| | |
| | |
Assessment - Hang Seng Index in Dollar - 7/01/24 - RS = 10
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
4/22/24 |
prc diff |
⇓ Δ10 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI |
2,191.143 |
8/12/24 |
0.13 |
2,268.856 |
-3.43 |
2,107.982 |
160.875 |
7.63 |
|
1.68 |
| |  |
 |
 |
 |
L |
 |
China Hongqiao |
1.270 |
8/12/24 |
1.33 |
1.514 |
-16.07 |
1.246 |
0.268 |
21.47 |
|
62.07 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
2.528 |
8/12/24 |
-0.80 |
2.868 |
-11.88 |
2.318 |
0.550 |
23.72 |
|
54.67 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
4.136 |
8/12/24 |
1.57 |
4.603 |
-10.15 |
4.041 |
0.563 |
13.93 |
|
32.29 |
| |  |
 |
 |
 |
L |
 |
China Res Power |
2.811 |
8/12/24 |
0.23 |
3.067 |
-8.35 |
2.523 |
0.544 |
21.57 |
|
42.50 |
| |  |
 |
 |
 |
L |
 |
Hansoh Pharma |
2.369 |
8/12/24 |
-2.22 |
2.090 |
13.36 |
2.048 |
0.042 |
2.05 |
|
23.56 |
| |  |
 |
 |
 |
|
 |
PetroChina |
0.854 |
8/12/24 |
|
1.012 |
-15.57 |
0.931 |
0.081 |
8.69 |
|
34.11 |
| |  |
 |
 |
 |
|
 |
Trip.com |
42.359 |
8/12/24 |
0.55 |
47.967 |
-11.69 |
48.539 |
-0.571 |
-1.18 |
|
21.31 |
| |  |
 |
 |
 |
|
 |
Xiaomi |
2.108 |
8/12/24 |
0.37 |
2.110 |
-0.12 |
2.020 |
0.091 |
4.48 |
|
19.67 |
| |  |
 |
 |
 |
L |
 |
Bank of China |
0.435 |
8/12/24 |
1.19 |
0.493 |
-11.69 |
0.434 |
0.059 |
13.58 |
|
28.30 |
| |  |
 |
 |
 |
|
 |
Zijin Mining HK |
1.959 |
8/12/24 |
0.66 |
2.110 |
-7.16 |
2.152 |
-0.042 |
-1.96 |
|
24.64 |
| |  |
 |
 |
 |
L |
 |
Tencent |
48.019 |
8/12/24 |
1.35 |
47.686 |
0.70 |
40.904 |
6.781 |
16.58 |
|
18.46 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
1.316 |
8/12/24 |
2.59 |
1.411 |
-6.72 |
1.037 |
0.374 |
36.12 |
|
21.83 |
| |  |
 |
 |
 |
L |
 |
China Constr Bk HK |
0.711 |
8/12/24 |
1.46 |
0.739 |
-3.81 |
0.626 |
0.113 |
18.11 |
|
23.62 |
| |  |
 |
 |
 |
L |
 |
Haier Smart Home |
3.112 |
8/12/24 |
1.67 |
3.342 |
-6.90 |
3.345 |
-0.003 |
-0.08 |
|
8.31 |
| |  |
 |
 |
 |
L |
 |
China Unicom |
0.764 |
8/12/24 |
-5.84 |
0.918 |
-16.74 |
0.765 |
0.153 |
20.06 |
|
31.80 |
| |  |
 |
 |
 |
L |
 |
Meituan |
13.317 |
8/12/24 |
-2.07 |
14.226 |
-6.39 |
12.843 |
1.383 |
10.77 |
|
10.31 |
| |  |
 |
 |
 |
L |
 |
Hang Seng Bank |
11.768 |
8/12/24 |
0.38 |
12.856 |
-8.47 |
12.384 |
0.473 |
3.82 |
|
5.76 |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
13.356 |
8/12/24 |
2.25 |
16.224 |
-17.68 |
13.367 |
2.857 |
21.38 |
|
14.71 |
| |  |
 |
 |
 |
L |
 |
Shenzhou Inter |
7.926 |
8/12/24 |
-0.24 |
9.789 |
-19.03 |
9.352 |
0.438 |
4.68 |
|
1.93 |
| |  |
 |
 |
 |
|
 |
WH Group |
0.674 |
8/12/24 |
|
0.658 |
2.33 |
0.700 |
-0.041 |
-5.92 |
|
9.82 |
| |  |
 |
 |
 |
L |
 |
Bank of China (HK) |
2.856 |
8/12/24 |
|
3.080 |
-7.28 |
2.936 |
0.143 |
4.88 |
|
11.13 |
| |  |
 |
 |
 |
L |
 |
ICBC |
0.574 |
8/12/24 |
2.05 |
0.594 |
-3.45 |
0.523 |
0.071 |
13.51 |
|
19.96 |
| |  |
 |
 |
 |
|
 |
Techtronic Inds |
12.363 |
8/12/24 |
-0.26 |
11.422 |
8.24 |
13.124 |
-1.702 |
-12.97 |
|
3.14 |
| |  |
 |
 |
 |
L |
 |
China Merchants B HK |
4.162 |
8/12/24 |
|
4.539 |
-8.32 |
4.124 |
0.416 |
10.08 |
|
