| |
| |
Assessment - Hang Seng Commerce & Industry in Dollar - 7/01/24 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI-CI |
1,206.392 |
8/12/24 |
-0.05 |
1,246.359 |
-3.21 |
1,152.647 |
93.711 |
8.13 |
|
1.43 |
| |  |
 |
 |
 |
L |
 |
China Hongqiao |
1.270 |
8/12/24 |
1.33 |
1.514 |
-16.07 |
0.800 |
0.713 |
89.14 |
|
62.07 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
2.528 |
8/12/24 |
-0.80 |
2.868 |
-11.88 |
2.135 |
0.734 |
34.36 |
|
54.67 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
4.136 |
8/12/24 |
1.57 |
4.603 |
-10.15 |
3.995 |
0.609 |
15.24 |
|
32.29 |
| |  |
 |
 |
 |
L |
 |
Hansoh Pharma |
2.369 |
8/12/24 |
-2.22 |
2.090 |
13.36 |
1.861 |
0.229 |
12.28 |
|
23.56 |
| |  |
 |
 |
 |
|
 |
PetroChina |
0.854 |
8/12/24 |
|
1.012 |
-15.57 |
0.795 |
0.216 |
27.23 |
|
34.11 |
| |  |
 |
 |
 |
|
 |
Trip.com |
42.359 |
8/12/24 |
0.55 |
47.967 |
-11.69 |
44.511 |
3.456 |
7.77 |
|
21.31 |
| |  |
 |
 |
 |
|
 |
Xiaomi |
2.108 |
8/12/24 |
0.37 |
2.110 |
-0.12 |
1.705 |
0.405 |
23.75 |
|
19.67 |
| |  |
 |
 |
 |
|
 |
Zijin Mining HK |
1.959 |
8/12/24 |
0.66 |
2.110 |
-7.16 |
1.675 |
0.436 |
26.02 |
|
24.64 |
| |  |
 |
 |
 |
L |
 |
Tencent |
48.019 |
8/12/24 |
1.35 |
47.686 |
0.70 |
35.307 |
12.378 |
35.06 |
|
18.46 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
1.316 |
8/12/24 |
2.59 |
1.411 |
-6.72 |
1.245 |
0.166 |
13.33 |
|
21.83 |
| |  |
 |
 |
 |
L |
 |
Haier Smart Home |
3.112 |
8/12/24 |
1.67 |
3.342 |
-6.90 |
3.164 |
0.178 |
5.63 |
|
8.31 |
| |  |
 |
 |
 |
L |
 |
China Unicom |
0.764 |
8/12/24 |
-5.84 |
0.918 |
-16.74 |
0.720 |
0.198 |
27.57 |
|
31.80 |
| |  |
 |
 |
 |
L |
 |
Meituan |
13.317 |
8/12/24 |
-2.07 |
14.226 |
-6.39 |
11.697 |
2.530 |
21.63 |
|
10.31 |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
13.356 |
8/12/24 |
2.25 |
16.224 |
-17.68 |
15.685 |
0.539 |
3.44 |
|
14.71 |
| |  |
 |
 |
 |
L |
 |
Shenzhou Inter |
7.926 |
8/12/24 |
-0.24 |
9.789 |
-19.03 |
8.175 |
1.615 |
19.75 |
|
1.93 |
| |  |
 |
 |
 |
|
 |
WH Group |
0.674 |
8/12/24 |
|
0.658 |
2.33 |
0.620 |
0.038 |
6.16 |
|
9.82 |
| |  |
 |
 |
 |
|
 |
Techtronic Inds |
12.363 |
8/12/24 |
-0.26 |
11.422 |
8.24 |
11.562 |
-0.140 |
-1.21 |
|
3.14 |
| |  |
 |
 |
 |
L |
 |
China Mobile |
9.079 |
8/12/24 |
-0.56 |
9.860 |
-7.92 |
8.552 |
1.308 |
15.29 |
|
16.48 |
| |  |
 |
 |
 |
|
 |
Sinopec |
0.635 |
8/12/24 |
0.61 |
0.648 |
-1.98 |
0.560 |
0.088 |
15.72 |
|
16.59 |
| |  |
 |
 |
 |
L |
 |
CSPC Pharmaceutical |
0.759 |
8/12/24 |
1.02 |
0.796 |
-4.66 |
0.763 |
0.033 |
4.37 |
|
-1.15 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
27.351 |
8/12/24 |
-0.28 |
29.707 |
-7.93 |
24.620 |
5.087 |
20.66 |
|
4.84 |
| |  |
 |
 |
 |
L |
 |
JD.com |
12.818 |
8/12/24 |
-0.10 |
13.228 |
-3.10 |
11.441 |
1.787 |
15.62 |
|
-6.74 |
