| | |
| | |
Assessment - Hang Seng Commerce & Industry in Dollar - 1/07/24 - RS = 16
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
Δwk |
11/03/24 |
prc diff |
⇓ Δ16 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI-CI |
1,206.392 |
12/08/24 |
-0.05 |
1,246.359 |
-3.21 |
1,158.403 |
87.955 |
7.59 |
|
1.43 |
| |  |
 |
 |
 |
S |
 |
WuXi AppTec HK |
4.501 |
12/08/24 |
1.44 |
3.739 |
20.38 |
6.267 |
-2.528 |
-40.34 |
|
-48.68 |
| |  |
 |
 |
 |
L |
 |
Hansoh Pharma |
2.369 |
12/08/24 |
-2.22 |
2.090 |
13.36 |
1.798 |
0.291 |
16.21 |
|
23.56 |
| |  |
 |
 |
 |
|
 |
Alibaba |
10.045 |
12/08/24 |
0.77 |
9.027 |
11.28 |
9.311 |
-0.284 |
-3.05 |
|
-9.23 |
| |  |
 |
 |
 |
S |
 |
Sino Biopharm |
0.378 |
12/08/24 |
2.08 |
0.342 |
10.49 |
0.381 |
-0.039 |
-10.30 |
|
-13.16 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
9.860 |
12/08/24 |
-1.79 |
9.002 |
9.53 |
18.443 |
-9.441 |
-51.19 |
|
-44.33 |
| |  |
 |
 |
 |
|
 |
Techtronic Inds |
12.363 |
12/08/24 |
-0.26 |
11.422 |
8.24 |
12.733 |
-1.311 |
-10.29 |
|
3.14 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
5.173 |
12/08/24 |
0.12 |
4.789 |
8.02 |
5.225 |
-0.436 |
-8.34 |
|
-8.56 |
| |  |
 |
 |
 |
|
 |
Hengan |
3.246 |
12/08/24 |
-0.20 |
3.048 |
6.51 |
3.050 |
-0.003 |
-0.09 |
|
-11.68 |
| |  |
 |
 |
 |
|
 |
MTR |
3.316 |
12/08/24 |
0.19 |
3.156 |
5.07 |
3.300 |
-0.143 |
-4.35 |
|
-14.16 |
| |  |
 |
 |
 |
L |
 |
Alibaba Health |
0.415 |
12/08/24 |
-0.61 |
0.401 |
3.51 |
0.426 |
-0.025 |
-5.90 |
|
-19.00 |
| |  |
 |
 |
 |
|
 |
WH Group |
0.674 |
12/08/24 |
|
0.658 |
2.33 |
0.656 |
0.002 |
0.31 |
|
9.82 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
1.508 |
12/08/24 |
3.70 |
1.478 |
2.08 |
2.264 |
-0.786 |
-34.73 |
|
-50.32 |
| |  |
 |
 |
 |
S |
 |
Budweiser Brewing |
1.191 |
12/08/24 |
-2.11 |
1.178 |
1.09 |
1.581 |
-0.403 |
-25.48 |
|
-32.29 |
| |  |
 |
 |
 |
L |
 |
Tencent |
48.019 |
12/08/24 |
1.35 |
47.686 |
0.70 |
35.633 |
12.052 |
33.82 |
|
18.46 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
0.909 |
12/08/24 |
|
0.909 |
|
1.017 |
-0.108 |
-10.59 |
|
-7.04 |
| |  |
 |
 |
 |
|
 |
Xiaomi |
2.108 |
12/08/24 |
0.37 |
2.110 |
-0.12 |
1.714 |
0.396 |
23.13 |
|
19.67 |
| |  |
 |
 |
 |
|
 |
JD Health |
2.695 |
12/08/24 |
-2.55 |
2.721 |
-0.94 |
3.805 |
-1.084 |
-28.49 |
|
-37.58 |
| |  |
 |
 |
 |
|
 |
Sinopec |
0.635 |
12/08/24 |
0.61 |
0.648 |
-1.98 |
0.565 |
0.083 |
14.61 |
|
16.59 |
| |  |
 |
 |
 |
L |
 |
Sinopharm |
2.587 |
12/08/24 |
1.10 |
2.657 |
-2.65 |
2.743 |
-0.086 |
-3.15 |
|
-0.98 |
| |  |
 |
 |
 |
S |
 |
Baidu |
10.583 |
12/08/24 |
-0.66 |
10.916 |
-3.05 |
12.477 |
-1.561 |
-12.51 |
|
-23.91 |
| |  |
 |
 |
 |
L |
 |
JD.com |
12.818 |
12/08/24 |
-0.10 |
13.228 |
-3.10 |
12.605 |
0.623 |
