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

Assessment - Hang Seng Commerce & Industry in Dollar - 1/07/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
	L	HSI-CI	1,206.392	12/08/24	-0.05	1,246.359	-3.21	1,152.647	93.711	8.13	1.43
	S	WuXi AppTec HK	4.501	12/08/24	1.44	3.739	20.38	7.229	-3.490	-48.28	-48.68
	L	Hansoh Pharma	2.369	12/08/24	-2.22	2.090	13.36	1.861	0.229	12.28	23.56
		Alibaba	10.045	12/08/24	0.77	9.027	11.28	9.217	-0.189	-2.05	-9.23
	S	Sino Biopharm	0.378	12/08/24	2.08	0.342	10.49	0.403	-0.061	-15.09	-13.16
	S	Li Auto	9.860	12/08/24	-1.79	9.002	9.53	20.453	-11.451	-55.99	-44.33
		Techtronic Inds	12.363	12/08/24	-0.26	11.422	8.24	11.562	-0.140	-1.21	3.14
		CK Hutchison	5.173	12/08/24	0.12	4.789	8.02	5.062	-0.273	-5.39	-8.56
		Hengan	3.246	12/08/24	-0.20	3.048	6.51	2.985	0.063	2.10	-11.68
		MTR	3.316	12/08/24	0.19	3.156	5.07	3.234	-0.078	-2.40	-14.16
	L	Alibaba Health	0.415	12/08/24	-0.61	0.401	3.51	0.450	-0.049	-10.93	-19.00
		WH Group	0.674	12/08/24		0.658	2.33	0.620	0.038	6.16	9.82
		WuXi Biologics	1.508	12/08/24	3.70	1.478	2.08	2.684	-1.207	-44.95	-50.32
	S	Budweiser Brewing	1.191	12/08/24	-2.11	1.178	1.09	1.649	-0.471	-28.56	-32.29
	L	Tencent	48.019	12/08/24	1.35	47.686	0.70	35.307	12.378	35.06	18.46
		Citic Pacific	0.909	12/08/24		0.909		1.003	-0.094	-9.40	-7.04
		Xiaomi	2.108	12/08/24	0.37	2.110	-0.12	1.705	0.405	23.75	19.67
		JD Health	2.695	12/08/24	-2.55	2.721	-0.94	3.861	-1.139	-29.52	-37.58
		Sinopec	0.635	12/08/24	0.61	0.648	-1.98	0.560	0.088	15.72	16.59
	L	Sinopharm	2.587	12/08/24	1.10	2.657	-2.65	2.876	-0.219	-7.62	-0.98
	S	Baidu	10.583	12/08/24	-0.66	10.916	-3.05	12.924	-2.008	-15.53	-23.91
	L	JD.com	12.818	12/08/24	-0.10	13.228	-3.10	11.441	1.787	15.62	-6.74
	L	SMIC	2.118	12/08/24	-0.24	2.192	-3.39	2.163	0.029	1.35	-4.36
	L	Tingyi	1.151	12/08/24	-0.66	1.205	-4.46	1.138	0.067	5.91	-2.45
	L	CSPC Pharmaceutical	0.759	12/08/24	1.02	0.796	-4.66	0.763	0.033	4.37	-1.15
		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
	S	China Mengniu Dairy	1.695	12/08/24	-2.79	1.793	-5.43	2.454	-0.662	-26.96	-32.47
		NetEase	18.029	12/08/24	0.50	19.092	-5.57	22.447	-3.355	-14.95	-5.24
	L	Meituan	13.317	12/08/24	-2.07	14.226	-6.39	11.697	2.530	21.63	10.31
	L	Lenovo	1.316	12/08/24	2.59	1.411	-6.72	1.245	0.166	13.33	21.83
		Zhongsheng	1.362	12/08/24	-1.12	1.462	-6.83	1.818	-0.355	-19.55	-33.78
	L	Haier Smart Home	3.112	12/08/24	1.67	3.342	-6.90	3.164	0.178	5.63	8.31
		Zijin Mining HK	1.959	12/08/24	0.66	2.110	-7.16	1.675	0.436	26.02	24.64
	L	China Mobile	9.079	12/08/24	-0.56	9.860	-7.92	8.552	1.308	15.29	16.48
	L	BYD Company	27.351	12/08/24	-0.28	29.707	-7.93	24.620	5.087	20.66	4.84
		ANTA Sports Products	8.746	12/08/24	-2.78	9.604	-8.93	9.702	-0.099	-1.02	-8.15
		China Res Beer	3.035	12/08/24	-2.47	3.361	-9.71	4.180	-0.819	-19.59	-29.69
	L	China Shenhua HK	4.136	12/08/24	1.57	4.603	-10.15	3.995	0.609	15.24	32.29
		Xinyi Solar	0.452	12/08/24	0.28	0.503	-10.18	0.660	-0.156	-23.71	-25.66
	L	Sunny Optical	5.538	12/08/24	1.29	6.178	-10.36	6.634	-0.456	-6.87	-12.82
		Trip.com	42.359	12/08/24	0.55	47.967	-11.69	44.511	3.456	7.77	21.31
		Xinyi Glass	0.967	12/08/24	-0.13	1.096	-11.80	1.030	0.066	6.38	-6.49
	L	CNOOC	2.528	12/08/24	-0.80	2.868	-11.88	2.135	0.734	34.36	54.67
		Haidilao Inter	1.565	12/08/24	-1.93	1.798	-12.96	1.787	0.011	0.60	-17.16
		Geely Auto	0.977	12/08/24	0.26	1.126	-13.20	1.096	0.030	2.74	-2.63
		PetroChina	0.854	12/08/24		1.012	-15.57	0.795	0.216	27.23	34.11
	L	China Hongqiao	1.270	12/08/24	1.33	1.514	-16.07	0.800	0.713	89.14	62.07
	S	Sands China	1.736	12/08/24	-2.87	2.085	-16.71	2.646	-0.561	-21.22	-27.46
	L	China Unicom	0.764	12/08/24	-5.84	0.918	-16.74	0.720	0.198	27.57	31.80
		Li Ning	1.800	12/08/24	-1.13	2.164	-16.80	2.495	-0.331	-13.27	-29.40
	L	Orient Overseas	13.356	12/08/24	2.25	16.224	-17.68	15.685	0.539	3.44	14.71
		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
	L	Shenzhou Inter	7.926	12/08/24	-0.24	9.789	-19.03	8.175	1.615	19.75	1.93
	L	Galaxy Entertainment	3.771	12/08/24	-4.38	4.661	-19.09	5.145	-0.484	-9.41	-16.10
	S	Nongfu Spring	3.765	12/08/24	1.55	4.744	-20.65	5.420	-0.676	-12.47	-14.82
	S	Chow Tai Fook Jwl	0.843	12/08/24	-0.75	1.082	-22.13	1.439	-0.357	-24.83	-25.70
HSI-C&I - 53 out of 53 instruments rated - 1/07/24 / 4/03/24 - 27 did rise, Market-Ratio(17) in USD = 50.94 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI-C&I RS = 17 - B/S = 37/53

