| Sun, 31st Aug 2025, 15:48UTC |
| |
Assessment - Hang Seng Commerce & Industry in Pound sterling - 1/07/24 - RS = mixed
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI-CI |
954.287 |
12/08/24 |
-0.05 |
985.902 |
-3.21 |
927.973 |
57.929 |
6.24 |
|
1.07 |
| |  |
 |
 |
 |
L |
 |
China Hongqiao |
1.005 |
12/08/24 |
1.33 |
1.197 |
-16.07 |
0.642 |
0.555 |
86.43 |
|
61.55 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
1.999 |
12/08/24 |
-0.80 |
2.269 |
-11.88 |
1.306 |
0.962 |
73.66 |
|
54.13 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
3.272 |
12/08/24 |
1.57 |
3.641 |
-10.15 |
2.688 |
0.953 |
35.45 |
|
31.80 |
| |  |
 |
 |
 |
L |
 |
Hansoh Pharma |
1.874 |
12/08/24 |
-2.22 |
1.653 |
13.36 |
1.584 |
0.069 |
4.37 |
|
23.08 |
| |  |
 |
 |
 |
|
 |
PetroChina |
0.676 |
12/08/24 |
|
0.800 |
-15.57 |
0.519 |
0.282 |
54.31 |
|
33.62 |
| |  |
 |
 |
 |
|
 |
Trip.com |
33.507 |
12/08/24 |
0.55 |
37.943 |
-11.69 |
28.160 |
9.783 |
34.74 |
|
20.81 |
| |  |
 |
 |
 |
|
 |
Xiaomi |
1.667 |
12/08/24 |
0.37 |
1.669 |
-0.12 |
1.568 |
0.101 |
6.47 |
|
19.29 |
| |  |
 |
 |
 |
|
 |
Zijin Mining HK |
1.550 |
12/08/24 |
0.66 |
1.669 |
-7.16 |
1.292 |
0.377 |
29.16 |
|
24.17 |
| |  |
 |
 |
 |
L |
 |
Tencent |
37.984 |
12/08/24 |
1.35 |
37.721 |
0.70 |
29.507 |
8.214 |
27.84 |
|
18.02 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
1.041 |
12/08/24 |
2.59 |
1.116 |
-6.72 |
1.097 |
0.019 |
1.71 |
|
21.37 |
| |  |
 |
 |
 |
L |
 |
Haier Smart Home |
2.461 |
12/08/24 |
1.67 |
2.644 |
-6.90 |
2.216 |
0.428 |
19.30 |
|
7.92 |
| |  |
 |
 |
 |
L |
 |
China Unicom |
0.605 |
12/08/24 |
-5.84 |
0.726 |
-16.74 |
0.492 |
0.234 |
47.48 |
|
31.34 |
| |  |
 |
 |
 |
L |
 |
Meituan |
10.534 |
12/08/24 |
-2.07 |
11.253 |
-6.39 |
8.231 |
3.022 |
36.72 |
|
9.97 |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
10.565 |
12/08/24 |
2.25 |
12.833 |
-17.68 |
10.954 |
1.879 |
17.15 |
|
14.21 |
| |  |
 |
 |
 |
L |
 |
Shenzhou Inter |
6.270 |
12/08/24 |
-0.24 |
7.744 |
-19.03 |
8.080 |
-0.337 |
-4.16 |
|
1.58 |
| |  |
 |
 |
 |
|
 |
WH Group |
0.533 |
12/08/24 |
|
0.521 |
2.33 |
0.507 |
0.014 |
2.79 |
|
9.43 |
| |  |
 |
 |
 |
|
 |
Techtronic Inds |
9.780 |
12/08/24 |
-0.26 |
9.035 |
8.24 |
9.351 |
-0.316 |
-3.38 |
|
2.69 |
| |  |
 |
 |
 |
L |
 |