4.94 |
|
-6.74 |
| |  |
 |
 |
 |
L |
 |
SMIC |
2.118 |
12/08/24 |
-0.24 |
2.192 |
-3.39 |
2.182 |
0.010 |
0.47 |
|
-4.36 |
| |  |
 |
 |
 |
L |
 |
Tingyi |
1.151 |
12/08/24 |
-0.66 |
1.205 |
-4.46 |
1.147 |
0.058 |
5.03 |
|
-2.45 |
| |  |
 |
 |
 |
L |
 |
CSPC Pharmaceutical |
0.759 |
12/08/24 |
1.02 |
0.796 |
-4.66 |
0.769 |
0.028 |
3.61 |
|
-1.15 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
Δwk |
11/03/24 |
prc diff |
⇓ Δ16 |
|
⇓∅-RS |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
1.695 |
12/08/24 |
-2.79 |
1.793 |
-5.43 |
2.405 |
-0.612 |
-25.45 |
|
-32.47 |
| |  |
 |
 |
 |
|
 |
NetEase |
18.029 |
12/08/24 |
0.50 |
19.092 |
-5.57 |
21.615 |
-2.523 |
-11.67 |
|
-5.24 |
| |  |
 |
 |
 |
L |
 |
Meituan |
13.317 |
12/08/24 |
-2.07 |
14.226 |
-6.39 |
11.409 |
2.818 |
24.70 |
|
10.31 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
1.316 |
12/08/24 |
2.59 |
1.411 |
-6.72 |
1.198 |
0.213 |
17.75 |
|
21.83 |
| |  |
 |
 |
 |
|
 |
Zhongsheng |
1.362 |
12/08/24 |
-1.12 |
1.462 |
-6.83 |
1.706 |
-0.244 |
-14.29 |
|
-33.78 |
| |  |
 |
 |
 |
L |
 |
Haier Smart Home |
3.112 |
12/08/24 |
1.67 |
3.342 |
-6.90 |
3.121 |
0.221 |
7.09 |
|
8.31 |
| |  |
 |
 |
 |
|
 |
Zijin Mining HK |
1.959 |
12/08/24 |
0.66 |
2.110 |
-7.16 |
1.867 |
0.243 |
13.01 |
|
24.64 |
| |  |
 |
 |
 |
L |
 |
China Mobile |
9.079 |
12/08/24 |
-0.56 |
9.860 |
-7.92 |
8.633 |
1.226 |
14.21 |
|
16.48 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
27.351 |
12/08/24 |
-0.28 |
29.707 |
-7.93 |
25.248 |
4.460 |
17.66 |
|
4.84 |
| |  |
 |
 |
 |
|
 |
ANTA Sports Products |
8.746 |
12/08/24 |
-2.78 |
9.604 |
-8.93 |
9.695 |
-0.091 |
-0.94 |
|
-8.15 |
| |  |
 |
 |
 |
|
 |
China Res Beer |
3.035 |
12/08/24 |
-2.47 |
3.361 |
-9.71 |
4.387 |
-1.026 |
-23.38 |
|
-29.69 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
4.136 |
12/08/24 |
1.57 |
4.603 |
-10.15 |
3.824 |
0.779 |
20.37 |
|
32.29 |
| |  |
 |
 |
 |
|
 |
Xinyi Solar |
0.452 |
12/08/24 |
0.28 |
0.503 |
-10.18 |
0.840 |
-0.337 |
-40.11 |
|
-25.66 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
5.538 |
12/08/24 |
1.29 |
6.178 |
-10.36 |
6.555 |
-0.377 |
-5.74 |
|
-12.82 |
| |  |
 |
 |
 |
|
 |
Trip.com |
42.359 |
12/08/24 |
0.55 |
47.967 |
-11.69 |
44.356 |
3.611 |
8.14 |
|
21.31 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
0.967 |
12/08/24 |
-0.13 |
1.096 |
-11.80 |
1.213 |
-0.116 |
-9.60 |
|
-6.49 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
2.528 |
12/08/24 |
-0.80 |
2.868 |
-11.88 |
2.215 |
0.653 |
29.48 |
|
54.67 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
1.565 |
12/08/24 |
-1.93 |
1.798 |
-12.96 |
1.878 |
-0.080 |
-4.25 |
|
-17.16 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
0.977 |
12/08/24 |
0.26 |
