Assessment - Hang Seng Commerce & Industry in Renminbi yuán - 7/01/24 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17		∅-RS
						L		HSI-CI	8,785.600	8/12/24	-0.05	9,076.660	-3.21	8,297.393	779.267	9.39		2.33
						L		China Hongqiao	9.251	8/12/24	1.33	11.022	-16.07	5.760	5.262	91.35		63.57
						L		CNOOC	18.408	8/12/24	-0.80	20.889	-11.88	15.367	5.521	35.93		56.02
						L		China Shenhua HK	30.121	8/12/24	1.57	33.524	-10.15	28.756	4.768	16.58		33.41
						L		Hansoh Pharma	17.252	8/12/24	-2.22	15.219	13.36	13.398	1.821	13.59		24.57
								PetroChina	6.220	8/12/24		7.367	-15.57	5.724	1.643	28.71		35.29
								Trip.com	308.479	8/12/24	0.55	349.324	-11.69	320.415	28.909	9.02		22.36
								Xiaomi	15.349	8/12/24	0.37	15.368	-0.12	12.276	3.092	25.19		20.68
								Zijin Mining HK	14.268	8/12/24	0.66	15.368	-7.16	12.055	3.313	27.49		25.72
						L		Tencent	349.697	8/12/24	1.35	347.272	0.70	254.160	93.112	36.64		19.50
						L		Lenovo	9.586	8/12/24	2.59	10.276	-6.72	8.963	1.314	14.66		22.85
						L		Haier Smart Home	22.660	8/12/24	1.67	24.339	-6.90	22.775	1.564	6.87		9.26
						L		China Unicom	5.567	8/12/24	-5.84	6.686	-16.74	5.181	1.505	29.06		32.96
						L		Meituan	96.983	8/12/24	-2.07	103.604	-6.39	84.199	19.405	23.05		11.36
						L		Orient Overseas	97.262	8/12/24	2.25	118.151	-17.68	112.909	5.242	4.64		15.69
						L		Shenzhou Inter	57.723	8/12/24	-0.24	71.292	-19.03	58.847	12.445	21.15		2.81
								WH Group	4.905	8/12/24		4.793	2.33	4.463	0.330	7.40		10.74
								Techtronic Inds	90.035	8/12/24	-0.26	83.181	8.24	83.232	-0.051	-0.06		3.99
						L		China Mobile	66.116	8/12/24	-0.56	71.804	-7.92	61.562	10.243	16.64		17.49
								Sinopec	4.625	8/12/24	0.61	4.719	-1.98	4.030	0.688	17.07		17.61
						L		CSPC Pharmaceutical	5.530	8/12/24	1.02	5.800	-4.66	5.494	0.307	5.58		-0.32
						L		BYD Company	199.187	8/12/24	-0.28	216.346	-7.93	177.231	39.115	22.07		5.78
						L		JD.com	93.346	8/12/24	-0.10	96.330	-3.10	82.358	13.972	16.96		-5.92
						L		SMIC	15.424	8/12/24	-0.24	15.965	-3.39	15.570	0.395	2.54		-3.51
								ANTA Sports Products	63.691	8/12/24	-2.78	69.939	-8.93	69.843	0.096	0.14		-7.32
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17		∅-RS
						L		Tingyi	8.383	8/12/24	-0.66	8.775	-4.46	8.190	0.585	7.15		-1.58
								Geely Auto	7.115	8/12/24	0.26	8.197	-13.20	7.886	0.311	3.94		-1.76
						L		Sinopharm	18.837	8/12/24	1.10	19.350	-2.65	20.705	-1.355	-6.54		-0.12
								Citic Pacific	6.621	8/12/24		6.621		7.224	-0.603	-8.34		-6.25
								Haidilao Inter	11.395	8/12/24	-1.93	13.093	-12.96	12.864	0.228	1.77		-16.38
								Xinyi Glass	7.041	8/12/24	-0.13	7.982	-11.80	7.417	0.566	7.63		-5.64
								Alibaba	73.157	8/12/24	0.77	65.743	11.28	66.347	-0.604	-0.91		-8.42
