| |
| |
Assessment - Hang Seng Index - 3/25/24 - RS = 10
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ10 |
|
∅-RS |
| | |
|
|
|
L |
|
HSI |
16,541.400 |
Thu |
0.91 |
16,473.600 |
0.41 |
16,216.300 |
257.300 |
1.59 |
|
-7.98 |
| | |
|
|
|
L |
|
CNOOC |
18.120 |
Thu |
2.95 |
18.020 |
0.55 |
13.580 |
4.440 |
32.70 |
|
38.05 |
| | |
|
|
|
L |
|
Techtronic Inds |
106.100 |
Thu |
-2.75 |
104.700 |
1.34 |
86.300 |
18.400 |
21.32 |
|
28.02 |
| | |
|
|
|
L |
|
China Hongqiao |
8.800 |
Thu |
3.90 |
8.380 |
5.01 |
6.000 |
2.380 |
39.67 |
|
25.50 |
| | |
|
|
|
L |
|
Zijin Mining HK |
15.620 |
Thu |
1.83 |
15.440 |
1.17 |
12.280 |
3.160 |
25.73 |
|
25.28 |
| | |
|
|
|
L |
|
Trip.com |
345.200 |
Thu |
-0.63 |
354.000 |
-2.49 |
294.800 |
59.200 |
20.08 |
|
24.06 |
| | |
|
|
|
L |
|
China Shenhua HK |
30.750 |
Thu |
1.15 |
30.500 |
0.82 |
28.550 |
1.950 |
6.83 |
|
19.33 |
| | |
|
|
|
L |
|
PetroChina |
6.690 |
Thu |
3.40 |
6.460 |
3.56 |
5.280 |
1.180 |
22.35 |
|
18.64 |
| | |
|
|
|
|
|
Xiaomi |
14.940 |
Thu |
1.22 |
14.820 |
0.81 |
14.200 |
0.620 |
4.37 |
|
18.46 |
| | |
|
|
|
L |
|
Hansoh Pharma |
15.480 |
Thu |
|
14.720 |
5.16 |
13.300 |
1.420 |
10.68 |
|
16.14 |
| | |
|
|
|
L |
|
WH Group |
5.160 |
Thu |
-2.09 |
5.120 |
0.78 |
5.070 |
0.050 |
0.99 |
|
14.96 |
| | |
|
|
|
L |
|
CK Infrastructure |
45.800 |
Thu |
|
47.200 |
-2.97 |
44.800 |
2.400 |
5.36 |
|
14.15 |
| | |
|
|
|
L |
|
Power Assets |
45.800 |
Thu |
-0.43 |
46.850 |
-2.24 |
45.500 |
1.350 |
2.97 |
|
12.02 |
| | |
|
|
|
L |
|
Bank of China |
3.230 |
Thu |
-0.62 |
3.240 |
-0.31 |
2.930 |
0.310 |
10.58 |
|
10.81 |
| | |
|
|
|
L |
|
China Res Power |
18.260 |
Thu |
2.13 |
17.860 |
2.24 |
16.220 |
1.640 |
10.11 |
|
9.87 |
| | |
|
|
|
L |
|
Xinyi Solar |
6.060 |
Thu |
1.17 |
6.160 |
-1.62 |
4.050 |
2.110 |
52.10 |
|
5.91 |
| | |
|
|
|
|
|
NetEase |
162.800 |
Thu |
0.80 |
163.500 |
-0.43 |
141.400 |
22.100 |
15.63 |
|
5.74 |
| | |
|
|
|
|
|
CLP |
62.350 |
Thu |
-0.32 |
62.950 |
-0.95 |
63.200 |
-0.250 |
-0.40 |
|
4.74 |
| | |
|
|
|
L |
|
HK & China Gas |
5.930 |
Thu |
-3.42 |
6.310 |
-6.02 |
5.930 |
0.380 |
6.41 |
|
3.64 |
| | |
|
|
|
|
|
China Mobile |
66.900 |
Thu |
-0.30 |
66.750 |
0.22 |
65.750 |
1.000 |
1.52 |
|
2.70 |
| | |
|
|
|
L |
|
China Constr Bk HK |
4.720 |
Thu |
-1.67 |
4.790 |
-1.46 |
4.530 |
0.260 |
5.74 |
|
2.62 |
| | |
|
|
|
|
|
Lenovo |
9.070 |
Thu |
-0.33 |
8.890 |
2.02 |
10.520 |
-1.630 |
-15.49 |
|
2.55 |
| | |
|
|
|
L |
|
Sinopec |
4.440 |
Thu |
0.91 |
4.490 |
-1.11 |
3.950 |
0.540 |
13.67 |
|
2.52 |
| | |
|
|
|
L |
|
China Unicom |
5.650 |
Thu |
1.62 |
5.570 |
1.44 |
5.000 |
0.570 |
11.40 |
|
2.44 |
| | |
|
|
|
|
|
HSBC |
61.150 |
Thu |
0.08 |
61.200 |
-0.08 |
60.950 |
0.250 |
0.41 |
|
2.41 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ10 |
|
∅-RS |
| | |
|
|
|
L |
|
ICBC |
3.940 |
Thu |
-0.76 |
3.950 |
-0.25 |
3.700 |
0.250 |
6.76 |
|
1.94 |
| | |
|
|
|
L |
|
Henderson Land |
22.300 |
Thu |
-2.41 |
22.750 |
-1.98 |
22.600 |
0.150 |
0.66 |
|
-0.10 |
| | |
|
|
|
L |
|
Haidilao Inter |
17.660 |
Thu |
4.74 |
17.080 |
3.40 |
13.980 |
