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

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		HSI-CI	194,922.133	12/08/24	-0.05	201,379.744	-3.21	167,199.922	34,179.822	20.44		10.28
								Alibaba	1,623.092	12/08/24	0.77	1,458.611	11.28	1,368.946	89.665	6.55		-1.41
						L		Alibaba Health	67.034	12/08/24	-0.61	64.758	3.51	76.777	-12.019	-15.65		-12.28
								ANTA Sports Products	1,413.094	12/08/24	-2.78	1,551.714	-8.93	1,371.662	180.051	13.13		-0.04
						S		Baidu	1,709.988	12/08/24	-0.66	1,763.781	-3.05	2,102.310	-338.529	-16.10		-17.51
						S		Budweiser Brewing	192.412	12/08/24	-2.11	190.344	1.09	264.735	-74.392	-28.10		-26.75
						L		BYD Company	4,419.281	12/08/24	-0.28	4,799.968	-7.93	3,882.302	917.666	23.64		13.88
								CK Hutchison	835.856	12/08/24	0.12	773.788	8.02	757.809	15.978	2.11		-0.70
						L		China Hongqiao	205.240	12/08/24	1.33	244.550	-16.07	115.709	128.842	111.35		77.04
						S		China Mengniu Dairy	273.929	12/08/24	-2.79	289.653	-5.43	380.263	-90.610	-23.83		-26.94
						L		China Mobile	1,466.887	12/08/24	-0.56	1,593.093	-7.92	1,173.382	419.710	35.77		26.80
								China Res Beer	490.342	12/08/24	-2.47	543.100	-9.71	619.285	-76.185	-12.30		-23.72
						L		China Shenhua HK	668.271	12/08/24	1.57	743.788	-10.15	484.382	259.406	53.55		44.38
						L		China Unicom	123.516	12/08/24	-5.84	148.344	-16.74	88.728	59.616	67.19		43.53
						S		Chow Tai Fook Jwl	136.137	12/08/24	-0.75	174.826	-22.13	210.412	-35.586	-16.91		-19.36
								Citic Pacific	146.896	12/08/24		146.896		141.240	5.655	4.00		1.03
						L		CNOOC	408.411	12/08/24	-0.80	463.445	-11.88	235.401	228.044	96.87		68.96
						L		CSPC Pharmaceutical	122.689	12/08/24	1.02	128.689	-4.66	131.462	-2.773	-2.11		7.50
						L		Galaxy Entertainment	609.306	12/08/24	-4.38	753.098	-19.09	792.214	-39.116	-4.94		-9.00
								Geely Auto	157.861	12/08/24	0.26	181.861	-13.20	155.546	26.315	16.92		5.91
								Haidilao Inter	252.826	12/08/24	-1.93	290.481	-12.96	263.287	27.194	10.33		-9.89
						L		Haier Smart Home	502.755	12/08/24	1.67	539.996	-6.90	399.276	140.720	35.24		17.99
						L		Hansoh Pharma	382.756	12/08/24	-2.22	337.653	13.36	285.378	52.275	18.32		34.76
								Hengan	524.479	12/08/24	-0.20	492.410	6.51	526.030	-33.620	-6.39		-4.11
								JD Health	435.514	12/08/24	-2.55	439.652	-0.94	691.716	-252.064	-36.44		-32.49
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		JD.com	2,071.021	12/08/24	-0.10	2,137.227	-3.10	2,037.122	100.105	4.91		1.27
						L		Lenovo	212.688	12/08/24	2.59	227.998	-6.72	197.737	30.262	15.30		32.60
						S		Li Auto	1,593.093	12/08/24	-1.79	1,454.473	9.53	2,524.221	-1,069.748	-42.38		-39.76
								Li Ning	290.895	12/08/24	-1.13	349.653	-16.80	378.452	-28.799	-7.61		-23.55
						L		Meituan	2,151.710	12/08/24	-2.07	2,298.605	-6.39	1,483.025	815.580	54.99		19.97
								MTR	535.858	12/08/24	0.19	509.997	5.07	548.665	-38.668	-7.05		-6.89
								NetEase	2,913.084	12/08/24	0.50	3,084.807	-5.57	2,545.950	538.857	21.17		3.03
						S		Nongfu Spring	608.272	12/08/24	1.55	766.547	-20.65	817.565	-51.018	-6.24		-7.38