1.126 |
-13.20 |
1.100 |
0.026 |
2.33 |
|
-2.63 |
| |  |
 |
 |
 |
|
 |
PetroChina |
0.854 |
12/08/24 |
|
1.012 |
-15.57 |
0.801 |
0.211 |
26.34 |
|
34.11 |
| |  |
 |
 |
 |
L |
 |
China Hongqiao |
1.270 |
12/08/24 |
1.33 |
1.514 |
-16.07 |
0.890 |
0.623 |
70.02 |
|
62.07 |
| |  |
 |
 |
 |
S |
 |
Sands China |
1.736 |
12/08/24 |
-2.87 |
2.085 |
-16.71 |
2.743 |
-0.659 |
-24.01 |
|
-27.46 |
| |  |
 |
 |
 |
L |
 |
China Unicom |
0.764 |
12/08/24 |
-5.84 |
0.918 |
-16.74 |
0.716 |
0.202 |
28.18 |
|
31.80 |
| |  |
 |
 |
 |
|
 |
Li Ning |
1.800 |
12/08/24 |
-1.13 |
2.164 |
-16.80 |
2.616 |
-0.452 |
-17.26 |
|
-29.40 |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
13.356 |
12/08/24 |
2.25 |
16.224 |
-17.68 |
16.128 |
0.096 |
0.59 |
|
14.71 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
1/07/24 |
Δwk |
11/03/24 |
prc diff |
⇓ Δ16 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
Shenzhou Inter |
7.926 |
12/08/24 |
-0.24 |
9.789 |
-19.03 |
8.218 |
1.572 |
19.13 |
|
1.93 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
3.771 |
12/08/24 |
-4.38 |
4.661 |
-19.09 |
5.039 |
-0.378 |
-7.51 |
|
-16.10 |
| |  |
 |
 |
 |
S |
 |
Nongfu Spring |
3.765 |
12/08/24 |
1.55 |
4.744 |
-20.65 |
5.372 |
-0.628 |
-11.68 |
|
-14.82 |
| |  |
 |
 |
 |
S |
 |
Chow Tai Fook Jwl |
0.843 |
12/08/24 |
-0.75 |
1.082 |
-22.13 |
1.542 |
-0.460 |
-29.85 |
|
-25.70 |
| HSI-C&I - 53 out of 53 instruments rated - 1/07/24 / 11/03/24 - 24 did rise, Market-Ratio(16) in USD = 45.28 % |
| Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Commerce & Industry in Dollar * S16 - 40 ex 6 (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 |
7/08/06 |
217 |
|
- cash - |
| short |
7/08/06 |
14/08/06 |
7 |
 |
 |
 |
Techtronic Inds |
100 |
8,225 |
|
1.216 |
1.215 |
1.217 |
0.001 |
0 |
10,008 |
4 |
|
| 14/08/06 |
21/08/06 |
7 |
|
- cash - |
| |
21/08/06 |
4/09/06 |
14 |
 |
 |
 |
Techtronic Inds |
100 |
8,273 |
|
1.210 |
1.492 |
0.928 |
-0.282 |
-23 |
7,675 |
-100 |
|
| 4/09/06 |
14/01/08 |
497 |
|
- cash - |
| |
14/01/08 |
19/05/08 |
126 |
 |
 |
 |
Orient Overseas |
100 |
1,214 |
|
6.318 |
7.211 |
5.425 |
-0.893 |
-14 |
6,591 |
-36 |
|
| 19/05/08 |
26/05/08 |
7 |
|
- cash - |
| |
26/05/08 |
7/07/08 |
42 |
 |
 |
 |
SMIC |
100 |
9,533 |
|
0.691 |
0.538 |
0.888 |
0.196 |
28 |
8,462 |
778 |
|
| 7/07/08 |
14/07/08 |
7 |
|
- cash - |
| |
14/07/08 |
6/10/08 |
84 |
 |
 |
 |
Sunny Optical |
100 |
61,924 |
|
0.137 |
0.099 |
0.189 |
0.052 |
38 |
11,691 |
307 |
|
| |
6/10/08 |
19/01/09 |
105 |
 |
 |
 |
Galaxy Entertainment |
100 |
66,445 |
|
0.176 |
0.169 |
0.183 |
0.007 |
4 |
12,153 |
14 |
|
| |
19/01/09 |
26/01/09 |
7 |
 |
 |
 |
Lenovo |
100 |
64,018 |
|
0.190 |
0.174 |
0.207 |
0.017 |
9 |
13,252 |
9,025 |
|
