| |
| |
Assessment - Hang Seng Finance - 1/07/24 - RS = 26
⇐
| |
|
instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
⇓∅-RS |
| | |
|
|
|
L |
|
HSI-Fin |
29,730.300 |
12/08 |
0.59 |
31,431.300 |
-5.41 |
29,823.000 |
1,608.300 |
5.39 |
|
4.09 |
| | |
|
|
|
L |
|
AIA |
51.900 |
12/08 |
-1.33 |
53.000 |
-2.08 |
68.050 |
-15.050 |
-22.12 |
|
-14.44 |
| | |
|
|
|
L |
|
Bank of China |
3.400 |
12/08 |
1.19 |
3.850 |
-11.69 |
2.980 |
0.870 |
29.19 |
|
26.24 |
| | |
|
|
|
L |
|
Bank of China (HK) |
22.300 |
12/08 |
|
24.050 |
-7.28 |
21.200 |
2.850 |
13.44 |
|
11.95 |
| | |
|
|
|
L |
|
China Constr Bk HK |
5.550 |
12/08 |
1.46 |
5.770 |
-3.81 |
4.650 |
1.120 |
24.09 |
|
18.55 |
| | |
|
|
|
L |
|
China Life Ins HK |
10.380 |
12/08 |
0.58 |
11.040 |
-5.98 |
10.120 |
0.920 |
9.09 |
|
0.11 |
| | |
|
|
|
L |
|
China Merchants B HK |
32.500 |
12/08 |
|
35.450 |
-8.32 |
26.500 |
8.950 |
33.77 |
|
10.17 |
| | |
|
|
|
L |
|
Hang Seng Bank |
91.900 |
12/08 |
0.38 |
100.400 |
-8.47 |
91.050 |
9.350 |
10.27 |
|
12.92 |
| | |
|
|
|
L |
|
HK Exchgs & Clrg |
231.600 |
12/08 |
0.96 |
250.200 |
-7.43 |
268.000 |
-17.800 |
-6.64 |
|
-3.28 |
| | |
|
|
|
L |
|
HSBC |
64.350 |
12/08 |
0.63 |
68.300 |
-5.78 |
63.000 |
5.300 |
8.41 |
|
9.46 |
| | |
|
|
|
L |
|
ICBC |
4.480 |
12/08 |
2.05 |
4.640 |
-3.45 |
3.820 |
0.820 |
21.47 |
|
11.92 |
| | |
|
|
|
L |
|
Ping An |
33.650 |
12/08 |
0.45 |
35.400 |
-4.94 |
35.350 |
0.050 |
0.14 |
|
-7.18 |
HSI-Fin - 11 out of 11 instruments rated - 1/07/24 / 1/01/24 - 9 did rise, Market-Ratio(26) = 81.82 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Finance * 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 | |
2/01/06 |
3/03/08 |
791 |
|
- cash - |
short |
3/03/08 |
28/07/08 |
147 |
|
|
|
Bank of China |
50 |
1,818 |
|
2.750 |
3.330 |
2.170 |
-0.580 |
-21 |
8,946 |
-44 |
|
|
|
|
|
|
|
|
HSBC |
50 |
43 |
|
115.700 |
128.330 |
103.070 |
-12.630 |
-11 |
8,402 |
-25 |
|
100 |
-16 |
-35 | |
long |
28/07/08 |
18/08/08 |
21 |
|
|
|
Hang Seng Bank |
50 |
28 |
|
146.530 |
135.490 |
|
-11.040 |
-8 |
8,093 |
-74 |
|
|
|
|
|
|
|
|
ICBC |
50 |
754 |
|
5.700 |
4.940 |
|
-0.760 |
-13 |
7,520 |
-92 |
|
100 |
-11 |
-85 | |
short |
18/08/08 |
1/09/08 |
14 |
|
|
|
Bank of East Asia |
50 |
