| |
| |
Assessment - Hang Seng Index in Japanese yen - 7/01/24 - RS = 14
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
3/25/24 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI |
354,032.783 |
8/12/24 |
0.13 |
366,589.250 |
-3.43 |
319,114.862 |
47,474.388 |
14.88 |
|
10.55 |
| |  |
 |
 |
 |
S |
 |
Power Assets |
1,115.165 |
8/12/24 |
-0.28 |
874.132 |
27.57 |
907.545 |
-33.413 |
-3.68 |
|
9.11 |
| |  |
 |
 |
 |
|
 |
CK Infrastructure |
1,147.234 |
8/12/24 |
0.36 |
912.408 |
25.74 |
914.325 |
-1.917 |
-0.21 |
|
15.20 |
| |  |
 |
 |
 |
S |
 |
WuXi AppTec HK |
727.236 |
8/12/24 |
1.44 |
604.134 |
20.38 |
752.575 |
-148.441 |
-19.72 |
|
-44.66 |
| |  |
 |
 |
 |
S |
 |
Link REIT |
721.030 |
8/12/24 |
-0.57 |
627.927 |
14.83 |
666.372 |
-38.446 |
-5.77 |
|
-12.86 |
| |  |
 |
 |
 |
L |
 |
Hansoh Pharma |
382.756 |
8/12/24 |
-2.22 |
337.653 |
13.36 |
285.145 |
52.508 |
18.41 |
|
34.76 |
| |  |
 |
 |
 |
|
 |
HK & China Gas |
136.965 |
8/12/24 |
1.85 |
122.896 |
11.45 |
122.233 |
0.663 |
0.54 |
|
9.90 |
| |  |
 |
 |
 |
|
 |
Alibaba |
1,623.092 |
8/12/24 |
0.77 |
1,458.611 |
11.28 |
1,361.802 |
96.809 |
7.11 |
|
-1.41 |
| |  |
 |
 |
 |
S |
 |
Sino Biopharm |
61.034 |
8/12/24 |
2.08 |
55.241 |
10.49 |
59.664 |
-4.423 |
-7.41 |
|
-5.73 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
1,593.093 |
8/12/24 |
-1.79 |
1,454.473 |
9.53 |
2,305.183 |
-850.710 |
-36.90 |
|
-39.76 |
| |  |
 |
 |
 |
|
 |
CLP |
1,427.577 |
8/12/24 |
-0.07 |
1,305.508 |
9.35 |
1,219.423 |
86.086 |
7.06 |
|
11.70 |
| |  |
 |
 |
 |
|
 |
Techtronic Inds |
1,997.573 |
8/12/24 |
-0.26 |
1,845.505 |
8.24 |
2,028.174 |
-182.669 |
-9.01 |
|
12.32 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
835.856 |
8/12/24 |
0.12 |
773.788 |
8.02 |
748.700 |
25.088 |
3.35 |
|
-0.70 |
| |  |
 |
 |
 |
|
 |
Hengan |
524.479 |
8/12/24 |
-0.20 |
492.410 |
6.51 |
477.502 |
14.908 |
3.12 |
|
-4.11 |
| |  |
 |
 |
 |
|
 |
Sun Hung Kai |
1,480.335 |
8/12/24 |
-1.85 |
1,397.577 |
5.92 |
1,443.161 |
-45.584 |
-3.16 |
|
-8.50 |
| |  |
 |
 |
 |
S |
 |
CK Property |
640.341 |
8/12/24 |
0.32 |
605.168 |
5.81 |
630.535 |
-25.367 |
-4.02 |
|
-15.15 |
| |  |
 |
 |
 |
|
 |
Henderson Land |
456.204 |
8/12/24 |
-2.43 |
433.445 |
5.25 |
440.697 |
-7.251 |
-1.65 |
|
2.82 |
| |  |
 |
 |
 |
|
 |
MTR |
535.858 |
8/12/24 |
0.19 |
509.997 |
5.07 |
495.905 |
14.092 |
2.84 |
|
-6.89 |
| |  |
 |
 |
 |
|
 |
Wharf REIC |
445.859 |
8/12/24 |
-1.60 |
428.273 |
4.11 |
503.654 |
-75.381 |
-14.97 |
|
-17.94 |
| |  |
 |
 |
 |
L |
 |
Alibaba Health |
67.034 |
8/12/24 |
-0.61 |
64.758 |
3.51 |
61.988 |
2.770 |
4.47 |
|
-12.28 |
| |  |
 |
 |
 |
|
 |
WH Group |
