1.76	56.900	1.76	43.650	13.250	30.36	16.18
	L	China Res Power	16.860	Thu		16.860		13.780	3.080	22.35	13.67
	L	Sinopec	4.230	Thu	1.20	4.180	1.20	3.410	0.770	22.58	13.32
	L	AIA	90.000	Thu	2.74	87.600	2.74	75.700	11.900	15.72	12.78
	L	CNOOC	11.480	Thu	0.88	11.380	0.88	10.320	1.060	10.27	11.60
	L	HK Exchgs & Clrg	375.000	Thu	1.79	368.400	1.79	291.800	76.600	26.25	11.39
	L	Citic Pacific	9.210	Thu	2.22	9.010	2.22	7.680	1.330	17.32	10.13
	L	PetroChina	4.170	Thu	3.73	4.020	3.73	3.360	0.660	19.64	9.21
	L	China Mobile	56.550	Thu	1.16	55.900	1.16	48.950	6.950	14.20	8.50
		China Shenhua HK	24.800	Thu	-1.20	25.100	-1.20	22.400	2.700	12.05	8.22
	L	Hengan	39.200	Thu	-1.26	39.700	-1.26	34.000	5.700	16.76	7.11
	L	Henderson Land	30.100	Thu	1.52	29.650	1.52	23.950	5.700	23.80	6.58
	L	MTR	42.350	Thu	-0.24	42.450	-0.24	36.900	5.550	15.04	5.66
		⇓instrument	freshest		⇓ Δday	23/01/23	⇓ Δwk	14/11/22	prc diff	⇓ Δ10	∅-RS
	L	Hang Lung	15.320	Thu	2.13	15.000	2.13	12.600	2.400	19.05	5.19
	L	Bank of China	3.030	Thu	1.34	2.990	1.34	2.650	0.340	12.83	4.20
	L	Link REIT	63.800	Thu	0.39	63.550	0.39	55.000	8.550	15.55	3.46
	L	Bank of Communicats	4.950	Thu	1.64	4.870	1.64	4.250	0.620	14.59	2.08
	L	China Mengniu Dairy	37.900	Thu	1.07	37.500	1.07	31.950	5.550	17.37	1.45
	L	ICBC	4.260	Thu	0.95	4.220	0.95	3.690	0.530	14.36	0.42
	L	Sunny Optical	116.000	Thu	8.51	106.900	8.51	89.300	17.600	19.71	-0.08
	L	China Constr Bk HK	5.220	Thu	1.75	5.130	1.75	4.560	0.570	12.50	-0.13
	L	China Ov Land & Inv	22.400	Thu	2.99	21.750	2.99	20.050	1.700	8.48	-0.56
	L	Sino Land	10.500	Thu	1.16	10.380	1.16	9.720	0.660	6.79	-1.22
	L	CK Hutchison	50.350	Thu	1.31	49.700	1.31	42.400	7.300	17.22	-1.29
	L	Bank of China (HK)	27.550	Thu	1.29	27.200	1.29	24.300	2.900	11.93	-2.19
	L	CK Property	50.650	Thu	1.81	49.750	1.81	47.400	2.350	4.96	-2.58
	L	Bank of East Asia	10.260	Thu	1.58	10.100	1.58	8.670	1.430	16.49	-2.65
	L	Hang Seng Bank	129.600	Thu	1.09	128.200	1.09	123.600	4.600	3.72	-3.52
	L	CKI	43.900	Thu	-0.23	44.000	-0.23	38.450	5.550	14.43	-4.33
	L	Power Assets	44.600	Thu	1.48	43.950	1.48	39.000	4.950	12.69	-4.92
	L	Geely Auto	12.860	Thu	6.81	12.040	6.81	10.540	1.500	14.23	-6.48
	L	HK & China Gas	7.680	Thu		7.680		6.590	1.090	16.54	-6.48
	L	New World Dev	24.500	Thu	3.59	23.650	3.59	20.650	3.000	14.53	-6.89
		WH Group	4.870	Thu	2.31	4.760	2.31	4.490	0.270	6.01	-7.29
	L	Country Garden	3.050	Thu	5.90	2.880	5.90	3.260	-0.380	-11.66	-7.56
	L	China Merchants	11.200	Thu	-0.88	11.300	-0.88	10.820	0.480	4.44	-8.16
	L	Lenovo	6.430	Thu	3.54	6.210	3.54	6.650	-0.440	-6.62	-11.34
	L	CLP	57.700	Thu	-0.52	58.000	-0.52	57.150	0.850	1.49	-12.76