4/01/21	scale up chart	1/07/24

Transactions Hang Seng Commerce & Industry in Dollar * S17 - 37/53 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		21/01/08	749		- cash -
short	21/01/08	14/07/08	175		Galaxy Entertainment	100	12,776	0.783	0.459	1.335	0.552	71	17,052	204
14/07/08		28/07/08	14		- cash -
	28/07/08	16/02/09	203		Galaxy Entertainment	100	39,310	0.434	0.156	1.206	0.772	178	47,404	529
16/02/09		10/05/10	448		- cash -
	10/05/10	14/06/10	35		Citic Pacific	100	23,686	2.001	1.751	2.288	0.286	14	54,188	303
14/06/10		9/08/10	56		- cash -
	9/08/10	30/08/10	21		Citic Pacific	100	26,461	2.048	2.054	2.042	-0.006	0	54,033	-5
30/08/10		8/08/11	343		- cash -
	8/08/11	9/01/12	154		Li & Fung	100	32,563	1.659	2.054	1.265	-0.395	-24	41,184	-47
9/01/12		21/05/12	133		- cash -
	21/05/12	10/09/12	112		Citic Pacific	100	27,219	1.513	1.260	1.817	0.304	20	49,465	82
10/09/12		8/04/13	210		- cash -
	8/04/13	12/08/13	126		Li & Fung	100	36,513	1.355	1.341	1.369	0.014	1	49,975	3
12/08/13		3/02/14	175		- cash -
	3/02/14	26/05/14	112		Belle International	100	46,304	1.079	1.063	1.096	0.017	2	50,754	5
26/05/14		6/10/14	133		- cash -
	6/10/14	23/02/15	140		Galaxy Entertainment	100	8,140	6.235	5.421	7.171	0.936	15	58,372	44
23/02/15		6/07/15	133		- cash -
	6/07/15	18/04/16	287		Sands China	100	15,605	3.741	3.868	3.613	-0.128	-3	56,380	-4
18/04/16		26/12/16	252		- cash -
	26/12/16	13/02/17	49		Hengan	100	7,941	7.100	8.403	5.797	-1.303	-18	46,035	-78
13/02/17		5/03/18	385		- cash -
	5/03/18	12/03/18	7		China Merchants	100	20,329	2.264	2.374	2.155	-0.110	-5	43,801	-93
12/03/18		7/05/18	56		- cash -
	7/05/18	14/05/18	7		China Merchants	100	20,019	2.188	2.323	2.053	-0.135	-6	41,096	-96
14/05/18		28/05/18	14		- cash -
	28/05/18	11/06/18	14		China Merchants	100	17,714	2.320	2.225	2.419	0.099	4	42,847	197
11/06/18		9/07/18	28		- cash -
	9/07/18	4/02/19	210		WH Group	100	52,525	0.816	0.893	0.738	-0.078	-10	38,764	-16
4/02/19		27/05/19	112		- cash -
	27/05/19	16/12/19	203		AAC Technologies	100	7,190	5.391	8.613	2.170	-3.222	-60	15,599	-81
16/12/19		24/02/20	70		- cash -
	24/02/20	6/07/20	133		PetroChina	100	37,752	0.413	0.374	0.456	0.043	10	17,223	31
6/07/20		10/08/20	35		- cash -
	10/08/20	17/08/20	7		Swire Pacific	100	3,429	5.021	5.356	4.687	-0.335	-7	16,075	-97
17/08/20		7/09/20	21		- cash -
	7/09/20	21/09/20	14		Swire Pacific	100	2,986	5.382	4.937	5.867	0.485	9	17,522	847
21/09/20		28/09/20	7		- cash -
	28/09/20	16/11/20	49		Citic Pacific	100	23,857	0.734	0.806	0.663	-0.072	-10	15,806	-54
16/11/20		28/06/21	224		- cash -
	28/06/21	17/01/22	203		China Unicom	100	28,456	0.555	0.521	0.592	0.036	7	16,838	12
17/01/22		9/05/22	112		- cash -
	9/05/22	2/01/23	238		Sunny Optical	100	1,320	12.756	11.897	13.676	0.920	7	18,053	11
2/01/23		8/05/23	126		- cash -
	8/05/23	8/04/24	336		JD.com	100	1,015	17.783	13.067	24.201	6.418	36	24,567	40
8/04/24		7/12/25	608		- cash -
accum	21/01/08	8/04/24	2835	days out of 7279 invested (39%)							146		24,567	12

