| |
| |
Assessment - Hang Seng Commerce & Industry - 3/25/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
L |
|
HSI-CI |
9,228.200 |
08:08 |
1.69 |
9,105.350 |
1.35 |
9,903.190 |
-797.840 |
-8.06 |
|
-7.30 |
| | |
|
|
|
L |
|
CNOOC |
18.120 |
08:08 |
2.95 |
18.020 |
0.55 |
13.580 |
4.440 |
32.70 |
|
38.05 |
| | |
|
|
|
L |
|
Techtronic Inds |
106.100 |
08:08 |
-2.75 |
104.700 |
1.34 |
77.750 |
26.950 |
34.66 |
|
28.02 |
| | |
|
|
|
L |
|
China Hongqiao |
8.800 |
08:08 |
3.90 |
8.380 |
5.01 |
7.640 |
0.740 |
9.69 |
|
25.50 |
| | |
|
|
|
L |
|
Zijin Mining HK |
15.620 |
08:08 |
1.83 |
15.440 |
1.17 |
12.600 |
2.840 |
22.54 |
|
25.28 |
| | |
|
|
|
L |
|
Trip.com |
345.200 |
08:08 |
-0.63 |
354.000 |
-2.49 |
275.200 |
78.800 |
28.63 |
|
24.06 |
| | |
|
|
|
L |
|
China Shenhua HK |
30.750 |
08:08 |
1.15 |
30.500 |
0.82 |
25.000 |
5.500 |
22.00 |
|
19.33 |
| | |
|
|
|
L |
|
PetroChina |
6.690 |
08:08 |
3.40 |
6.460 |
3.56 |
5.780 |
0.680 |
11.76 |
|
18.64 |
| | |
|
|
|
|
|
Xiaomi |
14.940 |
08:08 |
1.22 |
14.820 |
0.81 |
11.840 |
2.980 |
25.17 |
|
18.46 |
| | |
|
|
|
L |
|
Hansoh Pharma |
15.480 |
08:08 |
|
14.720 |
5.16 |
10.040 |
4.680 |
46.61 |
|
16.14 |
| | |
|
|
|
L |
|
WH Group |
5.160 |
08:08 |
-2.09 |
5.120 |
0.78 |
4.110 |
1.010 |
24.57 |
|
14.96 |
| | |
|
|
|
L |
|
Xinyi Solar |
6.060 |
08:08 |
1.17 |
6.160 |
-1.62 |
5.530 |
0.630 |
11.39 |
|
5.91 |
| | |
|
|
|
|
|
NetEase |
162.800 |
08:08 |
0.80 |
163.500 |
-0.43 |
158.000 |
5.500 |
3.48 |
|
5.74 |
| | |
|
|
|
|
|
China Mobile |
66.900 |
08:08 |
-0.30 |
66.750 |
0.22 |
66.950 |
-0.200 |
-0.30 |
|
2.70 |
| | |
|
|
|
|
|
Lenovo |
9.070 |
08:08 |
-0.33 |
8.890 |
2.02 |
7.900 |
0.990 |
12.53 |
|
2.55 |
| | |
|
|
|
L |
|
Sinopec |
4.440 |
08:08 |
0.91 |
4.490 |
-1.11 |
4.330 |
0.160 |
3.70 |
|
2.52 |
| | |
|
|
|
L |
|
China Unicom |
5.650 |
08:08 |
1.62 |
5.570 |
1.44 |
5.780 |
-0.210 |
-3.63 |
|
2.44 |
| | |
|
|
|
L |
|
Haidilao Inter |
17.660 |
08:08 |
4.74 |
17.080 |
3.40 |
20.450 |
-3.370 |
-16.48 |
|
-0.61 |
| | |
|
|
|
L |
|
Citic Pacific |
7.520 |
08:08 |
-0.79 |
7.970 |
-5.65 |
7.120 |
0.850 |
11.94 |
|
-0.91 |
| | |
|
|
|
L |
|
Geely Auto |
9.240 |
08:08 |
1.32 |
8.880 |
4.05 |
9.310 |
-0.430 |
-4.62 |
|
-2.25 |
| | |
|
|
|
L |
|
CSPC Pharmaceutical |
6.150 |
08:08 |
-1.91 |
6.340 |
-3.00 |
5.710 |
0.630 |
11.03 |
|
-2.63 |
| | |
|
|
|
L |
|
Haier Smart Home |
24.350 |
08:08 |
8.22 |
22.750 |
7.03 |
24.350 |
-1.600 |
-6.57 |
|
-2.81 |
| | |
|
|
|
L |
|
ANTA Sports Products |
83.200 |
08:08 |
1.46 |
81.000 |
2.72 |
87.500 |
-6.500 |
-7.43 |
|
-3.00 |
| | |
|
|
|
S |
|
Nongfu Spring |
42.250 |
08:08 |
2.42 |
40.950 |
3.17 |
43.150 |
-2.200 |
-5.10 |
|
-5.81 |
| | |
|
|
|
L |
|
Chow Tai Fook Jwl |
11.540 |
08:08 |
0.17 |
11.620 |
-0.69 |
11.140 |
0.480 |
4.31 |
|
-6.20 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
|
|
BYD Company |