128 |
|
29.250 |
29.450 |
29.050 |
-0.200 |
-1 |
7,495 |
-16 |
|
|
|
|
|
|
|
|
HK Exchgs & Clrg |
50 |
41 |
|
91.490 |
92.440 |
90.540 |
-0.950 |
-1 |
7,456 |
-24 |
|
100 |
-1 |
-20 | |
long |
1/09/08 |
22/09/08 |
21 |
|
|
|
Hang Seng Bank |
50 |
26 |
|
139.490 |
137.910 |
|
-1.580 |
-1 |
7,415 |
-18 |
|
|
|
|
|
|
|
|
ICBC |
50 |
778 |
|
4.920 |
4.580 |
|
-0.340 |
-7 |
7,150 |
-71 |
|
100 |
-4 |
-52 | |
short |
22/09/08 |
13/04/09 |
203 |
|
|
|
Bank of East Asia |
50 |
139 |
|
25.550 |
18.690 |
34.928 |
9.378 |
37 |
8,454 |
75 |
|
|
|
|
|
|
|
|
HK Exchgs & Clrg |
50 |
38 |
|
93.360 |
88.230 |
98.788 |
5.428 |
6 |
8,660 |
11 |
|
100 |
21 |
41 | |
long |
13/04/09 |
25/01/10 |
287 |
|
|
|
China Life Ins HK |
50 |
157 |
|
27.460 |
33.800 |
|
6.340 |
23 |
9,655 |
30 |
|
|
|
|
|
|
|
|
Ping An |
50 |
170 |
|
25.435 |
29.550 |
|
4.115 |
16 |
10,355 |
21 |
|
100 |
20 |
26 | |
short |
25/01/10 |
1/02/10 |
7 |
|
|
|
Bank of Communicats |
50 |
661 |
|
7.830 |
7.830 |
7.830 |
0.000 |
0 |
10,355 |
0 |
|
|
|
|
|
|
|
|
Hang Seng Bank |
50 |
47 |
|
109.500 |
109.400 |
109.600 |
0.100 |
0 |
10,360 |
5 |
|
100 |
0 |
2 | |
long |
1/02/10 |
8/02/10 |
7 |
|
|
|
Bank of China (HK) |
50 |
314 |
|
16.480 |
16.840 |
|
0.360 |
2 |
10,473 |
209 |
|
|
|
|
|
|
|
|
HK Exchgs & Clrg |
50 |
39 |
|
132.300 |
130.300 |
|
-2.000 |
-2 |
10,395 |
-55 |
|
100 |
0 |
19 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
8/02/10 |
22/02/10 |
14 |
|
|
|
Hang Seng Bank |
50 |
47 |
|
109.300 |
110.700 |
107.900 |
-1.400 |
-1 |
10,329 |
-29 |
|
|
|
|
|
|
|
|
HSBC |
50 |
65 |
|
80.700 |
83.700 |
77.700 |
-3.000 |
-4 |
10,134 |
-63 |
|
100 |
-3 |
-48 | |
long |
22/02/10 |
8/03/10 |
14 |
|
|
|
Bank of China (HK) |
50 |
281 |
|
17.980 |
18.200 |
|
0.220 |
1 |
10,196 |
37 |
|
|
|
|
|
|
|
|
HK Exchgs & Clrg |
50 |
39 |
|
129.700 |
133.400 |
|
3.700 |
3 |
10,340 |
108 |
|
100 |
2 |
69 | |
short |
8/03/10 |
29/03/10 |
21 |
|
|
|
Hang Seng Bank |
50 |
46 |
|
110.900 |
109.200 |
112.627 |
1.726 |
2 |
10,419 |
31 |
|
|
|
|
|
|
|
|
Ping An |
50 |
169 |
|
30.925 |
33.000 |
28.850 |
-2.075 |
-7 |
10,069 |
-70 |
|
100 |
-3 |
-37 | |
long |
29/03/10 |
19/04/10 |
21 |
|
|
|
Bank of China (HK) |
50 |
262 |
|
19.180 |
18.920 |
|
-0.260 |
-1 |
10,001 |
