Share-o-matic - Portfolio

Fri, Jan 17th, 2025, 15:48UTC

Assessment - Hang Seng Commerce & Industry in Euro - 7/01/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	3/04/24	prc diff	⇓ Δ17	⇓∅-RS
	L	HSI-CI	1,124.715	8/12/24	-0.05	1,161.976	-3.21	1,061.360	100.616	9.48	2.33
	S	WuXi AppTec HK	4.196	8/12/24	1.44	3.486	20.38	6.656	-3.170	-47.63	-48.24
	L	Hansoh Pharma	2.209	8/12/24	-2.22	1.948	13.36	1.714	0.234	13.68	24.65
		Alibaba	9.365	8/12/24	0.77	8.416	11.28	8.487	-0.070	-0.83	-8.43
	S	Sino Biopharm	0.352	8/12/24	2.08	0.319	10.49	0.371	-0.052	-14.03	-12.45
	S	Li Auto	9.192	8/12/24	-1.79	8.392	9.53	18.833	-10.441	-55.44	-43.86
		Techtronic Inds	11.526	8/12/24	-0.26	10.649	8.24	10.647	0.002	0.02	4.02
		CK Hutchison	4.823	8/12/24	0.12	4.465	8.02	4.661	-0.196	-4.21	-7.78
		Hengan	3.026	8/12/24	-0.20	2.841	6.51	2.748	0.093	3.38	-10.95
		MTR	3.092	8/12/24	0.19	2.943	5.07	2.978	-0.035	-1.18	-13.44
	L	Alibaba Health	0.387	8/12/24	-0.61	0.374	3.51	0.414	-0.041	-9.82	-18.31
		WH Group	0.628	8/12/24		0.614	2.33	0.571	0.043	7.49	10.82
		WuXi Biologics	1.406	8/12/24	3.70	1.378	2.08	2.472	-1.094	-44.27	-49.91
	S	Budweiser Brewing	1.110	8/12/24	-2.11	1.098	1.09	1.518	-0.420	-27.67	-31.74
	L	Tencent	44.768	8/12/24	1.35	44.457	0.70	32.511	11.946	36.75	19.51
		Citic Pacific	0.848	8/12/24		0.848		0.924	-0.076	-8.27	-6.27
		Xiaomi	1.965	8/12/24	0.37	1.967	-0.12	1.570	0.397	25.29	20.79
		JD Health	2.513	8/12/24	-2.55	2.537	-0.94	3.555	-1.018	-28.64	-37.09
		Sinopec	0.592	8/12/24	0.61	0.604	-1.98	0.516	0.089	17.17	17.63
	L	Sinopharm	2.411	8/12/24	1.10	2.477	-2.65	2.648	-0.171	-6.47	-0.12
	S	Baidu	9.867	8/12/24	-0.66	10.177	-3.05	11.900	-1.723	-14.48	-23.27
	L	JD.com	11.950	8/12/24	-0.10	12.332	-3.10	10.535	1.797	17.06	-5.97
	L	SMIC	1.975	8/12/24	-0.24	2.044	-3.39	1.992	0.052	2.62	-3.50
	L	Tingyi	1.073	8/12/24	-0.66	1.123	-4.46	1.048	0.076	7.23	-1.60
	L	CSPC Pharmaceutical	0.708	8/12/24	1.02	0.743	-4.66	0.703	0.040	5.67	-0.30
		⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	3/04/24	prc diff	⇓ Δ17	⇓∅-RS
	S	China Mengniu Dairy	1.581	8/12/24	-2.79	1.671	-5.43	2.260	-0.589	-26.05	-31.89
		NetEase	16.809	8/12/24	0.50	17.800	-5.57	20.669	-2.870	-13.88	-4.37