3.100 |
22.17 |
|
-0.61 |
| | |
|
|
|
L |
|
Citic Pacific |
7.520 |
Thu |
-0.79 |
7.970 |
-5.65 |
7.490 |
0.480 |
6.41 |
|
-0.91 |
| | |
|
|
|
L |
|
Geely Auto |
9.240 |
Thu |
1.32 |
8.880 |
4.05 |
8.030 |
0.850 |
10.59 |
|
-2.25 |
| | |
|
|
|
L |
|
CSPC Pharmaceutical |
6.150 |
Thu |
-1.91 |
6.340 |
-3.00 |
6.350 |
-0.010 |
-0.16 |
|
-2.63 |
| | |
|
|
|
L |
|
Haier Smart Home |
24.350 |
Thu |
8.22 |
22.750 |
7.03 |
22.050 |
0.700 |
3.17 |
|
-2.81 |
| | |
|
|
|
L |
|
ANTA Sports Products |
83.200 |
Thu |
1.46 |
81.000 |
2.72 |
74.100 |
6.900 |
9.31 |
|
-3.00 |
| | |
|
|
|
L |
|
Bank of China (HK) |
20.950 |
Thu |
-0.48 |
20.950 |
|
19.040 |
1.910 |
10.03 |
|
-4.09 |
| | |
|
|
|
S |
|
Nongfu Spring |
42.250 |
Thu |
2.42 |
40.950 |
3.17 |
41.550 |
-0.600 |
-1.44 |
|
-5.81 |
| | |
|
|
|
L |
|
Chow Tai Fook Jwl |
11.540 |
Thu |
0.17 |
11.620 |
-0.69 |
11.280 |
0.340 |
3.01 |
|
-6.20 |
| | |
|
|
|
L |
|
China Merchants B HK |
30.950 |
Thu |
|
30.000 |
3.17 |
26.150 |
3.850 |
14.72 |
|
-6.34 |
| | |
|
|
|
|
|
BYD Company |
201.600 |
Thu |
-0.59 |
211.000 |
-4.45 |
206.800 |
4.200 |
2.03 |
|
-6.98 |
| | |
|
|
|
|
|
Sinopharm |
20.050 |
Thu |
-1.72 |
20.400 |
-1.72 |
20.250 |
0.150 |
0.74 |
|
-7.44 |
| | |
|
|
|
S |
|
Li Auto |
121.300 |
Thu |
3.23 |
119.000 |
1.93 |
125.900 |
-6.900 |
-5.48 |
|
-7.75 |
| | |
|
|
|
|
|
Sino Biopharm |
3.020 |
Thu |
0.33 |
3.080 |
-1.95 |
3.120 |
-0.040 |
-1.28 |
|
-8.16 |
| | |
|
|
|
|
|
Tencent |
303.800 |
Thu |
0.60 |
288.600 |
5.27 |
289.400 |
-0.800 |
-0.28 |
|
-8.65 |
| | |
|
|
|
L |
|
Sands China |
22.050 |
Thu |
1.61 |
22.050 |
|
21.900 |
0.150 |
0.68 |
|
-9.26 |
| | |
|
|
|
L |
|
Meituan |
96.800 |
Thu |
6.26 |
93.300 |
3.75 |
75.650 |
17.650 |
23.33 |
|
-11.19 |
| | |
|
|
|
|
|
CK Hutchison |
37.800 |
Thu |
0.27 |
38.650 |
-2.20 |
41.050 |
-2.400 |
-5.85 |
|
-11.27 |
| | |
|
|
|
L |
|
Hang Seng Bank |
85.650 |
Thu |
0.12 |
86.300 |
-0.75 |
85.750 |
0.550 |
0.64 |
|
-11.37 |
| | |
|
|
|
L |
|
JD.com |
107.900 |
Thu |
5.58 |
103.300 |
4.45 |
96.650 |
6.650 |
6.88 |
|
-11.70 |
| | |
|
|
|
S |
|
Shenzhou Inter |
74.100 |
Thu |
1.93 |
64.850 |
14.26 |
75.950 |
-11.100 |
-14.61 |
|
-12.60 |
| | |
|
|
|
L |
|
ENN Energy |
60.300 |
Thu |
3.97 |
61.450 |
-1.87 |
58.200 |
3.250 |
5.58 |
|
-12.66 |
| | |
|
|
|
L |
|
Alibaba |
70.250 |
Thu |
2.11 |
70.300 |
-0.07 |
70.000 |
0.300 |
0.43 |
|
-12.79 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ10 |
|
∅-RS |
| | |
|
|
|
L |
|
Tingyi |
8.580 |
Thu |
-1.61 |
9.090 |
-5.61 |
8.460 |
0.630 |
7.45 |
|
-12.90 |
| | |
|
|
|
L |
|
China Res Beer |
36.050 |
Thu |
2.12 |
35.800 |
0.70 |
31.350 |
4.450 |
14.19 |
|
-14.56 |
| | |
|
|
|
L |
|
Sun Hung Kai |
75.450 |
Thu |
-0.79 |
74.500 |
1.28 |
78.450 |
-3.950 |
-5.04 |
|
-14.57 |
| | |
|
|
|
|
|
Hengan |
24.650 |
Thu |
0.41 |
24.650 |
|
28.450 |
-3.800 |
-13.36 |
|
-14.98 |
| | |
|
|
|
|
|
Baidu |
102.700 |
Thu |
3.27 |
100.700 |
1.99 |
100.500 |
0.200 |
0.20 |
|
-15.95 |
| | |
|
|
|
|
|
Orient Overseas |
93.500 |
Thu |
-2.55 |
96.150 |
-2.76 |
115.400 |
-19.250 |
-16.68 |
|
-15.98 |
