Share-o-matic - Assessment HSI-C&I (Hang Seng Commerce & Industry)

Assessment - Hang Seng Commerce & Industry - 13/03/23 - RS = 26

		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	12/09/22	prc diff	⇓ Δ26	∅-RS
		HSI-CI	10,399.000	Mon	-2.45	10,726.400	-3.05	10,918.700	-192.300	-1.76	-1.96
	L	China Unicom	5.580	Mon	-3.13	6.000	-7.00	3.700	2.300	62.16	48.70
		Sands China	25.900	Mon	-3.36	27.200	-4.78	17.280	9.920	57.41	43.87
		Haidilao Inter	19.920	Mon	-5.14	22.000	-9.45	17.500	4.500	25.71	34.53
	L	Sinopec	4.680	Mon	-4.49	4.790	-2.30	3.530	1.260	35.69	29.27
	L	China Mobile	63.600	Mon	-3.56	64.850	-1.93	51.300	13.550	26.41	24.70
	L	PetroChina	4.270	Mon	-2.73	4.490	-4.90	3.500	0.990	28.29	22.00
	L	China Res Beer	59.050	Mon	-4.29	61.150	-3.43	53.150	8.000	15.05	19.15
	L	CNOOC	11.300	Mon	-2.59	12.080	-6.46	9.770	2.310	23.64	16.26
		Alibaba Health	5.810	Mon	-3.81	5.540	4.87	4.510	1.030	22.84	14.72
		Galaxy Entertainment	50.150	Mon	-2.90	52.300	-4.11	42.350	9.950	23.49	14.46
		ANTA Sports Products	99.700	Mon	-2.45	103.200	-3.39	95.850	7.350	7.67	12.37
		Budweiser Brewing	22.450	Mon	-4.67	24.000	-6.46	21.850	2.150	9.84	10.62
	L	Lenovo	7.250	Mon	-3.20	7.470	-2.95	6.100	1.370	22.46	9.80
	L	Baidu	143.500	Mon	0.91	134.000	7.09	136.100	-2.100	-1.54	9.77
	L	Citic Pacific	8.850	Mon	-2.53	8.920	-0.78	8.200	0.720	8.78	8.87
		Tencent	334.800	Mon	-1.36	344.800	-2.90	307.000	37.800	12.31	7.48
	L	China Shenhua HK	25.100	Mon	-0.79	25.150	-0.20	25.700	-0.550	-2.14	6.44
		Li Ning	55.600	Mon	-3.64	65.600	-15.24	68.000	-2.400	-3.53	4.76
	L	Nongfu Spring	43.900	Mon	-1.35	44.850	-2.12	44.550	0.300	0.67	4.15
	L	China Hongqiao	7.900	Mon	-1.62	8.310	-4.93	7.850	0.460	5.86	3.06
	L	NetEase	132.700	Mon	-1.92	131.700	0.76	139.200	-7.500	-5.39	1.90
		Haier Smart Home	25.000	Mon	-2.53	26.150	-4.40	25.850	0.300	1.16	1.58
		Xiaomi	11.020	Mon	-2.82	11.540	-4.51	10.800	0.740	6.85	1.38
	L	Tingyi	14.380	Mon		13.400	7.31	13.880	-0.480	-3.46	0.63
		⇓instrument	freshest		⇓ Δday	13/03/23	⇓ Δwk	12/09/22	prc diff	⇓ Δ26	∅-RS
		MTR	37.950	Mon	-1.17	39.800	-4.65	40.100	-0.300	-0.75	-0.76
	L	CK Hutchison	48.750	Mon	-0.10	48.750		47.850	0.900	1.88	-1.41
		Hansoh Pharma	13.640	Mon	-5.93	14.040	-2.85	13.640	0.400	2.93	-1.62
	S	Sino Biopharm	4.260	Mon	-2.96	4.220	0.95	3.980	0.240	6.03	-2.20
		SMIC	18.620	Mon	-1.69	16.100	15.65	16.120	-0.020	-0.12	-3.33
	S	Chow Tai Fook Jwl	14.000	Mon	-0.14	14.200	-1.41	14.660	-0.460	-3.14	-3.57
		Hengan	35.100	Mon	-0.43	35.200	-0.28	36.000	-0.800	-2.22	-4.29
		Shenzhou Inter	77.750	Mon	-3.83	78.950	-1.52	76.250	2.700	3.54	-5.52
		China Mengniu Dairy	32.700	Mon	-4.25	33.850	-3.40	33.000	0.850	2.58	-5.54
	S	CSPC Pharmaceutical	7.750	Mon	-2.88	7.820	-0.90	7.780	0.040	0.51	-6.16
		Xinyi Glass	13.540	Mon	-2.59	14.360	-5.71	14.260	0.100	0.70	-7.11
		Alibaba	79.200	Mon	-2.82	83.250	-4.86	91.200	-7.950	-8.72	-7.53
		WH Group	4.420	Mon	-2.21	4.590	-3.70	5.200	-0.610	-11.73	-8.99
		Techtronic Inds	84.600	Mon	-1.63	84.850	-0.29	99.000	-14.150	-14.29	-9.30
		Sunny Optical	86.950	Mon	-3.39	88.450	-1.70	101.800	-13.350	-13.11	-11.69
		BYD Company	199.100	Mon	-2.88	200.000	-0.45	228.000	-28.000	-12.28	-12.41
		WuXi Biologics	45.150	Mon	-5.94	50.200	-10.06	53.400	-3.200	-5.99	-13.24
		Xinyi Solar	8.510	Mon	-3.19	8.840	-3.73	10.260	-1.420	-13.84	-15.52
		Zhongsheng	33.300	Mon	-0.15	34.050	-2.20	35.700	-1.650	-4.62	-20.80
	S	Meituan	128.900	Mon	-1.15	129.000	-0.08	177.800	-48.800	-27.45	-20.81
		Orient Overseas	127.300	Mon	-5.00	125.600	1.35	145.700	-20.100	-13.80	-24.80
		Geely Auto	9.150	Mon	-1.61	9.280	-1.40	14.160	-4.880	-34.46	-25.02
	S	JD.com	150.400	Mon	-2.72	159.000	-5.41	233.400	-74.400	-31.88	-26.20
HSI-C&I - 47 out of 47 instruments rated - 13/03/23 / 12/09/22 - 26 did rise, Market-Ratio(26) = 55.32 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI-C&I RS = 26 - B/S = 60/40

