| |
| |
Assessment - Hang Seng Commerce & Industry - 1/07/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
L |
|
HSI-CI |
9,421.300 |
12/08 |
-0.05 |
9,733.420 |
-3.21 |
9,233.610 |
499.810 |
5.41 |
|
3.30 |
| | |
|
|
|
L |
|
China Hongqiao |
9.920 |
12/08 |
1.33 |
11.820 |
-16.07 |
6.390 |
5.430 |
84.98 |
|
63.26 |
| | |
|
|
|
L |
|
CNOOC |
19.740 |
12/08 |
-0.80 |
22.400 |
-11.88 |
13.000 |
9.400 |
72.31 |
|
47.23 |
| | |
|
|
|
L |
|
China Shenhua HK |
32.300 |
12/08 |
1.57 |
35.950 |
-10.15 |
26.750 |
9.200 |
34.39 |
|
43.33 |
| | |
|
|
|
L |
|
Hansoh Pharma |
18.500 |
12/08 |
-2.22 |
16.320 |
13.36 |
15.760 |
0.560 |
3.55 |
|
32.80 |
| | |
|
|
|
|
|
PetroChina |
6.670 |
12/08 |
|
7.900 |
-15.57 |
5.160 |
2.740 |
53.10 |
|
27.46 |
| | |
|
|
|
|
|
Trip.com |
330.800 |
12/08 |
0.55 |
374.600 |
-11.69 |
280.200 |
94.400 |
33.69 |
|
27.46 |
| | |
|
|
|
|
|
Xiaomi |
16.460 |
12/08 |
0.37 |
16.480 |
-0.12 |
15.600 |
0.880 |
5.64 |
|
26.78 |
| | |
|
|
|
|
|
Zijin Mining HK |
15.300 |
12/08 |
0.66 |
16.480 |
-7.16 |
12.860 |
3.620 |
28.15 |
|
24.00 |
| | |
|
|
|
L |
|
Tencent |
375.000 |
12/08 |
1.35 |
372.400 |
0.70 |
293.600 |
78.800 |
26.84 |
|
21.28 |
| | |
|
|
|
L |
|
Lenovo |
10.280 |
12/08 |
2.59 |
11.020 |
-6.72 |
10.920 |
0.100 |
0.92 |
|
18.70 |
| | |
|
|
|
L |
|
Haier Smart Home |
24.300 |
12/08 |
1.67 |
26.100 |
-6.90 |
22.050 |
4.050 |
18.37 |
|
18.28 |
| | |
|
|
|
L |
|
China Unicom |
5.970 |
12/08 |
-5.84 |
7.170 |
-16.74 |
4.900 |
2.270 |
46.33 |
|
16.50 |
| | |
|
|
|
L |
|
Meituan |
104.000 |
12/08 |
-2.07 |
111.100 |
-6.39 |
81.900 |
29.200 |
35.65 |
|
15.59 |
| | |
|
|
|
L |
|
Orient Overseas |
104.300 |
12/08 |
2.25 |
126.700 |
-17.68 |
109.000 |
17.700 |
16.24 |
|
12.62 |
| | |
|
|
|
L |
|
Shenzhou Inter |
61.900 |
12/08 |
-0.24 |
76.450 |
-19.03 |
80.400 |
-3.950 |
-4.91 |
|
12.58 |
| | |
|
|
|
|
|
WH Group |
5.260 |
12/08 |
|
5.140 |
2.33 |
5.040 |
0.100 |
1.98 |
|
12.08 |
| | |
|
|
|
|
|
Techtronic Inds |
96.550 |
12/08 |
-0.26 |
89.200 |
8.24 |
93.050 |
-3.850 |
-4.14 |
|
11.57 |
| | |
|
|
|
L |
|
China Mobile |
70.900 |
12/08 |
-0.56 |
77.000 |
-7.92 |
64.800 |
12.200 |
18.83 |
|
9.96 |
| | |
|
|
|
|
|
Sinopec |
4.960 |
12/08 |
0.61 |
5.060 |
-1.98 |
4.090 |
0.970 |
23.72 |
|
7.29 |
| | |
|
|
|
L |
|
CSPC Pharmaceutical |
5.930 |
12/08 |
1.02 |
6.220 |
-4.66 |
7.260 |
-1.040 |
-14.33 |
|
5.80 |
| | |
|
|
|
L |
|
BYD Company |
213.600 |
12/08 |
-0.28 |
232.000 |
-7.93 |
214.400 |
17.600 |
8.21 |
|
5.14 |
| | |
|
|
|
L |
|
JD.com |
100.100 |
12/08 |
-0.10 |
103.300 |
-3.10 |
112.500 |
-9.200 |
-8.18 |
|
1.50 |
| | |
|
|
|
L |
|
SMIC |
16.540 |
12/08 |
-0.24 |
17.120 |
-3.39 |
19.860 |
-2.740 |
-13.80 |
|
0.54 |
| | |
|
|
|
|
|
ANTA Sports Products |
68.300 |
12/08 |
-2.78 |
75.000 |
-8.93 |
75.750 |
-0.750 |
-0.99 |
|
-0.98 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
L |
|
Tingyi |
8.990 |
12/08 |
-0.66 |
9.410 |
-4.46 |
9.520 |
-0.110 |
-1.16 |
|