| 26/01/09 |
5/07/10 |
525 |
|
- cash - |
| |
5/07/10 |
23/08/10 |
49 |
 |
 |
 |
Citic Pacific |
100 |
7,179 |
|
1.846 |
2.146 |
1.545 |
-0.301 |
-16 |
11,093 |
-73 |
|
| 23/08/10 |
21/02/11 |
182 |
|
- cash - |
| |
21/02/11 |
14/03/11 |
21 |
 |
 |
 |
BYD Company |
100 |
2,770 |
|
4.004 |
4.484 |
3.524 |
-0.480 |
-12 |
9,764 |
-89 |
|
| 14/03/11 |
1/08/11 |
140 |
|
- cash - |
| |
1/08/11 |
3/10/11 |
63 |
 |
 |
 |
Li Ning |
100 |
8,710 |
|
1.121 |
0.858 |
1.464 |
0.343 |
31 |
12,754 |
370 |
|
| |
3/10/11 |
14/11/11 |
42 |
 |
 |
 |
BYD Company |
100 |
7,603 |
|
1.677 |
2.692 |
0.663 |
-1.015 |
-60 |
5,040 |
-100 |
|
| |
14/11/11 |
12/12/11 |
28 |
 |
 |
 |
Li Ning |
100 |
6,057 |
|
0.832 |
0.746 |
0.928 |
0.096 |
12 |
5,624 |
317 |
|
| 12/12/11 |
19/12/11 |
7 |
|
- cash - |
| |
19/12/11 |
2/01/12 |
14 |
 |
 |
 |
CSPC Pharmaceutical |
100 |
49,174 |
|
0.114 |
0.118 |
0.111 |
-0.003 |
-3 |
5,468 |
-52 |
|
| 2/01/12 |
14/05/12 |
133 |
|
- cash - |
| |
14/05/12 |
2/07/12 |
49 |
 |
 |
 |
Alibaba Health |
100 |
103,554 |
|
0.053 |
0.053 |
0.053 |
-0.000 |
0 |
5,457 |
-1 |
|
| |
2/07/12 |
3/09/12 |
63 |
 |
 |
 |
ANTA Sports Products |
100 |
9,061 |
|
0.602 |
0.601 |
0.604 |
0.001 |
0 |
5,470 |
1 |
|
| 3/09/12 |
22/04/13 |
231 |
|
- cash - |
| |
22/04/13 |
13/05/13 |
21 |
 |
 |
 |
Zijin Mining HK |
100 |
18,759 |
|
0.292 |
0.293 |
0.290 |
-0.001 |
0 |
5,444 |
-8 |
|
| 13/05/13 |
17/06/13 |
35 |
|
- cash - |
| |
17/06/13 |
8/07/13 |
21 |
 |
 |
 |
Zijin Mining HK |
100 |
23,876 |
|
0.228 |
0.189 |
0.275 |
0.047 |
21 |
6,571 |
2,530 |
|
| 8/07/13 |
15/07/13 |
7 |
|
- cash - |
| |
15/07/13 |
29/07/13 |
14 |
 |
 |
 |
Zijin Mining HK |
100 |
31,576 |
|
0.208 |
0.218 |
0.198 |
-0.010 |
-5 |
6,262 |
-72 |
|
| 29/07/13 |
26/08/13 |
28 |
|
- cash - |
| |
26/08/13 |
2/09/13 |
7 |
 |
 |
 |
Sinopec |
100 |
8,330 |
|
0.752 |
0.742 |
0.762 |
0.010 |
1 |
6,347 |
103 |
|
| 2/09/13 |
27/01/14 |
147 |
|
- cash - |
| |
27/01/14 |
17/02/14 |
21 |
 |
 |
 |
Orient Overseas |
100 |
1,447 |
|
4.384 |
4.900 |
3.869 |
-0.515 |
-12 |
5,602 |
-89 |
|
| 17/02/14 |
24/02/14 |
7 |
|
- cash - |
| |
24/02/14 |
3/03/14 |
7 |
 |
 |
 |
Geely Auto |
100 |
14,833 |
|
0.378 |
0.369 |
0.387 |
0.009 |
2 |
5,740 |
258 |
|
| 3/03/14 |
17/03/14 |
14 |
|
- cash - |
| |
17/03/14 |
31/03/14 |
14 |
 |
 |
 |
Geely Auto |
100 |
17,018 |
|
0.337 |
0.393 |
0.281 |
-0.056 |
-17 |
4,789 |
-99 |
|
| 31/03/14 |
1/12/14 |
245 |
|
- cash - |
| |
1/12/14 |
22/12/14 |
21 |
 |
 |
 |
China Res Beer |
100 |
2,327 |
|
2.058 |
2.076 |
2.040 |
-0.018 |
-1 |
4,747 |
-14 |
|
| |
22/12/14 |
26/01/15 |
35 |
 |
 |
 |
BYD Company |
100 |
1,321 |
|
3.591 |
3.773 |
3.409 |
-0.182 |
-5 |
4,506 |
-42 |
|
| 26/01/15 |
9/02/15 |
14 |
|
- cash - |
| |
9/02/15 |