| | |
|
|
|
|
|
Galaxy Entertainment |
39.300 |
Thu |
-0.76 |
39.450 |
-0.38 |
40.000 |
-0.550 |
-1.37 |
|
-16.19 |
| | |
|
|
|
L |
|
Wharf REIC |
25.450 |
Thu |
-1.74 |
26.000 |
-2.12 |
24.300 |
1.700 |
7.00 |
|
-16.82 |
| | |
|
|
|
L |
|
Xinyi Glass |
8.290 |
Thu |
3.37 |
8.270 |
0.24 |
7.580 |
0.690 |
9.10 |
|
-17.06 |
| | |
|
|
|
|
|
Link REIT |
33.650 |
Thu |
-1.90 |
34.400 |
-2.18 |
42.600 |
-8.200 |
-19.25 |
|
-17.07 |
| | |
|
|
|
|
|
China Res Land |
24.750 |
Thu |
0.61 |
24.300 |
1.85 |
24.900 |
-0.600 |
-2.41 |
|
-17.97 |
| | |
|
|
|
|
|
HK Exchgs & Clrg |
227.800 |
Thu |
-0.44 |
231.600 |
-1.64 |
251.800 |
-20.200 |
-8.02 |
|
-18.27 |
| | |
|
|
|
L |
|
MTR |
25.800 |
Thu |
-1.34 |
25.600 |
0.78 |
27.650 |
-2.050 |
-7.41 |
|
-18.67 |
| | |
|
|
|
|
|
SMIC |
15.160 |
Thu |
1.61 |
15.500 |
-2.19 |
17.060 |
-1.560 |
-9.14 |
|
-19.56 |
| | |
|
|
|
|
|
CK Property |
32.200 |
Thu |
-0.31 |
32.550 |
-1.08 |
37.950 |
-5.400 |
-14.23 |
|
-20.30 |
| | |
|
|
|
L |
|
China Life Ins HK |
9.390 |
Thu |
5.15 |
9.070 |
3.53 |
9.090 |
-0.020 |
-0.22 |
|
-20.52 |
| | |
|
|
|
|
|
China Res Mixc |
24.750 |
Thu |
-1.00 |
24.350 |
1.64 |
24.900 |
-0.550 |
-2.21 |
|
-21.37 |
| | |
|
|
|
L |
|
China Mengniu Dairy |
16.800 |
Thu |
-1.64 |
19.400 |
-13.40 |
18.880 |
0.520 |
2.75 |
|
-21.59 |
| | |
|
|
|
S |
|
AIA |
52.550 |
Thu |
|
54.800 |
-4.11 |
64.800 |
-10.000 |
-15.43 |
|
-22.51 |
| | |
|
|
|
|
|
Longfor |
11.060 |
Thu |
2.41 |
10.660 |
3.75 |
10.180 |
0.480 |
4.72 |
|
-23.00 |
| | |
|
|
|
L |
|
Ping An |
33.050 |
Thu |
1.23 |
32.650 |
1.23 |
32.700 |
-0.050 |
-0.15 |
|
-23.20 |
| | |
|
|
|
S |
|
Hang Lung |
8.020 |
Thu |
0.38 |
8.160 |
-1.72 |
10.660 |
-2.500 |
-23.45 |
|
-25.25 |
| | |
|
|
|
|
|
Alibaba Health |
3.180 |
Thu |
0.32 |
3.200 |
-0.62 |
3.670 |
-0.470 |
-12.81 |
|
-27.86 |
| | |
|
|
|
|
|
China Ov Land & Inv |
11.260 |
Thu |
6.03 |
10.820 |
4.07 |
12.360 |
-1.540 |
-12.46 |
|
-28.24 |
| | |
|
|
|
|
|
Budweiser Brewing |
11.520 |
Thu |
0.52 |
11.620 |
-0.86 |
12.980 |
-1.360 |
-10.48 |
|
-28.75 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/25/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ10 |
|
∅-RS |
| | |
|
|
|
L |
|
Country Garden Svcs |
5.010 |
Thu |
-4.93 |
5.470 |
-8.41 |
5.820 |
-0.350 |
-6.01 |
|
-29.17 |
| | |
|
|
|
|
|
JD Health |
27.700 |
Thu |
1.84 |
28.400 |
-2.46 |
32.200 |
-3.800 |
-11.80 |
|
-29.92 |
| | |
|
|
|
L |
|
Li Ning |
20.800 |
Thu |
4.42 |
20.200 |
2.97 |
17.840 |
2.360 |
13.23 |
|
-30.89 |
| | |
|
|
|
|
|
Sunny Optical |
39.950 |
Thu |
1.01 |
43.000 |
-7.09 |
59.400 |
-16.400 |
-27.61 |
|
-35.31 |
| | |
|
|
|
L |
|
Zhongsheng |
13.560 |
Thu |
10.24 |
13.140 |
3.20 |
16.080 |
-2.940 |
-18.28 |
|
-37.34 |
| | |
|
|
|
|
|
New World Dev |
8.260 |
Thu |
-0.60 |
8.570 |
-3.62 |
10.940 |
-2.370 |
-21.66 |
|
-40.14 |
| | |
|
|
|
S |
|
WuXi AppTec HK |
37.100 |
Thu |
0.68 |
38.850 |
-4.50 |
78.200 |
-39.350 |
-50.32 |
|
-45.59 |
| | |
|
|
|
|
|
WuXi Biologics |
14.300 |
Thu |
3.92 |
14.020 |
2.00 |
30.500 |
-16.480 |
-54.03 |
|
-58.86 |
