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

Assessment - Hang Seng Commerce & Industry - 4/15/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	12/18/23	prc diff	⇓ Δ17	∅-RS
	L	HSI-CI	9,023.470	08:08	-1.20	9,327.260	-3.26	8,850.900	476.360	5.38	-4.00
	L	China Hongqiao	9.750	08:08	-0.20	10.280	-5.16	5.550	4.730	85.23	52.46
	L	CNOOC	18.620	08:08	1.20	19.380	-3.92	12.380	7.000	56.54	45.06
	L	Zijin Mining HK	17.740	08:08	0.23	17.740		11.920	5.820	48.83	42.56
	L	Trip.com	379.400	08:08	-1.40	392.200	-3.26	262.800	129.400	49.24	36.00
	L	PetroChina	7.490	08:08	2.32	7.480	0.13	4.850	2.630	54.23	34.31
	L	Techtronic Inds	101.500	08:08	-2.50	109.000	-6.88	78.600	30.400	38.68	31.81
		Xiaomi	15.800	08:08	-3.54	16.520	-4.36	14.560	1.960	13.46	30.48
	L	Hansoh Pharma	15.380	08:08	-1.79	16.200	-5.06	14.120	2.080	14.73	27.18
	L	China Shenhua HK	32.850	08:08	0.46	32.700	0.46	24.850	7.850	31.59	26.26
	L	WH Group	5.390	08:08	-0.37	5.410	-0.37	4.740	0.670	14.14	20.76
	L	Haier Smart Home	26.050	08:08	-2.07	25.500	2.16	21.200	4.300	20.28	9.03
	L	China Unicom	6.000	08:08	0.84	5.920	1.35	4.890	1.030	21.06	9.02
	L	Sinopec	4.650	08:08	1.53	4.650		3.850	0.800	20.78	6.33
	L	China Mobile	69.000	08:08	0.36	68.450	0.80	62.250	6.200	9.96	5.04
	L	Xinyi Solar	5.280	08:08	-2.76	5.910	-10.66	4.080	1.830	44.85	3.44
	L	Geely Auto	8.810	08:08	-2.65	9.260	-4.86	7.730	1.530	19.79	2.34
	L	ANTA Sports Products	83.800	08:08	-1.35	83.300	0.60	72.650	10.650	14.66	1.16
	L	Haidilao Inter	15.960	08:08	-4.20	17.220	-7.32	14.020	3.200	22.82	1.10
		Nongfu Spring	42.700	08:08	-0.70	43.350	-1.50	44.650	-1.300	-2.91	0.05
	S	Lenovo	8.200	08:08		8.560	-4.21	9.860	-1.300	-13.18	-1.50
	L	Meituan	95.300	08:08	-2.51	101.600	-6.20	83.500	18.100	21.68	-1.56
	L	Tencent	303.800	08:08	-0.20	304.400	-0.20	307.200	-2.800	-0.91	-2.42
		Shenzhou Inter	73.250	08:08	-0.14	70.850	3.39	76.000	-5.150	-6.78	-3.79
		NetEase	142.800	08:08	-0.07	145.600	-1.92	164.300	-18.700	-11.38	-6.61
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	12/18/23	prc diff	⇓ Δ17	∅-RS
	L	BYD Company	201.200	08:08	-2.04	208.200	-3.36	208.200	0.000	0.00	-7.77
	S	CSPC Pharmaceutical	5.770	08:08	-1.54	5.870	-1.70	6.590	-0.720	-10.93	-8.80
		Sinopharm	19.880	08:08	0.51	19.720	0.81	19.160	0.560	2.92	-9.67
	L	Alibaba	66.700	08:08	-1.77	70.400	-5.26	68.800	1.600	2.33	-11.23
	S	Li Auto	106.300	08:08	-7.40	116.200	-8.52	135.500	-19.300	-14.24	-11.44
	L	JD.com	97.300	08:08	-0.76	101.200	-3.85	98.250	2.950	3.00	-11.54
	S	Orient Overseas	102.100	08:08	4.40	98.750	3.39	94.250	4.500	4.77	-11.63
		Sands China	18.000	08:08	-4.66	20.950	-14.08	21.150	-0.200	-0.95	-12.63
		Citic Pacific	6.930	08:08	-1.00	6.950	-0.29	7.090	-0.140	-1.97	-12.70
		Hengan	24.500	08:08	-2.58	24.600	-0.41	27.600	-3.000	-10.87	-13.25
		Chow Tai Fook Jwl	10.400	08:08	0.58	10.460	-0.57	10.380	0.080	0.77	-14.34
	S	CK Hutchison	35.850	08:08	0.28	36.700	-2.32	39.450	-2.750	-6.97	-14.52
	L	Xinyi Glass	7.820	08:08	-0.76	8.240	-5.10	8.540	-0.300	-3.51	-15.18
		Galaxy Entertainment	33.650	08:08	-1.17	38.700	-13.05	41.150	-2.450	-5.95	-16.30
	L	Tingyi	8.300	08:08	-0.84	8.520	-2.58	9.190	-0.670	-7.29	-16.43
	S	Baidu	92.500	08:08	-1.12	96.750	-4.39	108.200	-11.450	-10.58	-17.61
	L	China Res Beer	32.300	08:08	-1.67	33.300	-3.00	32.800	0.500	1.52	-18.09
	S	Sino Biopharm	2.340	08:08	-3.70	2.680	-12.69	3.270	-0.590	-18.04	-18.53
	L	MTR	23.450	08:08	-0.64	24.750	-5.25	28.050	-3.300	-11.76	-19.53
	S	SMIC	14.320	08:08	-1.38	14.520	-1.38	20.850	-6.330	-30.36	-23.29
	L	Zhongsheng	13.000	08:08	-2.99	13.160	-1.22	16.480	-3.320	-20.15	-33.67
		China Mengniu Dairy	15.200	08:08	-2.31	15.800	-3.80	20.900	-5.100	-24.40	-33.72
	S	Budweiser Brewing	10.040	08:08	0.20	10.300	-2.52	12.800	-2.500	-19.53	-34.00
	L	Li Ning	16.740	08:08	-2.90	18.120	-7.62	18.300	-0.180	-0.98	-34.65
	S	Alibaba Health	2.610	08:08	-1.51	2.720	-4.04	4.250	-1.530	-36.00	-36.17
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	12/18/23	prc diff	⇓ Δ17	∅-RS
		Sunny Optical	35.650	08:08	-4.93	39.650	-10.09	68.150	-28.500	-41.82	-37.14
	S	JD Health	22.850	08:08	-1.72	24.300	-5.97	38.250	-13.950	-36.47	-37.23
	S	WuXi AppTec HK	32.950	08:08	-4.35	34.100	-3.37	78.050	-43.950	-56.31	-49.33
	S	WuXi Biologics	12.620	08:08	-4.68	13.580	-7.07	28.600	-15.020	-52.52	-56.24
HSI-C&I - 53 out of 53 instruments rated - 4/15/24 / 12/18/23 - 25 did rise, Market-Ratio(17) = 47.17 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/06/20	scale up chart	4/15/24

