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

Assessment - Hang Seng Commerce & Industry - 11/11/19 - RS = 16

		⇓instrument	freshest		⇓ Δday	11/11/19	⇓ Δwk	7/22/19	prc diff	⇓ Δ16	∅-RS
		HSI-CI	15,308.600	08:08	-1.55	15,183.700	0.82	15,744.800	-561.100	-3.56	-2.15
	L	Sunny Optical	125.300	08:08	-0.87	126.400	-0.87	87.700	38.700	44.13	45.90
		WH Group	8.490	08:08	1.07	8.400	1.07	7.930	0.470	5.93	16.82
	L	Geely Auto	15.200	08:08	0.53	15.120	0.53	12.120	3.000	24.75	11.76
		China Mengniu Dairy	30.100	08:08	1.01	29.800	1.01	31.450	-1.650	-5.25	7.13
	L	AAC Technologies	49.050	08:08	0.51	48.800	0.51	43.100	5.700	13.23	6.80
	L	Want Want China	6.520	08:08	0.31	6.500	0.31	6.180	0.320	5.18	6.22
		Sands China	39.800	08:08	1.14	39.350	1.14	40.250	-0.900	-2.24	5.92
		Galaxy Entertainment	53.700	08:08	1.42	52.950	1.42	55.950	-3.000	-5.36	2.68
		MTR	44.150	08:08	1.15	43.650	1.15	53.200	-9.550	-17.95	-4.12
	L	CK Hutchison	73.800	08:08	0.41	73.500	0.41	76.150	-2.650	-3.48	-4.17
	S	Tencent	330.200	08:08	2.23	323.000	2.23	357.600	-34.600	-9.68	-4.37
		CNOOC	12.420	08:08	0.81	12.320	0.81	13.120	-0.800	-6.10	-4.55
		Lenovo	5.620	08:08	1.44	5.540	1.44	6.410	-0.870	-13.57	-6.47
	L	Citic Pacific	10.700	08:08	3.48	10.340	3.48	10.440	-0.100	-0.96	-6.61
	L	China Shenhua HK	15.640	08:08	-0.89	15.780	-0.89	16.100	-0.320	-1.99	-7.91
		China Merchants	12.620	08:08	-0.16	12.640	-0.16	13.440	-0.800	-5.95	-10.03
		Hengan	51.750	08:08	-1.05	52.300	-1.05	56.300	-4.000	-7.10	-11.10
	S	China Mobile	62.750	08:08		62.750		69.300	-6.550	-9.45	-13.53
		China Unicom	7.360	08:08		7.360		8.040	-0.680	-8.46	-14.45
	L	PetroChina	3.840	08:08	-0.26	3.850	-0.26	4.240	-0.390	-9.20	-16.37
		Swire Pacific	72.350	08:08	-0.41	72.650	-0.41	95.100	-22.450	-23.61	-16.73
	L	Sinopec	4.570	08:08	-0.22	4.580	-0.22	5.160	-0.580	-11.24	-17.77
HSI-C&I - 22 out of 22 instruments rated - 11/11/19 / 7/22/19 - 5 did rise, Market-Ratio(16) = 22.73 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/05/15	scale up chart	11/11/19

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	11/12/19	43		Sinopec	100	4,462	4.660	4.570	4.752	0.092	2	21,206	18
accum	8/21/06	11/12/19	1534	days out of 5062 invested (30%)							112		21,206	20

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
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
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	11/12/19	43	4.66	4.57	4.75	0.09	1.97	1.48
Hengan		12/26/16	1/02/17	7	55.10	56.95	53.25	-1.85	-3.36	-3.36
China Merchants		3/05/18	3/12/18	7	17.74	18.62	16.86	-0.88	-4.96	-4.96
PetroChina		1/04/16	3/21/16	77	5.02	5.31	4.73	-0.29	-5.78	-5.78
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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	-20.78
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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