China Mobile |
7.181 |
12/08/24 |
-0.56 |
7.799 |
-7.92 |
6.512 |
1.287 |
19.76 |
|
16.07 |
| |  |
 |
 |
 |
|
 |
Sinopec |
0.502 |
12/08/24 |
0.61 |
0.513 |
-1.98 |
0.411 |
0.101 |
24.69 |
|
16.15 |
| |  |
 |
 |
 |
L |
 |
CSPC Pharmaceutical |
0.601 |
12/08/24 |
1.02 |
0.630 |
-4.66 |
0.730 |
-0.100 |
-13.65 |
|
-1.53 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
21.636 |
12/08/24 |
-0.28 |
23.499 |
-7.93 |
21.547 |
1.952 |
9.06 |
|
4.50 |
| |  |
 |
 |
 |
L |
 |
JD.com |
10.139 |
12/08/24 |
-0.10 |
10.463 |
-3.10 |
11.306 |
-0.843 |
-7.46 |
|
-7.13 |
| |  |
 |
 |
 |
L |
 |
SMIC |
1.675 |
12/08/24 |
-0.24 |
1.734 |
-3.39 |
1.996 |
-0.262 |
-13.12 |
|
-4.63 |
| |  |
 |
 |
 |
|
 |
ANTA Sports Products |
6.918 |
12/08/24 |
-2.78 |
7.597 |
-8.93 |
7.613 |
-0.016 |
-0.21 |
|
-8.42 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Tingyi |
0.911 |
12/08/24 |
-0.66 |
0.953 |
-4.46 |
0.957 |
-0.004 |
-0.38 |
|
-2.78 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
0.773 |
12/08/24 |
0.26 |
0.890 |
-13.20 |
0.863 |
0.027 |
3.13 |
|
-2.96 |
| |  |
 |
 |
 |
L |
 |
Sinopharm |
2.046 |
12/08/24 |
1.10 |
2.102 |
-2.65 |
2.030 |
0.072 |
3.53 |
|
-1.36 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
0.719 |
12/08/24 |
|
0.719 |
|
0.784 |
-0.065 |
-8.26 |
|
-7.44 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
1.238 |
12/08/24 |
-1.93 |
1.422 |
-12.96 |
1.461 |
-0.039 |
-2.68 |
|
-17.39 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
0.765 |
12/08/24 |
-0.13 |
0.867 |
-11.80 |
0.880 |
-0.013 |
-1.51 |
|
-6.83 |
| |  |
 |
 |
 |
|
 |
Alibaba |
7.946 |
12/08/24 |
0.77 |
7.141 |
11.28 |
7.598 |
-0.457 |
-6.01 |
|
-9.55 |
| |  |
 |
 |
 |
|
 |
NetEase |
14.262 |
12/08/24 |
0.50 |
15.102 |
-5.57 |
14.130 |
0.972 |
6.88 |
|
-5.53 |
| |  |
 |
 |
 |
|
 |
Hengan |
2.568 |
12/08/24 |
-0.20 |
2.411 |
6.51 |
2.920 |
-0.509 |
-17.43 |
|
-12.04 |
| |  |
 |
 |
 |
S |
 |
Nongfu Spring |
2.978 |
12/08/24 |
1.55 |
3.753 |
-20.65 |
4.538 |
-0.785 |
-17.29 |
|
-15.10 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
4.381 |
12/08/24 |
1.29 |
4.887 |
-10.36 |
7.120 |
-2.233 |
-31.36 |
|
-13.14 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
4.092 |
12/08/24 |
0.12 |
3.788 |
8.02 |
4.206 |
-0.418 |
-9.93 |
|
-8.90 |
| |  |
