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

Assessment - Hang Seng Commerce & Industry - 8/10/20 - RS = 17

		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	4/13/20	prc diff	⇓ Δ17	∅-RS
	L	HSI-CI	16,374.400	08:08	2.61	15,958.600	2.61	14,529.100	1,429.500	9.84	5.75
	L	Tencent	513.500	08:08	2.29	502.000	2.29	391.400	110.600	28.26	32.05
	L	Geely Auto	16.880	08:08	0.72	16.760	0.72	11.500	5.260	45.74	25.68
	L	AAC Technologies	58.400	08:08	1.04	57.800	1.04	43.000	14.800	34.42	21.89
	L	Sunny Optical	140.900	08:08	0.14	140.700	0.14	112.500	28.200	25.07	18.23
	L	China Mengniu Dairy	35.650	08:08	2.15	34.900	2.15	28.250	6.650	23.54	16.48
	L	Hengan	66.200	08:08	-0.68	66.650	-0.68	65.250	1.400	2.15	16.00
	L	Galaxy Entertainment	59.800	08:08	5.47	56.700	5.47	48.000	8.700	18.13	10.31
	L	Lenovo	4.890	08:08	4.26	4.690	4.26	4.280	0.410	9.58	-3.41
		WH Group	7.220	08:08	2.70	7.030	2.70	7.820	-0.790	-10.10	-4.48
		Want Want China	5.740	Mon	-0.86	5.740		6.070	-0.330	-5.44	-6.40
		MTR	40.000	08:08	0.13	39.950	0.13	42.300	-2.350	-5.56	-6.75
		China Mobile	54.800	Mon	1.76	54.800		61.600	-6.800	-11.04	-9.78
	L	Sands China	32.950	08:08	9.83	30.000	9.83	30.450	-0.450	-1.48	-12.84
		China Shenhua HK	12.720	08:08	0.95	12.600	0.95	14.160	-1.560	-11.02	-13.37
		Sinopec	3.410	Mon	-0.87	3.410		4.010	-0.600	-14.96	-16.31
	L	Citic Pacific	7.510	08:08	2.88	7.300	2.88	8.000	-0.700	-8.75	-16.84
	L	CNOOC	8.770	08:08	3.06	8.510	3.06	8.920	-0.410	-4.60	-17.15
	L	PetroChina	2.710	08:08	1.12	2.680	1.12	2.980	-0.300	-10.07	-17.25
		China Merchants	9.000	08:08	0.78	8.930	0.78	9.290	-0.360	-3.88	-18.03
		CK Hutchison	51.150	08:08	2.71	49.800	2.71	57.800	-8.000	-13.84	-19.73
	L	China Unicom	4.430	Mon	1.84	4.430		5.260	-0.830	-15.78	-25.11
		Swire Pacific	38.900	Mon	-0.13	38.900		51.700	-12.800	-24.76	-33.71
HSI-C&I - 22 out of 22 instruments rated - 8/10/20 / 4/13/20 - 8 did rise, Market-Ratio(17) = 36.36 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/04/16	scale up chart	8/10/20

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		0		Swire Pacific	100	20,942	38.900	38.900	38.900	0.000	0	814,647	0
accum	1/09/06	8/10/20	5328	days out of 5335 invested (100%)							8,046		814,647	35

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
PetroChina	short	2/24/20	7/13/20	140	3.22	2.77	3.74	0.52	16.25	16.25
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
Swire Pacific	short	8/10/20	8/10/20	0	38.90	38.90	38.90	0.00	0.00	0.00
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
Geely Auto	long	7/13/20	8/10/20	28	19.06	16.76		-2.30	-12.07	-12.07
WH Group	short	7/09/18	2/11/19	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
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	-20.63
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

3/06/17	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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