| |
| |
Assessment - Hang Seng Finance in Dollar - 8/15/22 - RS = 26
⇐
| |
|
instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
2/14/22 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
HSI-Fin |
4,023.471 |
08:09 |
-0.52 |
4,044.301 |
-0.52 |
4,950.381 |
-906.080 |
-18.30 |
|
-7.88 |
| |  |
 |
 |
 |
|
 |
AIA |
9.790 |
08:08 |
-0.58 |
9.847 |
-0.58 |
11.180 |
-1.332 |
-11.92 |
|
-7.23 |
| |  |
 |
 |
 |
S |
 |
Bank of China |
0.352 |
08:08 |
-0.72 |
0.355 |
-0.72 |
0.408 |
-0.053 |
-12.97 |
|
-4.51 |
| |  |
 |
 |
 |
|
 |
Bank of China (HK) |
3.523 |
08:08 |
0.36 |
3.510 |
0.36 |
4.077 |
-0.567 |
-13.91 |
|
0.89 |
| |  |
 |
 |
 |
S |
 |
Bank of Communicats |
0.587 |
08:08 |
-1.08 |
0.594 |
-1.08 |
0.708 |
-0.114 |
-16.14 |
|
-6.32 |
| |  |
 |
 |
 |
S |
 |
Bank of East Asia |
1.330 |
08:08 |
0.58 |
1.322 |
0.58 |
1.821 |
-0.498 |
-27.37 |
|
-13.32 |
| |  |
 |
 |
 |
S |
 |
China Constr Bk HK |
0.625 |
08:08 |
-0.81 |
0.631 |
-0.81 |
0.787 |
-0.157 |
-19.90 |
|
-10.92 |
| |  |
 |
 |
 |
|
 |
China Life Ins HK |
1.440 |
08:08 |
-1.74 |
1.465 |
-1.74 |
1.856 |
-0.391 |
-21.07 |
|
-10.07 |
| |  |
 |
 |
 |
S |
 |
Hang Seng Bank |
16.184 |
08:08 |
0.16 |
16.159 |
0.16 |
21.526 |
-5.367 |
-24.93 |
|
-11.73 |
| |  |
 |
 |
 |
L |
 |
HK Exchgs & Clrg |
44.239 |
08:08 |
-0.06 |
44.265 |
-0.06 |
56.078 |
-11.813 |
-21.07 |
|
-14.54 |
| |  |
 |
 |
 |
|
 |
HSBC |
6.618 |
08:08 |
-0.67 |
6.663 |
-0.67 |
7.564 |
-0.902 |
-11.92 |
|
7.79 |
| |  |
 |
 |
 |
S |
 |
ICBC |
0.519 |
08:08 |
-0.49 |
0.522 |
-0.49 |
0.626 |
-0.104 |
-16.56 |
|
-8.70 |
| |  |
 |
 |
 |
S |
 |
Ping An |
5.603 |
08:08 |
-0.68 |
5.642 |
-0.68 |
8.545 |
-2.903 |
-33.98 |
|
-20.12 |
HSI-Fin - 12 out of 12 instruments rated - 8/15/22 / 2/14/22 - 0 did rise, Market-Ratio(26) in USD = 0.00 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Finance in Dollar * 26 - 60/40 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
3/03/08 |
791 |
|
- cash - |
short |
3/03/08 |
7/28/08 |
147 |
 |
 |
 |
Bank of China |
50 |
14,155 |
|
0.353 |
0.427 |
0.279 |
-0.074 |
-21 |
8,951 |
-44 |
|
|
|
|
|
 |
 |
 |
HSBC |
50 |
336 |
|
14.861 |
16.469 |
13.254 |
-1.608 |
-11 |
8,411 |
-25 |
|
100 |
-16 |
-35 | |
long |
7/28/08 |
8/18/08 |
21 |
 |
 |
 |
Hang Seng Bank |
50 |
223 |
|
18.805 |
17.332 |
|
-1.473 |
-8 |
8,082 |
-76 |
|
|
|
|
|
 |
 |
 |
ICBC |
50 |
5,765 |
|
0.731 |
0.632 |
|
-0.100 |
-14 |
7,508 |
-92 |
|
100 |
-11 |
