| | |
| | |
Assessment - Hang Seng Index in Swiss Franc - 1/07/24 - RS = 10
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
22/04/24 |
prc diff |
⇓ Δ10 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI |
1,979.979 |
12/08/24 |
0.13 |
2,050.203 |
-3.43 |
1,919.725 |
130.479 |
6.80 |
|
3.65 |
| |  |
 |
 |
 |
L |
 |
China Hongqiao |
1.148 |
12/08/24 |
1.33 |
1.368 |
-16.07 |
1.135 |
0.233 |
20.53 |
|
65.64 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
2.284 |
12/08/24 |
-0.80 |
2.592 |
-11.88 |
2.111 |
0.481 |
22.76 |
|
57.87 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
3.737 |
12/08/24 |
1.57 |
4.160 |
-10.15 |
3.680 |
0.480 |
13.04 |
|
34.92 |
| |  |
 |
 |
 |
L |
 |
China Res Power |
2.540 |
12/08/24 |
0.23 |
2.771 |
-8.35 |
2.297 |
0.474 |
20.63 |
|
45.32 |
| |  |
 |
 |
 |
L |
 |
Hansoh Pharma |
2.141 |
12/08/24 |
-2.22 |
1.888 |
13.36 |
1.865 |
0.023 |
1.26 |
|
25.99 |
| |  |
 |
 |
 |
|
 |
PetroChina |
0.772 |
12/08/24 |
|
0.914 |
-15.57 |
0.848 |
0.067 |
7.85 |
|
36.86 |
| |  |
 |
 |
 |
|
 |
Trip.com |
38.277 |
12/08/24 |
0.55 |
43.345 |
-11.69 |
44.204 |
-0.859 |
-1.94 |
|
23.75 |
| |  |
 |
 |
 |
|
 |
Xiaomi |
1.905 |
12/08/24 |
0.37 |
1.907 |
-0.12 |
1.839 |
0.068 |
3.67 |
|
22.05 |
| |  |
 |
 |
 |
L |
 |
Bank of China |
0.393 |
12/08/24 |
1.19 |
0.445 |
-11.69 |
0.395 |
0.050 |
12.69 |
|
30.84 |
| |  |
 |
 |
 |
|
 |
Zijin Mining HK |
1.770 |
12/08/24 |
0.66 |
1.907 |
-7.16 |
1.960 |
-0.053 |
-2.72 |
|
27.18 |
| |  |
 |
 |
 |
L |
 |
Tencent |
43.391 |
12/08/24 |
1.35 |
43.090 |
0.70 |
37.251 |
5.839 |
15.67 |
|
20.79 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
1.189 |
12/08/24 |
2.59 |
1.275 |
-6.72 |
0.944 |
0.331 |
35.07 |
|
24.10 |
| |  |
 |
 |
 |
L |
 |
China Constr Bk HK |
0.642 |
12/08/24 |
1.46 |
0.668 |
-3.81 |
0.570 |
0.098 |
17.19 |
|
26.05 |
| |  |
 |
 |
 |
L |
 |
Haier Smart Home |
2.812 |
12/08/24 |
1.67 |
3.020 |
-6.90 |
3.046 |
-0.026 |
-0.86 |
|
10.49 |
| |  |
 |
 |
 |
L |
 |
China Unicom |
0.691 |
12/08/24 |
-5.84 |
0.830 |
-16.74 |
0.696 |
0.133 |
19.13 |
|
34.43 |
| |  |
 |
 |
 |
L |
 |
Meituan |
12.034 |
12/08/24 |
-2.07 |
12.855 |
-6.39 |
11.696 |
1.159 |
9.91 |
|
12.66 |
| |  |
 |
 |
 |
L |
 |
Hang Seng Bank |
10.634 |
12/08/24 |
0.38 |
11.617 |
-8.47 |
11.278 |
0.340 |
3.01 |
|
7.84 |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
12.068 |
12/08/24 |
2.25 |
14.660 |
-17.68 |
12.173 |
2.487 |
20.43 |
|
16.85 |
| |  |
 |
 |
 |
L |
 |
Shenzhou Inter |
7.162 |
12/08/24 |
-0.24 |
8.846 |
-19.03 |
8.516 |
0.330 |
3.87 |
|
3.87 |
| |  |
 |
 |
 |
|
 |
WH Group |
0.609 |
12/08/24 |
|
0.595 |
2.33 |
0.637 |
-0.042 |
-6.65 |
|
11.95 |
| |  |
 |
 |
 |
L |
 |
Bank of China (HK) |
2.580 |
12/08/24 |
|
2.783 |
-7.28 |
2.674 |
0.109 |
4.07 |
|
13.33 |
| |  |
 |
 |
 |
L |
 |
ICBC |
0.518 |
12/08/24 |
2.05 |
0.537 |
-3.45 |
0.477 |
0.060 |
12.63 |
|
22.33 |
| |  |
 |
 |
 |
|
 |
Techtronic Inds |
11.172 |
12/08/24 |
-0.26 |
10.321 |
8.24 |
11.952 |
-1.631 |
-13.64 |
|
5.13 |
| |  |
 |
 |
 |
L |
 |
China Merchants B HK |
3.761 |
12/08/24 |
|
4.102 |
-8.32 |
3.755 |
0.347 |
9.23 |
|
16.27 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
