| |
| |
Assessment - Hang Seng Commerce & Industry in Japanese yen - 1/07/24 - RS = 16
⇐
| |
|
instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
11/03/24 |
prc diff |
⇓ Δ16 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI-CI |
194,922.133 |
12/08/24 |
-0.05 |
201,379.744 |
-3.21 |
170,156.339 |
31,223.405 |
18.35 |
|
10.28 |
| |  |
 |
 |
 |
|
 |
Alibaba |
1,623.092 |
12/08/24 |
0.77 |
1,458.611 |
11.28 |
1,367.709 |
90.902 |
6.65 |
|
-1.41 |
| |  |
 |
 |
 |
L |
 |
Alibaba Health |
67.034 |
12/08/24 |
-0.61 |
64.758 |
3.51 |
62.561 |
2.197 |
3.51 |
|
-12.28 |
| |  |
 |
 |
 |
|
 |
ANTA Sports Products |
1,413.094 |
12/08/24 |
-2.78 |
1,551.714 |
-8.93 |
1,424.071 |
127.643 |
8.96 |
|
-0.04 |
| |  |
 |
 |
 |
S |
 |
Baidu |
1,709.988 |
12/08/24 |
-0.66 |
1,763.781 |
-3.05 |
1,832.692 |
-68.911 |
-3.76 |
|
-17.51 |
| |  |
 |
 |
 |
S |
 |
Budweiser Brewing |
192.412 |
12/08/24 |
-2.11 |
190.344 |
1.09 |
232.210 |
-41.866 |
-18.03 |
|
-26.75 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
4,419.281 |
12/08/24 |
-0.28 |
4,799.968 |
-7.93 |
3,708.596 |
1,091.372 |
29.43 |
|
13.88 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
835.856 |
12/08/24 |
0.12 |
773.788 |
8.02 |
767.458 |
6.330 |
0.82 |
|
-0.70 |
| |  |
 |
 |
 |
L |
 |
China Hongqiao |
205.240 |
12/08/24 |
1.33 |
244.550 |
-16.07 |
130.759 |
113.791 |
87.02 |
|
77.04 |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
273.929 |
12/08/24 |
-2.79 |
289.653 |
-5.43 |
353.200 |
-63.546 |
-17.99 |
|
-26.94 |
| |  |
 |
 |
 |
L |
 |
China Mobile |
1,466.887 |
12/08/24 |
-0.56 |
1,593.093 |
-7.92 |
1,268.137 |
324.956 |
25.62 |
|
26.80 |
| |  |
 |
 |
 |
|
 |
China Res Beer |
490.342 |
12/08/24 |
-2.47 |
543.100 |
-9.71 |
644.401 |
-101.302 |
-15.72 |
|
-23.72 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
668.271 |
12/08/24 |
1.57 |
743.788 |
-10.15 |
561.738 |
182.050 |
32.41 |
|
44.38 |
| |  |
 |
 |
 |
L |
 |
China Unicom |
123.516 |
12/08/24 |
-5.84 |
148.344 |
-16.74 |
105.208 |
43.135 |
41.00 |
|
43.53 |
| |  |
 |
 |
 |
S |
 |
Chow Tai Fook Jwl |
136.137 |
12/08/24 |
-0.75 |
174.826 |
-22.13 |
226.574 |
-51.747 |
-22.84 |
|
-19.36 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
146.896 |
12/08/24 |
|
146.896 |
|
149.358 |
-2.463 |
-1.65 |
|
1.03 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
408.411 |
12/08/24 |
-0.80 |
463.445 |
-11.88 |
325.395 |
138.051 |
42.43 |
|
68.96 |
| |  |
 |
 |
 |
L |
 |
CSPC Pharmaceutical |
122.689 |
12/08/24 |
1.02 |
128.689 |
-4.66 |
112.911 |
15.778 |
13.97 |
|
7.50 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
609.306 |
12/08/24 |
-4.38 |
753.098 |
-19.09 |
740.216 |
12.882 |
1.74 |
|
-9.00 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
157.861 |
