Share-o-matic - Portfolio

Sat, Jul 27th, 2024, 7:09UTC

Assessment - Hang Seng Index - 7/01/24 - RS = 14

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/25/24	prc diff	⇓ Δ14	∅-RS
	L	HSI	18,015.900	7/15	-1.52	17,718.600	1.68	16,473.600	1,245.000	7.56	2.65
	L	China Hongqiao	10.740	7/15	-3.94	11.820	-9.14	8.380	3.440	41.05	63.26
	L	CNOOC	22.500	7/15	-1.53	22.400	0.45	18.020	4.380	24.31	47.23
	L	China Shenhua HK	35.150	7/15	2.63	35.950	-2.23	30.500	5.450	17.87	43.33
	L	China Res Power	22.600	7/15	0.89	23.950	-5.64	17.860	6.090	34.10	36.74
	L	Hansoh Pharma	16.460	7/15	-2.02	16.320	0.86	14.720	1.600	10.87	32.80
		PetroChina	7.980	7/15	-0.50	7.900	1.01	6.460	1.440	22.29	27.46
		Trip.com	388.400	7/15	-1.82	374.600	3.68	354.000	20.600	5.82	27.46
		Xiaomi	16.460	7/15	-2.26	16.480	-0.12	14.820	1.660	11.20	26.78
	L	Bank of China	3.540	7/15	-1.39	3.850	-8.05	3.240	0.610	18.83	26.24
		Zijin Mining HK	17.680	7/15	0.57	16.480	7.28	15.440	1.040	6.74	24.00
	L	Tencent	390.200	7/15	-1.71	372.400	4.78	288.600	83.800	29.04	21.28
	L	Lenovo	10.960	7/15	-2.32	11.020	-0.54	8.890	2.130	23.96	18.70
	L	China Constr Bk HK	5.620	7/15	-0.71	5.770	-2.60	4.790	0.980	20.46	18.55
	L	Haier Smart Home	23.950	7/15	-2.32	26.100	-8.24	22.750	3.350	14.73	18.28
	L	China Unicom	7.350	7/15	-0.14	7.170	2.51	5.570	1.600	28.73	16.50
	L	Meituan	119.100	7/15	-2.22	111.100	7.20	93.300	17.800	19.08	15.59
	L	Hang Seng Bank	101.100	7/15	-1.75	100.400	0.70	86.300	14.100	16.34	12.92
	L	Orient Overseas	114.400	7/15	-0.52	126.700	-9.71	96.150	30.550	31.77	12.62
	L	Shenzhou Inter	72.450	7/15	-3.59	76.450	-5.23	64.850	11.600	17.89	12.58
		WH Group	5.230	7/15	-0.19	5.140	1.75	5.120	0.020	0.39	12.08
	L	Bank of China (HK)	23.250	7/15	-0.64	24.050	-3.33	20.950	3.100	14.80	11.95
	L	ICBC	4.450	7/15	-0.67	4.640	-4.09	3.950	0.690	17.47	11.92
		Techtronic Inds	95.850	7/15	0.63	89.200	7.46	104.700	-15.500	-14.80	11.57
	L	China Merchants B HK	35.000	7/15	-1.69	35.450	-1.27	30.000	5.450	18.17	10.17
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/25/24	prc diff	⇓ Δ14	∅-RS
	L	China Mobile	77.000	7/15	-0.26	77.000		66.750	10.250	15.36	9.96
	L	HSBC	67.500	7/15	-0.59	68.300	-1.17	61.200	7.100	11.60	9.46
		Sinopec	4.970	7/15	1.22	5.060	-1.78	4.490	0.570	12.69	7.29
	L	CSPC Pharmaceutical	6.060	7/15	-1.94	6.220	-2.57	6.340	-0.120	-1.89	5.80
	L	BYD Company	244.200	7/15	-0.97	232.000	5.26	211.000	21.000	9.95	5.14
		CK Infrastructure	48.900	7/15	-0.71	44.100	10.88	47.200	-3.100	-6.57	4.24
		CLP	64.850	7/15	-1.29	63.100	2.77	62.950	0.150	0.24	4.12
	L	ENN Energy	62.000	7/15	-3.13	64.350	-3.65	61.450	2.900	4.72	2.75