108.827 |
8/12/24 |
|
106.344 |
2.33 |
99.181 |
7.163 |
7.22 |
|
19.70 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
243.722 |
8/12/24 |
3.70 |
238.757 |
2.08 |
271.585 |
-32.828 |
-12.09 |
|
-46.62 |
| |  |
 |
 |
 |
S |
 |
Budweiser Brewing |
192.412 |
8/12/24 |
-2.11 |
190.344 |
1.09 |
225.094 |
-34.751 |
-15.44 |
|
-26.75 |
| |  |
 |
 |
 |
L |
 |
Tencent |
7,758.568 |
8/12/24 |
1.35 |
7,704.776 |
0.70 |
5,590.554 |
2,114.222 |
37.82 |
|
28.92 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
146.896 |
8/12/24 |
|
146.896 |
|
154.389 |
-7.494 |
-4.85 |
|
1.03 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
3/25/24 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Xiaomi |
340.549 |
8/12/24 |
0.37 |
340.963 |
-0.12 |
287.082 |
53.881 |
18.77 |
|
30.59 |
| |  |
 |
 |
 |
|
 |
JD Health |
435.514 |
8/12/24 |
-2.55 |
439.652 |
-0.94 |
550.145 |
-110.492 |
-20.08 |
|
-32.49 |
| |  |
 |
 |
 |
|
 |
New World Dev |
149.792 |
8/12/24 |
-2.69 |
151.240 |
-0.96 |
166.012 |
-14.772 |
-8.90 |
|
-31.27 |
| |  |
 |
 |
 |
|
 |
Sinopec |
102.620 |
8/12/24 |
0.61 |
104.689 |
-1.98 |
86.977 |
17.712 |
20.36 |
|
26.91 |
| |  |
 |
 |
 |
L |
 |
AIA |
1,073.786 |
8/12/24 |
-1.33 |
1,096.544 |
-2.08 |
1,061.547 |
34.998 |
3.30 |
|
-10.64 |
| |  |
 |
 |
 |
L |
 |
Sinopharm |
417.928 |
8/12/24 |
1.10 |
429.307 |
-2.65 |
395.174 |
34.133 |
8.64 |
|
7.62 |
| |  |
 |
 |
 |
|
 |
Country Garden Svcs |
97.034 |
8/12/24 |
-1.47 |
99.723 |
-2.70 |
105.961 |
-6.237 |
-5.89 |
|
-19.60 |
| |  |
 |
 |
 |
S |
 |
Baidu |
1,709.988 |
8/12/24 |
-0.66 |
1,763.781 |
-3.05 |
1,950.689 |
-186.908 |
-9.58 |
|
-17.51 |
| |  |
 |
 |
 |
L |
 |
JD.com |
2,071.021 |
8/12/24 |
-0.10 |
2,137.227 |
-3.10 |
2,001.054 |
136.173 |
6.81 |
|
1.27 |
| |  |
 |
 |
 |
L |
 |
SMIC |
342.205 |
8/12/24 |
-0.24 |
354.205 |
-3.39 |
300.255 |
53.950 |
17.97 |
|
3.81 |
| |  |
 |
 |
 |
L |
 |
ICBC |
92.689 |
8/12/24 |
2.05 |
95.999 |
-3.45 |
76.517 |
19.483 |
25.46 |
|
30.65 |
| |  |
 |
 |
 |
L |
 |
China Constr Bk HK |
114.827 |
8/12/24 |
1.46 |
119.379 |
-3.81 |
92.788 |
26.590 |
28.66 |
|
34.66 |
| |  |
 |
 |
 |
L |
 |
Tingyi |
185.999 |
8/12/24 |
-0.66 |
194.688 |
-4.46 |
176.085 |
18.603 |
10.56 |
|
5.91 |
| |  |
 |
 |
 |
L |
 |
CSPC Pharmaceutical |
122.689 |
8/12/24 |
1.02 |
128.689 |
-4.66 |
122.814 |
5.875 |
4.78 |
|
7.50 |
| |  |
 |
 |
 |
L |
 |
Ping An |
696.202 |
8/12/24 |
0.45 |
732.409 |
-4.94 |
632.473 |
99.936 |
15.80 |
|
-1.04 |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
273.929 |
8/12/24 |
-2.79 |
289.653 |
-5.43 |
375.803 |
-86.150 |
-22.92 |
|
-26.94 |
| |  |
 |
 |
 |
|
 |
NetEase |
2,913.084 |