201.600 |
08:08 |
-0.59 |
211.000 |
-4.45 |
247.800 |
-36.800 |
-14.85 |
|
-6.98 |
| | |
|
|
|
|
|
Sinopharm |
20.050 |
08:08 |
-1.72 |
20.400 |
-1.72 |
22.250 |
-1.850 |
-8.31 |
|
-7.44 |
| | |
|
|
|
S |
|
Li Auto |
121.300 |
08:08 |
3.23 |
119.000 |
1.93 |
144.700 |
-25.700 |
-17.76 |
|
-7.75 |
| | |
|
|
|
|
|
Sino Biopharm |
3.020 |
08:08 |
0.33 |
3.080 |
-1.95 |
2.910 |
0.170 |
5.84 |
|
-8.16 |
| | |
|
|
|
|
|
Tencent |
303.800 |
08:08 |
0.60 |
288.600 |
5.27 |
304.400 |
-15.800 |
-5.19 |
|
-8.65 |
| | |
|
|
|
L |
|
Sands China |
22.050 |
08:08 |
1.61 |
22.050 |
|
23.900 |
-1.850 |
-7.74 |
|
-9.26 |
| | |
|
|
|
L |
|
Meituan |
96.800 |
08:08 |
6.26 |
93.300 |
3.75 |
117.200 |
-23.900 |
-20.39 |
|
-11.19 |
| | |
|
|
|
|
|
CK Hutchison |
37.800 |
08:08 |
0.27 |
38.650 |
-2.20 |
41.300 |
-2.650 |
-6.42 |
|
-11.27 |
| | |
|
|
|
L |
|
JD.com |
107.900 |
08:08 |
5.58 |
103.300 |
4.45 |
115.400 |
-12.100 |
-10.49 |
|
-11.70 |
| | |
|
|
|
S |
|
Shenzhou Inter |
74.100 |
08:08 |
1.93 |
64.850 |
14.26 |
69.400 |
-4.550 |
-6.56 |
|
-12.60 |
| | |
|
|
|
L |
|
Alibaba |
70.250 |
08:08 |
2.11 |
70.300 |
-0.07 |
84.350 |
-14.050 |
-16.66 |
|
-12.79 |
| | |
|
|
|
L |
|
Tingyi |
8.580 |
08:08 |
-1.61 |
9.090 |
-5.61 |
10.780 |
-1.690 |
-15.68 |
|
-12.90 |
| | |
|
|
|
L |
|
China Res Beer |
36.050 |
08:08 |
2.12 |
35.800 |
0.70 |
43.100 |
-7.300 |
-16.94 |
|
-14.56 |
| | |
|
|
|
|
|
Hengan |
24.650 |
08:08 |
0.41 |
24.650 |
|
25.250 |
-0.600 |
-2.38 |
|
-14.98 |
| | |
|
|
|
|
|
Baidu |
102.700 |
08:08 |
3.27 |
100.700 |
1.99 |
127.400 |
-26.700 |
-20.96 |
|
-15.95 |
| | |
|
|
|
|
|
Orient Overseas |
93.500 |
08:08 |
-2.55 |
96.150 |
-2.76 |
107.300 |
-11.150 |
-10.39 |
|
-15.98 |
| | |
|
|
|
|
|
Galaxy Entertainment |
39.300 |
08:08 |
-0.76 |
39.450 |
-0.38 |
48.550 |
-9.100 |
-18.74 |
|
-16.19 |
| | |
|
|
|
L |
|
Xinyi Glass |
8.290 |
08:08 |
3.37 |
8.270 |
0.24 |
10.540 |
-2.270 |
-21.54 |
|
-17.06 |
| | |
|
|
|
L |
|
MTR |
25.800 |
08:08 |
-1.34 |
25.600 |
0.78 |
30.300 |
-4.700 |
-15.51 |
|
-18.67 |
| | |
|
|
|
|
|
SMIC |
15.160 |
08:08 |
1.61 |
15.500 |
-2.19 |
19.800 |
-4.300 |
-21.72 |
|
-19.56 |
| | |
|
|
|
L |
|
China Mengniu Dairy |
16.800 |
08:08 |
-1.64 |
19.400 |
-13.40 |
25.900 |
-6.500 |
-25.10 |
|
-21.59 |
| | |
|
|
|
|
|
Alibaba Health |
3.180 |
08:08 |
0.32 |
3.200 |
-0.62 |
4.660 |
-1.460 |
-31.33 |
|
-27.86 |
| | |
|
|
|
|
|
Budweiser Brewing |
11.520 |
08:08 |
0.52 |
11.620 |
-0.86 |
16.120 |
-4.500 |
-27.92 |
|
-28.75 |
| | |
|
|
|
|
|
JD Health |
27.700 |
08:08 |
1.84 |
28.400 |
-2.46 |
40.750 |
-12.350 |
-30.31 |
|
-29.92 |
| | |
|
|
|
L |
|
Li Ning |
20.800 |
08:08 |
4.42 |
20.200 |
2.97 |
33.800 |
-13.600 |
-40.24 |
|
-30.89 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
9/25/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
|
|
Sunny Optical |
39.950 |
08:08 |
1.01 |