	L	China Ov Land & Inv	13.480	7/15	-3.02	13.540	-0.44	10.820	2.720	25.14	1.63
	L	JD.com	106.700	7/15	-4.73	103.300	3.29	103.300	0.000	0.00	1.50
	L	SMIC	18.160	7/15	0.33	17.120	6.07	15.500	1.620	10.45	0.54
	L	China Life Ins HK	11.020	7/15	-2.13	11.040	-0.18	9.070	1.970	21.72	0.11
	S	Power Assets	45.250	7/15	0.33	42.250	7.10	46.850	-4.600	-9.82	-0.64
		ANTA Sports Products	74.300	7/15	-2.43	75.000	-0.93	81.000	-6.000	-7.41	-0.98
		HK & China Gas	6.420	7/15	-1.68	5.940	8.08	6.310	-0.370	-5.86	-1.02
	L	Tingyi	9.750	7/15	-1.71	9.410	3.61	9.090	0.320	3.52	-1.37
		Geely Auto	8.230	7/15	-2.26	8.790	-6.37	8.880	-0.090	-1.01	-2.04
	L	Sinopharm	19.600	7/15	-1.31	20.750	-5.54	20.400	0.350	1.72	-2.10
		Citic Pacific	7.350	7/15	-2.39	7.100	3.52	7.970	-0.870	-10.92	-2.93
	L	HK Exchgs & Clrg	247.600	7/15	-2.60	250.200	-1.04	231.600	18.600	8.03	-3.28
		Henderson Land	22.900	7/15	-2.14	20.950	9.31	22.750	-1.800	-7.91	-3.51
	L	Longfor	11.020	7/15	-4.34	10.720	2.80	10.660	0.060	0.56	-3.59
		Haidilao Inter	13.560	7/15	-2.59	14.040	-3.42	17.080	-3.040	-17.80	-3.80
	L	China Res Land	27.050	7/15	-2.70	26.550	1.88	24.300	2.250	9.26	-3.84
	L	China Res Mixc	25.000	7/15	-3.10	25.850	-3.29	24.350	1.500	6.16	-4.34
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/25/24	prc diff	⇓ Δ14	∅-RS
		Xinyi Glass	8.640	7/15	-1.14	8.560	0.93	8.270	0.290	3.51	-5.84
		Alibaba	76.650	7/15	-2.23	70.500	8.72	70.300	0.200	0.28	-7.10
	L	Ping An	36.050	7/15	-2.17	35.400	1.84	32.650	2.750	8.42	-7.18
		NetEase	144.900	7/15	0.63	149.100	-2.82	163.500	-14.400	-8.81	-7.90
		Hengan	24.400	7/15	-2.79	23.800	2.52	24.650	-0.850	-3.45	-8.60
	S	Nongfu Spring	33.500	7/15	-4.56	37.050	-9.58	40.950	-3.900	-9.52	-8.88
	L	Sunny Optical	48.900	7/15	-2.30	48.250	1.35	43.000	5.250	12.21	-10.94
		CK Hutchison	40.150	7/15	-1.59	37.400	7.35	38.650	-1.250	-3.23	-11.09
	S	Sino Biopharm	2.760	7/15	-4.50	2.670	3.37	3.080	-0.410	-13.31	-11.18
	L	Alibaba Health	3.230	7/15	-2.42	3.130	3.19	3.200	-0.070	-2.19	-11.40
	L	Galaxy Entertainment	34.500	7/15	-1.99	36.400	-5.22	39.450	-3.050	-7.73	-11.73
		Sun Hung Kai	72.050	7/15	-0.48	67.550	6.66	74.500	-6.950	-9.33	-12.17
	L	AIA	55.400	7/15	-0.36	53.000	4.53	54.800	-1.800	-3.28	-14.44
		MTR	24.950	7/15	-3.67	24.650	1.22	25.600	-0.950	-3.71	-14.71
	S	Link REIT	33.000	7/15	-0.30	30.350	8.73	34.400	-4.050	-11.77	-14.77
		Xinyi Solar	3.730	7/15	-1.58	3.930	-5.09	6.160	-2.230	-36.20	-19.77
	S	Baidu	93.950	7/15	-5.58	85.250	10.21	100.700	-15.450	-15.34	-19.86
		China Res Beer	27.400	7/15	-1.97	26.250	4.38	35.800	-9.550	-26.68	-21.77
	S	CK Property	30.550	7/15	-3.63	29.250	4.44	32.550	-3.300	-10.14	-21.96
