| |
| |
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
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 | di % | 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 | di % | 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 | di % | 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 |
|
|