| |
| |
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
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 Related Contribution
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 |
|
|