		⇓instrument	freshest		⇓ Δday	23/01/23	⇓ Δwk	14/11/22	prc diff	⇓ Δ10	∅-RS
	L	Want Want China	5.390	Thu	-0.74	5.430	-0.74	5.650	-0.220	-3.89	-13.12
HSI - 50 out of 50 instruments rated - 23/01/23 / 14/11/22 - 47 did rise, Market-Ratio(10) = 94.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

7/01/19	scale up chart	23/01/23

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	2/01/06	5/06/06	154		China Res Land	100	2,941	3.400	4.000	0.600	18	11,765	47
5/06/06		24/07/06	49		- cash -
	24/07/06	5/03/07	224		China Life Ins HK	100	922	12.750	20.970	8.220	64	19,343	125
5/03/07		2/04/07	28		- cash -
	2/04/07	13/08/07	133		China Mengniu Dairy	100	1,758	11.000	13.250	2.250	20	23,299	67
13/08/07		20/08/07	7		- cash -
	20/08/07	24/12/07	126		Ping An	100	640	36.400	41.030	4.630	13	26,262	41
24/12/07		7/04/08	105		- cash -
	7/04/08	14/04/08	7		China Mobile	100	215	121.650	122.300	0.650	1	26,402	32
14/04/08		21/04/08	7		- cash -
	21/04/08	9/06/08	49		Tencent	100	2,432	10.854	12.404	1.550	14	30,171	170
9/06/08		15/12/08	189		- cash -
	15/12/08	12/01/09	28		Hengan	100	1,228	24.550	25.000	0.450	2	30,724	27
12/01/09		19/01/09	7		- cash -
	19/01/09	16/02/09	28		Hengan	100	1,186	25.900	28.450	2.550	10	33,748	240
16/02/09		23/03/09	35		- cash -
	23/03/09	18/05/09	56		Hengan	100	1,126	29.950	34.400	4.450	15	38,759	147
	18/05/09	21/12/09	217		Geely Auto	100	27,884	1.390	3.560	2.170	156	99,267	386
21/12/09		4/01/10	14		- cash -
	4/01/10	18/01/10	14		Geely Auto	100	22,715	4.370	3.960	-0.410	-9	89,954	-92
18/01/10		29/03/10	70		- cash -
	29/03/10	10/05/10	42		Geely Auto	100	21,623	4.160	3.400	-0.760	-18	73,521	-83
10/05/10		12/07/10	63		- cash -
	12/07/10	27/09/10	77		Sunny Optical	100	44,289	1.660	1.590	-0.070	-4	70,421	-18
	27/09/10	20/12/10	84		Galaxy Entertainment	100	10,045	7.010	8.480	1.470	21	85,187	129
20/12/10		10/01/11	21		- cash -
	10/01/11	17/01/11	7		Galaxy Entertainment	100	8,175	10.420	11.000	0.580	6	89,928	1,585
17/01/11		31/01/11	14		- cash -
	31/01/11	7/02/11	7		Galaxy Entertainment	100	7,506	11.980	12.480	0.500	4	93,681	743
7/02/11		7/03/11	28		- cash -
	7/03/11	14/03/11	7		Galaxy Entertainment	100	8,658	10.820	11.160	0.340	3	96,625	402
14/03/11		28/03/11	14		- cash -
	28/03/11	6/06/11	70		Galaxy Entertainment	100	8,202	11.780	17.440	5.660	48	143,048	674
6/06/11		4/07/11	28		- cash -
	4/07/11	11/07/11	7		Galaxy Entertainment	100	8,174	17.500	17.260	-0.240	-1	141,086	-51
11/07/11		24/10/11	105		- cash -
	24/10/11	7/11/11	14		Galaxy Entertainment	100	9,114	15.480	16.980	1.500	10	154,757	1,015
7/11/11		28/11/11	21		- cash -
