Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 13:03UTC

Assessment - Hang Seng Index - 7/01/24 - RS = 16

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/11/24	prc diff	⇓ Δ16	∅-RS
	L	HSI	17,111.700	8/12	0.13	17,718.600	-3.43	16,587.600	1,131.000	6.82	2.65
	L	China Hongqiao	9.920	8/12	1.33	11.820	-16.07	6.960	4.860	69.83	63.26
	L	CNOOC	19.740	8/12	-0.80	22.400	-11.88	17.320	5.080	29.33	47.23
	L	China Shenhua HK	32.300	8/12	1.57	35.950	-10.15	29.900	6.050	20.23	43.33
	L	China Res Power	21.950	8/12	0.23	23.950	-8.35	18.340	5.610	30.59	36.74
	L	Hansoh Pharma	18.500	8/12	-2.22	16.320	13.36	14.060	2.260	16.07	32.80
		PetroChina	6.670	8/12		7.900	-15.57	6.260	1.640	26.20	27.46
		Trip.com	330.800	8/12	0.55	374.600	-11.69	346.800	27.800	8.02	27.46
		Xiaomi	16.460	8/12	0.37	16.480	-0.12	13.400	3.080	22.99	26.78
	L	Bank of China	3.400	8/12	1.19	3.850	-11.69	3.200	0.650	20.31	26.24
		Zijin Mining HK	15.300	8/12	0.66	16.480	-7.16	14.600	1.880	12.88	24.00
	L	Tencent	375.000	8/12	1.35	372.400	0.70	278.600	93.800	33.67	21.28
	L	Lenovo	10.280	8/12	2.59	11.020	-6.72	9.370	1.650	17.61	18.70
	L	China Constr Bk HK	5.550	8/12	1.46	5.770	-3.81	4.860	0.910	18.72	18.55
	L	Haier Smart Home	24.300	8/12	1.67	26.100	-6.90	24.400	1.700	6.97	18.28
	L	China Unicom	5.970	8/12	-5.84	7.170	-16.74	5.600	1.570	28.04	16.50
	L	Meituan	104.000	8/12	-2.07	111.100	-6.39	89.200	21.900	24.55	15.59
	L	Hang Seng Bank	91.900	8/12	0.38	100.400	-8.47	86.400	14.000	16.20	12.92
	L	Orient Overseas	104.300	8/12	2.25	126.700	-17.68	126.100	0.600	0.48	12.62
	L	Shenzhou Inter	61.900	8/12	-0.24	76.450	-19.03	64.250	12.200	18.99	12.58
		WH Group	5.260	8/12		5.140	2.33	5.130	0.010	0.19	12.08
	L	Bank of China (HK)	22.300	8/12		24.050	-7.28	21.450	2.600	12.12	11.95
	L	ICBC	4.480	8/12	2.05	4.640	-3.45	4.060	0.580	14.29	11.92
		Techtronic Inds	96.550	8/12	-0.26	89.200	8.24	99.550	-10.350	-10.40	11.57
	L	China Merchants B HK	32.500	8/12		35.450	-8.32	30.050	5.400	17.97	10.17
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/11/24	prc diff	⇓ Δ16	∅-RS
	L	China Mobile	70.900	8/12	-0.56	77.000	-7.92	67.500	9.500	14.07	9.96
	L	HSBC	64.350	8/12	0.63	68.300	-5.78	58.350	9.950	17.05	9.46
		Sinopec	4.960	8/12	0.61	5.060	-1.98	4.420	0.640	14.48	7.29
	L	CSPC Pharmaceutical	5.930	8/12	1.02	6.220	-4.66	6.010	0.210	3.49	5.80
	L	BYD Company	213.600	8/12	-0.28	232.000	-7.93	197.400	34.600	17.53	5.14
		CK Infrastructure	55.450	8/12	0.36	44.100	25.74	45.400	-1.300	-2.86	4.24
		CLP	69.000	8/12	-0.07	63.100	9.35	63.600	-0.500	-0.79	4.12
	L	ENN Energy	53.400	8/12	0.85	64.350	-17.02	63.100	1.250	1.98	2.75
	L	China Ov Land & Inv	12.780	8/12	-0.93	13.540	-5.61	10.580	2.960	27.98	1.63
	L	JD.com	100.100	8/12	-0.10	103.300	-3.10	98.550	4.750	4.82	1.50
	L	SMIC	16.540	8/12	-0.24	17.120	-3.39	17.060	0.060	0.35	0.54
	L	China Life Ins HK	10.380	8/12	0.58	11.040	-5.98	9.600	1.440	15.00	0.11