22/04/24 |
prc diff |
⇓ Δ10 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
China Mobile |
8.204 |
12/08/24 |
-0.56 |
8.910 |
-7.92 |
8.109 |
0.800 |
9.87 |
|
18.73 |
| |  |
 |
 |
 |
L |
 |
HSBC |
7.446 |
12/08/24 |
0.63 |
7.903 |
-5.78 |
7.371 |
0.532 |
7.21 |
|
12.61 |
| |  |
 |
 |
 |
|
 |
Sinopec |
0.574 |
12/08/24 |
0.61 |
0.585 |
-1.98 |
0.537 |
0.048 |
9.00 |
|
18.89 |
| |  |
 |
 |
 |
L |
 |
CSPC Pharmaceutical |
0.686 |
12/08/24 |
1.02 |
0.720 |
-4.66 |
0.698 |
0.022 |
3.17 |
|
0.70 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
24.715 |
12/08/24 |
-0.28 |
26.845 |
-7.93 |
23.346 |
3.499 |
14.99 |
|
6.88 |
| |  |
 |
 |
 |
|
 |
CK Infrastructure |
6.416 |
12/08/24 |
0.36 |
5.103 |
25.74 |
5.052 |
0.051 |
1.01 |
|
7.83 |
| |  |
 |
 |
 |
|
 |
CLP |
7.984 |
12/08/24 |
-0.07 |
7.301 |
9.35 |
7.098 |
0.203 |
2.86 |
|
4.62 |
| |  |
 |
 |
 |
L |
 |
ENN Energy |
6.179 |
12/08/24 |
0.85 |
7.446 |
-17.02 |
7.429 |
0.017 |
0.22 |
|
1.75 |
| |  |
 |
 |
 |
L |
 |
China Ov Land & Inv |
1.479 |
12/08/24 |
-0.93 |
1.567 |
-5.61 |
1.358 |
0.209 |
15.37 |
|
-1.03 |
| |  |
 |
 |
 |
L |
 |
JD.com |
11.582 |
12/08/24 |
-0.10 |
11.953 |
-3.10 |
11.685 |
0.268 |
2.30 |
|
-4.94 |
| |  |
 |
 |
 |
L |
 |
SMIC |
1.914 |
12/08/24 |
-0.24 |
1.981 |
-3.39 |
1.656 |
0.325 |
19.65 |
|
-2.57 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.201 |
12/08/24 |
0.58 |
1.277 |
-5.98 |
1.091 |
0.187 |
17.13 |
|
5.45 |
| |  |
 |
 |
 |
S |
 |
Power Assets |
6.237 |
12/08/24 |
-0.28 |
4.889 |
27.57 |
5.121 |
-0.233 |
-4.54 |
|
2.14 |
| |  |
 |
 |
 |
|
 |
ANTA Sports Products |
7.903 |
12/08/24 |
-2.78 |
8.678 |
-8.93 |
9.952 |
-1.274 |
-12.80 |
|
-6.29 |
| |  |
 |
 |
 |
|
 |
HK & China Gas |
0.766 |
12/08/24 |
1.85 |
0.687 |
11.45 |
0.666 |
0.021 |
3.17 |
|
3.01 |
| |  |
 |
 |
 |
L |
 |
Tingyi |
1.040 |
12/08/24 |
-0.66 |
1.089 |
-4.46 |
0.977 |
0.112 |
11.49 |
|
-0.56 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
0.883 |
12/08/24 |
0.26 |
1.017 |
-13.20 |
1.028 |
-0.011 |
-1.04 |
|
-0.69 |
| |  |
 |
 |
 |
L |
 |
Sinopharm |
2.337 |
12/08/24 |
1.10 |
2.401 |
-2.65 |
2.442 |
-0.041 |
-1.66 |
|
0.91 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
0.822 |
12/08/24 |
|
0.822 |
|
0.827 |
-0.005 |
-0.62 |
|
-5.30 |
| |  |
 |
 |
 |
L |
 |
HK Exchgs & Clrg |
26.798 |
12/08/24 |
0.96 |
28.950 |
-7.43 |
25.578 |
3.372 |
13.18 |
|
-4.52 |
| |  |
 |
 |
 |
|
 |
Henderson Land |
2.551 |
12/08/24 |
-2.43 |
2.424 |
5.25 |
2.633 |
-0.209 |
-7.95 |
|
-3.68 |
| |  |
 |
 |
 |
L |
 |
Longfor |
1.105 |
12/08/24 |
-1.95 |
1.240 |
-10.91 |
1.072 |
0.168 |
15.71 |
|
-10.96 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
1.414 |
12/08/24 |
-1.93 |
1.625 |
-12.96 |
1.863 |
-0.238 |
-12.78 |
|
-15.43 |
| |  |
 |
 |
 |
L |
 |
China Res Land |
2.632 |
12/08/24 |
-1.09 |
3.072 |
-14.31 |
2.779 |
0.293 |
10.56 |
|
-3.29 |
| |  |
 |
 |
 |
L |
 |
China Res Mixc |
2.528 |
12/08/24 |
-1.13 |
2.991 |
-15.47 |
2.988 |
0.003 |
0.10 |
|
-7.66 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
22/04/24 |
prc diff |
⇓ Δ10 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
0.874 |
12/08/24 |
-0.13 |
0.990 |
-11.80 |
0.914 |
0.077 |
