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

Assessment - Hang Seng Commerce & Industry - 4/22/24 - RS = 16

		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ16	∅-RS
	L	HSI-CI	9,635.360	Thu	-0.08	9,190.350	4.84	9,233.610	-43.260	-0.47	-5.05
	L	China Hongqiao	10.780	Thu	3.85	9.760	10.45	6.390	3.370	52.74	44.35
	L	Zijin Mining HK	17.060	Thu	0.47	16.860	1.19	12.860	4.000	31.10	35.06
	L	CNOOC	19.000	Thu	1.50	18.160	4.63	13.000	5.160	39.69	35.03
	L	Trip.com	394.600	Thu	-1.35	380.200	3.79	280.200	100.000	35.69	31.16
	L	PetroChina	7.360	Thu	1.24	7.290	0.96	5.160	2.130	41.28	30.15
	L	Hansoh Pharma	16.800	Thu		16.040	4.74	15.760	0.280	1.78	25.86
	L	Xiaomi	16.600	Thu	-0.36	15.820	4.93	15.600	0.220	1.41	24.39
	L	Techtronic Inds	106.500	Thu	-0.19	102.800	3.60	93.050	9.750	10.48	23.75
	L	WH Group	5.800	Thu	-0.51	5.480	5.84	5.040	0.440	8.73	22.01
	L	China Shenhua HK	32.100	Thu	1.26	31.650	1.42	26.750	4.900	18.32	21.68
	L	Haier Smart Home	26.450	Thu	0.95	26.200	0.95	22.050	4.150	18.82	11.98
	L	China Unicom	6.040	Thu	1.17	5.990	0.83	4.900	1.090	22.24	10.46
	L	China Mobile	70.800	Thu	0.50	69.750	1.51	64.800	4.950	7.64	7.05
	L	Sinopec	4.770	Thu	1.27	4.620	3.25	4.090	0.530	12.96	5.82
	L	ANTA Sports Products	89.000	Thu	-0.39	85.600	3.97	75.750	9.850	13.00	4.41
	L	Tencent	339.400	Thu	-1.39	320.400	5.93	293.600	26.800	9.13	3.08
	L	Nongfu Spring	44.800	Thu	0.45	44.200	1.36	45.150	-0.950	-2.10	2.02
	L	Shenzhou Inter	75.900	Thu	-1.04	73.250	3.62	80.400	-7.150	-8.89	-0.26
	L	Meituan	111.500	Thu	-1.85	100.600	10.83	81.900	18.700	22.83	-2.05
	L	Geely Auto	9.200	Thu	1.10	8.840	4.07	8.590	0.250	2.91	-2.08
	L	Sinopharm	21.750	Thu	0.69	21.000	3.57	20.200	0.800	3.96	-3.33
	S	Orient Overseas	105.700	Thu	0.76	104.700	0.96	109.000	-4.300	-3.94	-5.48
	L	Haidilao Inter	16.880	Thu	1.44	16.020	5.37	14.540	1.480	10.18	-5.66
		NetEase	146.600	Thu	-1.01	146.400	0.14	140.600	5.800	4.13	-6.08
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ16	∅-RS
		CSPC Pharmaceutical	6.520	Thu	4.82	6.000	8.67	7.260	-1.260	-17.36	-6.23
	S	Lenovo	8.820	Thu	1.97	8.120	8.62	10.920	-2.800	-25.64	-6.51
	L	Xinyi Solar	5.230	Thu	0.77	5.260	-0.57	4.560	0.700	15.35	-7.34
	S	Citic Pacific	7.410	Thu	1.37	7.110	4.22	7.800	-0.690	-8.85	-10.13
	L	BYD Company	203.800	Thu	1.29	200.800	1.49	214.400	-13.600	-6.34	-10.86
		Hengan	25.600	Thu	0.99	24.950	2.61	29.050	-4.100	-14.11	-11.38
		Chow Tai Fook Jwl	10.740	Thu	-0.37	10.720	0.19	11.620	-0.900	-7.75	-11.53
	L	JD.com	111.300	Thu	0.09	100.500	10.75	112.500	-12.000	-10.67	-11.54
		Alibaba	73.000	Thu	0.69	68.450	6.65	75.600	-7.150	-9.46	-13.20
	S	CK Hutchison	38.200	Thu	1.06	36.600	4.37	41.850	-5.250	-12.54	-14.21