 |
 |
 |
S |
 |
Sino Biopharm |
0.299 |
12/08/24 |
2.08 |
0.270 |
10.49 |
0.349 |
-0.078 |
-22.45 |
|
-13.50 |
| |  |
 |
 |
 |
L |
 |
Alibaba Health |
0.328 |
12/08/24 |
-0.61 |
0.317 |
3.51 |
0.426 |
-0.109 |
-25.60 |
|
-19.25 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
2.983 |
12/08/24 |
-4.38 |
3.687 |
-19.09 |
4.397 |
-0.710 |
-16.15 |
|
-16.40 |
| |  |
 |
 |
 |
|
 |
MTR |
2.623 |
12/08/24 |
0.19 |
2.497 |
5.07 |
3.045 |
-0.548 |
-18.01 |
|
-14.47 |
| |  |
 |
 |
 |
|
 |
Xinyi Solar |
0.358 |
12/08/24 |
0.28 |
0.398 |
-10.18 |
0.458 |
-0.060 |
-13.14 |
|
-25.96 |
| |  |
 |
 |
 |
S |
 |
Baidu |
8.372 |
12/08/24 |
-0.66 |
8.635 |
-3.05 |
11.668 |
-3.033 |
-25.99 |
|
-24.19 |
| |  |
 |
 |
 |
|
 |
China Res Beer |
2.401 |
12/08/24 |
-2.47 |
2.659 |
-9.71 |
3.437 |
-0.778 |
-22.64 |
|
-29.91 |
| |  |
 |
 |
 |
S |
 |
Sands China |
1.373 |
12/08/24 |
-2.87 |
1.649 |
-16.71 |
2.296 |
-0.647 |
-28.19 |
|
-27.74 |
| |  |
 |
 |
 |
S |
 |
Chow Tai Fook Jwl |
0.666 |
12/08/24 |
-0.75 |
0.856 |
-22.13 |
1.168 |
-0.312 |
-26.71 |
|
-25.98 |
| |  |
 |
 |
 |
|
 |
Li Ning |
1.424 |
12/08/24 |
-1.13 |
1.712 |
-16.80 |
2.100 |
-0.389 |
-18.50 |
|
-29.63 |
| |  |
 |
 |
 |
|
 |
Zhongsheng |
1.078 |
12/08/24 |
-1.12 |
1.157 |
-6.83 |
1.877 |
-0.721 |
-38.38 |
|
-34.01 |
| |  |
 |
 |
 |
|
 |
JD Health |
2.132 |
12/08/24 |
-2.55 |
2.152 |
-0.94 |
3.839 |
-1.687 |
-43.93 |
|
-37.81 |
| |  |
 |
 |
 |
S |
 |
Budweiser Brewing |
0.942 |
12/08/24 |
-2.11 |
0.932 |
1.09 |
1.469 |
-0.537 |
-36.58 |
|
-32.52 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
1.341 |
12/08/24 |
-2.79 |
1.418 |
-5.43 |
2.110 |
-0.692 |
-32.81 |
|
-32.66 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
7.799 |
12/08/24 |
-1.79 |
7.121 |
9.53 |
14.010 |
-6.889 |
-49.17 |
|
-44.50 |
| |  |
 |
 |
 |
S |
 |
WuXi AppTec HK |
3.560 |
12/08/24 |
1.44 |
2.958 |
20.38 |
7.548 |
-4.590 |
-60.81 |
|
-48.78 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
1.193 |
12/08/24 |
3.70 |
1.169 |
2.08 |
2.975 |
-1.806 |
-60.71 |
|
-50.39 |
HSI-C&I - 53 out of 53 instruments rated - 1/07/24 / 1/01/24 - 21 did rise, Market-Ratio(26) in GBP = 39.62 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Drawing of market charts for mixed techniques is really a worry to me.