8.39 |
|
-4.64 |
| |  |
 |
 |
 |
|
 |
Alibaba |
9.077 |
12/08/24 |
0.77 |
8.157 |
11.28 |
7.958 |
0.199 |
2.50 |
|
-7.49 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.894 |
12/08/24 |
0.45 |
4.096 |
-4.94 |
3.726 |
0.370 |
9.92 |
|
-7.06 |
| |  |
 |
 |
 |
|
 |
NetEase |
16.292 |
12/08/24 |
0.50 |
17.252 |
-5.57 |
17.021 |
0.231 |
1.36 |
|
-3.42 |
| |  |
 |
 |
 |
|
 |
Hengan |
2.933 |
12/08/24 |
-0.20 |
2.754 |
6.51 |
2.901 |
-0.147 |
-5.06 |
|
-10.06 |
| |  |
 |
 |
 |
S |
 |
Nongfu Spring |
3.402 |
12/08/24 |
1.55 |
4.287 |
-20.65 |
5.139 |
-0.852 |
-16.58 |
|
-13.19 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
5.004 |
12/08/24 |
1.29 |
5.583 |
-10.36 |
4.261 |
1.322 |
31.02 |
|
-11.38 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
4.675 |
12/08/24 |
0.12 |
4.328 |
8.02 |
4.255 |
0.072 |
1.70 |
|
-6.86 |
| |  |
 |
 |
 |
S |
 |
Sino Biopharm |
0.341 |
12/08/24 |
2.08 |
0.309 |
10.49 |
0.295 |
0.014 |
4.62 |
|
-11.59 |
| |  |
 |
 |
 |
L |
 |
Alibaba Health |
0.375 |
12/08/24 |
-0.61 |
0.362 |
3.51 |
0.309 |
0.053 |
17.11 |
|
-17.54 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
3.408 |
12/08/24 |
-4.38 |
4.212 |
-19.09 |
4.017 |
0.195 |
4.85 |
|
-14.56 |
| |  |
 |
 |
 |
|
 |
Sun Hung Kai |
8.279 |
12/08/24 |
-1.85 |
7.816 |
5.92 |
8.202 |
-0.386 |
-4.71 |
|
-14.12 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.005 |
12/08/24 |
-1.33 |
6.133 |
-2.08 |
5.598 |
0.534 |
9.55 |
|
-16.14 |
| |  |
 |
 |
 |
|
 |
MTR |
2.997 |
12/08/24 |
0.19 |
2.852 |
5.07 |
2.796 |
0.056 |
2.01 |
|
-12.58 |
| |  |
 |
 |
 |
S |
 |
Link REIT |
4.032 |
12/08/24 |
-0.57 |
3.512 |
14.83 |
3.680 |
-0.168 |
-4.57 |
|
-18.25 |
| |  |
 |
 |
 |
|
 |
Xinyi Solar |
0.408 |
12/08/24 |
0.28 |
0.455 |
-10.18 |
0.612 |
-0.157 |
-25.64 |
|
-24.15 |
| |  |
 |
 |
 |
S |
 |
Baidu |
9.563 |
12/08/24 |
-0.66 |
9.864 |
-3.05 |
10.923 |
-1.059 |
-9.69 |
|
-22.51 |
| |  |
 |
 |
 |
|
 |
China Res Beer |
2.742 |
12/08/24 |
-2.47 |
3.037 |
-9.71 |
3.889 |
-0.852 |
-21.90 |
|
-28.30 |
| |  |
 |
 |
 |
S |
 |
CK Property |
3.581 |
12/08/24 |
0.32 |
3.384 |
5.81 |
3.657 |
-0.272 |
-7.44 |
|
-20.34 |
| |  |
 |
 |
 |
S |
 |
Sands China |
1.569 |
12/08/24 |
-2.87 |
1.884 |
-16.71 |
2.107 |
-0.223 |
-10.58 |
|
-26.14 |
| |  |
 |
 |
 |
|
 |
Wharf REIC |
2.494 |
12/08/24 |
-1.60 |
2.395 |
4.11 |
2.645 |
-0.250 |
-9.45 |
|
-22.87 |
| |  |
 |
 |
 |
|
 |
Country Garden Svcs |
0.543 |
12/08/24 |
-1.47 |
0.558 |
-2.70 |
0.519 |
0.039 |
7.56 |
|
-24.40 |
| |  |
 |
 |
 |
S |
 |
Chow Tai Fook Jwl |
0.761 |
12/08/24 |
-0.75 |
0.978 |
-22.13 |
1.246 |
-0.269 |
-21.55 |
|
-24.32 |
| |  |
 |
 |
 |
|
 |
Li Ning |
1.627 |
12/08/24 |
-1.13 |
1.955 |
-16.80 |
2.035 |
-0.079 |
-3.89 |
|
-28.01 |
| |  |
 |
 |
 |
|
 |
Zhongsheng |
1.231 |
12/08/24 |
-1.12 |
1.321 |
-6.83 |
1.558 |
-0.237 |
-15.18 |
|
-32.57 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
22/04/24 |
prc diff |
⇓ Δ10 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Hang Lung |
0.647 |
12/08/24 |
-1.41 |
0.771 |
-16.07 |
0.972 |
-0.201 |
-20.72 |
|
-28.92 |
| |  |
 |
 |
 |
|
 |
JD Health |
2.436 |
12/08/24 |
-2.55 |
2.459 |
-0.94 |
2.732 |
-0.273 |
-10.01 |
|