43.000 |
-7.09 |
56.250 |
-13.250 |
-23.56 |
|
-35.31 |
| | |
|
|
|
L |
|
Zhongsheng |
13.560 |
08:08 |
10.24 |
13.140 |
3.20 |
20.750 |
-7.610 |
-36.67 |
|
-37.34 |
| | |
|
|
|
S |
|
WuXi AppTec HK |
37.100 |
08:08 |
0.68 |
38.850 |
-4.50 |
87.100 |
-48.250 |
-55.40 |
|
-45.59 |
| | |
|
|
|
|
|
WuXi Biologics |
14.300 |
08:08 |
3.92 |
14.020 |
2.00 |
43.700 |
-29.680 |
-67.92 |
|
-58.86 |
HSI-C&I - 53 out of 53 instruments rated - 3/25/24 / 9/25/23 - 18 did rise, Market-Ratio(26) = 33.96 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Commerce & Industry * 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 |
3/10/08 |
798 |
|
- cash - |
short |
3/10/08 |
4/06/09 |
392 |
|
|
|
Galaxy Entertainment |
50 |
931 |
|
5.370 |
1.500 |
19.225 |
13.855 |
258 |
22,899 |
228 |
|
|
|
|
|
|
|
|
China Mengniu Dairy |
50 |
269 |
|
18.580 |
11.000 |
31.383 |
12.803 |
69 |
26,343 |
63 |
|
100 |
163 |
146 | |
long |
4/06/09 |
5/17/10 |
406 |
|
|
|
Hengan |
50 |
439 |
|
30.000 |
52.700 |
|
22.700 |
76 |
36,308 |
66 |
|
|
|
|
|
|
|
|
Kunlun Energy |
50 |
3,774 |
|
3.490 |
9.950 |
|
6.460 |
185 |
60,688 |
156 |
|
100 |
130 |
112 | |
short |
5/17/10 |
6/21/10 |
35 |
|
|
|
Citic Pacific |
50 |
2,257 |
|
13.440 |
15.160 |
11.720 |
-1.720 |
-13 |
56,806 |
-76 |
|
|
|
|
|
|
|
|
China Unicom |
50 |
3,391 |
|
8.950 |
10.360 |
7.540 |
-1.410 |
-16 |
52,025 |
-83 |
|
100 |
-14 |
-80 | |
long |
6/21/10 |
9/19/11 |
455 |
|
|
|
Want Want China |
50 |
4,001 |
|
6.500 |
6.520 |
|
0.020 |
0 |
52,105 |
0 |
|
|
|
|
|
|
|
|
Galaxy Entertainment |
50 |
6,036 |
|
4.310 |
14.420 |
|
10.110 |
235 |
113,129 |
163 |
|
100 |
117 |
86 | |
short |
9/19/11 |
2/06/12 |
140 |
|
|
|
Cathay Pacific |
50 |
4,419 |
|
12.800 |
15.740 |
9.860 |
-2.940 |
-23 |
100,137 |
-49 |
|
|
|
|
|
|
|
|
Citic Pacific |
50 |
4,721 |
|
11.980 |
15.540 |
8.420 |
-3.560 |
-30 |
83,330 |
-60 |
|
100 |
-26 |
-55 | |
long |
2/06/12 |
7/23/12 |
168 |
|
|
|
Sands China |
50 |
1,472 |
|
28.300 |
21.900 |
|
-6.400 |
-23 |
73,909 |
-43 |
|
|
|
|
|
|
|
|
Galaxy Entertainment |
50 |
2,269 |
|
18.360 |
18.680 |
|
0.320 |
2 |
74,635 |
4 |
|
100 |
-10 |
-21 | |
short |
7/23/12 |
11/12/12 |
112 |
|
|
|
Citic Pacific |
50 |
3,411 |
|
10.940 |
9.820 |
12.188 |
1.248 |
11 |
78,891 |
42 |
|
|
|
|
|
|
|
|
China Res Beer |
50 |
1,816 |
|
20.550 |
25.550 |
15.550 |
-5.000 |
-24 |
69,811 |
-60 |
|
100 |
-6 |
-20 | |
long |
11/12/12 |
6/03/13 |
203 |
|
|
|
Tencent |
50 |
645 |
|
54.040 |
60.680 |
|
6.640 |
12 |
74,094 |
23 |
|
|
|
|
|
|
|
|
Galaxy Entertainment |
50 |
1,261 |
|
27.700 |
41.250 |
|
13.550 |
49 |
91,181 |
105 |
|
100 |
31 |
62 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
6/03/13 |
9/16/13 |
105 |
|
|
|
Citic Pacific |
50 |
5,099 |
|
8.940 |
9.920 |
7.960 |
-0.980 |
-11 |
86,184 |
-33 |
|
|
|
|
|
|
|
|
Belle International |
50 |
3,805 |
|
11.980 |
11.300 |
12.701 |
