| |
| |
Assessment - Hang Seng Finance in Dollar - 1/07/24 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
4/03/24 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI-Fin |
3,806.948 |
12/08/24 |
0.59 |
4,024.760 |
-5.41 |
3,729.964 |
294.795 |
7.90 |
|
4.90 |
| |  |
 |
 |
 |
L |
 |
Bank of China |
0.435 |
12/08/24 |
1.19 |
0.493 |
-11.69 |
0.394 |
0.099 |
25.21 |
|
28.30 |
| |  |
 |
 |
 |
L |
 |
China Constr Bk HK |
0.711 |
12/08/24 |
1.46 |
0.739 |
-3.81 |
0.620 |
0.119 |
19.17 |
|
23.62 |
| |  |
 |
 |
 |
L |
 |
Hang Seng Bank |
11.768 |
12/08/24 |
0.38 |
12.856 |
-8.47 |
11.652 |
1.204 |
10.34 |
|
5.76 |
| |  |
 |
 |
 |
L |
 |
Bank of China (HK) |
2.856 |
12/08/24 |
|
3.080 |
-7.28 |
2.691 |
0.389 |
14.45 |
|
11.13 |
| |  |
 |
 |
 |
L |
 |
ICBC |
0.574 |
12/08/24 |
2.05 |
0.594 |
-3.45 |
0.514 |
0.080 |
15.62 |
|
19.96 |
| |  |
 |
 |
 |
L |
 |
China Merchants B HK |
4.162 |
12/08/24 |
|
4.539 |
-8.32 |
3.809 |
0.730 |
19.16 |
|
13.96 |
| |  |
 |
 |
 |
L |
 |
HSBC |
8.240 |
12/08/24 |
0.63 |
8.746 |
-5.78 |
7.753 |
0.993 |
12.81 |
|
10.49 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.329 |
12/08/24 |
0.58 |
1.414 |
-5.98 |
1.204 |
0.209 |
17.40 |
|
3.42 |
| |  |
 |
 |
 |
L |
 |
HK Exchgs & Clrg |
29.656 |
12/08/24 |
0.96 |
32.038 |
-7.43 |
30.680 |
1.358 |
4.43 |
|
-6.31 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.309 |
12/08/24 |
0.45 |
4.533 |
-4.94 |
4.442 |
0.091 |
2.04 |
|
-8.84 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.646 |
12/08/24 |
-1.33 |
6.787 |
-2.08 |
8.085 |
-1.299 |
-16.06 |
|
-17.62 |
HSI-Fin - 11 out of 11 instruments rated - 1/07/24 / 4/03/24 - 10 did rise, Market-Ratio(17) in USD = 90.91 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Finance in Dollar * A17 - 78/45 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
2/01/06 |
9/01/06 |
7 |
|
- cash - |
long |
9/01/06 |
4/09/06 |
238 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
2,497 |
|
4.004 |
6.345 |
|
2.341 |
58 |
15,846 |
103 |
|
short |
4/09/06 |
18/09/06 |
14 |
 |
 |
 |
Hang Seng Bank |
100 |
1,462 |
|
10.832 |
10.902 |
10.761 |
-0.071 |
-1 |
15,742 |
-16 |
|
long |
18/09/06 |
23/04/07 |
217 |
 |
 |
 |
China Life Ins HK |
100 |
7,852 |
|
2.005 |
3.092 |
|
1.087 |
54 |
24,275 |
107 |
|
short |
23/04/07 |
25/06/07 |
63 |
 |
 |
 |
HSBC |
100 |
1,334 |
|
18.185 |
17.959 |
18.414 |
0.229 |
1 |
24,581 |
8 |
|
long |
25/06/07 |
14/01/08 |
203 |
 |
 |
 |
Ping An |
100 |
7,038 |
|
3.493 |
4.578 |
|
1.086 |
31 |
32,221 |
63 |
|
short |
14/01/08 |
26/05/08 |
133 |
 |
 |
 |
HSBC |
100 |
2,153 |
|
14.964 |
16.722 |
13.205 |
-1.759 |
-12 |
28,435 |
-29 |
|
long |
26/05/08 |
4/08/08 |
70 |
 |
 |
 |
Hang Seng Bank |
100 |
1,520 |
|
18.701 |
19.066 |
|
0.365 |
2 |
28,990 |
