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

Assessment - Hang Seng Commerce & Industry - 3/27/23 - RS = 16

		instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	12/05/22	prc diff	⇓ Δ16	⇓∅-RS
		HSI-CI	11,491.300	Fri	1.05	10,844.100	5.97	10,983.600	-139.500	-1.27	-0.81
		Alibaba	100.400	Fri	3.61	85.250	17.77	92.650	-7.400	-7.99	-4.95
		Alibaba Health	5.680	Fri	-2.24	6.310	-9.98	8.690	-2.380	-27.39	29.09
	L	ANTA Sports Products	114.000	Fri	-2.40	111.800	1.97	98.450	13.350	13.56	21.35
	L	Baidu	148.700	Fri	-0.54	149.500	-0.54	117.900	31.600	26.80	22.39
		Budweiser Brewing	23.950	Fri	-2.84	24.050	-0.42	24.200	-0.150	-0.62	10.46
		BYD Company	229.800	Fri	2.04	208.000	10.48	196.000	12.000	6.12	-9.02
	L	CK Hutchison	48.700	Fri	0.21	48.550	0.31	44.650	3.900	8.73	-1.33
		China Hongqiao	7.520	Fri	1.21	7.390	1.76	7.590	-0.200	-2.64	-7.81
		China Mengniu Dairy	32.200	Fri	-1.23	33.850	-4.87	34.450	-0.600	-1.74	-4.61
	L	China Mobile	63.600	Fri	2.00	62.400	1.92	53.000	9.400	17.74	19.09
	L	China Res Beer	63.000	Fri	-2.10	62.950	0.08	55.100	7.850	14.25	21.61
		China Shenhua HK	24.700	Fri	0.61	24.150	2.28	23.150	1.000	4.32	1.36
		China Unicom	5.640	Fri	1.62	5.610	0.53	4.780	0.830	17.36	37.20
		Chow Tai Fook Jwl	15.580	Fri	0.52	15.240	2.23	15.140	0.100	0.66	3.54
	L	Citic Pacific	9.180	Fri	-0.11	8.980	2.23	7.690	1.290	16.78	9.49
	L	CNOOC	11.660	Fri	-0.68	11.260	3.55	10.060	1.200	11.93	7.60
	S	CSPC Pharmaceutical	7.720	Fri	2.80	7.690	0.39	9.480	-1.790	-18.88	-7.36
		Galaxy Entertainment	52.450	Fri	1.65	51.800	1.25	51.400	0.400	0.78	12.46
	S	Geely Auto	10.100	Fri	1.30	9.780	3.27	12.100	-2.320	-19.17	-20.33
		Haidilao Inter	21.250	Fri	0.71	19.940	6.57	21.800	-1.860	-8.53	19.17
		Haier Smart Home	24.700	Fri	-5.73	25.200	-1.98	26.600	-1.400	-5.26	-2.26
	S	Hansoh Pharma	13.640	Fri	1.34	13.540	0.74	15.600	-2.060	-13.21	-4.93
	S	Hengan	36.300	Fri	1.11	36.450	-0.41	36.400	0.050	0.14	-0.48
	S	JD.com	172.000	Fri	5.39	153.200	12.27	241.600	-88.400	-36.59	-27.95
		instrument	freshest		⇓ Δday	3/27/23	⇓ Δwk	12/05/22	prc diff	⇓ Δ16	⇓∅-RS
	L	Lenovo	8.500	Fri	1.07	8.700	-2.30	6.340	2.360	37.22	28.12
		Li Ning	61.900	Fri	1.89	58.550	5.72	63.400	-4.850	-7.65	-6.72
	S	Meituan	143.500	Fri	1.06	131.400	9.21	174.300	-42.900	-24.61	-19.41
		MTR	37.850	Fri	-0.26	37.800	0.13	36.550	1.250	3.42	-5.49
	L	NetEase	138.000	Fri	1.55	137.400	0.44	113.600	23.800	20.95	6.11
	L	Nongfu Spring	45.150	Fri	-0.33	45.500	-0.77	42.850	2.650	6.18	4.73
	L	Orient Overseas	150.200	Fri	-2.59	149.500	0.47	140.100	9.400	6.71	-8.48
	L	PetroChina	4.650	Fri	-0.64	4.260	9.15	3.600	0.660	18.33	15.18
