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

Assessment - Hang Seng Index - 6/07/21 - RS = 10

		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	3/29/21	prc diff	⇓ Δ10	∅-RS
		HSI	28,842.100	08:08	0.36	28,787.300	0.19	28,338.300	449.000	1.58	8.36
		Lenovo	9.130	08:08	-1.30	9.150	-0.22	10.040	-0.890	-8.86	45.34
	L	Citic Pacific	8.790	08:08	1.24	9.240	-4.87	6.910	2.330	33.72	37.77
		Sunny Optical	191.400	08:08	0.42	200.200	-4.40	172.400	27.800	16.13	31.43
	L	PetroChina	3.570	08:08	3.78	3.360	6.25	2.850	0.510	17.89	28.88
		Swire Pacific	57.750	08:08	-0.26	58.500	-1.28	55.650	2.850	5.12	27.69
	L	HSBC	47.600	08:08	-0.10	48.700	-2.26	45.100	3.600	7.98	25.32
		China Merchants	11.740	08:08	0.69	12.540	-6.38	11.880	0.660	5.56	25.28
	L	China Shenhua HK	17.660	08:08	1.03	17.460	1.15	16.000	1.460	9.13	21.58
	L	AAC Technologies	54.950	08:08	1.95	55.000	-0.09	38.650	16.350	42.30	21.54
	L	Henderson Land	38.300	08:08	-0.65	37.850	1.19	33.950	3.900	11.49	21.03
		Wharf REIC	45.200	08:08	0.67	44.300	2.03	43.700	0.600	1.37	19.24
	L	Hang Seng Bank	159.200	08:08	0.13	160.700	-0.93	150.600	10.100	6.71	19.21
	L	CK Property	52.550	08:08	-0.10	51.250	2.54	47.700	3.550	7.44	19.17
	L	Bank of Communicats	5.220	08:08	0.58	5.210	0.19	4.920	0.290	5.89	18.51
	L	Sino Land	12.460	08:08	0.65	12.200	2.13	10.940	1.260	11.52	18.40
		Sinopec	4.230	08:08	2.17	4.290	-1.40	4.210	0.080	1.90	18.30
		Bank of China (HK)	27.700	08:08	-1.25	28.500	-2.81	28.250	0.250	0.88	18.06
		HK Exchgs & Clrg	468.200	08:08	0.26	471.400	-0.68	466.800	4.600	0.99	16.70
	L	CKI	48.100	08:08	0.10	48.300	-0.41	46.550	1.750	3.76	16.21
		AIA	95.600	08:08		97.350	-1.80	96.100	1.250	1.30	13.17
		Sun Hung Kai	122.000	08:08	-0.89	119.000	2.52	116.200	2.800	2.41	13.05
		China Mengniu Dairy	45.200	08:08	-1.63	44.100	2.49	44.500	-0.400	-0.90	11.63
	L	Power Assets	48.650	08:08	0.83	48.000	1.35	45.650	2.350	5.15	11.55
		CK Hutchison	59.800	08:08	-0.17	60.400	-0.99	62.100	-1.700	-2.74	11.50
		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	3/29/21	prc diff	⇓ Δ10	∅-RS
	L	Link REIT	76.850	08:08		74.350	3.36	70.500	3.850	5.46	11.40
		Geely Auto	22.050	08:08	0.23	21.100	4.50	19.900	1.200	6.03	11.14
		China Res Power	10.280	08:08	1.18	10.040	2.39	10.700	-0.660	-6.17	11.11
	L	WH Group	7.170	08:08	-0.69	7.330	-2.18	7.040	0.290	4.12	9.93
		New World Dev	42.200	08:08		41.450	1.81	38.650	2.800	7.24	7.69
		CNOOC	9.140	08:08	1.33	8.720	4.82	8.280	0.440	5.31	5.98
	L	CLP	78.650	08:08	0.58	78.150	0.64	75.550	2.600	3.44	5.25
		Tencent	596.000	08:08	-0.75	600.500	-0.75	612.000	-11.500	-1.88	4.68
		Galaxy Entertainment	62.450	08:08	0.16	62.350	0.16	71.250	-8.900	-12.49	4.60
	L	Want Want China	5.920	08:08	0.68	5.870	0.85	5.860	0.010	0.17	4.40
		China Res Land	36.400	08:08		35.550	2.39	40.800	-5.250	-12.87	4.21
		China Constr Bk HK	6.260	08:08	0.32	6.200	0.97	6.680	-0.480	-7.19	3.84
		MTR	43.400	08:08	0.23	43.300	0.23	44.200	-0.900	-2.04	3.31
		Bank of China	2.830	08:08	0.35	2.830		2.950	-0.120	-4.07	3.23
		ICBC	5.040	08:08	0.60	4.990	1.00	5.590	-0.600	-10.73	3.14
		HK & China Gas	12.320	08:08	0.16	12.080	1.99	12.300	-0.220	-1.79	3.12
		Sands China	33.950	08:08	0.74	33.700	0.74	38.050	-4.350	-11.43	2.71
	S	Hang Lung	19.760	08:08	0.61	19.640	0.61	19.820	-0.180	-0.91	-1.27
	S	China Mobile	48.600	08:08	-0.31	48.650	-0.10	51.000	-2.350	-4.61	-3.87
		Country Garden	9.590	08:08	0.21	9.350	2.57	9.860	-0.510	-5.17	-4.99
	S	Bank of East Asia	15.600	08:08	-0.13	15.780	-1.14	16.440	-0.660	-4.01	-5.00
	S	Ping An	80.900	08:08	-0.06	81.550	-0.80	93.700	-12.150	-12.97	-6.32
		China Life Ins HK	15.720	08:08	-0.76	15.880	-1.01	16.160	-0.280	-1.73	-7.47
		Hengan	52.900	08:08	-0.28	51.750	2.22	52.350	-0.600	-1.15	-7.62
		China Ov Land & Inv	19.740	08:08	0.92	18.300	7.87	21.800	-3.500	-16.06	-8.87
		⇓instrument	freshest		⇓ Δday	6/07/21	⇓ Δwk	3/29/21	prc diff	⇓ Δ10	∅-RS
	S	China Unicom	4.250	08:08	-0.47	4.230	0.47	4.410	-0.180	-4.08	-10.53
HSI - 50 out of 50 instruments rated - 6/07/21 / 3/29/21 - 28 did rise, Market-Ratio(10) = 56.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/02/17	scale up chart	6/07/21

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	3/29/21	133		Geely Auto	100	117,060	20.850	19.900	-0.950	-5	2,329,501	-12
	3/29/21	6/14/21	77		Lenovo	100	232,021	10.040	9.130	-0.910	-9	2,118,362	-36
accum	1/02/06	6/14/21	3486	days out of 5642 invested (62%)						21,084		2,118,362	75

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
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
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	6/14/21	77	10.04	9.13	-0.91	-9.06	-11.38
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