-21 |
|
|
|
|
|
|
|
|
Bank of East Asia |
50 |
176 |
|
28.600 |
28.850 |
|
0.250 |
1 |
10,045 |
16 |
|
100 |
0 |
-4 | |
short |
19/04/10 |
26/07/10 |
98 |
|
|
|
Hang Seng Bank |
50 |
46 |
|
108.400 |
105.700 |
111.169 |
2.769 |
3 |
10,172 |
10 |
|
|
|
|
|
|
|
|
Ping An |
50 |
150 |
|
33.625 |
32.175 |
35.140 |
1.515 |
5 |
10,399 |
18 |
|
100 |
4 |
14 | |
long |
26/07/10 |
25/04/11 |
273 |
|
|
|
Bank of China (HK) |
50 |
268 |
|
19.400 |
24.400 |
|
5.000 |
26 |
11,739 |
36 |
|
|
|
|
|
|
|
|
Bank of East Asia |
50 |
178 |
|
29.200 |
32.150 |
|
2.950 |
10 |
12,264 |
14 |
|
100 |
18 |
25 | |
short |
25/04/11 |
6/02/12 |
287 |
|
|
|
Bank of Communicats |
50 |
746 |
|
8.210 |
5.980 |
11.272 |
3.062 |
37 |
14,548 |
50 |
|
|
|
|
|
|
|
|
China Life Ins HK |
50 |
222 |
|
27.600 |
22.200 |
34.314 |
6.714 |
24 |
16,039 |
32 |
|
100 |
31 |
41 | |
long |
6/02/12 |
23/07/12 |
168 |
|
|
|
China Constr Bk HK |
50 |
1,287 |
|
6.230 |
4.940 |
|
-1.290 |
-21 |
14,378 |
-40 |
|
|
|
|
|
|
|
|
AIA |
50 |
305 |
|
26.250 |
26.750 |
|
0.500 |
2 |
14,531 |
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 |
23/07/12 |
5/11/12 |
105 |
|
|
|
HK Exchgs & Clrg |
50 |
71 |
|
101.900 |
129.600 |
74.200 |
-27.700 |
-27 |
12,564 |
-67 |
|
|
|
|
|
|
|
|
ICBC |
50 |
1,720 |
|
4.240 |
5.150 |
3.330 |
-0.910 |
-21 |
10,999 |
-57 |
|
100 |
-24 |
-62 | |
long |
5/11/12 |
10/06/13 |
217 |
|
|
|
Bank of China (HK) |
50 |
228 |
|
24.050 |
25.000 |
|
0.950 |
4 |
11,216 |
7 |
|
|
|
|
|
|
|
|
AIA |
50 |
182 |
|
30.200 |
33.100 |
|
2.900 |
10 |
11,743 |
17 |
|
100 |
7 |
12 | |
short |
10/06/13 |
16/09/13 |
98 |
|
|
|
China Life Ins HK |
50 |
302 |
|
19.380 |
21.450 |
17.310 |
-2.070 |
-11 |
11,118 |
-34 |
|
|
|
|
|
|
|
|
Ping An |
50 |
208 |
|
28.300 |
30.250 |
26.350 |
-1.950 |
-7 |
10,713 |
-23 |
|
100 |
-9 |
-29 | |
long |
16/09/13 |
28/10/13 |
42 |
|
|
|
ICBC |
50 |
966 |
|
5.540 |
5.200 |
|
-0.340 |
-6 |
10,384 |
-42 |
|
|
|
|
|
|
|
|
AIA |
50 |
148 |
|
36.050 |
38.700 |
|
2.650 |
7 |
10,776 |
85 |
|
100 |
1 |
5 | |
short |
28/10/13 |
25/11/13 |
28 |
|
|
|
Bank of Communicats |
50 |
985 |
|
5.470 |
5.720 |
5.220 |
-0.250 |
-5 |
10,530 |
-46 |
|
|
|
|
|
|
|
|
China Life Ins HK |
50 |
269 |
|
19.980 |
24.750 |
15.210 |
-4.770 |