		Sands China	27.300	Fri	2.63	26.400	3.41	24.300	2.100	8.64	37.42
	L	SMIC	18.600	Fri	1.86	17.700	5.08	16.120	1.580	9.80	6.26
		Shenzhou Inter	82.400	Fri	6.60	81.200	1.48	77.350	3.850	4.98	-2.09
		Sino Biopharm	4.400	Fri	0.46	4.380	0.46	4.560	-0.180	-3.95	1.61
	L	Sinopec	4.640	Fri	-1.69	4.530	2.43	3.660	0.870	23.77	20.99
	L	Sunny Optical	94.950	Fri	-1.30	94.200	0.80	103.800	-9.600	-9.25	-4.60
	S	Techtronic Inds	84.850	Fri	-1.45	84.200	0.77	100.000	-15.800	-15.80	-8.75
	L	Tencent	385.800	Fri	0.21	362.800	6.34	314.000	48.800	15.54	13.22
	L	Tingyi	13.080	Fri	-2.53	14.180	-7.76	12.500	1.680	13.44	6.59
		WH Group	4.680	Fri	2.86	4.480	4.46	4.500	-0.020	-0.44	-10.95
		WuXi Biologics	48.600	Fri	-1.42	49.050	-0.92	55.050	-6.000	-10.90	-15.06
	L	Xiaomi	12.100	Fri	-0.33	12.000	0.83	11.500	0.500	4.35	5.94
		Xinyi Glass	14.060	Fri	0.57	13.560	3.69	14.920	-1.360	-9.12	-11.30
	L	Xinyi Solar	9.410	Fri	0.53	8.920	5.49	8.650	0.270	3.12	-13.28
	S	Zhongsheng	38.700	Fri	2.93	36.550	5.88	44.600	-8.050	-18.05	-13.73
HSI-C&I - 47 out of 47 instruments rated - 3/27/23 / 12/05/22 - 27 did rise, Market-Ratio(16) = 57.45 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI-C&I RS = 16 - B/S = 40/40

1/07/19	scale up chart	3/27/23

Transactions Hang Seng Commerce & Industry * S16 - 40 ex 6 (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		8/07/06	217		- cash -
short	8/07/06	8/14/06	7		Techtronic Inds	100	1,058	9.450	9.450	9.450	0.000	0	10,000	0
8/14/06		8/21/06	7		- cash -
	8/21/06	9/04/06	14		Techtronic Inds	100	1,063	9.400	11.600	7.200	-2.200	-23	7,661	-100
9/04/06		1/14/08	497		- cash -
	1/14/08	5/19/08	126		Orient Overseas	100	155	49.350	56.300	42.400	-6.950	-14	6,584	-36
5/19/08		6/02/08	14		- cash -
	6/02/08	7/07/08	35		SMIC	100	1,291	5.100	4.200	6.193	1.093	21	7,995	657
7/07/08		7/14/08	7		- cash -
	7/14/08	10/06/08	84		Sunny Optical	100	7,542	1.060	0.770	1.459	0.399	38	11,006	301
	10/06/08	1/19/09	105		Galaxy Entertainment	100	8,033	1.370	1.320	1.422	0.052	4	11,423	14
	1/19/09	1/26/09	7		Lenovo	100	7,718	1.480	1.350	1.623	0.143	10	12,523	11,970
1/26/09		7/05/10	525		- cash -
	7/05/10	8/23/10	49		Citic Pacific	100	874	14.320	16.660	11.980	-2.340	-16	10,477	-74
8/23/10		2/28/11	189		- cash -
	2/28/11	3/14/11	14		BYD Company	100	341	30.700	34.600	26.800	-3.900	-13	9,148	-97
3/14/11		8/01/11	140		- cash -
	8/01/11	10/03/11	63		Li Ning	100	1,047	8.732	6.671	11.428	2.697	31	11,971	376
	10/03/11	11/14/11	42		BYD Company	100	918	13.040	20.850	5.230	-7.810	-60	4,801	-100
	11/14/11	11/28/11	14		Li Ning	100	745	6.444	5.718	7.263	0.818	13	5,411	2,157
11/28/11		12/05/11	7		- cash -
	12/05/11	12/12/11	7		Li Ning	100	925	5.845	5.809	5.882	0.037	1	5,445	38
