| |
| |
Assessment - Hang Seng Commerce & Industry in Euro - 5/16/22 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
5/16/22 |
⇓ Δwk |
1/17/22 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
HSI-CI |
1,393.229 |
08:08 |
0.14 |
1,331.962 |
4.60 |
1,592.908 |
-260.946 |
-16.38 |
|
-18.48 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
3.067 |
08:08 |
0.40 |
3.024 |
1.41 |
2.214 |
0.810 |
36.61 |
|
47.51 |
| |  |
 |
 |
 |
|
 |
CNOOC |
1.354 |
08:08 |
0.91 |
1.305 |
3.75 |
1.046 |
0.259 |
24.74 |
|
32.67 |
| |  |
 |
 |
 |
|
 |
Want Want China |
0.875 |
08:08 |
-1.10 |
0.899 |
-2.72 |
0.854 |
0.046 |
5.33 |
|
27.90 |
| |  |
 |
 |
 |
|
 |
China Merchants |
1.703 |
08:08 |
1.01 |
1.645 |
3.57 |
1.658 |
-0.013 |
-0.81 |
|
13.76 |
| |  |
 |
 |
 |
|
 |
China Mobile |
6.427 |
08:08 |
2.14 |
6.274 |
2.43 |
5.686 |
0.588 |
10.34 |
|
12.78 |
| |  |
 |
 |
 |
|
 |
PetroChina |
0.469 |
08:08 |
0.52 |
0.453 |
3.50 |
0.439 |
0.015 |
3.33 |
|
11.32 |
| |  |
 |
 |
 |
L |
 |
Sinopec |
0.484 |
08:08 |
0.51 |
0.474 |
2.06 |
0.456 |
0.019 |
4.07 |
|
10.12 |
| |  |
 |
 |
 |
L |
 |
MTR |
5.205 |
08:08 |
|
5.242 |
-0.70 |
4.814 |
0.427 |
8.88 |
|
9.70 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
6.806 |
08:08 |
0.45 |
6.678 |
1.92 |
6.237 |
0.440 |
7.06 |
|
7.76 |
| |  |
 |
 |
 |
L |
 |
WH Group |
0.696 |
08:08 |
0.88 |
0.671 |
3.83 |
0.542 |
0.129 |
23.72 |
|
6.89 |
| |  |
 |
 |
 |
S |
 |
Citic Pacific |
1.013 |
08:08 |
-0.60 |
1.000 |
1.34 |
0.955 |
0.044 |
4.66 |
|
6.89 |
| |  |
 |
 |
 |
|
 |
Lenovo |
1.011 |
08:08 |
0.36 |
0.969 |
4.29 |
1.011 |
-0.042 |
-4.18 |
|
4.14 |
| |  |
 |
 |
 |
L |
 |
Swire Pacific |
5.505 |
08:08 |
0.22 |
5.395 |
2.04 |
5.096 |
0.299 |
5.87 |
|
-0.25 |
| |  |
 |
 |
 |
S |
 |
China Unicom |
0.459 |
08:08 |
1.08 |
0.452 |
1.62 |
0.457 |
-0.005 |
-1.01 |
|
-0.68 |
| |  |
 |
 |
 |
|
 |
Galaxy Entertainment |
5.163 |
08:08 |
0.12 |
5.108 |
1.08 |
5.062 |
0.046 |
0.90 |
|
-2.19 |
| |  |
 |
 |
 |
S |
 |
Hengan |
4.527 |
08:08 |
0.54 |
4.503 |
0.54 |
4.404 |
0.099 |
2.24 |
|
-4.79 |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
4.833 |
08:08 |
-0.38 |
4.765 |
1.41 |
5.219 |
-0.454 |
-8.70 |
|
-6.27 |
| |  |
 |
 |
 |
|
 |
Tencent |
44.673 |
08:08 |
-0.76 |
42.767 |
4.46 |
52.374 |
-9.608 |
-18.34 |
|
-17.05 |
| |  |
 |
 |
 |
S |
 |
Sands China |
1.945 |
08:08 |
|
1.916 |
1.53 |
2.362 |
-0.446 |
-18.89 |
|
-18.18 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
1.681 |
08:08 |
0.88 |
1.532 |
9.73 |
2.182 |
-0.650 |
-29.79 |
|
-27.77 |
| |  |
 |
 |
 |
|
 |
AAC Technologies |
2.067 |
08:08 |
-0.35 |
1.979 |
4.44 |
3.661 |
-1.682 |
-45.94 |
|
-41.91 |
| |  |
 |
 |
 |
S |
 |
Sunny Optical |
13.893 |
08:08 |
1.34 |
12.121 |
14.62 |
24.792 |
-12.671 |
-51.11 |
|
-42.06 |
HSI-C&I - 22 out of 22 instruments rated - 5/16/22 / 1/17/22 - 13 did rise, Market-Ratio(17) in EUR = 59.09 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
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 |
5/18/22 |
9 |
 |
 |
 |
Sunny Optical |
100 |
14,354 |
|
12.059 |
13.893 |
10.226 |
-1.834 |
-15 |
146,785 |
-100 |
|
accum | 1/09/06 |
5/18/22 | 5973 |
days out of 5980 invested (100%) |
1,368 |
146,785 |
18 |
|
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 |
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 | | | 11.67 |
MTR | long | 5/09/16 | 12/26/16 | 231 | 4.36 | 4.60 | | 0.24 | 5.54 | | | 5.54 |
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 |
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 |
China Merchants | short | 3/05/18 | 6/11/18 | 98 | 1.84 | 1.89 | 1.78 | -0.05 | -2.82 | | | -2.82 |
WH Group | short | 7/09/18 | 2/11/19 | 217 | 0.69 | 0.83 | 0.56 | -0.14 | -20.02 | | | -20.02 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Swire Pacific | short | 8/10/20 | 1/18/21 | 161 | 4.27 | 5.23 | 3.31 | -0.96 | -22.53 | | | -22.53 |
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 | 5/18/22 | 9 | 12.06 | 13.89 | 10.23 | -1.83 | -15.21 | | | -31.07 |
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
3/06/17 | 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) |
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 |
|
|