						L		Orient Overseas	2,157.916	12/08/24	2.25	2,621.362	-17.68	1,973.745	647.617	32.81		24.78
								PetroChina	137.999	12/08/24		163.447	-15.57	93.436	70.011	74.93		46.26
						S		Sands China	280.550	12/08/24	-2.87	336.825	-16.71	413.762	-76.937	-18.59		-21.36
						L		SMIC	342.205	12/08/24	-0.24	354.205	-3.39	359.620	-5.415	-1.51		3.81
						L		Shenzhou Inter	1,280.681	12/08/24	-0.24	1,581.713	-19.03	1,455.863	125.850	8.64		10.85
						S		Sino Biopharm	61.034	12/08/24	2.08	55.241	10.49	62.834	-7.593	-12.08		-5.73
								Sinopec	102.620	12/08/24	0.61	104.689	-1.98	74.061	30.628	41.36		26.91
						L		Sinopharm	417.928	12/08/24	1.10	429.307	-2.65	365.777	63.531	17.37		7.62
						L		Sunny Optical	894.822	12/08/24	1.29	998.269	-10.36	1,282.934	-284.665	-22.19		-5.71
								Techtronic Inds	1,997.573	12/08/24	-0.26	1,845.505	8.24	1,684.926	160.578	9.53		12.32
						L		Tencent	7,758.568	12/08/24	1.35	7,704.776	0.70	5,316.436	2,388.340	44.92		28.92
						L		Tingyi	185.999	12/08/24	-0.66	194.688	-4.46	172.386	22.303	12.94		5.91
								Trip.com	6,844.092	12/08/24	0.55	7,750.293	-11.69	5,073.792	2,676.500	52.75		32.32
								WH Group	108.827	12/08/24		106.344	2.33	91.263	15.081	16.52		19.70
						S		WuXi AppTec HK	727.236	12/08/24	1.44	604.134	20.38	1,359.892	-755.758	-55.57		-44.66
								WuXi Biologics	243.722	12/08/24	3.70	238.757	2.08	535.989	-297.232	-55.45		-46.62
								Xiaomi	340.549	12/08/24	0.37	340.963	-0.12	282.481	58.482	20.70		30.59
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Xinyi Glass	156.206	12/08/24	-0.13	177.102	-11.80	158.624	18.478	11.65		1.52
								Xinyi Solar	73.034	12/08/24	0.28	81.310	-10.18	82.571	-1.262	-1.53		-19.33
								Zhongsheng	220.136	12/08/24	-1.12	236.274	-6.83	338.253	-101.979	-30.15		-28.35
								Zijin Mining HK	316.550	12/08/24	0.66	340.963	-7.16	232.866	108.098	46.42		35.94
HSI-C&I - 53 out of 53 instruments rated - 1/07/24 / 1/01/24 - 31 did rise, Market-Ratio(26) in JPY = 58.49 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

 

Transactions Hang Seng Commerce & Industry in Japanese yen * 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	160		62.320	165.597		103.277	166	26,524	62
short	21/01/08	14/07/08	175				Galaxy Entertainment	100	317		83.619	48.776	143.352	59.733	71	45,460	208
14/07/08		28/07/08	14				- cash -
	28/07/08	16/02/09	203				Galaxy Entertainment	100	971		46.778	14.320	152.805	106.027	227	148,411	740
long	16/02/09	17/05/10	455				Hengan	100	440		336.706	620.466		283.760	84	273,266	63
short	10/05/10	14/06/10	35				Citic Pacific	100	1,490		183.305	160.486	209.369	26.064	14	312,102	300
14/06/10		21/06/10	7				- cash -
long	21/06/10	15/08/11	420				Galaxy Entertainment	100	6,206		50.288	200.815		150.527	299	1,246,270	233
short	9/08/10	30/08/10	21				Citic Pacific	100	7,117		175.102	175.008	175.197	0.095	0	1,246,943	1
	8/08/11	9/01/12	154				Li & Fung	100	9,590		130.024	158.078	101.970	-28.054	-22	977,905	-44
9/01/12		16/01/12	7				- cash -
long	16/01/12	4/06/12	140				Sands China	100	3,903		250.519	254.459		3.940	2	993,282	4
short	21/05/12	10/09/12	112				Citic Pacific	100	8,305		119.590	98.537	145.141	25.551	21	1,205,480	88
