Assessment - Hang Seng Commerce & Industry in Pound sterling - 18/03/24 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	18/03/24	⇓ Δwk	20/11/23	prc diff	⇓ Δ17		∅-RS
						L		HSI-CI	946.956	12/08/24	-0.05	928.019		1,009.745	-81.725	-8.09		-7.43
						L		CNOOC	1.984	12/08/24	-0.80	1.755		1.332	0.423	31.72		33.04
								Zijin Mining HK	1.538	12/08/24	0.66	1.568		1.219	0.349	28.58		25.36
								Techtronic Inds	9.704	12/08/24	-0.26	10.313		8.314	1.998	24.03		24.11
								Trip.com	33.249	12/08/24	0.55	34.596		28.782	5.814	20.20		19.41
								Xiaomi	1.654	12/08/24	0.37	1.502		1.661	-0.159	-9.58		18.57
						L		Hansoh Pharma	1.859	12/08/24	-2.22	1.524		1.505	0.019	1.26		18.26
								PetroChina	0.670	12/08/24		0.636		0.532	0.105	19.66		15.60
								WH Group	0.529	12/08/24		0.523		0.491	0.032	6.53		15.56
						L		China Shenhua HK	3.247	12/08/24	1.57	2.965		2.602	0.363	13.95		14.23
						L		Lenovo	1.033	12/08/24	2.59	0.958		1.011	-0.053	-5.26		9.06
						S		Li Auto	7.739	12/08/24	-1.79	13.971		16.516	-2.545	-15.41		7.42
								NetEase	14.152	12/08/24	0.50	16.705		18.805	-2.100	-11.17		6.56
						L		China Hongqiao	0.997	12/08/24	1.33	0.726		0.697	0.029	4.12		6.60
								Xinyi Solar	0.355	12/08/24	0.28	0.628		0.538	0.090	16.80		5.53
						L		Orient Overseas	10.483	12/08/24	2.25	12.283		9.880	2.403	24.32		5.26
								Sinopec	0.499	12/08/24	0.61	0.455		0.428	0.027	6.37		2.02
						L		China Unicom	0.600	12/08/24	-5.84	0.559		0.510	0.049	9.55		0.93
						L		China Mobile	7.126	12/08/24	-0.56	6.639		6.446	0.193	2.99		0.36
						S		Chow Tai Fook Jwl	0.661	12/08/24	-0.75	1.268		1.211	0.057	4.73		0.34
						L		Haier Smart Home	2.442	12/08/24	1.67	2.367		2.381	-0.014	-0.60		-0.81
								Haidilao Inter	1.228	12/08/24	-1.93	1.739		1.743	-0.004	-0.23		-0.81
								Citic Pacific	0.714	12/08/24		0.813		0.769	0.044	5.77		-0.95
						L		CSPC Pharmaceutical	0.596	12/08/24	1.02	0.657		0.721	-0.063	-8.77		-1.16
						S		Nongfu Spring	2.955	12/08/24	1.55	4.267		4.691	-0.424	-9.04		-3.68
								⇓instrument	freshest		⇓ Δday	18/03/24	⇓ Δwk	20/11/23	prc diff	⇓ Δ17		∅-RS
								Geely Auto	0.767	12/08/24	0.26	0.890		0.981	-0.092	-9.35		-3.90
						S		Sino Biopharm	0.297	12/08/24	2.08	0.329		0.392	-0.063	-16.18		-4.21
						L		BYD Company	21.469	12/08/24	-0.28	21.791		25.087	-3.296	-13.14		-5.49
						L		Sinopharm	2.030	12/08/24	1.10	2.106		2.008	0.098	4.88		-6.37
								CK Hutchison	4.061	12/08/24	0.12	4.086		4.162	-0.076	-1.84		-8.22
								ANTA Sports Products	6.865	12/08/24	-2.78	7.815		8.520	-0.705	-8.27		-8.44
						L		Tencent	37.692	12/08/24	1.35	29.128		33.524	-4.396	-13.11		-9.72
						L		Shenzhou Inter	6.222	12/08/24	-0.24	6.830		8.602	-1.772	-20.60		-9.86
