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

Assessment - Hang Seng Commerce & Industry in Dollar - 8/15/22 - RS = 16

		instrument	freshest		⇓ Δday	8/15/22	⇓ Δwk	4/25/22	prc diff	⇓ Δ16	⇓∅-RS
	L	HSI-CI	1,414.782	08:09	-1.87	1,441.714	-1.87	1,336.672	105.041	7.86	-14.39
	L	AAC Technologies	1.902	08:08	0.13	1.899	0.13	2.005	-0.105	-5.26	-35.42
	S	CK Hutchison	6.707	08:08		6.707		7.122	-0.415	-5.82	-2.95
	S	China Mengniu Dairy	4.416	08:08	-0.14	4.423	-0.14	5.350	-0.927	-17.33	-20.52
	S	China Merchants	1.519	08:08	-0.17	1.521	-0.17	1.688	-0.167	-9.89	-11.41
		China Mobile	6.637	08:08	-0.76	6.688	-0.76	6.669	0.019	0.28	4.15
		China Shenhua HK	2.910	08:08	0.44	2.897	0.44	3.041	-0.144	-4.74	11.60
	L	China Unicom	0.494	08:08	-0.26	0.495	-0.26	0.483	0.012	2.47	-1.58
	L	Citic Pacific	1.061	08:08	-1.42	1.076	-1.42	1.034	0.042	4.04	1.09
		CNOOC	1.223	08:08	-2.74	1.257	-2.74	1.301	-0.044	-3.34	5.65
	L	Galaxy Entertainment	5.999	08:08	-0.74	6.044	-0.74	5.509	0.535	9.70	8.31
	L	Geely Auto	2.226	08:08	1.04	2.203	1.04	1.377	0.826	59.96	0.00
	L	Hengan	4.850	08:08	-0.39	4.869	-0.39	4.763	0.106	2.23	-3.17
	S	Lenovo	0.883	08:08	-1.14	0.893	-1.14	0.950	-0.057	-5.96	-13.10
	L	MTR	5.335	08:08	0.24	5.322	0.24	5.369	-0.046	-0.86	-1.34
	S	PetroChina	0.424	08:08	-2.35	0.434	-2.35	0.477	-0.043	-9.01	-9.79
	L	Sands China	2.239	08:08	-1.46	2.272	-1.46	2.104	0.168	7.98	-1.89
		Sinopec	0.454	08:08	-1.66	0.462	-1.66	0.492	-0.030	-6.13	-4.86
	L	Sunny Optical	15.380	08:08		15.380		13.148	2.233	16.98	-23.16
	L	Swire Pacific	6.841	08:08	0.37	6.816	0.37	5.586	1.230	22.03	14.69
	S	Tencent	38.674	08:08	0.87	38.342	0.87	41.751	-3.409	-8.16	-26.45
	S	Want Want China	0.795	08:08	0.16	0.794	0.16	0.854	-0.061	-7.08	-7.44
		WH Group	0.693	08:08	-1.09	0.701	-1.09	0.684	0.017	2.52	0.97
HSI-C&I - 22 out of 22 instruments rated - 8/15/22 / 4/25/22 - 10 did rise, Market-Ratio(16) in USD = 45.45 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/01/18	scale up chart	8/15/22

Transactions Hang Seng Commerce & Industry in Dollar * 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		8/21/06	231		- cash -
short	8/21/06	9/04/06	14		Lenovo	100	27,954	0.358	0.404	0.312	-0.046	-13	8,714	-97
9/04/06		1/14/08	497		- cash -
	1/14/08	3/10/08	56		Geely Auto	100	73,184	0.119	0.118	0.120	0.001	1	8,768	4
	3/10/08	5/05/08	56		China Mengniu Dairy	100	7,336	1.195	1.648	0.743	-0.453	-38	5,447	-96
	5/05/08	5/19/08	14		Galaxy Entertainment	100	7,311	0.745	0.722	0.768	0.023	3	5,617	123