10/09/12		17/09/12	7				- cash -
long	17/09/12	13/05/13	238				Galaxy Entertainment	100	4,818		250.201	506.272		256.071	102	2,439,229	195
short	8/04/13	12/08/13	126				Li & Fung	100	18,454		132.178	129.946	134.448	2.270	2	2,481,117	5
12/08/13		30/09/13	49				- cash -
long	30/09/13	10/02/14	133				Galaxy Entertainment	100	3,628		683.747	917.080		233.333	34	3,327,648	124
short	3/02/14	26/05/14	112				Belle International	100	30,508		109.072	108.331	109.819	0.747	1	3,350,427	2
long	26/05/14	13/10/14	140				Tencent	100	2,368		1,414.612	1,577.338		162.726	12	3,735,764	33
short	6/10/14	23/02/15	140				Galaxy Entertainment	100	5,509		678.018	644.109	713.713	35.694	5	3,932,404	14
23/02/15		13/04/15	49				- cash -
long	13/04/15	27/07/15	105				Tencent	100	1,487		2,642.915	2,315.846		-327.070	-12	3,446,051	-37
short	6/07/15	18/04/16	287				Sands China	100	7,516		458.492	420.979	499.348	40.855	9	3,753,121	11
18/04/16		9/05/16	21				- cash -
long	9/05/16	2/01/17	238				MTR	100	6,986		537.173	570.067		32.894	6	3,982,920	10
short	26/12/16	13/02/17	49				Hengan	100	4,789		831.659	955.673	707.646	-124.014	-15	3,389,019	-70
13/02/17		27/02/17	14				- cash -
long	27/02/17	6/08/18	525				Galaxy Entertainment	100	6,285		539.166	797.038		257.872	48	5,009,742	31
short	5/03/18	12/03/18	7				China Merchants	100	20,827		240.537	253.014	228.060	-12.477	-5	4,749,879	-94
	7/05/18	14/05/18	7				China Merchants	100	19,896		238.728	254.775	222.682	-16.047	-7	4,430,616	-97
	28/05/18	11/06/18	14				China Merchants	100	17,467		253.655	244.861	262.766	9.111	4	4,589,750	151
	9/07/18	4/02/19	210				WH Group	100	50,781		90.383	98.172	82.594	-7.789	-9	4,194,226	-14
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	52,038		80.599	79.531		-1.068	-1	4,138,655	-5
short	27/05/19	16/12/19	203				AAC Technologies	100	7,012		590.201	943.760	236.643	-353.559	-60	1,659,500	-81
16/12/19		23/12/19	7				- cash -
long	23/12/19	2/03/20	70				Sunny Optical	100	856		1,936.416	1,767.404		-169.013	-9	1,514,825	-38
short	24/02/20	6/07/20	133				PetroChina	100	33,136		45.714	40.201	51.984	6.269	14	1,722,568	42
6/07/20		13/07/20	7				- cash -
long	13/07/20	2/11/20	112				Geely Auto	100	6,535		263.583	244.629		-18.954	-7	1,598,702	-22
short	10/08/20	17/08/20	7				Swire Pacific	100	3,008		531.428	567.465	495.390	-36.038	-7	1,490,300	-97
	7/09/20	21/09/20	14				Swire Pacific	100	2,605		571.957	516.976	632.787	60.829	11	1,648,760	1,294
	28/09/20	16/11/20	49				Citic Pacific	100	21,275		77.496	84.259	70.732	-6.764	-9	1,504,867	-49
16/11/20		18/01/21	63				- cash -
long	18/01/21	12/07/21	175				Geely Auto	100	3,515		428.017	343.120		-84.897	-20	1,206,454	-37
short	28/06/21	17/01/22	203				China Unicom	100	19,654		61.383	59.744	63.068	1.684	3	1,239,559	5
long	17/01/22	16/05/22	119				Want Want China	100	11,098		111.689	121.019		9.331	8	1,343,109	28
short	9/05/22	2/01/23	238				Sunny Optical	100	808		1,661.409	1,554.996	1,775.105	113.696	7	1,434,975	11
2/01/23		9/01/23	7				- cash -
long	9/01/23	8/05/23	119				Sands China	100	3,035		472.731	448.946		-23.785	-5	1,362,788	-15