HSI - 82 out of 82 instruments rated - 3/25/24 / 1/15/24 - 48 did rise, Market-Ratio(10) = 58.54 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Index * L10 - 45 ex 9 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | | long |
1/02/06 |
6/05/06 |
154 |
|
|
|
China Res Land |
100 |
2,941 |
|
3.400 |
4.000 |
|
0.600 |
18 |
11,765 |
47 |
|
6/05/06 |
7/24/06 |
49 |
|
- cash - |
|
7/24/06 |
12/18/06 |
147 |
|
|
|
Zijin Mining HK |
100 |
4,445 |
|
2.647 |
3.427 |
|
0.780 |
29 |
15,232 |
90 |
|
|
12/18/06 |
3/05/07 |
77 |
|
|
|
China Life Ins HK |
100 |
641 |
|
23.750 |
20.970 |
|
-2.780 |
-12 |
13,450 |
-45 |
|
3/05/07 |
3/19/07 |
14 |
|
- cash - |
|
3/19/07 |
8/20/07 |
154 |
|
|
|
Orient Overseas |
100 |
198 |
|
67.800 |
76.800 |
|
9.000 |
13 |
15,232 |
34 |
|
|
8/20/07 |
12/10/07 |
112 |
|
|
|
Ping An |
100 |
418 |
|
36.400 |
40.440 |
|
4.040 |
11 |
16,920 |
41 |
|
12/10/07 |
4/07/08 |
119 |
|
- cash - |
|
4/07/08 |
4/14/08 |
7 |
|
|
|
China Mobile |
100 |
139 |
|
121.650 |
122.300 |
|
0.650 |
1 |
17,011 |
32 |
|
4/14/08 |
4/21/08 |
7 |
|
- cash - |
|
4/21/08 |
6/09/08 |
49 |
|
|
|
Tencent |
100 |
1,567 |
|
10.854 |
12.404 |
|
1.550 |
14 |
19,440 |
170 |
|
6/09/08 |
12/15/08 |
189 |
|
- cash - |
|
12/15/08 |
2/16/09 |
63 |
|
|
|
BYD Company |
100 |
1,459 |
|
13.320 |
16.700 |
|
3.380 |
25 |
24,371 |
271 |
|
2/16/09 |
3/23/09 |
35 |
|
- cash - |
|
3/23/09 |
5/11/09 |
49 |
|
|
|
Zijin Mining HK |
100 |
5,953 |
|
4.093 |
4.153 |
|
0.060 |
1 |
24,728 |
11 |
|
|
5/11/09 |
1/25/10 |
259 |
|
|
|
BYD Company |
100 |
960 |
|
25.750 |
58.450 |
|
32.700 |
127 |
56,120 |
217 |
|
1/25/10 |
3/01/10 |
35 |
|
- cash - |
|
3/01/10 |
3/08/10 |
7 |
|
|
|
Alibaba Health |
100 |
38,177 |
|
1.470 |
1.680 |
|
0.210 |
14 |
64,137 |
105,549 |
|
3/08/10 |
3/29/10 |
21 |
|
- cash - |
|
3/29/10 |
5/10/10 |
42 |
|
|
|
Alibaba Health |
100 |
37,073 |
|
1.730 |
1.500 |
|
-0.230 |
-13 |
55,611 |
-71 |
|
5/10/10 |
7/12/10 |
63 |
|
- cash - |
|
7/12/10 |
11/01/10 |
112 |
|
|
|
Alibaba Health |
100 |
51,018 |
|
1.090 |
1.140 |
|
0.050 |
5 |
58,162 |
16 |
|
|
11/01/10 |
12/20/10 |
49 |
|
|
|
Galaxy Entertainment |
100 |
7,838 |
|
7.420 |
8.480 |
|
1.060 |
14 |
66,470 |
170 |
|
12/20/10 |
3/07/11 |
77 |
|
- cash - |
|
3/07/11 |
3/14/11 |
7 |
|
|
|
Galaxy Entertainment |
100 |
6,143 |
|
10.820 |
11.160 |
|
0.340 |
3 |
68,558 |
402 |
|
3/14/11 |
4/04/11 |
21 |
|
- cash - |
|
4/04/11 |
6/06/11 |
63 |
|
|
|
Galaxy Entertainment |
100 |
5,751 |
|
11.920 |
17.440 |
|
5.520 |
46 |
100,304 |
807 |
|
6/06/11 |
7/04/11 |
28 |
|
- cash - |
|
7/04/11 |
7/11/11 |
7 |
|
|
|
Galaxy Entertainment |
100 |
5,731 |
|
17.500 |
17.260 |
|
-0.240 |
-1 |
98,929 |
-51 |
|
7/11/11 |
10/31/11 |
112 |
|
- cash - |
|
10/31/11 |
11/14/11 |
14 |
|
|
|
Galaxy Entertainment |
100 |
6,129 |
|
16.140 |
14.360 |
|
-1.780 |
-11 |
88,019 |
-95 |
|
11/14/11 |
11/28/11 |
14 |
|
- cash - |
|
11/28/11 |
1/02/12 |
35 |
|
|
|
Tingyi |
100 |
3,465 |
|
25.400 |
23.950 |
|
-1.450 |
-6 |
82,995 |
-46 |
|
1/02/12 |
1/16/12 |
14 |
|
- cash - |
|
1/16/12 |
4/30/12 |
105 |
|
|
|
Sands China |
100 |
3,280 |
|
25.300 |
30.800 |
