Assessment - Hang Seng Commerce & Industry in Renminbi yuán - 5/10/21 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	1/11/21	prc diff	⇓ Δ17		∅-RS
								HSI-CI	14,193.659	Thu	-2.55	14,579.044	-2.64	14,900.478	-321.434	-2.16		-0.09
								Lenovo	8.071	Thu	-3.84	8.426	-4.22	6.174	2.252	36.48		62.71
						L		Swire Pacific	50.806	Thu	-0.57	52.376	-3.00	38.431	13.945	36.28		34.06
						L		Citic Pacific	7.129	Thu	-1.03	7.576	-5.89	4.896	2.680	54.73		32.17
						L		China Merchants	10.227	Thu	-2.06	10.723	-4.62	8.012	2.711	33.84		25.71
						L		China Shenhua HK	14.242	Thu	-4.65	15.002	-5.07	12.415	2.587	20.84		22.45
						L		PetroChina	2.594	Thu	0.32	2.660	-2.48	2.047	0.613	29.96		19.20
						L		CK Hutchison	51.756	Thu	-1.34	54.317	-4.71	47.329	6.988	14.77		17.03
						L		Sinopec	3.428	Thu	0.97	3.494	-1.89	3.116	0.378	12.14		12.20
								Sunny Optical	142.093	Thu	1.78	140.854	0.88	166.257	-25.404	-15.28		10.43
								Galaxy Entertainment	52.046	Thu	-3.00	55.639	-6.46	50.545	5.094	10.08		9.00
						L		CNOOC	7.129	Thu	-2.27	7.534	-5.37	5.982	1.552	25.95		5.61
								China Mengniu Dairy	35.606	Thu	2.86	33.871	5.12	42.149	-8.278	-19.64		2.19
								Sands China	28.171	Thu	-0.29	28.873	-2.43	26.735	2.138	8.00		2.31
								MTR	36.349	Thu	-0.11	36.845	-1.35	36.760	0.085	0.23		2.09
								Tencent	494.433	Thu	2.40	491.542	0.59	493.758	-2.217	-0.45		1.43
								Geely Auto	14.606	Thu	-3.70	15.862	-7.92	27.069	-11.207	-41.40		-0.24
								Want Want China	4.800	Thu	0.52	4.791	0.17	4.821	-0.029	-0.60		-1.24
						L		WH Group	5.552	Thu	-0.59	5.659	-1.90	5.598	0.061	1.10		-2.04
								China Mobile	39.984	Thu	-1.02	41.182	-2.91	36.677	4.505	12.28		-6.83
								China Unicom	3.668	Thu	-0.67	3.726	-1.55	3.893	-0.167	-4.30		-9.53
								AAC Technologies	33.706	Thu	-1.45	34.532	-2.39	38.014	-3.482	-9.16		-11.16
						S		Hengan	41.306	Thu	-0.89	42.132	-1.96	46.410	-4.278	-9.22		-14.47
HSI-C&I - 22 out of 22 instruments rated - 5/10/21 / 1/11/21 - 14 did rise, Market-Ratio(17) in CNY = 63.64 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37
1/02/17	scale up chart	5/10/21

 

Transactions Hang Seng Commerce & Industry in Renminbi yuán * A17 - 69/37 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		1/09/06	7				- cash -
long	1/09/06	1/21/08	742				Tingyi	100	2,277		4.391	11.225		6.834	156	25,562	59
short	1/21/08	2/16/09	392				Galaxy Entertainment	100	4,509		5.668	1.067	30.106	24.437	431	135,750	373
long	2/16/09	5/10/10	448				Hengan	100	5,409		25.093	48.968		23.875	95	264,892	72
short	5/10/10	6/21/10	42				Citic Pacific	100	19,391		13.660	13.322	14.007	0.347	3	271,621	24
long	6/21/10	8/09/10	49				Galaxy Entertainment	100	71,717		3.787	4.768		0.981	26	341,966	456
short	8/09/10	8/30/10	21				Citic Pacific	100	24,672		13.860	13.961	13.759	-0.101	-1	339,477	-12
long	8/30/10	8/08/11	343				Galaxy Entertainment	100	62,437		5.437	16.326		10.889	200	1,019,338	222
short	8/08/11	1/16/12	161				Li & Fung	100	95,457		10.678	13.939	7.418	-3.261	-31	708,078	-56
long	1/16/12	5/21/12	126				Sands China	100	34,454		20.551	21.128		0.576	3	727,939	8
short	5/21/12	9/17/12	119				Citic Pacific	100	76,027		9.575	7.955	11.525	1.950	20	876,201	77
long	9/17/12	4/08/13	203				Galaxy Entertainment	100	43,437		20.172	24.567		4.396	22	1,067,138	43
short	4/08/13	9/30/13	175				Li & Fung	100	125,728		8.488	8.903	8.073	-0.415	-5	1,014,943	-10
long	9/30/13	2/03/14	126				Galaxy Entertainment	100	23,638		42.935	59.565		16.630	39	1,408,044	158
short	2/03/14	5/26/14	112				Belle International	100	215,230		6.542	6.631	6.453	-0.089	-1	1,388,838	-4
long	5/26/14	10/06/14	133				Tencent	100	16,038		86.593	94.748		8.154	9	1,519,618	28
short	10/06/14	4/13/15	189				Galaxy Entertainment	100	39,706		38.271	31.695	46.212	7.941	21	1,834,927	44
long	4/13/15	7/06/15	84				Tencent	100	13,412		136.808	117.324		-19.484	-14	1,573,603	-49
short	7/06/15	5/09/16	308				Sands China	100	67,755		23.225	22.872	23.583	0.358	2	1,597,862	2
long	5/09/16	12/26/16	231				MTR	100	49,447		32.315	33.403		1.089	3	1,651,698	5
short	12/26/16	2/27/17	63				Hengan	100	33,473		49.344	59.604	39.083	-10.261	-21	1,308,243	-74
long	2/27/17	3/05/18	371				Galaxy Entertainment	100	39,815		32.858	53.385		20.528	62	2,125,554	61
short	3/05/18	6/11/18	98				China Merchants	100	147,792		14.382	14.240	14.525	0.143	1	2,146,713	4
long	6/11/18	7/09/18	28				Sunny Optical	100	15,510		138.407	122.280		-16.127	-12	1,896,586	-80
short	7/09/18	2/11/19	217				WH Group	100	351,645		5.393	6.369	4.418	-0.976	-18	1,553,431	-29
long	2/11/19	5/27/19	105				Lenovo	100	314,551		4.939	5.011		0.072	1	1,576,131	5
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	12/23/19	210				AAC Technologies	100	42,386		37.185	58.916	15.454	-21.731	-58	655,029	-78
long	12/23/19	2/24/20	63				Sunny Optical	100	5,276		124.133	115.399		-8.735	-7	608,944	-34
short	2/24/20	7/13/20	140				PetroChina	100	209,763		2.903	2.500	3.371	0.468	16	707,093	48
long	7/13/20	8/10/20	28				Geely Auto	100	41,104		17.202	15.052		-2.150	-13	618,703	-82
short	8/10/20	1/18/21	161				Swire Pacific	100	17,709		34.936	41.014	28.857	-6.078	-17	511,059	-35
long	1/18/21	5/13/21	115				Geely Auto	100	19,080		26.785	14.606		-12.179	-45	278,683	-85
accum	1/09/06	5/13/21	5604	days out of 5611 invested (100%)										2,687		278,683	24