	L	China Res Beer	35.400	Thu	-1.26	33.450	5.83	34.200	-0.750	-2.19	-16.82
	L	Tingyi	8.640	Thu	0.58	8.400	2.86	9.520	-1.120	-11.76	-16.92
	L	Xinyi Glass	8.200	Thu	0.86	7.860	4.33	8.760	-0.900	-10.27	-18.28
	S	Baidu	97.900	Thu		93.950	4.20	116.100	-22.150	-19.08	-19.51
	S	MTR	25.000	Thu	0.81	24.050	3.95	30.300	-6.250	-20.63	-21.12
	S	Sino Biopharm	2.740	Thu	2.24	2.540	7.87	3.470	-0.930	-26.80	-22.02
	S	Sands China	18.200	Thu	-1.41	18.120	0.44	22.850	-4.730	-20.70	-24.00
	S	SMIC	15.100	Thu	1.62	14.240	6.04	19.860	-5.620	-28.30	-24.00
	S	Galaxy Entertainment	35.050	Thu	0.14	34.550	1.45	43.750	-9.200	-21.03	-24.75
	S	Li Auto	93.500	Thu	-3.16	97.450	-4.05	139.400	-41.950	-30.09	-25.96
	L	Zhongsheng	13.620	Thu	-0.58	13.400	1.64	18.680	-5.280	-28.27	-31.20
	S	Budweiser Brewing	10.720	Thu		10.380	3.28	14.620	-4.240	-29.00	-32.37
	S	China Mengniu Dairy	15.800	Thu	-1.25	15.540	1.67	21.000	-5.460	-26.00	-33.81
	L	Li Ning	19.900	Thu	0.10	17.500	13.71	20.900	-3.400	-16.27	-35.59
	S	Alibaba Health	2.750	Thu		2.660	3.38	4.240	-1.580	-37.26	-36.56
		⇓instrument	freshest		⇓ Δday	4/22/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ16	∅-RS
	S	JD Health	24.800	Thu	-0.60	23.500	5.53	38.200	-14.700	-38.48	-38.20
	S	Sunny Optical	35.500	Thu	3.05	36.650	-3.14	70.850	-34.200	-48.27	-40.86
	S	WuXi AppTec HK	33.750	Thu	-1.32	33.350	1.20	75.100	-41.750	-55.59	-49.29
	S	WuXi Biologics	12.740	Thu	-1.24	12.800	-0.47	29.600	-16.800	-56.76	-57.40
HSI-C&I - 53 out of 53 instruments rated - 4/22/24 / 1/01/24 - 22 did rise, Market-Ratio(16) = 41.51 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/06/20	scale up chart	4/22/24

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		5/26/08	7		- cash -
	5/26/08	7/07/08	42		SMIC	100	1,219	5.400	4.200	6.943	1.543	29	8,465	788
7/07/08		7/14/08	7		- cash -
	7/14/08	10/06/08	84		Sunny Optical	100	7,985	1.060	0.770	1.459	0.399	38	11,653	301
	10/06/08	1/19/09	105		Galaxy Entertainment	100	8,505	1.370	1.320	1.422	0.052	4	12,094	14
	1/19/09	1/26/09	7		Lenovo	100	8,171	1.480	1.350	1.623	0.143	10	13,258	11,970
1/26/09		7/05/10	525		- cash -
	7/05/10	8/23/10	49		Citic Pacific	100	925	14.320	16.660	11.980	-2.340	-16	11,094	-74
8/23/10		2/21/11	182		- cash -
	2/21/11	3/14/11	21		BYD Company	100	355	31.200	34.600	27.800	-3.400	-11	9,887	-87
3/14/11		8/01/11	140		- cash -
	8/01/11	10/03/11	63		Li Ning	100	1,132	8.732	6.671	11.428	2.697	31	12,940	376
	10/03/11	11/14/11	42		BYD Company	100	992	13.040	20.850	5.230	-7.810	-60	5,192	-100
	11/14/11	12/12/11	28		Li Ning	100	805	6.444	5.809	7.149	0.705	11	5,759	287
12/12/11		12/19/11	7		- cash -
	12/19/11	1/02/12	14		CSPC Pharmaceutical	100	6,466	0.891	0.912	0.870	-0.021	-2	5,624	-46
1/02/12		5/14/12	133		- cash -