| |  |
 |
 |
 |
L |
 |
SMIC |
2.118 |
8/12/24 |
-0.24 |
2.192 |
-3.39 |
2.163 |
0.029 |
1.35 |
|
-4.36 |
| |  |
 |
 |
 |
|
 |
ANTA Sports Products |
8.746 |
8/12/24 |
-2.78 |
9.604 |
-8.93 |
9.702 |
-0.099 |
-1.02 |
|
-8.15 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Tingyi |
1.151 |
8/12/24 |
-0.66 |
1.205 |
-4.46 |
1.138 |
0.067 |
5.91 |
|
-2.45 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
0.977 |
8/12/24 |
0.26 |
1.126 |
-13.20 |
1.096 |
0.030 |
2.74 |
|
-2.63 |
| |  |
 |
 |
 |
L |
 |
Sinopharm |
2.587 |
8/12/24 |
1.10 |
2.657 |
-2.65 |
2.876 |
-0.219 |
-7.62 |
|
-0.98 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
0.909 |
8/12/24 |
|
0.909 |
|
1.003 |
-0.094 |
-9.40 |
|
-7.04 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
1.565 |
8/12/24 |
-1.93 |
1.798 |
-12.96 |
1.787 |
0.011 |
0.60 |
|
-17.16 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
0.967 |
8/12/24 |
-0.13 |
1.096 |
-11.80 |
1.030 |
0.066 |
6.38 |
|
-6.49 |
| |  |
 |
 |
 |
|
 |
Alibaba |
10.045 |
8/12/24 |
0.77 |
9.027 |
11.28 |
9.217 |
-0.189 |
-2.05 |
|
-9.23 |
| |  |
 |
 |
 |
|
 |
NetEase |
18.029 |
8/12/24 |
0.50 |
19.092 |
-5.57 |
22.447 |
-3.355 |
-14.95 |
|
-5.24 |
| |  |
 |
 |
 |
|
 |
Hengan |
3.246 |
8/12/24 |
-0.20 |
3.048 |
6.51 |
2.985 |
0.063 |
2.10 |
|
-11.68 |
| |  |
 |
 |
 |
S |
 |
Nongfu Spring |
3.765 |
8/12/24 |
1.55 |
4.744 |
-20.65 |
5.420 |
-0.676 |
-12.47 |
|
-14.82 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
5.538 |
8/12/24 |
1.29 |
6.178 |
-10.36 |
6.634 |
-0.456 |
-6.87 |
|
-12.82 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
5.173 |
8/12/24 |
0.12 |
4.789 |
8.02 |
5.062 |
-0.273 |
-5.39 |
|
-8.56 |
| |  |
 |
 |
 |
S |
 |
Sino Biopharm |
0.378 |
8/12/24 |
2.08 |
0.342 |
10.49 |
0.403 |
-0.061 |
-15.09 |
|
-13.16 |
| |  |
 |
 |
 |
L |
 |
Alibaba Health |
0.415 |
8/12/24 |
-0.61 |
0.401 |
3.51 |
0.450 |
-0.049 |
-10.93 |
|
-19.00 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
3.771 |
8/12/24 |
-4.38 |
4.661 |
-19.09 |
5.145 |
-0.484 |
-9.41 |
|
-16.10 |
| |  |
 |
 |
 |
|
 |
MTR |
3.316 |
8/12/24 |
0.19 |
3.156 |
5.07 |
3.234 |
-0.078 |
-2.40 |
|
-14.16 |
| |  |
 |
 |
 |
|
 |
Xinyi Solar |
0.452 |
8/12/24 |
0.28 |
0.503 |
-10.18 |
0.660 |
-0.156 |
-23.71 |
|
-25.66 |
| |  |
 |
 |
 |
S |
 |
Baidu |
10.583 |
8/12/24 |
-0.66 |
10.916 |
-3.05 |
12.924 |
-2.008 |
-15.53 |
|
-23.91 |
| |  |
 |
 |
 |
|
 |
China Res Beer |
3.035 |
8/12/24 |
-2.47 |
3.361 |
-9.71 |
4.180 |
-0.819 |
-19.59 |
|
-29.69 |
| |  |
 |
 |
 |
S |
 |
Sands China |
1.736 |
8/12/24 |
-2.87 |
2.085 |
-16.71 |
2.646 |
-0.561 |
-21.22 |
|
-27.46 |
| |  |
 |
 |
 |
S |
 |
Chow Tai Fook Jwl |
0.843 |
8/12/24 |
-0.75 |
1.082 |
-22.13 |
1.439 |
-0.357 |
-24.83 |
|
-25.70 |
| |  |
 |
 |
 |
|
 |
Li Ning |
1.800 |