-24 |
9,247 |
-97 |
|
100 |
-14 |
-86 | |
long |
25/11/13 |
3/02/14 |
70 |
|
|
|
Ping An |
50 |
128 |
|
35.850 |
31.450 |
|
-4.400 |
-12 |
8,684 |
-49 |
|
|
|
|
|
|
|
|
AIA |
50 |
120 |
|
38.800 |
35.750 |
|
-3.050 |
-8 |
8,318 |
-35 |
|
100 |
-10 |
-42 | |
short |
3/02/14 |
7/07/14 |
154 |
|
|
|
Bank of Communicats |
50 |
823 |
|
5.050 |
5.210 |
4.890 |
-0.160 |
-3 |
8,186 |
-7 |
|
|
|
|
|
|
|
|
China Constr Bk HK |
50 |
772 |
|
5.390 |
5.620 |
5.160 |
-0.230 |
-4 |
8,009 |
-10 |
|
100 |
-4 |
-9 | |
long |
7/07/14 |
24/08/15 |
413 |
|
|
|
HK Exchgs & Clrg |
50 |
25 |
|
154.100 |
178.300 |
|
24.200 |
16 |
8,614 |
14 |
|
|
|
|
|
|
|
|
AIA |
50 |
105 |
|
39.400 |
40.800 |
|
1.400 |
4 |
8,761 |
3 |
|
100 |
9 |
8 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
24/08/15 |
18/07/16 |
329 |
|
|
|
Bank of East Asia |
50 |
167 |
|
26.100 |
31.700 |
20.500 |
-5.600 |
-21 |
7,825 |
-24 |
|
|
|
|
|
|
|
|
ICBC |
50 |
936 |
|
4.700 |
4.370 |
5.055 |
0.355 |
8 |
8,158 |
8 |
|
100 |
-7 |
-8 | |
long |
18/07/16 |
9/07/18 |
721 |
|
|
|
Bank of East Asia |
50 |
128 |
|
31.700 |
31.950 |
|
0.250 |
1 |
8,190 |
0 |
|
|
|
|
|
|
|
|
AIA |
50 |
84 |
|
48.650 |
68.550 |
|
19.900 |
41 |
9,861 |
19 |
|
100 |
21 |
10 | |
short |
9/07/18 |
18/02/19 |
224 |
|
|
|
China Life Ins HK |
50 |
250 |
|
19.660 |
19.180 |
20.152 |
0.492 |
3 |
9,984 |
4 |
|
|
|
|
|
|
|
|
ICBC |
50 |
881 |
|
5.610 |
5.910 |
5.310 |
-0.300 |
-5 |
9,720 |
-9 |
|
100 |
-1 |
-2 | |
long |
18/02/19 |
5/08/19 |
168 |
|
|
|
Bank of Communicats |
50 |
740 |
|
6.560 |
5.480 |
|
-1.080 |
-16 |
8,921 |
-32 |
|
|
|
|
|
|
|
|
AIA |
50 |
65 |
|
74.400 |
75.600 |
|
1.200 |
2 |
8,999 |
4 |
|
100 |
-7 |
-15 | |
short |
5/08/19 |
17/02/20 |
196 |
|
|
|
Bank of China (HK) |
50 |
160 |
|
28.100 |
27.950 |
28.251 |
0.151 |
1 |
9,023 |
1 |
|
|
|
|
|
|
|
|
Bank of East Asia |
50 |
211 |
|
21.300 |
17.640 |
25.719 |
4.419 |
21 |
9,955 |
42 |
|
100 |
11 |
21 | |
long |
17/02/20 |
9/03/20 |
21 |
|
|
|
HK Exchgs & Clrg |
50 |
18 |
|
272.800 |
248.000 |
|
-24.800 |
-9 |
9,509 |
-81 |
|
|
|
|
|
|
|
|
AIA |
50 |
62 |
|
81.000 |
71.400 |
|
-9.600 |
-12 |
8,914 |
-89 |
|
100 |
-10 |
-85 | |
short |
9/03/20 |
23/11/20 |
259 |
|
|
|
Hang Seng Bank |
50 |
31 |
|
141.100 |
131.500 |