-86 | |
short |
8/18/08 |
9/01/08 |
14 |
 |
 |
 |
Bank of East Asia |
50 |
1,003 |
|
3.742 |
3.775 |
3.709 |
-0.033 |
-1 |
7,475 |
-21 |
|
|
|
|
|
 |
 |
 |
HK Exchgs & Clrg |
50 |
320 |
|
11.703 |
11.848 |
11.558 |
-0.145 |
-1 |
7,429 |
-28 |
|
100 |
-1 |
-24 | |
long |
9/01/08 |
9/22/08 |
21 |
 |
 |
 |
Hang Seng Bank |
50 |
207 |
|
17.879 |
17.811 |
|
-0.068 |
0 |
7,414 |
-6 |
|
|
|
|
|
 |
 |
 |
ICBC |
50 |
5,911 |
|
0.631 |
0.591 |
|
-0.039 |
-6 |
7,183 |
-67 |
|
100 |
-3 |
-44 | |
short |
9/22/08 |
4/13/09 |
203 |
 |
 |
 |
Bank of East Asia |
50 |
1,088 |
|
3.300 |
2.410 |
4.517 |
1.217 |
37 |
8,508 |
76 |
|
|
|
|
|
 |
 |
 |
HK Exchgs & Clrg |
50 |
298 |
|
12.057 |
11.379 |
12.776 |
0.719 |
6 |
8,722 |
11 |
|
100 |
21 |
42 | |
long |
4/13/09 |
1/25/10 |
287 |
 |
 |
 |
China Life Ins HK |
50 |
1,231 |
|
3.541 |
4.349 |
|
0.807 |
23 |
9,716 |
30 |
|
|
|
|
|
 |
 |
 |
Ping An |
50 |
1,329 |
|
3.280 |
3.802 |
|
0.522 |
16 |
10,409 |
21 |
|
100 |
19 |
25 | |
short |
1/25/10 |
2/01/10 |
7 |
 |
 |
 |
Bank of Communicats |
50 |
5,166 |
|
1.007 |
1.008 |
1.007 |
-0.001 |
0 |
10,404 |
-5 |
|
|
|
|
|
 |
 |
 |
Hang Seng Bank |
50 |
369 |
|
14.089 |
14.089 |
14.088 |
-0.000 |
0 |
10,404 |
0 |
|
100 |
0 |
-2 | |
long |
2/01/10 |
2/08/10 |
7 |
 |
 |
 |
Bank of China (HK) |
50 |
2,451 |
|
2.122 |
2.173 |
|
0.051 |
2 |
10,529 |
244 |
|
|
|
|
|
 |
 |
 |
HK Exchgs & Clrg |
50 |
305 |
|
17.038 |
16.816 |
|
-0.222 |
-1 |
10,461 |
-50 |
|
100 |
1 |
33 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
2/08/10 |
2/22/10 |
14 |
 |
 |
 |
Hang Seng Bank |
50 |
370 |
|
14.106 |
14.239 |
13.972 |
-0.133 |
-1 |
10,412 |
-22 |
|
|
|
|
|
 |
 |
 |
HSBC |
50 |
503 |
|
10.415 |
10.766 |
10.063 |
-0.351 |
-3 |
10,235 |
-59 |
|
100 |
-2 |
-43 | |
long |
2/22/10 |
3/08/10 |
14 |
 |
 |
 |
Bank of China (HK) |
50 |
2,212 |
|
2.313 |
2.351 |
|
0.038 |
2 |
10,320 |
54 |
|
|
|
|
|
 |
 |
 |
HK Exchgs & Clrg |
50 |
306 |
|
16.683 |
17.233 |
|
0.550 |
3 |
10,488 |
133 |
|
100 |
2 |
89 | |
short |
3/08/10 |
3/29/10 |
21 |
 |
 |
 |
Hang Seng Bank |
50 |
366 |
|
14.327 |
14.086 |
14.571 |
0.244 |
2 |
10,578 |
34 |
|
|
|
|
|
 |
 |
 |
Ping An |
50 |
1,312 |
|
3.995 |
4.257 |
3.733 |
-0.262 |
-7 |
10,234 |
-69 |
|
100 |
-2 |
-35 | |
long |
3/29/10 |
4/19/10 |
21 |
 |
 |
 |
Bank of China (HK) |
50 |
2,068 |
|
2.474 |
2.441 |
|
-0.033 |
-1 |
10,166 |
-21 |
|
|
|
|
|
 |
 |
 |
Bank of East Asia |
50 |
1,387 |
|
3.689 |