0.721 |
6 |
88,927 |
23 |
|
100 |
-2 |
-8 | |
long |
9/16/13 |
5/05/14 |
231 |
|
|
|
Tencent |
50 |
527 |
|
84.240 |
98.520 |
|
14.280 |
17 |
96,452 |
28 |
|
|
|
|
|
|
|
|
Galaxy Entertainment |
50 |
804 |
|
55.350 |
62.100 |
|
6.750 |
12 |
101,879 |
20 |
|
100 |
15 |
24 | |
short |
5/05/14 |
7/28/14 |
84 |
|
|
|
China Merchants |
50 |
2,172 |
|
23.450 |
25.800 |
21.100 |
-2.350 |
-10 |
96,775 |
-37 |
|
|
|
|
|
|
|
|
Belle International |
50 |
6,376 |
|
7.990 |
9.430 |
6.550 |
-1.440 |
-18 |
87,594 |
-58 |
|
100 |
-14 |
-48 | |
long |
7/28/14 |
10/13/14 |
77 |
|
|
|
Citic Pacific |
50 |
2,931 |
|
14.940 |
13.220 |
|
-1.720 |
-12 |
82,552 |
-44 |
|
|
|
|
|
|
|
|
Tencent |
50 |
339 |
|
128.900 |
114.400 |
|
-14.500 |
-11 |
77,637 |
-43 |
|
100 |
-11 |
-44 | |
short |
10/13/14 |
4/13/15 |
182 |
|
|
|
Sands China |
50 |
932 |
|
41.650 |
36.200 |
47.921 |
6.271 |
15 |
83,481 |
32 |
|
|
|
|
|
|
|
|
Galaxy Entertainment |
50 |
832 |
|
46.650 |
39.500 |
55.094 |
8.444 |
18 |
90,506 |
40 |
|
100 |
17 |
36 | |
long |
4/13/15 |
7/13/15 |
91 |
|
|
|
China Merchants |
50 |
1,338 |
|
33.800 |
29.850 |
|
-3.950 |
-12 |
85,221 |
-39 |
|
|
|
|
|
|
|
|
Tencent |
50 |
265 |
|
170.500 |
150.500 |
|
-20.000 |
-12 |
79,921 |
-39 |
|
100 |
-12 |
-39 | |
short |
7/13/15 |
7/11/16 |
364 |
|
|
|
China Shenhua HK |
50 |
2,522 |
|
15.840 |
14.140 |
17.744 |
1.904 |
12 |
84,724 |
12 |
|
|
|
|
|
|
|
|
Li & Fung |
50 |
6,763 |
|
5.910 |
3.720 |
9.389 |
3.479 |
59 |
108,255 |
59 |
|
100 |
35 |
36 | |
long |
7/11/16 |
10/31/16 |
112 |
|
|
|
China Shenhua HK |
50 |
3,827 |
|
14.140 |
16.140 |
|
2.000 |
14 |
115,909 |
54 |
|
|
|
|
|
|
|
|
Tencent |
50 |
301 |
|
179.800 |
205.800 |
|
26.000 |
14 |
123,735 |
55 |
|
100 |
14 |
55 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
10/31/16 |
12/05/16 |
35 |
|
|
|
Cathay Pacific |
50 |
6,053 |
|
10.220 |
10.360 |
10.080 |
-0.140 |
-1 |
122,887 |
-13 |
|
|
|
|
|
|
|
|
Lenovo |
50 |
12,424 |
|
4.980 |
4.780 |
5.188 |
0.208 |
4 |
125,476 |
53 |
|
100 |
1 |
16 | |
long |
12/05/16 |
1/02/17 |
28 |
|
|
|
Sands China |
50 |
1,677 |
|
37.400 |
33.700 |
|
-3.700 |
-10 |
119,272 |
-74 |
|
|
|
|
|
|
|
|
Galaxy Entertainment |
50 |
1,651 |
|
38.000 |
33.800 |
|
-4.200 |
-11 |
112,337 |
-78 |
|
100 |
-10 |
-76 | |
short |
1/02/17 |
1/30/17 |
28 |
|
|
|
Li & Fung |
50 |
16,471 |
|
3.410 |
3.380 |
3.440 |
0.030 |
1 |
112,836 |
12 |
|
|
|
|
|
|
|
|
Lenovo |
50 |
11,951 |
|
4.700 |
5.110 |
4.290 |
-0.410 |
-9 |
107,936 |
-70 |
|
100 |
-4 |
-41 | |
long |
1/30/17 |
3/06/17 |
35 |
|
|
|
Galaxy Entertainment |
50 |
1,452 |
|
37.150 |
37.100 |
|
-0.050 |
0 |
107,864 |
-1 |
|
|
|
|
|
|
|
|
AAC Technologies |
50 |
674 |
|
80.000 |
84.150 |
|
4.150 |
5 |
110,661 |
69 |
|
100 |
3 |
30 | |
short |
3/06/17 |
3/27/17 |
21 |
|
|
|
Li & Fung |
50 |
15,808 |
|
3.500 |
3.720 |
3.280 |
-0.220 |
-6 |
107,183 |
-68 |
|