151.401 |
10.301 |
7 |
9,233 |
10 |
|
|
|
|
|
|
|
|
HSBC |
50 |
93 |
|
48.750 |
39.350 |
60.396 |
11.646 |
24 |
10,316 |
35 |
|
100 |
16 |
23 | |
long |
23/11/20 |
26/07/21 |
245 |
|
|
|
HK Exchgs & Clrg |
50 |
13 |
|
376.800 |
500.000 |
|
123.200 |
33 |
11,918 |
52 |
|
|
|
|
|
|
|
|
AIA |
50 |
62 |
|
87.000 |
92.850 |
|
5.850 |
7 |
12,280 |
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 |
26/07/21 |
24/01/22 |
182 |
|
|
|
Bank of East Asia |
50 |
492 |
|
12.460 |
12.600 |
12.320 |
-0.140 |
-1 |
12,212 |
-2 |
|
|
|
|
|
|
|
|
China Life Ins HK |
50 |
468 |
|
13.120 |
14.040 |
12.200 |
-0.920 |
-7 |
11,781 |
-14 |
|
100 |
-4 |
-8 | |
long |
24/01/22 |
11/07/22 |
168 |
|
|
|
Bank of China (HK) |
50 |
196 |
|
30.000 |
29.000 |
|
-1.000 |
-3 |
11,585 |
-7 |
|
|
|
|
|
|
|
|
HSBC |
50 |
110 |
|
53.300 |
49.000 |
|
-4.300 |
-8 |
11,112 |
-17 |
|
100 |
-6 |
-12 | |
short |
11/07/22 |
16/01/23 |
189 |
|
|
|
HK Exchgs & Clrg |
50 |
15 |
|
366.400 |
363.400 |
369.425 |
3.025 |
1 |
11,157 |
2 |
|
|
|
|
|
|
|
|
Ping An |
50 |
108 |
|
51.650 |
60.800 |
42.500 |
-9.150 |
-18 |
10,169 |
-31 |
|
100 |
-9 |
-16 | |
long |
16/01/23 |
10/07/23 |
175 |
|
|
|
China Life Ins HK |
50 |
341 |
|
14.900 |
12.040 |
|
-2.860 |
-19 |
9,194 |
-36 |
|
|
|
|
|
|
|
|
Ping An |
50 |
83 |
|
60.800 |
48.650 |
|
-12.150 |
-20 |
8,185 |
-37 |
|
100 |
-20 |
-37 | |
short |
10/07/23 |
22/04/24 |
287 |
|
|
|
Bank of China (HK) |
50 |
182 |
|
22.400 |
23.000 |
21.800 |
-0.600 |
-3 |
8,076 |
-3 |
|
|
|
|
|
|
|
|
Hang Seng Bank |
50 |
38 |
|
107.000 |
97.000 |
118.031 |
11.031 |
10 |
8,495 |
13 |
|
100 |
4 |
5 | |
long |
22/04/24 |
12/08/24 |
112 |
|
|
|
Bank of China |
50 |
1,249 |
|
3.400 |
3.400 |
|
0.000 |
0 |
8,495 |
0 |
|
|
|
|
|
|
|
|
Bank of China (HK) |
50 |
184 |
|
23.000 |
22.300 |
|
-0.700 |
-3 |
8,367 |
-10 |
|
100 |
-2 |
-5 | |
accum | 3/03/08 |
12/08/24 | 6119 |
days out of 6910 invested (89%) |
-16 |
8,367 |
-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 | 6/02/12 | 23/07/12 | 168 | 26.25 | 26.75 | | 0.50 | 1.90 | 50 | 0.95 | |
| long | 5/11/12 | 10/06/13 | 217 | 30.20 | 33.10 | | 2.90 | 9.60 | | 4.80 | |
| long | 16/09/13 | 28/10/13 | 42 | 36.05 | 38.70 | | 2.65 | 7.35 | | 3.68 | |