3.722 |
|
0.033 |
1 |
10,212 |
17 |
|
100 |
0 |
-4 | |
short |
4/19/10 |
7/26/10 |
98 |
 |
 |
 |
Hang Seng Bank |
50 |
365 |
|
13.986 |
13.592 |
14.393 |
0.406 |
3 |
10,360 |
11 |
|
|
|
|
|
 |
 |
 |
Ping An |
50 |
1,177 |
|
4.339 |
4.137 |
4.550 |
0.211 |
5 |
10,609 |
19 |
|
100 |
4 |
15 | |
long |
7/26/10 |
4/25/11 |
273 |
 |
 |
 |
Bank of China (HK) |
50 |
2,126 |
|
2.495 |
3.138 |
|
0.643 |
26 |
11,977 |
36 |
|
|
|
|
|
 |
 |
 |
Bank of East Asia |
50 |
1,412 |
|
3.755 |
4.135 |
|
0.380 |
10 |
12,513 |
14 |
|
100 |
18 |
25 | |
short |
4/25/11 |
2/06/12 |
287 |
 |
 |
 |
Bank of Communicats |
50 |
5,925 |
|
1.056 |
0.771 |
1.447 |
0.391 |
37 |
14,828 |
49 |
|
|
|
|
|
 |
 |
 |
China Life Ins HK |
50 |
1,762 |
|
3.550 |
2.861 |
4.404 |
0.854 |
24 |
16,332 |
32 |
|
100 |
31 |
40 | |
long |
2/06/12 |
7/23/12 |
168 |
 |
 |
 |
China Constr Bk HK |
50 |
10,169 |
|
0.803 |
0.637 |
|
-0.166 |
-21 |
14,642 |
-40 |
|
|
|
|
|
 |
 |
 |
AIA |
50 |
2,413 |
|
3.383 |
3.448 |
|
0.065 |
2 |
14,799 |
4 |
|
100 |
-9 |
-19 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
7/23/12 |
11/05/12 |
105 |
 |
 |
 |
HK Exchgs & Clrg |
50 |
563 |
|
13.135 |
16.666 |
9.605 |
-3.531 |
-27 |
12,811 |
-66 |
|
|
|
|
|
 |
 |
 |
ICBC |
50 |
13,545 |
|
0.547 |
0.662 |
0.431 |
-0.116 |
-21 |
11,243 |
-56 |
|
100 |
-24 |
-62 | |
long |
11/05/12 |
6/10/13 |
217 |
 |
 |
 |
Bank of China (HK) |
50 |
1,817 |
|
3.093 |
3.227 |
|
0.134 |
4 |
11,487 |
7 |
|
|
|
|
|
 |
 |
 |
AIA |
50 |
1,447 |
|
3.884 |
4.273 |
|
0.389 |
10 |
12,050 |
17 |
|
100 |
7 |
12 | |
short |
6/10/13 |
9/16/13 |
98 |
 |
 |
 |
China Life Ins HK |
50 |
2,408 |
|
2.502 |
2.766 |
2.237 |
-0.264 |
-11 |
11,413 |
-34 |
|
|
|
|
|
 |
 |
 |
Ping An |
50 |
1,649 |
|
3.653 |
3.901 |
3.405 |
-0.248 |
-7 |
11,004 |
-23 |
|
100 |
-9 |
-29 | |
long |
9/16/13 |
10/28/13 |
42 |
 |
 |
 |
ICBC |
50 |
7,701 |
|
0.714 |
0.671 |
|
-0.044 |
-6 |
10,668 |
-42 |
|
|
|
|
|
 |
 |
 |
AIA |
50 |
1,183 |
|
4.649 |
4.992 |
|
0.343 |
7 |
11,073 |
86 |
|
100 |
1 |
6 | |
short |
10/28/13 |
11/25/13 |
28 |
 |
 |
 |
Bank of Communicats |
50 |
7,847 |
|
0.706 |
0.738 |
0.673 |
-0.032 |
-5 |
10,820 |
-46 |
|
|
|
|
|
 |
 |
 |
China Life Ins HK |
50 |
2,148 |
|
2.577 |
3.193 |
1.962 |
-0.616 |
-24 |
9,498 |
-97 |
|
100 |
-14 |
-86 | |
long |
11/25/13 |
2/03/14 |
70 |
 |
 |
 |
Ping An |
50 |
1,026 |
|
4.624 |
4.051 |
|
-0.574 |
-12 |
8,909 |
-50 |
|
|
|
|
|
 |
 |
 |
AIA |
50 |
949 |
