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

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	4/03/24	prc diff	⇓ Δ17		⇓∅-RS
						L		HSI-CI	194,922.133	12/08/24	-0.05	201,379.744	-3.21	173,450.620	27,929.124	16.10		10.28
								Alibaba	1,623.092	12/08/24	0.77	1,458.611	11.28	1,386.926	71.685	5.17		-1.41
						L		Alibaba Health	67.034	12/08/24	-0.61	64.758	3.51	67.711	-2.953	-4.36		-12.28
								ANTA Sports Products	1,413.094	12/08/24	-2.78	1,551.714	-8.93	1,460.024	91.690	6.28		-0.04
						S		Baidu	1,709.988	12/08/24	-0.66	1,763.781	-3.05	1,944.775	-180.993	-9.31		-17.51
						S		Budweiser Brewing	192.412	12/08/24	-2.11	190.344	1.09	248.146	-57.803	-23.29		-26.75
						L		BYD Company	4,419.281	12/08/24	-0.28	4,799.968	-7.93	3,704.882	1,095.085	29.56		13.88
								CK Hutchison	835.856	12/08/24	0.12	773.788	8.02	761.751	12.036	1.58		-0.70
						L		China Hongqiao	205.240	12/08/24	1.33	244.550	-16.07	120.418	124.132	103.08		77.04
						S		China Mengniu Dairy	273.929	12/08/24	-2.79	289.653	-5.43	369.334	-79.681	-21.57		-26.94
						L		China Mobile	1,466.887	12/08/24	-0.56	1,593.093	-7.92	1,286.898	306.194	23.79		26.80
								China Res Beer	490.342	12/08/24	-2.47	543.100	-9.71	629.022	-85.922	-13.66		-23.72
						L		China Shenhua HK	668.271	12/08/24	1.57	743.788	-10.15	601.130	142.658	23.73		44.38
						L		China Unicom	123.516	12/08/24	-5.84	148.344	-16.74	108.300	40.044	36.98		43.53
						S		Chow Tai Fook Jwl	136.137	12/08/24	-0.75	174.826	-22.13	216.599	-41.773	-19.29		-19.36
								Citic Pacific	146.896	12/08/24		146.896		151.004	-4.108	-2.72		1.03
						L		CNOOC	408.411	12/08/24	-0.80	463.445	-11.88	321.244	142.201	44.27		68.96
						L		CSPC Pharmaceutical	122.689	12/08/24	1.02	128.689	-4.66	114.840	13.849	12.06		7.50
						L		Galaxy Entertainment	609.306	12/08/24	-4.38	753.098	-19.09	774.255	-21.157	-2.73		-9.00
								Geely Auto	157.861	12/08/24	0.26	181.861	-13.20	164.854	17.007	10.32		5.91
								Haidilao Inter	252.826	12/08/24	-1.93	290.481	-12.96	268.921	21.559	8.02		-9.89
						L		Haier Smart Home	502.755	12/08/24	1.67	539.996	-6.90	476.095	63.902	13.42		17.99
						L		Hansoh Pharma	382.756	12/08/24	-2.22	337.653	13.36	280.078	57.575	20.56		34.76
								Hengan	524.479	12/08/24	-0.20	492.410	6.51	449.164	43.246	9.63		-4.11
								JD Health	435.514	12/08/24	-2.55	439.652	-0.94	580.932	-141.279	-24.32		-32.49
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	4/03/24	prc diff	⇓ Δ17		⇓∅-RS
						L		JD.com	2,071.021	12/08/24	-0.10	2,137.227	-3.10	1,721.635	415.592	24.14		1.27
						L		Lenovo	212.688	12/08/24	2.59	227.998	-6.72	187.360	40.638	21.69		32.60
						S		Li Auto	1,593.093	12/08/24	-1.79	1,454.473	9.53	3,077.784	-1,623.311	-52.74		-39.76
								Li Ning	290.895	12/08/24	-1.13	349.653	-16.80	375.490	-25.837	-6.88		-23.55
						L		Meituan	2,151.710	12/08/24	-2.07	2,298.605	-6.39	1,760.108	538.498	30.59		19.97
								MTR	535.858	12/08/24	0.19	509.997	5.07	486.675	23.322	4.79		-6.89
								NetEase	2,913.084	12/08/24	0.50	3,084.807	-5.57	3,377.868	-293.061	-8.68		3.03
						S		Nongfu Spring	608.272	12/08/24	1.55	766.547	-20.65	815.613	-49.066	-6.02		-7.38
						L		Orient Overseas	2,157.916	12/08/24	2.25	2,621.362	-17.68	2,360.275	261.086	11.06		24.78
								PetroChina	137.999	12/08/24		163.447	-15.57	119.649	43.798	36.61		46.26