|
|
|
|
|
|
|
Lenovo |
50 |
11,772 |
|
4.700 |
4.880 |
4.520 |
-0.180 |
-4 |
105,064 |
-49 |
|
100 |
-5 |
-59 | |
long |
3/27/17 |
7/02/18 |
462 |
|
|
|
Galaxy Entertainment |
50 |
1,275 |
|
41.200 |
60.750 |
|
19.550 |
47 |
129,991 |
36 |
|
|
|
|
|
|
|
|
AAC Technologies |
50 |
551 |
|
95.200 |
110.500 |
|
15.300 |
16 |
138,421 |
12 |
|
100 |
32 |
24 | |
short |
7/02/18 |
3/11/19 |
252 |
|
|
|
China Merchants |
50 |
4,341 |
|
15.940 |
16.860 |
15.020 |
-0.920 |
-6 |
134,427 |
-8 |
|
|
|
|
|
|
|
|
WH Group |
50 |
10,833 |
|
6.390 |
7.170 |
5.610 |
-0.780 |
-12 |
125,977 |
-17 |
|
100 |
-9 |
-13 | |
long |
3/11/19 |
5/27/19 |
77 |
|
|
|
Swire Pacific |
50 |
670 |
|
93.950 |
92.000 |
|
-1.950 |
-2 |
124,671 |
-9 |
|
|
|
|
|
|
|
|
Lenovo |
50 |
8,717 |
|
7.230 |
5.700 |
|
-1.530 |
-21 |
111,334 |
-68 |
|
100 |
-12 |
-44 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
5/27/19 |
7/01/19 |
35 |
|
|
|
AAC Technologies |
50 |
1,316 |
|
42.300 |
44.350 |
40.250 |
-2.050 |
-5 |
108,636 |
-40 |
|
|
|
|
|
|
|
|
Sunny Optical |
50 |
828 |
|
67.200 |
80.700 |
53.700 |
-13.500 |
-20 |
97,458 |
-90 |
|
100 |
-12 |
-75 | |
long |
7/01/19 |
8/05/19 |
35 |
|
|
|
MTR |
50 |
926 |
|
52.600 |
48.400 |
|
-4.200 |
-8 |
93,569 |
-58 |
|
|
|
|
|
|
|
|
WH Group |
50 |
6,155 |
|
7.920 |
7.000 |
|
-0.920 |
-12 |
87,906 |
-72 |
|
100 |
-10 |
-66 | |
short |
8/05/19 |
2/10/20 |
189 |
|
|
|
Sinopec |
50 |
9,176 |
|
4.790 |
4.200 |
5.463 |
0.673 |
14 |
94,081 |
29 |
|
|
|
|
|
|
|
|
AAC Technologies |
50 |
1,143 |
|
38.450 |
58.050 |
18.850 |
-19.600 |
-51 |
71,678 |
-75 |
|
100 |
-18 |
-33 | |
long |
2/10/20 |
3/02/20 |
21 |
|
|
|
AAC Technologies |
50 |
617 |
|
58.050 |
52.000 |
|
-6.050 |
-10 |
67,945 |
-85 |
|
|
|
|
|
|
|
|
Sunny Optical |
50 |
281 |
|
127.300 |
127.400 |
|
0.100 |
0 |
67,973 |
1 |
|
100 |
-5 |
-60 | |
short |
3/02/20 |
9/14/20 |
196 |
|
|
|
China Unicom |
50 |
5,437 |
|
6.250 |
5.690 |
6.865 |
0.615 |
10 |
71,318 |
19 |
|
|
|
|
|
|
|
|
PetroChina |
50 |
10,965 |
|
3.100 |
2.490 |
3.859 |
0.759 |
24 |
79,644 |
50 |
|
100 |
17 |
34 | |
long |
9/14/20 |
10/05/20 |
21 |
|
|
|
Tencent |
50 |
75 |
|
529.500 |
525.000 |
|
-4.500 |
-1 |
79,307 |
-14 |
|
|
|
|
|
|
|
|
China Mengniu Dairy |
50 |
1,080 |
|
36.950 |
35.900 |
|
-1.050 |
-3 |
78,173 |
-39 |
|
100 |
-2 |
-28 | |
short |
10/05/20 |
11/23/20 |
49 |
|
|
|
Citic Pacific |
50 |
6,979 |
|
5.600 |
6.120 |
5.080 |
-0.520 |
-9 |
74,544 |
-52 |
|
|
|
|
|
|
|
|
Swire Pacific |
50 |
1,048 |
|
37.300 |
45.000 |
29.600 |
-7.700 |
-21 |
66,474 |
-82 |
|
100 |
-15 |
-70 | |
long |
11/23/20 |
7/19/21 |
238 |
|
|
|
Tencent |
50 |
56 |
|
586.000 |
549.500 |
|
-36.500 |
-6 |
64,430 |
-9 |
|
|
|
|
|
|
|
|
Geely Auto |
50 |
1,438 |
|
23.400 |
23.700 |
|
0.300 |
1 |
64,862 |
2 |
|
100 |
-2 |
-4 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
7/19/21 |
2/21/22 |
217 |
