Share-o-matic - Assessment HSI-C&I (Hang Seng Commerce & Industry)

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

		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
	L	HSI-CI	1,206.392	12/08/24	-0.05	1,246.359	-3.21	1,152.647	93.711	8.13	1.43
	S	WuXi AppTec HK	4.501	12/08/24	1.44	3.739	20.38	7.229	-3.490	-48.28	-48.68
	L	Hansoh Pharma	2.369	12/08/24	-2.22	2.090	13.36	1.861	0.229	12.28	23.56
		Alibaba	10.045	12/08/24	0.77	9.027	11.28	9.217	-0.189	-2.05	-9.23
	S	Sino Biopharm	0.378	12/08/24	2.08	0.342	10.49	0.403	-0.061	-15.09	-13.16
	S	Li Auto	9.860	12/08/24	-1.79	9.002	9.53	20.453	-11.451	-55.99	-44.33
		Techtronic Inds	12.363	12/08/24	-0.26	11.422	8.24	11.562	-0.140	-1.21	3.14
		CK Hutchison	5.173	12/08/24	0.12	4.789	8.02	5.062	-0.273	-5.39	-8.56
		Hengan	3.246	12/08/24	-0.20	3.048	6.51	2.985	0.063	2.10	-11.68
		MTR	3.316	12/08/24	0.19	3.156	5.07	3.234	-0.078	-2.40	-14.16
	L	Alibaba Health	0.415	12/08/24	-0.61	0.401	3.51	0.450	-0.049	-10.93	-19.00
		WH Group	0.674	12/08/24		0.658	2.33	0.620	0.038	6.16	9.82
		WuXi Biologics	1.508	12/08/24	3.70	1.478	2.08	2.684	-1.207	-44.95	-50.32
	S	Budweiser Brewing	1.191	12/08/24	-2.11	1.178	1.09	1.649	-0.471	-28.56	-32.29
	L	Tencent	48.019	12/08/24	1.35	47.686	0.70	35.307	12.378	35.06	18.46
		Citic Pacific	0.909	12/08/24		0.909		1.003	-0.094	-9.40	-7.04
		Xiaomi	2.108	12/08/24	0.37	2.110	-0.12	1.705	0.405	23.75	19.67
		JD Health	2.695	12/08/24	-2.55	2.721	-0.94	3.861	-1.139	-29.52	-37.58
		Sinopec	0.635	12/08/24	0.61	0.648	-1.98	0.560	0.088	15.72	16.59
	L	Sinopharm	2.587	12/08/24	1.10	2.657	-2.65	2.876	-0.219	-7.62	-0.98
	S	Baidu	10.583	12/08/24	-0.66	10.916	-3.05	12.924	-2.008	-15.53	-23.91
	L	JD.com	12.818	12/08/24	-0.10	13.228	-3.10	11.441	1.787	15.62	-6.74
	L	SMIC	2.118	12/08/24	-0.24	2.192	-3.39	2.163	0.029	1.35	-4.36
	L	Tingyi	1.151	12/08/24	-0.66	1.205	-4.46	1.138	0.067	5.91	-2.45
	L	CSPC Pharmaceutical	0.759	12/08/24	1.02	0.796	-4.66	0.763	0.033	4.37	-1.15
		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
	S	China Mengniu Dairy	1.695	12/08/24	-2.79	1.793	-5.43	2.454	-0.662	-26.96	-32.47
		NetEase	18.029	12/08/24	0.50	19.092	-5.57	22.447	-3.355	-14.95	-5.24
	L	Meituan	13.317	12/08/24	-2.07	14.226	-6.39	11.697	2.530	21.63	10.31
	L	Lenovo	1.316	12/08/24	2.59	1.411	-6.72	1.245	0.166	13.33	21.83
		Zhongsheng	1.362	12/08/24	-1.12	1.462	-6.83	1.818	-0.355	-19.55	-33.78
	L	Haier Smart Home	3.112	12/08/24	1.67	3.342	-6.90	3.164	0.178	5.63	8.31
		Zijin Mining HK	1.959	12/08/24	0.66	2.110	-7.16	1.675	0.436	26.02	24.64
	L	China Mobile	9.079	12/08/24	-0.56	9.860	-7.92	8.552	1.308	15.29	16.48