7/01/19	scale up chart	13/03/23

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
2/01/06		10/03/08	798		- cash -
short	10/03/08	6/04/09	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	6/04/09	17/05/10	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	17/05/10	21/06/10	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	21/06/10	19/09/11	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	19/09/11	6/02/12	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	6/02/12	23/07/12	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	23/07/12	12/11/12	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	12/11/12	3/06/13	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	3/06/13	16/09/13	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	16/09/13	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	28/07/14	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	28/07/14	13/10/14	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	13/10/14	13/04/15	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	13/04/15	13/07/15	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	13/07/15	11/07/16	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	11/07/16	31/10/16	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	31/10/16	5/12/16	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	5/12/16	2/01/17	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	2/01/17	30/01/17	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	30/01/17	6/03/17	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	6/03/17	27/03/17	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	27/03/17	2/07/18	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	2/07/18	11/03/19	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	11/03/19	27/05/19	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	27/05/19	1/07/19	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	1/07/19	5/08/19	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	5/08/19	10/02/20	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	10/02/20	2/03/20	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	2/03/20	14/09/20	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	14/09/20	5/10/20	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	5/10/20	23/11/20	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	23/11/20	19/07/21	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	19/07/21	21/02/22	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	21/02/22	7/03/22	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	7/03/22	9/01/23	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	9/01/23	20/03/23	70		China Unicom	50	7,170	5.140	5.580		0.440	9	76,869	53
					Sands China	50	1,316	28.000	25.900		-2.100	-8	74,106	-33
100							1						3
accum	10/03/08	20/03/23	5489	days out of 6287 invested (87%)							641		74,106	14

