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

Assessment - Hang Seng Commerce & Industry - 22/11/21 - RS = 17

		⇓instrument	freshest		⇓ Δday	22/11/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ17	∅-RS
	S	HSI-CI	14,874.300	Fri	-2.84	15,605.500	-4.69	16,448.800	-843.300	-5.13	-9.95
		Sunny Optical	229.400	Fri	-3.29	234.400	-2.13	225.600	8.800	3.90	19.22
		PetroChina	3.410	Fri	-3.40	3.480	-2.01	3.220	0.260	8.07	15.27
		Geely Auto	24.700	Fri	-2.76	27.100	-8.86	23.400	3.700	15.81	13.32
	L	Want Want China	6.420	Fri	0.47	6.150	4.39	5.360	0.790	14.74	8.73
		China Merchants	12.000	Fri	-2.76	11.840	1.35	11.220	0.620	5.53	2.29
		China Mengniu Dairy	44.650	Fri	-2.19	46.000	-2.93	42.800	3.200	7.48	2.19
		China Shenhua HK	16.560	Fri	-2.01	16.280	1.72	14.820	1.460	9.85	2.16
	S	Citic Pacific	7.160	Fri	-1.78	7.260	-1.38	8.030	-0.770	-9.59	-1.20
	S	China Mobile	46.900	Fri	-0.95	47.550	-1.37	48.750	-1.200	-2.46	-2.43
		CNOOC	7.780	Fri	-2.14	7.960	-2.26	7.880	0.080	1.02	-3.77
	S	MTR	42.200	Fri	-0.82	41.950	0.60	46.650	-4.700	-10.08	-4.22
	S	Sinopec	3.560	Fri	-3.00	3.620	-1.66	3.550	0.070	1.97	-6.48
		Lenovo	7.690	Fri	-1.54	7.860	-2.16	7.300	0.560	7.67	-6.77
	L	China Unicom	3.970	Fri	-1.24	4.010	-1.00	4.210	-0.200	-4.75	-8.09
	S	Swire Pacific	44.950	Fri	-5.17	47.150	-4.67	49.350	-2.200	-4.46	-8.31
	S	CK Hutchison	51.550	Fri	-1.25	52.450	-1.72	57.350	-4.900	-8.54	-8.36
	L	Tencent	463.400	Fri	-3.01	494.400	-6.27	490.000	4.400	0.90	-11.86
		Galaxy Entertainment	46.150	Fri	-6.77	47.850	-3.55	54.350	-6.500	-11.96	-14.68
		AAC Technologies	34.750	Fri	-3.47	36.500	-4.79	47.350	-10.850	-22.91	-14.69
	S	WH Group	5.110	Fri	-0.97	5.210	-1.92	6.210	-1.000	-16.10	-18.24
	S	Hengan	37.900	Fri	-2.82	38.350	-1.17	47.450	-9.100	-19.18	-21.89
		Sands China	19.720	Fri	-7.20	20.350	-3.10	27.600	-7.250	-26.27	-26.47
HSI-C&I - 22 out of 22 instruments rated - 22/11/21 / 26/07/21 - 11 did rise, Market-Ratio(17) = 50.00 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

2/01/17	scale up chart	22/11/21

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
2/01/06		9/01/06	7		- cash -
long	9/01/06	21/01/08	742		Tingyi	100	2,369	4.220	12.100		7.880	187	28,668	68
short	21/01/08	16/02/09	392		Galaxy Entertainment	100	4,691	6.110	1.210	30.853	24.743	405	144,737	352
long	16/02/09	10/05/10	448		Hengan	100	5,087	28.450	55.850		27.400	96	284,121	73
short	10/05/10	21/06/10	42		Citic Pacific	100	18,236	15.580	15.160	16.012	0.432	3	291,992	27
long	21/06/10	9/08/10	49		Galaxy Entertainment	100	67,747	4.310	5.470		1.160	27	370,578	490
short	9/08/10	30/08/10	21		Citic Pacific	100	23,306	15.900	15.920	15.880	-0.020	0	370,112	-2
long	30/08/10	8/08/11	343		Galaxy Entertainment	100	59,695	6.200	19.600		13.400	216	1,170,025	240
short	8/08/11	16/01/12	161		Li & Fung	100	91,265	12.820	17.160	8.480	-4.340	-34	773,935	-61
long	16/01/12	21/05/12	126		Sands China	100	30,590	25.300	25.950		0.650	3	793,818	8
short	21/05/12	17/09/12	119		Citic Pacific	100	67,501	11.760	9.760	14.170	2.410	20	956,482	77
long	17/09/12	8/04/13	203		Galaxy Entertainment	100	38,645	24.750	30.450		5.700	23	1,176,759	45
short	8/04/13	30/09/13	175		Li & Fung	100	111,859	10.520	11.280	9.760	-0.760	-7	1,091,746	-14
long	30/09/13	3/02/14	126		Galaxy Entertainment	100	20,068	54.400	76.300		21.900	40	1,531,235	166
short	3/02/14	26/05/14	112		Belle International	100	182,724	8.380	8.240	8.522	0.142	2	1,557,255	6
long	26/05/14	6/10/14	133		Tencent	100	14,472	107.600	119.700		12.100	11	1,732,366	34
short	6/10/14	13/04/15	189		Galaxy Entertainment	100	35,829	48.350	39.500	59.183	10.833	22	2,120,495	48
long	13/04/15	6/07/15	84		Tencent	100	12,436	170.500	146.500		-24.000	-14	1,822,031	-48
short	6/07/15	9/05/16	308		Sands China	100	62,828	29.000	27.250	30.862	1.862	6	1,939,042	8
long	9/05/16	26/12/16	231		MTR	100	50,364	38.500	37.300		-1.200	-3	1,878,605	-5
short	26/12/16	27/02/17	63		Hengan	100	34,094	55.100	67.300	42.900	-12.200	-22	1,462,658	-77
long	27/02/17	5/03/18	371		Galaxy Entertainment	100	39,424	37.100	65.850		28.750	77	2,596,098	76
short	5/03/18	11/06/18	98		China Merchants	100	146,341	17.740	17.460	18.025	0.285	2	2,637,732	6
long	11/06/18	9/07/18	28		Sunny Optical	100	15,543	169.700	145.100		-24.600	-14	2,255,374	-87
short	9/07/18	11/02/19	217		WH Group	100	352,402	6.400	7.390	5.410	-0.990	-15	1,906,496	-25
long	11/02/19	27/05/19	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	27/05/19	23/12/19	210		AAC Technologies	100	44,834	42.300	65.450	19.150	-23.150	-55	858,607	-75
long	23/12/19	24/02/20	63		Sunny Optical	100	6,226	137.900	128.000		-9.900	-7	796,970	-35
short	24/02/20	13/07/20	140		PetroChina	100	247,506	3.220	2.770	3.743	0.523	16	926,440	48
long	13/07/20	10/08/20	28		Geely Auto	100	48,606	19.060	16.760		-2.300	-12	814,647	-81
short	10/08/20	18/01/21	161		Swire Pacific	100	20,942	38.900	49.000	28.800	-10.100	-26	603,132	-49
long	18/01/21	28/06/21	161		Geely Auto	100	18,847	32.000	25.500		-6.500	-20	480,627	-40
short	28/06/21	26/11/21	151		China Unicom	100	111,514	4.310	3.970	4.679	0.369	9	521,787	22
accum	9/01/06	26/11/21	5801	days out of 5808 invested (100%)							5,118		521,787	28

