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

Assessment - Hang Seng Commerce & Industry - 8/10/20 - RS = 16

		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	4/20/20	prc diff	⇓ Δ16	∅-RS
	L	HSI-CI	16,374.400	08:08	2.61	15,958.600	2.61	14,666.700	1,291.900	8.81	5.75
	L	Tencent	513.500	08:08	2.29	502.000	2.29	408.600	93.400	22.86	32.05
	L	Geely Auto	16.880	08:08	0.72	16.760	0.72	11.720	5.040	43.00	25.68
	L	AAC Technologies	58.400	08:08	1.04	57.800	1.04	38.550	19.250	49.94	21.89
	L	Sunny Optical	140.900	08:08	0.14	140.700	0.14	112.300	28.400	25.29	18.23
	L	China Mengniu Dairy	35.650	08:08	2.15	34.900	2.15	28.000	6.900	24.64	16.48
	L	Hengan	66.200	08:08	-0.68	66.650	-0.68	65.750	0.900	1.37	16.00
	L	Galaxy Entertainment	59.800	08:08	5.47	56.700	5.47	49.750	6.950	13.97	10.31
	L	Lenovo	4.890	08:08	4.26	4.690	4.26	4.410	0.280	6.35	-3.41
		WH Group	7.220	08:08	2.70	7.030	2.70	7.620	-0.590	-7.74	-4.48
		Want Want China	5.740	Mon	-0.86	5.740		5.530	0.210	3.80	-6.40
		MTR	40.000	08:08	0.13	39.950	0.13	42.100	-2.150	-5.11	-6.75
		China Mobile	54.800	Mon	1.76	54.800		61.000	-6.200	-10.16	-9.78
	L	Sands China	32.950	08:08	9.83	30.000	9.83	31.750	-1.750	-5.51	-12.84
		China Shenhua HK	12.720	08:08	0.95	12.600	0.95	14.080	-1.480	-10.51	-13.37
		Sinopec	3.410	Mon	-0.87	3.410		3.890	-0.480	-12.34	-16.31
	L	Citic Pacific	7.510	08:08	2.88	7.300	2.88	7.760	-0.460	-5.93	-16.84
	L	CNOOC	8.770	08:08	3.06	8.510	3.06	8.520	-0.010	-0.12	-17.15
	L	PetroChina	2.710	08:08	1.12	2.680	1.12	2.780	-0.100	-3.60	-17.25
		China Merchants	9.000	08:08	0.78	8.930	0.78	9.050	-0.120	-1.33	-18.03
		CK Hutchison	51.150	08:08	2.71	49.800	2.71	57.150	-7.350	-12.86	-19.73
	L	China Unicom	4.430	Mon	1.84	4.430		5.060	-0.630	-12.45	-25.11
		Swire Pacific	38.900	Mon	-0.13	38.900		52.200	-13.300	-25.48	-33.71
HSI-C&I - 22 out of 22 instruments rated - 8/10/20 / 4/20/20 - 9 did rise, Market-Ratio(16) = 40.91 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/04/16	scale up chart	8/10/20

