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

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

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

1/07/19	scale up chart	3/27/23

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	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


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