13.96 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
4/22/24 |
prc diff |
⇓ Δ10 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
China Mobile |
9.079 |
8/12/24 |
-0.56 |
9.860 |
-7.92 |
8.905 |
0.955 |
10.73 |
|
16.48 |
| |  |
 |
 |
 |
L |
 |
HSBC |
8.240 |
8/12/24 |
0.63 |
8.746 |
-5.78 |
8.094 |
0.652 |
8.05 |
|
10.49 |
| |  |
 |
 |
 |
|
 |
Sinopec |
0.635 |
8/12/24 |
0.61 |
0.648 |
-1.98 |
0.590 |
0.058 |
9.85 |
|
16.59 |
| |  |
 |
 |
 |
L |
 |
CSPC Pharmaceutical |
0.759 |
8/12/24 |
1.02 |
0.796 |
-4.66 |
0.766 |
0.030 |
3.98 |
|
-1.15 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
27.351 |
8/12/24 |
-0.28 |
29.707 |
-7.93 |
25.635 |
4.072 |
15.88 |
|
4.84 |
| |  |
 |
 |
 |
|
 |
CK Infrastructure |
7.100 |
8/12/24 |
0.36 |
5.647 |
25.74 |
5.547 |
0.100 |
1.80 |
|
5.84 |
| |  |
 |
 |
 |
|
 |
CLP |
8.835 |
8/12/24 |
-0.07 |
8.080 |
9.35 |
7.794 |
0.286 |
3.67 |
|
2.69 |
| |  |
 |
 |
 |
L |
 |
ENN Energy |
6.838 |
8/12/24 |
0.85 |
8.240 |
-17.02 |
8.158 |
0.082 |
1.01 |
|
-0.20 |
| |  |
 |
 |
 |
L |
 |
China Ov Land & Inv |
1.636 |
8/12/24 |
-0.93 |
1.734 |
-5.61 |
1.491 |
0.243 |
16.27 |
|
-2.92 |
| |  |
 |
 |
 |
L |
 |
JD.com |
12.818 |
8/12/24 |
-0.10 |
13.228 |
-3.10 |
12.830 |
0.397 |
3.09 |
|
-6.74 |
| |  |
 |
 |
 |
L |
 |
SMIC |
2.118 |
8/12/24 |
-0.24 |
2.192 |
-3.39 |
1.818 |
0.374 |
20.59 |
|
-4.36 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.329 |
8/12/24 |
0.58 |
1.414 |
-5.98 |
1.198 |
0.216 |
18.05 |
|
3.42 |
| |  |
 |
 |
 |
S |
 |
Power Assets |
6.902 |
8/12/24 |
-0.28 |
5.410 |
27.57 |
5.624 |
-0.214 |
-3.80 |
|
0.27 |
| |  |
 |
 |
 |
|
 |
ANTA Sports Products |
8.746 |
8/12/24 |
-2.78 |
9.604 |
-8.93 |
10.928 |
-1.324 |
-12.12 |
|
-8.15 |
| |  |
 |
 |
 |
|
 |
HK & China Gas |
0.848 |
8/12/24 |
1.85 |
0.761 |
11.45 |
0.732 |
0.029 |
3.98 |
|
1.10 |
| |  |
 |
 |
 |
L |
 |
Tingyi |
1.151 |
8/12/24 |
-0.66 |
1.205 |
-4.46 |
1.072 |
0.133 |
12.36 |
|
-2.45 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
0.977 |
8/12/24 |
0.26 |
1.126 |
-13.20 |
1.129 |
-0.003 |
-0.27 |
|
-2.63 |
| |  |
 |
 |
 |
L |
 |
Sinopharm |
2.587 |
8/12/24 |
1.10 |
2.657 |
-2.65 |
2.681 |
-0.024 |
-0.89 |
|
-0.98 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
0.909 |
8/12/24 |
|
0.909 |
|
0.908 |
0.001 |
0.16 |
|
-7.04 |
| |  |
 |
 |
 |
L |
 |
HK Exchgs & Clrg |
29.656 |
8/12/24 |
0.96 |
32.038 |
-7.43 |
28.087 |
3.951 |
14.07 |
|
-6.31 |
| |  |
 |
 |
 |
|
 |
Henderson Land |
2.823 |
8/12/24 |
-2.43 |
2.683 |
5.25 |
2.892 |
-0.209 |
-7.23 |
|
-5.47 |
| |  |
 |
 |
 |
L |
 |
Longfor |
1.223 |
8/12/24 |
-1.95 |
1.373 |
-10.91 |
1.177 |
0.196 |
16.62 |
|
-12.64 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
1.565 |
8/12/24 |
-1.93 |
1.798 |
-12.96 |
2.045 |
-0.247 |
-12.10 |
|
-17.16 |
| |  |
 |
 |
 |
L |
 |
China Res Land |
2.913 |
8/12/24 |
-1.09 |
3.400 |
-14.31 |
3.051 |
0.348 |
11.42 |
|
-5.14 |
| |  |
 |
 |
 |
L |
 |
China Res Mixc |
2.798 |
8/12/24 |
-1.13 |
3.310 |
-15.47 |
3.281 |
0.029 |
0.89 |
|
-9.44 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
4/22/24 |
prc diff |
