| |
| |
Assessment - Hang Seng Index - 8/15/22 - RS = 10
⇐
| |
|
instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
6/06/22 |
prc diff |
⇓ Δ10 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
HSI |
19,830.500 |
08:09 |
-1.05 |
20,040.900 |
-1.05 |
21,653.900 |
-1,613.000 |
-7.45 |
|
-11.99 |
| |  |
 |
 |
 |
L |
 |
AAC Technologies |
14.900 |
08:08 |
0.13 |
14.880 |
0.13 |
17.460 |
-2.580 |
-14.78 |
|
-35.30 |
| |  |
 |
 |
 |
|
 |
AIA |
76.700 |
08:08 |
-0.58 |
77.150 |
-0.58 |
82.350 |
-5.200 |
-6.31 |
|
-6.96 |
| |  |
 |
 |
 |
S |
 |
Bank of China |
2.760 |
08:08 |
-0.72 |
2.780 |
-0.72 |
3.120 |
-0.340 |
-10.90 |
|
-4.21 |
| |  |
 |
 |
 |
|
 |
Bank of China (HK) |
27.600 |
08:08 |
0.36 |
27.500 |
0.36 |
30.650 |
-3.150 |
-10.28 |
|
1.22 |
| |  |
 |
 |
 |
S |
 |
Bank of Communicats |
4.600 |
08:08 |
-1.08 |
4.650 |
-1.08 |
5.280 |
-0.630 |
-11.93 |
|
-6.03 |
| |  |
 |
 |
 |
S |
 |
Bank of East Asia |
10.420 |
08:08 |
0.58 |
10.360 |
0.58 |
11.480 |
-1.120 |
-9.76 |
|
-13.07 |
| |  |
 |
 |
 |
S |
 |
CK Hutchison |
52.550 |
08:08 |
|
52.550 |
|
55.100 |
-2.550 |
-4.63 |
|
-2.66 |
| |  |
 |
 |
 |
|
 |
CK Property |
54.000 |
08:08 |
-0.64 |
54.350 |
-0.64 |
53.350 |
1.000 |
1.87 |
|
7.60 |
| |  |
 |
 |
 |
|
 |
CKI |
50.100 |
08:08 |
-0.10 |
50.150 |
-0.10 |
52.050 |
-1.900 |
-3.65 |
|
3.28 |
| |  |
 |
 |
 |
S |
 |
China Constr Bk HK |
4.900 |
08:08 |
-0.81 |
4.940 |
-0.81 |
5.820 |
-0.880 |
-15.12 |
|
-10.65 |
| |  |
 |
 |
 |
|
 |
China Life Ins HK |
11.280 |
08:08 |
-1.74 |
11.480 |
-1.74 |
12.220 |
-0.740 |
-6.06 |
|
-9.82 |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
34.600 |
08:08 |
-0.14 |
34.650 |
-0.14 |
41.100 |
-6.450 |
-15.69 |
|
-20.30 |
| |  |
 |
 |
 |
S |
 |
China Merchants |
11.900 |
08:08 |
-0.17 |
11.920 |
-0.17 |
15.040 |
-3.120 |
-20.74 |
|
-11.14 |
| |  |
 |
 |
 |
|
 |
China Mobile |
52.000 |
08:08 |
-0.76 |
52.400 |
-0.76 |
50.550 |
1.850 |
3.66 |
|
4.48 |
| |  |
 |
 |
 |
S |
 |
China Ov Land & Inv |
20.200 |
08:08 |
3.59 |
19.500 |
3.59 |
22.300 |
-2.800 |
-12.56 |
|
-6.36 |
| |  |
 |
 |
 |
S |
 |
China Res Land |
30.700 |
08:08 |
3.37 |
29.700 |
3.37 |
34.450 |
-4.750 |
-13.79 |
|
-12.09 |
| |  |
 |
 |
 |
S |
 |
China Res Power |
14.400 |
08:08 |
5.57 |
13.640 |
5.57 |
15.660 |
-2.020 |
-12.90 |
|
-21.11 |
| |  |
 |
 |
 |
|
 |
China Shenhua HK |
22.800 |
08:08 |
0.44 |
22.700 |
0.44 |
26.250 |
-3.550 |
-13.52 |
|
11.99 |
| |  |
 |
 |
 |
L |
 |
China Unicom |
3.870 |
08:08 |
-0.26 |
3.880 |
-0.26 |
3.710 |
0.170 |
4.58 |
|
-1.30 |
| |  |
 |
 |
 |
L |
 |
Citic Pacific |
8.310 |
08:08 |
-1.42 |
8.430 |
-1.42 |
8.790 |
-0.360 |
-4.10 |
|
1.40 |
| |  |
 |
 |
 |
S |
 |
CLP |
67.550 |
08:08 |
-0.15 |
67.650 |
-0.15 |
77.600 |
-9.950 |
-12.82 |
|
-10.04 |
| |  |
 |
 |
 |
|
 |
CNOOC |
9.580 |