Transactions Hang Seng Commerce & Industry in Pound sterling * Mixed Straddles 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 |
32,525 |
|
0.307 |
0.793 |
|
0.485 |
158 |
25,779 |
59 |
|
short |
21/01/08 |
14/07/08 |
175 |
 |
 |
 |
Galaxy Entertainment |
100 |
64,411 |
|
0.400 |
0.231 |
0.694 |
0.294 |
73 |
44,708 |
215 |
|
14/07/08 |
28/07/08 |
14 |
|
- cash - |
|
28/07/08 |
16/02/09 |
203 |
 |
 |
 |
Galaxy Entertainment |
100 |
205,262 |
|
0.218 |
0.109 |
0.436 |
0.218 |
100 |
89,515 |
248 |
|
long |
16/02/09 |
17/05/10 |
455 |
 |
 |
 |
Hengan |
100 |
34,994 |
|
2.558 |
4.619 |
|
2.061 |
81 |
161,649 |
61 |
|
short |
10/05/10 |
14/06/10 |
35 |
 |
 |
 |
Citic Pacific |
100 |
119,604 |
|
1.352 |
1.203 |
1.518 |
0.167 |
12 |
181,583 |
236 |
|
14/06/10 |
21/06/10 |
7 |
|
- cash - |
long |
21/06/10 |
15/08/11 |
420 |
 |
 |
 |
Galaxy Entertainment |
100 |
485,407 |
|
0.374 |
1.608 |
|
1.234 |
330 |
780,564 |
255 |
|
short |
9/08/10 |
30/08/10 |
21 |
 |
 |
 |
Citic Pacific |
100 |
607,710 |
|
1.284 |
1.323 |
1.246 |
-0.038 |
-3 |
757,390 |
-41 |
|
|
8/08/11 |
9/01/12 |
154 |
 |
 |
 |
Li & Fung |
100 |
749,327 |
|
1.011 |
1.332 |
0.690 |
-0.321 |
-32 |
516,886 |
-60 |
|
9/01/12 |
16/01/12 |
7 |
|
- cash - |
long |
16/01/12 |
4/06/12 |
140 |
 |
 |
 |
Sands China |
100 |
243,173 |
|
2.126 |
2.124 |
|
-0.001 |
0 |
516,573 |
0 |
|
short |
21/05/12 |
10/09/12 |
112 |
 |
 |
 |
Citic Pacific |
100 |
539,940 |
|
0.957 |
0.787 |
1.163 |
0.207 |
22 |
628,113 |
89 |
|
10/09/12 |
17/09/12 |
7 |
|
- cash - |
long |
17/09/12 |
13/05/13 |
238 |
 |
 |
 |
Galaxy Entertainment |
100 |
319,255 |
|
1.967 |
3.244 |
|
1.276 |
65 |
1,035,613 |
115 |
|
short |
8/04/13 |
12/08/13 |
126 |
 |
 |
 |
Li & Fung |
100 |
1,172,197 |
|
0.883 |
0.867 |
0.900 |
0.017 |
2 |
1,055,212 |
6 |
|
12/08/13 |
30/09/13 |
49 |
|
- cash - |
long |
30/09/13 |
10/02/14 |
133 |
 |
 |
 |
Galaxy Entertainment |
100 |
240,894 |
|
4.380 |
5.470 |
|
1.089 |
25 |
1,317,645 |
84 |
|
short |
3/02/14 |
26/05/14 |
112 |
 |
 |
 |
Belle International |
100 |
1,991,148 |
|
0.662 |
0.631 |
0.694 |
0.032 |
5 |
1,381,857 |
17 |
|
long |
26/05/14 |
13/10/14 |
140 |
 |
 |
 |
Tencent |
100 |
167,710 |
|
8.240 |
9.175 |
|
0.936 |
11 |
1,538,754 |
32 |
|
short |
6/10/14 |
23/02/15 |
140 |
 |
 |
 |
Galaxy Entertainment |
100 |
396,835 |
|
3.878 |
3.508 |
4.287 |
0.409 |
11 |
1,701,037 |
30 |
|
23/02/15 |
13/04/15 |
49 |
