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 = 69/37
4/01/21	scale up chart	1/07/24

 

Transactions Hang Seng Commerce & Industry in Japanese yen * A17 - 69/37 (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	16/02/09	392				Galaxy Entertainment	100	317		83.619	14.320	488.270	404.651	484	154,799	417
long	16/02/09	10/05/10	448				Hengan	100	459		336.706	657.098		320.392	95	301,859	72
short	10/05/10	21/06/10	42				Citic Pacific	100	1,646		183.305	176.883	189.960	6.655	4	312,812	36
long	21/06/10	9/08/10	49				Galaxy Entertainment	100	6,220		50.288	60.240		9.952	20	374,711	284
short	9/08/10	30/08/10	21				Citic Pacific	100	2,139		175.102	175.008	175.197	0.095	0	374,913	1
long	30/08/10	8/08/11	343				Galaxy Entertainment	100	5,500		68.156	198.789		130.633	192	1,093,394	212
short	8/08/11	16/01/12	161				Li & Fung	100	8,409		130.024	169.917	90.132	-39.893	-31	757,935	-56
long	16/01/12	21/05/12	126				Sands China	100	3,025		250.519	263.892		13.373	5	798,387	16
short	21/05/12	17/09/12	119				Citic Pacific	100	6,676		119.590	98.665	144.953	25.363	21	967,710	80
long	17/09/12	8/04/13	203				Galaxy Entertainment	100	3,867		250.201	382.587		132.386	53	1,479,647	115
short	8/04/13	30/09/13	175				Li & Fung	100	11,194		132.178	141.777	122.579	-9.599	-7	1,372,194	-15
long	30/09/13	3/02/14	126				Galaxy Entertainment	100	2,006		683.747	993.106		309.359	45	1,992,767	195
short	3/02/14	26/05/14	112				Belle International	100	18,270		109.072	108.331	109.819	0.747	1	2,006,408	2
long	26/05/14	6/10/14	133				Tencent	100	1,418		1,414.612	1,678.569		263.957	19	2,380,699	60
short	6/10/14	13/04/15	189				Galaxy Entertainment	100	3,511		678.018	612.288	750.805	72.786	11	2,636,251	22
long	13/04/15	6/07/15	84				Tencent	100	997		2,642.915	2,316.176		-326.739	-12	2,310,492	-44
short	6/07/15	9/05/16	308				Sands China	100	5,039		458.492	380.207	552.897	94.405	21	2,786,198	25
long	9/05/16	26/12/16	231				MTR	100	5,186		537.173	562.993		25.820	5	2,920,099	8
short	26/12/16	27/02/17	63				Hengan	100	3,511		831.659	978.057	685.262	-146.397	-18	2,406,098	-67
long	27/02/17	5/03/18	371				Galaxy Entertainment	100	4,462		539.166	892.862		353.695	66	3,984,287	64
short	5/03/18	11/06/18	98				China Merchants	100	16,564		240.537	244.861	236.214	-4.324	-2	3,912,670	-7
long	11/06/18	9/07/18	28				Sunny Optical	100	1,644		2,379.889	2,049.146		-330.744	-14	3,368,927	-86
short	9/07/18	11/02/19	217				WH Group	100	37,274		90.383	103.948	76.817	-13.566	-15	2,863,283	-24
long	11/02/19	27/05/19	105				Lenovo	100	35,525		80.599	79.531		-1.068	-1	2,825,346	-5
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/05/19	23/12/19	210				AAC Technologies	100	4,787		590.201	919.061	261.342	-328.859	-56	1,251,097	-76
long	23/12/19	24/02/20	63				Sunny Optical	100	646		1,936.416	1,817.206		-119.211	-6	1,174,087	-31
short	24/02/20	13/07/20	140				PetroChina	100	25,683		45.714	38.307	54.554	8.840	19	1,401,118	59
long	13/07/20	10/08/20	28				Geely Auto	100	5,315		263.583	228.965		-34.619	-13	1,217,119	-84
short	10/08/20	18/01/21	161				Swire Pacific	100	2,290		531.428	655.401	407.455	-123.973	-23	933,222	-45
long	18/01/21	28/06/21	161				Geely Auto	100	2,180		428.017	363.172		-64.844	-15	791,861	-31
short	28/06/21	17/01/22	203				China Unicom	100	12,900		61.383	59.744	63.068	1.684	3	813,589	5
long	17/01/22	9/05/22	112				Want Want China	100	7,284		111.689	115.353		3.664	3	840,278	11
short	9/05/22	9/01/23	245				Sunny Optical	100	505		1,661.409	1,575.208	1,752.328	90.918	5	886,192	8
long	9/01/23	8/05/23	119				Sands China	100	1,874		472.731	448.946		-23.785	-5	841,619	-15
short	8/05/23	13/05/24	371				JD.com	100	350		2,399.540	2,585.730	2,213.350	-186.190	-8	776,452	-8
long	13/05/24	12/08/24	91				China Hongqiao	100	3,284		236.375	205.240		-31.135	-13	674,204	-43
accum	9/01/06	12/08/24	7115	days out of 7122 invested (100%)										6,642		674,204	24