	5/14/12	7/02/12	49		Alibaba Health	100	13,717	0.410	0.410	0.410	0.000	0	5,624	0
	7/02/12	9/03/12	63		ANTA Sports Products	100	1,204	4.670	4.660	4.680	0.010	0	5,636	1
9/03/12		4/22/13	231		- cash -
	4/22/13	5/13/13	21		Zijin Mining HK	100	2,482	2.270	2.270	2.270	0.000	0	5,636	0
5/13/13		6/17/13	35		- cash -
	6/17/13	7/08/13	21		Zijin Mining HK	100	3,184	1.770	1.470	2.131	0.361	20	6,786	2,422
7/08/13		7/15/13	7		- cash -
	7/15/13	7/29/13	14		Zijin Mining HK	100	4,215	1.610	1.690	1.530	-0.080	-5	6,449	-74
7/29/13		8/26/13	28		- cash -
	8/26/13	9/02/13	7		Sinopec	100	1,106	5.830	5.750	5.911	0.081	1	6,539	106
9/02/13		1/27/14	147		- cash -
	1/27/14	2/17/14	21		Orient Overseas	100	192	34.050	38.000	30.100	-3.950	-12	5,781	-88
2/17/14		2/24/14	7		- cash -
	2/24/14	3/03/14	7		Geely Auto	100	1,972	2.930	2.860	3.002	0.072	2	5,922	253
3/03/14		3/17/14	14		- cash -
	3/17/14	3/31/14	14		Geely Auto	100	2,260	2.620	3.050	2.190	-0.430	-16	4,950	-99
3/31/14		12/01/14	245		- cash -
	12/01/14	12/22/14	21		China Res Beer	100	310	15.960	16.100	15.820	-0.140	-1	4,907	-14
	12/22/14	1/26/15	35		BYD Company	100	176	27.850	29.250	26.450	-1.400	-5	4,660	-42
1/26/15		2/09/15	14		- cash -
	2/09/15	2/16/15	7		BYD Company	100	174	26.650	32.550	20.750	-5.900	-22	3,634	-100
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/16/15		2/23/15	7		- cash -
	2/23/15	3/02/15	7		Li Ning	100	1,172	3.100	3.040	3.161	0.061	2	3,705	177
3/02/15		7/27/15	147		- cash -
	7/27/15	11/23/15	119		Zhongsheng	100	817	4.530	3.810	5.386	0.856	19	4,405	70
11/23/15		11/30/15	7		- cash -
	11/30/15	12/07/15	7		Galaxy Entertainment	100	193	22.800	23.900	21.700	-1.100	-5	4,193	-92
12/07/15		1/11/16	35		- cash -
	1/11/16	1/18/16	7		Chow Tai Fook Jwl	100	915	4.580	4.230	4.959	0.379	8	4,539	6,216
1/18/16		1/25/16	7		- cash -
	1/25/16	2/15/16	21		Chow Tai Fook Jwl	100	1,013	4.480	5.230	3.730	-0.750	-17	3,780	-96
	2/15/16	3/21/16	35		Alibaba Health	100	1,044	3.620	4.250	2.990	-0.630	-17	3,122	-86
3/21/16		4/11/16	21		- cash -
	4/11/16	4/18/16	7		Lenovo	100	531	5.870	6.440	5.300	-0.570	-10	2,819	-100
4/18/16		12/26/16	252		- cash -
	12/26/16	1/02/17	7		Alibaba Health	100	743	3.790	3.830	3.750	-0.040	-1	2,789	-42
1/02/17		7/09/18	553		- cash -
	7/09/18	7/16/18	7		WH Group	100	435	6.400	6.300	6.502	0.102	2	2,834	127
7/16/18		7/23/18	7		- cash -
	7/23/18	8/20/18	28		BYD Company	100	65	43.450	46.100	40.800	-2.650	-6	2,661	-56
	8/20/18	11/05/18	77		Geely Auto	100	174	15.260	16.680	13.840	-1.420	-9	2,414	-37
	11/05/18	12/03/18	28		China Hongqiao	100	466	5.180	4.870	5.510	0.330	6	2,568	124
12/03/18		12/10/18	7		- cash -
	12/10/18	1/28/19	49		Sino Biopharm	100	728	3.527	4.000	3.053	-0.473	-13	2,223	-66