8/12/24 |
-1.13 |
2.164 |
-16.80 |
2.495 |
-0.331 |
-13.27 |
|
-29.40 |
| |  |
 |
 |
 |
|
 |
Zhongsheng |
1.362 |
8/12/24 |
-1.12 |
1.462 |
-6.83 |
1.818 |
-0.355 |
-19.55 |
|
-33.78 |
| |  |
 |
 |
 |
|
 |
JD Health |
2.695 |
8/12/24 |
-2.55 |
2.721 |
-0.94 |
3.861 |
-1.139 |
-29.52 |
|
-37.58 |
| |  |
 |
 |
 |
S |
 |
Budweiser Brewing |
1.191 |
8/12/24 |
-2.11 |
1.178 |
1.09 |
1.649 |
-0.471 |
-28.56 |
|
-32.29 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
3/04/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
1.695 |
8/12/24 |
-2.79 |
1.793 |
-5.43 |
2.454 |
-0.662 |
-26.96 |
|
-32.47 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
9.860 |
8/12/24 |
-1.79 |
9.002 |
9.53 |
20.453 |
-11.451 |
-55.99 |
|
-44.33 |
| |  |
 |
 |
 |
S |
 |
WuXi AppTec HK |
4.501 |
8/12/24 |
1.44 |
3.739 |
20.38 |
7.229 |
-3.490 |
-48.28 |
|
-48.68 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
1.508 |
8/12/24 |
3.70 |
1.478 |
2.08 |
2.684 |
-1.207 |
-44.95 |
|
-50.32 |
HSI-C&I - 53 out of 53 instruments rated - 7/01/24 / 3/04/24 - 27 did rise, Market-Ratio(17) in USD = 50.94 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Commerce & Industry in Dollar * L17 - 69/30 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
1/02/06 |
1/09/06 |
7 |
|
- cash - |
long |
1/09/06 |
1/21/08 |
742 |
 |
 |
 |
Tingyi |
100 |
18,369 |
|
0.544 |
1.550 |
|
1.006 |
185 |
28,471 |
67 |
|
1/21/08 |
2/16/09 |
392 |
|
- cash - |
|
2/16/09 |
5/17/10 |
455 |
 |
 |
 |
Hengan |
100 |
7,760 |
|
3.669 |
6.710 |
|
3.042 |
83 |
52,075 |
62 |
|
5/17/10 |
6/21/10 |
35 |
|
- cash - |
|
6/21/10 |
8/15/11 |
420 |
 |
 |
 |
Galaxy Entertainment |
100 |
93,885 |
|
0.555 |
2.617 |
|
2.063 |
372 |
245,741 |
285 |
|
8/15/11 |
1/16/12 |
154 |
|
- cash - |
|
1/16/12 |
6/04/12 |
140 |
 |
 |
 |
Sands China |
100 |
75,480 |
|
3.256 |
3.261 |
|
0.005 |
0 |
246,143 |
0 |
|
6/04/12 |
9/17/12 |
105 |
|
- cash - |
|
9/17/12 |
5/13/13 |
238 |
 |
 |
 |
Galaxy Entertainment |
100 |
77,131 |
|
3.191 |
4.983 |
|
1.791 |
56 |
384,311 |
98 |
|
5/13/13 |
9/30/13 |
140 |
|
- cash - |
|
9/30/13 |
2/10/14 |
133 |
 |
 |
 |
Galaxy Entertainment |
100 |
54,783 |
|
7.015 |
8.973 |
|
1.958 |
28 |
491,551 |
96 |
|
2/10/14 |
5/26/14 |
105 |
|
- cash - |
|
5/26/14 |
10/13/14 |
140 |
 |
 |
 |
Tencent |
100 |
35,420 |
|
13.878 |
14.746 |
|
0.869 |
6 |
522,319 |
17 |
|
10/13/14 |
4/13/15 |
182 |
|
- cash - |
|
4/13/15 |
7/27/15 |
105 |
 |
 |
 |
Tencent |
100 |
23,742 |
|
22.000 |
18.787 |
|
-3.212 |
-15 |
446,054 |
-42 |
|
7/27/15 |
5/09/16 |
287 |
|
- cash - |
|
5/09/16 |
1/02/17 |
238 |
 |
 |
 |
MTR |
100 |
89,956 |
|
4.959 |
4.861 |
|
-0.098 |
-2 |
437,240 |
-3 |
|
1/02/17 |
2/27/17 |
56 |
|
- cash - |
|
2/27/17 |
8/06/18 |
525 |
 |
 |
 |
Galaxy Entertainment |
100 |
91,473 |
|
