Share-o-matic - Portfolio

Thu, Jun 8th, 2023, 16:12UTC

Assessment - Hang Seng Commerce & Industry in Dollar - 6/05/23 - RS = 17

		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	2/06/23	prc diff	⇓ Δ17	∅-RS
	S	HSI-CI	1,323.986	08:08	-0.23	1,316.813	0.54	1,528.668	-211.855	-13.86	-4.85
	L	PetroChina	0.717	08:08	2.00	0.685	4.66	0.519	0.166	32.06	39.23
		China Unicom	0.743	08:08	0.34	0.754	-1.52	0.699	0.056	7.95	33.39
		Sinopec	0.646	08:08	1.00	0.637	1.40	0.524	0.113	21.52	28.20
		Sands China	3.478	08:08	-0.91	3.382	2.83	3.590	-0.207	-5.77	26.37
	L	SMIC	2.719	08:08	-1.84	2.706	0.47	2.196	0.510	23.23	21.55
		China Mobile	8.105	08:08	0.47	8.354	-2.98	7.218	1.136	15.74	20.15
		CNOOC	1.504	08:08	2.88	1.557	-3.44	1.423	0.134	9.42	14.23
		Citic Pacific	1.262	08:08	3.13	1.202	4.99	1.145	0.057	5.00	12.25
		Lenovo	0.957	08:08	-0.13	0.959	-0.13	0.805	0.154	19.13	10.04
	L	BYD Company	31.628	08:08	-1.98	31.679	-0.16	31.344	0.335	1.07	8.76
		China Shenhua HK	3.338	08:08	1.55	3.242	2.95	3.048	0.194	6.37	6.07
		Tencent	42.733	08:08	-0.24	43.167	-1.01	48.049	-4.882	-10.16	5.84
		Baidu	16.669	08:08	-1.36	16.580	0.54	17.967	-1.387	-7.72	5.78
		Galaxy Entertainment	6.414	08:08	-1.66	6.414		6.918	-0.504	-7.29	5.12
		NetEase	18.354	08:08	0.65	17.218	6.60	17.738	-0.520	-2.93	5.04
		CK Hutchison	6.235	08:08	1.45	6.165	1.14	6.210	-0.045	-0.73	-0.03
	S	Haidilao Inter	2.211	08:08	1.17	2.234	-1.03	2.535	-0.301	-11.89	-1.54
	S	Nongfu Spring	5.444	08:08	-0.70	5.476	-0.58	5.745	-0.269	-4.68	-2.22
	S	Xiaomi	1.389	08:08	-1.63	1.394	-0.37	1.635	-0.241	-14.74	-2.86
	S	Alibaba Health	0.616	08:08	-2.03	0.629	-2.03	0.807	-0.178	-22.04	-3.94
		MTR	4.723	08:08	0.41	4.723		5.324	-0.601	-11.30	-5.80
		Hengan	4.474	08:08	0.14	4.365	2.49	4.807	-0.442	-9.20	-5.96
	S	Alibaba	10.639	08:08	-0.83	10.562	0.73	13.160	-2.598	-19.74	-6.44
	S	Haier Smart Home	3.038	08:08	0.63	3.012	0.85	3.577	-0.565	-15.79	-7.03
		⇓instrument	freshest		⇓ Δday	6/05/23	⇓ Δwk	2/06/23	prc diff	⇓ Δ17	∅-RS
	S	Chow Tai Fook Jwl	1.761	08:08	-0.29	1.805	-2.40	2.084	-0.279	-13.38	-7.17
	S	Hansoh Pharma	1.664	08:08	-0.46	1.690	-1.51	2.007	-0.317	-15.81	-7.80
	S	China Res Beer	6.573	08:08	-0.68	6.420	2.39	7.332	-0.912	-12.44	-7.91
	S	Tingyi	1.493	08:08	0.86	1.537	-2.82	1.660	-0.124	-7.44	-8.46
		China Mengniu Dairy	3.874	08:08	-0.35	3.887	-0.33	4.744	-0.857	-18.07	-10.23
	S	ANTA Sports Products	10.619	08:08	-1.48	10.632	-0.12	14.422	-3.790	-26.28	-11.58
	S	Budweiser Brewing	2.680	08:08	2.19	2.512	6.71	3.054	-0.542	-17.75	-11.95
	S	Sino Biopharm	0.486	08:08	-0.78	0.485	0.26	0.576	-0.091	-15.85	-12.03
		Xinyi Solar	1.054	08:08	-0.12	1.062	-0.72	1.227	-0.165	-13.43	-12.94
	S	Shenzhou Inter	8.603	08:08	-0.66	8.628	-0.30	12.248	-3.620	-29.55	-13.58
	S	WH Group	0.546	08:08	1.42	0.532	2.64	0.604	-0.072	-11.94	-14.15
		Techtronic Inds	9.560	08:08	0.60	9.439	1.28	13.415	-3.976	-29.64	-15.73
	S	Xinyi Glass	1.560	08:08	0.83	1.544	0.99	2.012	-0.468	-23.25	-16.42
	S	CSPC Pharmaceutical	0.858	08:08	1.05	0.860	-0.30	1.121	-0.261	-23.25	-17.89
	S	Geely Auto	1.200	08:08	-1.47	1.197	0.21	1.551	-0.353	-22.79	-19.96
		China Hongqiao	0.759	08:08	1.36	0.773	-1.82	1.081	-0.308	-28.47	-20.11
	S	Sunny Optical	9.822	08:08	0.20	9.560	2.74	13.326	-3.766	-28.26	-20.31
	S	WuXi Biologics	5.559	08:08	-0.11	5.597	-0.68	8.097	-2.501	-30.88	-20.75
		Meituan	15.878	08:08	0.73	15.521	2.30	20.926	-5.405	-25.83	-22.69
	S	Zhongsheng	3.765	08:08	-1.17	3.867	-2.64	5.643	-1.775	-31.46	-22.72
	S	Li Ning	5.935	08:08	-1.59	5.973	-0.64	9.360	-3.386	-36.18	-24.18
	S	JD.com	18.469	08:08	0.35	17.665	4.55	28.386	-10.721	-37.77	-28.63
		Orient Overseas	13.249	08:08	5.01	12.451	6.41	17.253	-4.802	-27.83	-36.39
HSI-C&I - 47 out of 47 instruments rated - 6/05/23 / 2/06/23 - 10 did rise, Market-Ratio(17) in USD = 21.28 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