|
- cash - |
long |
13/04/15 |
27/07/15 |
105 |
 |
 |
 |
Tencent |
100 |
113,453 |
|
14.993 |
12.074 |
|
-2.919 |
-19 |
1,369,895 |
-53 |
|
short |
6/07/15 |
18/04/16 |
287 |
 |
 |
 |
Sands China |
100 |
571,520 |
|
2.397 |
2.709 |
2.085 |
-0.312 |
-13 |
1,191,449 |
-16 |
|
18/04/16 |
9/05/16 |
21 |
|
- cash - |
long |
9/05/16 |
2/01/17 |
238 |
 |
 |
 |
MTR |
100 |
346,200 |
|
3.441 |
3.958 |
|
0.516 |
15 |
1,370,221 |
24 |
|
short |
26/12/16 |
13/02/17 |
49 |
 |
 |
 |
Hengan |
100 |
237,034 |
|
5.781 |
6.709 |
4.852 |
-0.929 |
-16 |
1,150,113 |
-73 |
|
13/02/17 |
27/02/17 |
14 |
|
- cash - |
long |
27/02/17 |
6/08/18 |
525 |
 |
 |
 |
Galaxy Entertainment |
100 |
299,397 |
|
3.841 |
5.529 |
|
1.688 |
44 |
1,655,382 |
29 |
|
short |
5/03/18 |
12/03/18 |
7 |
 |
 |
 |
China Merchants |
100 |
1,012,068 |
|
1.636 |
1.709 |
1.563 |
-0.073 |
-4 |
1,581,559 |
-91 |
|
|
7/05/18 |
14/05/18 |
7 |
 |
 |
 |
China Merchants |
100 |
979,706 |
|
1.614 |
1.714 |
1.515 |
-0.099 |
-6 |
1,484,256 |
-96 |
|
|
28/05/18 |
11/06/18 |
14 |
 |
 |
 |
China Merchants |
100 |
851,850 |
|
1.742 |
1.662 |
1.826 |
0.084 |
5 |
1,555,649 |
240 |
|
|
9/07/18 |
4/02/19 |
210 |
 |
 |
 |
WH Group |
100 |
2,527,657 |
|
0.615 |
0.685 |
0.546 |
-0.070 |
-11 |
1,379,090 |
-19 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
4/02/19 |
11/02/19 |
7 |
|
- cash - |
long |
11/02/19 |
27/05/19 |
105 |
 |
 |
 |
Lenovo |
100 |
2,440,357 |
|
0.565 |
0.573 |
|
0.008 |
1 |
1,397,560 |
5 |
|
short |
27/05/19 |
16/12/19 |
203 |
 |
 |
 |
AAC Technologies |
100 |
328,842 |
|
4.250 |
6.461 |
2.039 |
-2.211 |
-52 |
670,577 |
-73 |
|
16/12/19 |
23/12/19 |
7 |
|
- cash - |
long |
23/12/19 |
2/03/20 |
70 |
 |
 |
 |
Sunny Optical |
100 |
48,991 |
|
13.688 |
12.813 |
|
-0.875 |
-6 |
627,720 |
-29 |
|
short |
24/02/20 |
6/07/20 |
133 |
 |
 |
 |
PetroChina |
100 |
1,962,970 |
|
0.320 |
0.299 |
0.341 |
0.022 |
7 |
670,158 |
20 |
|
6/07/20 |
13/07/20 |
7 |
|
- cash - |
long |
13/07/20 |
2/11/20 |
112 |
 |
 |
 |
Geely Auto |
100 |
343,799 |
|
1.949 |
1.808 |
|
-0.141 |
-7 |
621,575 |
-22 |
|
short |
10/08/20 |
17/08/20 |
7 |
 |
 |
 |
Swire Pacific |
100 |
162,013 |
|
3.837 |
4.087 |
3.587 |
-0.250 |
-7 |
581,063 |
-97 |
|
|
7/09/20 |
21/09/20 |
14 |
 |
 |
 |
Swire Pacific |
100 |
142,272 |
|
4.084 |
3.860 |
4.322 |
0.238 |
6 |
614,875 |
337 |
|
|
28/09/20 |
16/11/20 |
49 |
 |
 |
 |
Citic Pacific |
100 |
1,076,524 |