⇓ Δ10 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
0.967 |
8/12/24 |
-0.13 |
1.096 |
-11.80 |
1.003 |
0.093 |
9.23 |
|
-6.49 |
| |  |
 |
 |
 |
|
 |
Alibaba |
10.045 |
8/12/24 |
0.77 |
9.027 |
11.28 |
8.739 |
0.289 |
3.30 |
|
-9.23 |
| |  |
 |
 |
 |
L |
 |
Ping An |
4.309 |
8/12/24 |
0.45 |
4.533 |
-4.94 |
4.092 |
0.441 |
10.78 |
|
-8.84 |
| |  |
 |
 |
 |
|
 |
NetEase |
18.029 |
8/12/24 |
0.50 |
19.092 |
-5.57 |
18.690 |
0.402 |
2.15 |
|
-5.24 |
| |  |
 |
 |
 |
|
 |
Hengan |
3.246 |
8/12/24 |
-0.20 |
3.048 |
6.51 |
3.185 |
-0.138 |
-4.32 |
|
-11.68 |
| |  |
 |
 |
 |
S |
 |
Nongfu Spring |
3.765 |
8/12/24 |
1.55 |
4.744 |
-20.65 |
5.643 |
-0.899 |
-15.92 |
|
-14.82 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
5.538 |
8/12/24 |
1.29 |
6.178 |
-10.36 |
4.679 |
1.499 |
32.05 |
|
-12.82 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
5.173 |
8/12/24 |
0.12 |
4.789 |
8.02 |
4.673 |
0.116 |
2.49 |
|
-8.56 |
| |  |
 |
 |
 |
S |
 |
Sino Biopharm |
0.378 |
8/12/24 |
2.08 |
0.342 |
10.49 |
0.324 |
0.018 |
5.43 |
|
-13.16 |
| |  |
 |
 |
 |
L |
 |
Alibaba Health |
0.415 |
8/12/24 |
-0.61 |
0.401 |
3.51 |
0.340 |
0.061 |
18.02 |
|
-19.00 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
3.771 |
8/12/24 |
-4.38 |
4.661 |
-19.09 |
4.411 |
0.250 |
5.67 |
|
-16.10 |
| |  |
 |
 |
 |
|
 |
Sun Hung Kai |
9.162 |
8/12/24 |
-1.85 |
8.650 |
5.92 |
9.007 |
-0.357 |
-3.96 |
|
-15.68 |
| |  |
 |
 |
 |
L |
 |
AIA |
6.646 |
8/12/24 |
-1.33 |
6.787 |
-2.08 |
6.147 |
0.640 |
10.40 |
|
-17.62 |
| |  |
 |
 |
 |
|
 |
MTR |
3.316 |
8/12/24 |
0.19 |
3.156 |
5.07 |
3.070 |
0.086 |
2.80 |
|
-14.16 |
| |  |
 |
 |
 |
S |
 |
Link REIT |
4.463 |
8/12/24 |
-0.57 |
3.886 |
14.83 |
4.041 |
-0.154 |
-3.82 |
|
-19.67 |
| |  |
 |
 |
 |
|
 |
Xinyi Solar |
0.452 |
8/12/24 |
0.28 |
0.503 |
-10.18 |
0.672 |
-0.168 |
-25.06 |
|
-25.66 |
| |  |
 |
 |
 |
S |
 |
Baidu |
10.583 |
8/12/24 |
-0.66 |
10.916 |
-3.05 |
11.994 |
-1.078 |
-8.99 |
|
-23.91 |
| |  |
 |
 |
 |
|
 |
China Res Beer |
3.035 |
8/12/24 |
-2.47 |
3.361 |
-9.71 |
4.270 |
-0.909 |
-21.29 |
|
-29.69 |
| |  |
 |
 |
 |
S |
 |
CK Property |
3.963 |
8/12/24 |
0.32 |
3.745 |
5.81 |
4.015 |
-0.270 |
-6.72 |
|
-21.77 |
| |  |
 |
 |
 |
S |
 |
Sands China |
1.736 |
8/12/24 |
-2.87 |
2.085 |
-16.71 |
2.313 |
-0.229 |
-9.88 |
|
-27.46 |
| |  |
 |
 |
 |
|
 |
Wharf REIC |
2.759 |
8/12/24 |
-1.60 |
2.651 |
4.11 |
2.904 |
-0.254 |
-8.74 |
|
-24.28 |
| |  |
 |
 |
 |
|
 |
Country Garden Svcs |
0.601 |
8/12/24 |
-1.47 |
0.617 |
-2.70 |
0.569 |
0.048 |
8.40 |
|
-25.78 |
| |  |
 |
 |
 |
S |
 |
Chow Tai Fook Jwl |
0.843 |
8/12/24 |
-0.75 |
1.082 |
-22.13 |
1.369 |
-0.287 |
-20.94 |
|
-25.70 |
| |  |
 |
 |
 |
|
 |
Li Ning |
1.800 |
8/12/24 |
-1.13 |
2.164 |
-16.80 |
2.234 |
-0.070 |
-3.14 |
|
-29.40 |
| |  |
 |
 |
 |
|
 |
Zhongsheng |
1.362 |
8/12/24 |
-1.12 |
1.462 |
-6.83 |
1.711 |
-0.248 |
-14.52 |
|
-33.78 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
4/22/24 |
prc diff |
⇓ Δ10 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Hang Lung |
0.716 |
8/12/24 |
-1.41 |
0.853 |
-16.07 |
1.067 |