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	12/23/19	210		AAC Technologies	100	44,834	42.300	65.450	19.150	-23.150	-55	858,607	-75
long	12/23/19	2/24/20	63		Sunny Optical	100	6,226	137.900	128.000		-9.900	-7	796,970	-35
short	2/24/20	7/13/20	140		PetroChina	100	247,506	3.220	2.770	3.743	0.523	16	926,440	48
long	7/13/20	8/10/20	28		Geely Auto	100	48,606	19.060	16.760		-2.300	-12	814,647	-81
short	8/10/20	1/18/21	161		Swire Pacific	100	20,942	38.900	49.000	28.800	-10.100	-26	603,132	-49
long	1/18/21	6/28/21	161		Geely Auto	100	18,847	32.000	25.500		-6.500	-20	480,627	-40
short	6/28/21	1/17/22	203		China Unicom	100	111,514	4.310	4.060	4.575	0.265	6	510,223	11
long	1/17/22	5/09/22	112		Want Want China	100	67,223	7.590	6.950		-0.640	-8	467,200	-25
short	5/09/22	1/09/23	245		Sunny Optical	100	4,667	100.100	93.300	107.396	7.296	7	501,249	11
long	1/09/23	5/08/23	119		Sands China	100	17,901	28.000	26.100		-1.900	-7	467,237	-19
short	5/08/23	4/19/24	347		JD.com	100	3,349	139.500	97.300	200.003	60.503	43	669,860	46
accum	1/09/06	4/19/24	6675	days out of 6682 invested (100%)							6,599		669,860	26

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
JD.com	short	5/08/23	4/19/24	347	139.50	97.30	200.00	60.50	43.37	43.37
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
PetroChina	short	2/24/20	7/13/20	140	3.22	2.77	3.74	0.52	16.25	16.25
China Unicom	short	6/28/21	1/17/22	203	4.31	4.06	4.58	0.27	6.16	6.16
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
	long	1/09/23	5/08/23	119	28.00	26.10		-1.90	-6.79	1.75
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Want Want China	long	1/17/22	5/09/22	112	7.59	6.95		-0.64	-8.43	-8.43
Sunny Optical	long	6/11/18	7/09/18	28	169.70	145.10		-24.60	-14.50
	long	12/23/19	2/24/20	63	137.90	128.00		-9.90	-7.18
	short	5/09/22	1/09/23	245	100.10	93.30	107.40	7.30	7.29	-14.85
WH Group	short	7/09/18	2/11/19	217	6.40	7.39	5.41	-0.99	-15.47	-15.47
Swire Pacific	short	8/10/20	1/18/21	161	38.90	49.00	28.80	-10.10	-25.96	-25.96
Geely Auto	long	7/13/20	8/10/20	28	19.06	16.76		-2.30	-12.07
	long	1/18/21	6/28/21	161	32.00	25.50		-6.50	-20.31	-29.93
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
AAC Technologies	short	5/27/19	12/23/19	210	42.30	65.45	19.15	-23.15	-54.73	-54.73

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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