| long | 25/11/13 | 3/02/14 | 70 | 38.80 | 35.75 | | -3.05 | -7.86 | | -3.93 | |
| long | 7/07/14 | 24/08/15 | 413 | 39.40 | 40.80 | | 1.40 | 3.55 | | 1.78 | |
| long | 18/07/16 | 9/07/18 | 721 | 48.65 | 68.55 | | 19.90 | 40.90 | | 20.45 | |
| long | 18/02/19 | 5/08/19 | 168 | 74.40 | 75.60 | | 1.20 | 1.61 | | 0.81 | |
| long | 17/02/20 | 9/03/20 | 21 | 81.00 | 71.40 | | -9.60 | -11.85 | | -5.93 | |
| long | 23/11/20 | 26/07/21 | 245 | 87.00 | 92.85 | | 5.85 | 6.72 | | 3.36 | 26.63 |
Bank of East Asia | short | 18/08/08 | 1/09/08 | 14 | 29.25 | 29.45 | 29.05 | -0.20 | -0.68 | | -0.34 | |
| short | 22/09/08 | 13/04/09 | 203 | 25.55 | 18.69 | 34.93 | 9.38 | 36.70 | | 18.35 | |
| long | 29/03/10 | 19/04/10 | 21 | 28.60 | 28.85 | | 0.25 | 0.87 | | 0.44 | |
| long | 26/07/10 | 25/04/11 | 273 | 29.20 | 32.15 | | 2.95 | 10.10 | | 5.05 | |
| short | 24/08/15 | 18/07/16 | 329 | 26.10 | 31.70 | 20.50 | -5.60 | -21.46 | | -10.73 | |
| long | 18/07/16 | 9/07/18 | 721 | 31.70 | 31.95 | | 0.25 | 0.79 | | 0.39 | |
| short | 5/08/19 | 17/02/20 | 196 | 21.30 | 17.64 | 25.72 | 4.42 | 20.75 | | 10.37 | |
| short | 26/07/21 | 24/01/22 | 182 | 12.46 | 12.60 | 12.32 | -0.14 | -1.12 | | -0.56 | 22.41 |
Bank of China (HK) | long | 1/02/10 | 8/02/10 | 7 | 16.48 | 16.84 | | 0.36 | 2.18 | | 1.09 | |
| long | 22/02/10 | 8/03/10 | 14 | 17.98 | 18.20 | | 0.22 | 1.22 | | 0.61 | |
| long | 29/03/10 | 19/04/10 | 21 | 19.18 | 18.92 | | -0.26 | -1.36 | | -0.68 | |
| long | 26/07/10 | 25/04/11 | 273 | 19.40 | 24.40 | | 5.00 | 25.77 | | 12.89 | |
| long | 5/11/12 | 10/06/13 | 217 | 24.05 | 25.00 | | 0.95 | 3.95 | | 1.98 | |
| short | 5/08/19 | 17/02/20 | 196 | 28.10 | 27.95 | 28.25 | 0.15 | 0.54 | | 0.27 | |
| long | 24/01/22 | 11/07/22 | 168 | 30.00 | 29.00 | | -1.00 | -3.33 | | -1.67 | |
| short | 10/07/23 | 22/04/24 | 287 | 22.40 | 23.00 | 21.80 | -0.60 | -2.68 | | -1.34 | |
| long | 22/04/24 | 12/08/24 | 112 | 23.00 | 22.30 | | -0.70 | -3.04 | | -1.52 | 11.40 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
HK Exchgs & Clrg | short | 18/08/08 | 1/09/08 | 14 | 91.49 | 92.44 | 90.54 | -0.95 | -1.04 | | -0.52 | |
| short | 22/09/08 | 13/04/09 | 203 | 93.36 | 88.23 | 98.79 | 5.43 | 5.81 | | 2.91 | |
| long | 1/02/10 | 8/02/10 | 7 | 132.30 | 130.30 | | -2.00 | -1.51 | | -0.76 | |