	L	Meituan	12.416	8/12/24	-2.07	13.263	-6.39	10.770	2.493	23.15	11.31
	L	Lenovo	1.227	8/12/24	2.59	1.316	-6.72	1.146	0.169	14.75	22.89
		Zhongsheng	1.270	8/12/24	-1.12	1.363	-6.83	1.674	-0.310	-18.55	-33.24
	L	Haier Smart Home	2.901	8/12/24	1.67	3.116	-6.90	2.913	0.203	6.95	9.30
		Zijin Mining HK	1.827	8/12/24	0.66	1.967	-7.16	1.542	0.425	27.59	25.78
	L	China Mobile	8.464	8/12/24	-0.56	9.192	-7.92	7.875	1.318	16.73	17.54
	L	BYD Company	25.500	8/12/24	-0.28	27.696	-7.93	22.671	5.026	22.17	5.77
		ANTA Sports Products	8.154	8/12/24	-2.78	8.954	-8.93	8.934	0.019	0.22	-7.29
		China Res Beer	2.829	8/12/24	-2.47	3.134	-9.71	3.849	-0.715	-18.58	-29.07
	L	China Shenhua HK	3.856	8/12/24	1.57	4.292	-10.15	3.678	0.613	16.67	33.52
		Xinyi Solar	0.421	8/12/24	0.28	0.469	-10.18	0.607	-0.138	-22.76	-25.05
	L	Sunny Optical	5.163	8/12/24	1.29	5.760	-10.36	6.109	-0.349	-5.71	-12.13
		Trip.com	39.491	8/12/24	0.55	44.720	-11.69	40.986	3.734	9.11	22.40
		Xinyi Glass	0.901	8/12/24	-0.13	1.022	-11.80	0.949	0.073	7.71	-5.69
	L	CNOOC	2.357	8/12/24	-0.80	2.674	-11.88	1.966	0.708	36.04	56.16
		Haidilao Inter	1.459	8/12/24	-1.93	1.676	-12.96	1.646	0.031	1.86	-16.38
		Geely Auto	0.911	8/12/24	0.26	1.049	-13.20	1.009	0.041	4.02	-1.76
		PetroChina	0.796	8/12/24		0.943	-15.57	0.732	0.211	28.81	35.36
	L	China Hongqiao	1.184	8/12/24	1.33	1.411	-16.07	0.737	0.674	91.50	63.64
	S	Sands China	1.619	8/12/24	-2.87	1.944	-16.71	2.437	-0.493	-20.24	-26.86
	L	China Unicom	0.713	8/12/24	-5.84	0.856	-16.74	0.663	0.193	29.16	33.02
		Li Ning	1.678	8/12/24	-1.13	2.018	-16.80	2.298	-0.280	-12.19	-28.80
	L	Orient Overseas	12.451	8/12/24	2.25	15.125	-17.68	14.443	0.683	4.73	15.68
		⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	3/04/24	prc diff	⇓ Δ17	⇓∅-RS
	L	Shenzhou Inter	7.390	8/12/24	-0.24	9.127	-19.03	7.527	1.599	21.24	2.83
	L	Galaxy Entertainment	3.516	8/12/24	-4.38	4.345	-19.09	4.738	-0.392	-8.28	-15.38
	S	Nongfu Spring	3.510	8/12/24	1.55	4.423	-20.65	4.991	-0.568	-11.38	-14.05
	S	Chow Tai Fook Jwl	0.786	8/12/24	-0.75	1.009	-22.13	1.325	-0.317	-23.89	-25.07
HSI-C&I - 53 out of 53 instruments rated - 7/01/24 / 3/04/24 - 29 did rise, Market-Ratio(17) in EUR = 54.72 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37