-0.214 |
-20.10 |
|
-30.16 |
| |  |
 |
 |
 |
|
 |
JD Health |
2.695 |
8/12/24 |
-2.55 |
2.721 |
-0.94 |
3.000 |
-0.279 |
-9.30 |
|
-37.58 |
| |  |
 |
 |
 |
S |
 |
Budweiser Brewing |
1.191 |
8/12/24 |
-2.11 |
1.178 |
1.09 |
1.325 |
-0.147 |
-11.10 |
|
-32.29 |
| |  |
 |
 |
 |
|
 |
New World Dev |
0.927 |
8/12/24 |
-2.69 |
0.936 |
-0.96 |
0.964 |
-0.028 |
-2.89 |
|
-36.39 |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
1.695 |
8/12/24 |
-2.79 |
1.793 |
-5.43 |
1.984 |
-0.191 |
-9.64 |
|
-32.47 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
9.860 |
8/12/24 |
-1.79 |
9.002 |
9.53 |
12.441 |
-3.439 |
-27.64 |
|
-44.33 |
| |  |
 |
 |
 |
S |
 |
WuXi AppTec HK |
4.501 |
8/12/24 |
1.44 |
3.739 |
20.38 |
4.258 |
-0.519 |
-12.18 |
|
-48.68 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
1.508 |
8/12/24 |
3.70 |
1.478 |
2.08 |
1.634 |
-0.156 |
-9.57 |
|
-50.32 |
| HSI - 82 out of 82 instruments rated - 7/01/24 / 4/22/24 - 50 did rise, Market-Ratio(10) in USD = 60.98 % |
| Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Index in Dollar * 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 |
22,799 |
|
0.439 |
0.516 |
|
0.077 |
18 |
11,757 |
47 |
|
| 6/05/06 |
7/24/06 |
49 |
|
- cash - |
| |
7/24/06 |
12/18/06 |
147 |
 |
 |
 |
Zijin Mining HK |
100 |
34,524 |
|
0.341 |
0.440 |
|
0.100 |
29 |
15,207 |
89 |
|
| |
12/18/06 |
3/05/07 |
77 |
 |
 |
 |
China Life Ins HK |
100 |
4,981 |
|
3.053 |
2.685 |
|
-0.368 |
-12 |
13,376 |
-46 |
|
| 3/05/07 |
3/19/07 |
14 |
|
- cash - |
| |
3/19/07 |
8/20/07 |
154 |
 |
 |
 |
Orient Overseas |
100 |
1,540 |
|
8.682 |
9.823 |
|
1.141 |
13 |
15,134 |
34 |
|
| |
8/20/07 |
12/10/07 |
112 |
 |
 |
 |
Ping An |
100 |
3,250 |
|
4.656 |
5.187 |
|
0.531 |
11 |
16,859 |
42 |
|
| 12/10/07 |
4/07/08 |
119 |
|
- cash - |
| |
4/07/08 |
4/14/08 |
7 |
 |
 |
 |
China Mobile |
100 |
1,079 |
|
15.616 |
15.775 |
|
0.159 |
1 |
17,031 |
70 |
|
| 4/14/08 |
4/21/08 |
7 |
|
- cash - |
| |
4/21/08 |
6/09/08 |
49 |
 |
 |
 |
Tencent |
100 |
12,172 |
|
1.399 |
1.592 |
|
0.193 |
14 |
19,383 |
162 |
|
| 6/09/08 |
12/15/08 |
189 |
|
- cash - |
| |
12/15/08 |
2/16/09 |
63 |
 |
 |
 |
BYD Company |
100 |
11,260 |
|
1.721 |
2.153 |
|
0.432 |
25 |
24,248 |
266 |
|
| 2/16/09 |
3/23/09 |
35 |
|
- cash - |
| |
3/23/09 |
5/11/09 |
49 |
 |
 |
 |
Zijin Mining HK |
100 |
46,003 |
|
0.527 |
0.536 |
|
0.008 |
2 |
24,635 |
13 |
|
| |
5/11/09 |
1/25/10 |
259 |
 |
 |
 |
BYD Company |
100 |
7,420 |
|
3.320 |
7.520 |
|
4.200 |
127 |
55,802 |
217 |
|
| 1/25/10 |
3/01/10 |
35 |
|
- cash - |
| |
3/01/10 |
3/08/10 |
7 |
 |
 |
 |
Alibaba Health |
100 |
294,842 |
|
0.189 |
0.217 |
|
0.028 |
15 |
63,990 |
125,945 |
|
| 3/08/10 |
3/29/10 |
21 |
|
- cash - |
| |
3/29/10 |
5/10/10 |
42 |
 |
 |
 |
Alibaba Health |
100 |
286,738 |
|
0.223 |
0.193 |
|
-0.030 |
-14 |
55,248 |
-72 |
|
| 5/10/10 |
7/12/10 |
63 |
|
- cash - |
| |
7/12/10 |
11/01/10 |
112 |
 |
 |
 |
Alibaba Health |
100 |
393,818 |
|
0.140 |
0.148 |
|
0.008 |
5 |
58,253 |
19 |
|
| |
11/01/10 |
12/20/10 |
49 |
 |
 |
 |
Galaxy Entertainment |
100 |
60,505 |
|
0.963 |