8/12/24 |
0.50 |
3,084.807 |
-5.57 |
3,167.206 |
-82.399 |
-2.60 |
|
3.03 |
| |  |
 |
 |
 |
L |
 |
China Ov Land & Inv |
264.412 |
8/12/24 |
-0.93 |
280.136 |
-5.61 |
209.597 |
70.539 |
33.65 |
|
5.45 |
| |  |
 |
 |
 |
L |
 |
HSBC |
1,331.370 |
8/12/24 |
0.63 |
1,413.094 |
-5.78 |
1,185.523 |
227.571 |
19.20 |
|
20.23 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
214.757 |
8/12/24 |
0.58 |
228.412 |
-5.98 |
175.698 |
52.715 |
30.00 |
|
12.37 |
| |  |
 |
 |
 |
L |
 |
Meituan |
2,151.710 |
8/12/24 |
-2.07 |
2,298.605 |
-6.39 |
1,807.341 |
491.264 |
27.18 |
|
19.97 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
212.688 |
8/12/24 |
2.59 |
227.998 |
-6.72 |
172.211 |
55.788 |
32.40 |
|
32.60 |
| |  |
 |
 |
 |
|
 |
Zhongsheng |
220.136 |
8/12/24 |
-1.12 |
236.274 |
-6.83 |
254.539 |
-18.264 |
-7.18 |
|
-28.35 |
| |  |
 |
 |
 |
L |
 |
Haier Smart Home |
502.755 |
8/12/24 |
1.67 |
539.996 |
-6.90 |
440.697 |
99.300 |
22.53 |
|
17.99 |
| |  |
 |
 |
 |
|
 |
Zijin Mining HK |
316.550 |
8/12/24 |
0.66 |
340.963 |
-7.16 |
299.093 |
41.871 |
14.00 |
|
35.94 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
3/25/24 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Bank of China (HK) |
461.376 |
8/12/24 |
|
497.583 |
-7.28 |
405.828 |
91.754 |
22.61 |
|
20.93 |
| |  |
 |
 |
 |
L |
 |
HK Exchgs & Clrg |
4,791.692 |
8/12/24 |
0.96 |
5,176.517 |
-7.43 |
4,486.390 |
690.126 |
15.38 |
|
1.77 |
| |  |
 |
 |
 |
L |
 |
China Mobile |
1,466.887 |
8/12/24 |
-0.56 |
1,593.093 |
-7.92 |
1,293.034 |
300.059 |
23.21 |
|
26.80 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
4,419.281 |
8/12/24 |
-0.28 |
4,799.968 |
-7.93 |
4,087.342 |
712.626 |
17.43 |
|
13.88 |
| |  |
 |
 |
 |
L |
 |
China Merchants B HK |
672.409 |
8/12/24 |
|
733.443 |
-8.32 |
581.139 |
152.305 |
26.21 |
|
24.05 |
| |  |
 |
 |
 |
L |
 |
China Res Power |
454.135 |
8/12/24 |
0.23 |
495.514 |
-8.35 |
345.971 |
149.543 |
43.22 |
|
55.27 |
| |  |
 |
 |
 |
L |
 |
Hang Seng Bank |
1,901.366 |
8/12/24 |
0.38 |
2,077.227 |
-8.47 |
1,671.742 |
405.485 |
24.26 |
|
15.02 |
| |  |
 |
 |
 |
|
 |
ANTA Sports Products |
1,413.094 |
8/12/24 |
-2.78 |
1,551.714 |
-8.93 |
1,569.074 |
-17.361 |
-1.11 |
|
-0.04 |
| |  |
 |
 |
 |
|
 |
China Res Beer |
490.342 |
8/12/24 |
-2.47 |
543.100 |
-9.71 |
693.492 |
-150.392 |
-21.69 |
|
-23.72 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
668.271 |
8/12/24 |
1.57 |
743.788 |
-10.15 |
590.824 |
152.964 |
25.89 |
|
44.38 |
| |  |
 |
 |
 |
|
 |
Xinyi Solar |
73.034 |
8/12/24 |
0.28 |
81.310 |
-10.18 |
119.327 |
-38.017 |
-31.86 |
|
-19.33 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