12/08/24 |
0.26 |
181.861 |
-13.20 |
161.570 |
20.291 |
12.56 |
|
5.91 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
252.826 |
12/08/24 |
-1.93 |
290.481 |
-12.96 |
275.796 |
14.685 |
5.32 |
|
-9.89 |
| |  |
 |
 |
 |
L |
 |
Haier Smart Home |
502.755 |
12/08/24 |
1.67 |
539.996 |
-6.90 |
458.408 |
81.588 |
17.80 |
|
17.99 |
| |  |
 |
 |
 |
L |
 |
Hansoh Pharma |
382.756 |
12/08/24 |
-2.22 |
337.653 |
13.36 |
264.148 |
73.505 |
27.83 |
|
34.76 |
| |  |
 |
 |
 |
|
 |
Hengan |
524.479 |
12/08/24 |
-0.20 |
492.410 |
6.51 |
448.075 |
44.335 |
9.89 |
|
-4.11 |
| |  |
 |
 |
 |
|
 |
JD Health |
435.514 |
12/08/24 |
-2.55 |
439.652 |
-0.94 |
558.920 |
-119.267 |
-21.34 |
|
-32.49 |
| |
|
instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
11/03/24 |
prc diff |
⇓ Δ16 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
JD.com |
2,071.021 |
12/08/24 |
-0.10 |
2,137.227 |
-3.10 |
1,851.480 |
285.747 |
15.43 |
|
1.27 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
212.688 |
12/08/24 |
2.59 |
227.998 |
-6.72 |
176.036 |
51.962 |
29.52 |
|
32.60 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
1,593.093 |
12/08/24 |
-1.79 |
1,454.473 |
9.53 |
2,709.116 |
-1,254.643 |
-46.31 |
|
-39.76 |
| |  |
 |
 |
 |
|
 |
Li Ning |
290.895 |
12/08/24 |
-1.13 |
349.653 |
-16.80 |
384.198 |
-34.546 |
-8.99 |
|
-23.55 |
| |  |
 |
 |
 |
L |
 |
Meituan |
2,151.710 |
12/08/24 |
-2.07 |
2,298.605 |
-6.39 |
1,675.819 |
622.786 |
37.16 |
|
19.97 |
| |  |
 |
 |
 |
|
 |
MTR |
535.858 |
12/08/24 |
0.19 |
509.997 |
5.07 |
484.710 |
25.286 |
5.22 |
|
-6.89 |
| |  |
 |
 |
 |
|
 |
NetEase |
2,913.084 |
12/08/24 |
0.50 |
3,084.807 |
-5.57 |
3,175.039 |
-90.232 |
-2.84 |
|
3.03 |
| |  |
 |
 |
 |
S |
 |
Nongfu Spring |
608.272 |
12/08/24 |
1.55 |
766.547 |
-20.65 |
789.063 |
-22.516 |
-2.85 |
|
-7.38 |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
2,157.916 |
12/08/24 |
2.25 |
2,621.362 |
-17.68 |
2,369.067 |
252.294 |
10.65 |
|
24.78 |
| |  |
 |
 |
 |
|
 |
PetroChina |
137.999 |
12/08/24 |
|
163.447 |
-15.57 |
117.608 |
45.839 |
38.98 |
|
46.26 |
| |  |
 |
 |
 |
S |
 |
Sands China |
280.550 |
12/08/24 |
-2.87 |
336.825 |
-16.71 |
402.986 |
-66.160 |
-16.42 |
|
-21.36 |
| |  |
 |
 |
 |
L |
 |
SMIC |
342.205 |
12/08/24 |
-0.24 |
354.205 |
-3.39 |
320.510 |
33.695 |
10.51 |
|
3.81 |
| |  |
 |
 |
 |
L |
 |
Shenzhou Inter |
1,280.681 |
12/08/24 |
-0.24 |
1,581.713 |
-19.03 |
1,207.078 |
374.635 |
31.04 |
|
10.85 |
| |  |
 |
 |
 |
S |
 |
Sino Biopharm |
61.034 |
12/08/24 |
2.08 |
55.241 |
10.49 |
55.986 |
-0.745 |
-1.33 |
|
-5.73 |
| |  |
 |
 |
 |
|
 |
Sinopec |
102.620 |
12/08/24 |
0.61 |
104.689 |
-1.98 |
83.039 |
21.649 |
26.07 |
|
26.91 |
| |  |
 |
 |
 |
L |
 |
Sinopharm |
417.928 |
12/08/24 |
1.10 |