-36.48 |
| |  |
 |
 |
 |
S |
 |
Budweiser Brewing |
1.076 |
12/08/24 |
-2.11 |
1.065 |
1.09 |
1.207 |
-0.142 |
-11.79 |
|
-31.10 |
| |  |
 |
 |
 |
|
 |
New World Dev |
0.838 |
12/08/24 |
-2.69 |
0.846 |
-0.96 |
0.878 |
-0.032 |
-3.64 |
|
-35.27 |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
1.532 |
12/08/24 |
-2.79 |
1.620 |
-5.43 |
1.807 |
-0.187 |
-10.34 |
|
-31.24 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
8.910 |
12/08/24 |
-1.79 |
8.134 |
9.53 |
11.330 |
-3.196 |
-28.21 |
|
-43.36 |
| |  |
 |
 |
 |
S |
 |
WuXi AppTec HK |
4.067 |
12/08/24 |
1.44 |
3.379 |
20.38 |
3.877 |
-0.499 |
-12.86 |
|
-47.86 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
1.363 |
12/08/24 |
3.70 |
1.335 |
2.08 |
1.488 |
-0.153 |
-10.27 |
|
-49.55 |
| HSI - 82 out of 82 instruments rated - 1/07/24 / 22/04/24 - 49 did rise, Market-Ratio(10) in CHF = 59.76 % |
| Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Index in Swiss Franc * 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 |
17,352 |
|
0.576 |
0.623 |
|
0.047 |
8 |
10,811 |
20 |
|
| 5/06/06 |
24/07/06 |
49 |
|
- cash - |
| |
24/07/06 |
18/12/06 |
147 |
 |
 |
 |
Zijin Mining HK |
100 |
25,669 |
|
0.421 |
0.538 |
|
0.117 |
28 |
13,811 |
84 |
|
| |
18/12/06 |
5/03/07 |
77 |
 |
 |
 |
China Life Ins HK |
100 |
3,703 |
|
3.729 |
3.269 |
|
-0.461 |
-12 |
12,106 |
-46 |
|
| 5/03/07 |
19/03/07 |
14 |
|
- cash - |
| |
19/03/07 |
20/08/07 |
154 |
 |
 |
 |
Orient Overseas |
100 |
1,155 |
|
10.478 |
11.867 |
|
1.389 |
13 |
13,710 |
34 |
|
| |
20/08/07 |
10/12/07 |
112 |
 |
 |
 |
Ping An |
100 |
2,437 |
|
5.625 |
5.851 |
|
0.227 |
4 |
14,263 |
14 |
|
| 10/12/07 |
7/04/08 |
119 |
|
- cash - |
| |
7/04/08 |
14/04/08 |
7 |
 |
 |
 |
China Mobile |
100 |
908 |
|
15.707 |
15.798 |
|
0.091 |
1 |
14,345 |
35 |
|
| 14/04/08 |
21/04/08 |
7 |
|
- cash - |
| |
21/04/08 |
9/06/08 |
49 |
 |
 |
 |
Tencent |
100 |
10,068 |
|
1.425 |
1.622 |
|
0.198 |
14 |
16,334 |
163 |
|
| 9/06/08 |
15/12/08 |
189 |
|
- cash - |
| |
15/12/08 |
16/02/09 |
63 |
 |
 |
 |
BYD Company |
100 |
8,073 |
|
2.023 |
2.500 |
|
0.476 |
24 |
20,180 |
240 |
|
| 16/02/09 |
23/03/09 |
35 |
|
- cash - |
| |
23/03/09 |
11/05/09 |
49 |
 |
 |
 |
Zijin Mining HK |
100 |
33,957 |
|
0.594 |
0.592 |
|
-0.002 |
0 |
20,112 |
-2 |
|
| |
11/05/09 |
25/01/10 |
259 |
 |
 |
 |
BYD Company |
100 |
5,477 |
|
3.672 |
7.829 |
|
4.157 |
113 |
42,882 |
191 |
|
| 25/01/10 |
1/03/10 |
35 |
|
- cash - |
| |
1/03/10 |
8/03/10 |
7 |
 |
 |
 |
Alibaba Health |
100 |
211,121 |
|
0.203 |
0.233 |
|
0.030 |
15 |
49,213 |
131,224 |
|
| 8/03/10 |
29/03/10 |
21 |
|
- cash - |
| |
29/03/10 |
10/05/10 |
42 |
 |
 |
 |
Alibaba Health |
100 |
207,227 |
|
0.237 |
0.213 |
|
-0.024 |
-10 |
44,176 |
-61 |
|
| 10/05/10 |
12/07/10 |
63 |
|
- cash - |
| |
12/07/10 |
1/11/10 |
112 |
 |
 |
 |
Alibaba Health |
100 |
297,695 |
|
0.148 |
0.145 |
|
-0.003 |
-2 |
43,258 |
-7 |
|
| |
1/11/10 |
20/12/10 |
49 |
 |
 |
 |
Galaxy Entertainment |
100 |
45,737 |
|
0.946 |
1.050 |
|
0.104 |
11 |
48,009 |
117 |
|
| 20/12/10 |
7/03/11 |
77 |
|
- cash - |
| |
7/03/11 |
14/03/11 |
7 |
 |
 |
 |
Galaxy Entertainment |
100 |
37,361 |
|
1.285 |
1.344 |
|