5/19/08		6/02/08	14		- cash -
	6/02/08	7/07/08	35		Galaxy Entertainment	100	7,805	0.720	0.500	1.036	0.316	44	8,085	4,362
7/07/08		7/14/08	7		- cash -
	7/14/08	1/26/09	196		Sunny Optical	100	59,165	0.137	0.064	0.293	0.156	114	17,306	313
1/26/09		2/23/09	28		- cash -
	2/23/09	3/09/09	14		Lenovo	100	88,683	0.195	0.187	0.204	0.009	4	18,074	210
3/09/09		2/08/10	336		- cash -
	2/08/10	2/15/10	7		China Unicom	100	15,753	1.147	1.095	1.203	0.055	5	18,945	1,064
2/15/10		5/03/10	77		- cash -
	5/03/10	5/17/10	14		Citic Pacific	100	9,684	1.956	1.711	2.236	0.280	14	21,656	3,168
5/17/10		7/12/10	56		- cash -
	7/12/10	8/23/10	42		Citic Pacific	100	11,446	1.892	2.146	1.638	-0.254	-13	18,744	-71
8/23/10		6/06/11	287		- cash -
	6/06/11	6/13/11	7		Geely Auto	100	50,445	0.372	0.362	0.381	0.010	3	19,240	290
6/13/11		8/01/11	49		- cash -
	8/01/11	11/28/11	119		Citic Pacific	100	10,018	1.920	1.809	2.039	0.118	6	20,425	20
11/28/11		12/19/11	21		- cash -
	12/19/11	1/09/12	21		Geely Auto	100	95,250	0.214	0.230	0.199	-0.016	-7	18,907	-74
1/09/12		6/04/12	147		- cash -
	6/04/12	9/03/12	91		China Unicom	100	14,495	1.304	1.612	0.997	-0.307	-24	14,454	-66
9/03/12		4/22/13	231		- cash -
	4/22/13	4/29/13	7		China Shenhua HK	100	4,352	3.321	3.536	3.106	-0.215	-6	13,518	-97
4/29/13		5/06/13	7		- cash -
	5/06/13	5/13/13	7		China Shenhua HK	100	3,856	3.505	3.511	3.500	-0.006	0	13,496	-8
5/13/13		6/03/13	21		- cash -
	6/03/13	8/05/13	63		Citic Pacific	100	11,715	1.152	1.095	1.212	0.060	5	14,202	34
8/05/13		8/19/13	14		- cash -
	8/19/13	8/26/13	7		Sinopec	100	18,636	0.762	0.752	0.773	0.010	1	14,397	104
8/26/13		1/06/14	133		- cash -
	1/06/14	1/20/14	14		Sinopec	100	18,576	0.775	0.789	0.761	-0.014	-2	14,137	-38
1/20/14		1/27/14	7		- cash -
	1/27/14	3/03/14	35		China Shenhua HK	100	5,342	2.646	2.641	2.651	0.005	0	14,161	2
3/03/14		3/10/14	7		- cash -
	3/10/14	3/31/14	21		Geely Auto	100	40,406	0.350	0.393	0.308	-0.043	-12	12,433	-90
3/31/14		10/06/14	189		- cash -
	10/06/14	1/12/15	98		Sands China	100	2,244	5.538	4.714	6.507	0.969	17	14,607	82
1/12/15		7/20/15	189		- cash -
	7/20/15	12/28/15	161		China Shenhua HK	100	7,238	2.018	1.579	2.578	0.560	28	18,663	74
12/28/15		1/04/16	7		- cash -
	1/04/16	3/21/16	77		PetroChina	100	28,816	0.648	0.685	0.610	-0.037	-6	17,590	-24
3/21/16		12/26/16	280		- cash -
	12/26/16	1/02/17	7		Hengan	100	2,477	7.100	7.342	6.857	-0.243	-3	16,989	-84
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/17		3/05/18	427		- cash -