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Galaxy Entertainment	short	10/03/08	6/04/09	392	5.37	1.50	19.22	13.85	258.00	50	129.00
	long	21/06/10	19/09/11	455	4.31	14.42		10.11	234.57		117.29
	long	6/02/12	23/07/12	168	18.36	18.68		0.32	1.74		0.87
	long	12/11/12	3/06/13	203	27.70	41.25		13.55	48.92		24.46
	long	16/09/13	5/05/14	231	55.35	62.10		6.75	12.20		6.10
	short	13/10/14	13/04/15	182	46.65	39.50	55.09	8.44	18.10		9.05
	long	5/12/16	2/01/17	28	38.00	33.80		-4.20	-11.05		-5.53
	long	30/01/17	6/03/17	35	37.15	37.10		-0.05	-0.13		-0.07
	long	27/03/17	2/07/18	462	41.20	60.75		19.55	47.45		23.73	744.25
Kunlun Energy	long	6/04/09	17/05/10	406	3.49	9.95		6.46	185.10		92.55	92.55
Hengan	long	6/04/09	17/05/10	406	30.00	52.70		22.70	75.67		37.83
	short	19/07/21	21/02/22	217	47.15	41.90	53.06	5.91	12.53		6.26	46.47
China Mengniu Dairy	short	10/03/08	6/04/09	392	18.58	11.00	31.38	12.80	68.91		34.45
	long	14/09/20	5/10/20	21	36.95	35.90		-1.05	-2.84		-1.42	32.54
Li & Fung	short	13/07/15	11/07/16	364	5.91	3.72	9.39	3.48	58.87		29.44
	short	2/01/17	30/01/17	28	3.41	3.38	3.44	0.03	0.89		0.44
	short	6/03/17	27/03/17	21	3.50	3.72	3.28	-0.22	-6.29		-3.14	25.92
China Shenhua HK	short	13/07/15	11/07/16	364	15.84	14.14	17.74	1.90	12.02		6.01
	long	11/07/16	31/10/16	112	14.14	16.14		2.00	14.14		7.07
	long	21/02/22	7/03/22	14	22.50	22.30		-0.20	-0.89		-0.44	13.00
PetroChina	short	2/03/20	14/09/20	196	3.10	2.49	3.86	0.76	24.50		12.25	12.25
Sinopec	short	5/08/19	10/02/20	189	4.79	4.20	5.46	0.67	14.05		7.02	7.02
Tencent	long	12/11/12	3/06/13	203	54.04	60.68		6.64	12.29		6.14
	long	16/09/13	5/05/14	231	84.24	98.52		14.28	16.95		8.48
	long	28/07/14	13/10/14	77	128.90	114.40		-14.50	-11.25		-5.62
	long	13/04/15	13/07/15	91	170.50	150.50		-20.00	-11.73		-5.87
	long	11/07/16	31/10/16	112	179.80	205.80		26.00	14.46		7.23
	long	14/09/20	5/10/20	21	529.50	525.00		-4.50	-0.85		-0.42
	long	23/11/20	19/07/21	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	d_i %	total
Geely Auto	long	23/11/20	19/07/21	238	23.40	23.70		0.30	1.28		0.64
	short	7/03/22	9/01/23	308	12.10	11.66	12.56	0.46	3.77		1.89	2.54
Want Want China	long	21/06/10	19/09/11	455	6.50	6.52		0.02	0.31		0.15
	long	21/02/22	7/03/22	14	7.87	7.95		0.08	1.02		0.51	0.66
China Unicom	short	17/05/10	21/06/10	35	8.95	10.36	7.54	-1.41	-15.75		-7.88
	short	2/03/20	14/09/20	196	6.25	5.69	6.87	0.62	9.84		4.92
	short	19/07/21	21/02/22	217	4.18	4.38	3.98	-0.20	-4.78		-2.39
	long	9/01/23	20/03/23	70	5.14	5.58		0.44	8.56		4.28	-1.62
MTR	long	1/07/19	5/08/19	35	52.60	48.40		-4.20	-7.98		-3.99	-3.99
Belle International	short	3/06/13	16/09/13	105	11.98	11.30	12.70	0.72	6.02		3.01