08:08 |
-2.74 |
9.850 |
-2.74 |
12.200 |
-2.350 |
-19.26 |
|
6.01 |
| |  |
 |
 |
 |
S |
 |
Country Garden |
2.530 |
08:08 |
9.05 |
2.320 |
9.05 |
4.730 |
-2.410 |
-50.95 |
|
-59.24 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
47.000 |
08:08 |
-0.74 |
47.350 |
-0.74 |
42.350 |
5.000 |
11.81 |
|
8.63 |
| |
|
instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
6/06/22 |
prc diff |
⇓ Δ10 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Geely Auto |
17.440 |
08:08 |
1.04 |
17.260 |
1.04 |
15.200 |
2.060 |
13.55 |
|
0.23 |
| |  |
 |
 |
 |
S |
 |
Hang Lung |
13.280 |
08:08 |
0.30 |
13.240 |
0.30 |
14.340 |
-1.100 |
-7.67 |
|
-17.59 |
| |  |
 |
 |
 |
S |
 |
Hang Seng Bank |
126.800 |
08:08 |
0.16 |
126.600 |
0.16 |
140.300 |
-13.700 |
-9.76 |
|
-11.48 |
| |  |
 |
 |
 |
S |
 |
Henderson Land |
27.900 |
08:08 |
|
27.900 |
|
31.100 |
-3.200 |
-10.29 |
|
-12.86 |
| |  |
 |
 |
 |
L |
 |
Hengan |
38.000 |
08:08 |
-0.39 |
38.150 |
-0.39 |
37.900 |
0.250 |
0.66 |
|
-2.89 |
| |  |
 |
 |
 |
L |
 |
HK & China Gas |
8.250 |
08:08 |
-0.36 |
8.280 |
-0.36 |
8.980 |
-0.700 |
-7.80 |
|
-20.68 |
| |  |
 |
 |
 |
L |
 |
HK Exchgs & Clrg |
346.600 |
08:08 |
-0.06 |
346.800 |
-0.06 |
347.600 |
-0.800 |
-0.23 |
|
-14.32 |
| |  |
 |
 |
 |
|
 |
HSBC |
51.850 |
08:08 |
-0.67 |
52.200 |
-0.67 |
52.650 |
-0.450 |
-0.85 |
|
8.13 |
| |  |
 |
 |
 |
S |
 |
ICBC |
4.070 |
08:08 |
-0.49 |
4.090 |
-0.49 |
4.680 |
-0.590 |
-12.61 |
|
-8.42 |
| |  |
 |
 |
 |
S |
 |
Lenovo |
6.920 |
08:08 |
-1.14 |
7.000 |
-1.14 |
7.710 |
-0.710 |
-9.21 |
|
-12.85 |
| |  |
 |
 |
 |
|
 |
Link REIT |
64.900 |
08:08 |
-1.29 |
65.750 |
-1.29 |
72.000 |
-6.250 |
-8.68 |
|
-2.39 |
| |  |
 |
 |
 |
L |
 |
MTR |
41.800 |
08:08 |
0.24 |
41.700 |
0.24 |
42.600 |
-0.900 |
-2.11 |
|
-1.04 |
| |  |
 |
 |
 |
S |
 |
New World Dev |
26.500 |
08:08 |
-0.38 |
26.600 |
-0.38 |
30.200 |
-3.600 |
-11.92 |
|
-14.24 |
| |  |
 |
 |
 |
S |
 |
PetroChina |
3.320 |
08:08 |
-2.35 |
3.400 |
-2.35 |
4.190 |
-0.790 |
-18.85 |
|
-9.51 |
| |  |
 |
 |
 |
S |
 |
Ping An |
43.900 |
08:08 |
-0.68 |
44.200 |
-0.68 |
48.650 |
-4.450 |
-9.15 |
|
-19.90 |
| |  |
 |
 |
 |
|
 |
Power Assets |
50.200 |
08:08 |
0.10 |
50.150 |
0.10 |
51.700 |
-1.550 |
-3.00 |
|
1.73 |
| |  |
 |
 |
 |
L |
 |
Sands China |
17.540 |
08:08 |
-1.46 |
17.800 |
-1.46 |
15.640 |
2.160 |
13.81 |
|
-1.61 |
| |  |
 |
 |
 |
L |
 |
Sino Land |
11.920 |
08:08 |
0.85 |
11.820 |
0.85 |
11.260 |
0.560 |
4.97 |
|
12.14 |
| |  |
 |
 |
 |
|
 |
Sinopec |
3.560 |
08:08 |
-1.66 |
3.620 |
-1.66 |
3.800 |
-0.180 |
-4.74 |
|
-4.58 |
| |  |
 |
 |
 |
L |
 |
Sun Hung Kai |
95.750 |
08:08 |
0.42 |
95.350 |
0.42 |
96.600 |
-1.250 |
-1.29 |
|
-1.11 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
120.500 |
08:08 |
|
120.500 |
|
126.600 |
-6.100 |
-4.82 |
|