894.822 |
8/12/24 |
1.29 |
998.269 |
-10.36 |
832.965 |
165.304 |
19.85 |
|
-5.71 |
| |  |
 |
 |
 |
L |
 |
Longfor |
197.585 |
8/12/24 |
-1.95 |
221.792 |
-10.91 |
206.498 |
15.294 |
7.41 |
|
-5.26 |
| |  |
 |
 |
 |
L |
 |
Bank of China |
70.344 |
8/12/24 |
1.19 |
79.655 |
-11.69 |
62.763 |
16.892 |
26.91 |
|
39.84 |
| |  |
 |
 |
 |
|
 |
Trip.com |
6,844.092 |
8/12/24 |
0.55 |
7,750.293 |
-11.69 |
6,857.436 |
892.856 |
13.02 |
|
32.32 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
156.206 |
8/12/24 |
-0.13 |
177.102 |
-11.80 |
160.201 |
16.902 |
10.55 |
|
1.52 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
408.411 |
8/12/24 |
-0.80 |
463.445 |
-11.88 |
349.071 |
114.375 |
32.77 |
|
68.96 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
252.826 |
8/12/24 |
-1.93 |
290.481 |
-12.96 |
330.862 |
-40.381 |
-12.20 |
|
-9.89 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
157.861 |
8/12/24 |
0.26 |
181.861 |
-13.20 |
172.017 |
9.844 |
5.72 |
|
5.91 |
| |  |
 |
 |
 |
L |
 |
China Res Land |
470.686 |
8/12/24 |
-1.09 |
549.307 |
-14.31 |
470.722 |
78.584 |
16.69 |
|
3.05 |
| |  |
 |
 |
 |
L |
 |
China Res Mixc |
452.066 |
8/12/24 |
-1.13 |
534.824 |
-15.47 |
471.691 |
63.133 |
13.38 |
|
-1.69 |
| |  |
 |
 |
 |
|
 |
PetroChina |
137.999 |
8/12/24 |
|
163.447 |
-15.57 |
125.139 |
38.309 |
30.61 |
|
46.26 |
| |  |
 |
 |
 |
L |
 |
China Hongqiao |
205.240 |
8/12/24 |
1.33 |
244.550 |
-16.07 |
162.331 |
82.219 |
50.65 |
|
77.04 |
| |  |
 |
 |
 |
S |
 |
Hang Lung |
115.654 |
8/12/24 |
-1.41 |
137.792 |
-16.07 |
158.070 |
-20.278 |
-12.83 |
|
-24.34 |
| |  |
 |
 |
 |
S |
 |
Sands China |
280.550 |
8/12/24 |
-2.87 |
336.825 |
-16.71 |
427.137 |
-90.312 |
-21.14 |
|
-21.36 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
Δwk |
3/25/24 |
prc diff |
⇓ Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
China Unicom |
123.516 |
8/12/24 |
-5.84 |
148.344 |
-16.74 |
107.898 |
40.446 |
37.49 |
|
43.53 |
| |  |
 |
 |
 |
|
 |
Li Ning |
290.895 |
8/12/24 |
-1.13 |
349.653 |
-16.80 |
391.300 |
-41.647 |
-10.64 |
|
-23.55 |
| |  |
 |
 |
 |
L |
 |
ENN Energy |
1,104.820 |
8/12/24 |
0.85 |
1,331.370 |
-17.02 |
1,190.366 |
141.005 |
11.85 |
|
8.44 |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
2,157.916 |
8/12/24 |
2.25 |
2,621.362 |
-17.68 |
1,862.549 |
758.812 |
40.74 |
|
24.78 |
| |  |
 |
 |
 |
L |
 |
Shenzhou Inter |
1,280.681 |
8/12/24 |
-0.24 |
1,581.713 |
-19.03 |
1,256.228 |
325.485 |
25.91 |
|
10.85 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
609.306 |
8/12/24 |
-4.38 |
753.098 |
-19.09 |
764.197 |
-11.099 |
-1.45 |
|
-9.00 |
| |  |
 |
 |
 |
S |
 |