1/28/19		6/03/19	126		- cash -
	6/03/19	6/10/19	7		Sunny Optical	100	32	68.700	72.150	65.250	-3.450	-5	2,113	-93
6/10/19		6/17/19	7		- cash -
	6/17/19	6/24/19	7		CSPC Pharmaceutical	100	350	6.021	6.417	5.625	-0.396	-7	1,974	-97
6/24/19		7/08/19	14		- cash -
	7/08/19	7/15/19	7		Xiaomi	100	205	9.610	9.360	9.867	0.257	3	2,027	295
7/15/19		7/22/19	7		- cash -
	7/22/19	9/02/19	42		Xiaomi	100	226	8.950	8.350	9.593	0.643	7	2,172	83
9/02/19		10/21/19	49		- cash -
	10/21/19	10/28/19	7		Orient Overseas	100	61	35.500	36.050	34.950	-0.550	-2	2,139	-56
10/28/19		3/02/20	126		- cash -
	3/02/20	4/06/20	35		PetroChina	100	689	3.100	2.980	3.225	0.125	4	2,225	51
	4/06/20	5/04/20	28		China Hongqiao	100	686	3.240	3.750	2.730	-0.510	-16	1,875	-89
	5/04/20	6/22/20	49		China Unicom	100	391	4.790	4.350	5.275	0.485	10	2,064	105
6/22/20		8/23/21	427		- cash -
	8/23/21	9/06/21	14		Haidilao Inter	100	78	26.400	30.400	22.400	-4.000	-15	1,752	-99
9/06/21		9/20/21	14		- cash -
	9/20/21	11/15/21	56		Sands China	100	116	15.080	18.420	11.740	-3.340	-22	1,365	-80
11/15/21		11/29/21	14		- cash -
	11/29/21	1/10/22	42		Haidilao Inter	100	77	17.600	17.680	17.520	-0.080	0	1,359	-4
1/10/22		1/31/22	21		- cash -
	1/31/22	2/07/22	7		Alibaba Health	100	233	5.830	6.250	5.410	-0.420	-7	1,261	-98
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/07/22		3/07/22	28		- cash -
	3/07/22	6/27/22	112		Alibaba Health	100	263	4.790	5.760	3.820	-0.970	-20	1,006	-52
6/27/22		7/25/22	28		- cash -
	7/25/22	8/01/22	7		Shenzhou Inter	100	12	83.600	82.000	85.231	1.631	2	1,025	174
8/01/22		8/22/22	21		- cash -
	8/22/22	8/29/22	7		Shenzhou Inter	100	11	85.750	80.000	91.913	6.163	7	1,093	3,631
8/29/22		9/19/22	21		- cash -
	9/19/22	10/17/22	28		WuXi AppTec HK	100	15	68.800	70.400	67.200	-1.600	-2	1,069	-26
	10/17/22	12/05/22	49		Sunny Optical	100	14	73.200	103.800	42.600	-30.600	-42	641	-98
12/05/22		12/19/22	14		- cash -
	12/19/22	12/26/22	7		Orient Overseas	100	4	138.000	143.300	132.700	-5.300	-4	620	-87
12/26/22		5/01/23	126		- cash -
	5/01/23	6/19/23	49		JD.com	100	4	135.900	154.400	117.400	-18.500	-14	546	-66
6/19/23		6/26/23	7		- cash -
	6/26/23	9/18/23	84		Li Ning	100	12	42.300	35.800	49.980	7.680	18	638	106
9/18/23		9/25/23	7		- cash -
	9/25/23	3/18/24	175		Zhongsheng	100	30	20.750	13.580	31.706	10.956	53	966	142
3/18/24		4/26/24	39		- cash -
accum	8/07/06	3/18/24	2100	days out of 6689 invested (31%)							-90		966	-33

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Zhongsheng	short	7/27/15	11/23/15	119	4.53	3.81	5.39	0.86	18.90
		9/25/23	3/18/24	175	20.75	13.58	31.71	10.96	52.80	81.67
Li Ning		8/01/11	10/03/11	63	8.73	6.67	11.43	2.70	30.89
		11/14/11	12/12/11	28	6.44	5.81	7.15	0.70	10.94