16/02/15 |
7 |
 |
 |
 |
BYD Company |
100 |
1,310 |
|
3.437 |
4.195 |
2.680 |
-0.758 |
-22 |
3,513 |
-100 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 16/02/15 |
23/02/15 |
7 |
|
- cash - |
| |
23/02/15 |
2/03/15 |
7 |
 |
 |
 |
Li Ning |
100 |
8,791 |
|
0.400 |
0.392 |
0.407 |
0.008 |
2 |
3,581 |
172 |
|
| 2/03/15 |
27/07/15 |
147 |
|
- cash - |
| |
27/07/15 |
23/11/15 |
119 |
 |
 |
 |
Zhongsheng |
100 |
6,127 |
|
0.585 |
0.492 |
0.695 |
0.110 |
19 |
4,258 |
70 |
|
| 23/11/15 |
30/11/15 |
7 |
|
- cash - |
| |
30/11/15 |
7/12/15 |
7 |
 |
 |
 |
Galaxy Entertainment |
100 |
1,447 |
|
2.941 |
3.084 |
2.798 |
-0.143 |
-5 |
4,051 |
-93 |
|
| 7/12/15 |
11/01/16 |
35 |
|
- cash - |
| |
11/01/16 |
18/01/16 |
7 |
 |
 |
 |
Chow Tai Fook Jwl |
100 |
6,868 |
|
0.590 |
0.542 |
0.642 |
0.052 |
9 |
4,406 |
7,851 |
|
| 18/01/16 |
25/01/16 |
7 |
|
- cash - |
| |
25/01/16 |
15/02/16 |
21 |
 |
 |
 |
Chow Tai Fook Jwl |
100 |
7,666 |
|
0.575 |
0.672 |
0.478 |
-0.097 |
-17 |
3,662 |
-96 |
|
| |
15/02/16 |
21/03/16 |
35 |
 |
 |
 |
Alibaba Health |
100 |
7,875 |
|
0.465 |
0.548 |
0.382 |
-0.083 |
-18 |
3,007 |
-87 |
|
| 21/03/16 |
11/04/16 |
21 |
|
- cash - |
| |
11/04/16 |
18/04/16 |
7 |
 |
 |
 |
Lenovo |
100 |
3,972 |
|
0.757 |
0.830 |
0.684 |
-0.073 |
-10 |
2,716 |
-100 |
|
| 18/04/16 |
26/12/16 |
252 |
|
- cash - |
| |
26/12/16 |
2/01/17 |
7 |
 |
 |
 |
Alibaba Health |
100 |
5,560 |
|
0.488 |
0.494 |
0.483 |
-0.005 |
-1 |
2,685 |
-44 |
|
| 2/01/17 |
9/07/18 |
553 |
|
- cash - |
| |
9/07/18 |
16/07/18 |
7 |
 |
 |
 |
WH Group |
100 |
3,291 |
|
0.816 |
0.803 |
0.829 |
0.013 |
2 |
2,729 |
131 |
|
| 16/07/18 |
23/07/18 |
7 |
|
- cash - |
| |
23/07/18 |
20/08/18 |
28 |
 |
 |
 |
BYD Company |
100 |
492 |
|
5.538 |
5.875 |
5.201 |
-0.337 |
-6 |
2,563 |
-56 |
|
| |
20/08/18 |
5/11/18 |
77 |
 |
 |
 |
Geely Auto |
100 |
1,317 |
|
1.945 |
2.131 |
1.758 |
-0.186 |
-10 |
2,318 |
-38 |
|
| |
5/11/18 |
3/12/18 |
28 |
 |
 |
 |
China Hongqiao |
100 |
3,502 |
|
0.662 |
0.623 |
0.703 |
0.041 |
6 |
2,460 |
118 |
|
| 3/12/18 |
10/12/18 |
7 |
|
- cash - |
| |
10/12/18 |
28/01/19 |
49 |
 |
 |
 |
Sino Biopharm |
100 |
5,450 |
|
0.451 |
0.510 |
0.393 |
-0.059 |
-13 |
2,141 |
-64 |
|
| 28/01/19 |
3/06/19 |
126 |
|
- cash - |
| |
3/06/19 |
10/06/19 |
7 |
 |
 |
 |
Sunny Optical |
100 |
244 |
|
8.769 |
9.202 |
8.337 |
-0.433 |
-5 |
2,036 |
-93 |
|
| 10/06/19 |
17/06/19 |
7 |
|
- cash - |
| |
17/06/19 |
24/06/19 |
7 |
 |
 |
 |
CSPC Pharmaceutical |
100 |
2,647 |
|
0.769 |
0.822 |
0.716 |
-0.053 |
-7 |
1,895 |
-98 |
|
| 24/06/19 |
8/07/19 |
14 |
|
- cash - |
| |
8/07/19 |
15/07/19 |
7 |
 |
 |
 |
Xiaomi |
100 |
1,537 |
|
1.233 |
1.196 |
1.270 |
0.037 |
3 |
1,953 |
377 |
|
| 15/07/19 |
22/07/19 |
7 |
|
- cash - |
| |