Nongfu Spring |
608.272 |
8/12/24 |
1.55 |
766.547 |
-20.65 |
793.254 |
-26.708 |
-3.37 |
|
-7.38 |
| |  |
 |
 |
 |
S |
 |
Chow Tai Fook Jwl |
136.137 |
8/12/24 |
-0.75 |
174.826 |
-22.13 |
225.094 |
-50.268 |
-22.33 |
|
-19.36 |
HSI - 82 out of 82 instruments rated - 7/01/24 / 3/25/24 - 51 did rise, Market-Ratio(14) in JPY = 62.20 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Index in Japanese yen * A14 - 68/33 (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 |
1/09/06 |
7 |
|
- cash - |
long |
1/09/06 |
1/21/08 |
742 |
 |
 |
 |
China Ov Land & Inv |
100 |
184 |
|
54.345 |
193.789 |
|
139.444 |
257 |
35,658 |
87 |
|
short |
1/21/08 |
1/26/09 |
371 |
 |
 |
 |
Galaxy Entertainment |
100 |
426 |
|
83.619 |
14.314 |
488.503 |
404.883 |
484 |
208,138 |
468 |
|
long |
1/26/09 |
1/25/10 |
364 |
 |
 |
 |
Hengan |
100 |
699 |
|
297.722 |
601.543 |
|
303.821 |
102 |
420,509 |
102 |
|
short |
1/25/10 |
8/09/10 |
196 |
 |
 |
 |
China Unicom |
100 |
4,207 |
|
99.949 |
114.532 |
85.365 |
-14.584 |
-15 |
359,155 |
-25 |
|
long |
8/09/10 |
2/07/11 |
182 |
 |
 |
 |
Galaxy Entertainment |
100 |
5,962 |
|
60.240 |
131.297 |
|
71.058 |
118 |
782,801 |
377 |
|
short |
2/07/11 |
4/04/11 |
56 |
 |
 |
 |
China Res Land |
100 |
5,849 |
|
133.822 |
169.591 |
98.053 |
-35.769 |
-27 |
573,587 |
-87 |
|
long |
4/04/11 |
8/01/11 |
119 |
 |
 |
 |
Galaxy Entertainment |
100 |
4,437 |
|
129.254 |
215.420 |
|
86.166 |
67 |
955,905 |
379 |
|
short |
8/01/11 |
12/26/11 |
147 |
 |
 |
 |
New World Dev |
100 |
2,299 |
|
415.656 |
251.100 |
688.053 |
272.397 |
66 |
1,582,145 |
250 |
|
long |
12/26/11 |
5/21/12 |
147 |
 |
 |
 |
Lenovo |
100 |
28,843 |
|
54.853 |
66.202 |
|
11.349 |
21 |
1,909,479 |
60 |
|
short |
5/21/12 |
8/20/12 |
91 |
 |
 |
 |
China Unicom |
100 |
15,912 |
|
119.997 |
134.407 |
105.587 |
-14.410 |
-12 |
1,680,179 |
-40 |
|
long |
8/20/12 |
4/22/13 |
245 |
 |
 |
 |
Galaxy Entertainment |
100 |
7,278 |
|
230.852 |
407.173 |
|
176.320 |
76 |
2,963,438 |
133 |
|
short |
4/22/13 |
9/16/13 |
147 |
 |
 |
 |
China Shenhua HK |
100 |
8,967 |
|
330.468 |
327.260 |
333.708 |
3.239 |
1 |
2,992,485 |
2 |
|
long |
9/16/13 |
12/23/13 |
98 |
 |
 |
 |
Galaxy Entertainment |
100 |
4,229 |
|
707.573 |
908.047 |
|
200.475 |
28 |
3,840,293 |
153 |
|
short |
12/23/13 |
5/19/14 |
147 |
 |
 |
 |
Belle International |
100 |
32,291 |
|
118.925 |
108.650 |
130.172 |
11.247 |
9 |
4,203,462 |
25 |
|
long |
5/19/14 |
11/10/14 |
175 |
 |
 |
 |
Citic Pacific |
100 |
23,388 |
|
179.726 |
198.708 |
|
18.982 |
11 |
4,647,413 |
23 |
|
short |
11/10/14 |
1/12/15 |
63 |
 |
 |
 |
Kunlun Energy |
100 |
31,449 |
|
147.773 |
115.568 |