		2/23/15	3/02/15	7	3.10	3.04	3.16	0.06	1.97
		6/26/23	9/18/23	84	42.30	35.80	49.98	7.68	18.16	74.95
SMIC		5/26/08	7/07/08	42	5.40	4.20	6.94	1.54	28.57	28.57
Zijin Mining HK		4/22/13	5/13/13	21	2.27	2.27	2.27	0.00	0.00
		6/17/13	7/08/13	21	1.77	1.47	2.13	0.36	20.41
		7/15/13	7/29/13	14	1.61	1.69	1.53	-0.08	-4.97	14.42
China Unicom		5/04/20	6/22/20	49	4.79	4.35	5.27	0.48	10.11	10.11
Xiaomi		7/08/19	7/15/19	7	9.61	9.36	9.87	0.26	2.67
		7/22/19	9/02/19	42	8.95	8.35	9.59	0.64	7.19	10.05
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		3/02/20	4/06/20	35	3.10	2.98	3.22	0.12	4.03	4.03
WH Group		7/09/18	7/16/18	7	6.40	6.30	6.50	0.10	1.59	1.59
Sinopec		8/26/13	9/02/13	7	5.83	5.75	5.91	0.08	1.39	1.39
ANTA Sports Products		7/02/12	9/03/12	63	4.67	4.66	4.68	0.01	0.21	0.21
China Res Beer		12/01/14	12/22/14	21	15.96	16.10	15.82	-0.14	-0.88	-0.88
Lenovo		1/19/09	1/26/09	7	1.48	1.35	1.62	0.14	9.63
		4/11/16	4/18/16	7	5.87	6.44	5.30	-0.57	-9.71	-1.02
Galaxy Entertainment		10/06/08	1/19/09	105	1.37	1.32	1.42	0.05	3.79
		11/30/15	12/07/15	7	22.80	23.90	21.70	-1.10	-4.82	-1.22
WuXi AppTec HK		9/19/22	10/17/22	28	68.80	70.40	67.20	-1.60	-2.33	-2.33
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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	12/03/18	28	5.18	4.87	5.51	0.33	6.36
		4/06/20	5/04/20	28	3.24	3.75	2.73	-0.51	-15.74	-10.38
Sino Biopharm		12/10/18	1/28/19	49	3.53	4.00	3.05	-0.47	-13.42	-13.42
JD.com		5/01/23	6/19/23	49	135.90	154.40	117.40	-18.50	-13.61	-13.61
Haidilao Inter		8/23/21	9/06/21	14	26.40	30.40	22.40	-4.00	-15.15
		11/29/21	1/10/22	42	17.60	17.68	17.52	-0.08	-0.45	-15.54
Citic Pacific		7/05/10	8/23/10	49	14.32	16.66	11.98	-2.34	-16.34	-16.34
Sands China		9/20/21	11/15/21	56	15.08	18.42	11.74	-3.34	-22.15	-22.15
Geely Auto		2/24/14	3/03/14	7	2.93	2.86	3.00	0.07	2.45
		3/17/14	3/31/14	14	2.62	3.05	2.19	-0.43	-16.41
		8/20/18	11/05/18	77	15.26	16.68	13.84	-1.42	-9.31	-22.34
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	2/17/14	21	34.05	38.00	30.10	-3.95	-11.60
		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	-28.10
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
		1/31/22	2/07/22	7	5.83	6.25	5.41	-0.42	-7.20
		3/07/22	6/27/22	112	4.79	5.76	3.82	-0.97	-20.25	-39.52
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
BYD Company		2/21/11	3/14/11	21	31.20	34.60	27.80	-3.40	-10.90
		10/03/11	11/14/11	42	13.04	20.85	5.23	-7.81	-59.89
		12/22/14	1/26/15	35	27.85	29.25	26.45	-1.40	-5.03
		2/09/15	2/16/15	7	26.65	32.55	20.75	-5.90	-22.14
		7/23/18	8/20/18	28	43.45	46.10	40.80	-2.65	-6.10	-75.19

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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