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Galaxy Entertainment	short	21/01/08	16/02/09	392	6.11	1.21	30.85	24.74	404.96
	long	21/06/10	9/08/10	49	4.31	5.47		1.16	26.91
	long	30/08/10	8/08/11	343	6.20	19.60		13.40	216.13
	long	17/09/12	8/04/13	203	24.75	30.45		5.70	23.03
	long	30/09/13	3/02/14	126	54.40	76.30		21.90	40.26
	short	6/10/14	13/04/15	189	48.35	39.50	59.18	10.83	22.40
	long	27/02/17	5/03/18	371	37.10	65.85		28.75	77.49	7,495.38
Tingyi	long	9/01/06	21/01/08	742	4.22	12.10		7.88	186.73	186.73
Hengan	long	16/02/09	10/05/10	448	28.45	55.85		27.40	96.31
	short	26/12/16	27/02/17	63	55.10	67.30	42.90	-12.20	-22.14	52.84
Citic Pacific	short	10/05/10	21/06/10	42	15.58	15.16	16.01	0.43	2.77
	short	9/08/10	30/08/10	21	15.90	15.92	15.88	-0.02	-0.13
	short	21/05/12	17/09/12	119	11.76	9.76	14.17	2.41	20.49	23.67
PetroChina	short	24/02/20	13/07/20	140	3.22	2.77	3.74	0.52	16.25	16.25
Sands China	long	16/01/12	21/05/12	126	25.30	25.95		0.65	2.57
	short	6/07/15	9/05/16	308	29.00	27.25	30.86	1.86	6.42	9.16
China Unicom	short	28/06/21	26/11/21	151	4.31	3.97	4.68	0.37	8.56	8.56
Belle International	short	3/02/14	26/05/14	112	8.38	8.24	8.52	0.14	1.70	1.70
China Merchants	short	5/03/18	11/06/18	98	17.74	17.46	18.02	0.28	1.60	1.60
Lenovo	long	11/02/19	27/05/19	105	5.73	5.70		-0.03	-0.52	-0.52
MTR	long	9/05/16	26/12/16	231	38.50	37.30		-1.20	-3.12	-3.12
Tencent	long	26/05/14	6/10/14	133	107.60	119.70		12.10	11.25
	long	13/04/15	6/07/15	84	170.50	146.50		-24.00	-14.08	-4.41
WH Group	short	9/07/18	11/02/19	217	6.40	7.39	5.41	-0.99	-15.47	-15.47
Sunny Optical	long	11/06/18	9/07/18	28	169.70	145.10		-24.60	-14.50
	long	23/12/19	24/02/20	63	137.90	128.00		-9.90	-7.18	-20.63
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Swire Pacific	short	10/08/20	18/01/21	161	38.90	49.00	28.80	-10.10	-25.96	-25.96
Geely Auto	long	13/07/20	10/08/20	28	19.06	16.76		-2.30	-12.07
	long	18/01/21	28/06/21	161	32.00	25.50		-6.50	-20.31	-29.93
Li & Fung	short	8/08/11	16/01/12	161	12.82	17.16	8.48	-4.34	-33.85
	short	8/04/13	30/09/13	175	10.52	11.28	9.76	-0.76	-7.22	-38.63
AAC Technologies	short	27/05/19	23/12/19	210	42.30	65.45	19.15	-23.15	-54.73	-54.73

Annotations

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)
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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