|
5.500 |
22 |
101,035 |
98 |
|
4/30/12 |
7/23/12 |
84 |
|
- cash - |
|
7/23/12 |
3/18/13 |
238 |
|
|
|
Sunny Optical |
100 |
36,474 |
|
2.770 |
8.800 |
|
6.030 |
218 |
320,973 |
489 |
|
3/18/13 |
4/29/13 |
42 |
|
- cash - |
|
4/29/13 |
6/03/13 |
35 |
|
|
|
Sunny Optical |
100 |
33,399 |
|
9.610 |
10.680 |
|
1.070 |
11 |
356,710 |
201 |
|
6/03/13 |
8/19/13 |
77 |
|
- cash - |
|
8/19/13 |
10/07/13 |
49 |
|
|
|
Xinyi Glass |
100 |
50,100 |
|
7.120 |
6.781 |
|
-0.339 |
-5 |
339,721 |
-30 |
|
|
10/07/13 |
12/23/13 |
77 |
|
|
|
Galaxy Entertainment |
100 |
5,944 |
|
57.150 |
67.650 |
|
10.500 |
18 |
402,133 |
122 |
|
12/23/13 |
4/07/14 |
105 |
|
- cash - |
|
4/07/14 |
6/23/14 |
77 |
|
|
|
Alibaba Health |
100 |
78,235 |
|
5.140 |
5.830 |
|
0.690 |
13 |
456,115 |
82 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
6/23/14 |
6/30/14 |
7 |
|
- cash - |
|
6/30/14 |
10/06/14 |
98 |
|
|
|
Alibaba Health |
100 |
75,766 |
|
6.020 |
4.790 |
|
-1.230 |
-20 |
362,923 |
-57 |
|
10/06/14 |
11/24/14 |
49 |
|
- cash - |
|
11/24/14 |
12/01/14 |
7 |
|
|
|
Alibaba Health |
100 |
68,347 |
|
5.310 |
5.460 |
|
0.150 |
3 |
373,175 |
327 |
|
12/01/14 |
12/08/14 |
7 |
|
- cash - |
|
12/08/14 |
1/12/15 |
35 |
|
|
|
Alibaba Health |
100 |
71,489 |
|
5.220 |
4.980 |
|
-0.240 |
-5 |
356,018 |
-39 |
|
1/12/15 |
1/19/15 |
7 |
|
- cash - |
|
1/19/15 |
6/22/15 |
154 |
|
|
|
China Life Ins HK |
100 |
12,027 |
|
29.600 |
34.400 |
|
4.800 |
16 |
413,747 |
43 |
|
6/22/15 |
11/02/15 |
133 |
|
- cash - |
|
11/02/15 |
12/14/15 |
42 |
|
|
|
ANTA Sports Products |
100 |
19,608 |
|
21.100 |
21.550 |
|
0.450 |
2 |
422,571 |
20 |
|
12/14/15 |
3/21/16 |
98 |
|
- cash - |
|
3/21/16 |
5/16/16 |
56 |
|
|
|
Sunny Optical |
100 |
18,533 |
|
22.800 |
23.950 |
|
1.150 |
5 |
443,884 |
38 |
|
5/16/16 |
5/30/16 |
14 |
|
- cash - |
|
5/30/16 |
6/13/16 |
14 |
|
|
|
Sunny Optical |
100 |
16,656 |
|
26.650 |
25.250 |
|
-1.400 |
-5 |
420,565 |
-76 |
|
6/13/16 |
7/11/16 |
28 |
|
- cash - |
|
7/11/16 |
11/14/16 |
126 |
|
|
|
Sunny Optical |
100 |
15,101 |
|
27.850 |
38.200 |
|
10.350 |
37 |
576,861 |
150 |
|
11/14/16 |
12/05/16 |
21 |
|
- cash - |
|
12/05/16 |
12/12/16 |
7 |
|
|
|
Geely Auto |
100 |
74,819 |
|
7.710 |
7.800 |
|
0.090 |
1 |
583,594 |
83 |
|
12/12/16 |
1/16/17 |
35 |
|
- cash - |
|
1/16/17 |
11/06/17 |
294 |
|
|
|
Zhongsheng |
100 |
67,157 |
|
8.690 |
16.560 |
|
7.870 |
91 |
1,112,120 |
123 |
|
|
11/06/17 |
12/25/17 |
49 |
|
|
|
Sunny Optical |
100 |
8,997 |
|
123.600 |
94.950 |
|
-28.650 |
-23 |
854,356 |
-86 |
|
|
12/25/17 |
2/12/18 |
49 |
|
|
|
Geely Auto |
100 |
33,308 |
|
25.650 |
22.100 |
|
-3.550 |
-14 |
736,112 |
-67 |
|
|
2/12/18 |
3/26/18 |
42 |
|
|
|
Sino Biopharm |
100 |
120,894 |
|
6.089 |
6.942 |
|
0.853 |
14 |
839,271 |
213 |
|
3/26/18 |
4/23/18 |
28 |
|
- cash - |
|
4/23/18 |
5/07/18 |
14 |
|
|
|
Sino Biopharm |
100 |
121,204 |
|
6.924 |
7.813 |
|
0.889 |
13 |
947,010 |
2,231 |
|
5/07/18 |
5/14/18 |
7 |
|
- cash - |
|
5/14/18 |
6/25/18 |
42 |
|
|
|
Sino Biopharm |
100 |
111,208 |
|
8.516 |
7.840 |
|
-0.676 |
-8 |
871,877 |
-51 |
|
6/25/18 |