						L		JD.com	10.061	12/08/24	-0.10	10.785		11.147	-0.362	-3.25		-10.04
								China Res Beer	2.382	12/08/24	-2.47	3.814		4.085	-0.271	-6.63		-11.23
								Xinyi Glass	0.759	12/08/24	-0.13	0.901		0.980	-0.080	-8.13		-11.93
								Alibaba	7.885	12/08/24	0.77	7.237		7.642	-0.405	-5.30		-12.01
						L		SMIC	1.662	12/08/24	-0.24	1.711		2.299	-0.589	-25.60		-12.92
								Hengan	2.548	12/08/24	-0.20	2.578		2.946	-0.368	-12.49		-13.22
						S		Sands China	1.363	12/08/24	-2.87	2.146		2.222	-0.076	-3.44		-13.66
						L		Tingyi	0.904	12/08/24	-0.66	0.917		1.049	-0.132	-12.62		-14.40
						L		Meituan	10.453	12/08/24	-2.07	9.086		11.188	-2.102	-18.79		-15.59
						S		Baidu	8.307	12/08/24	-0.66	10.272		10.727	-0.454	-4.23		-16.36
						L		Galaxy Entertainment	2.960	12/08/24	-4.38	4.020		4.506	-0.486	-10.78		-16.52
						L		Sunny Optical	4.347	12/08/24	1.29	5.508		7.514	-2.006	-26.69		-19.33
								MTR	2.603	12/08/24	0.19	2.583		3.079	-0.496	-16.11		-20.02
								JD Health	2.116	12/08/24	-2.55	3.317		4.096	-0.779	-19.01		-20.41
						S		China Mengniu Dairy	1.331	12/08/24	-2.79	2.015		2.623	-0.607	-23.16		-20.68
						L		Alibaba Health	0.326	12/08/24	-0.61	0.353		0.482	-0.130	-26.87		-22.59
						S		Budweiser Brewing	0.935	12/08/24	-2.11	1.236		1.634	-0.398	-24.34		-26.40
								⇓instrument	freshest		⇓ Δday	18/03/24	⇓ Δwk	20/11/23	prc diff	⇓ Δ17		∅-RS
								Li Ning	1.413	12/08/24	-1.13	2.006		2.443	-0.437	-17.88		-33.75
								Zhongsheng	1.069	12/08/24	-1.12	1.365		2.058	-0.693	-33.68		-37.18
						S		WuXi AppTec HK	3.533	12/08/24	1.44	4.297		9.890	-5.593	-56.55		-41.61
								WuXi Biologics	1.184	12/08/24	3.70	1.484		4.927	-3.443	-69.89		-58.44
HSI-C&I - 53 out of 53 instruments rated - 18/03/24 / 20/11/23 - 17 did rise, Market-Ratio(17) in GBP = 32.08 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37
3/01/22	scale up chart	1/07/24

 

Transactions Hang Seng Commerce & Industry in Pound sterling * A17 - 69/37 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		9/01/06	7				- cash -
long	9/01/06	21/01/08	742				Tingyi	100	32,525		0.307	0.793		0.485	158	25,779	59
short	21/01/08	16/02/09	392				Galaxy Entertainment	100	64,411		0.400	0.109	1.472	1.072	268	94,832	236
long	16/02/09	10/05/10	448				Hengan	100	37,073		2.558	4.845		2.287	89	179,614	68
short	10/05/10	21/06/10	42				Citic Pacific	100	132,897		1.352	1.316	1.388	0.037	3	184,488	26
long	21/06/10	9/08/10	49				Galaxy Entertainment	100	493,172		0.374	0.442		0.068	18	217,922	246
short	9/08/10	30/08/10	21				Citic Pacific	100	169,663		1.284	1.323	1.246	-0.038	-3	211,452	-41
long	30/08/10	8/08/11	343				Galaxy Entertainment	100	410,539		0.515	1.545		1.030	200	634,411	222
