Share-o-matic - Assessment HSI-C&I (Hang Seng Commerce & Industry)

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

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

1/01/18	scale up chart	5/16/22

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


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