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

Assessment - Hang Seng Commerce & Industry - 8/03/20 - RS = 8

		⇓instrument	freshest		⇓ Δday	8/03/20	⇓ Δwk	6/08/20	prc diff	⇓ Δ8	∅-RS
	L	HSI-CI	16,194.000	Fri	-2.41	16,226.600	-0.20	14,959.300	1,267.300	8.47	7.74
	L	Tencent	527.500	Fri	-5.04	539.000	-2.13	430.000	109.000	25.35	42.90
	L	AAC Technologies	61.250	Fri	-2.00	62.000	-1.21	44.050	17.950	40.75	31.92
	L	Sunny Optical	144.800	Fri	-1.83	147.500	-1.83	114.000	33.500	29.39	25.48
	L	Geely Auto	16.840	Fri	-1.64	16.600	1.45	11.960	4.640	38.80	25.43
	L	China Mengniu Dairy	35.450	Fri	-1.80	36.300	-2.34	29.200	7.100	24.32	21.55
	L	Hengan	67.450	Fri	1.28	65.000	3.77	60.600	4.400	7.26	13.42
	L	Galaxy Entertainment	53.700	Fri	1.13	52.450	2.38	55.300	-2.850	-5.15	2.21
	L	Lenovo	4.730	Fri	-1.46	4.710	0.42	4.170	0.540	12.95	-3.38
		WH Group	6.950	Fri	-2.52	7.030	-1.14	6.680	0.350	5.24	-4.47
		Want Want China	5.650	Mon	-1.40	5.650		5.790	-0.140	-2.42	-7.96
		MTR	39.100	Fri	-0.76	38.750	0.90	41.150	-2.400	-5.83	-9.93
	L	China Shenhua HK	12.800	Fri	-0.78	13.000	-1.54	13.140	-0.140	-1.07	-10.88
		China Mobile	53.900	Mon	1.51	53.900		53.950	-0.050	-0.09	-11.54
		Sands China	29.500	Fri	-0.17	29.700	-0.67	32.950	-3.250	-9.86	-14.03
		China Merchants	8.990	Fri	-1.10	9.000	-0.11	10.240	-1.240	-12.11	-17.93
		Citic Pacific	7.290	Fri	-1.09	7.220	0.97	7.920	-0.700	-8.84	-18.26
		Sinopec	3.310	Mon	-0.30	3.310		3.600	-0.290	-8.06	-19.36
		CK Hutchison	49.800	Fri	-2.16	50.350	-1.09	54.350	-4.000	-7.36	-19.38
	L	PetroChina	2.710	Fri	-2.52	2.630	3.04	2.830	-0.200	-7.07	-19.43
		CNOOC	8.490	Fri	-1.74	8.150	4.17	9.530	-1.380	-14.48	-21.27
	L	China Unicom	4.300	Mon	-0.46	4.300		4.600	-0.300	-6.52	-28.09
	S	Swire Pacific	37.700	Mon	-1.69	37.700		46.850	-9.150	-19.53	-36.81
HSI-C&I - 22 out of 22 instruments rated - 8/03/20 / 6/08/20 - 8 did rise, Market-Ratio(8) = 36.36 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI-C&I RS = 8 - B/S = 30/30