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Galaxy Entertainment	short	21/01/08	14/07/08	175	0.78	0.46	1.33	0.55	70.52
		28/07/08	16/02/09	203	0.43	0.16	1.21	0.77	178.01
		6/10/14	23/02/15	140	6.23	5.42	7.17	0.94	15.01	445.22
JD.com		8/05/23	8/04/24	336	17.78	13.07	24.20	6.42	36.09	36.09
Citic Pacific		10/05/10	14/06/10	35	2.00	1.75	2.29	0.29	14.31
		9/08/10	30/08/10	21	2.05	2.05	2.04	-0.01	-0.29
		21/05/12	10/09/12	112	1.51	1.26	1.82	0.30	20.11
		28/09/20	16/11/20	49	0.73	0.81	0.66	-0.07	-9.80	23.49
PetroChina		24/02/20	6/07/20	133	0.41	0.37	0.46	0.04	10.40	10.40
Sunny Optical		9/05/22	2/01/23	238	12.76	11.90	13.68	0.92	7.22	7.22
China Unicom		28/06/21	17/01/22	203	0.56	0.52	0.59	0.04	6.53	6.53
Swire Pacific		10/08/20	17/08/20	7	5.02	5.36	4.69	-0.33	-6.66
		7/09/20	21/09/20	14	5.38	4.94	5.87	0.48	9.00	1.74
Belle International		3/02/14	26/05/14	112	1.08	1.06	1.10	0.02	1.56	1.56
Sands China		6/07/15	18/04/16	287	3.74	3.87	3.61	-0.13	-3.41	-3.41
China Merchants		5/03/18	12/03/18	7	2.26	2.37	2.15	-0.11	-4.85
		7/05/18	14/05/18	7	2.19	2.32	2.05	-0.14	-6.18
		28/05/18	11/06/18	14	2.32	2.23	2.42	0.10	4.26	-6.93
WH Group		9/07/18	4/02/19	210	0.82	0.89	0.74	-0.08	-9.53	-9.53
Hengan		26/12/16	13/02/17	49	7.10	8.40	5.80	-1.30	-18.35	-18.35
Li & Fung		8/08/11	9/01/12	154	1.66	2.05	1.26	-0.39	-23.78
		8/04/13	12/08/13	126	1.35	1.34	1.37	0.01	1.03	-23.00
AAC Technologies		27/05/19	16/12/19	203	5.39	8.61	2.17	-3.22	-59.76	-59.76

Annotations

1/03/24	HSI-C&I	Component update: JD Health, Li Auto, Sinopharm, Trip.com, WuXi AppTec and Zijin Mining added
6/03/17	HSI-C&I	Geely Auto replaces Li & Fung
28/12/16	HSI-C&I	AAC Technologies joins, China Res Enterprises and Tingyi retire
13/10/15	China Mengniu Dairy	forward stock split 1:2 (two for one)
18/09/15	China Res Enterprise	ex special dividend HKD 12.30
1/06/15	CK Hutchison	name change (before Cheung Kong Holdings Ltd) after Merger with Hutchison Whampoa
27/05/15	CK Hutchison	spin-off CK Property


	is taking down something concerning