| long | 22/02/10 | 8/03/10 | 14 | 129.70 | 133.40 | | 3.70 | 2.85 | | 1.43 | |
| short | 23/07/12 | 5/11/12 | 105 | 101.90 | 129.60 | 74.20 | -27.70 | -27.18 | | -13.59 | |
| long | 7/07/14 | 24/08/15 | 413 | 154.10 | 178.30 | | 24.20 | 15.70 | | 7.85 | |
| long | 17/02/20 | 9/03/20 | 21 | 272.80 | 248.00 | | -24.80 | -9.09 | | -4.55 | |
| long | 23/11/20 | 26/07/21 | 245 | 376.80 | 500.00 | | 123.20 | 32.70 | | 16.35 | |
| short | 11/07/22 | 16/01/23 | 189 | 366.40 | 363.40 | 369.42 | 3.02 | 0.83 | | 0.41 | 7.10 |
Hang Seng Bank | long | 28/07/08 | 18/08/08 | 21 | 146.53 | 135.49 | | -11.04 | -7.53 | | -3.77 | |
| long | 1/09/08 | 22/09/08 | 21 | 139.49 | 137.91 | | -1.58 | -1.13 | | -0.57 | |
| short | 25/01/10 | 1/02/10 | 7 | 109.50 | 109.40 | 109.60 | 0.10 | 0.09 | | 0.05 | |
| short | 8/02/10 | 22/02/10 | 14 | 109.30 | 110.70 | 107.90 | -1.40 | -1.28 | | -0.64 | |
| short | 8/03/10 | 29/03/10 | 21 | 110.90 | 109.20 | 112.63 | 1.73 | 1.56 | | 0.78 | |
| short | 19/04/10 | 26/07/10 | 98 | 108.40 | 105.70 | 111.17 | 2.77 | 2.55 | | 1.28 | |
| short | 9/03/20 | 23/11/20 | 259 | 141.10 | 131.50 | 151.40 | 10.30 | 7.30 | | 3.65 | |
| short | 10/07/23 | 22/04/24 | 287 | 107.00 | 97.00 | 118.03 | 11.03 | 10.31 | | 5.15 | 5.81 |
Bank of Communicats | short | 25/01/10 | 1/02/10 | 7 | 7.83 | 7.83 | 7.83 | 0.00 | 0.00 | | 0.00 | |
| short | 25/04/11 | 6/02/12 | 287 | 8.21 | 5.98 | 11.27 | 3.06 | 37.29 | | 18.65 | |
| short | 28/10/13 | 25/11/13 | 28 | 5.47 | 5.72 | 5.22 | -0.25 | -4.57 | | -2.29 | |
| short | 3/02/14 | 7/07/14 | 154 | 5.05 | 5.21 | 4.89 | -0.16 | -3.17 | | -1.58 | |
| long | 18/02/19 | 5/08/19 | 168 | 6.56 | 5.48 | | -1.08 | -16.46 | | -8.23 | 4.71 |
HSBC | short | 3/03/08 | 28/07/08 | 147 | 115.70 | 128.33 | 103.07 | -12.63 | -10.92 | | -5.46 | |
| short | 8/02/10 | 22/02/10 | 14 | 80.70 | 83.70 | 77.70 | -3.00 | -3.72 | | -1.86 | |
| short | 9/03/20 | 23/11/20 | 259 | 48.75 | 39.35 | 60.40 | 11.65 | 23.89 | | 11.94 | |
| long | 24/01/22 | 11/07/22 | 168 | 53.30 | 49.00 | | -4.30 | -8.07 | | -4.03 | -0.32 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
China Life Ins HK | long | 13/04/09 | 25/01/10 | 287 | 27.46 | 33.80 | | 6.34 | 23.09 | | 11.54 | |