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		8/21/06	231		- cash -
short	8/21/06	9/04/06	14		Lenovo	100	3,597	2.780	3.140	2.420	-0.360	-13	8,705	-97
9/04/06		1/14/08	497		- cash -
	1/14/08	3/10/08	56		Geely Auto	100	9,360	0.930	0.920	0.940	0.010	1	8,800	7
	3/10/08	5/05/08	56		China Mengniu Dairy	100	947	9.290	12.850	5.730	-3.560	-38	5,428	-96
	5/05/08	5/19/08	14		Galaxy Entertainment	100	934	5.810	5.640	5.985	0.175	3	5,592	117
5/19/08		6/02/08	14		- cash -
	6/02/08	7/07/08	35		Galaxy Entertainment	100	994	5.620	3.900	8.099	2.479	44	8,056	4,416
7/07/08		7/14/08	7		- cash -
	7/14/08	1/26/09	196		Sunny Optical	100	7,599	1.060	0.495	2.270	1.210	114	17,250	313
1/26/09		2/23/09	28		- cash -
	2/23/09	3/09/09	14		Lenovo	100	11,423	1.510	1.450	1.573	0.063	4	17,964	188
3/09/09		2/08/10	336		- cash -
	2/08/10	2/15/10	7		China Unicom	100	2,020	8.890	8.500	9.298	0.408	5	18,787	937
2/15/10		5/03/10	77		- cash -
	5/03/10	5/17/10	14		Citic Pacific	100	1,236	15.200	13.440	17.191	1.991	13	21,248	2,374
5/17/10		7/12/10	56		- cash -
	7/12/10	8/23/10	42		Citic Pacific	100	1,445	14.700	16.660	12.740	-1.960	-13	18,416	-71
8/23/10		6/06/11	287		- cash -
	6/06/11	6/13/11	7		Geely Auto	100	6,394	2.880	2.840	2.921	0.041	1	18,675	107
6/13/11		8/01/11	49		- cash -
	8/01/11	11/28/11	119		Citic Pacific	100	1,248	14.960	14.100	15.873	0.913	6	19,814	20
11/28/11		12/19/11	21		- cash -
	12/19/11	1/09/12	21		Geely Auto	100	11,864	1.670	1.790	1.550	-0.120	-7	18,390	-73
1/09/12		6/04/12	147		- cash -
	6/04/12	9/03/12	91		China Unicom	100	1,828	10.060	12.500	7.620	-2.440	-24	13,930	-67
9/03/12		4/22/13	231		- cash -
	4/22/13	4/29/13	7		China Shenhua HK	100	538	25.850	27.450	24.250	-1.600	-6	13,069	-96
4/29/13		5/06/13	7		- cash -
	5/06/13	5/13/13	7		China Shenhua HK	100	480	27.200	27.200	27.200	0.000	0	13,069	0
5/13/13		6/03/13	21		- cash -
	6/03/13	8/05/13	63		Citic Pacific	100	1,461	8.940	8.490	9.414	0.474	5	13,762	35
8/05/13		8/19/13	14		- cash -
	8/19/13	8/26/13	7		Sinopec	100	2,328	5.910	5.830	5.991	0.081	1	13,950	104
8/26/13		1/06/14	133		- cash -
	1/06/14	1/20/14	14		Sinopec	100	2,321	6.010	6.120	5.900	-0.110	-2	13,695	-38
1/20/14		1/27/14	7		- cash -
	1/27/14	3/03/14	35		China Shenhua HK	100	666	20.550	20.500	20.600	0.050	0	13,728	3
3/03/14		3/10/14	7		- cash -
	3/10/14	3/31/14	21		Geely Auto	100	5,047	2.720	3.050	2.390	-0.330	-12	12,063	-89
3/31/14		10/06/14	189		- cash -
	10/06/14	1/12/15	98		Sands China	100	280	42.950	36.550	50.471	7.521	18	14,169	82
1/12/15		7/20/15	189		- cash -
	7/20/15	12/28/15	161		China Shenhua HK	100	905	15.640	12.240	19.984	4.344	28	18,100	74
12/28/15		1/04/16	7		- cash -
	1/04/16	3/21/16	77		PetroChina	100	3,605	5.020	5.310	4.730	-0.290	-6	17,055	-25
3/21/16		12/26/16	280		- cash -
	12/26/16	1/02/17	7		Hengan	100	309	55.100	56.950	53.250	-1.850	-3	16,483	-83
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	929	17.740	18.620	16.860	-0.880	-5	15,666	-93
3/12/18		7/09/18	119		- cash -
	7/09/18	10/15/18	98		WH Group	100	2,447	6.400	5.980	6.850	0.450	7	16,766	29
	10/15/18	12/03/18	49		AAC Technologies	100	252	66.500	57.900	76.377	9.877	15	19,255	181
12/03/18		12/10/18	7		- cash -
	12/10/18	1/21/19	42		AAC Technologies	100	381	50.500	48.000	53.130	2.630	5	20,257	55
1/21/19		5/27/19	126		- cash -
	5/27/19	9/16/19	112		AAC Technologies	100	478	42.300	41.200	43.429	1.129	3	20,797	9
9/16/19		9/30/19	14		- cash -
	9/30/19	11/25/19	56		Sinopec	100	4,462	4.660	4.510	4.815	0.155	3	21,488	24
11/25/19		12/09/19	14		- cash -
	12/09/19	12/16/19	7		China Unicom	100	3,127	6.870	6.960	6.780	-0.090	-1	21,207	-50
12/16/19		2/03/20	49		- cash -
	2/03/20	2/10/20	7		Sinopec	100	5,210	4.070	4.200	3.940	-0.130	-3	20,530	-82
2/10/20		2/24/20	14		- cash -
	2/24/20	4/06/20	42		PetroChina	100	6,375	3.220	2.980	3.479	0.259	8	22,183	96
	4/06/20	7/06/20	91		Swire Pacific	100	429	51.650	43.950	60.699	9.049	18	26,065	91
7/06/20		8/03/20	28		- cash -
	8/03/20	8/10/20	7		Swire Pacific	100	691	37.700	38.900	36.500	-1.200	-3	25,235	-81
accum	8/21/06	8/10/20	1702	days out of 5335 invested (32%)							152		25,235	22