	S	Power Assets	53.900	8/12	-0.28	42.250	27.57	46.150	-3.900	-8.45	-0.64
		ANTA Sports Products	68.300	8/12	-2.78	75.000	-8.93	75.800	-0.800	-1.06	-0.98
		HK & China Gas	6.620	8/12	1.85	5.940	11.45	6.000	-0.060	-1.00	-1.02
	L	Tingyi	8.990	8/12	-0.66	9.410	-4.46	8.970	0.440	4.91	-1.37
		Geely Auto	7.630	8/12	0.26	8.790	-13.20	8.600	0.190	2.21	-2.04
	L	Sinopharm	20.200	8/12	1.10	20.750	-2.65	21.450	-0.700	-3.26	-2.10
		Citic Pacific	7.100	8/12		7.100		7.950	-0.850	-10.69	-2.93
	L	HK Exchgs & Clrg	231.600	8/12	0.96	250.200	-7.43	241.000	9.200	3.82	-3.28
		Henderson Land	22.050	8/12	-2.43	20.950	5.25	22.700	-1.750	-7.71	-3.51
	L	Longfor	9.550	8/12	-1.95	10.720	-10.91	9.500	1.220	12.84	-3.59
		Haidilao Inter	12.220	8/12	-1.93	14.040	-12.96	14.680	-0.640	-4.36	-3.80
	L	China Res Land	22.750	8/12	-1.09	26.550	-14.31	22.400	4.150	18.53	-3.84
	L	China Res Mixc	21.850	8/12	-1.13	25.850	-15.47	22.950	2.900	12.64	-4.34
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/11/24	prc diff	⇓ Δ16	∅-RS
		Xinyi Glass	7.550	8/12	-0.13	8.560	-11.80	9.480	-0.920	-9.70	-5.84
		Alibaba	78.450	8/12	0.77	70.500	11.28	72.800	-2.300	-3.16	-7.10
	L	Ping An	33.650	8/12	0.45	35.400	-4.94	35.600	-0.200	-0.56	-7.18
		NetEase	140.800	8/12	0.50	149.100	-5.57	169.000	-19.900	-11.78	-7.90
		Hengan	25.350	8/12	-0.20	23.800	6.51	23.850	-0.050	-0.21	-8.60
	S	Nongfu Spring	29.400	8/12	1.55	37.050	-20.65	42.000	-4.950	-11.79	-8.88
	L	Sunny Optical	43.250	8/12	1.29	48.250	-10.36	51.250	-3.000	-5.85	-10.94
		CK Hutchison	40.400	8/12	0.12	37.400	8.02	40.850	-3.450	-8.45	-11.09
	S	Sino Biopharm	2.950	8/12	2.08	2.670	10.49	2.980	-0.310	-10.40	-11.18
	L	Alibaba Health	3.240	8/12	-0.61	3.130	3.51	3.330	-0.200	-6.01	-11.40
	L	Galaxy Entertainment	29.450	8/12	-4.38	36.400	-19.09	39.400	-3.000	-7.61	-11.73
		Sun Hung Kai	71.550	8/12	-1.85	67.550	5.92	78.700	-11.150	-14.17	-12.17
	L	AIA	51.900	8/12	-1.33	53.000	-2.08	62.250	-9.250	-14.86	-14.44
		MTR	25.900	8/12	0.19	24.650	5.07	25.800	-1.150	-4.46	-14.71
	S	Link REIT	34.850	8/12	-0.57	30.350	14.83	36.950	-6.600	-17.86	-14.77
		Xinyi Solar	3.530	8/12	0.28	3.930	-10.18	6.570	-2.640	-40.18	-19.77
	S	Baidu	82.650	8/12	-0.66	85.250	-3.05	97.550	-12.300	-12.61	-19.86
		China Res Beer	23.700	8/12	-2.47	26.250	-9.71	34.300	-8.050	-23.47	-21.77
	S	CK Property	30.950	8/12	0.32	29.250	5.81	36.600	-7.350	-20.08	-21.96
	S	Sands China	13.560	8/12	-2.87	16.280	-16.71	21.450	-5.170	-24.10	-22.03
		Wharf REIC	21.550	8/12	-1.60	20.700	4.11	27.000	-6.300	-23.33	-22.91
		Country Garden Svcs	4.690	8/12	-1.47	4.820	-2.70	5.510	-0.690	-12.52	-23.47
	S	Chow Tai Fook Jwl	6.580	8/12	-0.75	8.450	-22.13	12.060	-3.610	-29.93	-24.05
		Li Ning	14.060	8/12	-1.13	16.900	-16.80	20.450	-3.550	-17.36	-24.29
		Zhongsheng	10.640	8/12	-1.12	11.420	-6.83	13.340	-1.920	-14.39	-26.76
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/11/24	prc diff	⇓ Δ16	∅-RS