								NetEase	131.300	8/12/24	0.50	139.040	-5.57	161.588	-22.548	-13.95		-4.41
								Hengan	23.640	8/12/24	-0.20	22.194	6.51	21.487	0.707	3.29		-10.93
						S		Nongfu Spring	27.416	8/12/24	1.55	34.550	-20.65	39.017	-4.467	-11.45		-14.09
						L		Sunny Optical	40.332	8/12/24	1.29	44.994	-10.36	47.759	-2.764	-5.79		-12.08
								CK Hutchison	37.674	8/12/24	0.12	34.876	8.02	36.440	-1.564	-4.29		-7.77
						S		Sino Biopharm	2.751	8/12/24	2.08	2.490	10.49	2.899	-0.409	-14.10		-12.44
						L		Alibaba Health	3.021	8/12/24	-0.61	2.919	3.51	3.239	-0.320	-9.89		-18.28
						L		Galaxy Entertainment	27.463	8/12/24	-4.38	33.944	-19.09	37.038	-3.094	-8.35		-15.36
								MTR	24.152	8/12/24	0.19	22.987	5.07	23.281	-0.294	-1.26		-13.41
								Xinyi Solar	3.292	8/12/24	0.28	3.665	-10.18	4.748	-1.083	-22.82		-24.98
						S		Baidu	77.073	8/12/24	-0.66	79.498	-3.05	93.033	-13.535	-14.55		-23.25
								China Res Beer	22.101	8/12/24	-2.47	24.479	-9.71	30.091	-5.612	-18.65		-29.04
						S		Sands China	12.645	8/12/24	-2.87	15.182	-16.71	19.048	-3.867	-20.30		-26.83
						S		Chow Tai Fook Jwl	6.136	8/12/24	-0.75	7.880	-22.13	10.361	-2.482	-23.95		-25.06
								Li Ning	13.111	8/12/24	-1.13	15.760	-16.80	17.962	-2.203	-12.26		-28.73
								Zhongsheng	9.922	8/12/24	-1.12	10.649	-6.83	13.085	-2.436	-18.62		-33.19
								JD Health	19.630	8/12/24	-2.55	19.816	-0.94	27.790	-7.974	-28.69		-37.04
						S		Budweiser Brewing	8.672	8/12/24	-2.11	8.579	1.09	11.871	-3.291	-27.73		-31.70
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17		∅-RS
						S		China Mengniu Dairy	12.347	8/12/24	-2.79	13.055	-5.43	17.668	-4.613	-26.11		-31.87
						S		Li Auto	71.804	8/12/24	-1.79	65.557	9.53	147.233	-81.676	-55.47		-43.85
						S		WuXi AppTec HK	32.778	8/12/24	1.44	27.230	20.38	52.038	-24.808	-47.67		-48.23
								WuXi Biologics	10.985	8/12/24	3.70	10.761	2.08	19.324	-8.563	-44.31		-49.87
HSI-C&I - 53 out of 53 instruments rated - 7/01/24 / 3/04/24 - 28 did rise, Market-Ratio(17) in CNY = 52.83 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37
1/04/21	scale up chart	7/01/24

 

Transactions Hang Seng Commerce & Industry in Renminbi yuán * 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	2,277		4.391	11.225		6.834	156	25,562	59
short	1/21/08	2/16/09	392				Galaxy Entertainment	100	4,509		5.668	1.067	30.106	24.437	431	135,750	373
long	2/16/09	5/10/10	448				Hengan	100	5,409		25.093	48.968		23.875	95	264,892	72
short	5/10/10	6/21/10	42				Citic Pacific	100	19,391		13.660	13.322	14.007	0.347	3	271,621	24
long	6/21/10	8/09/10	49				Galaxy Entertainment	100	71,717		3.787	4.768		0.981	26	341,966	456
short	8/09/10	8/30/10	21				Citic Pacific	100	24,672		13.860	13.961	13.759	-0.101	-1	339,477	-12