22/07/19 |
2/09/19 |
42 |
 |
 |
 |
Xiaomi |
100 |
1,703 |
|
1.146 |
1.065 |
1.234 |
0.088 |
8 |
2,102 |
90 |
|
| 2/09/19 |
21/10/19 |
49 |
|
- cash - |
| |
21/10/19 |
28/10/19 |
7 |
 |
 |
 |
Orient Overseas |
100 |
464 |
|
4.527 |
4.600 |
4.455 |
-0.073 |
-2 |
2,068 |
-57 |
|
| 28/10/19 |
2/03/20 |
126 |
|
- cash - |
| |
2/03/20 |
6/04/20 |
35 |
 |
 |
 |
PetroChina |
100 |
5,188 |
|
0.399 |
0.385 |
0.413 |
0.014 |
4 |
2,143 |
45 |
|
| |
6/04/20 |
4/05/20 |
28 |
 |
 |
 |
China Hongqiao |
100 |
5,125 |
|
0.418 |
0.484 |
0.353 |
-0.066 |
-16 |
1,807 |
-89 |
|
| |
4/05/20 |
22/06/20 |
49 |
 |
 |
 |
China Unicom |
100 |
2,924 |
|
0.618 |
0.562 |
0.680 |
0.062 |
10 |
1,988 |
104 |
|
| 22/06/20 |
23/08/21 |
427 |
|
- cash - |
| |
23/08/21 |
6/09/21 |
14 |
 |
 |
 |
Haidilao Inter |
100 |
586 |
|
3.389 |
3.912 |
2.866 |
-0.523 |
-15 |
1,682 |
-99 |
|
| 6/09/21 |
20/09/21 |
14 |
|
- cash - |
| |
20/09/21 |
15/11/21 |
56 |
 |
 |
 |
Sands China |
100 |
868 |
|
1.937 |
2.366 |
1.508 |
-0.429 |
-22 |
1,309 |
-80 |
|
| 15/11/21 |
29/11/21 |
14 |
|
- cash - |
| |
29/11/21 |
10/01/22 |
42 |
 |
 |
 |
Haidilao Inter |
100 |
579 |
|
2.257 |
2.269 |
2.246 |
-0.011 |
-1 |
1,302 |
-4 |
|
| 10/01/22 |
31/01/22 |
21 |
|
- cash - |
| |
31/01/22 |
7/02/22 |
7 |
 |
 |
 |
Alibaba Health |
100 |
1,741 |
|
0.748 |
0.802 |
0.693 |
-0.055 |
-7 |
1,207 |
-98 |
|
| L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
| 7/02/22 |
7/03/22 |
28 |
|
- cash - |
| |
7/03/22 |
27/06/22 |
112 |
 |
 |
 |
Alibaba Health |
100 |
1,969 |
|
0.613 |
0.734 |
0.491 |
-0.121 |
-20 |
968 |
-51 |
|
| 27/06/22 |
25/07/22 |
28 |
|
- cash - |
| |
25/07/22 |
1/08/22 |
7 |
 |
 |
 |
Shenzhou Inter |
100 |
90 |
|
10.653 |
10.450 |
10.861 |
0.207 |
2 |
987 |
173 |
|
| 1/08/22 |
22/08/22 |
21 |
|
- cash - |
| |
22/08/22 |
29/08/22 |
7 |
 |
 |
 |
Shenzhou Inter |
100 |
90 |
|
10.931 |
10.191 |
11.725 |
0.794 |
7 |
1,058 |
3,768 |
|
| 29/08/22 |
19/09/22 |
21 |
|
- cash - |
| |
19/09/22 |
17/10/22 |
28 |
 |
 |
 |
WuXi AppTec HK |
100 |
120 |
|
8.768 |
8.969 |
8.566 |
-0.201 |
-2 |
1,034 |
-26 |
|
| |
17/10/22 |
5/12/22 |
49 |
 |
 |
 |
Sunny Optical |
100 |
110 |
|
9.325 |
13.360 |
5.291 |
-4.034 |
-43 |
590 |
-99 |
|
| 5/12/22 |
19/12/22 |
14 |
|
- cash - |
| |
19/12/22 |
26/12/22 |
7 |
 |
 |
 |
Orient Overseas |
100 |
33 |
|
17.745 |
18.366 |
17.125 |
-0.621 |
-3 |
570 |
-84 |
|
| 26/12/22 |
1/05/23 |
126 |
|
- cash - |
| |
1/05/23 |
19/06/23 |
49 |
 |
 |
 |
JD.com |
100 |
32 |
|
17.332 |
19.762 |
14.903 |
-2.429 |
-14 |
492 |
-68 |
|
| 19/06/23 |
26/06/23 |
7 |
|
- cash - |
| |
26/06/23 |
18/09/23 |
84 |
 |
 |
 |
Li Ning |
100 |
91 |
|
5.404 |
4.580 |
6.376 |
0.972 |
18 |
581 |
105 |
|
| 18/09/23 |
25/09/23 |
7 |
|
- cash - |
| |