1.083 |
|
0.120 |
12 |
65,523 |
140 |
|
| 12/20/10 |
3/07/11 |
77 |
|
- cash - |
| |
3/07/11 |
3/14/11 |
7 |
 |
 |
 |
Galaxy Entertainment |
100 |
47,153 |
|
1.390 |
1.446 |
|
0.057 |
4 |
68,190 |
701 |
|
| 3/14/11 |
4/04/11 |
21 |
|
- cash - |
| |
4/04/11 |
6/06/11 |
63 |
 |
 |
 |
Galaxy Entertainment |
100 |
44,348 |
|
1.538 |
2.250 |
|
0.713 |
46 |
99,788 |
808 |
|
| 6/06/11 |
7/04/11 |
28 |
|
- cash - |
| |
7/04/11 |
7/11/11 |
7 |
 |
 |
 |
Galaxy Entertainment |
100 |
44,487 |
|
2.243 |
2.216 |
|
-0.027 |
-1 |
98,602 |
-46 |
|
| 7/11/11 |
10/31/11 |
112 |
|
- cash - |
| |
10/31/11 |
11/14/11 |
14 |
 |
 |
 |
Galaxy Entertainment |
100 |
47,478 |
|
2.077 |
1.854 |
|
-0.223 |
-11 |
88,025 |
-95 |
|
| 11/14/11 |
11/28/11 |
14 |
|
- cash - |
| |
11/28/11 |
1/02/12 |
35 |
 |
 |
 |
Tingyi |
100 |
27,011 |
|
3.259 |
3.087 |
|
-0.171 |
-5 |
83,398 |
-43 |
|
| 1/02/12 |
1/16/12 |
14 |
|
- cash - |
| |
1/16/12 |
4/30/12 |
105 |
 |
 |
 |
Sands China |
100 |
25,616 |
|
3.256 |
3.973 |
|
0.717 |
22 |
101,772 |
100 |
|
| 4/30/12 |
7/23/12 |
84 |
|
- cash - |
| |
7/23/12 |
3/18/13 |
238 |
 |
 |
 |
Sunny Optical |
100 |
285,020 |
|
0.357 |
1.134 |
|
0.777 |
217 |
323,113 |
488 |
|
| 3/18/13 |
4/29/13 |
42 |
|
- cash - |
| |
4/29/13 |
6/03/13 |
35 |
 |
 |
 |
Sunny Optical |
100 |
261,017 |
|
1.238 |
1.376 |
|
0.138 |
11 |
359,202 |
202 |
|
| 6/03/13 |
8/19/13 |
77 |
|
- cash - |
| |
8/19/13 |
10/07/13 |
49 |
 |
 |
 |
Xinyi Glass |
100 |
391,269 |
|
0.918 |
0.874 |
|
-0.044 |
-5 |
342,135 |
-30 |
|
| |
10/07/13 |
12/23/13 |
77 |
 |
 |
 |
Galaxy Entertainment |
100 |
46,423 |
|
7.370 |
8.725 |
|
1.355 |
18 |
405,054 |
123 |
|
| 12/23/13 |
4/07/14 |
105 |
|
- cash - |
| |
4/07/14 |
6/23/14 |
77 |
 |
 |
 |
Alibaba Health |
100 |
611,165 |
|
0.663 |
0.752 |
|
0.089 |
13 |
459,706 |
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 |
591,816 |
|
0.777 |
0.618 |
|
-0.159 |
-20 |
365,553 |
-57 |
|
| 10/06/14 |
11/24/14 |
49 |
|
- cash - |
| |
11/24/14 |
12/01/14 |
7 |
 |
 |
 |
Alibaba Health |
100 |
533,931 |
|
0.685 |
0.704 |
|
0.019 |
3 |
375,886 |
328 |
|
| 12/01/14 |
12/08/14 |
7 |
|
- cash - |
| |
12/08/14 |
1/12/15 |
35 |
 |
 |
 |
Alibaba Health |
100 |
558,141 |
|
0.673 |
0.642 |
|
-0.031 |
-5 |
358,496 |
-39 |
|
| 1/12/15 |
1/19/15 |
7 |
|
- cash - |
| |
1/19/15 |
6/22/15 |
154 |
 |
 |
 |
China Life Ins HK |
100 |
93,888 |
|
3.818 |
4.438 |
|
0.620 |
16 |
416,705 |
43 |
|
| 6/22/15 |
11/02/15 |
133 |
|
- cash - |
| |
11/02/15 |
12/14/15 |
42 |
 |
 |
 |
ANTA Sports Products |
100 |
153,056 |
|
2.723 |
2.779 |
|
0.056 |
2 |
425,307 |
19 |
|
| 12/14/15 |
3/21/16 |
98 |
|
- cash - |
| |
3/21/16 |
5/16/16 |
56 |
 |
 |
 |
Sunny Optical |
100 |
144,629 |
|
2.941 |
3.085 |
|
0.144 |
5 |
446,120 |
37 |
|
| 5/16/16 |
5/30/16 |
14 |
|
- cash - |
| |
5/30/16 |
6/13/16 |
14 |
 |
 |
 |
Sunny Optical |
100 |
130,070 |
|
3.430 |
3.252 |
|
-0.178 |
-5 |
423,022 |
-75 |
|
| 6/13/16 |
7/11/16 |
28 |
|
- cash - |
| |
7/11/16 |
11/14/16 |
126 |
 |
 |
 |
Sunny Optical |
100 |
117,851 |
|
3.589 |
4.926 |
|
1.337 |
37 |
580,543 |
150 |
|
| 11/14/16 |