0.059 |
5 |
50,220 |
946 |
|
| 14/03/11 |
4/04/11 |
21 |
|
- cash - |
| |
4/04/11 |
6/06/11 |
63 |
 |
 |
 |
Galaxy Entertainment |
100 |
35,350 |
|
1.421 |
1.876 |
|
0.456 |
32 |
66,334 |
401 |
|
| 6/06/11 |
4/07/11 |
28 |
|
- cash - |
| |
4/07/11 |
11/07/11 |
7 |
 |
 |
 |
Galaxy Entertainment |
100 |
34,870 |
|
1.902 |
1.855 |
|
-0.047 |
-2 |
64,695 |
-73 |
|
| 11/07/11 |
31/10/11 |
112 |
|
- cash - |
| |
31/10/11 |
14/11/11 |
14 |
 |
 |
 |
Galaxy Entertainment |
100 |
36,087 |
|
1.793 |
1.669 |
|
-0.124 |
-7 |
60,219 |
-85 |
|
| 14/11/11 |
28/11/11 |
14 |
|
- cash - |
| |
28/11/11 |
2/01/12 |
35 |
 |
 |
 |
Tingyi |
100 |
19,863 |
|
3.032 |
2.899 |
|
-0.133 |
-4 |
57,583 |
-37 |
|
| 2/01/12 |
16/01/12 |
14 |
|
- cash - |
| |
16/01/12 |
30/04/12 |
105 |
 |
 |
 |
Sands China |
100 |
18,568 |
|
3.101 |
3.602 |
|
0.501 |
16 |
66,881 |
68 |
|
| 30/04/12 |
23/07/12 |
84 |
|
- cash - |
| |
23/07/12 |
18/03/13 |
238 |
 |
 |
 |
Sunny Optical |
100 |
189,552 |
|
0.353 |
1.064 |
|
0.711 |
202 |
201,689 |
443 |
|
| 18/03/13 |
29/04/13 |
42 |
|
- cash - |
| |
29/04/13 |
3/06/13 |
35 |
 |
 |
 |
Sunny Optical |
100 |
172,851 |
|
1.167 |
1.314 |
|
0.148 |
13 |
227,202 |
246 |
|
| 3/06/13 |
19/08/13 |
77 |
|
- cash - |
| |
19/08/13 |
7/10/13 |
49 |
 |
 |
 |
Xinyi Glass |
100 |
267,831 |
|
0.848 |
0.790 |
|
-0.059 |
-7 |
211,499 |
-41 |
|
| |
7/10/13 |
23/12/13 |
77 |
 |
 |
 |
Galaxy Entertainment |
100 |
31,777 |
|
6.656 |
7.798 |
|
1.142 |
17 |
247,792 |
112 |
|
| 23/12/13 |
7/04/14 |
105 |
|
- cash - |
| |
7/04/14 |
23/06/14 |
77 |
 |
 |
 |
Alibaba Health |
100 |
421,069 |
|
0.588 |
0.673 |
|
0.084 |
14 |
283,218 |
88 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
| 23/06/14 |
30/06/14 |
7 |
|
- cash - |
| |
30/06/14 |
6/10/14 |
98 |
 |
 |
 |
Alibaba Health |
100 |
411,148 |
|
0.689 |
0.592 |
|
-0.097 |
-14 |
243,304 |
-43 |
|
| 6/10/14 |
24/11/14 |
49 |
|
- cash - |
| |
24/11/14 |
1/12/14 |
7 |
 |
 |
 |
Alibaba Health |
100 |
367,606 |
|
0.662 |
0.679 |
|
0.017 |
3 |
249,603 |
279 |
|
| 1/12/14 |
8/12/14 |
7 |
|
- cash - |
| |
8/12/14 |
12/01/15 |
35 |
 |
 |
 |
Alibaba Health |
100 |
379,752 |
|
0.657 |
0.652 |
|
-0.005 |
-1 |
247,586 |
-8 |
|
| 12/01/15 |
19/01/15 |
7 |
|
- cash - |
| |
19/01/15 |
22/06/15 |
154 |
 |
 |
 |
China Life Ins HK |
100 |
73,723 |
|
3.358 |
4.090 |
|
0.732 |
22 |
301,551 |
60 |
|
| 22/06/15 |
2/11/15 |
133 |
|
- cash - |
| |
2/11/15 |
14/12/15 |
42 |
 |
 |
 |
ANTA Sports Products |
100 |
112,216 |
|
2.687 |
2.738 |
|
0.051 |
2 |
307,256 |
18 |
|
| 14/12/15 |
21/03/16 |
98 |
|
- cash - |
| |
21/03/16 |
16/05/16 |
56 |
 |
 |
 |
Sunny Optical |
100 |
107,665 |
|
2.854 |
3.016 |
|
0.162 |
6 |
324,738 |
43 |
|
| 16/05/16 |
30/05/16 |
14 |
|
- cash - |
| |
30/05/16 |
13/06/16 |
14 |
 |
 |
 |
Sunny Optical |
100 |
95,417 |
|
3.403 |
3.135 |
|
-0.268 |
-8 |
299,138 |
-88 |
|
| 13/06/16 |
11/07/16 |
28 |
|
- cash - |
| |
11/07/16 |
14/11/16 |
126 |
 |
 |
 |
Sunny Optical |
100 |
84,811 |
|
3.527 |
4.870 |
|
1.343 |
38 |
413,070 |
155 |
|
| 14/11/16 |
5/12/16 |
21 |
|
- cash - |
| |
5/12/16 |
12/12/16 |
7 |
 |
 |
 |
Geely Auto |
100 |
411,271 |
|
1.004 |
1.019 |
|
0.015 |
1 |
419,220 |