|
5.005 |
4.604 |
|
-0.401 |
-8 |
8,529 |
-35 |
|
100 |
-10 |
-43 | |
short |
2/03/14 |
7/07/14 |
154 |
 |
 |
 |
Bank of Communicats |
50 |
6,556 |
|
0.650 |
0.672 |
0.629 |
-0.022 |
-3 |
8,386 |
-8 |
|
|
|
|
|
 |
 |
 |
China Constr Bk HK |
50 |
6,143 |
|
0.694 |
0.725 |
0.663 |
-0.031 |
-4 |
8,196 |
-10 |
|
100 |
-4 |
-9 | |
long |
7/07/14 |
8/24/15 |
413 |
 |
 |
 |
HK Exchgs & Clrg |
50 |
206 |
|
19.883 |
23.001 |
|
3.118 |
16 |
8,838 |
14 |
|
|
|
|
|
 |
 |
 |
AIA |
50 |
806 |
|
5.084 |
5.263 |
|
0.180 |
4 |
8,983 |
3 |
|
100 |
10 |
8 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
8/24/15 |
7/18/16 |
329 |
 |
 |
 |
Bank of East Asia |
50 |
1,333 |
|
3.367 |
4.088 |
2.646 |
-0.721 |
-21 |
8,021 |
-23 |
|
|
|
|
|
 |
 |
 |
ICBC |
50 |
7,412 |
|
0.606 |
0.564 |
0.652 |
0.046 |
8 |
8,362 |
8 |
|
100 |
-7 |
-8 | |
long |
7/18/16 |
7/09/18 |
721 |
 |
 |
 |
Bank of East Asia |
50 |
1,022 |
|
4.088 |
4.072 |
|
-0.016 |
0 |
8,346 |
0 |
|
|
|
|
|
 |
 |
 |
AIA |
50 |
666 |
|
6.274 |
8.737 |
|
2.463 |
39 |
9,986 |
18 |
|
100 |
19 |
9 | |
short |
7/09/18 |
2/18/19 |
224 |
 |
 |
 |
China Life Ins HK |
50 |
1,992 |
|
2.506 |
2.445 |
2.568 |
0.062 |
2 |
10,110 |
4 |
|
|
|
|
|
 |
 |
 |
ICBC |
50 |
6,985 |
|
0.715 |
0.753 |
0.677 |
-0.038 |
-5 |
9,842 |
-9 |
|
100 |
-1 |
-2 | |
long |
2/18/19 |
8/05/19 |
168 |
 |
 |
 |
Bank of Communicats |
50 |
5,884 |
|
0.836 |
0.699 |
|
-0.138 |
-16 |
9,032 |
-32 |
|
|
|
|
|
 |
 |
 |
AIA |
50 |
518 |
|
9.485 |
9.638 |
|
0.153 |
2 |
9,111 |
4 |
|
100 |
-7 |
-15 | |
short |
8/05/19 |
2/17/20 |
196 |
 |
 |
 |
Bank of China (HK) |
50 |
1,271 |
|
3.582 |
3.599 |
3.566 |
-0.017 |
0 |
9,090 |
-1 |
|
|
|
|
|
 |
 |
 |
Bank of East Asia |
50 |
1,678 |
|
2.715 |
2.271 |
3.246 |
0.531 |
20 |
9,981 |
39 |
|
100 |
10 |
19 | |
long |
2/17/20 |
3/09/20 |
21 |
 |
 |
 |
HK Exchgs & Clrg |
50 |
142 |
|
35.126 |
31.910 |
|
-3.217 |
-9 |
9,524 |
-81 |
|
|
|
|
|
 |
 |
 |
AIA |
50 |
478 |
|
10.430 |
9.187 |
|
-1.243 |
-12 |
8,930 |
-89 |
|
100 |
-11 |
-86 | |
short |
3/09/20 |
11/23/20 |
259 |
 |
 |
 |
Hang Seng Bank |
50 |
245 |
|
18.155 |
16.973 |
19.420 |
1.264 |
7 |
9,240 |
10 |
|
|
|
|
|
 |
 |
 |
HSBC |
50 |
714 |
|
6.273 |
5.079 |
7.747 |
1.474 |
24 |
10,292 |
35 |
|
100 |
15 |
22 | |
long |
11/23/20 |
7/26/21 |
245 |
 |
 |
 |
HK Exchgs & Clrg |
50 |
105 |
|
48.635 |
64.302 |
|
15.668 |
32 |
11,937 |
52 |
|
|
|
|
|
 |
 |
 |
AIA |
50 |
461 |
|
11.229 |
11.941 |