	short	5/05/14	28/07/14	84	7.99	9.43	6.55	-1.44	-18.02		-9.01	-6.27
Sunny Optical	short	27/05/19	1/07/19	35	67.20	80.70	53.70	-13.50	-20.09		-10.04
	long	10/02/20	2/03/20	21	127.30	127.40		0.10	0.08		0.04	-10.01
Swire Pacific	long	11/03/19	27/05/19	77	93.95	92.00		-1.95	-2.08		-1.04
	short	5/10/20	23/11/20	49	37.30	45.00	29.60	-7.70	-20.64		-10.32	-11.25
WH Group	short	2/07/18	11/03/19	252	6.39	7.17	5.61	-0.78	-12.21		-6.10
	long	1/07/19	5/08/19	35	7.92	7.00		-0.92	-11.62		-5.81	-11.56
Cathay Pacific	short	19/09/11	6/02/12	140	12.80	15.74	9.86	-2.94	-22.97		-11.48
	short	31/10/16	5/12/16	35	10.22	10.36	10.08	-0.14	-1.37		-0.68	-12.09
China Res Beer	short	23/07/12	12/11/12	112	20.55	25.55	15.55	-5.00	-24.33		-12.17	-12.17
Sands China	long	6/02/12	23/07/12	168	28.30	21.90		-6.40	-22.61		-11.31
	short	13/10/14	13/04/15	182	41.65	36.20	47.92	6.27	15.06		7.53
	long	5/12/16	2/01/17	28	37.40	33.70		-3.70	-9.89		-4.95
	long	9/01/23	20/03/23	70	28.00	25.90		-2.10	-7.50		-3.75	-12.75
China Merchants	short	5/05/14	28/07/14	84	23.45	25.80	21.10	-2.35	-10.02		-5.01
	long	13/04/15	13/07/15	91	33.80	29.85		-3.95	-11.69		-5.84
	short	2/07/18	11/03/19	252	15.94	16.86	15.02	-0.92	-5.77		-2.89	-13.14
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Lenovo	short	31/10/16	5/12/16	35	4.98	4.78	5.19	0.21	4.18		2.09
	short	2/01/17	30/01/17	28	4.70	5.11	4.29	-0.41	-8.72		-4.36
	short	6/03/17	27/03/17	21	4.70	4.88	4.52	-0.18	-3.83		-1.91
	long	11/03/19	27/05/19	77	7.23	5.70		-1.53	-21.16		-10.58	-14.36
AAC Technologies	long	30/01/17	6/03/17	35	80.00	84.15		4.15	5.19		2.59
	long	27/03/17	2/07/18	462	95.20	110.50		15.30	16.07		8.04
	short	27/05/19	1/07/19	35	42.30	44.35	40.25	-2.05	-4.85		-2.42
	short	5/08/19	10/02/20	189	38.45	58.05	18.85	-19.60	-50.98		-25.49
	long	10/02/20	2/03/20	21	58.05	52.00		-6.05	-10.42		-5.21
	short	7/03/22	9/01/23	308	19.40	16.88	22.30	2.90	14.93		7.46	-17.91
Citic Pacific	short	17/05/10	21/06/10	35	13.44	15.16	11.72	-1.72	-12.80		-6.40
	short	19/09/11	6/02/12	140	11.98	15.54	8.42	-3.56	-29.72		-14.86
	short	23/07/12	12/11/12	112	10.94	9.82	12.19	1.25	11.40		5.70
	short	3/06/13	16/09/13	105	8.94	9.92	7.96	-0.98	-10.96		-5.48
	long	28/07/14	13/10/14	77	14.94	13.22		-1.72	-11.51		-5.76
	short	5/10/20	23/11/20	49	5.60	6.12	5.08	-0.52	-9.29		-4.64	-28.45

Annotations

6/03/17	HSI-C&I	Geely Auto replaces Li & Fung
28/12/16	HSI-C&I	AAC Technologies joins, China Res Enterprises and Tingyi retire
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
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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