1/04/16	scale up chart	8/03/20

Transactions Hang Seng Commerce & Industry * L8 - 30 ex 7 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	6/12/06	161		Tencent	100	5,393	1.854	3.134	1.280	69	16,903	229
6/12/06		7/10/06	28		- cash -
	7/10/06	3/12/07	245		Tencent	100	5,516	3.064	5.654	2.590	85	31,189	149
3/12/07		3/19/07	7		- cash -
	3/19/07	8/13/07	147		China Mengniu Dairy	100	2,963	10.525	13.250	2.725	26	39,264	77
8/13/07		8/20/07	7		- cash -
	8/20/07	12/17/07	119		China Shenhua HK	100	1,312	29.910	44.540	14.630	49	58,458	239
12/17/07		12/31/07	14		- cash -
	12/31/07	1/14/08	14		Tencent	100	4,734	12.348	9.670	-2.678	-22	45,781	-100
1/14/08		3/31/08	77		- cash -
	3/31/08	6/09/08	70		China Mobile	100	397	115.140	97.670	-17.470	-15	38,845	-58
	6/09/08	6/16/08	7		Tencent	100	3,131	12.404	12.562	0.158	1	39,340	93
6/16/08		8/25/08	70		- cash -
	8/25/08	9/01/08	7		Tencent	100	2,939	13.382	11.914	-1.468	-11	35,025	-100
9/01/08		12/08/08	98		- cash -
	12/08/08	2/23/09	77		Hengan	100	1,477	23.700	28.200	4.500	19	41,672	128
2/23/09		3/09/09	14		- cash -
	3/09/09	6/01/09	84		Hengan	100	1,546	26.950	34.650	7.700	29	53,576	198
	6/01/09	2/01/10	245		Geely Auto	100	34,343	1.560	3.470	1.910	122	119,171	229
2/01/10		2/08/10	7		- cash -
	2/08/10	3/08/10	28		Geely Auto	100	37,124	3.210	4.020	0.810	25	149,241	1,779
3/08/10		3/15/10	7		- cash -
	3/15/10	5/03/10	49		Geely Auto	100	36,668	4.070	3.360	-0.710	-17	123,207	-76
5/03/10		6/21/10	49		- cash -
	6/21/10	9/27/10	98		Sunny Optical	100	71,632	1.720	1.590	-0.130	-8	113,895	-25
	9/27/10	3/28/11	182		Galaxy Entertainment	100	16,247	7.010	11.780	4.770	68	191,393	183
3/28/11		4/04/11	7		- cash -
	4/04/11	6/06/11	63		Galaxy Entertainment	100	16,056	11.920	17.440	5.520	46	280,022	807
6/06/11		6/27/11	21		- cash -
	6/27/11	8/08/11	42		Galaxy Entertainment	100	17,950	15.600	19.600	4.000	26	351,822	627
8/08/11		10/10/11	63		- cash -
	10/10/11	1/09/12	91		China Unicom	100	23,933	14.700	15.100	0.400	3	361,396	11
	1/09/12	5/21/12	133		Lenovo	100	60,333	5.990	6.510	0.520	9	392,769	26
5/21/12		7/09/12	49		- cash -
	7/09/12	3/18/13	252		Sunny Optical	100	137,813	2.850	8.800	5.950	209	1,212,756	412
3/18/13		4/29/13	42		- cash -
	4/29/13	6/24/13	56		Sunny Optical	100	126,197	9.610	7.840	-1.770	-18	989,387	-73
6/24/13		7/22/13	28		- cash -
	7/22/13	1/27/14	189		Galaxy Entertainment	100	25,207	39.250	73.950	34.700	88	1,864,070	240
1/27/14		3/03/14	35		- cash -
	3/03/14	9/22/14	203		Tencent	100	15,482	120.400	121.100	0.700	1	1,874,908	1
9/22/14		11/17/14	56		- cash -
	11/17/14	12/15/14	28		Sunny Optical	100	141,395	13.260	13.720	0.460	3	1,939,949	56
12/15/14		1/12/15	28		- cash -
	1/12/15	1/19/15	7		Sunny Optical	100	171,071	11.340	11.480	0.140	1	1,963,899	90
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
1/19/15		1/26/15	7		- cash -
	1/26/15	5/11/15	105		China Mobile	100	18,901	103.900	107.700	3.800	4	2,035,723	13
	5/11/15	6/08/15	28		Sunny Optical	100	103,863	19.600	16.320	-3.280	-17	1,695,052	-91
6/08/15		10/19/15	133		- cash -
	10/19/15	12/14/15	56		Sunny Optical	100	98,549	17.200	18.460	1.260	7	1,819,224	59
12/14/15		12/28/15	14		- cash -
	12/28/15	1/04/16	7		Sunny Optical	100	101,068	18.000	17.700	-0.300	-2	1,788,904	-58
1/04/16		3/07/16	63		- cash -
	3/07/16	6/20/16	105		Sunny Optical	100	93,955	19.040	25.300	6.260	33	2,377,062	169
6/20/16		7/04/16	14		- cash -
	7/04/16	12/05/16	154		Sunny Optical	100	87,391	27.200	37.900	10.700	39	3,312,146	120
12/05/16		12/12/16	7		- cash -
	12/12/16	12/19/16	7		Geely Auto	100	424,634	7.800	7.230	-0.570	-7	3,070,104	-98
12/19/16		1/09/17	21		- cash -
	1/09/17	3/05/18	420		Geely Auto	100	385,207	7.970	24.250	16.280	204	9,341,274	163
3/05/18		3/12/18	7		- cash -
	3/12/18	3/26/18	14		Sunny Optical	100	64,556	144.700	158.000	13.300	9	10,199,869	890
3/26/18		4/09/18	14		- cash -
	4/09/18	7/09/18	91		Sunny Optical	100	67,370	151.400	145.100	-6.300	-4	9,775,438	-16
7/09/18		8/20/18	42		- cash -
	8/20/18	10/22/18	63		Lenovo	100	1,924,298	5.080	5.080	0.000	0	9,775,438	0
10/22/18		11/05/18	14		- cash -
	11/05/18	11/12/18	7		Lenovo	100	1,823,775	5.360	5.830	0.470	9	10,632,612	7,906
11/12/18		11/19/18	7		- cash -
	11/19/18	11/26/18	7		Lenovo	100	1,814,438	5.860	5.410	-0.450	-8	9,816,115	-98
11/26/18		12/03/18	7		- cash -
	12/03/18	1/14/19	42		Lenovo	100	1,701,233	5.770	5.730	-0.040	-1	9,748,066	-6
1/14/19		1/21/19	7		- cash -
	1/21/19	5/20/19	119		Lenovo	100	1,692,372	5.760	5.970	0.210	4	10,103,464	12
5/20/19		7/15/19	56		- cash -
	7/15/19	8/05/19	21		MTR	100	185,554	54.450	48.400	-6.050	-11	8,980,862	-87
8/05/19		9/30/19	56		- cash -
	9/30/19	2/10/20	133		Sunny Optical	100	77,958	115.200	127.300	12.100	11	9,924,154	32
2/10/20		2/17/20	7		- cash -
	2/17/20	2/24/20	7		Sunny Optical	100	74,060	134.000	128.000	-6.000	-4	9,479,794	-91
2/24/20		5/11/20	77		- cash -
	5/11/20	8/07/20	88		Tencent	100	21,792	435.000	527.500	92.500	21	11,495,554	122
accum	1/02/06	8/07/20	4073	days out of 5333 invested (76%)						114,856		11,495,554	88