long	8/30/10	8/08/11	343				Galaxy Entertainment	100	62,437		5.437	16.326		10.889	200	1,019,338	222
short	8/08/11	1/16/12	161				Li & Fung	100	95,457		10.678	13.939	7.418	-3.261	-31	708,078	-56
long	1/16/12	5/21/12	126				Sands China	100	34,454		20.551	21.128		0.576	3	727,939	8
short	5/21/12	9/17/12	119				Citic Pacific	100	76,027		9.575	7.955	11.525	1.950	20	876,201	77
long	9/17/12	4/08/13	203				Galaxy Entertainment	100	43,437		20.172	24.567		4.396	22	1,067,138	43
short	4/08/13	9/30/13	175				Li & Fung	100	125,728		8.488	8.903	8.073	-0.415	-5	1,014,943	-10
long	9/30/13	2/03/14	126				Galaxy Entertainment	100	23,638		42.935	59.565		16.630	39	1,408,044	158
short	2/03/14	5/26/14	112				Belle International	100	215,230		6.542	6.631	6.453	-0.089	-1	1,388,838	-4
long	5/26/14	10/06/14	133				Tencent	100	16,038		86.593	94.748		8.154	9	1,519,618	28
short	10/06/14	4/13/15	189				Galaxy Entertainment	100	39,706		38.271	31.695	46.212	7.941	21	1,834,927	44
long	4/13/15	7/06/15	84				Tencent	100	13,412		136.808	117.324		-19.484	-14	1,573,603	-49
short	7/06/15	5/09/16	308				Sands China	100	67,755		23.225	22.872	23.583	0.358	2	1,597,862	2
long	5/09/16	12/26/16	231				MTR	100	49,447		32.315	33.403		1.089	3	1,651,698	5
short	12/26/16	2/27/17	63				Hengan	100	33,473		49.344	59.604	39.083	-10.261	-21	1,308,243	-74
long	2/27/17	3/05/18	371				Galaxy Entertainment	100	39,815		32.858	53.385		20.528	62	2,125,554	61
short	3/05/18	6/11/18	98				China Merchants	100	147,792		14.382	14.240	14.525	0.143	1	2,146,713	4
long	6/11/18	7/09/18	28				Sunny Optical	100	15,510		138.407	122.280		-16.127	-12	1,896,586	-80
short	7/09/18	2/11/19	217				WH Group	100	351,645		5.393	6.369	4.418	-0.976	-18	1,553,431	-29
long	2/11/19	5/27/19	105				Lenovo	100	314,551		4.939	5.011		0.072	1	1,576,131	5
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	42,386		37.185	58.916	15.454	-21.731	-58	655,029	-78
long	12/23/19	2/24/20	63				Sunny Optical	100	5,276		124.133	115.399		-8.735	-7	608,944	-34
short	2/24/20	7/13/20	140				PetroChina	100	209,763		2.903	2.500	3.371	0.468	16	707,093	48
long	7/13/20	8/10/20	28				Geely Auto	100	41,104		17.202	15.052		-2.150	-13	618,703	-82
short	8/10/20	1/18/21	161				Swire Pacific	100	17,709		34.936	41.014	28.857	-6.078	-17	511,059	-35
long	1/18/21	6/28/21	161				Geely Auto	100	19,080		26.785	21.205		-5.580	-21	404,597	-41
short	6/28/21	1/17/22	203				China Unicom	100	112,887		3.584	3.308	3.883	0.299	8	438,353	15
long	1/17/22	5/09/22	112				Want Want China	100	70,881		6.184	5.957		-0.227	-4	422,267	-11
short	5/09/22	1/09/23	245				Sunny Optical	100	4,921		85.803	80.913	90.989	5.186	6	447,787	9
long	1/09/23	5/08/23	119				Sands China	100	18,440		24.283	22.999		-1.283	-5	424,121	-15