-1.37 |
| | |
|
|
|
|
|
Geely Auto |
7.630 |
12/08 |
0.26 |
8.790 |
-13.20 |
8.590 |
0.200 |
2.33 |
|
-2.04 |
| | |
|
|
|
L |
|
Sinopharm |
20.200 |
12/08 |
1.10 |
20.750 |
-2.65 |
20.200 |
0.550 |
2.72 |
|
-2.10 |
| | |
|
|
|
|
|
Citic Pacific |
7.100 |
12/08 |
|
7.100 |
|
7.800 |
-0.700 |
-8.97 |
|
-2.93 |
| | |
|
|
|
|
|
Haidilao Inter |
12.220 |
12/08 |
-1.93 |
14.040 |
-12.96 |
14.540 |
-0.500 |
-3.44 |
|
-3.80 |
| | |
|
|
|
|
|
Xinyi Glass |
7.550 |
12/08 |
-0.13 |
8.560 |
-11.80 |
8.760 |
-0.200 |
-2.28 |
|
-5.84 |
| | |
|
|
|
|
|
Alibaba |
78.450 |
12/08 |
0.77 |
70.500 |
11.28 |
75.600 |
-5.100 |
-6.75 |
|
-7.10 |
| | |
|
|
|
|
|
NetEase |
140.800 |
12/08 |
0.50 |
149.100 |
-5.57 |
140.600 |
8.500 |
6.05 |
|
-7.90 |
| | |
|
|
|
|
|
Hengan |
25.350 |
12/08 |
-0.20 |
23.800 |
6.51 |
29.050 |
-5.250 |
-18.07 |
|
-8.60 |
| | |
|
|
|
S |
|
Nongfu Spring |
29.400 |
12/08 |
1.55 |
37.050 |
-20.65 |
45.150 |
-8.100 |
-17.94 |
|
-8.88 |
| | |
|
|
|
L |
|
Sunny Optical |
43.250 |
12/08 |
1.29 |
48.250 |
-10.36 |
70.850 |
-22.600 |
-31.90 |
|
-10.94 |
| | |
|
|
|
|
|
CK Hutchison |
40.400 |
12/08 |
0.12 |
37.400 |
8.02 |
41.850 |
-4.450 |
-10.63 |
|
-11.09 |
| | |
|
|
|
S |
|
Sino Biopharm |
2.950 |
12/08 |
2.08 |
2.670 |
10.49 |
3.470 |
-0.800 |
-23.05 |
|
-11.18 |
| | |
|
|
|
L |
|
Alibaba Health |
3.240 |
12/08 |
-0.61 |
3.130 |
3.51 |
4.240 |
-1.110 |
-26.18 |
|
-11.40 |
| | |
|
|
|
L |
|
Galaxy Entertainment |
29.450 |
12/08 |
-4.38 |
36.400 |
-19.09 |
43.750 |
-7.350 |
-16.80 |
|
-11.73 |
| | |
|
|
|
|
|
MTR |
25.900 |
12/08 |
0.19 |
24.650 |
5.07 |
30.300 |
-5.650 |
-18.65 |
|
-14.71 |
| | |
|
|
|
|
|
Xinyi Solar |
3.530 |
12/08 |
0.28 |
3.930 |
-10.18 |
4.560 |
-0.630 |
-13.82 |
|
-19.77 |
| | |
|
|
|
S |
|
Baidu |
82.650 |
12/08 |
-0.66 |
85.250 |
-3.05 |
116.100 |
-30.850 |
-26.57 |
|
-19.86 |
| | |
|
|
|
|
|
China Res Beer |
23.700 |
12/08 |
-2.47 |
26.250 |
-9.71 |
34.200 |
-7.950 |
-23.25 |
|
-21.77 |
| | |
|
|
|
S |
|
Sands China |
13.560 |
12/08 |
-2.87 |
16.280 |
-16.71 |
22.850 |
-6.570 |
-28.75 |
|
-22.03 |
| | |
|
|
|
S |
|
Chow Tai Fook Jwl |
6.580 |
12/08 |
-0.75 |
8.450 |
-22.13 |
11.620 |
-3.170 |
-27.28 |
|
-24.05 |
| | |
|
|
|
|
|
Li Ning |
14.060 |
12/08 |
-1.13 |
16.900 |
-16.80 |
20.900 |
-4.000 |
-19.14 |
|
-24.29 |
| | |
|
|
|
|
|
Zhongsheng |
10.640 |
12/08 |
-1.12 |
11.420 |
-6.83 |
18.680 |
-7.260 |
-38.87 |
|
-26.76 |
| | |
|
|
|
|
|
JD Health |
21.050 |
12/08 |
-2.55 |
21.250 |
-0.94 |
38.200 |
-16.950 |
-44.37 |
|
-29.00 |
| | |
|
|
|
S |
|
Budweiser Brewing |
9.300 |
12/08 |
-2.11 |
9.200 |
1.09 |
14.620 |
-5.420 |
-37.07 |
|
-33.98 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| | |
|
|
|
S |
|
China Mengniu Dairy |
13.240 |
12/08 |
-2.79 |
14.000 |
-5.43 |
21.000 |
-7.000 |
-33.33 |
|
-37.79 |
| | |
|
|
|
S |
|
Li Auto |
77.000 |
12/08 |
-1.79 |
70.300 |
9.53 |
139.400 |
-69.100 |
-49.57 |
|
-42.82 |
| | |
|
|
|
S |
|
WuXi AppTec HK |