12/17/18 |
175 |
|
- cash - |
|
12/17/18 |
5/13/19 |
147 |
|
|
|
Alibaba Health |
100 |
127,095 |
|
6.860 |
8.100 |
|
1.240 |
18 |
1,029,475 |
51 |
|
5/13/19 |
7/22/19 |
70 |
|
- cash - |
|
7/22/19 |
8/05/19 |
14 |
|
|
|
Li Ning |
100 |
51,680 |
|
19.920 |
18.400 |
|
-1.520 |
-8 |
950,922 |
-87 |
|
8/05/19 |
10/14/19 |
70 |
|
- cash - |
|
10/14/19 |
2/03/20 |
112 |
|
|
|
Li Ning |
100 |
36,786 |
|
25.850 |
22.500 |
|
-3.350 |
-13 |
827,689 |
-36 |
|
2/03/20 |
2/10/20 |
7 |
|
- cash - |
|
2/10/20 |
2/24/20 |
14 |
|
|
|
SMIC |
100 |
49,384 |
|
16.760 |
15.500 |
|
-1.260 |
-8 |
765,465 |
-87 |
|
2/24/20 |
5/25/20 |
91 |
|
- cash - |
|
5/25/20 |
9/14/20 |
112 |
|
|
|
Alibaba Health |
100 |
40,890 |
|
18.720 |
18.760 |
|
0.040 |
0 |
767,100 |
1 |
|
|
9/14/20 |
10/26/20 |
42 |
|
|
|
Meituan |
100 |
3,136 |
|
244.600 |
266.000 |
|
21.400 |
9 |
834,211 |
107 |
|
10/26/20 |
11/09/20 |
14 |
|
- cash - |
|
11/09/20 |
5/10/21 |
182 |
|
|
|
BYD Company |
100 |
4,256 |
|
196.000 |
146.200 |
|
-49.800 |
-25 |
622,262 |
-44 |
|
|
5/10/21 |
7/05/21 |
56 |
|
|
|
Orient Overseas |
100 |
4,915 |
|
126.600 |
175.700 |
|
49.100 |
39 |
863,588 |
747 |
|
7/05/21 |
11/29/21 |
147 |
|
- cash - |
|
11/29/21 |
12/20/21 |
21 |
|
|
|
China Res Power |
100 |
42,126 |
|
20.500 |
25.400 |
|
4.900 |
24 |
1,070,006 |
4,048 |
|
12/20/21 |
1/17/22 |
28 |
|
- cash - |
|
1/17/22 |
3/07/22 |
49 |
|
|
|
Orient Overseas |
100 |
5,159 |
|
207.400 |
223.200 |
|
15.800 |
8 |
1,151,518 |
73 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | | prc diff | d % | asset | yield | |
3/07/22 |
5/23/22 |
77 |
|
- cash - |
|
5/23/22 |
5/30/22 |
7 |
|
|
|
Orient Overseas |
100 |
4,449 |
|
258.800 |
252.000 |
|
-6.800 |
-3 |
1,121,265 |
-75 |
|
5/30/22 |
6/06/22 |
7 |
|
- cash - |
|
6/06/22 |
6/13/22 |
7 |
|
|
|
Orient Overseas |
100 |
4,125 |
|
271.800 |
231.000 |
|
-40.800 |
-15 |
952,965 |
-100 |
|
6/13/22 |
6/27/22 |
14 |
|
- cash - |
|
6/27/22 |
8/01/22 |
35 |
|
|
|
China Shenhua HK |
100 |
37,298 |
|
25.550 |
22.200 |
|
-3.350 |
-13 |
828,017 |
-77 |
|
8/01/22 |
12/05/22 |
126 |
|
- cash - |
|
12/05/22 |
3/13/23 |
98 |
|
|
|
Alibaba Health |
100 |
95,283 |
|
8.690 |
5.540 |
|
-3.150 |
-36 |
527,875 |
-81 |
|
3/13/23 |
4/17/23 |
35 |
|
- cash - |
|
4/17/23 |
4/24/23 |
7 |
|
|
|
China Unicom |
100 |
82,223 |
|
6.420 |
6.120 |
|
-0.300 |
-5 |
503,208 |
-92 |
|
4/24/23 |
5/08/23 |
14 |
|
- cash - |
|
5/08/23 |
5/15/23 |
7 |
|
|
|
China Unicom |
100 |
78,503 |
|
6.410 |
6.240 |
|
-0.170 |
-3 |
489,863 |
-75 |
|
5/15/23 |
7/31/23 |
77 |
|
- cash - |
|
7/31/23 |
8/14/23 |
14 |
|
|
|
Li Auto |
100 |
2,952 |
|
165.900 |
160.900 |
|
-5.000 |
-3 |
475,103 |
-55 |
|
8/14/23 |
9/04/23 |
21 |
|
- cash - |
|
9/04/23 |
9/11/23 |
7 |
|
|
|
Li Auto |
100 |
2,909 |
|
163.300 |
154.800 |
|
-8.500 |
-5 |
450,376 |
-94 |
|
9/11/23 |
1/01/24 |
112 |
|
- cash - |
|
1/01/24 |
1/08/24 |
7 |
|
|
|
Lenovo |
100 |
41,243 |
|
10.920 |
10.160 |
|
-0.760 |
-7 |
419,031 |
-98 |
|
1/08/24 |
2/19/24 |
42 |
|
- cash - |
|
2/19/24 |
3/18/24 |
28 |
|
|
|
China Shenhua HK |
100 |
13,452 |