11 |
|
short |
4/08/08 |
6/04/09 |
245 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
2,238 |
|
12.950 |
10.417 |
16.099 |
3.149 |
24 |
36,037 |
38 |
|
long |
6/04/09 |
25/01/10 |
294 |
 |
 |
 |
China Life Ins HK |
100 |
10,090 |
|
3.571 |
4.349 |
|
0.778 |
22 |
43,883 |
28 |
|
short |
25/01/10 |
30/08/10 |
217 |
 |
 |
 |
Hang Seng Bank |
100 |
3,114 |
|
14.089 |
13.945 |
14.234 |
0.145 |
1 |
44,335 |
2 |
|
long |
30/08/10 |
7/02/11 |
161 |
 |
 |
 |
Bank of China (HK) |
100 |
16,683 |
|
2.657 |
3.014 |
|
0.357 |
13 |
50,286 |
33 |
|
short |
7/02/11 |
16/01/12 |
343 |
 |
 |
 |
China Life Ins HK |
100 |
13,524 |
|
3.718 |
2.850 |
4.850 |
1.132 |
30 |
65,595 |
33 |
|
long |
16/01/12 |
14/05/12 |
119 |
 |
 |
 |
AIA |
100 |
19,719 |
|
3.326 |
3.329 |
|
0.003 |
0 |
65,652 |
0 |
|
short |
14/05/12 |
17/09/12 |
126 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
4,475 |
|
14.670 |
15.382 |
13.957 |
-0.713 |
-5 |
62,462 |
-13 |
|
long |
17/09/12 |
13/05/13 |
238 |
 |
 |
 |
Bank of China (HK) |
100 |
19,935 |
|
3.133 |
3.569 |
|
0.436 |
14 |
71,152 |
22 |
|
short |
13/05/13 |
14/10/13 |
154 |
 |
 |
 |
Ping An |
100 |
18,282 |
|
3.892 |
3.801 |
3.985 |
0.093 |
2 |
72,851 |
6 |
|
long |
14/10/13 |
6/01/14 |
84 |
 |
 |
 |
AIA |
100 |
14,654 |
|
4.971 |
4.913 |
|
-0.058 |
-1 |
71,998 |
-5 |
|
short |
6/01/14 |
2/06/14 |
147 |
 |
 |
 |
ICBC |
100 |
112,564 |
|
0.640 |
0.650 |
0.629 |
-0.010 |
-2 |
70,837 |
-4 |
|
long |
2/06/14 |
29/09/14 |
119 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
3,806 |
|
18.609 |
21.841 |
|
3.232 |
17 |
83,136 |
63 |
|
short |
29/09/14 |
3/11/14 |
35 |
 |
 |
 |
ICBC |
100 |
131,558 |
|
0.632 |
0.657 |
0.607 |
-0.025 |
-4 |
79,909 |
-34 |
|
long |
3/11/14 |
24/11/14 |
21 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
3,620 |
|
22.068 |
21.803 |
|
-0.266 |
-1 |
78,948 |
-19 |
|
short |
24/11/14 |
26/01/15 |
63 |
 |
 |
 |
HSBC |
100 |
7,941 |
|
9.941 |
9.365 |
10.552 |
0.611 |
6 |
83,799 |
41 |
|
long |
26/01/15 |
3/08/15 |
189 |
 |
 |
 |
China Life Ins HK |
100 |
19,957 |
|
4.199 |
3.560 |
|
-0.639 |
-15 |
71,052 |
-27 |
|
short |
3/08/15 |
4/01/16 |
154 |
 |
 |
 |
ICBC |
100 |
103,732 |
|
0.685 |
0.583 |
0.805 |
0.120 |
17 |
83,452 |
46 |
|
long |
4/01/16 |
11/01/16 |
7 |
 |
 |
 |
Hang Seng Bank |
100 |
4,523 |
|
18.449 |
17.400 |
|
-1.049 |
-6 |
78,706 |
-95 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
11/01/16 |
6/06/16 |
147 |
 |
 |
 |
China Life Ins HK |
100 |
28,556 |
|
2.756 |
2.255 |
3.368 |
0.612 |
22 |
96,190 |
65 |
|
long |
6/06/16 |
19/12/16 |
196 |
 |
 |
 |
Bank of East Asia |
100 |
25,504 |
|
3.771 |
3.895 |
|
0.124 |
3 |
99,347 |
6 |
|
short |
19/12/16 |
13/02/17 |
56 |
 |
 |
 |
AIA |
100 |
17,594 |
|
5.647 |
6.134 |