	28/11/11	2/01/12	35		Sands China	100	6,585	23.500	22.200	-1.300	-6	146,197	-45
2/01/12		16/01/12	14		- cash -
	16/01/12	7/05/12	112		Sands China	100	5,778	25.300	28.900	3.600	14	166,998	54
7/05/12		16/07/12	70		- cash -
	16/07/12	18/03/13	245		Sunny Optical	100	60,071	2.780	8.800	6.020	217	528,625	457
18/03/13		29/04/13	42		- cash -
	29/04/13	3/06/13	35		Sunny Optical	100	55,007	9.610	10.680	1.070	11	587,483	201
3/06/13		19/08/13	77		- cash -
	19/08/13	16/12/13	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
16/12/13		7/04/14	112		- cash -
	7/04/14	23/06/14	77		Citic Pacific	100	66,709	13.920	13.340	-0.580	-4	889,909	-18
23/06/14		30/06/14	7		- cash -
	30/06/14	6/10/14	98		Sunny Optical	100	81,196	10.960	12.720	1.760	16	1,032,814	74
6/10/14		24/11/14	49		- cash -
	24/11/14	2/02/15	70		Sunny Optical	100	74,733	13.820	11.480	-2.340	-17	857,939	-62
	2/02/15	16/03/15	42		China Life Ins HK	100	28,693	29.900	31.950	2.050	7	916,760	78
16/03/15		23/03/15	7		- cash -
	23/03/15	22/06/15	91		Ping An	100	19,620	46.725	54.450	7.725	17	1,068,324	85
22/06/15		2/11/15	133		- cash -
	2/11/15	30/11/15	28		Sunny Optical	100	60,357	17.700	17.640	-0.060	0	1,064,703	-4
30/11/15		7/12/15	7		- cash -
	7/12/15	14/12/15	7		Sunny Optical	100	56,693	18.780	18.460	-0.320	-2	1,046,561	-59
14/12/15		21/03/16	98		- cash -
	21/03/16	16/05/16	56		Sunny Optical	100	45,901	22.800	23.950	1.150	5	1,099,347	38
16/05/16		30/05/16	14		- cash -
	30/05/16	13/06/16	14		Sunny Optical	100	41,251	26.650	25.250	-1.400	-5	1,041,596	-76
13/06/16		18/07/16	35		- cash -
	18/07/16	14/11/16	119		Sunny Optical	100	36,611	28.450	38.200	9.750	34	1,398,553	147
14/11/16		30/01/17	77		- cash -
	30/01/17	9/10/17	252		Geely Auto	100	151,522	9.230	22.000	12.770	138	3,333,489	252
9/10/17		16/10/17	7		- cash -
	16/10/17	20/11/17	35		Geely Auto	100	125,319	26.600	27.950	1.350	5	3,502,670	68
20/11/17		27/11/17	7		- cash -
	27/11/17	29/01/18	63		Sunny Optical	100	25,585	136.900	107.000	-29.900	-22	2,737,678	-76
	29/01/18	12/02/18	14		Country Garden	100	168,576	16.240	13.120	-3.120	-19	2,211,721	-100
12/02/18		19/02/18	7		- cash -
	19/02/18	19/03/18	28		Sunny Optical	100	16,844	131.300	147.100	15.800	12	2,477,856	340
19/03/18		23/04/18	35		- cash -
	23/04/18	7/05/18	14		China Mengniu Dairy	100	91,097	27.200	26.050	-1.150	-4	2,373,095	-68
7/05/18		14/05/18	7		- cash -
	14/05/18	28/05/18	14		Sunny Optical	100	15,459	153.500	159.400	5.900	4	2,464,303	167
28/05/18		4/06/18	7		- cash -
	4/06/18	25/06/18	21		Sunny Optical	100	15,626	157.700	138.700	-19.000	-12	2,167,409	-89
25/06/18		1/10/18	98		- cash -
	1/10/18	8/10/18	7		Lenovo	100	378,917	5.720	4.960	-0.760	-13	1,879,432	-100