						S		Sands China	280.550	12/08/24	-2.87	336.825	-16.71	398.188	-61.363	-15.41		-21.36
						L		SMIC	342.205	12/08/24	-0.24	354.205	-3.39	325.476	28.729	8.83		3.81
						L		Shenzhou Inter	1,280.681	12/08/24	-0.24	1,581.713	-19.03	1,230.152	351.562	28.58		10.85
						S		Sino Biopharm	61.034	12/08/24	2.08	55.241	10.49	60.594	-5.353	-8.83		-5.73
								Sinopec	102.620	12/08/24	0.61	104.689	-1.98	84.254	20.435	24.25		26.91
						L		Sinopharm	417.928	12/08/24	1.10	429.307	-2.65	432.813	-3.506	-0.81		7.62
						L		Sunny Optical	894.822	12/08/24	1.29	998.269	-10.36	998.356	-0.087	-0.01		-5.71
								Techtronic Inds	1,997.573	12/08/24	-0.26	1,845.505	8.24	1,739.910	105.595	6.07		12.32
						L		Tencent	7,758.568	12/08/24	1.35	7,704.776	0.70	5,313.024	2,391.751	45.02		28.92
						L		Tingyi	185.999	12/08/24	-0.66	194.688	-4.46	171.202	23.487	13.72		5.91
								Trip.com	6,844.092	12/08/24	0.55	7,750.293	-11.69	6,698.027	1,052.266	15.71		32.32
								WH Group	108.827	12/08/24		106.344	2.33	93.295	13.049	13.99		19.70
						S		WuXi AppTec HK	727.236	12/08/24	1.44	604.134	20.38	1,087.804	-483.670	-44.46		-44.66
								WuXi Biologics	243.722	12/08/24	3.70	238.757	2.08	403.959	-165.202	-40.90		-46.62
								Xiaomi	340.549	12/08/24	0.37	340.963	-0.12	256.610	84.353	32.87		30.59
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	4/03/24	prc diff	⇓ Δ17		⇓∅-RS
								Xinyi Glass	156.206	12/08/24	-0.13	177.102	-11.80	155.043	22.059	14.23		1.52
								Xinyi Solar	73.034	12/08/24	0.28	81.310	-10.18	99.259	-17.949	-18.08		-19.33
								Zhongsheng	220.136	12/08/24	-1.12	236.274	-6.83	273.538	-37.264	-13.62		-28.35
								Zijin Mining HK	316.550	12/08/24	0.66	340.963	-7.16	251.994	88.970	35.31		35.94
HSI-C&I - 53 out of 53 instruments rated - 1/07/24 / 4/03/24 - 32 did rise, Market-Ratio(17) in JPY = 60.38 %
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 Japanese yen * 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	119		83.619	48.776	143.352	59.733	71	17,108	208
14/07/08		28/07/08	14				- cash -
	28/07/08	16/02/09	203				Galaxy Entertainment	100	365		46.778	14.320	152.805	106.027	227	55,808	740
16/02/09		10/05/10	448				- cash -
	10/05/10	14/06/10	35				Citic Pacific	100	304		183.305	160.486	209.369	26.064	14	63,731	300
14/06/10		9/08/10	56				- cash -
	9/08/10	30/08/10	21				Citic Pacific	100	363		175.102	175.008	175.197	0.095	0	63,766	1
30/08/10		8/08/11	343				- cash -
	8/08/11	9/01/12	154				Li & Fung	100	490		130.024	158.078	101.970	-28.054	-22	50,019	-44
9/01/12		21/05/12	133				- cash -
	21/05/12	10/09/12	112				Citic Pacific	100	418		119.590	98.537	145.141	25.551	21	60,700	88
10/09/12		8/04/13	210				- cash -
	8/04/13	12/08/13	126				Li & Fung	100	459		132.178	129.946	134.448	2.270	2	61,741	5
12/08/13		3/02/14	175				- cash -
	3/02/14	26/05/14	112				Belle International	100	566		109.072	108.331	109.819	0.747	1	62,164	2
26/05/14		6/10/14	133				- cash -
	6/10/14	23/02/15	140				Galaxy Entertainment	100	91		678.018	644.109	713.713	35.694	5	65,412	14
23/02/15		6/07/15	133				- cash -
	6/07/15	18/04/16	287				Sands China	100	142		458.492	420.979	499.348	40.855	9	71,214	11
18/04/16		26/12/16	252				- cash -
	26/12/16	13/02/17	49				Hengan	100	85		831.659	955.673	707.646	-124.014	-15	60,672	-70