	L	BYD Company	27.351	12/08/24	-0.28	29.707	-7.93	24.620	5.087	20.66	4.84
		ANTA Sports Products	8.746	12/08/24	-2.78	9.604	-8.93	9.702	-0.099	-1.02	-8.15
		China Res Beer	3.035	12/08/24	-2.47	3.361	-9.71	4.180	-0.819	-19.59	-29.69
	L	China Shenhua HK	4.136	12/08/24	1.57	4.603	-10.15	3.995	0.609	15.24	32.29
		Xinyi Solar	0.452	12/08/24	0.28	0.503	-10.18	0.660	-0.156	-23.71	-25.66
	L	Sunny Optical	5.538	12/08/24	1.29	6.178	-10.36	6.634	-0.456	-6.87	-12.82
		Trip.com	42.359	12/08/24	0.55	47.967	-11.69	44.511	3.456	7.77	21.31
		Xinyi Glass	0.967	12/08/24	-0.13	1.096	-11.80	1.030	0.066	6.38	-6.49
	L	CNOOC	2.528	12/08/24	-0.80	2.868	-11.88	2.135	0.734	34.36	54.67
		Haidilao Inter	1.565	12/08/24	-1.93	1.798	-12.96	1.787	0.011	0.60	-17.16
		Geely Auto	0.977	12/08/24	0.26	1.126	-13.20	1.096	0.030	2.74	-2.63
		PetroChina	0.854	12/08/24		1.012	-15.57	0.795	0.216	27.23	34.11
	L	China Hongqiao	1.270	12/08/24	1.33	1.514	-16.07	0.800	0.713	89.14	62.07
	S	Sands China	1.736	12/08/24	-2.87	2.085	-16.71	2.646	-0.561	-21.22	-27.46
	L	China Unicom	0.764	12/08/24	-5.84	0.918	-16.74	0.720	0.198	27.57	31.80
		Li Ning	1.800	12/08/24	-1.13	2.164	-16.80	2.495	-0.331	-13.27	-29.40
	L	Orient Overseas	13.356	12/08/24	2.25	16.224	-17.68	15.685	0.539	3.44	14.71
		⇓instrument	freshest		⇓ Δday	1/07/24	Δwk	4/03/24	prc diff	⇓ Δ17	⇓∅-RS
	L	Shenzhou Inter	7.926	12/08/24	-0.24	9.789	-19.03	8.175	1.615	19.75	1.93
	L	Galaxy Entertainment	3.771	12/08/24	-4.38	4.661	-19.09	5.145	-0.484	-9.41	-16.10
	S	Nongfu Spring	3.765	12/08/24	1.55	4.744	-20.65	5.420	-0.676	-12.47	-14.82
	S	Chow Tai Fook Jwl	0.843	12/08/24	-0.75	1.082	-22.13	1.439	-0.357	-24.83	-25.70
HSI-C&I - 53 out of 53 instruments rated - 1/07/24 / 4/03/24 - 27 did rise, Market-Ratio(17) in USD = 50.94 %
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 Dollar * 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	18,369	0.544	1.550		1.006	185	28,471	67
short	21/01/08	16/02/09	392		Galaxy Entertainment	100	36,377	0.783	0.156	3.926	3.143	402	142,813	349
long	16/02/09	10/05/10	448		Hengan	100	38,928	3.669	7.174		3.505	96	279,273	73
short	10/05/10	21/06/10	42		Citic Pacific	100	139,546	2.001	1.951	2.053	0.052	3	286,475	25
long	21/06/10	9/08/10	49		Galaxy Entertainment	100	516,487	0.555	0.705		0.150	27	363,871	494
short	9/08/10	30/08/10	21		Citic Pacific	100	177,684	2.048	2.054	2.042	-0.006	0	362,832	-5
long	30/08/10	8/08/11	343		Galaxy Entertainment	100	453,644	0.800	2.537		1.737	217	1,150,833	242
short	8/08/11	16/01/12	161		Li & Fung	100	693,559	1.659	2.208	1.110	-0.549	-33	770,128	-60