|
|
|
China Unicom |
50 |
7,758 |
|
4.180 |
4.380 |
3.980 |
-0.200 |
-5 |
63,310 |
-8 |
|
|
|
|
|
|
|
|
Hengan |
50 |
687 |
|
47.150 |
41.900 |
53.058 |
5.908 |
13 |
67,369 |
22 |
|
100 |
4 |
7 | |
long |
2/21/22 |
3/07/22 |
14 |
|
|
|
China Shenhua HK |
50 |
1,497 |
|
22.500 |
22.300 |
|
-0.200 |
-1 |
67,069 |
-21 |
|
|
|
|
|
|
|
|
Want Want China |
50 |
4,280 |
|
7.870 |
7.950 |
|
0.080 |
1 |
67,412 |
30 |
|
100 |
0 |
2 | |
short |
3/07/22 |
1/09/23 |
308 |
|
|
|
AAC Technologies |
50 |
1,737 |
|
19.400 |
16.880 |
22.296 |
2.896 |
15 |
72,442 |
18 |
|
|
|
|
|
|
|
|
Geely Auto |
50 |
2,786 |
|
12.100 |
11.660 |
12.557 |
0.457 |
4 |
73,714 |
4 |
|
100 |
9 |
11 | |
long |
1/09/23 |
6/05/23 |
147 |
|
|
|
China Unicom |
50 |
7,170 |
|
5.140 |
5.910 |
|
0.770 |
15 |
79,235 |
41 |
|
|
|
|
|
|
|
|
Sands China |
50 |
1,316 |
|
28.000 |
26.500 |
|
-1.500 |
-5 |
77,261 |
-13 |
|
100 |
5 |
12 | |
short |
6/05/23 |
3/28/24 |
297 |
|
|
|
Orient Overseas |
50 |
396 |
|
97.550 |
93.500 |
101.775 |
4.225 |
4 |
78,935 |
5 |
|
|
|
|
|
|
|
|
JD.com |
50 |
279 |
|
138.400 |
107.900 |
177.521 |
39.121 |
28 |
89,849 |
36 |
|
100 |
16 |
20 | |
accum | 3/10/08 |
3/28/24 | 5862 |
days out of 6660 invested (88%) |
798 |
89,849 |
15 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Galaxy Entertainment | short | 3/10/08 | 4/06/09 | 392 | 5.37 | 1.50 | 19.22 | 13.85 | 258.00 | 50 | 129.00 | |
| long | 6/21/10 | 9/19/11 | 455 | 4.31 | 14.42 | | 10.11 | 234.57 | | 117.29 | |
| long | 2/06/12 | 7/23/12 | 168 | 18.36 | 18.68 | | 0.32 | 1.74 | | 0.87 | |
| long | 11/12/12 | 6/03/13 | 203 | 27.70 | 41.25 | | 13.55 | 48.92 | | 24.46 | |
| long | 9/16/13 | 5/05/14 | 231 | 55.35 | 62.10 | | 6.75 | 12.20 | | 6.10 | |
| short | 10/13/14 | 4/13/15 | 182 | 46.65 | 39.50 | 55.09 | 8.44 | 18.10 | | 9.05 | |
| long | 12/05/16 | 1/02/17 | 28 | 38.00 | 33.80 | | -4.20 | -11.05 | | -5.53 | |
| long | 1/30/17 | 3/06/17 | 35 | 37.15 | 37.10 | | -0.05 | -0.13 | | -0.07 | |
| long | 3/27/17 | 7/02/18 | 462 | 41.20 | 60.75 | | 19.55 | 47.45 | | 23.73 | 744.25 |
Kunlun Energy | long | 4/06/09 | 5/17/10 | 406 | 3.49 | 9.95 | | 6.46 | 185.10 | | 92.55 | 92.55 |
Hengan | long | 4/06/09 | 5/17/10 | 406 | 30.00 | 52.70 | | 22.70 | 75.67 | | 37.83 | |
| short | 7/19/21 | 2/21/22 | 217 | 47.15 | 41.90 | 53.06 | 5.91 | 12.53 | | 6.26 | 46.47 |
China Mengniu Dairy | short | 3/10/08 | 4/06/09 | 392 | 18.58 | 11.00 | 31.38 | 12.80 | 68.91 | | 34.45 | |
| long | 9/14/20 | 10/05/20 | 21 | 36.95 | 35.90 | | -1.05 | -2.84 | | -1.42 | 32.54 |
Li & Fung | short | 7/13/15 | 7/11/16 | 364 | 5.91 | 3.72 | 9.39 | 3.48 | 58.87 | | 29.44 | |
| short | 1/02/17 | 1/30/17 | 28 | 3.41 | 3.38 | 3.44 | 0.03 | 0.89 | | 0.44 | |
| short | 3/06/17 | 3/27/17 | 21 | 3.50 | 3.72 | 3.28 | -0.22 | -6.29 | | -3.14 | 25.92 |
JD.com | short | 6/05/23 | 3/28/24 | 297 | 138.40 | 107.90 | 177.52 | 39.12 | 28.27 | | 14.13 | 14.13 |