12/05/16 |
21 |
|
- cash - |
| |
12/05/16 |
12/12/16 |
7 |
 |
 |
 |
Geely Auto |
100 |
583,894 |
|
0.994 |
1.006 |
|
0.011 |
1 |
587,228 |
82 |
|
| 12/12/16 |
1/16/17 |
35 |
|
- cash - |
| |
1/16/17 |
11/06/17 |
294 |
 |
 |
 |
Zhongsheng |
100 |
523,986 |
|
1.121 |
2.123 |
|
1.002 |
89 |
1,112,183 |
121 |
|
| |
11/06/17 |
12/25/17 |
49 |
 |
 |
 |
Sunny Optical |
100 |
70,203 |
|
15.842 |
12.146 |
|
-3.696 |
-23 |
852,697 |
-86 |
|
| |
12/25/17 |
2/12/18 |
49 |
 |
 |
 |
Geely Auto |
100 |
259,879 |
|
3.281 |
2.826 |
|
-0.456 |
-14 |
734,289 |
-67 |
|
| |
2/12/18 |
3/26/18 |
42 |
 |
 |
 |
Sino Biopharm |
100 |
943,245 |
|
0.778 |
0.885 |
|
0.107 |
14 |
835,047 |
206 |
|
| 3/26/18 |
4/23/18 |
28 |
|
- cash - |
| |
4/23/18 |
5/07/18 |
14 |
 |
 |
 |
Sino Biopharm |
100 |
945,872 |
|
0.883 |
0.995 |
|
0.112 |
13 |
941,188 |
2,164 |
|
| 5/07/18 |
5/14/18 |
7 |
|
- cash - |
| |
5/14/18 |
6/25/18 |
42 |
 |
 |
 |
Sino Biopharm |
100 |
867,808 |
|
1.085 |
0.999 |
|
-0.085 |
-8 |
867,270 |
-51 |
|
| 6/25/18 |
12/17/18 |
175 |
|
- cash - |
| |
12/17/18 |
5/13/19 |
147 |
 |
 |
 |
Alibaba Health |
100 |
987,570 |
|
0.878 |
1.032 |
|
0.154 |
18 |
1,019,514 |
49 |
|
| 5/13/19 |
7/22/19 |
70 |
|
- cash - |
| |
7/22/19 |
8/05/19 |
14 |
 |
 |
 |
Li Ning |
100 |
399,588 |
|
2.551 |
2.346 |
|
-0.206 |
-8 |
937,345 |
-89 |
|
| 8/05/19 |
10/14/19 |
70 |
|
- cash - |
| |
10/14/19 |
2/03/20 |
112 |
 |
 |
 |
Li Ning |
100 |
284,396 |
|
3.296 |
2.898 |
|
-0.398 |
-12 |
824,177 |
-34 |
|
| 2/03/20 |
2/10/20 |
7 |
|
- cash - |
| |
2/10/20 |
2/24/20 |
14 |
 |
 |
 |
SMIC |
100 |
381,776 |
|
2.159 |
1.989 |
|
-0.170 |
-8 |
759,369 |
-88 |
|
| 2/24/20 |
5/25/20 |
91 |
|
- cash - |
| |
5/25/20 |
9/14/20 |
112 |
 |
 |
 |
Alibaba Health |
100 |
314,424 |
|
2.415 |
2.422 |
|
0.006 |
0 |
761,390 |
1 |
|
| |
9/14/20 |
10/26/20 |
42 |
 |
 |
 |
Meituan |
100 |
24,115 |
|
31.573 |
34.332 |
|
2.759 |
9 |
827,924 |
107 |
|
| 10/26/20 |
11/09/20 |
14 |
|
- cash - |
| |
11/09/20 |
5/10/21 |
182 |
 |
 |
 |
BYD Company |
100 |
32,732 |
|
25.293 |
18.833 |
|
-6.460 |
-26 |
616,475 |
-45 |
|
| |
5/10/21 |
7/05/21 |
56 |
 |
 |
 |
Orient Overseas |
100 |
37,800 |
|
16.309 |
22.637 |
|
6.329 |
39 |
855,702 |
748 |
|
| 7/05/21 |
11/29/21 |
147 |
|
- cash - |
| |
11/29/21 |
12/20/21 |
21 |
 |
 |
 |
China Res Power |
100 |
325,488 |
|
2.629 |
3.258 |
|
0.629 |
24 |
1,060,424 |
4,061 |
|
| 12/20/21 |
1/17/22 |
28 |
|
- cash - |
| |
1/17/22 |
3/07/22 |
49 |
 |
 |
 |
Orient Overseas |
100 |
39,817 |
|
26.632 |
28.557 |
|
1.925 |
7 |
1,137,075 |
68 |
|
| 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 |
34,478 |
|
32.979 |
32.118 |
|
-0.861 |
-3 |
1,107,396 |
-75 |
|
| 5/30/22 |
6/06/22 |
7 |
|
- cash - |
| |
6/06/22 |
6/13/22 |
7 |
 |
 |
 |
Orient Overseas |
100 |
31,948 |
|
34.662 |
29.435 |
|
-5.227 |
-15 |
940,419 |
-100 |
|
| 6/13/22 |
6/27/22 |
14 |
|
- cash - |
| |
6/27/22 |
8/01/22 |
35 |
 |
 |
 |
China Shenhua HK |
100 |
288,699 |
|
3.257 |
2.829 |
|
-0.428 |
-13 |
816,768 |
-77 |
|
| 8/01/22 |
12/05/22 |
126 |
|
- cash - |
| |
12/05/22 |
3/13/23 |
