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

Assessment - Hang Seng Commerce & Industry - 11/11/19 - RS = 17

		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	7/15/19	prc diff	⇓ Δ17	∅-RS
		HSI-CI	15,308.600	08:08	-1.55	15,183.700	0.82	15,876.600	-692.900	-4.36	-2.15
	L	Sunny Optical	125.300	08:08	-0.87	126.400	-0.87	86.300	40.100	46.47	45.90
		WH Group	8.490	08:08	1.07	8.400	1.07	7.890	0.510	6.46	16.82
	L	Geely Auto	15.200	08:08	0.53	15.120	0.53	11.700	3.420	29.23	11.76
		China Mengniu Dairy	30.100	08:08	1.01	29.800	1.01	31.750	-1.950	-6.14	7.13
	L	AAC Technologies	49.050	08:08	0.51	48.800	0.51	43.550	5.250	12.06	6.80
	L	Want Want China	6.520	08:08	0.31	6.500	0.31	6.270	0.230	3.67	6.22
		Sands China	39.800	08:08	1.14	39.350	1.14	40.450	-1.100	-2.72	5.92
		Galaxy Entertainment	53.700	08:08	1.42	52.950	1.42	55.700	-2.750	-4.94	2.68
		MTR	44.150	08:08	1.15	43.650	1.15	54.450	-10.800	-19.83	-4.12
	L	CK Hutchison	73.800	08:08	0.41	73.500	0.41	76.450	-2.950	-3.86	-4.17
	S	Tencent	330.200	08:08	2.23	323.000	2.23	360.800	-37.800	-10.48	-4.37
		CNOOC	12.420	08:08	0.81	12.320	0.81	13.520	-1.200	-8.88	-4.55
		Lenovo	5.620	08:08	1.44	5.540	1.44	6.390	-0.850	-13.30	-6.47
	L	Citic Pacific	10.700	08:08	3.48	10.340	3.48	10.760	-0.420	-3.90	-6.61
	L	China Shenhua HK	15.640	08:08	-0.89	15.780	-0.89	16.220	-0.440	-2.71	-7.91
		China Merchants	12.620	08:08	-0.16	12.640	-0.16	13.440	-0.800	-5.95	-10.03
		Hengan	51.750	08:08	-1.05	52.300	-1.05	56.450	-4.150	-7.35	-11.10
	S	China Mobile	62.750	08:08		62.750		70.350	-7.600	-10.80	-13.53
		China Unicom	7.360	08:08		7.360		8.250	-0.890	-10.79	-14.45
	L	PetroChina	3.840	08:08	-0.26	3.850	-0.26	4.270	-0.420	-9.84	-16.37
		Swire Pacific	72.350	08:08	-0.41	72.650	-0.41	94.500	-21.850	-23.12	-16.73
	L	Sinopec	4.570	08:08	-0.22	4.580	-0.22	5.200	-0.620	-11.92	-17.77
HSI-C&I - 22 out of 22 instruments rated - 11/11/19 / 7/15/19 - 5 did rise, Market-Ratio(17) = 22.73 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37