1/04/21	scale up chart	7/01/24

Transactions Hang Seng Commerce & Industry in Euro * A17 - 69/37 (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		Tingyi	100	22,322	0.448	1.060		0.612	137	23,665	53
short	1/21/08	2/16/09	392		Galaxy Entertainment	100	44,205	0.535	0.121	2.362	1.827	341	104,408	298
long	2/16/09	5/10/10	448		Hengan	100	36,596	2.853	5.615		2.762	97	205,497	74
short	5/10/10	6/21/10	42		Citic Pacific	100	131,187	1.566	1.574	1.559	-0.008	0	204,495	-4
long	6/21/10	8/09/10	49		Galaxy Entertainment	100	456,948	0.448	0.530		0.083	19	242,395	255
short	8/09/10	8/30/10	21		Citic Pacific	100	157,201	1.542	1.609	1.475	-0.067	-4	231,841	-54
long	8/30/10	8/08/11	343		Galaxy Entertainment	100	369,958	0.627	1.773		1.146	183	655,996	202
short	8/08/11	1/16/12	161		Li & Fung	100	565,614	1.160	1.742	0.578	-0.582	-50	326,700	-79
long	1/16/12	5/21/12	126		Sands China	100	127,201	2.568	2.614		0.046	2	332,514	5
short	5/21/12	9/17/12	119		Citic Pacific	100	280,686	1.185	0.959	1.464	0.279	24	410,896	91
long	9/17/12	4/08/13	203		Galaxy Entertainment	100	169,022	2.431	3.018		0.587	24	510,182	48
short	4/08/13	9/30/13	175		Li & Fung	100	489,231	1.043	1.073	1.013	-0.030	-3	495,494	-6
long	9/30/13	2/03/14	126		Galaxy Entertainment	100	95,764	5.174	7.265		2.090	40	695,688	167
short	2/03/14	5/26/14	112		Belle International	100	871,934	0.798	0.779	0.817	0.020	2	712,719	8
long	5/26/14	10/06/14	133		Tencent	100	70,082	10.170	12.196		2.026	20	854,740	65
short	10/06/14	4/13/15	189		Galaxy Entertainment	100	173,502	4.926	4.822	5.033	0.106	2	873,186	4
long	4/13/15	7/06/15	84		Tencent	100	41,949	20.815	17.093		-3.722	-18	717,036	-58
short	7/06/15	5/09/16	308		Sands China	100	211,916	3.384	3.084	3.713	0.329	10	786,740	12
long	5/09/16	12/26/16	231		MTR	100	180,574	4.357	4.598		0.242	6	830,354	9
short	12/26/16	2/27/17	63		Hengan	100	122,239	6.793	8.189	5.396	-1.397	-21	659,632	-74
long	2/27/17	3/05/18	371		Galaxy Entertainment	100	146,112	4.515	6.814		2.300	51	995,645	50
short	3/05/18	6/11/18	98		China Merchants	100	542,362	1.836	1.888	1.784	-0.052	-3	967,575	-10
long	6/11/18	7/09/18	28		Sunny Optical	100	52,741	18.346	15.740		-2.605	-14	830,164	-86
short	7/09/18	2/11/19	217		WH Group	100	1,195,747	0.694	0.833	0.555	-0.139	-20	663,999	-31
long	2/11/19	5/27/19	105		Lenovo	100	1,027,749	0.646	0.649		0.003	0	666,914	2
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	12/23/19	210		AAC Technologies	100	138,491	4.816	7.580	2.051	-2.764	-57	284,087	-77
long	12/23/19	2/24/20	63		Sunny Optical	100	17,788	15.970	15.131		-0.839	-5	269,160	-27
short	2/24/20	7/13/20	140		PetroChina	100	707,112	0.381	0.314	0.461	0.080	21	325,908	65
long	7/13/20	8/10/20	28		Geely Auto	100	150,654	2.163	1.840		-0.323	-15	277,267	-88
short	8/10/20	1/18/21	161		Swire Pacific	100	64,909	4.272	5.234	3.309	-0.963	-23	214,791	-44
long	1/18/21	6/28/21	161		Geely Auto	100	62,836	3.418	2.755		-0.663	-19	173,124	-39
short	6/28/21	1/17/22	203		China Unicom	100	371,774	0.466	0.457	0.475	0.009	2	176,519	4
long	1/17/22	5/09/22	112		Want Want China	100	206,748	0.854	0.837		-0.016	-2	173,107	-6
short	5/09/22	1/09/23	245		Sunny Optical	100	14,354	12.059	11.121	13.077	1.018	8	187,718	13
long	1/09/23	5/08/23	119		Sands China	100	56,247	3.337	3.021		-0.316	-9	169,926	-26
short	5/08/23	5/13/24	371		JD.com	100	10,523	16.147	15.336	17.001	0.854	5	178,912	5
long	5/13/24	8/12/24	91		China Hongqiao	100	127,615	1.402	1.184		-0.218	-16	151,129	-49
accum	1/09/06	8/12/24	6948	days out of 6955 invested (100%)							1,411		151,129	15