short	8/05/23	8/04/24	336				JD.com	100	567		2,399.540	1,983.442	2,902.930	503.389	21	1,648,210	23
8/04/24		13/05/24	35				- cash -
long	13/05/24	12/08/24	91				China Hongqiao	100	6,972		236.375	205.240		-31.135	-13	1,431,134	-43
accum	9/01/06	12/08/24	6821	days out of 7122 invested (96%)										14,211		1,431,134	30

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
	short	28/07/08	16/02/09	203	46.78	14.32	152.81	106.03	226.66
	long	21/06/10	15/08/11	420	50.29	200.81		150.53	299.33
	long	17/09/12	13/05/13	238	250.20	506.27		256.07	102.35
	long	30/09/13	10/02/14	133	683.75	917.08		233.33	34.13
	short	6/10/14	23/02/15	140	678.02	644.11	713.71	35.69	5.26
	long	27/02/17	6/08/18	525	539.17	797.04		257.87	47.83			9,344.18
Tingyi	long	9/01/06	21/01/08	742	62.32	165.60		103.28	165.72			165.72
Hengan	long	16/02/09	17/05/10	455	336.71	620.47		283.76	84.28
	short	26/12/16	13/02/17	49	831.66	955.67	707.65	-124.01	-14.91			56.80
Citic Pacific	short	10/05/10	14/06/10	35	183.31	160.49	209.37	26.06	14.22
	short	9/08/10	30/08/10	21	175.10	175.01	175.20	0.09	0.05
	short	21/05/12	10/09/12	112	119.59	98.54	145.14	25.55	21.37
	short	28/09/20	16/11/20	49	77.50	84.26	70.73	-6.76	-8.73			26.59
JD.com	short	8/05/23	8/04/24	336	2,399.54	1,983.44	2,902.93	503.39	20.98			20.98
PetroChina	short	24/02/20	6/07/20	133	45.71	40.20	51.98	6.27	13.71			13.71
Want Want China	long	17/01/22	16/05/22	119	111.69	121.02		9.33	8.35			8.35
MTR	long	9/05/16	2/01/17	238	537.17	570.07		32.89	6.12			6.12
Sands China	long	16/01/12	4/06/12	140	250.52	254.46		3.94	1.57
	short	6/07/15	18/04/16	287	458.49	420.98	499.35	40.86	8.91
	long	9/01/23	8/05/23	119	472.73	448.95		-23.79	-5.03			5.06
Swire Pacific	short	10/08/20	17/08/20	7	531.43	567.47	495.39	-36.04	-6.78
	short	7/09/20	21/09/20	14	571.96	516.98	632.79	60.83	10.64			3.13
China Unicom	short	28/06/21	17/01/22	203	61.38	59.74	63.07	1.68	2.74			2.74
Belle International	short	3/02/14	26/05/14	112	109.07	108.33	109.82	0.75	0.68			0.68
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Lenovo	long	11/02/19	27/05/19	105	80.60	79.53		-1.07	-1.32			-1.32
Tencent	long	26/05/14	13/10/14	140	1,414.61	1,577.34		162.73	11.50
	long	13/04/15	27/07/15	105	2,642.92	2,315.85		-327.07	-12.38			-2.30
Sunny Optical	long	23/12/19	2/03/20	70	1,936.42	1,767.40		-169.01	-8.73
	short	9/05/22	2/01/23	238	1,661.41	1,555.00	1,775.11	113.70	6.84			-2.48
China Merchants	short	5/03/18	12/03/18	7	240.54	253.01	228.06	-12.48	-5.19
	short	7/05/18	14/05/18	7	238.73	254.77	222.68	-16.05	-6.72
	short	28/05/18	11/06/18	14	253.66	244.86	262.77	9.11	3.59			-8.38
WH Group	short	9/07/18	4/02/19	210	90.38	98.17	82.59	-7.79	-8.62			-8.62
China Hongqiao	long	13/05/24	12/08/24	91	236.38	205.24		-31.14	-13.17			-13.17
Li & Fung	short	8/08/11	9/01/12	154	130.02	158.08	101.97	-28.05	-21.58
	short	8/04/13	12/08/13	126	132.18	129.95	134.45	2.27	1.72			-20.23
Geely Auto	long	13/07/20	2/11/20	112	263.58	244.63		-18.95	-7.19
	long	18/01/21	12/07/21	175	428.02	343.12		-84.90	-19.83			-25.60
AAC Technologies	short	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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