429.307 |
-2.65 |
402.986 |
26.322 |
6.53 |
|
7.62 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
894.822 |
12/08/24 |
1.29 |
998.269 |
-10.36 |
962.845 |
35.425 |
3.68 |
|
-5.71 |
| |  |
 |
 |
 |
|
 |
Techtronic Inds |
1,997.573 |
12/08/24 |
-0.26 |
1,845.505 |
8.24 |
1,870.267 |
-24.762 |
-1.32 |
|
12.32 |
| |  |
 |
 |
 |
L |
 |
Tencent |
7,758.568 |
12/08/24 |
1.35 |
7,704.776 |
0.70 |
5,234.117 |
2,470.658 |
47.20 |
|
28.92 |
| |  |
 |
 |
 |
L |
 |
Tingyi |
185.999 |
12/08/24 |
-0.66 |
194.688 |
-4.46 |
168.521 |
26.167 |
15.53 |
|
5.91 |
| |  |
 |
 |
 |
|
 |
Trip.com |
6,844.092 |
12/08/24 |
0.55 |
7,750.293 |
-11.69 |
6,515.405 |
1,234.888 |
18.95 |
|
32.32 |
| |  |
 |
 |
 |
|
 |
WH Group |
108.827 |
12/08/24 |
|
106.344 |
2.33 |
96.378 |
9.966 |
10.34 |
|
19.70 |
| |  |
 |
 |
 |
S |
 |
WuXi AppTec HK |
727.236 |
12/08/24 |
1.44 |
604.134 |
20.38 |
920.573 |
-316.440 |
-34.37 |
|
-44.66 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
243.722 |
12/08/24 |
3.70 |
238.757 |
2.08 |
332.534 |
-93.777 |
-28.20 |
|
-46.62 |
| |  |
 |
 |
 |
|
 |
Xiaomi |
340.549 |
12/08/24 |
0.37 |
340.963 |
-0.12 |
251.749 |
89.215 |
35.44 |
|
30.59 |
| |
|
instrument |
freshest |
⇓ Δday |
1/07/24 |
⇓ Δwk |
11/03/24 |
prc diff |
⇓ Δ16 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
156.206 |
12/08/24 |
-0.13 |
177.102 |
-11.80 |
178.103 |
-1.001 |
-0.56 |
|
1.52 |
| |  |
 |
 |
 |
|
 |
Xinyi Solar |
73.034 |
12/08/24 |
0.28 |
81.310 |
-10.18 |
123.432 |
-42.122 |
-34.13 |
|
-19.33 |
| |  |
 |
 |
 |
|
 |
Zhongsheng |
220.136 |
12/08/24 |
-1.12 |
236.274 |
-6.83 |
250.621 |
-14.347 |
-5.72 |
|
-28.35 |
| |  |
 |
 |
 |
|
 |
Zijin Mining HK |
316.550 |
12/08/24 |
0.66 |
340.963 |
-7.16 |
274.293 |
66.670 |
24.31 |
|
35.94 |
HSI-C&I - 53 out of 53 instruments rated - 1/07/24 / 11/03/24 - 34 did rise, Market-Ratio(16) in JPY = 64.15 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Commerce & Industry in Japanese yen * 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 |
71 |
|
139.119 |
141.314 |
136.924 |
-2.195 |
-2 |
9,844 |
-56 |
|
14/08/06 |
21/08/06 |
7 |
|
- cash - |
|
21/08/06 |
4/09/06 |
14 |
 |
 |
 |
Techtronic Inds |
100 |
70 |
|
140.072 |
174.647 |
105.498 |
-34.574 |
-25 |
7,424 |
-100 |
|
4/09/06 |
14/01/08 |
497 |
|
- cash - |
|
14/01/08 |
19/05/08 |
126 |
 |
 |
 |
Orient Overseas |
100 |
10 |
|
687.684 |
751.253 |
624.115 |
-63.569 |
-9 |
6,788 |
-24 |
|
19/05/08 |
26/05/08 |
7 |
|
- cash - |
|
26/05/08 |
7/07/08 |
42 |
 |
 |
 |
SMIC |
100 |
94 |
|
71.475 |
57.502 |
88.842 |
17.368 |
24 |
8,421 |
562 |
|
7/07/08 |
14/07/08 |
7 |
|
- cash - |
|
14/07/08 |
6/10/08 |
84 |
 |
 |
 |
Sunny Optical |
100 |
579 |
|
14.523 |
10.411 |
20.259 |
5.736 |
39 |
11,742 |
325 |
|
|
6/10/08 |