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Geely Auto	long	6/01/09	2/01/10	245	1.56	3.47	1.91	122.44
		2/08/10	3/08/10	28	3.21	4.02	0.81	25.23
		3/15/10	5/03/10	49	4.07	3.36	-0.71	-17.44
		12/12/16	12/19/16	7	7.80	7.23	-0.57	-7.31
		1/09/17	3/05/18	420	7.97	24.25	16.28	204.27	548.59
Galaxy Entertainment		9/27/10	3/28/11	182	7.01	11.78	4.77	68.05
		4/04/11	6/06/11	63	11.92	17.44	5.52	46.31
		6/27/11	8/08/11	42	15.60	19.60	4.00	25.64
		7/22/13	1/27/14	189	39.25	73.95	34.70	88.41	482.01
Sunny Optical		6/21/10	9/27/10	98	1.72	1.59	-0.13	-7.56
		7/09/12	3/18/13	252	2.85	8.80	5.95	208.77
		4/29/13	6/24/13	56	9.61	7.84	-1.77	-18.42
		11/17/14	12/15/14	28	13.26	13.72	0.46	3.47
		1/12/15	1/19/15	7	11.34	11.48	0.14	1.23
		5/11/15	6/08/15	28	19.60	16.32	-3.28	-16.73
		10/19/15	12/14/15	56	17.20	18.46	1.26	7.33
		12/28/15	1/04/16	7	18.00	17.70	-0.30	-1.67
		3/07/16	6/20/16	105	19.04	25.30	6.26	32.88
		7/04/16	12/05/16	154	27.20	37.90	10.70	39.34
		3/12/18	3/26/18	14	144.70	158.00	13.30	9.19
		4/09/18	7/09/18	91	151.40	145.10	-6.30	-4.16
		9/30/19	2/10/20	133	115.20	127.30	12.10	10.50
		2/17/20	2/24/20	7	134.00	128.00	-6.00	-4.48	338.37
Tencent		1/02/06	6/12/06	161	1.85	3.13	1.28	69.04
		7/10/06	3/12/07	245	3.06	5.65	2.59	84.53
		12/31/07	1/14/08	14	12.35	9.67	-2.68	-21.69
		6/09/08	6/16/08	7	12.40	12.56	0.16	1.27
		8/25/08	9/01/08	7	13.38	11.91	-1.47	-10.97
		3/03/14	9/22/14	203	120.40	121.10	0.70	0.58
		5/11/20	8/07/20	88	435.00	527.50	92.50	21.26	168.64
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Hengan		12/08/08	2/23/09	77	23.70	28.20	4.50	18.99
		3/09/09	6/01/09	84	26.95	34.65	7.70	28.57	52.98
China Shenhua HK		8/20/07	12/17/07	119	29.91	44.54	14.63	48.91	48.91
China Mengniu Dairy		3/19/07	8/13/07	147	10.53	13.25	2.73	25.89	25.89
Lenovo		1/09/12	5/21/12	133	5.99	6.51	0.52	8.68
		8/20/18	10/22/18	63	5.08	5.08	0.00	0.00
		11/05/18	11/12/18	7	5.36	5.83	0.47	8.77
		11/19/18	11/26/18	7	5.86	5.41	-0.45	-7.68
		12/03/18	1/14/19	42	5.77	5.73	-0.04	-0.69
		1/21/19	5/20/19	119	5.76	5.97	0.21	3.65	12.33
China Unicom		10/10/11	1/09/12	91	14.70	15.10	0.40	2.72	2.72
MTR		7/15/19	8/05/19	21	54.45	48.40	-6.05	-11.11	-11.11
China Mobile		3/31/08	6/09/08	70	115.14	97.67	-17.47	-15.17
		1/26/15	5/11/15	105	103.90	107.70	3.80	3.66	-12.07

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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