Share-o-matic - Assessment HSI (Hang Seng Index)

Assessment - Hang Seng Index - 9/25/23 - RS = 14

		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	6/19/23	prc diff	⇓ Δ14	∅-RS
	S	HSI	17,809.700	Fri	2.51	17,729.300	0.45	19,912.900	-2,183.600	-10.97	-6.84
		PetroChina	5.900	Fri		5.780	2.08	5.730	0.050	0.87	32.61
		NetEase	159.500	Fri	5.49	158.000	0.95	153.700	4.300	2.80	20.15
	L	CNOOC	13.780	Fri	-0.14	13.580	1.47	11.340	2.240	19.75	20.14
		China Unicom	5.680	Fri	-0.87	5.780	-1.73	5.620	0.160	2.85	15.01
		HSBC	61.700	Fri	1.82	61.050	1.06	61.400	-0.350	-0.57	14.67
		China Mobile	65.700	Fri	0.38	66.950	-1.87	64.600	2.350	3.64	13.99
		BYD Company	242.000	Fri	2.98	247.800	-2.34	266.800	-19.000	-7.12	11.37
		Lenovo	8.070	Fri	3.20	7.900	2.15	8.420	-0.520	-6.18	10.64
		Haidilao Inter	21.000	Fri	2.94	20.450	2.69	18.840	1.610	8.55	9.23
		SMIC	20.050	Fri	1.26	19.800	1.26	22.450	-2.650	-11.80	8.30
	L	Xiaomi	12.340	Fri	5.29	11.840	4.22	10.920	0.920	8.42	6.81
	L	China Hongqiao	7.670	Fri	3.79	7.640	0.39	6.440	1.200	18.63	6.02
		China Shenhua HK	25.400	Fri	1.40	25.000	1.60	26.700	-1.700	-6.37	4.69
		Baidu	133.400	Fri	3.57	127.400	4.71	142.500	-15.100	-10.60	4.06
		Sinopec	4.280	Fri	-0.23	4.330	-1.15	4.630	-0.300	-6.48	3.82
		Bank of Communicats	4.740	Fri	1.07	4.690	1.07	5.160	-0.470	-9.11	1.30
		CLP	57.950	Fri	-0.17	58.450	-0.86	57.300	1.150	2.01	1.03
		China Life Ins HK	12.200	Fri	2.01	12.320	-0.97	13.660	-1.340	-9.81	-0.62
		Nongfu Spring	45.000	Fri	3.45	43.150	4.29	43.900	-0.750	-1.71	-0.71
		Alibaba	85.600	Fri	3.13	84.350	1.48	89.700	-5.350	-5.96	-1.98
	L	Haier Smart Home	24.650	Fri	4.89	24.350	1.23	24.400	-0.050	-0.20	-2.17
	S	Sands China	24.000	Fri	4.12	23.900	0.42	28.750	-4.850	-16.87	-2.74
		Galaxy Entertainment	47.150	Fri	4.20	48.550	-2.88	52.500	-3.950	-7.52	-3.46
		ICBC	3.770	Fri	1.89	3.750	0.53	4.180	-0.430	-10.29	-4.43
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	6/19/23	prc diff	⇓ Δ14	∅-RS
	S	Bank of China	2.740	Fri	1.86	2.730	0.37	3.150	-0.420	-13.33	-4.73
		HK Exchgs & Clrg	292.600	Fri	3.17	292.600		313.200	-20.600	-6.58	-4.83
	L	ANTA Sports Products	88.150	Fri	5.25	87.500	0.74	87.900	-0.400	-0.46	-5.06
		Tencent	306.200	Fri	2.96	304.400	0.59	357.200	-52.800	-14.78	-5.24
	S	Power Assets	37.900	Fri	-0.66	38.850	-2.45	41.700	-2.850	-6.83	-5.78
		Ping An	44.850	Fri	1.93	46.100	-2.71	52.050	-5.950	-11.43	-5.81
	L	WH Group	4.110	Fri	1.99	4.110		4.260	-0.150	-3.52	-7.02
		China Constr Bk HK	4.420	Fri	1.38	4.400	0.45	5.060	-0.660	-13.04	-7.39
		China Res Land	31.200	Fri	3.31	31.250	-0.16	34.350	-3.100	-9.02	-7.49
		Shenzhou Inter	75.000	Fri	6.53	69.400	8.07	78.150	-8.750	-11.20	-8.06
		Techtronic Inds	76.000	Fri	1.81	77.750	-2.25	84.750	-7.000	-8.26	-8.48
	S	CK Infrastructure	37.050	Fri	-0.54	37.500	-1.20	42.500	-5.000	-11.76	-8.78
	L	WuXi Biologics	45.650	Fri	3.51	43.700	4.46	46.700	-3.000	-6.42	-8.93
		Geely Auto	9.240	Fri	1.87	9.310	-0.75	9.980	-0.670	-6.71	-9.25
	S	Alibaba Health	4.880	Fri	10.66	4.660	4.72	4.990	-0.330	-6.61	-10.20
	S	CK Hutchison	41.900	Fri	2.82	41.300	1.45	49.300	-8.000	-16.23	-10.88
		CK Property	41.250	Fri	3.13	40.350	2.23	44.850	-4.500	-10.03	-12.19
	S	Bank of China (HK)	21.450	Fri	1.42	21.300	0.70	24.400	-3.100	-12.70	-13.59
		Tingyi	10.940	Fri	1.67	10.780	1.48	11.940	-1.160	-9.72	-14.34
	S	China Res Mixc	31.600	Fri	5.33	31.550	0.16	39.900	-8.350	-20.93	-14.61
		Orient Overseas	104.500	Fri	-0.38	107.300	-2.61	104.400	2.900	2.78	-15.91