short	8/08/11	16/01/12	161				Li & Fung	100	627,657		1.011	1.442	0.580	-0.431	-43	363,916	-72
long	16/01/12	21/05/12	126				Sands China	100	171,207		2.126	2.111		-0.014	-1	361,442	-2
short	21/05/12	17/09/12	119				Citic Pacific	100	377,792		0.957	0.776	1.180	0.223	23	445,719	90
long	17/09/12	8/04/13	203				Galaxy Entertainment	100	226,549		1.967	2.557		0.590	30	579,336	60
short	8/04/13	30/09/13	175				Li & Fung	100	655,743		0.883	0.908	0.859	-0.025	-3	563,087	-6
long	30/09/13	3/02/14	126				Galaxy Entertainment	100	128,547		4.380	6.025		1.645	38	774,529	152
short	3/02/14	26/05/14	112				Belle International	100	1,170,422		0.662	0.631	0.694	0.032	5	812,273	17
long	26/05/14	6/10/14	133				Tencent	100	98,582		8.240	9.600		1.360	17	946,358	52
short	6/10/14	13/04/15	189				Galaxy Entertainment	100	244,060		3.878	3.474	4.329	0.451	12	1,056,439	24
long	13/04/15	6/07/15	84				Tencent	100	70,461		14.993	12.109		-2.885	-19	853,186	-60
short	6/07/15	9/05/16	308				Sands China	100	355,949		2.397	2.436	2.358	-0.039	-2	839,329	-2
long	9/05/16	26/12/16	231				MTR	100	243,884		3.441	3.913		0.472	14	954,381	23
short	26/12/16	27/02/17	63				Hengan	100	165,098		5.781	6.968	4.593	-1.188	-21	758,295	-74
long	27/02/17	5/03/18	371				Galaxy Entertainment	100	197,399		3.841	6.071		2.230	58	1,198,496	57
short	5/03/18	11/06/18	98				China Merchants	100	732,737		1.636	1.662	1.609	-0.027	-2	1,178,828	-6
long	11/06/18	9/07/18	28				Sunny Optical	100	72,955		16.158	13.953		-2.205	-14	1,017,982	-85
short	9/07/18	11/02/19	217				WH Group	100	1,654,042		0.615	0.729	0.502	-0.113	-18	830,495	-29
long	11/02/19	27/05/19	105				Lenovo	100	1,469,595		0.565	0.573		0.008	1	841,618	5
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/05/19	23/12/19	210				AAC Technologies	100	198,030		4.250	6.496	2.004	-2.246	-53	396,756	-73
long	23/12/19	24/02/20	63				Sunny Optical	100	28,986		13.688	12.712		-0.976	-7	368,470	-35
short	24/02/20	13/07/20	140				PetroChina	100	1,152,257		0.320	0.283	0.361	0.041	13	415,965	37
long	13/07/20	10/08/20	28				Geely Auto	100	213,395		1.949	1.653		-0.296	-15	352,736	-88
short	10/08/20	18/01/21	161				Swire Pacific	100	91,940		3.837	4.654	3.020	-0.817	-21	277,625	-42
long	18/01/21	28/06/21	161				Geely Auto	100	91,352		3.039	2.366		-0.673	-22	216,101	-43
short	28/06/21	17/01/22	203				China Unicom	100	540,488		0.400	0.382	0.419	0.019	5	226,357	9
long	17/01/22	9/05/22	112				Want Want China	100	317,176		0.714	0.717		0.003	0	227,376	1
short	9/05/22	9/01/23	245				Sunny Optical	100	22,021		10.325	9.803	10.875	0.550	5	239,493	8
long	9/01/23	8/05/23	119				Sands China	100	81,409		2.942	2.635		-0.307	-10	214,489	-29
short	8/05/23	13/05/24	371				JD.com	100	15,231		14.082	13.178	15.049	0.966	7	229,209	7