|
0.712 |
6 |
12,266 |
10 |
|
100 |
19 |
30 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
7/26/21 |
1/24/22 |
182 |
 |
 |
 |
Bank of East Asia |
50 |
3,827 |
|
1.602 |
1.619 |
1.586 |
-0.017 |
-1 |
12,202 |
-2 |
|
|
|
|
|
 |
 |
 |
China Life Ins HK |
50 |
3,634 |
|
1.687 |
1.804 |
1.571 |
-0.117 |
-7 |
11,779 |
-13 |
|
100 |
-4 |
-8 | |
long |
1/24/22 |
7/11/22 |
168 |
 |
 |
 |
Bank of China (HK) |
50 |
1,527 |
|
3.855 |
3.695 |
|
-0.159 |
-4 |
11,535 |
-9 |
|
|
|
|
|
 |
 |
 |
HSBC |
50 |
860 |
|
6.848 |
6.243 |
|
-0.605 |
-9 |
11,015 |
-18 |
|
100 |
-6 |
-14 | |
short |
7/11/22 |
8/16/22 |
36 |
 |
 |
 |
HK Exchgs & Clrg |
50 |
117 |
|
46.685 |
44.239 |
49.267 |
2.581 |
6 |
11,317 |
73 |
|
|
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 |
 |
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Ping An |
50 |
843 |
|
6.581 |
5.603 |
7.729 |
1.148 |
17 |
12,285 |
411 |
|
100 |
12 |
203 | |
accum | 3/03/08 |
8/16/22 | 5279 |
days out of 6070 invested (87%) |
23 |
12,285 |
1 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
AIA | long | 2/06/12 | 7/23/12 | 168 | 3.38 | 3.45 | | 0.06 | 1.92 | 50 | 0.96 | |
| long | 11/05/12 | 6/10/13 | 217 | 3.88 | 4.27 | | 0.39 | 10.02 | | 5.01 | |
| long | 9/16/13 | 10/28/13 | 42 | 4.65 | 4.99 | | 0.34 | 7.37 | | 3.69 | |
| long | 11/25/13 | 2/03/14 | 70 | 5.00 | 4.60 | | -0.40 | -8.01 | | -4.00 | |
| long | 7/07/14 | 8/24/15 | 413 | 5.08 | 5.26 | | 0.18 | 3.53 | | 1.77 | |
| long | 7/18/16 | 7/09/18 | 721 | 6.27 | 8.74 | | 2.46 | 39.26 | | 19.63 | |
| long | 2/18/19 | 8/05/19 | 168 | 9.48 | 9.64 | | 0.15 | 1.62 | | 0.81 | |
| long | 2/17/20 | 3/09/20 | 21 | 10.43 | 9.19 | | -1.24 | -11.92 | | -5.96 | |
| long | 11/23/20 | 7/26/21 | 245 | 11.23 | 11.94 | | 0.71 | 6.34 | | 3.17 | 25.65 |
Bank of East Asia | short | 8/18/08 | 9/01/08 | 14 | 3.74 | 3.77 | 3.71 | -0.03 | -0.88 | | -0.44 | |
| short | 9/22/08 | 4/13/09 | 203 | 3.30 | 2.41 | 4.52 | 1.22 | 36.89 | | 18.45 | |
| long | 3/29/10 | 4/19/10 | 21 | 3.69 | 3.72 | | 0.03 | 0.90 | | 0.45 | |
| long | 7/26/10 | 4/25/11 | 273 | 3.75 | 4.13 | | 0.38 | 10.12 | | 5.06 | |
| short | 8/24/15 | 7/18/16 | 329 | 3.37 | 4.09 | 2.65 | -0.72 | -21.42 | | -10.71 | |
| long | 7/18/16 | 7/09/18 | 721 | 4.09 | 4.07 | | -0.02 | -0.39 | | -0.19 | |
| short | 8/05/19 | 2/17/20 | 196 | 2.72 | 2.27 | 3.25 | 0.53 | 19.55 | | 9.78 | |
| short | 7/26/21 | 1/24/22 | 182 | 1.60 | 1.62 | 1.59 | -0.02 | -1.03 | | -0.52 | 21.12 |