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	1.06	0.50	2.27	1.21	114.14	114.14
Galaxy Entertainment		5/05/08	5/19/08	14	5.81	5.64	5.99	0.18	3.01
		6/02/08	7/07/08	35	5.62	3.90	8.10	2.48	44.10	48.45
AAC Technologies		10/15/18	12/03/18	49	66.50	57.90	76.38	9.88	14.85
		12/10/18	1/21/19	42	50.50	48.00	53.13	2.63	5.21
		5/27/19	9/16/19	112	42.30	41.20	43.43	1.13	2.67	24.06
China Shenhua HK		4/22/13	4/29/13	7	25.85	27.45	24.25	-1.60	-6.19
		5/06/13	5/13/13	7	27.20	27.20	27.20	0.00	0.00
		1/27/14	3/03/14	35	20.55	20.50	20.60	0.05	0.24
		7/20/15	12/28/15	161	15.64	12.24	19.98	4.34	27.78	20.16
Sands China		10/06/14	1/12/15	98	42.95	36.55	50.47	7.52	17.51	17.51
Swire Pacific		4/06/20	7/06/20	91	51.65	43.95	60.70	9.05	17.52
		8/03/20	8/10/20	7	37.70	38.90	36.50	-1.20	-3.18	13.78
Citic Pacific		5/03/10	5/17/10	14	15.20	13.44	17.19	1.99	13.10
		7/12/10	8/23/10	42	14.70	16.66	12.74	-1.96	-13.33
		8/01/11	11/28/11	119	14.96	14.10	15.87	0.91	6.10
		6/03/13	8/05/13	63	8.94	8.49	9.41	0.47	5.30	9.51
WH Group		7/09/18	10/15/18	98	6.40	5.98	6.85	0.45	7.02	7.02
PetroChina		1/04/16	3/21/16	77	5.02	5.31	4.73	-0.29	-5.78
		2/24/20	4/06/20	42	3.22	2.98	3.48	0.26	8.05	1.81
Sinopec		8/19/13	8/26/13	7	5.91	5.83	5.99	0.08	1.37
		1/06/14	1/20/14	14	6.01	6.12	5.90	-0.11	-1.83
		9/30/19	11/25/19	56	4.66	4.51	4.82	0.16	3.33
		2/03/20	2/10/20	7	4.07	4.20	3.94	-0.13	-3.19	-0.46
Hengan		12/26/16	1/02/17	7	55.10	56.95	53.25	-1.85	-3.36	-3.36
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
China Merchants		3/05/18	3/12/18	7	17.74	18.62	16.86	-0.88	-4.96	-4.96
Lenovo		8/21/06	9/04/06	14	2.78	3.14	2.42	-0.36	-12.95
		2/23/09	3/09/09	14	1.51	1.45	1.57	0.06	4.14	-9.35
Geely Auto		1/14/08	3/10/08	56	0.93	0.92	0.94	0.01	1.09
		6/06/11	6/13/11	7	2.88	2.84	2.92	0.04	1.41
		12/19/11	1/09/12	21	1.67	1.79	1.55	-0.12	-7.19
		3/10/14	3/31/14	21	2.72	3.05	2.39	-0.33	-12.13	-16.40
China Unicom		2/08/10	2/15/10	7	8.89	8.50	9.30	0.41	4.59
		6/04/12	9/03/12	91	10.06	12.50	7.62	-2.44	-24.25
		12/09/19	12/16/19	7	6.87	6.96	6.78	-0.09	-1.31	-21.82
China Mengniu Dairy		3/10/08	5/05/08	56	9.29	12.85	5.73	-3.56	-38.32	-38.32

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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