98 |
 |
 |
 |
Alibaba Health |
100 |
730,252 |
|
1.118 |
0.707 |
|
-0.412 |
-37 |
515,997 |
-82 |
|
| 3/13/23 |
4/17/23 |
35 |
|
- cash - |
| |
4/17/23 |
4/24/23 |
7 |
 |
 |
 |
China Unicom |
100 |
630,652 |
|
0.818 |
0.780 |
|
-0.038 |
-5 |
491,872 |
-92 |
|
| 4/24/23 |
5/08/23 |
14 |
|
- cash - |
| |
5/08/23 |
5/15/23 |
7 |
 |
 |
 |
China Unicom |
100 |
601,949 |
|
0.817 |
0.796 |
|
-0.021 |
-3 |
479,320 |
-74 |
|
| 5/15/23 |
7/31/23 |
77 |
|
- cash - |
| |
7/31/23 |
8/14/23 |
14 |
 |
 |
 |
Li Auto |
100 |
22,520 |
|
21.284 |
20.580 |
|
-0.704 |
-3 |
463,468 |
-58 |
|
| 8/14/23 |
9/04/23 |
21 |
|
- cash - |
| |
9/04/23 |
9/11/23 |
7 |
 |
 |
 |
Li Auto |
100 |
22,226 |
|
20.852 |
19.770 |
|
-1.082 |
-5 |
439,430 |
-94 |
|
| 9/11/23 |
1/01/24 |
112 |
|
- cash - |
| |
1/01/24 |
1/08/24 |
7 |
 |
 |
 |
Lenovo |
100 |
314,371 |
|
1.398 |
1.302 |
|
-0.096 |
-7 |
409,298 |
-98 |
|
| 1/08/24 |
2/19/24 |
42 |
|
- cash - |
| |
2/19/24 |
3/18/24 |
28 |
 |
 |
 |
China Shenhua HK |
100 |
102,733 |
|
3.984 |
3.774 |
|
-0.210 |
-5 |
387,676 |
-51 |
|
| |
3/18/24 |
8/12/24 |
147 |
 |
 |
 |
CNOOC |
100 |
173,575 |
|
2.233 |
2.528 |
|
0.294 |
13 |
438,745 |
36 |
|
| accum | 1/02/06 |
8/12/24 | 4770 |
days out of 7437 invested (64%) |
4,287 |
438,745 |
34 |
|
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 | 0.36 | 1.13 | | 0.78 | 217.49 | | | |
| | | 4/29/13 | 6/03/13 | 35 | 1.24 | 1.38 | | 0.14 | 11.17 | | | |
| | | 3/21/16 | 5/16/16 | 56 | 2.94 | 3.08 | | 0.14 | 4.89 | | | |
| | | 5/30/16 | 6/13/16 | 14 | 3.43 | 3.25 | | -0.18 | -5.18 | | | |
| | | 7/11/16 | 11/14/16 | 126 | 3.59 | 4.93 | | 1.34 | 37.24 | | | |
| | | 11/06/17 | 12/25/17 | 49 | 15.84 | 12.15 | | -3.70 | -23.33 | | | 269.37 |
| BYD Company | | 12/15/08 | 2/16/09 | 63 | 1.72 | 2.15 | | 0.43 | 25.10 | | | |
| | | 5/11/09 | 1/25/10 | 259 | 3.32 | 7.52 | | 4.20 | 126.51 | | | |
| | | 11/09/20 | 5/10/21 | 182 | 25.29 | 18.83 | | -6.46 | -25.54 | | | 111.00 |
| Zhongsheng | | 1/16/17 | 11/06/17 | 294 | 1.12 | 2.12 | | 1.00 | 89.40 | | | 89.40 |
| Galaxy Entertainment | | 11/01/10 | 12/20/10 | 49 | 0.96 | 1.08 | | 0.12 | 12.48 | | | |
| | | 3/07/11 | 3/14/11 | 7 | 1.39 | 1.45 | | 0.06 | 4.07 | | | |
| | | 4/04/11 | 6/06/11 | 63 | 1.54 | 2.25 | | 0.71 | 46.34 | | | |
| | | 7/04/11 | 7/11/11 | 7 | 2.24 | 2.22 | | -0.03 | -1.19 | | | |
| | | 10/31/11 | 11/14/11 | 14 | 2.08 | 1.85 | | -0.22 | -10.73 | | | |
| | | 10/07/13 | 12/23/13 | 77 | 7.37 | 8.73 | | 1.36 | 18.39 | | | 78.90 |
| Orient Overseas | | 3/19/07 | 8/20/07 | 154 | 8.68 | 9.82 | | 1.14 | 13.15 | | | |
| | | 5/10/21 | 7/05/21 | 56 | 16.31 | 22.64 | | 6.33 | 38.81 | | | |
| | | 1/17/22 | 3/07/22 | 49 | 26.63 | 28.56 | | 1.93 | 7.23 | | | |
| | | 5/23/22 | 5/30/22 | 7 | 32.98 | 32.12 | | -0.86 | -2.61 | | | |
| | | 6/06/22 | 6/13/22 | 7 | 34.66 | 29.44 | | -5.23 | -15.08 | | | 39.28 |
| Zijin Mining HK | | 7/24/06 | 12/18/06 | 147 | 0.34 | 0.44 | | 0.10 | 29.34 | | | |
| | | 3/23/09 | 5/11/09 | 49 | 0.53 | 0.54 | | 0.01 | 1.60 | | | 31.41 |
| China Res Power | | 11/29/21 | 12/20/21 | 21 | 2.63 | 3.26 | | 0.63 | 23.92 | | | 23.92 |