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

1/07/19	scale up chart	6/05/23

Transactions Hang Seng Commerce & Industry in Dollar * 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	18,369	0.544	1.550		1.006	185	28,471	67
short	1/21/08	2/16/09	392		Galaxy Entertainment	100	36,377	0.783	0.156	3.926	3.143	402	142,813	349
long	2/16/09	5/10/10	448		Hengan	100	38,928	3.669	7.174		3.505	96	279,273	73
short	5/10/10	6/21/10	42		Citic Pacific	100	139,546	2.001	1.951	2.053	0.052	3	286,475	25
long	6/21/10	8/09/10	49		Galaxy Entertainment	100	516,487	0.555	0.705		0.150	27	363,871	494
short	8/09/10	8/30/10	21		Citic Pacific	100	177,684	2.048	2.054	2.042	-0.006	0	362,832	-5
long	8/30/10	8/08/11	343		Galaxy Entertainment	100	453,644	0.800	2.537		1.737	217	1,150,833	242
short	8/08/11	1/16/12	161		Li & Fung	100	693,559	1.659	2.208	1.110	-0.549	-33	770,128	-60
long	1/16/12	5/21/12	126		Sands China	100	236,549	3.256	3.339		0.083	3	789,771	8
short	5/21/12	9/17/12	119		Citic Pacific	100	521,978	1.513	1.258	1.819	0.306	20	949,531	76
long	9/17/12	4/08/13	203		Galaxy Entertainment	100	297,546	3.191	3.921		0.730	23	1,166,754	45
short	4/08/13	9/30/13	175		Li & Fung	100	861,243	1.355	1.455	1.255	-0.100	-7	1,080,775	-15
long	9/30/13	2/03/14	126		Galaxy Entertainment	100	154,065	7.015	9.827		2.812	40	1,513,969	165
short	2/03/14	5/26/14	112		Belle International	100	1,402,765	1.079	1.063	1.096	0.017	2	1,537,571	5
long	5/26/14	10/06/14	133		Tencent	100	110,794	13.878	15.436		1.558	11	1,710,180	34
short	10/06/14	4/13/15	189		Galaxy Entertainment	100	274,294	6.235	5.097	7.627	1.392	22	2,092,070	48
long	4/13/15	7/06/15	84		Tencent	100	95,095	22.000	18.896		-3.103	-14	1,796,949	-48
short	7/06/15	5/09/16	308		Sands China	100	480,396	3.741	3.510	3.987	0.246	7	1,915,198	8
long	5/09/16	12/26/16	231		MTR	100	386,240	4.959	4.806		-0.152	-3	1,856,372	-5
short	12/26/16	2/27/17	63		Hengan	100	261,465	7.100	8.671	5.529	-1.571	-22	1,445,568	-77
long	2/27/17	3/05/18	371		Galaxy Entertainment	100	302,420	4.780	8.405		3.625	76	2,541,951	74
short	3/05/18	6/11/18	98		China Merchants	100	1,122,569	2.264	2.225	2.304	0.040	2	2,586,849	7
long	6/11/18	7/09/18	28		Sunny Optical	100	119,615	21.626	18.494		-3.132	-14	2,212,169	-87
short	7/09/18	2/11/19	217		WH Group	100	2,711,905	0.816	0.941	0.690	-0.126	-15	1,871,215	-25
long	2/11/19	5/27/19	105		Lenovo	100	2,563,506	0.730	0.726		-0.003	0	1,862,379	-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	345,437	5.391	8.406	2.377	-3.015	-56	820,931	-76
long	12/23/19	2/24/20	63		Sunny Optical	100	46,350	17.712	16.426		-1.286	-7	761,328	-35
short	2/24/20	7/13/20	140		PetroChina	100	1,842,487	0.413	0.358	0.478	0.064	16	879,788	46
long	7/13/20	8/10/20	28		Geely Auto	100	357,602	2.460	2.163		-0.297	-12	773,642	-81
short	8/10/20	1/18/21	161		Swire Pacific	100	154,072	5.021	6.322	3.720	-1.301	-26	573,196	-49
long	1/18/21	6/28/21	161		Geely Auto	100	138,828	4.129	3.286		-0.843	-20	456,215	-40
short	6/28/21	1/17/22	203		China Unicom	100	821,375	0.555	0.521	0.592	0.036	7	486,008	12
long	1/17/22	5/09/22	112		Want Want China	100	498,655	0.975	0.886		-0.089	-9	441,628	-27
short	5/09/22	1/09/23	245		Sunny Optical	100	34,621	12.756	11.959	13.606	0.850	7	471,051	10
long	1/09/23	5/08/23	119		Sands China	100	131,250	3.589	3.327		-0.262	-7	436,691	-21
short	5/08/23	6/08/23	31		JD.com	100	24,556	17.783	18.469	17.097	-0.686	-4	419,849	-37
accum	1/09/06	6/08/23	6359	days out of 6366 invested (100%)							4,098		419,849	24