	S	Hang Lung	5.590	8/12	-1.41	6.660	-16.07	8.580	-1.920	-22.38	-28.30
		JD Health	21.050	8/12	-2.55	21.250	-0.94	29.750	-8.500	-28.57	-29.00
	S	Budweiser Brewing	9.300	8/12	-2.11	9.200	1.09	12.360	-3.160	-25.57	-33.98
		New World Dev	7.240	8/12	-2.69	7.310	-0.96	9.340	-2.030	-21.73	-34.69
	S	China Mengniu Dairy	13.240	8/12	-2.79	14.000	-5.43	18.800	-4.800	-25.53	-37.79
	S	Li Auto	77.000	8/12	-1.79	70.300	9.53	144.200	-73.900	-51.25	-42.82
	S	WuXi AppTec HK	35.150	8/12	1.44	29.200	20.38	49.000	-19.800	-40.41	-43.62
		WuXi Biologics	11.780	8/12	3.70	11.540	2.08	17.700	-6.160	-34.80	-50.24
HSI - 82 out of 82 instruments rated - 7/01/24 / 3/11/24 - 39 did rise, Market-Ratio(16) = 47.56 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI RS = 16 - B/S = 39/40

1/06/20	scale up chart	7/01/24

Transactions Hang Seng Index * S16 - 39/40 (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		1/21/08	749		- cash -
short	1/21/08	5/12/08	112		Galaxy Entertainment	100	1,636	6.110	5.480	6.812	0.702	11	11,149	43
5/12/08		6/16/08	35		- cash -
	6/16/08	7/07/08	21		Galaxy Entertainment	100	2,156	5.170	3.900	6.854	1.684	33	14,779	13,325
7/07/08		7/21/08	14		- cash -
	7/21/08	1/26/09	189		Galaxy Entertainment	100	4,909	3.010	1.250	7.248	4.238	141	35,584	446
1/26/09		3/02/09	35		- cash -
	3/02/09	3/09/09	7		HSBC	100	821	43.300	38.080	49.236	5.936	14	40,457	81,018
3/09/09		1/25/10	322		- cash -
	1/25/10	3/08/10	42		China Unicom	100	4,682	8.640	9.600	7.680	-0.960	-11	35,962	-64
3/08/10		5/03/10	56		- cash -
	5/03/10	5/17/10	14		Citic Pacific	100	2,365	15.200	13.440	17.191	1.991	13	40,670	2,374
5/17/10		7/05/10	49		- cash -
	7/05/10	8/16/10	42		Citic Pacific	100	2,840	14.320	16.000	12.640	-1.680	-12	35,899	-66
8/16/10		2/07/11	175		- cash -
	2/07/11	3/21/11	42		China Res Land	100	2,822	12.720	13.280	12.160	-0.560	-4	34,318	-32
3/21/11		6/06/11	77		- cash -
	6/06/11	6/13/11	7		China Life Ins HK	100	1,282	26.750	24.600	29.088	2.338	9	37,315	7,796
6/13/11		7/25/11	42		- cash -
	7/25/11	11/28/11	126		New World Dev	100	811	46.000	26.480	79.909	33.909	74	64,816	395
11/28/11		12/05/11	7		- cash -
	12/05/11	1/09/12	35		New World Dev	100	2,470	26.240	28.840	23.640	-2.600	-10	58,394	-66
1/09/12		5/21/12	133		- cash -
	5/21/12	7/16/12	56		China Unicom	100	4,948	11.800	10.740	12.965	1.165	10	64,156	85
7/16/12		7/23/12	7		- cash -
	7/23/12	7/30/12	7		HK Exchgs & Clrg	100	629	101.900	105.500	98.300	-3.600	-4	61,892	-85
7/30/12		8/20/12	21		- cash -
	8/20/12	8/27/12	7		Citic Pacific	100	5,555	11.140	10.740	11.555	0.415	4	64,197	573
8/27/12		5/27/13	273		- cash -
	5/27/13	9/16/13	112		Belle International	100	5,331	12.040	11.300	12.829	0.789	7	68,400	23
9/16/13		1/06/14	112		- cash -
	1/06/14	4/14/14	98		Belle International	100	8,181	8.360	8.440	8.280	-0.080	-1	67,746	-4
4/14/14		4/28/14	14		- cash -
	4/28/14	5/05/14	7		Geely Auto	100	25,372	2.670	2.670	2.670	0.000	0	67,746	0
