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

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		HSI-CI	1,206.392	12/08/24	-0.05	1,246.359	-3.21	1,181.938	64.420	5.45		1.43
						S		WuXi AppTec HK	4.501	12/08/24	1.44	3.739	20.38	9.613	-5.874	-61.10		-48.68
						L		Hansoh Pharma	2.369	12/08/24	-2.22	2.090	13.36	2.017	0.072	3.59		23.56
								Alibaba	10.045	12/08/24	0.77	9.027	11.28	9.677	-0.650	-6.71		-9.23
						S		Sino Biopharm	0.378	12/08/24	2.08	0.342	10.49	0.444	-0.102	-23.03		-13.16
						S		Li Auto	9.860	12/08/24	-1.79	9.002	9.53	17.844	-8.842	-49.55		-44.33
								Techtronic Inds	12.363	12/08/24	-0.26	11.422	8.24	11.911	-0.489	-4.10		3.14
								CK Hutchison	5.173	12/08/24	0.12	4.789	8.02	5.357	-0.568	-10.60		-8.56
								Hengan	3.246	12/08/24	-0.20	3.048	6.51	3.719	-0.671	-18.04		-11.68
								MTR	3.316	12/08/24	0.19	3.156	5.07	3.879	-0.722	-18.62		-14.16
						L		Alibaba Health	0.415	12/08/24	-0.61	0.401	3.51	0.543	-0.142	-26.15		-19.00
								WH Group	0.674	12/08/24		0.658	2.33	0.645	0.013	2.02		9.82
								WuXi Biologics	1.508	12/08/24	3.70	1.478	2.08	3.789	-2.311	-61.00		-50.32
						S		Budweiser Brewing	1.191	12/08/24	-2.11	1.178	1.09	1.871	-0.693	-37.05		-32.29
						L		Tencent	48.019	12/08/24	1.35	47.686	0.70	37.582	10.104	26.88		18.46
								Citic Pacific	0.909	12/08/24		0.909		0.998	-0.089	-8.94		-7.04
								Xiaomi	2.108	12/08/24	0.37	2.110	-0.12	1.997	0.113	5.68		19.67
								JD Health	2.695	12/08/24	-2.55	2.721	-0.94	4.890	-2.169	-44.35		-37.58
								Sinopec	0.635	12/08/24	0.61	0.648	-1.98	0.524	0.124	23.76		16.59
						L		Sinopharm	2.587	12/08/24	1.10	2.657	-2.65	2.586	0.071	2.76		-0.98
						S		Baidu	10.583	12/08/24	-0.66	10.916	-3.05	14.861	-3.945	-26.55		-23.91
						L		JD.com	12.818	12/08/24	-0.10	13.228	-3.10	14.400	-1.173	-8.15		-6.74
						L		SMIC	2.118	12/08/24	-0.24	2.192	-3.39	2.542	-0.350	-13.77		-4.36
						L		Tingyi	1.151	12/08/24	-0.66	1.205	-4.46	1.219	-0.014	-1.12		-2.45
						L		CSPC Pharmaceutical	0.759	12/08/24	1.02	0.796	-4.66	0.929	-0.133	-14.29		-1.15
								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		China Mengniu Dairy	1.695	12/08/24	-2.79	1.793	-5.43	2.688	-0.895	-33.31		-32.47
								NetEase	18.029	12/08/24	0.50	19.092	-5.57	17.997	1.095	6.08		-5.24
						L		Meituan	13.317	12/08/24	-2.07	14.226	-6.39	10.484	3.743	35.70		10.31