|
31.150 |
29.500 |
|
-1.650 |
-5 |
396,836 |
-51 |
|
|
3/18/24 |
3/28/24 |
10 |
|
|
|
CNOOC |
100 |
22,728 |
|
17.460 |
18.120 |
|
0.660 |
4 |
411,836 |
287 |
|
accum | 1/02/06 |
3/28/24 | 3994 |
days out of 6661 invested (60%) |
4,018 |
411,836 |
40 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Sunny Optical | long | 7/23/12 | 3/18/13 | 238 | 2.77 | 8.80 | | 6.03 | 217.69 | | | |
| | 4/29/13 | 6/03/13 | 35 | 9.61 | 10.68 | | 1.07 | 11.13 | | | |
| | 3/21/16 | 5/16/16 | 56 | 22.80 | 23.95 | | 1.15 | 5.04 | | | |
| | 5/30/16 | 6/13/16 | 14 | 26.65 | 25.25 | | -1.40 | -5.25 | | | |
| | 7/11/16 | 11/14/16 | 126 | 27.85 | 38.20 | | 10.35 | 37.16 | | | |
| | 11/06/17 | 12/25/17 | 49 | 123.60 | 94.95 | | -28.65 | -23.18 | | | 270.25 |
BYD Company | | 12/15/08 | 2/16/09 | 63 | 13.32 | 16.70 | | 3.38 | 25.38 | | | |
| | 5/11/09 | 1/25/10 | 259 | 25.75 | 58.45 | | 32.70 | 126.99 | | | |
| | 11/09/20 | 5/10/21 | 182 | 196.00 | 146.20 | | -49.80 | -25.41 | | | 112.28 |
Zhongsheng | | 1/16/17 | 11/06/17 | 294 | 8.69 | 16.56 | | 7.87 | 90.56 | | | 90.56 |
Galaxy Entertainment | | 11/01/10 | 12/20/10 | 49 | 7.42 | 8.48 | | 1.06 | 14.29 | | | |
| | 3/07/11 | 3/14/11 | 7 | 10.82 | 11.16 | | 0.34 | 3.14 | | | |
| | 4/04/11 | 6/06/11 | 63 | 11.92 | 17.44 | | 5.52 | 46.31 | | | |
| | 7/04/11 | 7/11/11 | 7 | 17.50 | 17.26 | | -0.24 | -1.37 | | | |
| | 10/31/11 | 11/14/11 | 14 | 16.14 | 14.36 | | -1.78 | -11.03 | | | |
| | 10/07/13 | 12/23/13 | 77 | 57.15 | 67.65 | | 10.50 | 18.37 | | | 79.14 |
Orient Overseas | | 3/19/07 | 8/20/07 | 154 | 67.80 | 76.80 | | 9.00 | 13.27 | | | |
| | 5/10/21 | 7/05/21 | 56 | 126.60 | 175.70 | | 49.10 | 38.78 | | | |
| | 1/17/22 | 3/07/22 | 49 | 207.40 | 223.20 | | 15.80 | 7.62 | | | |
| | 5/23/22 | 5/30/22 | 7 | 258.80 | 252.00 | | -6.80 | -2.63 | | | |
| | 6/06/22 | 6/13/22 | 7 | 271.80 | 231.00 | | -40.80 | -15.01 | | | 40.01 |
Zijin Mining HK | | 7/24/06 | 12/18/06 | 147 | 2.65 | 3.43 | | 0.78 | 29.47 | | | |
| | 3/23/09 | 5/11/09 | 49 | 4.09 | 4.15 | | 0.06 | 1.47 | | | 31.37 |
China Res Power | | 11/29/21 | 12/20/21 | 21 | 20.50 | 25.40 | | 4.90 | 23.90 | | | 23.90 |
Sands China | | 1/16/12 | 4/30/12 | 105 | 25.30 | 30.80 | | 5.50 | 21.74 | | | 21.74 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Sino Biopharm | | 2/12/18 | 3/26/18 | 42 | 6.09 | 6.94 | | 0.85 | 14.01 | | | |
| | 4/23/18 | 5/07/18 | 14 | 6.92 | 7.81 | | 0.89 | 12.84 | | | |
| | 5/14/18 | 6/25/18 | 42 | 8.52 | 7.84 | | -0.68 | -7.93 | | | 18.44 |
China Res Land | | 1/02/06 | 6/05/06 | 154 | 3.40 | 4.00 | | 0.60 | 17.65 | | | 17.65 |
Tencent | | 4/21/08 | 6/09/08 | 49 | 10.85 | 12.40 | | 1.55 | 14.28 | | | 14.28 |
Ping An | | 8/20/07 | 12/10/07 | 112 | 36.40 | 40.44 | | 4.04 | 11.10 | | | 11.10 |
Meituan | | 9/14/20 | 10/26/20 | 42 | 244.60 | 266.00 | | 21.40 | 8.75 | | | 8.75 |
CNOOC | | 3/18/24 | 3/28/24 | 10 | 17.46 | 18.12 | | 0.66 | 3.78 | | | 3.78 |
China Life Ins HK | | 12/18/06 | 3/05/07 | 77 | 23.75 | 20.97 | | -2.78 | -11.71 | | | |
| | 1/19/15 | 6/22/15 | 154 | 29.60 | 34.40 | | 4.80 | 16.22 | | | 2.61 |