5.159 |
-0.488 |
-9 |
90,764 |
-45 |
|
long |
13/02/17 |
21/05/18 |
462 |
 |
 |
 |
China Life Ins HK |
100 |
28,805 |
|
3.151 |
2.848 |
|
-0.303 |
-10 |
82,031 |
-8 |
|
short |
21/05/18 |
11/02/19 |
266 |
 |
 |
 |
China Life Ins HK |
100 |
28,805 |
|
2.848 |
2.403 |
3.376 |
0.528 |
19 |
97,231 |
26 |
|
long |
11/02/19 |
20/05/19 |
98 |
 |
 |
 |
AIA |
100 |
10,427 |
|
9.325 |
9.783 |
|
0.458 |
5 |
102,009 |
20 |
|
short |
20/05/19 |
23/12/19 |
217 |
 |
 |
 |
Bank of East Asia |
100 |
33,206 |
|
3.072 |
2.235 |
4.223 |
1.151 |
37 |
140,220 |
71 |
|
long |
23/12/19 |
3/02/20 |
42 |
 |
 |
 |
China Life Ins HK |
100 |
51,135 |
|
2.742 |
2.409 |
|
-0.334 |
-12 |
123,162 |
-68 |
|
short |
3/02/20 |
30/11/20 |
301 |
 |
 |
 |
Bank of East Asia |
100 |
57,122 |
|
2.156 |
2.222 |
2.090 |
-0.066 |
-3 |
119,409 |
-4 |
|
long |
30/11/20 |
21/06/21 |
203 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
2,401 |
|
49.726 |
59.257 |
|
9.531 |
19 |
142,294 |
37 |
|
short |
21/06/21 |
17/01/22 |
210 |
 |
 |
 |
Ping An |
100 |
14,524 |
|
9.797 |
7.788 |
12.323 |
2.527 |
26 |
178,990 |
49 |
|
long |
17/01/22 |
9/05/22 |
112 |
 |
 |
 |
HSBC |
100 |
25,343 |
|
7.063 |
6.244 |
|
-0.819 |
-12 |
158,246 |
-33 |
|
short |
9/05/22 |
2/01/23 |
238 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
3,790 |
|
41.746 |
43.207 |
40.285 |
-1.461 |
-3 |
152,710 |
-5 |
|
long |
2/01/23 |
29/05/23 |
147 |
 |
 |
 |
China Life Ins HK |
100 |
88,940 |
|
1.717 |
1.730 |
|
0.013 |
1 |
153,886 |
2 |
|
short |
29/05/23 |
29/04/24 |
336 |
 |
 |
 |
Hang Seng Bank |
100 |
11,119 |
|
13.839 |
13.269 |
14.434 |
0.595 |
4 |
160,503 |
5 |
|
long |
29/04/24 |
12/08/24 |
105 |
 |
 |
 |
Bank of China |
100 |
345,900 |
|
0.464 |
0.435 |
|
-0.029 |
-6 |
150,594 |
-20 |
|
accum | 9/01/06 |
12/08/24 | 7172 |
days out of 7179 invested (100%) |
1,406 |
150,594 |
15 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
HK Exchgs & Clrg | long | 9/01/06 | 4/09/06 | 238 | 4.00 | 6.35 | | 2.34 | 58.47 | | | |
| short | 4/08/08 | 6/04/09 | 245 | 12.95 | 10.42 | 16.10 | 3.15 | 24.32 | | | |
| short | 14/05/12 | 17/09/12 | 126 | 14.67 | 15.38 | 13.96 | -0.71 | -4.86 | | | |
| long | 2/06/14 | 29/09/14 | 119 | 18.61 | 21.84 | | 3.23 | 17.37 | | | |
| long | 3/11/14 | 24/11/14 | 21 | 22.07 | 21.80 | | -0.27 | -1.20 | | | |
| long | 30/11/20 | 21/06/21 | 203 | 49.73 | 59.26 | | 9.53 | 19.17 | | | |
| short | 9/05/22 | 2/01/23 | 238 | 41.75 | 43.21 | 40.29 | -1.46 | -3.50 | | | 149.92 |
China Life Ins HK | long | 18/09/06 | 23/04/07 | 217 | 2.00 | 3.09 | | 1.09 | 54.21 | | | |
| long | 6/04/09 | 25/01/10 | 294 | 3.57 | 4.35 | | 0.78 | 21.77 | | | |
| short | 7/02/11 | 16/01/12 | 343 | 3.72 | 2.85 | 4.85 | 1.13 | 30.45 | | | |