4.780 |
7.156 |
|
2.376 |
50 |
654,598 |
32 |
|
8/06/18 |
2/11/19 |
189 |
|
- cash - |
|
2/11/19 |
5/27/19 |
105 |
 |
 |
 |
Lenovo |
100 |
896,779 |
|
0.730 |
0.726 |
|
-0.003 |
0 |
651,507 |
-2 |
|
5/27/19 |
12/23/19 |
210 |
|
- cash - |
|
12/23/19 |
3/02/20 |
70 |
 |
 |
 |
Sunny Optical |
100 |
36,784 |
|
17.712 |
16.378 |
|
-1.333 |
-8 |
602,458 |
-34 |
|
3/02/20 |
7/13/20 |
133 |
|
- cash - |
|
7/13/20 |
11/02/20 |
112 |
 |
 |
 |
Geely Auto |
100 |
244,877 |
|
2.460 |
2.334 |
|
-0.126 |
-5 |
571,505 |
-16 |
|
11/02/20 |
1/18/21 |
77 |
|
- cash - |
|
1/18/21 |
7/12/21 |
175 |
 |
 |
 |
Geely Auto |
100 |
138,418 |
|
4.129 |
3.110 |
|
-1.018 |
-25 |
430,549 |
-45 |
|
7/12/21 |
1/17/22 |
189 |
|
- cash - |
|
1/17/22 |
5/16/22 |
119 |
 |
 |
 |
Want Want China |
100 |
441,753 |
|
0.975 |
0.938 |
|
-0.037 |
-4 |
414,394 |
-11 |
|
5/16/22 |
1/09/23 |
238 |
|
- cash - |
|
1/09/23 |
5/08/23 |
119 |
 |
 |
 |
Sands China |
100 |
115,463 |
|
3.589 |
3.327 |
|
-0.262 |
-7 |
384,166 |
-21 |
|
5/08/23 |
5/13/24 |
371 |
|
- cash - |
|
5/13/24 |
8/12/24 |
91 |
 |
 |
 |
China Hongqiao |
100 |
253,798 |
|
1.514 |
1.270 |
|
-0.243 |
-16 |
322,388 |
-51 |
|
accum | 1/09/06 |
8/12/24 | 4262 |
days out of 7132 invested (60%) |
3,124 |
322,388 |
35 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Galaxy Entertainment | long | 6/21/10 | 8/15/11 | 420 | 0.55 | 2.62 | | 2.06 | 371.90 | | | |
| | 9/17/12 | 5/13/13 | 238 | 3.19 | 4.98 | | 1.79 | 56.13 | | | |
| | 9/30/13 | 2/10/14 | 133 | 7.02 | 8.97 | | 1.96 | 27.90 | | | |
| | 2/27/17 | 8/06/18 | 525 | 4.78 | 7.16 | | 2.38 | 49.71 | | | 1,310.89 |
Tingyi | | 1/09/06 | 1/21/08 | 742 | 0.54 | 1.55 | | 1.01 | 184.71 | | | 184.71 |
Hengan | | 2/16/09 | 5/17/10 | 455 | 3.67 | 6.71 | | 3.04 | 82.91 | | | 82.91 |
Lenovo | | 2/11/19 | 5/27/19 | 105 | 0.73 | 0.73 | | -0.00 | -0.47 | | | -0.47 |
MTR | | 5/09/16 | 1/02/17 | 238 | 4.96 | 4.86 | | -0.10 | -1.98 | | | -1.98 |
Want Want China | | 1/17/22 | 5/16/22 | 119 | 0.97 | 0.94 | | -0.04 | -3.75 | | | -3.75 |
Sands China | | 1/16/12 | 6/04/12 | 140 | 3.26 | 3.26 | | 0.01 | 0.16 | | | |
| | 1/09/23 | 5/08/23 | 119 | 3.59 | 3.33 | | -0.26 | -7.29 | | | -7.14 |
Sunny Optical | | 12/23/19 | 3/02/20 | 70 | 17.71 | 16.38 | | -1.33 | -7.53 | | | -7.53 |
Tencent | | 5/26/14 | 10/13/14 | 140 | 13.88 | 14.75 | | 0.87 | 6.26 | | | |
| | 4/13/15 | 7/27/15 | 105 | 22.00 | 18.79 | | -3.21 | -14.60 | | | -9.26 |
China Hongqiao | | 5/13/24 | 8/12/24 | 91 | 1.51 | 1.27 | | -0.24 | -16.08 | | | -16.08 |
Geely Auto | | 7/13/20 | 11/02/20 | 112 | 2.46 | 2.33 | | -0.13 | -5.14 | | | |
| | 1/18/21 | 7/12/21 | 175 | 4.13 | 3.11 | | -1.02 | -24.66 | | | -28.53 |
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 |
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