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Galaxy Entertainment	short	1/21/08	2/16/09	392	5.67	1.07	30.11	24.44	431.13
	long	6/21/10	8/09/10	49	3.79	4.77		0.98	25.90
	long	8/30/10	8/08/11	343	5.44	16.33		10.89	200.27
	long	9/17/12	4/08/13	203	20.17	24.57		4.40	21.79
	long	9/30/13	2/03/14	126	42.94	59.57		16.63	38.73
	short	10/06/14	4/13/15	189	38.27	31.69	46.21	7.94	20.75
	long	2/27/17	3/05/18	371	32.86	53.39		20.53	62.47			6,555.72
Tingyi	long	1/09/06	1/21/08	742	4.39	11.23		6.83	155.66			155.66
Hengan	long	2/16/09	5/10/10	448	25.09	48.97		23.88	95.15
	short	12/26/16	2/27/17	63	49.34	59.60	39.08	-10.26	-20.79			54.57
Citic Pacific	short	5/10/10	6/21/10	42	13.66	13.32	14.01	0.35	2.54
	short	8/09/10	8/30/10	21	13.86	13.96	13.76	-0.10	-0.73
	short	5/21/12	9/17/12	119	9.57	7.95	11.52	1.95	20.37			22.53
PetroChina	short	2/24/20	7/13/20	140	2.90	2.50	3.37	0.47	16.12			16.12
Sands China	long	1/16/12	5/21/12	126	20.55	21.13		0.58	2.80
	short	7/06/15	5/09/16	308	23.22	22.87	23.58	0.36	1.54			4.39
MTR	long	5/09/16	12/26/16	231	32.31	33.40		1.09	3.37			3.37
Lenovo	long	2/11/19	5/27/19	105	4.94	5.01		0.07	1.46			1.46
China Merchants	short	3/05/18	6/11/18	98	14.38	14.24	14.53	0.14	1.00			1.00
Belle International	short	2/03/14	5/26/14	112	6.54	6.63	6.45	-0.09	-1.36			-1.36
Tencent	long	5/26/14	10/06/14	133	86.59	94.75		8.15	9.42
	long	4/13/15	7/06/15	84	136.81	117.32		-19.48	-14.24			-6.17
Swire Pacific	short	8/10/20	1/18/21	161	34.94	41.01	28.86	-6.08	-17.40			-17.40
Sunny Optical	long	6/11/18	7/09/18	28	138.41	122.28		-16.13	-11.65
	long	12/23/19	2/24/20	63	124.13	115.40		-8.73	-7.04			-17.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
WH Group	short	7/09/18	2/11/19	217	5.39	6.37	4.42	-0.98	-18.09			-18.09
Li & Fung	short	8/08/11	1/16/12	161	10.68	13.94	7.42	-3.26	-30.54
	short	4/08/13	9/30/13	175	8.49	8.90	8.07	-0.42	-4.89			-33.93
Geely Auto	long	7/13/20	8/10/20	28	17.20	15.05		-2.15	-12.50
	long	1/18/21	5/13/21	115	26.78	14.61		-12.18	-45.47			-52.29
AAC Technologies	short	5/27/19	12/23/19	210	37.18	58.92	15.45	-21.73	-58.44			-58.44

Annotations

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)
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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