| long | 26/01/15 | 3/08/15 | 189 | 4.20 | 3.56 | | -0.64 | -15.21 | | | |
| short | 11/01/16 | 6/06/16 | 147 | 2.76 | 2.26 | 3.37 | 0.61 | 22.22 | | | |
| long | 13/02/17 | 21/05/18 | 462 | 3.15 | 2.85 | | -0.30 | -9.62 | | | |
| short | 21/05/18 | 11/02/19 | 266 | 2.85 | 2.40 | 3.38 | 0.53 | 18.53 | | | |
| long | 23/12/19 | 3/02/20 | 42 | 2.74 | 2.41 | | -0.33 | -12.17 | | | |
| long | 2/01/23 | 29/05/23 | 147 | 1.72 | 1.73 | | 0.01 | 0.77 | | | 140.68 |
Ping An | long | 25/06/07 | 14/01/08 | 203 | 3.49 | 4.58 | | 1.09 | 31.09 | | | |
| short | 13/05/13 | 14/10/13 | 154 | 3.89 | 3.80 | 3.98 | 0.09 | 2.39 | | | |
| short | 21/06/21 | 17/01/22 | 210 | 9.80 | 7.79 | 12.32 | 2.53 | 25.79 | | | 68.83 |
Bank of East Asia | long | 6/06/16 | 19/12/16 | 196 | 3.77 | 3.90 | | 0.12 | 3.28 | | | |
| short | 20/05/19 | 23/12/19 | 217 | 3.07 | 2.23 | 4.22 | 1.15 | 37.46 | | | |
| short | 3/02/20 | 30/11/20 | 301 | 2.16 | 2.22 | 2.09 | -0.07 | -3.05 | | | 37.64 |
Bank of China (HK) | long | 30/08/10 | 7/02/11 | 161 | 2.66 | 3.01 | | 0.36 | 13.42 | | | |
| long | 17/09/12 | 13/05/13 | 238 | 3.13 | 3.57 | | 0.44 | 13.91 | | | 29.20 |
ICBC | short | 6/01/14 | 2/06/14 | 147 | 0.64 | 0.65 | 0.63 | -0.01 | -1.61 | | | |
| short | 29/09/14 | 3/11/14 | 35 | 0.63 | 0.66 | 0.61 | -0.02 | -3.88 | | | |
| short | 3/08/15 | 4/01/16 | 154 | 0.68 | 0.58 | 0.80 | 0.12 | 17.45 | | | 11.07 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Hang Seng Bank | short | 4/09/06 | 18/09/06 | 14 | 10.83 | 10.90 | 10.76 | -0.07 | -0.66 | | | |
| long | 26/05/08 | 4/08/08 | 70 | 18.70 | 19.07 | | 0.37 | 1.95 | | | |
| short | 25/01/10 | 30/08/10 | 217 | 14.09 | 13.95 | 14.23 | 0.15 | 1.03 | | | |
| long | 4/01/16 | 11/01/16 | 7 | 18.45 | 17.40 | | -1.05 | -5.69 | | | |
| short | 29/05/23 | 29/04/24 | 336 | 13.84 | 13.27 | 14.43 | 0.60 | 4.30 | | | 0.66 |
AIA | long | 16/01/12 | 14/05/12 | 119 | 3.33 | 3.33 | | 0.00 | 0.09 | | | |
| long | 14/10/13 | 6/01/14 | 84 | 4.97 | 4.91 | | -0.06 | -1.17 | | | |
| short | 19/12/16 | 13/02/17 | 56 | 5.65 | 6.13 | 5.16 | -0.49 | -8.64 | | | |
| long | 11/02/19 | 20/05/19 | 98 | 9.32 | 9.78 | | 0.46 | 4.91 | | | -5.19 |
Bank of China | long | 29/04/24 | 12/08/24 | 105 | 0.46 | 0.44 | | -0.03 | -6.17 | | | -6.17 |
HSBC | short | 23/04/07 | 25/06/07 | 63 | 18.19 | 17.96 | 18.41 | 0.23 | 1.26 | | | |
| short | 14/01/08 | 26/05/08 | 133 | 14.96 | 16.72 | 13.21 | -1.76 | -11.75 | | | |
| short | 24/11/14 | 26/01/15 | 63 | 9.94 | 9.37 | 10.55 | 0.61 | 6.15 | | | |
| long | 17/01/22 | 9/05/22 | 112 | 7.06 | 6.24 | | -0.82 | -11.59 | | | -16.14 |
Annotations
1/03/24 | HSI-Fin | | | Component update: China Merchants Bank replaces Bank of Communications |
27/07/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
|
|