short	5/08/23	5/13/24	371				JD.com	100	3,450		122.926	119.709	126.230	3.304	3	435,518	3
long	5/13/24	8/12/24	91				China Hongqiao	100	39,797		10.943	9.251		-1.693	-15	368,158	-49
accum	1/09/06	8/12/24	7123	days out of 7130 invested (100%)										3,582		368,158	20

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	5.67	1.07	30.11	24.44	431.13
	long	6/21/10	8/09/10	49	3.79	4.77		0.98	25.90
	long	8/30/10	8/08/11	343	5.44	16.33		10.89	200.27
	long	9/17/12	4/08/13	203	20.17	24.57		4.40	21.79
	long	9/30/13	2/03/14	126	42.94	59.57		16.63	38.73
	short	10/06/14	4/13/15	189	38.27	31.69	46.21	7.94	20.75
	long	2/27/17	3/05/18	371	32.86	53.39		20.53	62.47			6,555.72
Tingyi	long	1/09/06	1/21/08	742	4.39	11.23		6.83	155.66			155.66
Hengan	long	2/16/09	5/10/10	448	25.09	48.97		23.88	95.15
	short	12/26/16	2/27/17	63	49.34	59.60	39.08	-10.26	-20.79			54.57
Citic Pacific	short	5/10/10	6/21/10	42	13.66	13.32	14.01	0.35	2.54
	short	8/09/10	8/30/10	21	13.86	13.96	13.76	-0.10	-0.73
	short	5/21/12	9/17/12	119	9.57	7.95	11.52	1.95	20.37			22.53
PetroChina	short	2/24/20	7/13/20	140	2.90	2.50	3.37	0.47	16.12			16.12
China Unicom	short	6/28/21	1/17/22	203	3.58	3.31	3.88	0.30	8.34			8.34
MTR	long	5/09/16	12/26/16	231	32.31	33.40		1.09	3.37			3.37
JD.com	short	5/08/23	5/13/24	371	122.93	119.71	126.23	3.30	2.69			2.69
Lenovo	long	2/11/19	5/27/19	105	4.94	5.01		0.07	1.46			1.46
China Merchants	short	3/05/18	6/11/18	98	14.38	14.24	14.53	0.14	1.00			1.00
Sands China	long	1/16/12	5/21/12	126	20.55	21.13		0.58	2.80
	short	7/06/15	5/09/16	308	23.22	22.87	23.58	0.36	1.54
	long	1/09/23	5/08/23	119	24.28	23.00		-1.28	-5.29			-1.13
Belle International	short	2/03/14	5/26/14	112	6.54	6.63	6.45	-0.09	-1.36			-1.36
Want Want China	long	1/17/22	5/09/22	112	6.18	5.96		-0.23	-3.67			-3.67
Tencent	long	5/26/14	10/06/14	133	86.59	94.75		8.15	9.42
	long	4/13/15	7/06/15	84	136.81	117.32		-19.48	-14.24			-6.17
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	138.41	122.28		-16.13	-11.65
	long	12/23/19	2/24/20	63	124.13	115.40		-8.73	-7.04
	short	5/09/22	1/09/23	245	85.80	80.91	90.99	5.19	6.04			-12.90
China Hongqiao	long	5/13/24	8/12/24	91	10.94	9.25		-1.69	-15.47			-15.47
Swire Pacific	short	8/10/20	1/18/21	161	34.94	41.01	28.86	-6.08	-17.40			-17.40
WH Group	short	7/09/18	2/11/19	217	5.39	6.37	4.42	-0.98	-18.09			-18.09
Geely Auto	long	7/13/20	8/10/20	28	17.20	15.05		-2.15	-12.50
	long	1/18/21	6/28/21	161	26.78	21.21		-5.58	-20.83			-30.73
Li & Fung	short	8/08/11	1/16/12	161	10.68	13.94	7.42	-3.26	-30.54
	short	4/08/13	9/30/13	175	8.49	8.90	8.07	-0.42	-4.89			-33.93
AAC Technologies	short	5/27/19	12/23/19	210	37.18	58.92	15.45	-21.73	-58.44			-58.44

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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