25/09/23 |
18/03/24 |
175 |
 |
 |
 |
Zhongsheng |
100 |
218 |
|
2.656 |
1.737 |
4.061 |
1.405 |
53 |
887 |
142 |
|
| 18/03/24 |
7/12/25 |
629 |
|
- cash - |
| accum | 7/08/06 |
18/03/24 | 2100 |
days out of 7279 invested (29%) |
-91 |
887 |
-34 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Zhongsheng | short | 27/07/15 | 23/11/15 | 119 | 0.58 | 0.49 | 0.70 | 0.11 | 18.90 | | | |
| | | 25/09/23 | 18/03/24 | 175 | 2.66 | 1.74 | 4.06 | 1.40 | 52.89 | | | 81.78 |
| Li Ning | | 1/08/11 | 3/10/11 | 63 | 1.12 | 0.86 | 1.46 | 0.34 | 30.63 | | | |
| | | 14/11/11 | 12/12/11 | 28 | 0.83 | 0.75 | 0.93 | 0.10 | 11.57 | | | |
| | | 23/02/15 | 2/03/15 | 7 | 0.40 | 0.39 | 0.41 | 0.01 | 1.94 | | | |
| | | 26/06/23 | 18/09/23 | 84 | 5.40 | 4.58 | 6.38 | 0.97 | 17.99 | | | 75.29 |
| SMIC | | 26/05/08 | 7/07/08 | 42 | 0.69 | 0.54 | 0.89 | 0.20 | 28.40 | | | 28.40 |
| Zijin Mining HK | | 22/04/13 | 13/05/13 | 21 | 0.29 | 0.29 | 0.29 | -0.00 | -0.48 | | | |
| | | 17/06/13 | 8/07/13 | 21 | 0.23 | 0.19 | 0.28 | 0.05 | 20.70 | | | |
| | | 15/07/13 | 29/07/13 | 14 | 0.21 | 0.22 | 0.20 | -0.01 | -4.71 | | | 14.46 |
| Xiaomi | | 8/07/19 | 15/07/19 | 7 | 1.23 | 1.20 | 1.27 | 0.04 | 3.04 | | | |
| | | 22/07/19 | 2/09/19 | 42 | 1.15 | 1.07 | 1.23 | 0.09 | 7.64 | | | 10.91 |
| China Unicom | | 4/05/20 | 22/06/20 | 49 | 0.62 | 0.56 | 0.68 | 0.06 | 10.02 | | | 10.02 |
| Shenzhou Inter | | 25/07/22 | 1/08/22 | 7 | 10.65 | 10.45 | 10.86 | 0.21 | 1.95 | | | |
| | | 22/08/22 | 29/08/22 | 7 | 10.93 | 10.19 | 11.72 | 0.79 | 7.26 | | | 9.35 |
| PetroChina | | 2/03/20 | 6/04/20 | 35 | 0.40 | 0.38 | 0.41 | 0.01 | 3.63 | | | 3.63 |
| WH Group | | 9/07/18 | 16/07/18 | 7 | 0.82 | 0.80 | 0.83 | 0.01 | 1.62 | | | 1.62 |
| Sinopec | | 26/08/13 | 2/09/13 | 7 | 0.75 | 0.74 | 0.76 | 0.01 | 1.37 | | | 1.37 |
| ANTA Sports Products | | 2/07/12 | 3/09/12 | 63 | 0.60 | 0.60 | 0.60 | 0.00 | 0.24 | | | 0.24 |
| China Res Beer | | 1/12/14 | 22/12/14 | 21 | 2.06 | 2.08 | 2.04 | -0.02 | -0.88 | | | -0.88 |
| Galaxy Entertainment | | 6/10/08 | 19/01/09 | 105 | 0.18 | 0.17 | 0.18 | 0.01 | 3.95 | | | |
| | | 30/11/15 | 7/12/15 | 7 | 2.94 | 3.08 | 2.80 | -0.14 | -4.86 | | | -1.11 |
| Lenovo | | 19/01/09 | 26/01/09 | 7 | 0.19 | 0.17 | 0.21 | 0.02 | 9.04 | | | |
| | | 11/04/16 | 18/04/16 | 7 | 0.76 | 0.83 | 0.68 | -0.07 | -9.69 | | | -1.53 |
| WuXi AppTec HK | | 19/09/22 | 17/10/22 | 28 | 8.77 | 8.97 | 8.57 | -0.20 | -2.29 | | | -2.29 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| CSPC Pharmaceutical | | 19/12/11 | 2/01/12 | 14 | 0.11 | 0.12 | 0.11 | -0.00 | -2.76 | | | |
| | | 17/06/19 | 24/06/19 | 7 | 0.77 | 0.82 | 0.72 | -0.05 | -6.92 | | | -9.49 |
| Chow Tai Fook Jwl | | 11/01/16 | 18/01/16 | 7 | 0.59 | 0.54 | 0.64 | 0.05 | 8.75 | | | |