35.150 |
12/08 |
1.44 |
29.200 |
20.38 |
75.100 |
-45.900 |
-61.12 |
|
-43.62 |
| | |
|
|
|
|
|
WuXi Biologics |
11.780 |
12/08 |
3.70 |
11.540 |
2.08 |
29.600 |
-18.060 |
-61.01 |
|
-50.24 |
HSI-C&I - 53 out of 53 instruments rated - 1/07/24 / 1/01/24 - 21 did rise, Market-Ratio(26) = 39.62 % |
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 |
5/06/23 |
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 |
5/06/23 |
13/05/24 |
343 |
|
|
|
Orient Overseas |
50 |
396 |
|
97.550 |
137.200 |
57.900 |
-39.650 |
-41 |
61,560 |
-43 |
|
|
|
|
|
|
|
|
JD.com |
50 |
279 |
|
138.400 |
129.300 |
148.140 |
9.740 |
7 |
64,277 |
8 |
|
100 |
-17 |
-18 | |
long |
13/05/24 |
1/07/24 |
49 |
|
|
|
China Hongqiao |
50 |
2,719 |
|
11.820 |
11.820 |
|
0.000 |
0 |
64,277 |
0 |
|
|
|
|
|
|
|
|
Xiaomi |
50 |
1,660 |
|
19.360 |
16.480 |
|
-2.880 |
-15 |
59,497 |
-70 |
|
100 |
-7 |
-44 | |
short |
1/07/24 |
12/08/24 |
42 |
|
|
|
WuXi Biologics |
50 |
2,577 |
|
11.540 |
11.780 |
11.300 |
-0.240 |
-2 |
58,878 |
-17 |
|
|
|
|
|
|
|
|
WuXi AppTec HK |
50 |
1,019 |
|
29.200 |
35.150 |
23.250 |
-5.950 |
-20 |
52,815 |
-86 |
|
100 |
-11 |
-64 | |
accum | 10/03/08 |
12/08/24 | 6084 |
days out of 6882 invested (88%) |
428 |
52,815 |
10 |
|
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 |
JD.com | short | 5/06/23 | 13/05/24 | 343 | 138.40 | 129.30 | 148.14 | 9.74 | 7.04 | | 3.52 | 3.52 |
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 |
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 | 5/06/23 | 147 | 5.14 | 5.91 | | 0.77 | 14.98 | | 7.49 | 1.41 |
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 Hongqiao | long | 13/05/24 | 1/07/24 | 49 | 11.82 | 11.82 | | 0.00 | 0.00 | | 0.00 | 0.00 |
WuXi Biologics | short | 1/07/24 | 12/08/24 | 42 | 11.54 | 11.78 | 11.30 | -0.24 | -2.08 | | -1.04 | -1.04 |
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 |
Xiaomi | long | 13/05/24 | 1/07/24 | 49 | 19.36 | 16.48 | | -2.88 | -14.88 | | -7.44 | -7.44 |
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 |
WuXi AppTec HK | short | 1/07/24 | 12/08/24 | 42 | 29.20 | 35.15 | 23.25 | -5.95 | -20.38 | | -10.19 | -10.19 |
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 |
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 | 5/06/23 | 147 | 28.00 | 26.50 | | -1.50 | -5.36 | | -2.68 | -11.78 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
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 |
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 |
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 |
Orient Overseas | short | 5/06/23 | 13/05/24 | 343 | 97.55 | 137.20 | 57.90 | -39.65 | -40.65 | | -20.32 | -20.32 |
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
1/03/24 | HSI-C&I | | | Component update: JD Health, Li Auto, Sinopharm, Trip.com, WuXi AppTec and Zijin Mining added |
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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