116 |
|
| 12/12/16 |
16/01/17 |
35 |
|
- cash - |
| |
16/01/17 |
6/11/17 |
294 |
 |
 |
 |
Zhongsheng |
100 |
370,056 |
|
1.133 |
2.117 |
|
0.984 |
87 |
783,317 |
117 |
|
| |
6/11/17 |
25/12/17 |
49 |
 |
 |
 |
Sunny Optical |
100 |
49,580 |
|
15.799 |
12.015 |
|
-3.784 |
-24 |
595,693 |
-87 |
|
| |
25/12/17 |
12/02/18 |
49 |
 |
 |
 |
Geely Auto |
100 |
183,534 |
|
3.246 |
2.652 |
|
-0.594 |
-18 |
486,755 |
-78 |
|
| |
12/02/18 |
26/03/18 |
42 |
 |
 |
 |
Sino Biopharm |
100 |
666,150 |
|
0.731 |
0.837 |
|
0.106 |
15 |
557,669 |
226 |
|
| 26/03/18 |
23/04/18 |
28 |
|
- cash - |
| |
23/04/18 |
7/05/18 |
14 |
 |
 |
 |
Sino Biopharm |
100 |
645,615 |
|
0.864 |
0.998 |
|
0.134 |
16 |
644,358 |
4,225 |
|
| 7/05/18 |
14/05/18 |
7 |
|
- cash - |
| |
14/05/18 |
25/06/18 |
42 |
 |
 |
 |
Sino Biopharm |
100 |
593,936 |
|
1.085 |
0.985 |
|
-0.100 |
-9 |
585,126 |
-57 |
|
| 25/06/18 |
17/12/18 |
175 |
|
- cash - |
| |
17/12/18 |
13/05/19 |
147 |
 |
 |
 |
Alibaba Health |
100 |
671,572 |
|
0.871 |
1.038 |
|
0.167 |
19 |
697,120 |
54 |
|
| 13/05/19 |
22/07/19 |
70 |
|
- cash - |
| |
22/07/19 |
5/08/19 |
14 |
 |
 |
 |
Li Ning |
100 |
278,297 |
|
2.505 |
2.284 |
|
-0.221 |
-9 |
635,636 |
-91 |
|
| 5/08/19 |
14/10/19 |
70 |
|
- cash - |
| |
14/10/19 |
3/02/20 |
112 |
 |
 |
 |
Li Ning |
100 |
193,445 |
|
3.286 |
2.799 |
|
-0.487 |
-15 |
541,461 |
-41 |
|
| 3/02/20 |
10/02/20 |
7 |
|
- cash - |
| |
10/02/20 |
24/02/20 |
14 |
 |
 |
 |
SMIC |
100 |
256,665 |
|
2.110 |
1.946 |
|
-0.163 |
-8 |
499,508 |
-88 |
|
| 24/02/20 |
25/05/20 |
91 |
|
- cash - |
| |
25/05/20 |
14/09/20 |
112 |
 |
 |
 |
Alibaba Health |
100 |
213,082 |
|
2.344 |
2.197 |
|
-0.148 |
-6 |
468,057 |
-19 |
|
| |
14/09/20 |
26/10/20 |
42 |
 |
 |
 |
Meituan |
100 |
16,342 |
|
28.640 |
31.144 |
|
2.503 |
9 |
508,969 |
107 |
|
| 26/10/20 |
9/11/20 |
14 |
|
- cash - |
| |
9/11/20 |
10/05/21 |
182 |
 |
 |
 |
BYD Company |
100 |
22,073 |
|
23.058 |
16.942 |
|
-6.116 |
-27 |
373,977 |
-46 |
|
| |
10/05/21 |
5/07/21 |
56 |
 |
 |
 |
Orient Overseas |
100 |
25,491 |
|
14.671 |
20.859 |
|
6.188 |
42 |
531,723 |
891 |
|
| 5/07/21 |
29/11/21 |
147 |
|
- cash - |
| |
29/11/21 |
20/12/21 |
21 |
 |
 |
 |
China Res Power |
100 |
218,881 |
|
2.429 |
3.000 |
|
0.570 |
23 |
656,557 |
3,807 |
|
| 20/12/21 |
17/01/22 |
28 |
|
- cash - |
| |
17/01/22 |
7/03/22 |
49 |
 |
 |
 |
Orient Overseas |
100 |
26,980 |
|
24.334 |
26.445 |
|
2.111 |
9 |
713,511 |
86 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
| 7/03/22 |
23/05/22 |
77 |
|
- cash - |
| |
23/05/22 |
30/05/22 |
7 |
 |
 |
 |
Orient Overseas |
100 |
22,390 |
|
31.867 |
30.742 |
|
-1.125 |
-4 |
688,317 |
-85 |
|
| 30/05/22 |
6/06/22 |
7 |
|
- cash - |
| |
6/06/22 |
13/06/22 |
7 |
 |
 |
 |
Orient Overseas |
100 |
20,459 |
|
33.643 |
29.301 |
|
-4.342 |
-13 |
599,475 |
-100 |
|
| 13/06/22 |
27/06/22 |
14 |
|
- cash - |
| |
27/06/22 |
1/08/22 |
35 |
 |
 |
 |
China Shenhua HK |
100 |
192,779 |
|
3.110 |
2.686 |
|
-0.424 |
-14 |
517,735 |
-78 |
|
| 1/08/22 |
5/12/22 |
126 |
|
- cash - |
| |
5/12/22 |
13/03/23 |
98 |
 |
 |
 |
Alibaba Health |
100 |
491,237 |
|
1.054 |
0.643 |
|
-0.411 |
-39 |
316,047 |
-84 |
|
| 13/03/23 |