ANTA Sports Products | | 11/02/15 | 12/14/15 | 42 | 21.10 | 21.55 | | 0.45 | 2.13 | | | 2.13 |
China Mobile | | 4/07/08 | 4/14/08 | 7 | 121.65 | 122.30 | | 0.65 | 0.53 | | | 0.53 |
Xinyi Glass | | 8/19/13 | 10/07/13 | 49 | 7.12 | 6.78 | | -0.34 | -4.76 | | | -4.76 |
Tingyi | | 11/28/11 | 1/02/12 | 35 | 25.40 | 23.95 | | -1.45 | -5.71 | | | -5.71 |
Lenovo | | 1/01/24 | 1/08/24 | 7 | 10.92 | 10.16 | | -0.76 | -6.96 | | | -6.96 |
China Unicom | | 4/17/23 | 4/24/23 | 7 | 6.42 | 6.12 | | -0.30 | -4.67 | | | |
| | 5/08/23 | 5/15/23 | 7 | 6.41 | 6.24 | | -0.17 | -2.65 | | | -7.20 |
SMIC | | 2/10/20 | 2/24/20 | 14 | 16.76 | 15.50 | | -1.26 | -7.52 | | | -7.52 |
Li Auto | | 7/31/23 | 8/14/23 | 14 | 165.90 | 160.90 | | -5.00 | -3.01 | | | |
| | 9/04/23 | 9/11/23 | 7 | 163.30 | 154.80 | | -8.50 | -5.21 | | | -8.06 |
Geely Auto | | 12/05/16 | 12/12/16 | 7 | 7.71 | 7.80 | | 0.09 | 1.17 | | | |
| | 12/25/17 | 2/12/18 | 49 | 25.65 | 22.10 | | -3.55 | -13.84 | | | -12.83 |
China Shenhua HK | | 6/27/22 | 8/01/22 | 35 | 25.55 | 22.20 | | -3.35 | -13.11 | | | |
| | 2/19/24 | 3/18/24 | 28 | 31.15 | 29.50 | | -1.65 | -5.30 | | | -17.71 |
Li Ning | | 7/22/19 | 8/05/19 | 14 | 19.92 | 18.40 | | -1.52 | -7.63 | | | |
| | 10/14/19 | 2/03/20 | 112 | 25.85 | 22.50 | | -3.35 | -12.96 | | | -19.60 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | | prc diff | d % | | | total |
Alibaba Health | | 3/01/10 | 3/08/10 | 7 | 1.47 | 1.68 | | 0.21 | 14.29 | | | |
| | 3/29/10 | 5/10/10 | 42 | 1.73 | 1.50 | | -0.23 | -13.29 | | | |
| | 7/12/10 | 11/01/10 | 112 | 1.09 | 1.14 | | 0.05 | 4.59 | | | |
| | 4/07/14 | 6/23/14 | 77 | 5.14 | 5.83 | | 0.69 | 13.42 | | | |
| | 6/30/14 | 10/06/14 | 98 | 6.02 | 4.79 | | -1.23 | -20.43 | | | |
| | 11/24/14 | 12/01/14 | 7 | 5.31 | 5.46 | | 0.15 | 2.82 | | | |
| | 12/08/14 | 1/12/15 | 35 | 5.22 | 4.98 | | -0.24 | -4.60 | | | |
| | 12/17/18 | 5/13/19 | 147 | 6.86 | 8.10 | | 1.24 | 18.08 | | | |
| | 5/25/20 | 9/14/20 | 112 | 18.72 | 18.76 | | 0.04 | 0.21 | | | |
| | 12/05/22 | 3/13/23 | 98 | 8.69 | 5.54 | | -3.15 | -36.25 | | | -30.79 |
Annotations
5/23/18 | HSI | | | index adaption
removed: Cathay Pacific Airways, Kunlun Energy, The Wharf
added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC |
7/19/17 | HSI | | | Belle drops out due to acquisition by Hillhouse Capital and CDH Investments |
4/01/17 | HSI | | | machine learning processed for all techniques |
3/06/17 | HSI | | | Geely Auto replaces Li & Fung |
12/28/16 | HSI | | | AAC Technologies and CKI replacen China Res Enterprises and Tingyi |
10/13/15 | China Mengniu Dairy | | | forward stock split 1:2 (two for one) |
9/18/15 | China Res Enterprise | | | ex special dividend HKD 12.30 |
7/27/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
6/08/15 | HSI | | | CK Property and The Link REIT replace Costco and Hutchison Whampoa. |
6/01/15 | CK Hutchison | | | name change (before Cheung Kong Holdings Ltd) after Merger with Hutchison Whampoa |
5/27/15 | CK Hutchison | | | spin-off CK Property |
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