	3/05/18	3/12/18	7		China Merchants	100	7,502	2.264	2.374	2.155	-0.110	-5	16,164	-93
3/12/18		7/09/18	119		- cash -
	7/09/18	10/15/18	98		WH Group	100	19,815	0.816	0.763	0.872	0.056	7	17,271	28
	10/15/18	12/03/18	49		AAC Technologies	100	2,034	8.490	7.411	9.726	1.236	15	19,785	175
12/03/18		12/10/18	7		- cash -
	12/10/18	1/21/19	42		AAC Technologies	100	3,060	6.464	6.121	6.825	0.362	6	20,892	60
1/21/19		5/27/19	126		- cash -
	5/27/19	9/16/19	112		AAC Technologies	100	3,875	5.391	5.271	5.515	0.124	2	21,370	8
9/16/19		9/30/19	14		- cash -
	9/30/19	11/25/19	56		Sinopec	100	35,935	0.595	0.576	0.614	0.019	3	22,047	23
11/25/19		12/09/19	14		- cash -
	12/09/19	12/16/19	7		China Unicom	100	25,113	0.878	0.894	0.862	-0.016	-2	21,640	-62
12/16/19		2/03/20	49		- cash -
	2/03/20	2/10/20	7		Sinopec	100	41,280	0.524	0.541	0.507	-0.017	-3	20,946	-82
2/10/20		2/24/20	14		- cash -
	2/24/20	4/06/20	42		PetroChina	100	50,690	0.413	0.385	0.444	0.031	7	22,507	87
	4/06/20	7/06/20	91		Swire Pacific	100	3,376	6.665	5.672	7.832	1.167	18	26,445	91
7/06/20		8/03/20	28		- cash -
	8/03/20	8/10/20	7		Swire Pacific	100	5,433	4.867	5.021	4.713	-0.154	-3	25,609	-81
8/10/20		9/28/20	49		- cash -
	9/28/20	11/09/20	42		Citic Pacific	100	34,868	0.734	0.790	0.679	-0.055	-8	23,679	-49
11/09/20		6/14/21	217		- cash -
	6/14/21	6/21/21	7		China Unicom	100	43,233	0.548	0.541	0.555	0.007	1	23,973	90
6/21/21		6/28/21	7		- cash -
	6/28/21	8/23/21	56		China Unicom	100	43,160	0.555	0.567	0.543	-0.012	-2	23,454	-13
	8/23/21	9/06/21	14		Sands China	100	8,285	2.831	3.307	2.354	-0.476	-17	19,507	-99
9/06/21		9/13/21	7		- cash -
	9/13/21	11/01/21	49		Sands China	100	6,042	3.228	2.240	4.654	1.425	44	28,119	1,424
11/01/21		11/29/21	28		- cash -
	11/29/21	12/13/21	14		Sands China	100	11,738	2.396	2.367	2.425	0.029	1	28,460	37
12/13/21		12/20/21	7		- cash -
	12/20/21	1/10/22	21		Sands China	100	13,629	2.088	2.215	1.962	-0.126	-6	26,737	-66
1/10/22		5/09/22	119		- cash -
	5/09/22	7/04/22	56		Sunny Optical	100	2,096	12.756	15.237	10.275	-2.481	-19	21,537	-76
7/04/22		7/11/22	7		- cash -
	7/11/22	8/15/22	35		AAC Technologies	100	10,231	2.105	1.899	2.333	0.228	11	23,868	192
accum	8/21/06	8/15/22	1996	days out of 6070 invested (33%)							139		23,868	17

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sunny Optical	short	7/14/08	1/26/09	196	0.14	0.06	0.29	0.16	114.04
		5/09/22	7/04/22	56	12.76	15.24	10.27	-2.48	-19.45	72.41