8/10/18		3/12/18	56		- cash -
	3/12/18	10/12/18	7		Lenovo	100	325,724	5.770	5.250	-0.520	-9	1,710,056	-99
10/12/18		17/12/18	7		- cash -
	17/12/18	6/05/19	140		Lenovo	100	307,011	5.570	6.880	1.310	24	2,112,240	73
6/05/19		21/10/19	168		- cash -
	21/10/19	18/11/19	28		Sunny Optical	100	18,240	115.800	123.500	7.700	7	2,252,688	131
18/11/19		25/11/19	7		- cash -
	25/11/19	3/02/20	70		Sunny Optical	100	18,525	121.600	128.400	6.800	6	2,378,658	33
3/02/20		10/02/20	7		- cash -
	10/02/20	24/02/20	14		Sunny Optical	100	18,685	127.300	128.000	0.700	1	2,391,737	15
24/02/20		1/06/20	98		- cash -
	1/06/20	15/06/20	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
15/06/20		6/07/20	21		- cash -
	6/07/20	20/07/20	14		Tencent	100	4,648	520.000	522.500	2.500	0	2,429,002	13
20/07/20		3/08/20	14		- cash -
	3/08/20	7/09/20	35		HK Exchgs & Clrg	100	6,543	371.200	370.000	-1.200	0	2,421,151	-3
7/09/20		12/10/20	35		- cash -
	12/10/20	19/10/20	7		Tencent	100	4,346	557.000	561.500	4.500	1	2,440,708	52
19/10/20		16/11/20	28		- cash -
	16/11/20	29/03/21	133		Geely Auto	100	117,060	20.850	19.900	-0.950	-5	2,329,501	-12
	29/03/21	21/06/21	84		Lenovo	100	232,021	10.040	8.730	-1.310	-13	2,025,553	-46
21/06/21		29/11/21	161		- cash -
	29/11/21	20/12/21	21		China Res Power	100	98,807	20.500	25.400	4.900	24	2,509,708	4,048
20/12/21		10/01/22	21		- cash -
	10/01/22	21/02/22	42		China Res Power	100	125,485	20.000	16.300	-3.700	-19	2,045,413	-83
	21/02/22	14/03/22	21		China Ov Land & Inv	100	80,369	25.450	21.550	-3.900	-15	1,731,974	-94
14/03/22		16/05/22	63		- cash -
	16/05/22	13/06/22	28		China Shenhua HK	100	69,978	24.750	26.900	2.150	9	1,882,427	196
13/06/22		5/12/22	175		- cash -
	5/12/22	26/01/23	52		Sands China	100	77,466	24.300	29.350	5.050	21	2,273,630	276
accum	2/01/06	26/01/23	3658	days out of 6234 invested (59%)						22,636		2,273,630	72

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Geely Auto	long	18/05/09	21/12/09	217	1.39	3.56	2.17	156.12
		4/01/10	18/01/10	14	4.37	3.96	-0.41	-9.38
		29/03/10	10/05/10	42	4.16	3.40	-0.76	-18.27
		30/01/17	9/10/17	252	9.23	22.00	12.77	138.35
		16/10/17	20/11/17	35	26.60	27.95	1.35	5.08
		16/11/20	29/03/21	133	20.85	19.90	-0.95	-4.56	353.42
Sunny Optical		12/07/10	27/09/10	77	1.66	1.59	-0.07	-4.22
		16/07/12	18/03/13	245	2.78	8.80	6.02	216.55
		29/04/13	3/06/13	35	9.61	10.68	1.07	11.13
		30/06/14	6/10/14	98	10.96	12.72	1.76	16.06
		24/11/14	2/02/15	70	13.82	11.48	-2.34	-16.93
		2/11/15	30/11/15	28	17.70	17.64	-0.06	-0.34
		7/12/15	14/12/15	7	18.78	18.46	-0.32	-1.70
		21/03/16	16/05/16	56	22.80	23.95	1.15	5.04
