| |
| |
Assessment - Hang Seng Index - 3/27/23 - RS = 14
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
12/19/22 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
HSI |
20,400.100 |
Fri |
0.45 |
19,567.700 |
4.25 |
19,352.800 |
214.900 |
1.11 |
|
-0.52 |
| |  |
 |
 |
 |
|
 |
Sands China |
27.300 |
Fri |
2.63 |
26.400 |
3.41 |
24.900 |
1.500 |
6.02 |
|
37.42 |
| |  |
 |
 |
 |
|
 |
China Unicom |
5.640 |
Fri |
1.62 |
5.610 |
0.53 |
4.490 |
1.120 |
24.94 |
|
37.20 |
| |  |
 |
 |
 |
|
 |
Alibaba Health |
5.680 |
Fri |
-2.24 |
6.310 |
-9.98 |
7.390 |
-1.080 |
-14.61 |
|
29.09 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
8.500 |
Fri |
1.07 |
8.700 |
-2.30 |
6.300 |
2.400 |
38.10 |
|
28.12 |
| |  |
 |
 |
 |
L |
 |
Baidu |
148.700 |
Fri |
-0.54 |
149.500 |
-0.54 |
111.100 |
38.400 |
34.56 |
|
22.39 |
| |  |
 |
 |
 |
L |
 |
China Res Beer |
63.000 |
Fri |
-2.10 |
62.950 |
0.08 |
54.800 |
8.150 |
14.87 |
|
21.61 |
| |  |
 |
 |
 |
L |
 |
ANTA Sports Products |
114.000 |
Fri |
-2.40 |
111.800 |
1.97 |
98.450 |
13.350 |
13.56 |
|
21.35 |
| |  |
 |
 |
 |
L |
 |
Sinopec |
4.640 |
Fri |
-1.69 |
4.530 |
2.43 |
3.700 |
0.830 |
22.43 |
|
20.99 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
21.250 |
Fri |
0.71 |
19.940 |
6.57 |
20.200 |
-0.260 |
-1.29 |
|
19.17 |
| |  |
 |
 |
 |
L |
 |
China Mobile |
63.600 |
Fri |
2.00 |
62.400 |
1.92 |
51.200 |
11.200 |
21.88 |
|
19.09 |
| |  |
 |
 |
 |
L |
 |
PetroChina |
4.650 |
Fri |
-0.64 |
4.260 |
9.15 |
3.510 |
0.750 |
21.37 |
|
15.18 |
| |  |
 |
 |
 |
|
 |
Wharf REIC |
45.100 |
Fri |
0.89 |
44.150 |
2.15 |
45.200 |
-1.050 |
-2.32 |
|
14.80 |
| |  |
 |
 |
 |
L |
 |
Tencent |
385.800 |
Fri |
0.21 |
362.800 |
6.34 |
320.400 |
42.400 |
13.23 |
|
13.22 |
| |  |
 |
 |
 |
|
 |
Galaxy Entertainment |
52.450 |
Fri |
1.65 |
51.800 |
1.25 |
50.150 |
1.650 |
3.29 |
|
12.46 |
| |  |
 |
 |
 |
|
 |
Sun Hung Kai |
110.000 |
Fri |
-0.54 |
108.100 |
1.76 |
105.100 |
3.000 |
2.85 |
|
12.06 |
| |  |
 |
 |
 |
|
 |
Budweiser Brewing |
23.950 |
Fri |
-2.84 |
24.050 |
-0.42 |
24.750 |
-0.700 |
-2.83 |
|
10.46 |
| |  |
 |
 |
 |
|
 |
China Life Ins HK |
12.900 |
Fri |
3.86 |
12.920 |
-0.15 |
12.040 |
0.880 |
7.31 |
|
9.57 |
| |  |
 |
 |
 |
L |
 |
Citic Pacific |
9.180 |
Fri |
-0.11 |
8.980 |
2.23 |
7.890 |
1.090 |
13.81 |
|
9.49 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
11.660 |
Fri |
-0.68 |
11.260 |
3.55 |
9.950 |
1.310 |
13.17 |
|
7.60 |
| |  |
 |
 |
 |
L |
 |
Tingyi |
13.080 |
Fri |
-2.53 |
14.180 |
