| |
| |
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
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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