Share-o-matic - Assessment HSI-Fin (Hang Seng Finance)

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

	HSI-Fin RS = 26 - B/S = 60/40

6/01/20	scale up chart	1/07/24

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	d_i %	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	d_i %	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	d_i %	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)


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