17/04/23 |
35 |
|
- cash - |
| |
17/04/23 |
24/04/23 |
7 |
 |
 |
 |
China Unicom |
100 |
429,711 |
|
0.735 |
0.692 |
|
-0.044 |
-6 |
297,329 |
-96 |
|
| 24/04/23 |
8/05/23 |
14 |
|
- cash - |
| |
8/05/23 |
15/05/23 |
7 |
 |
 |
 |
China Unicom |
100 |
409,312 |
|
0.726 |
0.712 |
|
-0.015 |
-2 |
291,386 |
-65 |
|
| 15/05/23 |
31/07/23 |
77 |
|
- cash - |
| |
31/07/23 |
14/08/23 |
14 |
 |
 |
 |
Li Auto |
100 |
15,750 |
|
18.500 |
18.042 |
|
-0.458 |
-2 |
284,175 |
-48 |
|
| 14/08/23 |
4/09/23 |
21 |
|
- cash - |
| |
4/09/23 |
11/09/23 |
7 |
 |
 |
 |
Li Auto |
100 |
15,416 |
|
18.433 |
17.599 |
|
-0.834 |
-5 |
271,313 |
-91 |
|
| 11/09/23 |
1/01/24 |
112 |
|
- cash - |
| |
1/01/24 |
8/01/24 |
7 |
 |
 |
 |
Lenovo |
100 |
231,714 |
|
1.171 |
1.103 |
|
-0.068 |
-6 |
255,483 |
-96 |
|
| 8/01/24 |
19/02/24 |
42 |
|
- cash - |
| |
19/02/24 |
18/03/24 |
28 |
 |
 |
 |
China Shenhua HK |
100 |
72,666 |
|
3.516 |
3.350 |
|
-0.166 |
-5 |
243,431 |
-47 |
|
| |
18/03/24 |
12/08/24 |
147 |
 |
 |
 |
CNOOC |
100 |
122,776 |
|
1.983 |
2.284 |
|
0.301 |
15 |
280,433 |
42 |
|
| accum | 2/01/06 |
12/08/24 | 4768 |
days out of 7435 invested (64%) |
2,704 |
280,433 |
29 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
| Sunny Optical | long | 23/07/12 | 18/03/13 | 238 | 0.35 | 1.06 | | 0.71 | 201.56 | | | |
| | | 29/04/13 | 3/06/13 | 35 | 1.17 | 1.31 | | 0.15 | 12.65 | | | |
| | | 21/03/16 | 16/05/16 | 56 | 2.85 | 3.02 | | 0.16 | 5.69 | | | |
| | | 30/05/16 | 13/06/16 | 14 | 3.40 | 3.14 | | -0.27 | -7.88 | | | |
| | | 11/07/16 | 14/11/16 | 126 | 3.53 | 4.87 | | 1.34 | 38.09 | | | |
| | | 6/11/17 | 25/12/17 | 49 | 15.80 | 12.01 | | -3.78 | -23.95 | | | 247.31 |
| BYD Company | | 15/12/08 | 16/02/09 | 63 | 2.02 | 2.50 | | 0.48 | 23.55 | | | |
| | | 11/05/09 | 25/01/10 | 259 | 3.67 | 7.83 | | 4.16 | 113.22 | | | |
| | | 9/11/20 | 10/05/21 | 182 | 23.06 | 16.94 | | -6.12 | -26.52 | | | 93.56 |
| Zhongsheng | | 16/01/17 | 6/11/17 | 294 | 1.13 | 2.12 | | 0.98 | 86.85 | | | 86.85 |
| Galaxy Entertainment | | 1/11/10 | 20/12/10 | 49 | 0.95 | 1.05 | | 0.10 | 10.98 | | | |
| | | 7/03/11 | 14/03/11 | 7 | 1.28 | 1.34 | | 0.06 | 4.61 | | | |
| | | 4/04/11 | 6/06/11 | 63 | 1.42 | 1.88 | | 0.46 | 32.09 | | | |
| | | 4/07/11 | 11/07/11 | 7 | 1.90 | 1.86 | | -0.05 | -2.47 | | | |
| | | 31/10/11 | 14/11/11 | 14 | 1.79 | 1.67 | | -0.12 | -6.92 | | | |
| | | 7/10/13 | 23/12/13 | 77 | 6.66 | 7.80 | | 1.14 | 17.16 | | | 63.10 |
| Orient Overseas | | 19/03/07 | 20/08/07 | 154 | 10.48 | 11.87 | | 1.39 | 13.26 | | | |
| | | 10/05/21 | 5/07/21 | 56 | 14.67 | 20.86 | | 6.19 | 42.18 | | | |
| | | 17/01/22 | 7/03/22 | 49 | 24.33 | 26.45 | | 2.11 | 8.68 | | | |
| | | 23/05/22 | 30/05/22 | 7 | 31.87 | 30.74 | | -1.13 | -3.53 | | | |
| | | 6/06/22 | 13/06/22 | 7 | 33.64 | 29.30 | | -4.34 | -12.91 | | | 47.03 |
| Zijin Mining HK | | 24/07/06 | 18/12/06 | 147 | 0.42 | 0.54 | | 0.12 | 27.75 | | | |
| | | 23/03/09 | 11/05/09 | 49 | 0.59 | 0.59 | | -0.00 | -0.34 | | | 27.32 |
| China Res Power | | 29/11/21 | 20/12/21 | 21 | 2.43 | 3.00 | | 0.57 | 23.48 | | | 23.48 |
| Sino Biopharm | | 12/02/18 | 26/03/18 | 42 | 0.73 | 0.84 | | 0.11 | 14.57 | | | |