		30/05/16	13/06/16	14	26.65	25.25	-1.40	-5.25
		18/07/16	14/11/16	119	28.45	38.20	9.75	34.27
		27/11/17	29/01/18	63	136.90	107.00	-29.90	-21.84
		19/02/18	19/03/18	28	131.30	147.10	15.80	12.03
		14/05/18	28/05/18	14	153.50	159.40	5.90	3.84
		4/06/18	25/06/18	21	157.70	138.70	-19.00	-12.05
		21/10/19	18/11/19	28	115.80	123.50	7.70	6.65
		25/11/19	3/02/20	70	121.60	128.40	6.80	5.59
		10/02/20	24/02/20	14	127.30	128.00	0.70	0.55	285.11
Galaxy Entertainment		27/09/10	20/12/10	84	7.01	8.48	1.47	20.97
		10/01/11	17/01/11	7	10.42	11.00	0.58	5.57
		31/01/11	7/02/11	7	11.98	12.48	0.50	4.17
		7/03/11	14/03/11	7	10.82	11.16	0.34	3.14
		28/03/11	6/06/11	70	11.78	17.44	5.66	48.05
		4/07/11	11/07/11	7	17.50	17.26	-0.24	-1.37
		24/10/11	7/11/11	14	15.48	16.98	1.50	9.69
		19/08/13	16/12/13	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		24/07/06	5/03/07	224	12.75	20.97	8.22	64.47
		2/02/15	16/03/15	42	29.90	31.95	2.05	6.86	75.75
Ping An		20/08/07	24/12/07	126	36.40	41.03	4.63	12.72
		23/03/15	22/06/15	91	46.73	54.45	7.73	16.53	31.36
Sands China		28/11/11	2/01/12	35	23.50	22.20	-1.30	-5.53
		16/01/12	7/05/12	112	25.30	28.90	3.60	14.23
		5/12/22	26/01/23	52	24.30	29.35	5.05	20.78	30.34
Hengan		15/12/08	12/01/09	28	24.55	25.00	0.45	1.83
		19/01/09	16/02/09	28	25.90	28.45	2.55	9.85
		23/03/09	18/05/09	56	29.95	34.40	4.45	14.86	28.48
China Res Land		2/01/06	5/06/06	154	3.40	4.00	0.60	17.65	17.65
Tencent		21/04/08	9/06/08	49	10.85	12.40	1.55	14.28
		1/06/20	15/06/20	14	429.00	433.60	4.60	1.07
		6/07/20	20/07/20	14	520.00	522.50	2.50	0.48
		12/10/20	19/10/20	7	557.00	561.50	4.50	0.81	17.00
China Mengniu Dairy		2/04/07	13/08/07	133	11.00	13.25	2.25	20.45
		23/04/18	7/05/18	14	27.20	26.05	-1.15	-4.23	15.36
China Shenhua HK		16/05/22	13/06/22	28	24.75	26.90	2.15	8.69	8.69
China Res Power		29/11/21	20/12/21	21	20.50	25.40	4.90	23.90
		10/01/22	21/02/22	42	20.00	16.30	-3.70	-18.50	0.98
China Mobile		7/04/08	14/04/08	7	121.65	122.30	0.65	0.53	0.53
HK Exchgs & Clrg		3/08/20	7/09/20	35	371.20	370.00	-1.20	-0.32	-0.32
Citic Pacific		7/04/14	23/06/14	77	13.92	13.34	-0.58	-4.17	-4.17
Lenovo		1/10/18	8/10/18	7	5.72	4.96	-0.76	-13.29
		3/12/18	10/12/18	7	5.77	5.25	-0.52	-9.01
		17/12/18	6/05/19	140	5.57	6.88	1.31	23.52
		29/03/21	21/06/21	84	10.04	8.73	-1.31	-13.05	-15.26
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
China Ov Land & Inv		21/02/22	14/03/22	21	25.45	21.55	-3.90	-15.32	-15.32
Country Garden		29/01/18	12/02/18	14	16.24	13.12	-3.12	-19.21	-19.21

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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