| Sands China | | 1/16/12 | 4/30/12 | 105 | 3.26 | 3.97 | | 0.72 | 22.03 | | | 22.03 |
| 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 | 0.78 | 0.89 | | 0.11 | 13.72 | | | |
| | | 4/23/18 | 5/07/18 | 14 | 0.88 | 1.00 | | 0.11 | 12.71 | | | |
| | | 5/14/18 | 6/25/18 | 42 | 1.08 | 1.00 | | -0.09 | -7.85 | | | 18.11 |
| China Res Land | | 1/02/06 | 6/05/06 | 154 | 0.44 | 0.52 | | 0.08 | 17.57 | | | 17.57 |
| Tencent | | 4/21/08 | 6/09/08 | 49 | 1.40 | 1.59 | | 0.19 | 13.81 | | | 13.81 |
| CNOOC | | 3/18/24 | 8/12/24 | 147 | 2.23 | 2.53 | | 0.29 | 13.17 | | | 13.17 |
| Ping An | | 8/20/07 | 12/10/07 | 112 | 4.66 | 5.19 | | 0.53 | 11.40 | | | 11.40 |
| Meituan | | 9/14/20 | 10/26/20 | 42 | 31.57 | 34.33 | | 2.76 | 8.74 | | | 8.74 |
| China Life Ins HK | | 12/18/06 | 3/05/07 | 77 | 3.05 | 2.69 | | -0.37 | -12.04 | | | |
| | | 1/19/15 | 6/22/15 | 154 | 3.82 | 4.44 | | 0.62 | 16.24 | | | 2.24 |
| ANTA Sports Products | | 11/02/15 | 12/14/15 | 42 | 2.72 | 2.78 | | 0.06 | 2.06 | | | 2.06 |
| China Mobile | | 4/07/08 | 4/14/08 | 7 | 15.62 | 15.77 | | 0.16 | 1.02 | | | 1.02 |
| Xinyi Glass | | 8/19/13 | 10/07/13 | 49 | 0.92 | 0.87 | | -0.04 | -4.75 | | | -4.75 |
| Tingyi | | 11/28/11 | 1/02/12 | 35 | 3.26 | 3.09 | | -0.17 | -5.26 | | | -5.26 |
| Lenovo | | 1/01/24 | 1/08/24 | 7 | 1.40 | 1.30 | | -0.10 | -6.86 | | | -6.86 |
| China Unicom | | 4/17/23 | 4/24/23 | 7 | 0.82 | 0.78 | | -0.04 | -4.68 | | | |
| | | 5/08/23 | 5/15/23 | 7 | 0.82 | 0.80 | | -0.02 | -2.55 | | | -7.11 |
| SMIC | | 2/10/20 | 2/24/20 | 14 | 2.16 | 1.99 | | -0.17 | -7.86 | | | -7.86 |
| Li Auto | | 7/31/23 | 8/14/23 | 14 | 21.28 | 20.58 | | -0.70 | -3.31 | | | |
| | | 9/04/23 | 9/11/23 | 7 | 20.85 | 19.77 | | -1.08 | -5.19 | | | -8.32 |
| Geely Auto | | 12/05/16 | 12/12/16 | 7 | 0.99 | 1.01 | | 0.01 | 1.15 | | | |
| | | 12/25/17 | 2/12/18 | 49 | 3.28 | 2.83 | | -0.46 | -13.89 | | | -12.89 |
| China Shenhua HK | | 6/27/22 | 8/01/22 | 35 | 3.26 | 2.83 | | -0.43 | -13.15 | | | |
| | | 2/19/24 | 3/18/24 | 28 | 3.98 | 3.77 | | -0.21 | -5.28 | | | -17.74 |
| Li Ning | | 7/22/19 | 8/05/19 | 14 | 2.55 | 2.35 | | -0.21 | -8.06 | | | |
| | | 10/14/19 | 2/03/20 | 112 | 3.30 | 2.90 | | -0.40 | -12.07 | | | -19.16 |
| 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 | 0.19 | 0.22 | | 0.03 | 14.67 | | | |
| | | 3/29/10 | 5/10/10 | 42 | 0.22 | 0.19 | | -0.03 | -13.66 | | | |
| | | 7/12/10 | 11/01/10 | 112 | 0.14 | 0.15 | | 0.01 | 5.44 | | | |
| | | 4/07/14 | 6/23/14 | 77 | 0.66 | 0.75 | | 0.09 | 13.49 | | | |
| | | 6/30/14 | 10/06/14 | 98 | 0.78 | 0.62 | | -0.16 | -20.48 | | | |
| | | 11/24/14 | 12/01/14 | 7 | 0.68 | 0.70 | | 0.02 | 2.83 | | | |
| | | 12/08/14 | 1/12/15 | 35 | 0.67 | 0.64 | | -0.03 | -4.63 | | | |
| | | 12/17/18 | 5/13/19 | 147 | 0.88 | 1.03 | | 0.15 | 17.55 | | | |
| | | 5/25/20 | 9/14/20 | 112 | 2.42 | 2.42 | | 0.01 | 0.27 | | | |
| | | 12/05/22 | 3/13/23 | 98 | 1.12 | 0.71 | | -0.41 | -36.82 | | | -31.20 |
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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