|
0.571 |
0.611 |
0.532 |
-0.039 |
-7 |
572,496 |
-41 |
|
16/11/20 |
18/01/21 |
63 |
|
- cash - |
long |
18/01/21 |
12/07/21 |
175 |
 |
 |
 |
Geely Auto |
100 |
188,380 |
|
3.039 |
2.240 |
|
-0.799 |
-26 |
421,939 |
-47 |
|
short |
28/06/21 |
17/01/22 |
203 |
 |
 |
 |
China Unicom |
100 |
1,055,311 |
|
0.400 |
0.382 |
0.419 |
0.019 |
5 |
441,964 |
9 |
|
long |
17/01/22 |
16/05/22 |
119 |
 |
 |
 |
Want Want China |
100 |
619,291 |
|
0.714 |
0.764 |
|
0.050 |
7 |
472,956 |
23 |
|
short |
9/05/22 |
2/01/23 |
238 |
 |
 |
 |
Sunny Optical |
100 |
45,806 |
|
10.325 |
9.870 |
10.802 |
0.477 |
5 |
494,785 |
7 |
|
2/01/23 |
9/01/23 |
7 |
|
- cash - |
long |
9/01/23 |
8/05/23 |
119 |
 |
 |
 |
Sands China |
100 |
168,188 |
|
2.942 |
2.635 |
|
-0.307 |
-10 |
443,128 |
-29 |
|
short |
8/05/23 |
8/04/24 |
336 |
 |
 |
 |
JD.com |
100 |
31,467 |
|
14.082 |
10.328 |
19.201 |
5.119 |
36 |
604,197 |
40 |
|
8/04/24 |
13/05/24 |
35 |
|
- cash - |
long |
13/05/24 |
12/08/24 |
91 |
 |
 |
 |
China Hongqiao |
100 |
501,556 |
|
1.205 |
1.005 |
|
-0.200 |
-17 |
503,964 |
-52 |
|
accum | 9/01/06 |
12/08/24 | 6880 |
days out of 7181 invested (96%) |
4,940 |
503,964 |
23 |
|
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 | 0.40 | 0.23 | 0.69 | 0.29 | 73.43 | | | |
| short | 28/07/08 | 16/02/09 | 203 | 0.22 | 0.11 | 0.44 | 0.22 | 100.22 | | | |
| long | 21/06/10 | 15/08/11 | 420 | 0.37 | 1.61 | | 1.23 | 329.87 | | | |
| long | 17/09/12 | 13/05/13 | 238 | 1.97 | 3.24 | | 1.28 | 64.88 | | | |
| long | 30/09/13 | 10/02/14 | 133 | 4.38 | 5.47 | | 1.09 | 24.87 | | | |
| short | 6/10/14 | 23/02/15 | 140 | 3.88 | 3.51 | 4.29 | 0.41 | 10.55 | | | |
| long | 27/02/17 | 6/08/18 | 525 | 3.84 | 5.53 | | 1.69 | 43.93 | | | 4,789.83 |
Tingyi | long | 9/01/06 | 21/01/08 | 742 | 0.31 | 0.79 | | 0.49 | 157.79 | | | 157.79 |
Hengan | long | 16/02/09 | 17/05/10 | 455 | 2.56 | 4.62 | | 2.06 | 80.58 | | | |
| short | 26/12/16 | 13/02/17 | 49 | 5.78 | 6.71 | 4.85 | -0.93 | -16.06 | | | 51.58 |
JD.com | short | 8/05/23 | 8/04/24 | 336 | 14.08 | 10.33 | 19.20 | 5.12 | 36.35 | | | 36.35 |
Citic Pacific | short | 10/05/10 | 14/06/10 | 35 | 1.35 | 1.20 | 1.52 | 0.17 | 12.33 | | | |
| short | 9/08/10 | 30/08/10 | 21 | 1.28 | 1.32 | 1.25 | -0.04 | -2.97 | | | |
| short | 21/05/12 | 10/09/12 | 112 | 0.96 | 0.79 | 1.16 | 0.21 | 21.59 | | | |
| short | 28/09/20 | 16/11/20 | 49 | 0.57 | 0.61 | 0.53 | -0.04 | -6.89 | | | 23.40 |