Bank of China (HK) | long | 2/01/10 | 2/08/10 | 7 | 2.12 | 2.17 | | 0.05 | 2.40 | | 1.20 | |
| long | 2/22/10 | 3/08/10 | 14 | 2.31 | 2.35 | | 0.04 | 1.66 | | 0.83 | |
| long | 3/29/10 | 4/19/10 | 21 | 2.47 | 2.44 | | -0.03 | -1.33 | | -0.67 | |
| long | 7/26/10 | 4/25/11 | 273 | 2.49 | 3.14 | | 0.64 | 25.79 | | 12.90 | |
| long | 11/05/12 | 6/10/13 | 217 | 3.09 | 3.23 | | 0.13 | 4.34 | | 2.17 | |
| short | 8/05/19 | 2/17/20 | 196 | 3.58 | 3.60 | 3.57 | -0.02 | -0.46 | | -0.23 | |
| long | 1/24/22 | 7/11/22 | 168 | 3.85 | 3.70 | | -0.16 | -4.14 | | -2.07 | 14.24 |
HK Exchgs & Clrg | short | 8/18/08 | 9/01/08 | 14 | 11.70 | 11.85 | 11.56 | -0.15 | -1.24 | | -0.62 | |
| short | 9/22/08 | 4/13/09 | 203 | 12.06 | 11.38 | 12.78 | 0.72 | 5.96 | | 2.98 | |
| long | 2/01/10 | 2/08/10 | 7 | 17.04 | 16.82 | | -0.22 | -1.31 | | -0.65 | |
| long | 2/22/10 | 3/08/10 | 14 | 16.68 | 17.23 | | 0.55 | 3.30 | | 1.65 | |
| short | 7/23/12 | 11/05/12 | 105 | 13.14 | 16.67 | 9.60 | -3.53 | -26.88 | | -13.44 | |
| long | 7/07/14 | 8/24/15 | 413 | 19.88 | 23.00 | | 3.12 | 15.68 | | 7.84 | |
| long | 2/17/20 | 3/09/20 | 21 | 35.13 | 31.91 | | -3.22 | -9.16 | | -4.58 | |
| long | 11/23/20 | 7/26/21 | 245 | 48.63 | 64.30 | | 15.67 | 32.21 | | 16.11 | |
| short | 7/11/22 | 8/16/22 | 36 | 46.69 | 44.24 | 49.27 | 2.58 | 5.53 | | 2.76 | 9.84 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Ping An | long | 4/13/09 | 1/25/10 | 287 | 3.28 | 3.80 | | 0.52 | 15.90 | | 7.95 | |
| short | 3/08/10 | 3/29/10 | 21 | 4.00 | 4.26 | 3.73 | -0.26 | -6.55 | | -3.28 | |
| short | 4/19/10 | 7/26/10 | 98 | 4.34 | 4.14 | 4.55 | 0.21 | 4.86 | | 2.43 | |
| short | 6/10/13 | 9/16/13 | 98 | 3.65 | 3.90 | 3.41 | -0.25 | -6.79 | | -3.39 | |
| long | 11/25/13 | 2/03/14 | 70 | 4.62 | 4.05 | | -0.57 | -12.41 | | -6.21 | |
| short | 7/11/22 | 8/16/22 | 36 | 6.58 | 5.60 | 7.73 | 1.15 | 17.45 | | 8.72 | 5.37 |
Bank of Communicats | short | 1/25/10 | 2/01/10 | 7 | 1.01 | 1.01 | 1.01 | -0.00 | -0.09 | | -0.05 | |
| short | 4/25/11 | 2/06/12 | 287 | 1.06 | 0.77 | 1.45 | 0.39 | 36.99 | | 18.50 | |
| short | 10/28/13 | 11/25/13 | 28 | 0.71 | 0.74 | 0.67 | -0.03 | -4.57 | | -2.29 | |
| short | 2/03/14 | 7/07/14 | 154 | 0.65 | 0.67 | 0.63 | -0.02 | -3.35 | | -1.68 | |
| long | 2/18/19 | 8/05/19 | 168 | 0.84 | 0.70 | | -0.14 | -16.46 | | -8.23 | 4.43 |