	S	Sands China	16.420	7/15	-3.53	16.280	0.86	22.050	-5.770	-26.17	-22.03
		Wharf REIC	20.900	7/15	-1.88	20.700	0.97	26.000	-5.300	-20.38	-22.91
		Country Garden Svcs	5.030	7/15	-1.76	4.820	4.36	5.470	-0.650	-11.88	-23.47
	S	Chow Tai Fook Jwl	8.250	7/15	-4.51	8.450	-2.37	11.620	-3.170	-27.28	-24.05
		Li Ning	15.420	7/15	-4.93	16.900	-8.76	20.200	-3.300	-16.34	-24.29
		Zhongsheng	13.120	7/15	3.14	11.420	14.89	13.140	-1.720	-13.09	-26.76
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/25/24	prc diff	⇓ Δ14	∅-RS
	S	Hang Lung	6.900	7/15	-1.57	6.660	3.60	8.160	-1.500	-18.38	-28.30
		JD Health	21.550	7/15	-5.27	21.250	1.41	28.400	-7.150	-25.18	-29.00
	S	Budweiser Brewing	9.760	7/15	-2.30	9.200	6.09	11.620	-2.420	-20.83	-33.98
		New World Dev	7.730	7/15	-3.01	7.310	5.75	8.570	-1.260	-14.70	-34.69
	S	China Mengniu Dairy	14.460	7/15	-1.63	14.000	3.29	19.400	-5.400	-27.84	-37.79
	S	Li Auto	79.900	7/15	-4.25	70.300	13.66	119.000	-48.700	-40.92	-42.82
	S	WuXi AppTec HK	28.350	7/15	-3.24	29.200	-2.91	38.850	-9.650	-24.84	-43.62
		WuXi Biologics	11.080	7/15	-3.32	11.540	-3.99	14.020	-2.480	-17.69	-50.24
HSI - 82 out of 82 instruments rated - 7/01/24 / 3/25/24 - 42 did rise, Market-Ratio(14) = 51.22 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI RS = 14 - B/S = 68/33

1/06/20	scale up chart	7/01/24

Transactions Hang Seng Index * 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	2,717	3.680	14.160		10.480	285	38,474	94
short	1/21/08	1/26/09	371		Galaxy Entertainment	100	6,296	6.110	1.250	29.866	23.756	389	188,040	376
long	1/26/09	1/25/10	364		Hengan	100	7,232	26.000	52.000		26.000	100	376,072	100
short	1/25/10	8/09/10	196		China Unicom	100	43,526	8.640	10.400	6.880	-1.760	-20	299,466	-35
long	8/09/10	2/07/11	182		Galaxy Entertainment	100	54,747	5.470	12.480		7.010	128	683,243	423
short	2/07/11	4/04/11	56		China Res Land	100	53,714	12.720	15.640	9.800	-2.920	-23	526,398	-82
long	4/04/11	8/01/11	119		Galaxy Entertainment	100	44,160	11.920	21.850		9.930	83	964,907	542
short	8/01/11	12/26/11	147		New World Dev	100	22,886	42.160	25.040	70.985	28.825	68	1,624,596	265
long	12/26/11	5/21/12	147		Lenovo	100	297,001	5.470	6.510		1.040	19	1,933,477	54
short	5/21/12	8/20/12	91		China Unicom	100	163,853	11.800	13.100	10.500	-1.300	-11	1,720,468	-37
long	8/20/12	4/22/13	245		Galaxy Entertainment	100	76,465	22.500	31.850		9.350	42	2,435,416	68
short	4/22/13	9/16/13	147		China Shenhua HK	100	94,213	25.850	25.600	26.102	0.252	1	2,459,195	2
long	9/16/13	12/23/13	98		Galaxy Entertainment	100	44,429	55.350	67.650		12.300	22	3,005,672	111