MTR | long | 9/05/16 | 2/01/17 | 238 | 3.44 | 3.96 | | 0.52 | 15.00 | | | 15.00 |
Want Want China | long | 17/01/22 | 16/05/22 | 119 | 0.71 | 0.76 | | 0.05 | 7.01 | | | 7.01 |
PetroChina | short | 24/02/20 | 6/07/20 | 133 | 0.32 | 0.30 | 0.34 | 0.02 | 6.76 | | | 6.76 |
Belle International | short | 3/02/14 | 26/05/14 | 112 | 0.66 | 0.63 | 0.69 | 0.03 | 4.87 | | | 4.87 |
China Unicom | short | 28/06/21 | 17/01/22 | 203 | 0.40 | 0.38 | 0.42 | 0.02 | 4.75 | | | 4.75 |
Lenovo | long | 11/02/19 | 27/05/19 | 105 | 0.57 | 0.57 | | 0.01 | 1.34 | | | 1.34 |
Swire Pacific | short | 10/08/20 | 17/08/20 | 7 | 3.84 | 4.09 | 3.59 | -0.25 | -6.52 | | | |
| short | 7/09/20 | 21/09/20 | 14 | 4.08 | 3.86 | 4.32 | 0.24 | 5.82 | | | -1.08 |
Sunny Optical | long | 23/12/19 | 2/03/20 | 70 | 13.69 | 12.81 | | -0.87 | -6.39 | | | |
| short | 9/05/22 | 2/01/23 | 238 | 10.33 | 9.87 | 10.80 | 0.48 | 4.62 | | | -2.07 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
China Merchants | short | 5/03/18 | 12/03/18 | 7 | 1.64 | 1.71 | 1.56 | -0.07 | -4.46 | | | |
| short | 7/05/18 | 14/05/18 | 7 | 1.61 | 1.71 | 1.52 | -0.10 | -6.15 | | | |
| short | 28/05/18 | 11/06/18 | 14 | 1.74 | 1.66 | 1.83 | 0.08 | 4.81 | | | -6.02 |
Tencent | long | 26/05/14 | 13/10/14 | 140 | 8.24 | 9.18 | | 0.94 | 11.35 | | | |
| long | 13/04/15 | 27/07/15 | 105 | 14.99 | 12.07 | | -2.92 | -19.47 | | | -10.32 |
WH Group | short | 9/07/18 | 4/02/19 | 210 | 0.62 | 0.69 | 0.55 | -0.07 | -11.35 | | | -11.35 |
China Hongqiao | long | 13/05/24 | 12/08/24 | 91 | 1.20 | 1.00 | | -0.20 | -16.59 | | | -16.59 |
Sands China | long | 16/01/12 | 4/06/12 | 140 | 2.13 | 2.12 | | -0.00 | -0.06 | | | |
| short | 6/07/15 | 18/04/16 | 287 | 2.40 | 2.71 | 2.08 | -0.31 | -13.03 | | | |
| long | 9/01/23 | 8/05/23 | 119 | 2.94 | 2.63 | | -0.31 | -10.44 | | | -22.15 |
Li & Fung | short | 8/08/11 | 9/01/12 | 154 | 1.01 | 1.33 | 0.69 | -0.32 | -31.75 | | | |
| short | 8/04/13 | 12/08/13 | 126 | 0.88 | 0.87 | 0.90 | 0.02 | 1.89 | | | -30.46 |
Geely Auto | long | 13/07/20 | 2/11/20 | 112 | 1.95 | 1.81 | | -0.14 | -7.25 | | | |
| long | 18/01/21 | 12/07/21 | 175 | 3.04 | 2.24 | | -0.80 | -26.30 | | | -31.64 |
AAC Technologies | short | 27/05/19 | 16/12/19 | 203 | 4.25 | 6.46 | 2.04 | -2.21 | -52.02 | | | -52.02 |
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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