| |
| |
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
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 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 | 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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