-23.01 |
| |  |
 |
 |
 |
L |
 |
Swire Pacific |
53.600 |
08:08 |
0.37 |
53.400 |
0.37 |
49.050 |
4.350 |
8.87 |
|
15.03 |
| |  |
 |
 |
 |
S |
 |
Tencent |
303.000 |
08:08 |
0.87 |
300.400 |
0.87 |
367.600 |
-67.200 |
-18.28 |
|
-26.26 |
| |  |
 |
 |
 |
S |
 |
Want Want China |
6.230 |
08:08 |
0.16 |
6.220 |
0.16 |
7.300 |
-1.080 |
-14.79 |
|
-7.14 |
| |  |
 |
 |
 |
|
 |
WH Group |
5.430 |
08:08 |
-1.09 |
5.490 |
-1.09 |
6.180 |
-0.690 |
-11.17 |
|
1.28 |
| |
|
instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
6/06/22 |
prc diff |
⇓ Δ10 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Wharf REIC |
37.400 |
08:08 |
0.13 |
37.350 |
0.13 |
37.000 |
0.350 |
0.95 |
|
-1.80 |
HSI - 50 out of 50 instruments rated - 8/15/22 / 6/06/22 - 10 did rise, Market-Ratio(10) = 20.00 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
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 |
3/29/21 |
133 |
 |
 |
 |
Geely Auto |
100 |
117,060 |
|
20.850 |
19.900 |
|
-0.950 |
-5 |
2,329,501 |
-12 |
|
|
3/29/21 |
6/21/21 |
84 |
 |
 |
 |
Lenovo |
100 |
232,021 |
|
10.040 |
8.730 |
|
-1.310 |
-13 |
2,025,553 |
-46 |
|
6/21/21 |
11/29/21 |
161 |
|
- cash - |
|
11/29/21 |
12/20/21 |
21 |
 |
 |
 |
China Res Power |
100 |
98,807 |
|
20.500 |
25.400 |
|
4.900 |
24 |
2,509,708 |
4,048 |
|
12/20/21 |
1/10/22 |
21 |
|
- cash - |
|
1/10/22 |
2/21/22 |
42 |
 |
 |
 |
China Res Power |
100 |
125,485 |
|
20.000 |
16.300 |
|
-3.700 |
-19 |
2,045,413 |
-83 |
|
|
2/21/22 |
3/14/22 |
21 |
 |
 |
 |
China Ov Land & Inv |
100 |
80,369 |
|
25.450 |
21.550 |
|
-3.900 |
-15 |
1,731,974 |
-94 |
|
3/14/22 |
5/16/22 |
63 |
|
- cash - |
|
5/16/22 |
6/13/22 |
28 |
 |
 |
 |
China Shenhua HK |
100 |
69,978 |
|
24.750 |
26.900 |
|
2.150 |
9 |
1,882,427 |
196 |
|
6/13/22 |
8/16/22 |
64 |
|
- cash - |
accum | 1/02/06 |
6/13/22 | 3605 |
days out of 6070 invested (59%) |
18,724 |
1,882,427 |
70 |
|
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 | 3/29/21 | 133 | 20.85 | 19.90 | | -0.95 | -4.56 | | | 353.42 |
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 |
China Shenhua HK | | 5/16/22 | 6/13/22 | 28 | 24.75 | 26.90 | | 2.15 | 8.69 | | | 8.69 |
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 Res Power | | 11/29/21 | 12/20/21 | 21 | 20.50 | 25.40 | | 4.90 | 23.90 | | | |
| | 1/10/22 | 2/21/22 | 42 | 20.00 | 16.30 | | -3.70 | -18.50 | | | 0.98 |
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 |
Citic Pacific | | 4/07/14 | 6/23/14 | 77 | 13.92 | 13.34 | | -0.58 | -4.17 | | | -4.17 |
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 | | | |
| | 3/29/21 | 6/21/21 | 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 | | 2/21/22 | 3/14/22 | 21 | 25.45 | 21.55 | | -3.90 | -15.32 | | | -15.32 |
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 |
|
|