19/01/09 |
105 |
 |
 |
 |
Galaxy Entertainment |
100 |
633 |
|
18.524 |
15.368 |
22.330 |
3.805 |
21 |
14,150 |
91 |
|
|
19/01/09 |
26/01/09 |
7 |
 |
 |
 |
Lenovo |
100 |
821 |
|
17.230 |
15.459 |
19.205 |
1.975 |
11 |
15,772 |
28,543 |
|
26/01/09 |
5/07/10 |
525 |
|
- cash - |
|
5/07/10 |
23/08/10 |
49 |
 |
 |
 |
Citic Pacific |
100 |
97 |
|
161.931 |
183.783 |
140.080 |
-21.851 |
-13 |
13,652 |
-66 |
|
23/08/10 |
21/02/11 |
182 |
|
- cash - |
|
21/02/11 |
14/03/11 |
21 |
 |
 |
 |
BYD Company |
100 |
41 |
|
332.899 |
367.004 |
298.794 |
-34.105 |
-10 |
12,254 |
-85 |
|
14/03/11 |
1/08/11 |
140 |
|
- cash - |
|
1/08/11 |
3/10/11 |
63 |
 |
 |
 |
Li Ning |
100 |
142 |
|
86.085 |
66.118 |
112.082 |
25.997 |
30 |
15,945 |
361 |
|
|
3/10/11 |
14/11/11 |
42 |
 |
 |
 |
BYD Company |
100 |
123 |
|
129.239 |
207.588 |
50.890 |
-78.349 |
-61 |
6,308 |
-100 |
|
|
14/11/11 |
12/12/11 |
28 |
 |
 |
 |
Li Ning |
100 |
98 |
|
64.161 |
57.873 |
71.132 |
6.971 |
11 |
6,992 |
284 |
|
12/12/11 |
19/12/11 |
7 |
|
- cash - |
|
19/12/11 |
2/01/12 |
14 |
 |
 |
 |
CSPC Pharmaceutical |
100 |
786 |
|
8.895 |
9.035 |
8.755 |
-0.140 |
-2 |
6,881 |
-34 |
|
2/01/12 |
14/05/12 |
133 |
|
- cash - |
|
14/05/12 |
2/07/12 |
49 |
 |
 |
 |
Alibaba Health |
100 |
1,630 |
|
4.221 |
4.219 |
4.223 |
0.002 |
0 |
6,884 |
0 |
|
|
2/07/12 |
3/09/12 |
63 |
 |
 |
 |
ANTA Sports Products |
100 |
143 |
|
48.057 |
47.091 |
49.044 |
0.986 |
2 |
7,025 |
12 |
|
3/09/12 |
22/04/13 |
231 |
|
- cash - |
|
22/04/13 |
13/05/13 |
21 |
 |
 |
 |
Zijin Mining HK |
100 |
242 |
|
29.020 |
29.773 |
28.267 |
-0.753 |
-3 |
6,843 |
-37 |
|
13/05/13 |
17/06/13 |
35 |
|
- cash - |
|
17/06/13 |
8/07/13 |
21 |
 |
 |
 |
Zijin Mining HK |
100 |
318 |
|
21.455 |
19.117 |
24.078 |
2.624 |
12 |
7,678 |
643 |
|
8/07/13 |
15/07/13 |
7 |
|
- cash - |
|
15/07/13 |
29/07/13 |
14 |
 |
 |
 |
Zijin Mining HK |
100 |
371 |
|
20.647 |
21.340 |
19.953 |
-0.693 |
-3 |
7,420 |
-59 |
|
29/07/13 |
26/08/13 |
28 |
|
- cash - |
|
26/08/13 |
2/09/13 |
7 |
 |
 |
 |
Sinopec |
100 |
100 |
|
74.019 |
73.844 |
74.193 |
0.175 |
0 |
7,438 |
13 |
|
2/09/13 |
27/01/14 |
147 |
|
- cash - |
|
27/01/14 |
17/02/14 |
21 |
 |
 |
 |
Orient Overseas |
100 |
16 |
|
450.129 |
500.734 |
399.524 |
-50.605 |
-11 |
6,628 |
-87 |
|
17/02/14 |
24/02/14 |
7 |
|
- cash - |
|
24/02/14 |
3/03/14 |
7 |
 |
 |
 |
Geely Auto |
100 |
171 |
|
38.706 |
37.379 |
40.081 |
1.374 |
4 |
6,863 |
517 |
|
3/03/14 |
17/03/14 |
14 |
|
- cash - |
|
17/03/14 |
31/03/14 |
14 |
 |
 |
 |
Geely Auto |
100 |
199 |
|
34.324 |
40.586 |
28.062 |
-6.262 |
-18 |
5,617 |
-99 |
|
31/03/14 |
1/12/14 |
245 |
|
- cash - |
|
1/12/14 |
22/12/14 |
21 |
 |
 |
 |
China Res Beer |
100 |
23 |
|
243.425 |
249.284 |
237.565 |
-5.860 |
-2 |
5,482 |
-35 |
|