188.952 |
41.179 |
28 |
5,942,464 |
315 |
|
long |
1/12/15 |
7/13/15 |
182 |
 |
 |
 |
China Life Ins HK |
100 |
12,804 |
|
464.103 |
506.311 |
|
42.208 |
9 |
6,482,895 |
19 |
|
short |
7/13/15 |
4/18/16 |
280 |
 |
 |
 |
China Shenhua HK |
100 |
25,705 |
|
252.200 |
187.196 |
339.778 |
87.578 |
35 |
8,734,084 |
47 |
|
long |
4/18/16 |
11/21/16 |
217 |
 |
 |
 |
AAC Technologies |
100 |
10,759 |
|
811.789 |
1,035.071 |
|
223.282 |
28 |
11,136,380 |
50 |
|
short |
11/21/16 |
2/27/17 |
98 |
 |
 |
 |
Lenovo |
100 |
163,646 |
|
68.052 |
68.304 |
67.799 |
-0.252 |
0 |
11,095,069 |
-1 |
|
long |
2/27/17 |
4/23/18 |
420 |
 |
 |
 |
Geely Auto |
100 |
72,159 |
|
153.757 |
295.212 |
|
141.455 |
92 |
21,302,306 |
76 |
|
short |
4/23/18 |
5/21/18 |
28 |
 |
 |
 |
China Merchants |
100 |
89,777 |
|
237.278 |
267.399 |
207.158 |
-30.121 |
-13 |
18,598,175 |
-83 |
|
long |
5/21/18 |
6/25/18 |
35 |
 |
 |
 |
CNOOC |
100 |
90,532 |
|
205.430 |
176.310 |
|
-29.120 |
-14 |
15,961,839 |
-80 |
|
short |
6/25/18 |
1/21/19 |
210 |
 |
 |
 |
WH Group |
100 |
184,868 |
|
86.341 |
95.879 |
76.804 |
-9.538 |
-11 |
14,198,647 |
-18 |
|
long |
1/21/19 |
5/27/19 |
126 |
 |
 |
 |
Lenovo |
100 |
176,370 |
|
80.505 |
79.531 |
|
-0.974 |
-1 |
14,026,839 |
-3 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
5/27/19 |
12/30/19 |
217 |
 |
 |
 |
AAC Technologies |
100 |
23,766 |
|
590.201 |
934.021 |
246.382 |
-343.819 |
-58 |
5,855,634 |
-77 |
|
long |
12/30/19 |
2/03/20 |
35 |
 |
 |
 |
Sunny Optical |
100 |
3,086 |
|
1,897.404 |
1,796.649 |
|
-100.755 |
-5 |
5,544,705 |
-43 |
|
short |
2/03/20 |
6/29/20 |
147 |
 |
 |
 |
Bank of East Asia |
100 |
23,671 |
|
234.236 |
243.064 |
225.408 |
-8.828 |
-4 |
5,335,729 |
-9 |
|
long |
6/29/20 |
8/03/20 |
35 |
 |
 |
 |
Tencent |
100 |
789 |
|
6,757.971 |
7,379.344 |
|
621.373 |
9 |
5,825,992 |
150 |
|
short |
8/03/20 |
8/31/20 |
28 |
 |
 |
 |
Swire Pacific |
100 |
11,287 |
|
516.143 |
576.184 |
456.103 |
-60.041 |
-12 |
5,148,312 |
-80 |
|
long |
8/31/20 |
9/14/20 |
14 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
963 |
|
5,341.309 |
5,067.027 |
|
-274.282 |
-5 |
4,884,178 |
-75 |
|
short |
9/14/20 |
1/04/21 |
112 |
 |
 |
 |
HSBC |
100 |
11,129 |
|
438.833 |
538.382 |
339.285 |
-99.548 |
-23 |
3,776,305 |
-57 |
|
long |
1/04/21 |
7/19/21 |
196 |
 |
 |
 |
Geely Auto |
100 |
10,547 |
|
358.034 |
333.638 |
|
-24.396 |
-7 |
3,519,002 |
-12 |
|
short |
7/19/21 |
1/24/22 |
189 |
 |
 |
 |
China Life Ins HK |
100 |
18,193 |
|
193.426 |
205.125 |
181.726 |
-11.699 |
-6 |
3,306,154 |
-11 |
|
long |
1/24/22 |
4/25/22 |
91 |
 |
 |
 |
China Res Power |
100 |
10,958 |
|
301.697 |