short	12/23/13	5/19/14	147		Belle International	100	339,240	8.860	8.270	9.492	0.632	7	3,220,105	19
long	5/19/14	11/10/14	175		Citic Pacific	100	235,387	13.680	13.420		-0.260	-2	3,158,905	-4
short	11/10/14	1/12/15	63		Kunlun Energy	100	316,523	9.980	7.570	13.157	3.177	32	4,164,593	396
long	1/12/15	7/13/15	182		China Life Ins HK	100	136,993	30.400	31.800		1.400	5	4,356,383	9
short	7/13/15	4/18/16	280		China Shenhua HK	100	275,024	15.840	13.340	18.809	2.969	19	5,172,792	25
long	4/18/16	11/21/16	217		AAC Technologies	100	89,417	57.850	72.400		14.550	25	6,473,809	46
short	11/21/16	2/27/17	98		Lenovo	100	1,360,043	4.760	4.700	4.821	0.061	1	6,556,500	5
long	2/27/17	4/23/18	420		Geely Auto	100	619,706	10.580	21.300		10.720	101	13,199,748	84
short	4/23/18	5/21/18	28		China Merchants	100	771,013	17.120	18.900	15.340	-1.780	-10	11,827,345	-76
long	5/21/18	6/25/18	35		CNOOC	100	814,555	14.520	12.640		-1.880	-13	10,295,982	-76
short	6/25/18	1/21/19	210		WH Group	100	1,663,325	6.190	6.860	5.520	-0.670	-11	9,181,554	-18
long	1/21/19	5/27/19	126		Lenovo	100	1,594,019	5.760	5.700		-0.060	-1	9,085,913	-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	214,796	42.300	66.800	17.800	-24.500	-58	3,823,411	-77
long	12/30/19	2/03/20	35		Sunny Optical	100	28,175	135.700	128.400		-7.300	-5	3,617,733	-44
short	2/03/20	6/29/20	147		Bank of East Asia	100	216,113	16.740	17.480	16.000	-0.740	-4	3,457,810	-11
long	6/29/20	8/03/20	35		Tencent	100	7,114	486.000	539.000		53.000	11	3,834,852	194
short	8/03/20	8/31/20	28		Swire Pacific	100	101,720	37.700	42.200	33.200	-4.500	-12	3,377,112	-81
long	8/31/20	9/14/20	14		HK Exchgs & Clrg	100	8,632	391.200	371.800		-19.400	-5	3,209,651	-73
short	9/14/20	1/04/21	112		HSBC	100	99,678	32.200	40.450	23.950	-8.250	-26	2,387,307	-62
long	1/04/21	7/19/21	196		Geely Auto	100	88,747	26.900	23.700		-3.200	-12	2,103,317	-21
short	7/19/21	1/24/22	189		China Life Ins HK	100	153,079	13.740	14.040	13.440	-0.300	-2	2,057,393	-4
long	1/24/22	4/25/22	91		China Res Power	100	99,631	20.650	14.000		-6.650	-32	1,394,847	-79
short	4/25/22	1/02/23	252		AAC Technologies	100	88,730	15.720	17.840	13.600	-2.120	-13	1,206,740	-19
long	1/02/23	4/24/23	112		Sands China	100	46,592	25.900	29.100		3.200	12	1,355,834	46
short	4/24/23	4/29/24	371		JD.com	100	9,796	138.400	118.000	162.327	23.927	17	1,590,221	17
long	4/29/24	7/15/24	77		China Hongqiao	100	148,618	10.700	10.740		0.040	0	1,596,166	2
accum	1/09/06	7/15/24	6774	days out of 6781 invested (100%)							15,862		1,596,166	31

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	6.11	1.25	29.87	23.76	388.80
	long	8/09/10	2/07/11	182	5.47	12.48		7.01	128.15