| | | 23/04/18 | 7/05/18 | 14 | 0.86 | 1.00 | | 0.13 | 15.54 | | | |
| | | 14/05/18 | 25/06/18 | 42 | 1.08 | 0.99 | | -0.10 | -9.19 | | | 20.21 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
| Sands China | | 16/01/12 | 30/04/12 | 105 | 3.10 | 3.60 | | 0.50 | 16.15 | | | 16.15 |
| CNOOC | | 18/03/24 | 12/08/24 | 147 | 1.98 | 2.28 | | 0.30 | 15.20 | | | 15.20 |
| Tencent | | 21/04/08 | 9/06/08 | 49 | 1.42 | 1.62 | | 0.20 | 13.87 | | | 13.87 |
| Meituan | | 14/09/20 | 26/10/20 | 42 | 28.64 | 31.14 | | 2.50 | 8.74 | | | 8.74 |
| China Res Land | | 2/01/06 | 5/06/06 | 154 | 0.58 | 0.62 | | 0.05 | 8.11 | | | 8.11 |
| China Life Ins HK | | 18/12/06 | 5/03/07 | 77 | 3.73 | 3.27 | | -0.46 | -12.35 | | | |
| | | 19/01/15 | 22/06/15 | 154 | 3.36 | 4.09 | | 0.73 | 21.80 | | | 6.75 |
| Ping An | | 20/08/07 | 10/12/07 | 112 | 5.62 | 5.85 | | 0.23 | 4.03 | | | 4.03 |
| ANTA Sports Products | | 2/11/15 | 14/12/15 | 42 | 2.69 | 2.74 | | 0.05 | 1.89 | | | 1.89 |
| China Mobile | | 7/04/08 | 14/04/08 | 7 | 15.71 | 15.80 | | 0.09 | 0.58 | | | 0.58 |
| Tingyi | | 28/11/11 | 2/01/12 | 35 | 3.03 | 2.90 | | -0.13 | -4.38 | | | -4.38 |
| Lenovo | | 1/01/24 | 8/01/24 | 7 | 1.17 | 1.10 | | -0.07 | -5.83 | | | -5.83 |
| Li Auto | | 31/07/23 | 14/08/23 | 14 | 18.50 | 18.04 | | -0.46 | -2.47 | | | |
| | | 4/09/23 | 11/09/23 | 7 | 18.43 | 17.60 | | -0.83 | -4.53 | | | -6.89 |
| Xinyi Glass | | 19/08/13 | 7/10/13 | 49 | 0.85 | 0.79 | | -0.06 | -6.91 | | | -6.91 |
| SMIC | | 10/02/20 | 24/02/20 | 14 | 2.11 | 1.95 | | -0.16 | -7.75 | | | -7.75 |
| China Unicom | | 17/04/23 | 24/04/23 | 7 | 0.74 | 0.69 | | -0.04 | -5.92 | | | |
| | | 8/05/23 | 15/05/23 | 7 | 0.73 | 0.71 | | -0.01 | -2.00 | | | -7.80 |
| Geely Auto | | 5/12/16 | 12/12/16 | 7 | 1.00 | 1.02 | | 0.01 | 1.49 | | | |
| | | 25/12/17 | 12/02/18 | 49 | 3.25 | 2.65 | | -0.59 | -18.29 | | | -17.07 |
| China Shenhua HK | | 27/06/22 | 1/08/22 | 35 | 3.11 | 2.69 | | -0.42 | -13.64 | | | |
| | | 19/02/24 | 18/03/24 | 28 | 3.52 | 3.35 | | -0.17 | -4.72 | | | -17.71 |
| Li Ning | | 22/07/19 | 5/08/19 | 14 | 2.50 | 2.28 | | -0.22 | -8.82 | | | |
| | | 14/10/19 | 3/02/20 | 112 | 3.29 | 2.80 | | -0.49 | -14.82 | | | -22.33 |
| Alibaba Health | | 1/03/10 | 8/03/10 | 7 | 0.20 | 0.23 | | 0.03 | 14.76 | | | |
| | | 29/03/10 | 10/05/10 | 42 | 0.24 | 0.21 | | -0.02 | -10.24 | | | |
| | | 12/07/10 | 1/11/10 | 112 | 0.15 | 0.15 | | -0.00 | -2.08 | | | |
| | | 7/04/14 | 23/06/14 | 77 | 0.59 | 0.67 | | 0.08 | 14.30 | | | |
| | | 30/06/14 | 6/10/14 | 98 | 0.69 | 0.59 | | -0.10 | -14.09 | | | |
| | | 24/11/14 | 1/12/14 | 7 | 0.66 | 0.68 | | 0.02 | 2.59 | | | |
| | | 8/12/14 | 12/01/15 | 35 | 0.66 | 0.65 | | -0.01 | -0.81 | | | |
| | | 17/12/18 | 13/05/19 | 147 | 0.87 | 1.04 | | 0.17 | 19.14 | | | |
| | | 25/05/20 | 14/09/20 | 112 | 2.34 | 2.20 | | -0.15 | -6.30 | | | |
| | | 5/12/22 | 13/03/23 | 98 | 1.05 | 0.64 | | -0.41 | -38.96 | | | -31.31 |
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) |
| 18/09/15 | China Res Enterprise | | | ex special dividend HKD 12.30 |
| 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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