227.837 |
|
-73.860 |
-24 |
2,496,792 |
-68 |
|
short |
4/25/22 |
1/02/23 |
252 |
 |
 |
 |
AAC Technologies |
100 |
9,759 |
|
255.828 |
298.774 |
212.883 |
-42.945 |
-17 |
2,077,688 |
-23 |
|
long |
1/02/23 |
4/24/23 |
112 |
 |
 |
 |
Sands China |
100 |
4,789 |
|
433.758 |
497.785 |
|
64.027 |
15 |
2,384,314 |
57 |
|
short |
4/24/23 |
4/29/24 |
371 |
 |
 |
 |
JD.com |
100 |
1,007 |
|
2,367.471 |
2,353.227 |
2,381.802 |
14.330 |
1 |
2,398,745 |
1 |
|
long |
4/29/24 |
8/12/24 |
105 |
 |
 |
 |
China Hongqiao |
100 |
11,241 |
|
213.386 |
205.240 |
|
-8.146 |
-4 |
2,307,178 |
-13 |
|
accum | 1/09/06 |
8/12/24 | 6972 |
days out of 6979 invested (100%) |
22,972 |
2,307,178 |
33 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Galaxy Entertainment | short | 1/21/08 | 1/26/09 | 371 | 83.62 | 14.31 | 488.50 | 404.88 | 484.20 | | | |
| long | 8/09/10 | 2/07/11 | 182 | 60.24 | 131.30 | | 71.06 | 117.96 | | | |
| long | 4/04/11 | 8/01/11 | 119 | 129.25 | 215.42 | | 86.17 | 66.66 | | | |
| long | 8/20/12 | 4/22/13 | 245 | 230.85 | 407.17 | | 176.32 | 76.38 | | | |
| long | 9/16/13 | 12/23/13 | 98 | 707.57 | 908.05 | | 200.47 | 28.33 | | | 4,703.49 |
China Ov Land & Inv | long | 1/09/06 | 1/21/08 | 742 | 54.35 | 193.79 | | 139.44 | 256.59 | | | 256.59 |
Hengan | long | 1/26/09 | 1/25/10 | 364 | 297.72 | 601.54 | | 303.82 | 102.05 | | | 102.05 |
Geely Auto | long | 2/27/17 | 4/23/18 | 420 | 153.76 | 295.21 | | 141.45 | 92.00 | | | |
| long | 1/04/21 | 7/19/21 | 196 | 358.03 | 333.64 | | -24.40 | -6.81 | | | 78.92 |
New World Dev | short | 8/01/11 | 12/26/11 | 147 | 415.66 | 251.10 | 688.05 | 272.40 | 65.53 | | | 65.53 |
China Shenhua HK | short | 4/22/13 | 9/16/13 | 147 | 330.47 | 327.26 | 333.71 | 3.24 | 0.98 | | | |
| short | 7/13/15 | 4/18/16 | 280 | 252.20 | 187.20 | 339.78 | 87.58 | 34.73 | | | 36.05 |
Kunlun Energy | short | 11/10/14 | 1/12/15 | 63 | 147.77 | 115.57 | 188.95 | 41.18 | 27.87 | | | 27.87 |
Lenovo | long | 12/26/11 | 5/21/12 | 147 | 54.85 | 66.20 | | 11.35 | 20.69 | | | |
| short | 11/21/16 | 2/27/17 | 98 | 68.05 | 68.30 | 67.80 | -0.25 | -0.37 | | | |
| long | 1/21/19 | 5/27/19 | 126 | 80.50 | 79.53 | | -0.97 | -1.21 | | | 18.79 |
Sands China | long | 1/02/23 | 4/24/23 | 112 | 433.76 | 497.78 | | 64.03 | 14.76 | | | 14.76 |
Citic Pacific | long | 5/19/14 | 11/10/14 | 175 | 179.73 | 198.71 | | 18.98 | 10.56 | | | 10.56 |
Belle International | short | 12/23/13 | 5/19/14 | 147 | 118.93 | 108.65 | 130.17 | 11.25 | 9.46 | | | 9.46 |
Tencent | long | 6/29/20 | 8/03/20 | 35 | 6,757.97 | 7,379.34 | | 621.37 | 9.19 | | | 9.19 |
China Life Ins HK | long | 1/12/15 | 7/13/15 | 182 | 464.10 | 506.31 | | 42.21 | 9.09 | | | |