Galaxy Entertainment		5/05/08	5/19/08	14	0.75	0.72	0.77	0.02	3.13
		6/02/08	7/07/08	35	0.72	0.50	1.04	0.32	43.94	48.44
AAC Technologies		10/15/18	12/03/18	49	8.49	7.41	9.73	1.24	14.56
		12/10/18	1/21/19	42	6.46	6.12	6.83	0.36	5.59
		5/27/19	9/16/19	112	5.39	5.27	5.51	0.12	2.29
		7/11/22	8/15/22	35	2.10	1.90	2.33	0.23	10.83	37.14
Sands China		10/06/14	1/12/15	98	5.54	4.71	6.51	0.97	17.49
		8/23/21	9/06/21	14	2.83	3.31	2.35	-0.48	-16.83
		9/13/21	11/01/21	49	3.23	2.24	4.65	1.43	44.15
		11/29/21	12/13/21	14	2.40	2.37	2.42	0.03	1.21
		12/20/21	1/10/22	21	2.09	2.21	1.96	-0.13	-6.06	33.94
China Shenhua HK		4/22/13	4/29/13	7	3.32	3.54	3.11	-0.22	-6.48
		5/06/13	5/13/13	7	3.51	3.51	3.50	-0.01	-0.16
		1/27/14	3/03/14	35	2.65	2.64	2.65	0.00	0.17
		7/20/15	12/28/15	161	2.02	1.58	2.58	0.56	27.77	19.50
Swire Pacific		4/06/20	7/06/20	91	6.67	5.67	7.83	1.17	17.50
		8/03/20	8/10/20	7	4.87	5.02	4.71	-0.15	-3.16	13.79
WH Group		7/09/18	10/15/18	98	0.82	0.76	0.87	0.06	6.85	6.85
Citic Pacific		5/03/10	5/17/10	14	1.96	1.71	2.24	0.28	14.31
		7/12/10	8/23/10	42	1.89	2.15	1.64	-0.25	-13.44
		8/01/11	11/28/11	119	1.92	1.81	2.04	0.12	6.16
		6/03/13	8/05/13	63	1.15	1.09	1.21	0.06	5.23
		9/28/20	11/09/20	42	0.73	0.79	0.68	-0.06	-7.54	2.20
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
PetroChina		1/04/16	3/21/16	77	0.65	0.68	0.61	-0.04	-5.75
		2/24/20	4/06/20	42	0.41	0.38	0.44	0.03	7.45	1.27
Sinopec		8/19/13	8/26/13	7	0.76	0.75	0.77	0.01	1.37
		1/06/14	1/20/14	14	0.78	0.79	0.76	-0.01	-1.81
		9/30/19	11/25/19	56	0.59	0.58	0.61	0.02	3.16
		2/03/20	2/10/20	7	0.52	0.54	0.51	-0.02	-3.21	-0.60
Hengan		12/26/16	1/02/17	7	7.10	7.34	6.86	-0.24	-3.42	-3.42
China Merchants		3/05/18	3/12/18	7	2.26	2.37	2.15	-0.11	-4.85	-4.85
Lenovo		8/21/06	9/04/06	14	0.36	0.40	0.31	-0.05	-12.86
		2/23/09	3/09/09	14	0.20	0.19	0.20	0.01	4.44	-9.00
Geely Auto		1/14/08	3/10/08	56	0.12	0.12	0.12	0.00	0.62
		6/06/11	6/13/11	7	0.37	0.36	0.38	0.01	2.64
		12/19/11	1/09/12	21	0.21	0.23	0.20	-0.02	-7.43
		3/10/14	3/31/14	21	0.35	0.39	0.31	-0.04	-12.20	-16.06
China Unicom		2/08/10	2/15/10	7	1.15	1.09	1.20	0.06	4.82
		6/04/12	9/03/12	91	1.30	1.61	1.00	-0.31	-23.55
		12/09/19	12/16/19	7	0.88	0.89	0.86	-0.02	-1.84
		6/14/21	6/21/21	7	0.55	0.54	0.55	0.01	1.24
		6/28/21	8/23/21	56	0.56	0.57	0.54	-0.01	-2.17	-22.09
China Mengniu Dairy		3/10/08	5/05/08	56	1.20	1.65	0.74	-0.45	-37.87	-37.87

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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