	long	4/04/11	8/01/11	119	11.92	21.85		9.93	83.31
	long	8/20/12	4/22/13	245	22.50	31.85		9.35	41.56
	long	9/16/13	12/23/13	98	55.35	67.65		12.30	22.22	3,436.80
China Ov Land & Inv	long	1/09/06	1/21/08	742	3.68	14.16		10.48	284.78	284.78
Hengan	long	1/26/09	1/25/10	364	26.00	52.00		26.00	100.00	100.00
Geely Auto	long	2/27/17	4/23/18	420	10.58	21.30		10.72	101.32
	long	1/04/21	7/19/21	196	26.90	23.70		-3.20	-11.90	77.37
New World Dev	short	8/01/11	12/26/11	147	42.16	25.04	70.99	28.83	68.37	68.37
Kunlun Energy	short	11/10/14	1/12/15	63	9.98	7.57	13.16	3.18	31.84	31.84
China Shenhua HK	short	4/22/13	9/16/13	147	25.85	25.60	26.10	0.25	0.98
	short	7/13/15	4/18/16	280	15.84	13.34	18.81	2.97	18.74	19.90
Lenovo	long	12/26/11	5/21/12	147	5.47	6.51		1.04	19.01
	short	11/21/16	2/27/17	98	4.76	4.70	4.82	0.06	1.28
	long	1/21/19	5/27/19	126	5.76	5.70		-0.06	-1.04	19.28
JD.com	short	4/24/23	4/29/24	371	138.40	118.00	162.33	23.93	17.29	17.29
Sands China	long	1/02/23	4/24/23	112	25.90	29.10		3.20	12.36	12.36
Tencent	long	6/29/20	8/03/20	35	486.00	539.00		53.00	10.91	10.91
Belle International	short	12/23/13	5/19/14	147	8.86	8.27	9.49	0.63	7.13	7.13
China Life Ins HK	long	1/12/15	7/13/15	182	30.40	31.80		1.40	4.61
	short	7/19/21	1/24/22	189	13.74	14.04	13.44	-0.30	-2.18	2.32
China Hongqiao	long	4/29/24	7/15/24	77	10.70	10.74		0.04	0.37	0.37
Citic Pacific	long	5/19/14	11/10/14	175	13.68	13.42		-0.26	-1.90	-1.90
Bank of East Asia	short	2/03/20	6/29/20	147	16.74	17.48	16.00	-0.74	-4.42	-4.42
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	391.20	371.80		-19.40	-4.96	-4.96
Sunny Optical	long	12/30/19	2/03/20	35	135.70	128.40		-7.30	-5.38	-5.38
China Merchants	short	4/23/18	5/21/18	28	17.12	18.90	15.34	-1.78	-10.40	-10.40
WH Group	short	6/25/18	1/21/19	210	6.19	6.86	5.52	-0.67	-10.82	-10.82
Swire Pacific	short	8/03/20	8/31/20	28	37.70	42.20	33.20	-4.50	-11.94	-11.94
CNOOC	long	5/21/18	6/25/18	35	14.52	12.64		-1.88	-12.95	-12.95
China Res Land	short	2/07/11	4/04/11	56	12.72	15.64	9.80	-2.92	-22.96	-22.96
HSBC	short	9/14/20	1/04/21	112	32.20	40.45	23.95	-8.25	-25.62	-25.62
China Unicom	short	1/25/10	8/09/10	196	8.64	10.40	6.88	-1.76	-20.37
	short	5/21/12	8/20/12	91	11.80	13.10	10.50	-1.30	-11.02	-29.14
China Res Power	long	1/24/22	4/25/22	91	20.65	14.00		-6.65	-32.20	-32.20
AAC Technologies	long	4/18/16	11/21/16	217	57.85	72.40		14.55	25.15
	short	5/27/19	12/30/19	217	42.30	66.80	17.80	-24.50	-57.92
	short	4/25/22	1/02/23	252	15.72	17.84	13.60	-2.12	-13.49	-54.44

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


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