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Galaxy Entertainment	short	21/01/08	16/02/09	392	83.62	14.32	488.27	404.65	483.92
	long	21/06/10	9/08/10	49	50.29	60.24		9.95	19.79
	long	30/08/10	8/08/11	343	68.16	198.79		130.63	191.67
	long	17/09/12	8/04/13	203	250.20	382.59		132.39	52.91
	long	30/09/13	3/02/14	126	683.75	993.11		309.36	45.24
	short	6/10/14	13/04/15	189	678.02	612.29	750.80	72.79	10.74
	long	27/02/17	5/03/18	371	539.17	892.86		353.70	65.60			8,208.92
Tingyi	long	9/01/06	21/01/08	742	62.32	165.60		103.28	165.72			165.72
Hengan	long	16/02/09	10/05/10	448	336.71	657.10		320.39	95.15
	short	26/12/16	27/02/17	63	831.66	978.06	685.26	-146.40	-17.60			60.80
Citic Pacific	short	10/05/10	21/06/10	42	183.31	176.88	189.96	6.65	3.63
	short	9/08/10	30/08/10	21	175.10	175.01	175.20	0.09	0.05
	short	21/05/12	17/09/12	119	119.59	98.67	144.95	25.36	21.21			25.68
Sands China	long	16/01/12	21/05/12	126	250.52	263.89		13.37	5.34
	short	6/07/15	9/05/16	308	458.49	380.21	552.90	94.40	20.59
	long	9/01/23	8/05/23	119	472.73	448.95		-23.79	-5.03			20.64
PetroChina	short	24/02/20	13/07/20	140	45.71	38.31	54.55	8.84	19.34			19.34
MTR	long	9/05/16	26/12/16	231	537.17	562.99		25.82	4.81			4.81
Tencent	long	26/05/14	6/10/14	133	1,414.61	1,678.57		263.96	18.66
	long	13/04/15	6/07/15	84	2,642.92	2,316.18		-326.74	-12.36			3.99
Want Want China	long	17/01/22	9/05/22	112	111.69	115.35		3.66	3.28			3.28
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
Lenovo	long	11/02/19	27/05/19	105	80.60	79.53		-1.07	-1.32			-1.32
China Merchants	short	5/03/18	11/06/18	98	240.54	244.86	236.21	-4.32	-1.80			-1.80
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
JD.com	short	8/05/23	13/05/24	371	2,399.54	2,585.73	2,213.35	-186.19	-7.76			-7.76
China Hongqiao	long	13/05/24	12/08/24	91	236.38	205.24		-31.14	-13.17			-13.17
Sunny Optical	long	11/06/18	9/07/18	28	2,379.89	2,049.15		-330.74	-13.90
	long	23/12/19	24/02/20	63	1,936.42	1,817.21		-119.21	-6.16
	short	9/05/22	9/01/23	245	1,661.41	1,575.21	1,752.33	90.92	5.47			-14.78
WH Group	short	9/07/18	11/02/19	217	90.38	103.95	76.82	-13.57	-15.01			-15.01
Swire Pacific	short	10/08/20	18/01/21	161	531.43	655.40	407.45	-123.97	-23.33			-23.33
Geely Auto	long	13/07/20	10/08/20	28	263.58	228.96		-34.62	-13.13
	long	18/01/21	28/06/21	161	428.02	363.17		-64.84	-15.15			-26.29
Li & Fung	short	8/08/11	16/01/12	161	130.02	169.92	90.13	-39.89	-30.68
	short	8/04/13	30/09/13	175	132.18	141.78	122.58	-9.60	-7.26			-35.72
AAC Technologies	short	27/05/19	23/12/19	210	590.20	919.06	261.34	-328.86	-55.72			-55.72

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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