|
22/12/14 |
26/01/15 |
35 |
 |
 |
 |
BYD Company |
100 |
12 |
|
431.215 |
446.827 |
415.604 |
-15.611 |
-4 |
5,295 |
-32 |
|
26/01/15 |
9/02/15 |
14 |
|
- cash - |
|
9/02/15 |
16/02/15 |
7 |
 |
 |
 |
BYD Company |
100 |
12 |
|
407.523 |
496.883 |
318.163 |
-89.360 |
-22 |
4,223 |
-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 |
88 |
|
47.485 |
47.104 |
47.869 |
0.384 |
1 |
4,256 |
52 |
|
2/03/15 |
27/07/15 |
147 |
|
- cash - |
|
27/07/15 |
23/11/15 |
119 |
 |
 |
 |
Zhongsheng |
100 |
59 |
|
72.052 |
60.384 |
85.975 |
13.923 |
19 |
5,078 |
72 |
|
23/11/15 |
30/11/15 |
7 |
|
- cash - |
|
30/11/15 |
7/12/15 |
7 |
 |
 |
 |
Galaxy Entertainment |
100 |
14 |
|
362.026 |
380.439 |
343.613 |
-18.413 |
-5 |
4,820 |
-93 |
|
7/12/15 |
11/01/16 |
35 |
|
- cash - |
|
11/01/16 |
18/01/16 |
7 |
 |
 |
 |
Chow Tai Fook Jwl |
100 |
69 |
|
69.468 |
63.645 |
75.823 |
6.355 |
9 |
5,259 |
9,500 |
|
18/01/16 |
25/01/16 |
7 |
|
- cash - |
|
25/01/16 |
15/02/16 |
21 |
 |
 |
 |
Chow Tai Fook Jwl |
100 |
77 |
|
67.993 |
76.987 |
58.999 |
-8.994 |
-13 |
4,566 |
-92 |
|
|
15/02/16 |
21/03/16 |
35 |
 |
 |
 |
Alibaba Health |
100 |
85 |
|
53.287 |
61.358 |
45.217 |
-8.071 |
-15 |
3,880 |
-82 |
|
21/03/16 |
11/04/16 |
21 |
|
- cash - |
|
11/04/16 |
18/04/16 |
7 |
 |
 |
 |
Lenovo |
100 |
47 |
|
81.734 |
90.370 |
73.098 |
-8.636 |
-11 |
3,474 |
-100 |
|
18/04/16 |
26/12/16 |
252 |
|
- cash - |
|
26/12/16 |
2/01/17 |
7 |
 |
 |
 |
Alibaba Health |
100 |
60 |
|
57.205 |
57.914 |
56.496 |
-0.709 |
-1 |
3,432 |
-48 |
|
2/01/17 |
9/07/18 |
553 |
|
- cash - |
|
9/07/18 |
16/07/18 |
7 |
 |
 |
 |
WH Group |
100 |
37 |
|
90.383 |
90.168 |
90.598 |
0.215 |
0 |
3,440 |
13 |
|
16/07/18 |
23/07/18 |
7 |
|
- cash - |
|
23/07/18 |
20/08/18 |
28 |
 |
 |
 |
BYD Company |
100 |
5 |
|
616.913 |
647.474 |
586.352 |
-30.561 |
-5 |
3,287 |
-48 |
|
|
20/08/18 |
5/11/18 |
77 |
 |
 |
 |
Geely Auto |
100 |
15 |
|
214.326 |
241.060 |
187.593 |
-26.733 |
-12 |
2,886 |
-47 |
|
|
5/11/18 |
3/12/18 |
28 |
 |
 |
 |
China Hongqiao |
100 |
38 |
|
74.861 |
70.828 |
79.125 |
4.263 |
6 |
3,048 |
106 |
|
3/12/18 |
10/12/18 |
7 |
|
- cash - |
|
10/12/18 |
28/01/19 |
49 |
 |
 |
 |
Sino Biopharm |
100 |
59 |
|
51.084 |
55.703 |
46.466 |
-4.619 |
-9 |
2,775 |
-51 |
|
28/01/19 |
3/06/19 |
126 |
|
- cash - |
|
3/06/19 |
10/06/19 |
7 |
 |
 |
 |
Sunny Optical |
100 |
2 |
|
947.789 |
998.005 |
897.573 |
-50.216 |
-5 |
2,675 |
-94 |
|
10/06/19 |
17/06/19 |
7 |
|
- cash - |
|
17/06/19 |
24/06/19 |
7 |
 |
 |
 |
CSPC Pharmaceutical |
100 |
32 |
|
83.435 |
88.162 |
78.707 |
-4.727 |
-6 |
2,524 |
-95 |
|
24/06/19 |
8/07/19 |
14 |
|
- cash - |
|
8/07/19 |
15/07/19 |
7 |
 |
 |
 |
Xiaomi |
100 |
18 |
|
133.930 |
129.015 |
139.031 |
5.101 |
4 |
2,615 |
602 |
|
15/07/19 |