China Shenhua HK | short | 7/13/15 | 7/11/16 | 364 | 15.84 | 14.14 | 17.74 | 1.90 | 12.02 | | 6.01 | |
| long | 7/11/16 | 10/31/16 | 112 | 14.14 | 16.14 | | 2.00 | 14.14 | | 7.07 | |
| long | 2/21/22 | 3/07/22 | 14 | 22.50 | 22.30 | | -0.20 | -0.89 | | -0.44 | 13.00 |
PetroChina | short | 3/02/20 | 9/14/20 | 196 | 3.10 | 2.49 | 3.86 | 0.76 | 24.50 | | 12.25 | 12.25 |
Sinopec | short | 8/05/19 | 2/10/20 | 189 | 4.79 | 4.20 | 5.46 | 0.67 | 14.05 | | 7.02 | 7.02 |
Tencent | long | 11/12/12 | 6/03/13 | 203 | 54.04 | 60.68 | | 6.64 | 12.29 | | 6.14 | |
| long | 9/16/13 | 5/05/14 | 231 | 84.24 | 98.52 | | 14.28 | 16.95 | | 8.48 | |
| long | 7/28/14 | 10/13/14 | 77 | 128.90 | 114.40 | | -14.50 | -11.25 | | -5.62 | |
| long | 4/13/15 | 7/13/15 | 91 | 170.50 | 150.50 | | -20.00 | -11.73 | | -5.87 | |
| long | 7/11/16 | 10/31/16 | 112 | 179.80 | 205.80 | | 26.00 | 14.46 | | 7.23 | |
| long | 9/14/20 | 10/05/20 | 21 | 529.50 | 525.00 | | -4.50 | -0.85 | | -0.42 | |
| long | 11/23/20 | 7/19/21 | 238 | 586.00 | 549.50 | | -36.50 | -6.23 | | -3.11 | 5.82 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Geely Auto | long | 11/23/20 | 7/19/21 | 238 | 23.40 | 23.70 | | 0.30 | 1.28 | | 0.64 | |
| short | 3/07/22 | 1/09/23 | 308 | 12.10 | 11.66 | 12.56 | 0.46 | 3.77 | | 1.89 | 2.54 |
Orient Overseas | short | 6/05/23 | 3/28/24 | 297 | 97.55 | 93.50 | 101.78 | 4.23 | 4.33 | | 2.17 | 2.17 |
China Unicom | short | 5/17/10 | 6/21/10 | 35 | 8.95 | 10.36 | 7.54 | -1.41 | -15.75 | | -7.88 | |
| short | 3/02/20 | 9/14/20 | 196 | 6.25 | 5.69 | 6.87 | 0.62 | 9.84 | | 4.92 | |
| short | 7/19/21 | 2/21/22 | 217 | 4.18 | 4.38 | 3.98 | -0.20 | -4.78 | | -2.39 | |
| long | 1/09/23 | 6/05/23 | 147 | 5.14 | 5.91 | | 0.77 | 14.98 | | 7.49 | 1.41 |
Want Want China | long | 6/21/10 | 9/19/11 | 455 | 6.50 | 6.52 | | 0.02 | 0.31 | | 0.15 | |
| long | 2/21/22 | 3/07/22 | 14 | 7.87 | 7.95 | | 0.08 | 1.02 | | 0.51 | 0.66 |
MTR | long | 7/01/19 | 8/05/19 | 35 | 52.60 | 48.40 | | -4.20 | -7.98 | | -3.99 | -3.99 |
Belle International | short | 6/03/13 | 9/16/13 | 105 | 11.98 | 11.30 | 12.70 | 0.72 | 6.02 | | 3.01 | |
| short | 5/05/14 | 7/28/14 | 84 | 7.99 | 9.43 | 6.55 | -1.44 | -18.02 | | -9.01 | -6.27 |
Sunny Optical | short | 5/27/19 | 7/01/19 | 35 | 67.20 | 80.70 | 53.70 | -13.50 | -20.09 | | -10.04 | |
| long | 2/10/20 | 3/02/20 | 21 | 127.30 | 127.40 | | 0.10 | 0.08 | | 0.04 | -10.01 |
Swire Pacific | long | 3/11/19 | 5/27/19 | 77 | 93.95 | 92.00 | | -1.95 | -2.08 | | -1.04 | |
| short | 10/05/20 | 11/23/20 | 49 | 37.30 | 45.00 | 29.60 | -7.70 | -20.64 | | -10.32 | -11.25 |
WH Group | short | 7/02/18 | 3/11/19 | 252 | 6.39 | 7.17 | 5.61 | -0.78 | -12.21 | | -6.10 | |
| long | 7/01/19 | 8/05/19 | 35 | 7.92 | 7.00 | | -0.92 | -11.62 | | -5.81 | -11.56 |