5/05/14		11/24/14	203		- cash -
	11/24/14	12/08/14	14		Kunlun Energy	100	7,942	8.530	7.710	9.437	0.907	11	74,951	1,294
12/08/14		12/15/14	7		- cash -
	12/15/14	1/12/15	28		Kunlun Energy	100	10,482	7.150	7.570	6.730	-0.420	-6	70,548	-55
1/12/15		7/27/15	196		- cash -
	7/27/15	12/14/15	140		China Shenhua HK	100	4,858	14.520	11.620	18.144	3.624	25	88,153	79
12/14/15		1/04/16	21		- cash -
	1/04/16	4/18/16	105		Belle International	100	15,998	5.510	4.720	6.432	0.922	17	102,906	71
4/18/16		12/05/16	231		- cash -
	12/05/16	2/06/17	63		Lenovo	100	21,528	4.780	5.040	4.520	-0.260	-5	97,309	-28
2/06/17		5/07/18	455		- cash -
	5/07/18	6/04/18	28		China Merchants	100	5,664	17.180	18.060	16.300	-0.880	-5	92,324	-50
6/04/18		6/18/18	14		- cash -
	6/18/18	12/31/18	196		China Merchants	100	5,361	17.220	14.100	21.030	3.810	22	112,752	45
12/31/18		1/07/19	7		- cash -
	1/07/19	1/14/19	7		AAC Technologies	100	2,770	40.700	45.650	35.750	-4.950	-12	99,041	-100
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/14/19		5/27/19	133		- cash -
	5/27/19	11/25/19	182		AAC Technologies	100	2,341	42.300	56.400	28.200	-14.100	-33	66,032	-56
11/25/19		12/09/19	14		- cash -
	12/09/19	12/16/19	7		Bank of East Asia	100	3,730	17.700	17.720	17.680	-0.020	0	65,958	-6
12/16/19		2/03/20	49		- cash -
	2/03/20	2/17/20	14		Bank of East Asia	100	3,940	16.740	17.640	15.840	-0.900	-5	62,412	-76
2/17/20		2/24/20	7		- cash -
	2/24/20	7/06/20	133		PetroChina	100	19,382	3.220	2.900	3.575	0.355	11	69,298	33
7/06/20		7/27/20	21		- cash -
	7/27/20	8/17/20	21		Swire Pacific	100	1,809	38.300	41.500	35.100	-3.200	-8	63,509	-78
8/17/20		8/31/20	14		- cash -
	8/31/20	9/14/20	14		HSBC	100	1,878	33.800	32.200	35.480	1.680	5	66,664	254
9/14/20		9/28/20	14		- cash -
	9/28/20	11/09/20	42		Citic Pacific	100	11,715	5.690	6.120	5.260	-0.430	-8	61,626	-49
11/09/20		7/12/21	245		- cash -
	7/12/21	1/10/22	182		China Life Ins HK	100	4,472	13.780	13.240	14.342	0.562	4	64,139	8
1/10/22		7/11/22	182		- cash -
	7/11/22	12/12/22	154		AAC Technologies	100	3,882	16.520	17.760	15.280	-1.240	-8	59,326	-17
12/12/22		12/19/22	7		- cash -
	12/19/22	12/26/22	7		CLP	100	1,061	55.900	55.550	56.252	0.352	1	59,699	39
12/26/22		5/01/23	126		- cash -
	5/01/23	1/01/24	245		JD.com	100	439	135.900	112.500	164.167	28.267	21	72,109	33
1/01/24		1/08/24	7		- cash -
	1/08/24	3/04/24	56		Li Ning	100	4,006	18.000	19.520	16.480	-1.520	-8	66,020	-44
3/04/24		3/11/24	7		- cash -
	3/11/24	3/18/24	7		WuXi Biologics	100	3,729	17.700	14.760	21.226	3.526	20	79,167	> 999,999
3/18/24		11/21/24	248		- cash -
accum	1/21/08	3/18/24	2569	days out of 6898 invested (37%)							692		79,167	34

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	5/12/08	112	6.11	5.48	6.81	0.70	11.50
		6/16/08	7/07/08	21	5.17	3.90	6.85	1.68	32.56
		7/21/08	1/26/09	189	3.01	1.25	7.25	4.24	140.80	255.91
New World Dev		7/25/11	11/28/11	126	46.00	26.48	79.91	33.91	73.72