	S	Citic Pacific	7.200	Fri	2.86	7.120	1.12	10.200	-3.080	-30.20	-15.96
		China Ov Land & Inv	16.240	Fri	3.31	15.760	3.05	17.740	-1.980	-11.16	-16.01
	S	Hang Seng Bank	97.450	Fri	3.12	96.100	1.40	114.400	-18.300	-16.00	-16.75
		Meituan	114.600	Fri	3.43	117.200	-2.22	137.000	-19.800	-14.45	-17.19
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	6/19/23	prc diff	⇓ Δ14	∅-RS
	S	China Mengniu Dairy	26.250	Fri	6.06	25.900	1.35	31.450	-5.550	-17.65	-17.27
	S	AIA	63.850	Fri	1.51	63.600	0.39	82.100	-18.500	-22.53	-17.68
	S	MTR	31.000	Fri	2.65	30.300	2.31	37.100	-6.800	-18.33	-18.51
	S	China Res Beer	42.950	Fri	2.87	43.100	-0.35	53.500	-10.400	-19.44	-18.52
	S	Sun Hung Kai	83.800	Fri	4.03	80.200	4.49	102.600	-22.400	-21.83	-18.71
	S	HK & China Gas	5.460	Fri	2.44	5.530	-1.27	7.030	-1.500	-21.34	-18.74
	S	Henderson Land	20.650	Fri	4.29	19.980	3.35	24.000	-4.020	-16.75	-18.87
		Xinyi Glass	10.140	Fri	1.71	10.540	-3.80	12.480	-1.940	-15.54	-19.80
	S	Hang Lung	10.720	Fri	5.51	10.180	5.30	13.120	-2.940	-22.41	-21.63
	S	Chow Tai Fook Jwl	11.800	Fri	2.43	11.140	5.92	15.440	-4.300	-27.85	-23.28
	S	Budweiser Brewing	15.460	Fri	1.05	16.120	-4.09	21.650	-5.530	-25.54	-23.42
	S	Link REIT	38.400	Fri	3.92	37.300	2.95	46.400	-9.100	-19.61	-23.96
	S	Hansoh Pharma	10.660	Fri	1.52	10.040	6.18	13.440	-3.400	-25.30	-24.26
	S	CSPC Pharmaceutical	5.740	Fri	0.88	5.710	0.53	7.040	-1.330	-18.89	-24.57
	S	New World Dev	15.240	Fri	5.54	14.960	1.87	20.300	-5.340	-26.31	-24.58
	S	Sino Biopharm	2.830	Fri	0.71	2.910	-2.75	3.810	-0.900	-23.62	-26.05
	S	Hengan	24.950	Fri	0.81	25.250	-1.19	34.750	-9.500	-27.34	-26.38
	S	Wharf REIC	30.250	Fri	4.85	28.850	4.85	41.650	-12.800	-30.73	-27.18
		Longfor	14.080	Fri	6.83	14.160	-0.56	20.450	-6.290	-30.76	-28.86
		JD.com	115.100	Fri	3.60	115.400	-0.26	154.400	-39.000	-25.26	-29.90
	L	Country Garden Svcs	8.080	Fri	3.19	8.210	-1.58	10.620	-2.410	-22.69	-30.04
	S	Sunny Optical	54.700	Fri	1.96	56.250	-2.76	81.800	-25.550	-31.23	-31.00
	S	ENN Energy	65.000	Fri	1.80	64.350	1.01	103.800	-39.450	-38.01	-33.50
	S	Xinyi Solar	5.860	Fri	5.02	5.530	5.97	9.430	-3.900	-41.36	-34.27
	S	Li Ning	32.950	Fri	4.77	33.800	-2.51	47.600	-13.800	-28.99	-35.65
		⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	6/19/23	prc diff	⇓ Δ14	∅-RS
	S	Zhongsheng	22.050	Fri	7.04	20.750	6.27	31.600	-10.850	-34.34	-36.78
	S	Country Garden	0.910	Fri	3.41	0.960	-5.21	1.770	-0.810	-45.76	-44.15
HSI - 76 out of 76 instruments rated - 9/25/23 / 6/19/23 - 10 did rise, Market-Ratio(14) = 13.16 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/07/19	scale up chart	9/25/23

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	9/29/23	158		JD.com	100	9,796	138.400	115.100	166.417	28.017	20	1,630,286	53
accum	1/09/06	9/29/23	6473	days out of 6480 invested (100%)							16,203		1,630,286	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	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
JD.com	short	4/24/23	9/29/23	158	138.40	115.10	166.42	28.02	20.24	20.24
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
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
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
HK Exchgs & Clrg	long	8/31/20	9/14/20	14	391.20	371.80		-19.40	-4.96	-4.96
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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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