China Life Ins HK | long | 4/13/09 | 1/25/10 | 287 | 3.54 | 4.35 | | 0.81 | 22.80 | | 11.40 | |
| short | 4/25/11 | 2/06/12 | 287 | 3.55 | 2.86 | 4.40 | 0.85 | 24.06 | | 12.03 | |
| short | 6/10/13 | 9/16/13 | 98 | 2.50 | 2.77 | 2.24 | -0.26 | -10.57 | | -5.29 | |
| short | 10/28/13 | 11/25/13 | 28 | 2.58 | 3.19 | 1.96 | -0.62 | -23.88 | | -11.94 | |
| short | 7/09/18 | 2/18/19 | 224 | 2.51 | 2.45 | 2.57 | 0.06 | 2.48 | | 1.24 | |
| short | 7/26/21 | 1/24/22 | 182 | 1.69 | 1.80 | 1.57 | -0.12 | -6.91 | | -3.45 | 1.74 |
Hang Seng Bank | long | 7/28/08 | 8/18/08 | 21 | 18.80 | 17.33 | | -1.47 | -7.83 | | -3.92 | |
| long | 9/01/08 | 9/22/08 | 21 | 17.88 | 17.81 | | -0.07 | -0.38 | | -0.19 | |
| short | 1/25/10 | 2/01/10 | 7 | 14.09 | 14.09 | 14.09 | -0.00 | 0.00 | | 0.00 | |
| short | 2/08/10 | 2/22/10 | 14 | 14.11 | 14.24 | 13.97 | -0.13 | -0.95 | | -0.47 | |
| short | 3/08/10 | 3/29/10 | 21 | 14.33 | 14.09 | 14.57 | 0.24 | 1.71 | | 0.85 | |
| short | 4/19/10 | 7/26/10 | 98 | 13.99 | 13.59 | 14.39 | 0.41 | 2.90 | | 1.45 | |
| short | 3/09/20 | 11/23/20 | 259 | 18.16 | 16.97 | 19.42 | 1.26 | 6.96 | | 3.48 | 1.06 |
HSBC | short | 3/03/08 | 7/28/08 | 147 | 14.86 | 16.47 | 13.25 | -1.61 | -10.82 | | -5.41 | |
| short | 2/08/10 | 2/22/10 | 14 | 10.41 | 10.77 | 10.06 | -0.35 | -3.37 | | -1.69 | |
| short | 3/09/20 | 11/23/20 | 259 | 6.27 | 5.08 | 7.75 | 1.47 | 23.50 | | 11.75 | |
| long | 1/24/22 | 7/11/22 | 168 | 6.85 | 6.24 | | -0.60 | -8.83 | | -4.42 | -0.67 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Bank of China | short | 3/03/08 | 7/28/08 | 147 | 0.35 | 0.43 | 0.28 | -0.07 | -20.99 | | -10.49 | -10.49 |
China Constr Bk HK | long | 2/06/12 | 7/23/12 | 168 | 0.80 | 0.64 | | -0.17 | -20.70 | | -10.35 | |
| short | 2/03/14 | 7/07/14 | 154 | 0.69 | 0.73 | 0.66 | -0.03 | -4.46 | | -2.23 | -12.35 |
ICBC | long | 7/28/08 | 8/18/08 | 21 | 0.73 | 0.63 | | -0.10 | -13.61 | | -6.81 | |
| long | 9/01/08 | 9/22/08 | 21 | 0.63 | 0.59 | | -0.04 | -6.20 | | -3.10 | |
| short | 7/23/12 | 11/05/12 | 105 | 0.55 | 0.66 | 0.43 | -0.12 | -21.18 | | -10.59 | |
| long | 9/16/13 | 10/28/13 | 42 | 0.71 | 0.67 | | -0.04 | -6.12 | | -3.06 | |
| short | 8/24/15 | 7/18/16 | 329 | 0.61 | 0.56 | 0.65 | 0.05 | 7.59 | | 3.79 | |
| short | 7/09/18 | 2/18/19 | 224 | 0.72 | 0.75 | 0.68 | -0.04 | -5.38 | | -2.69 | -20.94 |
Annotations
7/27/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
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