22/07/19 |
7 |
|
- cash - |
|
22/07/19 |
2/09/19 |
42 |
 |
 |
 |
Xiaomi |
100 |
21 |
|
123.640 |
113.018 |
135.259 |
11.620 |
9 |
2,859 |
118 |
|
2/09/19 |
21/10/19 |
49 |
|
- cash - |
|
21/10/19 |
28/10/19 |
7 |
 |
 |
 |
Orient Overseas |
100 |
5 |
|
491.422 |
500.655 |
482.188 |
-9.233 |
-2 |
2,813 |
-63 |
|
28/10/19 |
2/03/20 |
126 |
|
- cash - |
|
2/03/20 |
6/04/20 |
35 |
 |
 |
 |
PetroChina |
100 |
65 |
|
43.006 |
41.911 |
44.129 |
1.123 |
3 |
2,886 |
31 |
|
|
6/04/20 |
4/05/20 |
28 |
 |
 |
 |
China Hongqiao |
100 |
63 |
|
45.568 |
51.634 |
39.501 |
-6.067 |
-13 |
2,504 |
-84 |
|
|
4/05/20 |
22/06/20 |
49 |
 |
 |
 |
China Unicom |
100 |
37 |
|
65.954 |
59.990 |
72.512 |
6.557 |
10 |
2,747 |
103 |
|
22/06/20 |
23/08/21 |
427 |
|
- cash - |
|
23/08/21 |
6/09/21 |
14 |
 |
 |
 |
Haidilao Inter |
100 |
7 |
|
371.607 |
429.599 |
313.616 |
-57.992 |
-16 |
2,341 |
-99 |
|
6/09/21 |
20/09/21 |
14 |
|
- cash - |
|
20/09/21 |
15/11/21 |
56 |
 |
 |
 |
Sands China |
100 |
11 |
|
211.842 |
269.765 |
153.919 |
-57.923 |
-27 |
1,704 |
-88 |
|
15/11/21 |
29/11/21 |
14 |
|
- cash - |
|
29/11/21 |
10/01/22 |
42 |
 |
 |
 |
Haidilao Inter |
100 |
6 |
|
256.707 |
261.053 |
252.361 |
-4.346 |
-2 |
1,677 |
-14 |
|
10/01/22 |
31/01/22 |
21 |
|
- cash - |
|
31/01/22 |
7/02/22 |
7 |
 |
 |
 |
Alibaba Health |
100 |
19 |
|
86.078 |
92.298 |
79.858 |
-6.220 |
-7 |
1,559 |
-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 |
22 |
|
70.696 |
99.372 |
42.020 |
-28.676 |
-41 |
928 |
-82 |
|
27/06/22 |
25/07/22 |
28 |
|
- cash - |
|
25/07/22 |
1/08/22 |
7 |
 |
 |
 |
Shenzhou Inter |
100 |
0 |
|
1,456.090 |
1,376.436 |
1,540.353 |
84.264 |
6 |
928 |
0 |
|
1/08/22 |
22/08/22 |
21 |
|
- cash - |
|
22/08/22 |
29/08/22 |
7 |
 |
 |
 |
Shenzhou Inter |
100 |
0 |
|
1,502.136 |
1,413.612 |
1,596.204 |
94.067 |
6 |
928 |
0 |
|
29/08/22 |
19/09/22 |
21 |
|
- cash - |
|
19/09/22 |
17/10/22 |
28 |
 |
 |
 |
WuXi AppTec HK |
100 |
0 |
|
1,255.475 |
1,334.344 |
1,176.605 |
-78.869 |
-6 |
928 |
0 |
|
|
17/10/22 |
5/12/22 |
49 |
 |
 |
 |
Sunny Optical |
100 |
0 |
|
1,387.415 |
1,825.675 |
949.155 |
-438.260 |
-32 |
928 |
0 |
|
5/12/22 |
19/12/22 |
14 |
|
- cash - |
|
19/12/22 |
26/12/22 |
7 |
 |
 |
 |
Orient Overseas |
100 |
0 |
|
2,426.199 |
2,439.573 |
2,412.826 |
-13.373 |
-1 |
928 |
0 |
|
26/12/22 |
1/05/23 |
126 |
|
- cash - |
|
1/05/23 |
19/06/23 |
49 |
 |
 |
 |
JD.com |
100 |
0 |
|
2,381.040 |
2,804.122 |
1,957.958 |
-423.082 |
-18 |
928 |
0 |
|
19/06/23 |
26/06/23 |
7 |
|
- cash - |
|
26/06/23 |
18/09/23 |
84 |
 |
 |
 |
Li Ning |
100 |
1 |
|
775.771 |
676.024 |
890.237 |
114.465 |
15 |
1,043 |
82 |
|
18/09/23 |
25/09/23 |
7 |
|
- cash - |
|
25/09/23 |
18/03/24 |
175 |
 |
 |
 |
Zhongsheng |
100 |
2 |
|
395.131 |
258.964 |
