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

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17		∅-RS
						L		HSI-CI	8,785.600	8/12	-0.05	9,076.660	-3.21	8,297.393	779.267	9.39		2.33
						L		China Hongqiao	9.251	8/12	1.33	11.022	-16.07	5.760	5.262	91.35		63.57
						L		CNOOC	18.408	8/12	-0.80	20.889	-11.88	15.367	5.521	35.93		56.02
						L		China Shenhua HK	30.121	8/12	1.57	33.524	-10.15	28.756	4.768	16.58		33.41
						L		Hansoh Pharma	17.252	8/12	-2.22	15.219	13.36	13.398	1.821	13.59		24.57
								PetroChina	6.220	8/12		7.367	-15.57	5.724	1.643	28.71		35.29
								Trip.com	308.479	8/12	0.55	349.324	-11.69	320.415	28.909	9.02		22.36
								Xiaomi	15.349	8/12	0.37	15.368	-0.12	12.276	3.092	25.19		20.68
								Zijin Mining HK	14.268	8/12	0.66	15.368	-7.16	12.055	3.313	27.49		25.72
						L		Tencent	349.697	8/12	1.35	347.272	0.70	254.160	93.112	36.64		19.50
						L		Lenovo	9.586	8/12	2.59	10.276	-6.72	8.963	1.314	14.66		22.85
						L		Haier Smart Home	22.660	8/12	1.67	24.339	-6.90	22.775	1.564	6.87		9.26
						L		China Unicom	5.567	8/12	-5.84	6.686	-16.74	5.181	1.505	29.06		32.96
						L		Meituan	96.983	8/12	-2.07	103.604	-6.39	84.199	19.405	23.05		11.36
						L		Orient Overseas	97.262	8/12	2.25	118.151	-17.68	112.909	5.242	4.64		15.69
						L		Shenzhou Inter	57.723	8/12	-0.24	71.292	-19.03	58.847	12.445	21.15		2.81
								WH Group	4.905	8/12		4.793	2.33	4.463	0.330	7.40		10.74
								Techtronic Inds	90.035	8/12	-0.26	83.181	8.24	83.232	-0.051	-0.06		3.99
						L		China Mobile	66.116	8/12	-0.56	71.804	-7.92	61.562	10.243	16.64		17.49
								Sinopec	4.625	8/12	0.61	4.719	-1.98	4.030	0.688	17.07		17.61
						L		CSPC Pharmaceutical	5.530	8/12	1.02	5.800	-4.66	5.494	0.307	5.58		-0.32
						L		BYD Company	199.187	8/12	-0.28	216.346	-7.93	177.231	39.115	22.07		5.78
						L		JD.com	93.346	8/12	-0.10	96.330	-3.10	82.358	13.972	16.96		-5.92
						L		SMIC	15.424	8/12	-0.24	15.965	-3.39	15.570	0.395	2.54		-3.51
								ANTA Sports Products	63.691	8/12	-2.78	69.939	-8.93	69.843	0.096	0.14		-7.32
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17		∅-RS
						L		Tingyi	8.383	8/12	-0.66	8.775	-4.46	8.190	0.585	7.15		-1.58
								Geely Auto	7.115	8/12	0.26	8.197	-13.20	7.886	0.311	3.94		-1.76
						L		Sinopharm	18.837	8/12	1.10	19.350	-2.65	20.705	-1.355	-6.54		-0.12