-7.76 |
13.700 |
0.480 |
3.50 |
|
6.59 |
| |  |
 |
 |
 |
L |
 |
SMIC |
18.600 |
Fri |
1.86 |
17.700 |
5.08 |
17.140 |
0.560 |
3.27 |
|
6.26 |
| |  |
 |
 |
 |
L |
 |
NetEase |
138.000 |
Fri |
1.55 |
137.400 |
0.44 |
111.200 |
26.200 |
23.56 |
|
6.11 |
| |  |
 |
 |
 |
L |
 |
Xiaomi |
12.100 |
Fri |
-0.33 |
12.000 |
0.83 |
10.780 |
1.220 |
11.32 |
|
5.94 |
| |  |
 |
 |
 |
|
 |
Ping An |
51.100 |
Fri |
0.59 |
50.700 |
0.79 |
49.900 |
0.800 |
1.60 |
|
5.71 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
12/19/22 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
China Res Mixc |
41.250 |
Fri |
-1.20 |
38.300 |
7.70 |
39.050 |
-0.750 |
-1.92 |
|
5.20 |
| |  |
 |
 |
 |
L |
 |
Nongfu Spring |
45.150 |
Fri |
-0.33 |
45.500 |
-0.77 |
43.000 |
2.500 |
5.81 |
|
4.73 |
| |  |
 |
 |
 |
|
 |
HSBC |
53.200 |
Fri |
-1.12 |
51.650 |
3.00 |
46.950 |
4.700 |
10.01 |
|
4.63 |
| |  |
 |
 |
 |
|
 |
Hang Lung |
14.680 |
Fri |
-0.14 |
14.740 |
-0.41 |
15.100 |
-0.360 |
-2.38 |
|
4.40 |
| |  |
 |
 |
 |
L |
 |
Bank of China |
3.010 |
Fri |
-0.33 |
2.980 |
1.01 |
2.760 |
0.220 |
7.97 |
|
4.30 |
| |  |
 |
 |
 |
|
 |
Chow Tai Fook Jwl |
15.580 |
Fri |
0.52 |
15.240 |
2.23 |
15.040 |
0.200 |
1.33 |
|
3.54 |
| |  |
 |
 |
 |
|
 |
HK Exchgs & Clrg |
348.200 |
Fri |
1.63 |
333.200 |
4.50 |
329.600 |
3.600 |
1.09 |
|
3.37 |
| |  |
 |
 |
 |
|
 |
AIA |
82.650 |
Fri |
-0.42 |
80.550 |
2.61 |
83.550 |
-3.000 |
-3.59 |
|
3.35 |
| |  |
 |
 |
 |
L |
 |
Bank of Communicats |
4.940 |
Fri |
0.20 |
4.850 |
1.86 |
4.320 |
0.530 |
12.27 |
|
3.35 |
| |  |
 |
 |
 |
L |
 |
ICBC |
4.180 |
Fri |
-2.11 |
4.180 |
|
3.800 |
0.380 |
10.00 |
|
1.72 |
| |  |
 |
 |
 |
|
 |
China Res Land |
35.800 |
Fri |
-2.32 |
34.550 |
3.62 |
35.800 |
-1.250 |
-3.49 |
|
1.62 |
| |  |
 |
 |
 |
|
 |
Sino Biopharm |
4.400 |
Fri |
0.46 |
4.380 |
0.46 |
4.370 |
0.010 |
0.23 |
|
1.61 |
| |  |
 |
 |
 |
|
 |
China Shenhua HK |
24.700 |
Fri |
0.61 |
24.150 |
2.28 |
22.450 |
1.700 |
7.57 |
|
1.36 |
| |  |
 |
 |
 |
L |
 |
China Constr Bk HK |
5.090 |
Fri |
0.39 |
4.990 |
2.00 |
4.640 |
0.350 |
7.54 |
|
-0.28 |
| |  |
 |
 |
 |
S |
 |
Hengan |
36.300 |
Fri |
1.11 |
36.450 |
-0.41 |
40.000 |
-3.550 |
-8.87 |
|
-0.48 |
| |  |
 |
 |
 |
|
 |
Henderson Land |
27.150 |
Fri |
0.37 |
26.900 |
0.93 |
26.600 |
0.300 |
1.13 |
|
-0.66 |
| |  |
 |
 |
 |
L |
 |
CK Hutchison |
48.700 |
Fri |
0.21 |
48.550 |
0.31 |
45.250 |
3.300 |
7.29 |
|
-1.33 |
| |  |
 |
 |
 |
|
 |
Shenzhou Inter |
82.400 |
Fri |
6.60 |
81.200 |
1.48 |
77.150 |