| short | 25/04/11 | 6/02/12 | 287 | 27.60 | 22.20 | 34.31 | 6.71 | 24.32 | | 12.16 | |
| short | 10/06/13 | 16/09/13 | 98 | 19.38 | 21.45 | 17.31 | -2.07 | -10.68 | | -5.34 | |
| short | 28/10/13 | 25/11/13 | 28 | 19.98 | 24.75 | 15.21 | -4.77 | -23.87 | | -11.94 | |
| short | 9/07/18 | 18/02/19 | 224 | 19.66 | 19.18 | 20.15 | 0.49 | 2.50 | | 1.25 | |
| short | 26/07/21 | 24/01/22 | 182 | 13.12 | 14.04 | 12.20 | -0.92 | -7.01 | | -3.51 | |
| long | 16/01/23 | 10/07/23 | 175 | 14.90 | 12.04 | | -2.86 | -19.19 | | -9.60 | -7.88 |
Bank of China | short | 3/03/08 | 28/07/08 | 147 | 2.75 | 3.33 | 2.17 | -0.58 | -21.09 | | -10.55 | |
| long | 22/04/24 | 12/08/24 | 112 | 3.40 | 3.40 | | 0.00 | 0.00 | | 0.00 | -10.55 |
China Constr Bk HK | long | 6/02/12 | 23/07/12 | 168 | 6.23 | 4.94 | | -1.29 | -20.71 | | -10.35 | |
| short | 3/02/14 | 7/07/14 | 154 | 5.39 | 5.62 | 5.16 | -0.23 | -4.27 | | -2.13 | -12.27 |
Ping An | long | 13/04/09 | 25/01/10 | 287 | 25.44 | 29.55 | | 4.12 | 16.18 | | 8.09 | |
| short | 8/03/10 | 29/03/10 | 21 | 30.93 | 33.00 | 28.85 | -2.08 | -6.71 | | -3.35 | |
| short | 19/04/10 | 26/07/10 | 98 | 33.63 | 32.18 | 35.14 | 1.52 | 4.51 | | 2.25 | |
| short | 10/06/13 | 16/09/13 | 98 | 28.30 | 30.25 | 26.35 | -1.95 | -6.89 | | -3.45 | |
| long | 25/11/13 | 3/02/14 | 70 | 35.85 | 31.45 | | -4.40 | -12.27 | | -6.14 | |
| short | 11/07/22 | 16/01/23 | 189 | 51.65 | 60.80 | 42.50 | -9.15 | -17.72 | | -8.86 | |
| long | 16/01/23 | 10/07/23 | 175 | 60.80 | 48.65 | | -12.15 | -19.98 | | -9.99 | -20.58 |
ICBC | long | 28/07/08 | 18/08/08 | 21 | 5.70 | 4.94 | | -0.76 | -13.33 | | -6.67 | |
| long | 1/09/08 | 22/09/08 | 21 | 4.92 | 4.58 | | -0.34 | -6.91 | | -3.46 | |
| short | 23/07/12 | 5/11/12 | 105 | 4.24 | 5.15 | 3.33 | -0.91 | -21.46 | | -10.73 | |
| long | 16/09/13 | 28/10/13 | 42 | 5.54 | 5.20 | | -0.34 | -6.14 | | -3.07 | |
| short | 24/08/15 | 18/07/16 | 329 | 4.70 | 4.37 | 5.05 | 0.35 | 7.55 | | 3.78 | |
| short | 9/07/18 | 18/02/19 | 224 | 5.61 | 5.91 | 5.31 | -0.30 | -5.35 | | -2.67 | -21.25 |
Annotations
1/03/24 | HSI-Fin | | | Component update: China Merchants Bank replaces Bank of Communications |
27/07/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
|
|