| short | 7/19/21 | 1/24/22 | 189 | 193.43 | 205.12 | 181.73 | -11.70 | -6.05 | | | 2.50 |
JD.com | short | 4/24/23 | 4/29/24 | 371 | 2,367.47 | 2,353.23 | 2,381.80 | 14.33 | 0.61 | | | 0.61 |
Bank of East Asia | short | 2/03/20 | 6/29/20 | 147 | 234.24 | 243.06 | 225.41 | -8.83 | -3.77 | | | -3.77 |
China Hongqiao | long | 4/29/24 | 8/12/24 | 105 | 213.39 | 205.24 | | -8.15 | -3.82 | | | -3.82 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
HK Exchgs & Clrg | long | 8/31/20 | 9/14/20 | 14 | 5,341.31 | 5,067.03 | | -274.28 | -5.14 | | | -5.14 |
Sunny Optical | long | 12/30/19 | 2/03/20 | 35 | 1,897.40 | 1,796.65 | | -100.75 | -5.31 | | | -5.31 |
WH Group | short | 6/25/18 | 1/21/19 | 210 | 86.34 | 95.88 | 76.80 | -9.54 | -11.05 | | | -11.05 |
Swire Pacific | short | 8/03/20 | 8/31/20 | 28 | 516.14 | 576.18 | 456.10 | -60.04 | -11.63 | | | -11.63 |
China Merchants | short | 4/23/18 | 5/21/18 | 28 | 237.28 | 267.40 | 207.16 | -30.12 | -12.69 | | | -12.69 |
CNOOC | long | 5/21/18 | 6/25/18 | 35 | 205.43 | 176.31 | | -29.12 | -14.18 | | | -14.18 |
HSBC | short | 9/14/20 | 1/04/21 | 112 | 438.83 | 538.38 | 339.29 | -99.55 | -22.68 | | | -22.68 |
China Res Power | long | 1/24/22 | 4/25/22 | 91 | 301.70 | 227.84 | | -73.86 | -24.48 | | | -24.48 |
China Unicom | short | 1/25/10 | 8/09/10 | 196 | 99.95 | 114.53 | 85.37 | -14.58 | -14.59 | | | |
| short | 5/21/12 | 8/20/12 | 91 | 120.00 | 134.41 | 105.59 | -14.41 | -12.01 | | | -24.85 |
China Res Land | short | 2/07/11 | 4/04/11 | 56 | 133.82 | 169.59 | 98.05 | -35.77 | -26.73 | | | -26.73 |
AAC Technologies | long | 4/18/16 | 11/21/16 | 217 | 811.79 | 1,035.07 | | 223.28 | 27.50 | | | |
| short | 5/27/19 | 12/30/19 | 217 | 590.20 | 934.02 | 246.38 | -343.82 | -58.25 | | | |
| short | 4/25/22 | 1/02/23 | 252 | 255.83 | 298.77 | 212.88 | -42.95 | -16.79 | | | -55.71 |
Annotations
5/23/18 | HSI | | | index adaption
removed: Cathay Pacific Airways, Kunlun Energy, The Wharf
added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC |
7/19/17 | HSI | | | Belle drops out due to acquisition by Hillhouse Capital and CDH Investments |
4/01/17 | HSI | | | machine learning processed for all techniques |
3/06/17 | HSI | | | Geely Auto replaces Li & Fung |
12/28/16 | HSI | | | AAC Technologies and CKI replacen China Res Enterprises and Tingyi |
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 |
7/27/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
6/08/15 | HSI | | | CK Property and The Link REIT replace Costco and Hutchison Whampoa. |
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 |
|
|