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	2/16/09	392	0.54	0.12	2.36	1.83	341.20
	long	6/21/10	8/09/10	49	0.45	0.53		0.08	18.53
	long	8/30/10	8/08/11	343	0.63	1.77		1.15	182.95
	long	9/17/12	4/08/13	203	2.43	3.02		0.59	24.16
	long	9/30/13	2/03/14	126	5.17	7.26		2.09	40.40
	short	10/06/14	4/13/15	189	4.93	4.82	5.03	0.11	2.16
	long	2/27/17	3/05/18	371	4.51	6.81		2.30	50.94	3,877.72
Tingyi	long	1/09/06	1/21/08	742	0.45	1.06		0.61	136.65	136.65
Hengan	long	2/16/09	5/10/10	448	2.85	5.62		2.76	96.82
	short	12/26/16	2/27/17	63	6.79	8.19	5.40	-1.40	-20.56	56.36
PetroChina	short	2/24/20	7/13/20	140	0.38	0.31	0.46	0.08	21.08	21.08
Citic Pacific	short	5/10/10	6/21/10	42	1.57	1.57	1.56	-0.01	-0.49
	short	8/09/10	8/30/10	21	1.54	1.61	1.47	-0.07	-4.35
	short	5/21/12	9/17/12	119	1.18	0.96	1.46	0.28	23.57	17.62
MTR	long	5/09/16	12/26/16	231	4.36	4.60		0.24	5.54	5.54
JD.com	short	5/08/23	5/13/24	371	16.15	15.34	17.00	0.85	5.29	5.29
Belle International	short	2/03/14	5/26/14	112	0.80	0.78	0.82	0.02	2.45	2.45
China Unicom	short	6/28/21	1/17/22	203	0.47	0.46	0.47	0.01	1.96	1.96
Sands China	long	1/16/12	5/21/12	126	2.57	2.61		0.05	1.78
	short	7/06/15	5/09/16	308	3.38	3.08	3.71	0.33	9.72
	long	1/09/23	5/08/23	119	3.34	3.02		-0.32	-9.48	1.09
Lenovo	long	2/11/19	5/27/19	105	0.65	0.65		0.00	0.44	0.44
Tencent	long	5/26/14	10/06/14	133	10.17	12.20		2.03	19.93
	long	4/13/15	7/06/15	84	20.82	17.09		-3.72	-17.88	-1.52
Want Want China	long	1/17/22	5/09/22	112	0.85	0.84		-0.02	-1.93	-1.93
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
China Merchants	short	3/05/18	6/11/18	98	1.84	1.89	1.78	-0.05	-2.82	-2.82
Sunny Optical	long	6/11/18	7/09/18	28	18.35	15.74		-2.61	-14.20
	long	12/23/19	2/24/20	63	15.97	15.13		-0.84	-5.25
	short	5/09/22	1/09/23	245	12.06	11.12	13.08	1.02	8.44	-11.85
China Hongqiao	long	5/13/24	8/12/24	91	1.40	1.18		-0.22	-15.53	-15.53
WH Group	short	7/09/18	2/11/19	217	0.69	0.83	0.56	-0.14	-20.02	-20.02
Swire Pacific	short	8/10/20	1/18/21	161	4.27	5.23	3.31	-0.96	-22.53	-22.53
Geely Auto	long	7/13/20	8/10/20	28	2.16	1.84		-0.32	-14.92
	long	1/18/21	6/28/21	161	3.42	2.76		-0.66	-19.40	-31.43
Li & Fung	short	8/08/11	1/16/12	161	1.16	1.74	0.58	-0.58	-50.20
	short	4/08/13	9/30/13	175	1.04	1.07	1.01	-0.03	-2.88	-51.63
AAC Technologies	short	5/27/19	12/23/19	210	4.82	7.58	2.05	-2.76	-57.40	-57.40

Annotations

3/01/24	HSI-C&I	Component update: JD Health, Li Auto, Sinopharm, Trip.com, WuXi AppTec and Zijin Mining added
3/06/17	HSI-C&I	Geely Auto replaces Li & Fung
12/28/16	HSI-C&I	AAC Technologies joins, China Res Enterprises and Tingyi retire
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
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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