1/05/15	scale up chart	11/11/19

Transactions Hang Seng Commerce & Industry * 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	2,369	4.220	12.100		7.880	187	28,668	68
short	1/21/08	2/16/09	392		Galaxy Entertainment	100	4,691	6.110	1.210	30.853	24.743	405	144,737	352
long	2/16/09	5/10/10	448		Hengan	100	5,087	28.450	55.850		27.400	96	284,121	73
short	5/10/10	6/21/10	42		Citic Pacific	100	18,236	15.580	15.160	16.012	0.432	3	291,992	27
long	6/21/10	8/09/10	49		Galaxy Entertainment	100	67,747	4.310	5.470		1.160	27	370,578	490
short	8/09/10	8/30/10	21		Citic Pacific	100	23,306	15.900	15.920	15.880	-0.020	0	370,112	-2
long	8/30/10	8/08/11	343		Galaxy Entertainment	100	59,695	6.200	19.600		13.400	216	1,170,025	240
short	8/08/11	1/16/12	161		Li & Fung	100	91,265	12.820	17.160	8.480	-4.340	-34	773,935	-61
long	1/16/12	5/21/12	126		Sands China	100	30,590	25.300	25.950		0.650	3	793,818	8
short	5/21/12	9/17/12	119		Citic Pacific	100	67,501	11.760	9.760	14.170	2.410	20	956,482	77
long	9/17/12	4/08/13	203		Galaxy Entertainment	100	38,645	24.750	30.450		5.700	23	1,176,759	45
short	4/08/13	9/30/13	175		Li & Fung	100	111,859	10.520	11.280	9.760	-0.760	-7	1,091,746	-14
long	9/30/13	2/03/14	126		Galaxy Entertainment	100	20,068	54.400	76.300		21.900	40	1,531,235	166
short	2/03/14	5/26/14	112		Belle International	100	182,724	8.380	8.240	8.522	0.142	2	1,557,255	6
long	5/26/14	10/06/14	133		Tencent	100	14,472	107.600	119.700		12.100	11	1,732,366	34
short	10/06/14	4/13/15	189		Galaxy Entertainment	100	35,829	48.350	39.500	59.183	10.833	22	2,120,495	48
long	4/13/15	7/06/15	84		Tencent	100	12,436	170.500	146.500		-24.000	-14	1,822,031	-48
short	7/06/15	5/09/16	308		Sands China	100	62,828	29.000	27.250	30.862	1.862	6	1,939,042	8
long	5/09/16	12/26/16	231		MTR	100	50,364	38.500	37.300		-1.200	-3	1,878,605	-5
short	12/26/16	2/27/17	63		Hengan	100	34,094	55.100	67.300	42.900	-12.200	-22	1,462,658	-77
long	2/27/17	3/05/18	371		Galaxy Entertainment	100	39,424	37.100	65.850		28.750	77	2,596,098	76
short	3/05/18	6/11/18	98		China Merchants	100	146,341	17.740	17.460	18.025	0.285	2	2,637,732	6
long	6/11/18	7/09/18	28		Sunny Optical	100	15,543	169.700	145.100		-24.600	-14	2,255,374	-87
short	7/09/18	2/11/19	217		WH Group	100	352,402	6.400	7.390	5.410	-0.990	-15	1,906,496	-25
long	2/11/19	5/27/19	105		Lenovo	100	332,721	5.730	5.700		-0.030	-1	1,896,515	-2
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	11/12/19	169		AAC Technologies	100	44,834	42.300	49.050	35.550	-6.750	-16	1,593,885	-31
accum	1/09/06	11/12/19	5055	days out of 5062 invested (100%)							15,839		1,593,885	44

Instrument Related Contribution

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	6.11	1.21	30.85	24.74	404.96
	long	6/21/10	8/09/10	49	4.31	5.47		1.16	26.91
	long	8/30/10	8/08/11	343	6.20	19.60		13.40	216.13
	long	9/17/12	4/08/13	203	24.75	30.45		5.70	23.03
	long	9/30/13	2/03/14	126	54.40	76.30		21.90	40.26
	short	10/06/14	4/13/15	189	48.35	39.50	59.18	10.83	22.40
	long	2/27/17	3/05/18	371	37.10	65.85		28.75	77.49	7,495.38
Tingyi	long	1/09/06	1/21/08	742	4.22	12.10		7.88	186.73	186.73
Hengan	long	2/16/09	5/10/10	448	28.45	55.85		27.40	96.31
	short	12/26/16	2/27/17	63	55.10	67.30	42.90	-12.20	-22.14	52.84
Citic Pacific	short	5/10/10	6/21/10	42	15.58	15.16	16.01	0.43	2.77
	short	8/09/10	8/30/10	21	15.90	15.92	15.88	-0.02	-0.13
	short	5/21/12	9/17/12	119	11.76	9.76	14.17	2.41	20.49	23.67
Sands China	long	1/16/12	5/21/12	126	25.30	25.95		0.65	2.57
	short	7/06/15	5/09/16	308	29.00	27.25	30.86	1.86	6.42	9.16
Belle International	short	2/03/14	5/26/14	112	8.38	8.24	8.52	0.14	1.70	1.70
China Merchants	short	3/05/18	6/11/18	98	17.74	17.46	18.02	0.28	1.60	1.60
Lenovo	long	2/11/19	5/27/19	105	5.73	5.70		-0.03	-0.52	-0.52
MTR	long	5/09/16	12/26/16	231	38.50	37.30		-1.20	-3.12	-3.12
Tencent	long	5/26/14	10/06/14	133	107.60	119.70		12.10	11.25
	long	4/13/15	7/06/15	84	170.50	146.50		-24.00	-14.08	-4.41
Sunny Optical	long	6/11/18	7/09/18	28	169.70	145.10		-24.60	-14.50	-14.50
WH Group	short	7/09/18	2/11/19	217	6.40	7.39	5.41	-0.99	-15.47	-15.47
AAC Technologies	short	5/27/19	11/12/19	169	42.30	49.05	35.55	-6.75	-15.96	-15.96
Li & Fung	short	8/08/11	1/16/12	161	12.82	17.16	8.48	-4.34	-33.85
	short	4/08/13	9/30/13	175	10.52	11.28	9.76	-0.76	-7.22	-38.63

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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