| | | 25/01/16 | 15/02/16 | 21 | 0.57 | 0.67 | 0.48 | -0.10 | -16.88 | | | -9.61 |
| China Hongqiao | | 5/11/18 | 3/12/18 | 28 | 0.66 | 0.62 | 0.70 | 0.04 | 6.16 | | | |
| | | 6/04/20 | 4/05/20 | 28 | 0.42 | 0.48 | 0.35 | -0.07 | -15.69 | | | -10.50 |
| Sino Biopharm | | 10/12/18 | 28/01/19 | 49 | 0.45 | 0.51 | 0.39 | -0.06 | -12.96 | | | -12.96 |
| JD.com | | 1/05/23 | 19/06/23 | 49 | 17.33 | 19.76 | 14.90 | -2.43 | -14.02 | | | -14.02 |
| Haidilao Inter | | 23/08/21 | 6/09/21 | 14 | 3.39 | 3.91 | 2.87 | -0.52 | -15.42 | | | |
| | | 29/11/21 | 10/01/22 | 42 | 2.26 | 2.27 | 2.25 | -0.01 | -0.51 | | | -15.85 |
| Citic Pacific | | 5/07/10 | 23/08/10 | 49 | 1.85 | 2.15 | 1.55 | -0.30 | -16.29 | | | -16.29 |
| Sands China | | 20/09/21 | 15/11/21 | 56 | 1.94 | 2.37 | 1.51 | -0.43 | -22.17 | | | -22.17 |
| Geely Auto | | 24/02/14 | 3/03/14 | 7 | 0.38 | 0.37 | 0.39 | 0.01 | 2.48 | | | |
| | | 17/03/14 | 31/03/14 | 14 | 0.34 | 0.39 | 0.28 | -0.06 | -16.57 | | | |
| | | 20/08/18 | 5/11/18 | 77 | 1.94 | 2.13 | 1.76 | -0.19 | -9.58 | | | -22.70 |
| Techtronic Inds | | 7/08/06 | 14/08/06 | 7 | 1.22 | 1.21 | 1.22 | 0.00 | 0.08 | | | |
| | | 21/08/06 | 4/09/06 | 14 | 1.21 | 1.49 | 0.93 | -0.28 | -23.31 | | | -23.25 |
| Sunny Optical | | 14/07/08 | 6/10/08 | 84 | 0.14 | 0.10 | 0.19 | 0.05 | 38.15 | | | |
| | | 3/06/19 | 10/06/19 | 7 | 8.77 | 9.20 | 8.34 | -0.43 | -4.94 | | | |
| | | 17/10/22 | 5/12/22 | 49 | 9.33 | 13.36 | 5.29 | -4.03 | -43.26 | | | -25.48 |
| Orient Overseas | | 14/01/08 | 19/05/08 | 126 | 6.32 | 7.21 | 5.42 | -0.89 | -14.14 | | | |
| | | 27/01/14 | 17/02/14 | 21 | 4.38 | 4.90 | 3.87 | -0.52 | -11.76 | | | |
| | | 21/10/19 | 28/10/19 | 7 | 4.53 | 4.60 | 4.45 | -0.07 | -1.61 | | | |
| | | 19/12/22 | 26/12/22 | 7 | 17.75 | 18.37 | 17.12 | -0.62 | -3.50 | | | -28.06 |
| Alibaba Health | | 14/05/12 | 2/07/12 | 49 | 0.05 | 0.05 | 0.05 | -0.00 | -0.20 | | | |
| | | 15/02/16 | 21/03/16 | 35 | 0.46 | 0.55 | 0.38 | -0.08 | -17.89 | | | |
| | | 26/12/16 | 2/01/17 | 7 | 0.49 | 0.49 | 0.48 | -0.01 | -1.12 | | | |
| | | 31/01/22 | 7/02/22 | 7 | 0.75 | 0.80 | 0.69 | -0.05 | -7.29 | | | |
| | | 7/03/22 | 27/06/22 | 112 | 0.61 | 0.73 | 0.49 | -0.12 | -19.82 | | | -39.76 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| BYD Company | | 21/02/11 | 14/03/11 | 21 | 4.00 | 4.48 | 3.52 | -0.48 | -11.99 | | | |
| | | 3/10/11 | 14/11/11 | 42 | 1.68 | 2.69 | 0.66 | -1.01 | -60.49 | | | |
| | | 22/12/14 | 26/01/15 | 35 | 3.59 | 3.77 | 3.41 | -0.18 | -5.08 | | | |
| | | 9/02/15 | 16/02/15 | 7 | 3.44 | 4.20 | 2.68 | -0.76 | -22.05 | | | |
| | | 23/07/18 | 20/08/18 | 28 | 5.54 | 5.87 | 5.20 | -0.34 | -6.08 | | | -75.83 |
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 |
|
|