13/02/17		5/03/18	385				- cash -
	5/03/18	12/03/18	7				China Merchants	100	252		240.537	253.014	228.060	-12.477	-5	57,528	-94
12/03/18		7/05/18	56				- cash -
	7/05/18	14/05/18	7				China Merchants	100	240		238.728	254.775	222.682	-16.047	-7	53,677	-97
14/05/18		28/05/18	14				- cash -
	28/05/18	11/06/18	14				China Merchants	100	211		253.655	244.861	262.766	9.111	4	55,599	151
11/06/18		9/07/18	28				- cash -
	9/07/18	4/02/19	210				WH Group	100	615		90.383	98.172	82.594	-7.789	-9	50,809	-14
4/02/19		27/05/19	112				- cash -
	27/05/19	16/12/19	203				AAC Technologies	100	86		590.201	943.760	236.643	-353.559	-60	20,403	-81
16/12/19		24/02/20	70				- cash -
	24/02/20	6/07/20	133				PetroChina	100	446		45.714	40.201	51.984	6.269	14	23,199	42
6/07/20		10/08/20	35				- cash -
	10/08/20	17/08/20	7				Swire Pacific	100	43		531.428	567.465	495.390	-36.038	-7	21,650	-97
17/08/20		7/09/20	21				- cash -
	7/09/20	21/09/20	14				Swire Pacific	100	37		571.957	516.976	632.787	60.829	11	23,900	1,294
21/09/20		28/09/20	7				- cash -
	28/09/20	16/11/20	49				Citic Pacific	100	308		77.496	84.259	70.732	-6.764	-9	21,817	-49
16/11/20		28/06/21	224				- cash -
	28/06/21	17/01/22	203				China Unicom	100	355		61.383	59.744	63.068	1.684	3	22,415	5
17/01/22		9/05/22	112				- cash -
	9/05/22	2/01/23	238				Sunny Optical	100	13		1,661.409	1,554.996	1,775.105	113.696	7	23,893	11
2/01/23		8/05/23	126				- cash -
	8/05/23	8/04/24	336				JD.com	100	9		2,399.540	1,983.442	2,902.930	503.389	21	28,424	23
8/04/24		3/07/25	451				- cash -
accum	21/01/08	8/04/24	2835	days out of 7122 invested (40%)										184		28,424	14

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	83.62	48.78	143.35	59.73	71.43
		28/07/08	16/02/09	203	46.78	14.32	152.81	106.03	226.66
		6/10/14	23/02/15	140	678.02	644.11	713.71	35.69	5.26			489.48
Citic Pacific		10/05/10	14/06/10	35	183.31	160.49	209.37	26.06	14.22
		9/08/10	30/08/10	21	175.10	175.01	175.20	0.09	0.05
		21/05/12	10/09/12	112	119.59	98.54	145.14	25.55	21.37
		28/09/20	16/11/20	49	77.50	84.26	70.73	-6.76	-8.73			26.59
JD.com		8/05/23	8/04/24	336	2,399.54	1,983.44	2,902.93	503.39	20.98			20.98
PetroChina		24/02/20	6/07/20	133	45.71	40.20	51.98	6.27	13.71			13.71
Sands China		6/07/15	18/04/16	287	458.49	420.98	499.35	40.86	8.91			8.91
Sunny Optical		9/05/22	2/01/23	238	1,661.41	1,555.00	1,775.11	113.70	6.84			6.84
Swire Pacific		10/08/20	17/08/20	7	531.43	567.47	495.39	-36.04	-6.78
		7/09/20	21/09/20	14	571.96	516.98	632.79	60.83	10.64			3.13
China Unicom		28/06/21	17/01/22	203	61.38	59.74	63.07	1.68	2.74			2.74
Belle International		3/02/14	26/05/14	112	109.07	108.33	109.82	0.75	0.68			0.68
China Merchants		5/03/18	12/03/18	7	240.54	253.01	228.06	-12.48	-5.19
		7/05/18	14/05/18	7	238.73	254.77	222.68	-16.05	-6.72
		28/05/18	11/06/18	14	253.66	244.86	262.77	9.11	3.59			-8.38
WH Group		9/07/18	4/02/19	210	90.38	98.17	82.59	-7.79	-8.62			-8.62
Hengan		26/12/16	13/02/17	49	831.66	955.67	707.65	-124.01	-14.91			-14.91
Li & Fung		8/08/11	9/01/12	154	130.02	158.08	101.97	-28.05	-21.58
		8/04/13	12/08/13	126	132.18	129.95	134.45	2.27	1.72			-20.23
AAC Technologies		27/05/19	16/12/19	203	590.20	943.76	236.64	-353.56	-59.90			-59.90

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

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