12/12/11		12/19/11	7		- cash -
	12/19/11	1/02/12	14		CSPC Pharmaceutical	100	6,113	0.891	0.912	0.870	-0.021	-2	5,317	-46
1/02/12		5/14/12	133		- cash -
	5/14/12	7/02/12	49		Alibaba Health	100	12,968	0.410	0.410	0.410	0.000	0	5,317	0
	7/02/12	9/03/12	63		ANTA Sports Products	100	1,138	4.670	4.660	4.680	0.010	0	5,329	1
9/03/12		4/22/13	231		- cash -
	4/22/13	5/06/13	14		China Shenhua HK	100	206	25.850	27.200	24.500	-1.350	-5	5,050	-75
5/06/13		6/24/13	49		- cash -
	6/24/13	7/08/13	14		Sinopec	100	978	5.160	5.250	5.070	-0.090	-2	4,962	-37
7/08/13		1/27/14	203		- cash -
	1/27/14	3/03/14	35		Orient Overseas	100	145	34.050	37.150	30.950	-3.100	-9	4,513	-63
3/03/14		3/17/14	14		- cash -
	3/17/14	3/24/14	7		Geely Auto	100	1,722	2.620	2.930	2.310	-0.310	-12	3,979	-100
3/24/14		10/27/14	217		- cash -
	10/27/14	11/10/14	14		Zhongsheng	100	529	7.520	7.010	8.067	0.547	7	4,268	524
11/10/14		11/17/14	7		- cash -
	11/17/14	12/22/14	35		China Res Beer	100	253	16.860	16.100	17.656	0.796	5	4,470	62
	12/22/14	2/16/15	56		BYD Company	100	160	27.850	32.550	23.150	-4.700	-17	3,718	-70
2/16/15		2/23/15	7		- cash -
	2/23/15	3/02/15	7		Li Ning	100	1,199	3.100	3.040	3.161	0.061	2	3,791	177
3/02/15		7/20/15	140		- cash -
	7/20/15	11/23/15	126		Zhongsheng	100	806	4.700	3.810	5.798	1.098	23	4,676	84
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
11/23/15		11/30/15	7		- cash -
	11/30/15	12/14/15	14		Galaxy Entertainment	100	205	22.800	22.600	23.002	0.202	1	4,717	26
12/14/15		1/11/16	28		- cash -
	1/11/16	1/18/16	7		Chow Tai Fook Jwl	100	1,030	4.580	4.230	4.959	0.379	8	5,108	6,216
1/18/16		1/25/16	7		- cash -
	1/25/16	2/15/16	21		Chow Tai Fook Jwl	100	1,140	4.480	5.230	3.730	-0.750	-17	4,253	-96
	2/15/16	3/21/16	35		Alibaba Health	100	1,174	3.620	4.250	2.990	-0.630	-17	3,513	-86
3/21/16		3/28/16	7		- cash -
	3/28/16	4/18/16	21		Tingyi	100	451	7.780	8.950	6.610	-1.170	-15	2,986	-94
4/18/16		12/26/16	252		- cash -
	12/26/16	1/02/17	7		Alibaba Health	100	787	3.790	3.830	3.750	-0.040	-1	2,954	-42
1/02/17		7/09/18	553		- cash -
	7/09/18	7/16/18	7		WH Group	100	461	6.400	6.300	6.502	0.102	2	3,001	127
7/16/18		7/23/18	7		- cash -
	7/23/18	8/20/18	28		BYD Company	100	69	43.450	46.100	40.800	-2.650	-6	2,818	-56
	8/20/18	11/05/18	77		Geely Auto	100	184	15.260	16.680	13.840	-1.420	-9	2,557	-37
	11/05/18	1/28/19	84		China Hongqiao	100	493	5.180	5.040	5.324	0.144	3	2,628	13
1/28/19		6/03/19	126		- cash -
	6/03/19	6/10/19	7		Sunny Optical	100	38	68.700	72.150	65.250	-3.450	-5	2,497	-93
6/10/19		6/17/19	7		- cash -
	6/17/19	6/24/19	7		CSPC Pharmaceutical	100	414	6.021	6.417	5.625	-0.396	-7	2,333	-97