4.050 |
5.25 |
|
-2.09 |
| |  |
 |
 |
 |
|
 |
Haier Smart Home |
24.700 |
Fri |
-5.73 |
25.200 |
-1.98 |
26.450 |
-1.250 |
-4.73 |
|
-2.26 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
94.950 |
Fri |
-1.30 |
94.200 |
0.80 |
95.550 |
-1.350 |
-1.41 |
|
-4.60 |
| |  |
 |
 |
 |
|
 |
China Mengniu Dairy |
32.200 |
Fri |
-1.23 |
33.850 |
-4.87 |
34.700 |
-0.850 |
-2.45 |
|
-4.61 |
| |  |
 |
 |
 |
S |
 |
Hansoh Pharma |
13.640 |
Fri |
1.34 |
13.540 |
0.74 |
13.900 |
-0.360 |
-2.59 |
|
-4.93 |
| |  |
 |
 |
 |
|
 |
Alibaba |
100.400 |
Fri |
3.61 |
85.250 |
17.77 |
87.050 |
-1.800 |
-2.07 |
|
-4.95 |
| |  |
 |
 |
 |
|
 |
MTR |
37.850 |
Fri |
-0.26 |
37.800 |
0.13 |
40.150 |
-2.350 |
-5.85 |
|
-5.49 |
| |  |
 |
 |
 |
L |
 |
CK Infrastructure |
42.700 |
Fri |
1.07 |
42.300 |
0.95 |
39.850 |
2.450 |
6.15 |
|
-5.67 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
12/19/22 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Li Ning |
61.900 |
Fri |
1.89 |
58.550 |
5.72 |
62.100 |
-3.550 |
-5.72 |
|
-6.72 |
| |  |
 |
 |
 |
|
 |
CK Property |
47.650 |
Fri |
|
47.250 |
0.85 |
46.350 |
0.900 |
1.94 |
|
-6.73 |
| |  |
 |
 |
 |
S |
 |
CSPC Pharmaceutical |
7.720 |
Fri |
2.80 |
7.690 |
0.39 |
8.250 |
-0.560 |
-6.79 |
|
-7.36 |
| |  |
 |
 |
 |
|
 |
Power Assets |
42.100 |
Fri |
0.24 |
41.700 |
0.96 |
41.750 |
-0.050 |
-0.12 |
|
-7.57 |
| |  |
 |
 |
 |
|
 |
China Hongqiao |
7.520 |
Fri |
1.21 |
7.390 |
1.76 |
7.380 |
0.010 |
0.14 |
|
-7.81 |
| |  |
 |
 |
 |
|
 |
ENN Energy |
107.600 |
Fri |
0.47 |
101.700 |
5.80 |
105.300 |
-3.600 |
-3.42 |
|
-8.35 |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
150.200 |
Fri |
-2.59 |
149.500 |
0.47 |
138.000 |
11.500 |
8.33 |
|
-8.48 |
| |  |
 |
 |
 |
S |
 |
Techtronic Inds |
84.850 |
Fri |
-1.45 |
84.200 |
0.77 |
88.100 |
-3.900 |
-4.43 |
|
-8.75 |
| |  |
 |
 |
 |
|
 |
BYD Company |
229.800 |
Fri |
2.04 |
208.000 |
10.48 |
204.400 |
3.600 |
1.76 |
|
-9.02 |
| |  |
 |
 |
 |
|
 |
Bank of China (HK) |
24.450 |
Fri |
-3.74 |
24.750 |
-1.21 |
26.200 |
-1.450 |
-5.53 |
|
-9.33 |
| |  |
 |
 |
 |
S |
 |
China Ov Land & Inv |
18.960 |
Fri |
-0.84 |
19.120 |
-0.84 |
20.900 |
-1.780 |
-8.52 |
|
-10.35 |
| |  |
 |
 |
 |
|
 |
HK & China Gas |
6.910 |
Fri |
-0.29 |
6.850 |
0.88 |
7.330 |
-0.480 |
-6.55 |
|
-10.63 |
| |  |
 |
 |
 |
|
 |
WH Group |
4.680 |
Fri |
2.86 |
4.480 |
4.46 |
4.490 |
-0.010 |
-0.22 |
|
-10.95 |
| |  |
 |
 |
 |
L |
 |
CLP |
56.700 |
Fri |
-0.18 |
56.000 |
1.25 |
55.900 |
0.100 |
0.18 |
|