long	13/05/24	12/08/24	91				China Hongqiao	100	190,271		1.205	1.005		-0.200	-17	191,185	-52
accum	9/01/06	12/08/24	7326	days out of 7333 invested (100%)										1,812		191,185	16

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Galaxy Entertainment	short	21/01/08	16/02/09	392	0.40	0.11	1.47	1.07	267.88
	long	21/06/10	9/08/10	49	0.37	0.44		0.07	18.12
	long	30/08/10	8/08/11	343	0.52	1.55		1.03	200.03
	long	17/09/12	8/04/13	203	1.97	2.56		0.59	29.98
	long	30/09/13	3/02/14	126	4.38	6.03		1.64	37.55
	short	6/10/14	13/04/15	189	3.88	3.47	4.33	0.45	11.63
	long	27/02/17	5/03/18	371	3.84	6.07		2.23	58.05			4,012.57
Tingyi	long	9/01/06	21/01/08	742	0.31	0.79		0.49	157.79			157.79
Hengan	long	16/02/09	10/05/10	448	2.56	4.84		2.29	89.40
	short	26/12/16	27/02/17	63	5.78	6.97	4.59	-1.19	-20.55			50.49
Citic Pacific	short	10/05/10	21/06/10	42	1.35	1.32	1.39	0.04	2.71
	short	9/08/10	30/08/10	21	1.28	1.32	1.25	-0.04	-2.97
	short	21/05/12	17/09/12	119	0.96	0.78	1.18	0.22	23.32			22.90
MTR	long	9/05/16	26/12/16	231	3.44	3.91		0.47	13.71			13.71
PetroChina	short	24/02/20	13/07/20	140	0.32	0.28	0.36	0.04	12.89			12.89
JD.com	short	8/05/23	13/05/24	371	14.08	13.18	15.05	0.97	6.86			6.86
Belle International	short	3/02/14	26/05/14	112	0.66	0.63	0.69	0.03	4.87			4.87
China Unicom	short	28/06/21	17/01/22	203	0.40	0.38	0.42	0.02	4.75			4.75
Lenovo	long	11/02/19	27/05/19	105	0.57	0.57		0.01	1.34			1.34
Want Want China	long	17/01/22	9/05/22	112	0.71	0.72		0.00	0.45			0.45
China Merchants	short	5/03/18	11/06/18	98	1.64	1.66	1.61	-0.03	-1.64			-1.64
Tencent	long	26/05/14	6/10/14	133	8.24	9.60		1.36	16.51
	long	13/04/15	6/07/15	84	14.99	12.11		-2.88	-19.24			-5.91
Sands China	long	16/01/12	21/05/12	126	2.13	2.11		-0.01	-0.68
	short	6/07/15	9/05/16	308	2.40	2.44	2.36	-0.04	-1.62
	long	9/01/23	8/05/23	119	2.94	2.63		-0.31	-10.44			-12.49
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Sunny Optical	long	11/06/18	9/07/18	28	16.16	13.95		-2.20	-13.64
	long	23/12/19	24/02/20	63	13.69	12.71		-0.98	-7.13
	short	9/05/22	9/01/23	245	10.33	9.80	10.88	0.55	5.33			-15.53
China Hongqiao	long	13/05/24	12/08/24	91	1.20	1.00		-0.20	-16.59			-16.59
WH Group	short	9/07/18	11/02/19	217	0.62	0.73	0.50	-0.11	-18.42			-18.42
Swire Pacific	short	10/08/20	18/01/21	161	3.84	4.65	3.02	-0.82	-21.29			-21.29
Geely Auto	long	13/07/20	10/08/20	28	1.95	1.65		-0.30	-15.20
	long	18/01/21	28/06/21	161	3.04	2.37		-0.67	-22.16			-33.99
Li & Fung	short	8/08/11	16/01/12	161	1.01	1.44	0.58	-0.43	-42.64
	short	8/04/13	30/09/13	175	0.88	0.91	0.86	-0.02	-2.80			-44.25
AAC Technologies	short	27/05/19	23/12/19	210	4.25	6.50	2.00	-2.25	-52.86			-52.86

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

write an annotation