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	0.78	0.16	3.93	3.14	401.61
	long	6/21/10	8/09/10	49	0.55	0.70		0.15	27.02
	long	8/30/10	8/08/11	343	0.80	2.54		1.74	217.18
	long	9/17/12	4/08/13	203	3.19	3.92		0.73	22.88
	long	9/30/13	2/03/14	126	7.02	9.83		2.81	40.08
	short	10/06/14	4/13/15	189	6.23	5.10	7.63	1.39	22.33
	long	2/27/17	3/05/18	371	4.78	8.41		3.63	75.84	7,382.55
Tingyi	long	1/09/06	1/21/08	742	0.54	1.55		1.01	184.71	184.71
Hengan	long	2/16/09	5/10/10	448	3.67	7.17		3.51	95.55
	short	12/26/16	2/27/17	63	7.10	8.67	5.53	-1.57	-22.13	52.28
Citic Pacific	short	5/10/10	6/21/10	42	2.00	1.95	2.05	0.05	2.58
	short	8/09/10	8/30/10	21	2.05	2.05	2.04	-0.01	-0.29
	short	5/21/12	9/17/12	119	1.51	1.26	1.82	0.31	20.23	22.98
PetroChina	short	2/24/20	7/13/20	140	0.41	0.36	0.48	0.06	15.56	15.56
China Unicom	short	6/28/21	1/17/22	203	0.56	0.52	0.59	0.04	6.53	6.53
China Merchants	short	3/05/18	6/11/18	98	2.26	2.23	2.30	0.04	1.77	1.77
Belle International	short	2/03/14	5/26/14	112	1.08	1.06	1.10	0.02	1.56	1.56
Sands China	long	1/16/12	5/21/12	126	3.26	3.34		0.08	2.55
	short	7/06/15	5/09/16	308	3.74	3.51	3.99	0.25	6.58
	long	1/09/23	5/08/23	119	3.59	3.33		-0.26	-7.29	1.33
Lenovo	long	2/11/19	5/27/19	105	0.73	0.73		-0.00	-0.47	-0.47
MTR	long	5/09/16	12/26/16	231	4.96	4.81		-0.15	-3.07	-3.07
JD.com	short	5/08/23	6/08/23	31	17.78	18.47	17.10	-0.69	-3.86	-3.86
Tencent	long	5/26/14	10/06/14	133	13.88	15.44		1.56	11.23
	long	4/13/15	7/06/15	84	22.00	18.90		-3.10	-14.11	-4.46
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Want Want China	long	1/17/22	5/09/22	112	0.97	0.89		-0.09	-9.13	-9.13
Sunny Optical	long	6/11/18	7/09/18	28	21.63	18.49		-3.13	-14.48
	long	12/23/19	2/24/20	63	17.71	16.43		-1.29	-7.26
	short	5/09/22	1/09/23	245	12.76	11.96	13.61	0.85	6.66	-15.41
WH Group	short	7/09/18	2/11/19	217	0.82	0.94	0.69	-0.13	-15.41	-15.41
Swire Pacific	short	8/10/20	1/18/21	161	5.02	6.32	3.72	-1.30	-25.91	-25.91
Geely Auto	long	7/13/20	8/10/20	28	2.46	2.16		-0.30	-12.06
	long	1/18/21	6/28/21	161	4.13	3.29		-0.84	-20.41	-30.01
Li & Fung	short	8/08/11	1/16/12	161	1.66	2.21	1.11	-0.55	-33.08
	short	4/08/13	9/30/13	175	1.35	1.45	1.25	-0.10	-7.37	-38.01
AAC Technologies	short	5/27/19	12/23/19	210	5.39	8.41	2.38	-3.01	-55.92	-55.92

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)
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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