								Citic Pacific	6.621	8/12		6.621		7.224	-0.603	-8.34		-6.25
								Haidilao Inter	11.395	8/12	-1.93	13.093	-12.96	12.864	0.228	1.77		-16.38
								Xinyi Glass	7.041	8/12	-0.13	7.982	-11.80	7.417	0.566	7.63		-5.64
								Alibaba	73.157	8/12	0.77	65.743	11.28	66.347	-0.604	-0.91		-8.42
								NetEase	131.300	8/12	0.50	139.040	-5.57	161.588	-22.548	-13.95		-4.41
								Hengan	23.640	8/12	-0.20	22.194	6.51	21.487	0.707	3.29		-10.93
						S		Nongfu Spring	27.416	8/12	1.55	34.550	-20.65	39.017	-4.467	-11.45		-14.09
						L		Sunny Optical	40.332	8/12	1.29	44.994	-10.36	47.759	-2.764	-5.79		-12.08
								CK Hutchison	37.674	8/12	0.12	34.876	8.02	36.440	-1.564	-4.29		-7.77
						S		Sino Biopharm	2.751	8/12	2.08	2.490	10.49	2.899	-0.409	-14.10		-12.44
						L		Alibaba Health	3.021	8/12	-0.61	2.919	3.51	3.239	-0.320	-9.89		-18.28
						L		Galaxy Entertainment	27.463	8/12	-4.38	33.944	-19.09	37.038	-3.094	-8.35		-15.36
								MTR	24.152	8/12	0.19	22.987	5.07	23.281	-0.294	-1.26		-13.41
								Xinyi Solar	3.292	8/12	0.28	3.665	-10.18	4.748	-1.083	-22.82		-24.98
						S		Baidu	77.073	8/12	-0.66	79.498	-3.05	93.033	-13.535	-14.55		-23.25
								China Res Beer	22.101	8/12	-2.47	24.479	-9.71	30.091	-5.612	-18.65		-29.04
						S		Sands China	12.645	8/12	-2.87	15.182	-16.71	19.048	-3.867	-20.30		-26.83
						S		Chow Tai Fook Jwl	6.136	8/12	-0.75	7.880	-22.13	10.361	-2.482	-23.95		-25.06
								Li Ning	13.111	8/12	-1.13	15.760	-16.80	17.962	-2.203	-12.26		-28.73
								Zhongsheng	9.922	8/12	-1.12	10.649	-6.83	13.085	-2.436	-18.62		-33.19
								JD Health	19.630	8/12	-2.55	19.816	-0.94	27.790	-7.974	-28.69		-37.04
						S		Budweiser Brewing	8.672	8/12	-2.11	8.579	1.09	11.871	-3.291	-27.73		-31.70
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17		∅-RS
						S		China Mengniu Dairy	12.347	8/12	-2.79	13.055	-5.43	17.668	-4.613	-26.11		-31.87
						S		Li Auto	71.804	8/12	-1.79	65.557	9.53	147.233	-81.676	-55.47		-43.85
						S		WuXi AppTec HK	32.778	8/12	1.44	27.230	20.38	52.038	-24.808	-47.67		-48.23
								WuXi Biologics	10.985	8/12	3.70	10.761	2.08	19.324	-8.563	-44.31		-49.87
HSI-C&I - 53 out of 53 instruments rated - 7/01/24 / 3/04/24 - 28 did rise, Market-Ratio(17) in CNY = 52.83 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/30
1/06/20	scale up chart	7/01/24