602.895 |
207.765 |
53 |
1,458 |
141 |
|
18/03/24 |
3/07/25 |
472 |
|
- cash - |
accum | 7/08/06 |
18/03/24 | 2100 |
days out of 7122 invested (29%) |
-85 |
1,458 |
-28 |
|
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 | 72.05 | 60.38 | 85.98 | 13.92 | 19.32 | | | |
| | 25/09/23 | 18/03/24 | 175 | 395.13 | 258.96 | 602.90 | 207.76 | 52.58 | | | 82.07 |
Li Ning | | 1/08/11 | 3/10/11 | 63 | 86.08 | 66.12 | 112.08 | 26.00 | 30.20 | | | |
| | 14/11/11 | 12/12/11 | 28 | 64.16 | 57.87 | 71.13 | 6.97 | 10.86 | | | |
| | 23/02/15 | 2/03/15 | 7 | 47.48 | 47.10 | 47.87 | 0.38 | 0.81 | | | |
| | 26/06/23 | 18/09/23 | 84 | 775.77 | 676.02 | 890.24 | 114.47 | 14.76 | | | 66.98 |
SMIC | | 26/05/08 | 7/07/08 | 42 | 71.47 | 57.50 | 88.84 | 17.37 | 24.30 | | | 24.30 |
Galaxy Entertainment | | 6/10/08 | 19/01/09 | 105 | 18.52 | 15.37 | 22.33 | 3.81 | 20.54 | | | |
| | 30/11/15 | 7/12/15 | 7 | 362.03 | 380.44 | 343.61 | -18.41 | -5.09 | | | 14.41 |
Xiaomi | | 8/07/19 | 15/07/19 | 7 | 133.93 | 129.02 | 139.03 | 5.10 | 3.81 | | | |
| | 22/07/19 | 2/09/19 | 42 | 123.64 | 113.02 | 135.26 | 11.62 | 9.40 | | | 13.56 |
Shenzhou Inter | | 25/07/22 | 1/08/22 | 7 | 1,456.09 | 1,376.44 | 1,540.35 | 84.26 | 5.79 | | | |
| | 22/08/22 | 29/08/22 | 7 | 1,502.14 | 1,413.61 | 1,596.20 | 94.07 | 6.26 | | | 12.41 |
China Unicom | | 4/05/20 | 22/06/20 | 49 | 65.95 | 59.99 | 72.51 | 6.56 | 9.94 | | | 9.94 |
Zijin Mining HK | | 22/04/13 | 13/05/13 | 21 | 29.02 | 29.77 | 28.27 | -0.75 | -2.60 | | | |
| | 17/06/13 | 8/07/13 | 21 | 21.45 | 19.12 | 24.08 | 2.62 | 12.23 | | | |
| | 15/07/13 | 29/07/13 | 14 | 20.65 | 21.34 | 19.95 | -0.69 | -3.36 | | | 5.65 |
PetroChina | | 2/03/20 | 6/04/20 | 35 | 43.01 | 41.91 | 44.13 | 1.12 | 2.61 | | | 2.61 |
ANTA Sports Products | | 2/07/12 | 3/09/12 | 63 | 48.06 | 47.09 | 49.04 | 0.99 | 2.05 | | | 2.05 |
WH Group | | 9/07/18 | 16/07/18 | 7 | 90.38 | 90.17 | 90.60 | 0.22 | 0.24 | | | 0.24 |
Sinopec | | 26/08/13 | 2/09/13 | 7 | 74.02 | 73.84 | 74.19 | 0.17 | 0.24 | | | 0.24 |
Lenovo | | 19/01/09 | 26/01/09 | 7 | 17.23 | 15.46 | 19.21 | 1.97 | 11.46 | | | |
| | 11/04/16 | 18/04/16 | 7 | 81.73 | 90.37 | 73.10 | -8.64 | -10.57 | | | -0.32 |
China Res Beer | | 1/12/14 | 22/12/14 | 21 | 243.42 | 249.28 | 237.57 | -5.86 | -2.41 | | | -2.41 |
Chow Tai Fook Jwl | | 11/01/16 | 18/01/16 | 7 | 69.47 | 63.65 | 75.82 | 6.35 | 9.15 | | | |
| | 25/01/16 | 15/02/16 | 21 | 67.99 | 76.99 | 59.00 | -8.99 | -13.23 | | | -5.29 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
WuXi AppTec HK | | 19/09/22 | 17/10/22 | 28 | 1,255.47 | 1,334.34 | 1,176.61 | -78.87 | -6.28 | | | -6.28 |
CSPC Pharmaceutical | | 19/12/11 | 2/01/12 | 14 | 8.89 | 9.03 | 8.75 | -0.14 | -1.57 | | | |