-11.15 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
14.060 |
Fri |
0.57 |
13.560 |
3.69 |
14.380 |
-0.820 |
-5.70 |
|
-11.30 |
| |  |
 |
 |
 |
|
 |
New World Dev |
21.050 |
Fri |
-0.47 |
21.050 |
|
21.900 |
-0.850 |
-3.88 |
|
-12.40 |
| |  |
 |
 |
 |
L |
 |
Xinyi Solar |
9.410 |
Fri |
0.53 |
8.920 |
5.49 |
8.550 |
0.370 |
4.33 |
|
-13.28 |
| |  |
 |
 |
 |
S |
 |
Hang Seng Bank |
111.700 |
Fri |
-0.89 |
111.100 |
0.54 |
127.000 |
-15.900 |
-12.52 |
|
-13.57 |
| |  |
 |
 |
 |
S |
 |
Zhongsheng |
38.700 |
Fri |
2.93 |
36.550 |
5.88 |
41.800 |
-5.250 |
-12.56 |
|
-13.73 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
48.600 |
Fri |
-1.42 |
49.050 |
-0.92 |
50.200 |
-1.150 |
-2.29 |
|
-15.06 |
| |  |
 |
 |
 |
S |
 |
Link REIT |
50.500 |
Fri |
0.20 |
50.350 |
0.30 |
55.350 |
-5.000 |
-9.03 |
|
-15.41 |
| |  |
 |
 |
 |
|
 |
Longfor |
22.150 |
Fri |
-1.56 |
21.350 |
3.75 |
25.600 |
-4.250 |
-16.60 |
|
-17.10 |
| |  |
 |
 |
 |
S |
 |
Meituan |
143.500 |
Fri |
1.06 |
131.400 |
9.21 |
178.800 |
-47.400 |
-26.51 |
|
-19.41 |
| |  |
 |
 |
 |
S |
 |
Geely Auto |
10.100 |
Fri |
1.30 |
9.780 |
3.27 |
12.120 |
-2.340 |
-19.31 |
|
-20.33 |
| |  |
 |
 |
 |
S |
 |
Country Garden |
2.210 |
Fri |
-3.07 |
2.150 |
2.79 |
2.950 |
-0.800 |
-27.12 |
|
-22.60 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/27/23 |
⇓ Δwk |
12/19/22 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
JD.com |
172.000 |
Fri |
5.39 |
153.200 |
12.27 |
224.200 |
-71.000 |
-31.67 |
|
-27.95 |
| |  |
 |
 |
 |
S |
 |
Country Garden Svcs |
13.580 |
Fri |
-5.96 |
12.300 |
10.41 |
20.050 |
-7.750 |
-38.65 |
|
-31.07 |
HSI - 76 out of 76 instruments rated - 3/27/23 / 12/19/22 - 40 did rise, Market-Ratio(14) = 52.63 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
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 |
3/31/23 |
88 |
 |
 |
 |
Sands China |
100 |
46,592 |
|
25.900 |
27.300 |
|
1.400 |
5 |
1,271,968 |
24 |
|
accum | 1/09/06 |
3/31/23 | 6292 |
days out of 6299 invested (100%) |
12,620 |
1,271,968 |
32 |
|
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 |
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 |
Sands China | long | 1/02/23 | 3/31/23 | 88 | 25.90 | 27.30 | | 1.40 | 5.41 | | | 5.41 |
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 |
Sunny Optical | long | 12/30/19 | 2/03/20 | 35 | 135.70 | 128.40 | | -7.30 | -5.38 | | | -5.38 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
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 |
|
|