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

Assessment - Hang Seng Commerce & Industry - 16/05/22 - RS = 17

		⇓instrument	freshest		⇓ Δday	16/05/22	⇓ Δwk	17/01/22	prc diff	⇓ Δ17	∅-RS
	S	HSI-CI	11,336.400	Fri	3.53	10,900.700	4.00	14,160.700	-3,260.000	-23.02	-25.03
	L	China Shenhua HK	25.700	Fri	3.42	24.750	3.84	19.680	5.070	25.76	34.45
		CNOOC	11.140	Fri	2.96	10.680	4.31	9.300	1.380	14.84	21.10
		Want Want China	7.470	Fri	3.75	7.360	1.49	7.590	-0.230	-3.03	16.61
		China Merchants	14.220	Fri	1.86	13.460	5.65	14.740	-1.280	-8.68	3.89
		China Mobile	52.450	Fri	0.77	51.350	2.14	50.550	0.800	1.58	3.10
		PetroChina	3.910	Fri	2.09	3.710	5.39	3.900	-0.190	-4.87	1.66
	L	Sinopec	4.010	Fri	2.04	3.880	3.35	4.050	-0.170	-4.20	0.79
	L	MTR	43.600	Fri	1.63	42.900	1.63	42.800	0.100	0.23	0.43
		CK Hutchison	56.550	Fri	2.08	54.650	3.48	55.450	-0.800	-1.44	-1.33
	L	WH Group	5.760	Fri	2.13	5.490	4.92	4.820	0.670	13.90	-1.90
	S	Citic Pacific	8.540	Fri	2.15	8.180	4.40	8.490	-0.310	-3.65	-2.15
		Lenovo	8.010	Fri	2.17	7.930	1.01	8.990	-1.060	-11.79	-4.63
	L	Swire Pacific	45.550	Fri	1.56	44.150	3.17	45.300	-1.150	-2.54	-8.52
	S	China Unicom	3.690	Fri	0.54	3.700	-0.27	4.060	-0.360	-8.87	-9.03
		Galaxy Entertainment	41.750	Fri	1.95	41.800	-0.12	45.000	-3.200	-7.11	-10.23
	S	Hengan	37.950	Fri	2.57	36.850	2.99	39.150	-2.300	-5.87	-12.61
	S	China Mengniu Dairy	39.950	Fri	2.83	39.000	2.44	46.400	-7.400	-15.95	-14.19
		Tencent	352.200	Fri	3.53	350.000	0.63	465.600	-115.600	-24.83	-23.74
	S	Sands China	15.300	Fri	1.46	15.680	-2.42	21.000	-5.320	-25.33	-24.72
		Geely Auto	13.680	Fri	1.79	12.540	9.09	19.400	-6.860	-35.36	-33.35
		AAC Technologies	17.500	Fri	5.93	16.200	8.02	32.550	-16.350	-50.23	-46.19
	S	Sunny Optical	117.400	Fri	7.31	99.200	18.35	220.400	-121.200	-54.99	-46.62
HSI-C&I - 22 out of 22 instruments rated - 16/05/22 / 17/01/22 - 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

1/01/18	scale up chart	16/05/22

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	17/01/22	203		China Unicom	100	111,514	4.310	4.060	4.575	0.265	6	510,223	11
long	17/01/22	9/05/22	112		Want Want China	100	67,223	7.590	6.950		-0.640	-8	467,200	-25
short	9/05/22	20/05/22	11		Sunny Optical	100	4,667	100.100	117.400	82.800	-17.300	-17	386,461	-100
accum	9/01/06	20/05/22	5976	days out of 5983 invested (100%)							3,765		386,461	25

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	17/01/22	203	4.31	4.06	4.58	0.27	6.16	6.16
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
Want Want China	long	17/01/22	9/05/22	112	7.59	6.95		-0.64	-8.43	-8.43
WH Group	short	9/07/18	11/02/19	217	6.40	7.39	5.41	-0.99	-15.47	-15.47
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
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
	short	9/05/22	20/05/22	11	100.10	117.40	82.80	-17.30	-17.28	-34.35
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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