						L		Lenovo	1.316	12/08/24	2.59	1.411	-6.72	1.398	0.013	0.95		21.83
								Zhongsheng	1.362	12/08/24	-1.12	1.462	-6.83	2.391	-0.929	-38.84		-33.78
						L		Haier Smart Home	3.112	12/08/24	1.67	3.342	-6.90	2.822	0.520	18.41		8.31
								Zijin Mining HK	1.959	12/08/24	0.66	2.110	-7.16	1.646	0.464	28.19		24.64
						L		China Mobile	9.079	12/08/24	-0.56	9.860	-7.92	8.295	1.565	18.87		16.48
						L		BYD Company	27.351	12/08/24	-0.28	29.707	-7.93	27.444	2.263	8.25		4.84
								ANTA Sports Products	8.746	12/08/24	-2.78	9.604	-8.93	9.696	-0.093	-0.95		-8.15
								China Res Beer	3.035	12/08/24	-2.47	3.361	-9.71	4.378	-1.016	-23.22		-29.69
						L		China Shenhua HK	4.136	12/08/24	1.57	4.603	-10.15	3.424	1.179	34.44		32.29
								Xinyi Solar	0.452	12/08/24	0.28	0.503	-10.18	0.584	-0.080	-13.79		-25.66
						L		Sunny Optical	5.538	12/08/24	1.29	6.178	-10.36	9.069	-2.891	-31.87		-12.82
								Trip.com	42.359	12/08/24	0.55	47.967	-11.69	35.867	12.101	33.74		21.31
								Xinyi Glass	0.967	12/08/24	-0.13	1.096	-11.80	1.121	-0.025	-2.25		-6.49
						L		CNOOC	2.528	12/08/24	-0.80	2.868	-11.88	1.664	1.204	72.37		54.67
								Haidilao Inter	1.565	12/08/24	-1.93	1.798	-12.96	1.861	-0.063	-3.40		-17.16
								Geely Auto	0.977	12/08/24	0.26	1.126	-13.20	1.100	0.026	2.36		-2.63
								PetroChina	0.854	12/08/24		1.012	-15.57	0.661	0.351	53.16		34.11
						L		China Hongqiao	1.270	12/08/24	1.33	1.514	-16.07	0.818	0.696	85.04		62.07
						S		Sands China	1.736	12/08/24	-2.87	2.085	-16.71	2.925	-0.840	-28.73		-27.46
						L		China Unicom	0.764	12/08/24	-5.84	0.918	-16.74	0.627	0.291	46.38		31.80
								Li Ning	1.800	12/08/24	-1.13	2.164	-16.80	2.675	-0.511	-19.11		-29.40
						L		Orient Overseas	13.356	12/08/24	2.25	16.224	-17.68	13.952	2.271	16.28		14.71
								⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		Shenzhou Inter	7.926	12/08/24	-0.24	9.789	-19.03	10.292	-0.502	-4.88		1.93
						L		Galaxy Entertainment	3.771	12/08/24	-4.38	4.661	-19.09	5.600	-0.939	-16.77		-16.10
						S		Nongfu Spring	3.765	12/08/24	1.55	4.744	-20.65	5.779	-1.035	-17.91		-14.82
						S		Chow Tai Fook Jwl	0.843	12/08/24	-0.75	1.082	-22.13	1.487	-0.405	-27.25		-25.70
HSI-C&I - 53 out of 53 instruments rated - 1/07/24 / 1/01/24 - 21 did rise, Market-Ratio(26) in USD = 39.62 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