 

Transactions Hang Seng Commerce & Industry in Renminbi yuán * L17 - 69/30 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell		prc diff	d %	asset	yield
1/02/06		1/09/06	7				- cash -
long	1/09/06	1/21/08	742				Tingyi	100	2,277		4.391	11.225		6.834	156	25,562	59
1/21/08		2/16/09	392				- cash -
	2/16/09	5/17/10	455				Hengan	100	1,018		25.093	45.807		20.714	83	46,649	62
5/17/10		6/21/10	35				- cash -
	6/21/10	8/15/11	420				Galaxy Entertainment	100	12,316		3.787	16.688		12.901	341	205,532	263
8/15/11		1/16/12	154				- cash -
	1/16/12	6/04/12	140				Sands China	100	10,000		20.551	20.700		0.149	1	207,019	2
6/04/12		9/17/12	105				- cash -
	9/17/12	5/13/13	238				Galaxy Entertainment	100	10,262		20.172	30.907		10.735	53	317,183	92
5/13/13		9/30/13	140				- cash -
	9/30/13	2/10/14	133				Galaxy Entertainment	100	7,387		42.935	54.365		11.430	27	401,617	91
2/10/14		5/26/14	105				- cash -
	5/26/14	10/13/14	140				Tencent	100	4,637		86.593	90.327		3.734	4	418,931	12
10/13/14		4/13/15	182				- cash -
	4/13/15	7/27/15	105				Tencent	100	3,062		136.808	116.621		-20.187	-15	357,117	-43
7/27/15		5/09/16	287				- cash -
	5/09/16	1/02/17	238				MTR	100	11,051		32.315	33.734		1.419	4	372,801	7
1/02/17		2/27/17	56				- cash -
	2/27/17	8/06/18	525				Galaxy Entertainment	100	11,345		32.858	49.008		16.151	49	556,029	32
8/06/18		2/11/19	189				- cash -
	2/11/19	5/27/19	105				Lenovo	100	112,589		4.939	5.011		0.072	1	564,154	5
5/27/19		12/23/19	210				- cash -
	12/23/19	3/02/20	70				Sunny Optical	100	4,544		124.133	113.946		-10.188	-8	517,861	-36
3/02/20		7/13/20	133				- cash -
	7/13/20	11/02/20	112				Geely Auto	100	30,103		17.202	15.607		-1.595	-9	469,840	-27
11/02/20		1/18/21	77				- cash -
	1/18/21	7/12/21	175				Geely Auto	100	17,541		26.785	20.131		-6.654	-25	353,122	-45
7/12/21		1/17/22	189				- cash -
	1/17/22	5/16/22	119				Want Want China	100	57,099		6.184	6.362		0.178	3	363,258	9
5/16/22		1/09/23	238				- cash -
	1/09/23	5/08/23	119				Sands China	100	14,959		24.283	22.999		-1.283	-5	344,059	-15
5/08/23		5/13/24	371				- cash -
	5/13/24	8/12/24	91				China Hongqiao	100	31,440		10.943	9.251		-1.693	-15	290,844	-49
accum	1/09/06	8/12/24	4041	days out of 6911 invested (58%)										2,808		290,844	36

instrument	L/S	date buy	date sell	days	prc buy	prc sell		prc diff	d %			total
Galaxy Entertainment	long	6/21/10	8/15/11	420	3.79	16.69		12.90	340.62
		9/17/12	5/13/13	238	20.17	30.91		10.74	53.22
		9/30/13	2/10/14	133	42.94	54.37		11.43	26.62
		2/27/17	8/06/18	525	32.86	49.01		16.15	49.15			1,175.02
Tingyi		1/09/06	1/21/08	742	4.39	11.23		6.83	155.66			155.66
Hengan		2/16/09	5/17/10	455	25.09	45.81		20.71	82.55			82.55
MTR		5/09/16	1/02/17	238	32.31	33.73		1.42	4.39			4.39
Want Want China		1/17/22	5/16/22	119	6.18	6.36		0.18	2.87			2.87
Lenovo		2/11/19	5/27/19	105	4.94	5.01		0.07	1.46			1.46
Sands China		1/16/12	6/04/12	140	20.55	20.70		0.15	0.72
		1/09/23	5/08/23	119	24.28	23.00		-1.28	-5.29			-4.60
Sunny Optical		12/23/19	3/02/20	70	124.13	113.95		-10.19	-8.21			-8.21
Tencent		5/26/14	10/13/14	140	86.59	90.33		3.73	4.31
		4/13/15	7/27/15	105	136.81	116.62		-20.19	-14.76			-11.08
China Hongqiao		5/13/24	8/12/24	91	10.94	9.25		-1.69	-15.47			-15.47
Geely Auto		7/13/20	11/02/20	112	17.20	15.61		-1.60	-9.27
		1/18/21	7/12/21	175	26.78	20.13		-6.65	-24.84			-31.81

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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