long	16/01/12	21/05/12	126		Sands China	100	236,549	3.256	3.339		0.083	3	789,771	8
short	21/05/12	17/09/12	119		Citic Pacific	100	521,978	1.513	1.258	1.819	0.306	20	949,531	76
long	17/09/12	8/04/13	203		Galaxy Entertainment	100	297,546	3.191	3.921		0.730	23	1,166,754	45
short	8/04/13	30/09/13	175		Li & Fung	100	861,243	1.355	1.455	1.255	-0.100	-7	1,080,775	-15
long	30/09/13	3/02/14	126		Galaxy Entertainment	100	154,065	7.015	9.827		2.812	40	1,513,969	165
short	3/02/14	26/05/14	112		Belle International	100	1,402,765	1.079	1.063	1.096	0.017	2	1,537,571	5
long	26/05/14	6/10/14	133		Tencent	100	110,794	13.878	15.436		1.558	11	1,710,180	34
short	6/10/14	13/04/15	189		Galaxy Entertainment	100	274,294	6.235	5.097	7.627	1.392	22	2,092,070	48
long	13/04/15	6/07/15	84		Tencent	100	95,095	22.000	18.896		-3.103	-14	1,796,949	-48
short	6/07/15	9/05/16	308		Sands China	100	480,396	3.741	3.510	3.987	0.246	7	1,915,198	8
long	9/05/16	26/12/16	231		MTR	100	386,240	4.959	4.806		-0.152	-3	1,856,372	-5
short	26/12/16	27/02/17	63		Hengan	100	261,465	7.100	8.671	5.529	-1.571	-22	1,445,568	-77
long	27/02/17	5/03/18	371		Galaxy Entertainment	100	302,420	4.780	8.405		3.625	76	2,541,951	74
short	5/03/18	11/06/18	98		China Merchants	100	1,122,569	2.264	2.225	2.304	0.040	2	2,586,849	7
long	11/06/18	9/07/18	28		Sunny Optical	100	119,615	21.626	18.494		-3.132	-14	2,212,169	-87
short	9/07/18	11/02/19	217		WH Group	100	2,711,905	0.816	0.941	0.690	-0.126	-15	1,871,215	-25
long	11/02/19	27/05/19	105		Lenovo	100	2,563,506	0.730	0.726		-0.003	0	1,862,379	-2
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	345,437	5.391	8.406	2.377	-3.015	-56	820,931	-76
long	23/12/19	24/02/20	63		Sunny Optical	100	46,350	17.712	16.426		-1.286	-7	761,328	-35
short	24/02/20	13/07/20	140		PetroChina	100	1,842,487	0.413	0.358	0.478	0.064	16	879,788	46
long	13/07/20	10/08/20	28		Geely Auto	100	357,602	2.460	2.163		-0.297	-12	773,642	-81
short	10/08/20	18/01/21	161		Swire Pacific	100	154,072	5.021	6.322	3.720	-1.301	-26	573,196	-49
long	18/01/21	28/06/21	161		Geely Auto	100	138,828	4.129	3.286		-0.843	-20	456,215	-40
short	28/06/21	17/01/22	203		China Unicom	100	821,375	0.555	0.521	0.592	0.036	7	486,008	12
long	17/01/22	9/05/22	112		Want Want China	100	498,655	0.975	0.886		-0.089	-9	441,628	-27
short	9/05/22	9/01/23	245		Sunny Optical	100	34,621	12.756	11.959	13.606	0.850	7	471,051	10
long	9/01/23	8/05/23	119		Sands China	100	131,250	3.589	3.327		-0.262	-7	436,691	-21
short	8/05/23	13/05/24	371		JD.com	100	24,556	17.783	16.558	19.099	1.316	7	468,998	7
long	13/05/24	12/08/24	91		China Hongqiao	100	309,843	1.514	1.270		-0.243	-16	393,578	-51