| | 17/06/19 | 24/06/19 | 7 | 83.43 | 88.16 | 78.71 | -4.73 | -5.67 | | | -7.15 |
China Hongqiao | | 5/11/18 | 3/12/18 | 28 | 74.86 | 70.83 | 79.12 | 4.26 | 5.69 | | | |
| | 6/04/20 | 4/05/20 | 28 | 45.57 | 51.63 | 39.50 | -6.07 | -13.31 | | | -8.38 |
Sino Biopharm | | 10/12/18 | 28/01/19 | 49 | 51.08 | 55.70 | 46.47 | -4.62 | -9.04 | | | -9.04 |
Sunny Optical | | 14/07/08 | 6/10/08 | 84 | 14.52 | 10.41 | 20.26 | 5.74 | 39.49 | | | |
| | 3/06/19 | 10/06/19 | 7 | 947.79 | 998.01 | 897.57 | -50.22 | -5.30 | | | |
| | 17/10/22 | 5/12/22 | 49 | 1,387.41 | 1,825.67 | 949.15 | -438.26 | -31.59 | | | -9.63 |
Citic Pacific | | 5/07/10 | 23/08/10 | 49 | 161.93 | 183.78 | 140.08 | -21.85 | -13.49 | | | -13.49 |
Haidilao Inter | | 23/08/21 | 6/09/21 | 14 | 371.61 | 429.60 | 313.62 | -57.99 | -15.61 | | | |
| | 29/11/21 | 10/01/22 | 42 | 256.71 | 261.05 | 252.36 | -4.35 | -1.69 | | | -17.03 |
JD.com | | 1/05/23 | 19/06/23 | 49 | 2,381.04 | 2,804.12 | 1,957.96 | -423.08 | -17.77 | | | -17.77 |
Orient Overseas | | 14/01/08 | 19/05/08 | 126 | 687.68 | 751.25 | 624.11 | -63.57 | -9.24 | | | |
| | 27/01/14 | 17/02/14 | 21 | 450.13 | 500.73 | 399.52 | -50.61 | -11.24 | | | |
| | 21/10/19 | 28/10/19 | 7 | 491.42 | 500.66 | 482.19 | -9.23 | -1.88 | | | |
| | 19/12/22 | 26/12/22 | 7 | 2,426.20 | 2,439.57 | 2,412.83 | -13.37 | -0.55 | | | -21.40 |
Techtronic Inds | | 7/08/06 | 14/08/06 | 7 | 139.12 | 141.31 | 136.92 | -2.20 | -1.58 | | | |
| | 21/08/06 | 4/09/06 | 14 | 140.07 | 174.65 | 105.50 | -34.57 | -24.68 | | | -25.87 |
Geely Auto | | 24/02/14 | 3/03/14 | 7 | 38.71 | 37.38 | 40.08 | 1.37 | 3.55 | | | |
| | 17/03/14 | 31/03/14 | 14 | 34.32 | 40.59 | 28.06 | -6.26 | -18.24 | | | |
| | 20/08/18 | 5/11/18 | 77 | 214.33 | 241.06 | 187.59 | -26.73 | -12.47 | | | -25.90 |
Sands China | | 20/09/21 | 15/11/21 | 56 | 211.84 | 269.76 | 153.92 | -57.92 | -27.34 | | | -27.34 |
Alibaba Health | | 14/05/12 | 2/07/12 | 49 | 4.22 | 4.22 | 4.22 | 0.00 | 0.04 | | | |
| | 15/02/16 | 21/03/16 | 35 | 53.29 | 61.36 | 45.22 | -8.07 | -15.15 | | | |
| | 26/12/16 | 2/01/17 | 7 | 57.20 | 57.91 | 56.50 | -0.71 | -1.24 | | | |
| | 31/01/22 | 7/02/22 | 7 | 86.08 | 92.30 | 79.86 | -6.22 | -7.23 | | | |
| | 7/03/22 | 27/06/22 | 112 | 70.70 | 99.37 | 42.02 | -28.68 | -40.56 | | | -53.77 |
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 | 332.90 | 367.00 | 298.79 | -34.10 | -10.24 | | | |
| | 3/10/11 | 14/11/11 | 42 | 129.24 | 207.59 | 50.89 | -78.35 | -60.62 | | | |
| | 22/12/14 | 26/01/15 | 35 | 431.22 | 446.83 | 415.60 | -15.61 | -3.62 | | | |
| | 9/02/15 | 16/02/15 | 7 | 407.52 | 496.88 | 318.16 | -89.36 | -21.93 | | | |
| | 23/07/18 | 20/08/18 | 28 | 616.91 | 647.47 | 586.35 | -30.56 | -4.95 | | | -74.72 |
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 |
|
|