6/24/19		7/08/19	14		- cash -
	7/08/19	7/15/19	7		Xiaomi	100	242	9.610	9.360	9.867	0.257	3	2,395	295
7/15/19		7/22/19	7		- cash -
	7/22/19	9/09/19	49		Xiaomi	100	267	8.950	9.130	8.770	-0.180	-2	2,347	-14
9/09/19		10/21/19	42		- cash -
	10/21/19	10/28/19	7		Orient Overseas	100	66	35.500	36.050	34.950	-0.550	-2	2,311	-56
10/28/19		2/24/20	119		- cash -
	2/24/20	4/06/20	42		PetroChina	100	717	3.220	2.980	3.479	0.259	8	2,496	96
	4/06/20	5/04/20	28		China Hongqiao	100	770	3.240	3.750	2.730	-0.510	-16	2,104	-89
	5/04/20	6/15/20	42		China Unicom	100	439	4.790	4.250	5.399	0.609	13	2,371	183
6/15/20		7/26/21	406		- cash -
	7/26/21	8/02/21	7		Alibaba Health	100	190	12.420	11.920	12.941	0.521	4	2,470	752
8/02/21		9/20/21	49		- cash -
	9/20/21	11/15/21	56		Sands China	100	163	15.080	18.420	11.740	-3.340	-22	1,925	-80
11/15/21		11/29/21	14		- cash -
	11/29/21	1/10/22	42		Haidilao Inter	100	109	17.600	17.680	17.520	-0.080	0	1,917	-4
1/10/22		3/07/22	56		- cash -
	3/07/22	4/04/22	28		Alibaba Health	100	400	4.790	5.430	4.150	-0.640	-13	1,661	-85
4/04/22		4/11/22	7		- cash -
	4/11/22	6/27/22	77		Alibaba Health	100	352	4.710	5.760	3.660	-1.050	-22	1,291	-70
6/27/22		7/25/22	28		- cash -
	7/25/22	8/01/22	7		Shenzhou Inter	100	15	83.600	82.000	85.231	1.631	2	1,316	174
8/01/22		8/22/22	21		- cash -
	8/22/22	8/29/22	7		Shenzhou Inter	100	15	85.750	80.000	91.913	6.163	7	1,408	3,631
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
8/29/22		9/19/22	21		- cash -
	9/19/22	10/17/22	28		Zhongsheng	100	42	32.950	32.850	33.050	0.100	0	1,412	4
	10/17/22	12/05/22	49		Sunny Optical	100	19	73.200	103.800	42.600	-30.600	-42	831	-98
12/05/22		12/19/22	14		- cash -
	12/19/22	12/26/22	7		Orient Overseas	100	6	138.000	143.300	132.700	-5.300	-4	799	-87
12/26/22		4/02/23	97		- cash -
accum	8/07/06	12/26/22	1799	days out of 6299 invested (29%)							-92		799	-40

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Li Ning	short	8/01/11	10/03/11	63	8.73	6.67	11.43	2.70	30.89
		11/14/11	11/28/11	14	6.44	5.72	7.26	0.82	12.70
		12/05/11	12/12/11	7	5.85	5.81	5.88	0.04	0.62
		2/23/15	3/02/15	7	3.10	3.04	3.16	0.06	1.97	51.36
Zhongsheng		10/27/14	11/10/14	14	7.52	7.01	8.07	0.55	7.28
		7/20/15	11/23/15	126	4.70	3.81	5.80	1.10	23.36
		9/19/22	10/17/22	28	32.95	32.85	33.05	0.10	0.30	32.74
SMIC		6/02/08	7/07/08	35	5.10	4.20	6.19	1.09	21.43	21.43
China Unicom		5/04/20	6/15/20	42	4.79	4.25	5.40	0.61	12.71	12.71
Lenovo		1/19/09	1/26/09	7	1.48	1.35	1.62	0.14	9.63	9.63
Shenzhou Inter		7/25/22	8/01/22	7	83.60	82.00	85.23	1.63	1.95
		8/22/22	8/29/22	7	85.75	80.00	91.91	6.16	7.19	9.28