accum	9/01/06	12/08/24	7272	days out of 7279 invested (100%)							3,836		393,578	20

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	16/02/09	392	0.78	0.16	3.93	3.14	401.61
	long	21/06/10	9/08/10	49	0.55	0.70		0.15	27.02
	long	30/08/10	8/08/11	343	0.80	2.54		1.74	217.18
	long	17/09/12	8/04/13	203	3.19	3.92		0.73	22.88
	long	30/09/13	3/02/14	126	7.02	9.83		2.81	40.08
	short	6/10/14	13/04/15	189	6.23	5.10	7.63	1.39	22.33
	long	27/02/17	5/03/18	371	4.78	8.41		3.63	75.84	7,382.55
Tingyi	long	9/01/06	21/01/08	742	0.54	1.55		1.01	184.71	184.71
Hengan	long	16/02/09	10/05/10	448	3.67	7.17		3.51	95.55
	short	26/12/16	27/02/17	63	7.10	8.67	5.53	-1.57	-22.13	52.28
Citic Pacific	short	10/05/10	21/06/10	42	2.00	1.95	2.05	0.05	2.58
	short	9/08/10	30/08/10	21	2.05	2.05	2.04	-0.01	-0.29
	short	21/05/12	17/09/12	119	1.51	1.26	1.82	0.31	20.23	22.98
PetroChina	short	24/02/20	13/07/20	140	0.41	0.36	0.48	0.06	15.56	15.56
JD.com	short	8/05/23	13/05/24	371	17.78	16.56	19.10	1.32	7.40	7.40
China Unicom	short	28/06/21	17/01/22	203	0.56	0.52	0.59	0.04	6.53	6.53
China Merchants	short	5/03/18	11/06/18	98	2.26	2.23	2.30	0.04	1.77	1.77
Belle International	short	3/02/14	26/05/14	112	1.08	1.06	1.10	0.02	1.56	1.56
Sands China	long	16/01/12	21/05/12	126	3.26	3.34		0.08	2.55
	short	6/07/15	9/05/16	308	3.74	3.51	3.99	0.25	6.58
	long	9/01/23	8/05/23	119	3.59	3.33		-0.26	-7.29	1.33
Lenovo	long	11/02/19	27/05/19	105	0.73	0.73		-0.00	-0.47	-0.47
MTR	long	9/05/16	26/12/16	231	4.96	4.81		-0.15	-3.07	-3.07
Tencent	long	26/05/14	6/10/14	133	13.88	15.44		1.56	11.23
	long	13/04/15	6/07/15	84	22.00	18.90		-3.10	-14.11	-4.46
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Want Want China	long	17/01/22	9/05/22	112	0.97	0.89		-0.09	-9.13	-9.13
Sunny Optical	long	11/06/18	9/07/18	28	21.63	18.49		-3.13	-14.48
	long	23/12/19	24/02/20	63	17.71	16.43		-1.29	-7.26
	short	9/05/22	9/01/23	245	12.76	11.96	13.61	0.85	6.66	-15.41
WH Group	short	9/07/18	11/02/19	217	0.82	0.94	0.69	-0.13	-15.41	-15.41
China Hongqiao	long	13/05/24	12/08/24	91	1.51	1.27		-0.24	-16.08	-16.08
Swire Pacific	short	10/08/20	18/01/21	161	5.02	6.32	3.72	-1.30	-25.91	-25.91
Geely Auto	long	13/07/20	10/08/20	28	2.46	2.16		-0.30	-12.06
	long	18/01/21	28/06/21	161	4.13	3.29		-0.84	-20.41	-30.01
Li & Fung	short	8/08/11	16/01/12	161	1.66	2.21	1.11	-0.55	-33.08
	short	8/04/13	30/09/13	175	1.35	1.45	1.25	-0.10	-7.37	-38.01
AAC Technologies	short	27/05/19	23/12/19	210	5.39	8.41	2.38	-3.01	-55.92	-55.92

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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