 

Transactions Hang Seng Commerce & Industry in Dollar * Mixed Cut L17 - 69/30 (1) - 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		9/01/06	7				- cash -
long	9/01/06	21/01/08	742				Tingyi	100	18,369		0.544	1.550		1.006	185	28,471	67
short	21/01/08	14/07/08	175				Galaxy Entertainment	100	36,377		0.783	0.459	1.335	0.552	71	48,549	204
14/07/08		28/07/08	14				- cash -
	28/07/08	16/02/09	203				Galaxy Entertainment	100	111,924		0.434	0.156	1.206	0.772	178	134,969	529
long	16/02/09	17/05/10	455				Hengan	100	36,790		3.669	6.710		3.042	83	246,873	62
17/05/10		21/06/10	35				- cash -
	21/06/10	15/08/11	420				Galaxy Entertainment	100	445,089		0.555	2.617		2.063	372	1,165,004	285
15/08/11		16/01/12	154				- cash -
	16/01/12	4/06/12	140				Sands China	100	357,838		3.256	3.261		0.005	0	1,166,911	0
4/06/12		17/09/12	105				- cash -
	17/09/12	13/05/13	238				Galaxy Entertainment	100	365,664		3.191	4.983		1.791	56	1,821,942	98
13/05/13		30/09/13	140				- cash -
	30/09/13	10/02/14	133				Galaxy Entertainment	100	259,719		7.015	8.973		1.958	28	2,330,351	96
10/02/14		26/05/14	105				- cash -
	26/05/14	13/10/14	140				Tencent	100	167,921		13.878	14.746		0.869	6	2,476,215	17
13/10/14		13/04/15	182				- cash -
	13/04/15	27/07/15	105				Tencent	100	112,556		22.000	18.787		-3.212	-15	2,114,658	-42
27/07/15		9/05/16	287				- cash -
	9/05/16	2/01/17	238				MTR	100	426,465		4.959	4.861		-0.098	-2	2,072,876	-3
2/01/17		27/02/17	56				- cash -
	27/02/17	6/08/18	525				Galaxy Entertainment	100	433,656		4.780	7.156		2.376	50	3,103,328	32
6/08/18		11/02/19	189				- cash -
	11/02/19	27/05/19	105				Lenovo	100	4,251,463		0.730	0.726		-0.003	0	3,088,675	-2
short	27/05/19	16/12/19	203				AAC Technologies	100	572,892		5.391	8.613	2.170	-3.222	-60	1,242,948	-81
16/12/19		23/12/19	7				- cash -
long	23/12/19	2/03/20	70				Sunny Optical	100	70,177		17.712	16.378		-1.333	-8	1,149,371	-34
2/03/20		13/07/20	133				- cash -
	13/07/20	2/11/20	112				Geely Auto	100	467,178		2.460	2.334		-0.126	-5	1,090,319	-16
2/11/20		18/01/21	77				- cash -
	18/01/21	12/07/21	175				Geely Auto	100	264,076		4.129	3.110		-1.018	-25	821,402	-45
12/07/21		17/01/22	189				- cash -
	17/01/22	16/05/22	119				Want Want China	100	842,777		0.975	0.938		-0.037	-4	790,580	-11
16/05/22		9/01/23	238				- cash -
	9/01/23	8/05/23	119				Sands China	100	220,280		3.589	3.327		-0.262	-7	732,911	-21
short	8/05/23	8/04/24	336				JD.com	100	41,213		17.783	13.067	24.201	6.418	36	997,423	40
8/04/24		13/05/24	35				- cash -
long	13/05/24	12/08/24	91				China Hongqiao	100	658,946		1.514	1.270		-0.243	-16	837,027	-51
accum	9/01/06	12/08/24	5326	days out of 7279 invested (73%)										8,270		837,027	35

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
	short	28/07/08	16/02/09	203	0.43	0.16	1.21	0.77	178.01
	long	21/06/10	15/08/11	420	0.55	2.62		2.06	371.90
	long	17/09/12	13/05/13	238	3.19	4.98		1.79	56.13
	long	30/09/13	10/02/14	133	7.02	8.97		1.96	27.90
	long	27/02/17	6/08/18	525	4.78	7.16		2.38	49.71			6,588.46
Tingyi	long	9/01/06	21/01/08	742	0.54	1.55		1.01	184.71			184.71
Hengan	long	16/02/09	17/05/10	455	3.67	6.71		3.04	82.91			82.91
JD.com	short	8/05/23	8/04/24	336	17.78	13.07	24.20	6.42	36.09			36.09
Lenovo	long	11/02/19	27/05/19	105	0.73	0.73		-0.00	-0.47			-0.47
MTR	long	9/05/16	2/01/17	238	4.96	4.86		-0.10	-1.98			-1.98
Want Want China	long	17/01/22	16/05/22	119	0.97	0.94		-0.04	-3.75			-3.75
Sands China	long	16/01/12	4/06/12	140	3.26	3.26		0.01	0.16
	long	9/01/23	8/05/23	119	3.59	3.33		-0.26	-7.29			-7.14
Sunny Optical	long	23/12/19	2/03/20	70	17.71	16.38		-1.33	-7.53			-7.53
Tencent	long	26/05/14	13/10/14	140	13.88	14.75		0.87	6.26
	long	13/04/15	27/07/15	105	22.00	18.79		-3.21	-14.60			-9.26
China Hongqiao	long	13/05/24	12/08/24	91	1.51	1.27		-0.24	-16.08			-16.08
Geely Auto	long	13/07/20	2/11/20	112	2.46	2.33		-0.13	-5.14
	long	18/01/21	12/07/21	175	4.13	3.11		-1.02	-24.66			-28.53
AAC Technologies	short	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

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