PetroChina		2/24/20	4/06/20	42	3.22	2.98	3.48	0.26	8.05	8.05
China Res Beer		11/17/14	12/22/14	35	16.86	16.10	17.66	0.80	4.72	4.72
Galaxy Entertainment		10/06/08	1/19/09	105	1.37	1.32	1.42	0.05	3.79
		11/30/15	12/14/15	14	22.80	22.60	23.00	0.20	0.89	4.71
WH Group		7/09/18	7/16/18	7	6.40	6.30	6.50	0.10	1.59	1.59
Xiaomi		7/08/19	7/15/19	7	9.61	9.36	9.87	0.26	2.67
		7/22/19	9/09/19	49	8.95	9.13	8.77	-0.18	-2.01	0.61
ANTA Sports Products		7/02/12	9/03/12	63	4.67	4.66	4.68	0.01	0.21	0.21
Haidilao Inter		11/29/21	1/10/22	42	17.60	17.68	17.52	-0.08	-0.45	-0.45
Sinopec		6/24/13	7/08/13	14	5.16	5.25	5.07	-0.09	-1.74	-1.74
China Shenhua HK		4/22/13	5/06/13	14	25.85	27.20	24.50	-1.35	-5.22	-5.22
CSPC Pharmaceutical		12/19/11	1/02/12	14	0.89	0.91	0.87	-0.02	-2.35
		6/17/19	6/24/19	7	6.02	6.42	5.62	-0.40	-6.58	-8.77
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Chow Tai Fook Jwl		1/11/16	1/18/16	7	4.58	4.23	4.96	0.38	8.28
		1/25/16	2/15/16	21	4.48	5.23	3.73	-0.75	-16.74	-9.85
China Hongqiao		11/05/18	1/28/19	84	5.18	5.04	5.32	0.14	2.78
		4/06/20	5/04/20	28	3.24	3.75	2.73	-0.51	-15.74	-13.40
Tingyi		3/28/16	4/18/16	21	7.78	8.95	6.61	-1.17	-15.04	-15.04
Citic Pacific		7/05/10	8/23/10	49	14.32	16.66	11.98	-2.34	-16.34	-16.34
Geely Auto		3/17/14	3/24/14	7	2.62	2.93	2.31	-0.31	-11.83
		8/20/18	11/05/18	77	15.26	16.68	13.84	-1.42	-9.31	-20.04
Sands China		9/20/21	11/15/21	56	15.08	18.42	11.74	-3.34	-22.15	-22.15
Techtronic Inds		8/07/06	8/14/06	7	9.45	9.45	9.45	0.00	0.00
		8/21/06	9/04/06	14	9.40	11.60	7.20	-2.20	-23.40	-23.40
Sunny Optical		7/14/08	10/06/08	84	1.06	0.77	1.46	0.40	37.66
		6/03/19	6/10/19	7	68.70	72.15	65.25	-3.45	-5.02
		10/17/22	12/05/22	49	73.20	103.80	42.60	-30.60	-41.80	-23.91
Orient Overseas		1/14/08	5/19/08	126	49.35	56.30	42.40	-6.95	-14.08
		1/27/14	3/03/14	35	34.05	37.15	30.95	-3.10	-9.10
		10/21/19	10/28/19	7	35.50	36.05	34.95	-0.55	-1.55
		12/19/22	12/26/22	7	138.00	143.30	132.70	-5.30	-3.84	-26.07
Alibaba Health		5/14/12	7/02/12	49	0.41	0.41	0.41	0.00	0.00
		2/15/16	3/21/16	35	3.62	4.25	2.99	-0.63	-17.40
		12/26/16	1/02/17	7	3.79	3.83	3.75	-0.04	-1.06
		7/26/21	8/02/21	7	12.42	11.92	12.94	0.52	4.19
		3/07/22	4/04/22	28	4.79	5.43	4.15	-0.64	-13.36
		4/11/22	6/27/22	77	4.71	5.76	3.66	-1.05	-22.29	-42.67
BYD Company		2/28/11	3/14/11	14	30.70	34.60	26.80	-3.90	-12.70
		10/03/11	11/14/11	42	13.04	20.85	5.23	-7.81	-59.89
		12/22/14	2/16/15	56	27.85	32.55	23.15	-4.70	-16.88
		7/23/18	8/20/18	28	43.45	46.10	40.80	-2.65	-6.10	-72.67

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)
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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