Sands China | long | 2/06/12 | 7/23/12 | 168 | 28.30 | 21.90 | | -6.40 | -22.61 | | -11.31 | |
| short | 10/13/14 | 4/13/15 | 182 | 41.65 | 36.20 | 47.92 | 6.27 | 15.06 | | 7.53 | |
| long | 12/05/16 | 1/02/17 | 28 | 37.40 | 33.70 | | -3.70 | -9.89 | | -4.95 | |
| long | 1/09/23 | 6/05/23 | 147 | 28.00 | 26.50 | | -1.50 | -5.36 | | -2.68 | -11.78 |
Cathay Pacific | short | 9/19/11 | 2/06/12 | 140 | 12.80 | 15.74 | 9.86 | -2.94 | -22.97 | | -11.48 | |
| short | 10/31/16 | 12/05/16 | 35 | 10.22 | 10.36 | 10.08 | -0.14 | -1.37 | | -0.68 | -12.09 |
China Res Beer | short | 7/23/12 | 11/12/12 | 112 | 20.55 | 25.55 | 15.55 | -5.00 | -24.33 | | -12.17 | -12.17 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
China Merchants | short | 5/05/14 | 7/28/14 | 84 | 23.45 | 25.80 | 21.10 | -2.35 | -10.02 | | -5.01 | |
| long | 4/13/15 | 7/13/15 | 91 | 33.80 | 29.85 | | -3.95 | -11.69 | | -5.84 | |
| short | 7/02/18 | 3/11/19 | 252 | 15.94 | 16.86 | 15.02 | -0.92 | -5.77 | | -2.89 | -13.14 |
Lenovo | short | 10/31/16 | 12/05/16 | 35 | 4.98 | 4.78 | 5.19 | 0.21 | 4.18 | | 2.09 | |
| short | 1/02/17 | 1/30/17 | 28 | 4.70 | 5.11 | 4.29 | -0.41 | -8.72 | | -4.36 | |
| short | 3/06/17 | 3/27/17 | 21 | 4.70 | 4.88 | 4.52 | -0.18 | -3.83 | | -1.91 | |
| long | 3/11/19 | 5/27/19 | 77 | 7.23 | 5.70 | | -1.53 | -21.16 | | -10.58 | -14.36 |
AAC Technologies | long | 1/30/17 | 3/06/17 | 35 | 80.00 | 84.15 | | 4.15 | 5.19 | | 2.59 | |
| long | 3/27/17 | 7/02/18 | 462 | 95.20 | 110.50 | | 15.30 | 16.07 | | 8.04 | |
| short | 5/27/19 | 7/01/19 | 35 | 42.30 | 44.35 | 40.25 | -2.05 | -4.85 | | -2.42 | |
| short | 8/05/19 | 2/10/20 | 189 | 38.45 | 58.05 | 18.85 | -19.60 | -50.98 | | -25.49 | |
| long | 2/10/20 | 3/02/20 | 21 | 58.05 | 52.00 | | -6.05 | -10.42 | | -5.21 | |
| short | 3/07/22 | 1/09/23 | 308 | 19.40 | 16.88 | 22.30 | 2.90 | 14.93 | | 7.46 | -17.91 |
Citic Pacific | short | 5/17/10 | 6/21/10 | 35 | 13.44 | 15.16 | 11.72 | -1.72 | -12.80 | | -6.40 | |
| short | 9/19/11 | 2/06/12 | 140 | 11.98 | 15.54 | 8.42 | -3.56 | -29.72 | | -14.86 | |
| short | 7/23/12 | 11/12/12 | 112 | 10.94 | 9.82 | 12.19 | 1.25 | 11.40 | | 5.70 | |
| short | 6/03/13 | 9/16/13 | 105 | 8.94 | 9.92 | 7.96 | -0.98 | -10.96 | | -5.48 | |
| long | 7/28/14 | 10/13/14 | 77 | 14.94 | 13.22 | | -1.72 | -11.51 | | -5.76 | |
| short | 10/05/20 | 11/23/20 | 49 | 5.60 | 6.12 | 5.08 | -0.52 | -9.29 | | -4.64 | -28.45 |
Annotations
3/01/24 | HSI-C&I | | | Component update: JD Health, Li Auto, Sinopharm, Trip.com, WuXi AppTec and Zijin Mining added |
3/06/17 | HSI-C&I | | | Geely Auto replaces Li & Fung |
12/28/16 | HSI-C&I | | | AAC Technologies joins, China Res Enterprises and Tingyi retire |
10/13/15 | China Mengniu Dairy | | | forward stock split 1:2 (two for one) |
9/18/15 | China Res Enterprise | | | ex special dividend HKD 12.30 |
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 |
|
|