		12/05/11	1/09/12	35	26.24	28.84	23.64	-2.60	-9.91	56.50
China Shenhua HK		7/27/15	12/14/15	140	14.52	11.62	18.14	3.62	24.96	24.96
Belle International		5/27/13	9/16/13	112	12.04	11.30	12.83	0.79	6.55
		1/06/14	4/14/14	98	8.36	8.44	8.28	-0.08	-0.96
		1/04/16	4/18/16	105	5.51	4.72	6.43	0.92	16.74	23.19
JD.com		5/01/23	1/01/24	245	135.90	112.50	164.17	28.27	20.80	20.80
WuXi Biologics		3/11/24	3/18/24	7	17.70	14.76	21.23	3.53	19.92	19.92
HSBC		3/02/09	3/09/09	7	43.30	38.08	49.24	5.94	13.71
		8/31/20	9/14/20	14	33.80	32.20	35.48	1.68	4.97	19.36
China Merchants		5/07/18	6/04/18	28	17.18	18.06	16.30	-0.88	-5.12
		6/18/18	12/31/18	196	17.22	14.10	21.03	3.81	22.13	15.87
China Life Ins HK		6/06/11	6/13/11	7	26.75	24.60	29.09	2.34	8.74
		7/12/21	1/10/22	182	13.78	13.24	14.34	0.56	4.08	13.17
PetroChina		2/24/20	7/06/20	133	3.22	2.90	3.58	0.36	11.03	11.03
Kunlun Energy		11/24/14	12/08/14	14	8.53	7.71	9.44	0.91	10.64
		12/15/14	1/12/15	28	7.15	7.57	6.73	-0.42	-5.87	4.14
CLP		12/19/22	12/26/22	7	55.90	55.55	56.25	0.35	0.63	0.63
Geely Auto		4/28/14	5/05/14	7	2.67	2.67	2.67	0.00	0.00	0.00
China Unicom		1/25/10	3/08/10	42	8.64	9.60	7.68	-0.96	-11.11
		5/21/12	7/16/12	56	11.80	10.74	12.96	1.16	9.87	-2.34
HK Exchgs & Clrg		7/23/12	7/30/12	7	101.90	105.50	98.30	-3.60	-3.53	-3.53
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Citic Pacific		5/03/10	5/17/10	14	15.20	13.44	17.19	1.99	13.10
		7/05/10	8/16/10	42	14.32	16.00	12.64	-1.68	-11.73
		8/20/12	8/27/12	7	11.14	10.74	11.55	0.41	3.72
		9/28/20	11/09/20	42	5.69	6.12	5.26	-0.43	-7.56	-4.28
China Res Land		2/07/11	3/21/11	42	12.72	13.28	12.16	-0.56	-4.40	-4.40
Lenovo		12/05/16	2/06/17	63	4.78	5.04	4.52	-0.26	-5.44	-5.44
Bank of East Asia		12/09/19	12/16/19	7	17.70	17.72	17.68	-0.02	-0.11
		2/03/20	2/17/20	14	16.74	17.64	15.84	-0.90	-5.38	-5.48
Swire Pacific		7/27/20	8/17/20	21	38.30	41.50	35.10	-3.20	-8.36	-8.36
Li Ning		1/08/24	3/04/24	56	18.00	19.52	16.48	-1.52	-8.44	-8.44
AAC Technologies		1/07/19	1/14/19	7	40.70	45.65	35.75	-4.95	-12.16
		5/27/19	11/25/19	182	42.30	56.40	28.20	-14.10	-33.33
		7/11/22	12/12/22	154	16.52	17.76	15.28	-1.24	-7.51	-45.84

Annotations

5/23/18	HSI	index adaption removed: Cathay Pacific Airways, Kunlun Energy, The Wharf added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC
7/19/17	HSI	Belle drops out due to acquisition by Hillhouse Capital and CDH Investments
4/01/17	HSI	machine learning processed for all techniques
3/06/17	HSI	Geely Auto replaces Li & Fung
12/28/16	HSI	AAC Technologies and CKI replacen China Res Enterprises and Tingyi
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
7/27/15	Ping An HK	forward stock split 10:20 (twenty for ten)
6/08/15	HSI	CK Property and The Link REIT replace Costco and Hutchison Whampoa.
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


	is taking down something concerning