Assessment - Hang Seng Commerce & Industry in Pound sterling - 29/04/24 - RS = 17

 ⇐ 

								⇓instrument	freshest		⇓ Δday	29/04/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ17		∅-RS
						L		HSI-CI	958.280	12/08/24	-0.05	1,001.292		927.973	73.320	7.90		2.06
						L		China Hongqiao	1.009	12/08/24	1.33	1.088		0.642	0.446	69.47		57.90
						L		CNOOC	2.008	12/08/24	-0.80	2.010		1.306	0.703	53.84		46.01
								Zijin Mining HK	1.556	12/08/24	0.66	1.776		1.292	0.484	37.41		39.30
						L		Hansoh Pharma	1.882	12/08/24	-2.22	1.778		1.584	0.194	12.25		36.97
								Xiaomi	1.674	12/08/24	0.37	1.772		1.568	0.204	13.02		36.23
								Trip.com	33.647	12/08/24	0.55	39.302		28.160	11.142	39.57		32.60
								PetroChina	0.678	12/08/24		0.743		0.519	0.224	43.18		29.58
								WH Group	0.535	12/08/24		0.593		0.507	0.086	17.07		29.41
								Techtronic Inds	9.821	12/08/24	-0.26	10.721		9.351	1.369	14.64		26.29
						L		China Shenhua HK	3.285	12/08/24	1.57	3.270		2.688	0.582	21.64		23.14
						L		Haier Smart Home	2.472	12/08/24	1.67	2.756		2.216	0.540	24.39		15.68
						L		Tencent	38.143	12/08/24	1.35	35.356		29.507	5.849	19.82		11.99
								ANTA Sports Products	6.947	12/08/24	-2.78	9.088		7.613	1.475	19.38		9.34
						L		China Unicom	0.607	12/08/24	-5.84	0.602		0.492	0.110	22.28		9.25
						L		Meituan	10.578	12/08/24	-2.07	11.331		8.231	3.100	37.66		9.11
								Sinopec	0.505	12/08/24	0.61	0.475		0.411	0.064	15.56		7.17
						L		China Mobile	7.212	12/08/24	-0.56	7.084		6.512	0.572	8.78		6.85
								Geely Auto	0.776	12/08/24	0.26	0.971		0.863	0.108	12.52		5.98
						S		Nongfu Spring	2.990	12/08/24	1.55	4.669		4.538	0.131	2.89		5.91
								Haidilao Inter	1.243	12/08/24	-1.93	1.823		1.461	0.361	24.74		5.94
						L		JD.com	10.182	12/08/24	-0.10	12.002		11.306	0.696	6.16		4.44
						L		Shenzhou Inter	6.296	12/08/24	-0.24	7.751		8.080	-0.330	-4.08		3.85
						L		CSPC Pharmaceutical	0.603	12/08/24	1.02	0.671		0.730	-0.058	-7.99		3.71
						L		Lenovo	1.046	12/08/24	2.59	0.915		1.097	-0.182	-16.59		3.68
								⇓instrument	freshest		⇓ Δday	29/04/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ17		∅-RS
								Xinyi Solar	0.359	12/08/24	0.28	0.567		0.458	0.108	23.63		-1.14
						L		Orient Overseas	10.609	12/08/24	2.25	11.056		10.954	0.102	0.93		-1.19
								NetEase	14.321	12/08/24	0.50	15.359		14.130	1.229	8.69		-3.13
								Citic Pacific	0.722	12/08/24		0.771		0.784	-0.013	-1.65		-3.71
						L		BYD Company	21.726	12/08/24	-0.28	22.011		21.547	0.464	2.15		-3.63
								Alibaba	7.979	12/08/24	0.77	7.562		7.598	-0.035	-0.46		-5.26
								Hengan	2.578	12/08/24	-0.20	2.690		2.920	-0.229	-7.85		-5.42
						L		Sinopharm	2.055	12/08/24	1.10	2.055		2.030	0.025	1.21		-6.58
								Xinyi Glass	0.768	12/08/24	-0.13	0.887		0.880	0.007	0.75		-8.33
						S		Chow Tai Fook Jwl	0.669	12/08/24	-0.75	1.121		1.168	-0.047	-4.02		-8.47
								CK Hutchison	4.109	12/08/24	0.12	3.931		4.206	-0.275	-6.53		-8.84
								China Res Beer	2.411	12/08/24	-2.47	3.636		3.437	0.199	5.80		-10.14
						S		Baidu	8.407	12/08/24	-0.66	10.507		11.668	-1.161	-9.95		-11.02
						S		Sino Biopharm	0.300	12/08/24	2.08	0.286		0.349	-0.063	-18.04		-12.85
						L		Tingyi	0.914	12/08/24	-0.66	0.886		0.957	-0.071	-7.40		-13.07
								MTR	2.634	12/08/24	0.19	2.645		3.045	-0.401	-13.15		-13.95
						L		SMIC	1.682	12/08/24	-0.24	1.599		1.996	-0.397	-19.89		-15.22
						S		Sands China	1.379	12/08/24	-2.87	1.947		2.296	-0.350	-15.22		-18.99
						L		Galaxy Entertainment	2.995	12/08/24	-4.38	3.662		4.397	-0.735	-16.72		-20.81
								Li Ning	1.430	12/08/24	-1.13	2.126		2.100	0.025	1.21		-21.45
								Zhongsheng	1.082	12/08/24	-1.12	1.520		1.877	-0.358	-19.05		-21.98
						S		Li Auto	7.832	12/08/24	-1.79	10.304		14.010	-3.706	-26.45		-23.21
						S		Budweiser Brewing	0.946	12/08/24	-2.11	1.135		1.469	-0.334	-22.74		-26.14
								JD Health	2.141	12/08/24	-2.55	2.797		3.839	-1.042	-27.14		-26.38
						L		Alibaba Health	0.330	12/08/24	-0.61	0.308		0.426	-0.118	-27.67		-26.52
								⇓instrument	freshest		⇓ Δday	29/04/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ17		∅-RS
						S		China Mengniu Dairy	1.347	12/08/24	-2.79	1.658		2.110	-0.453	-21.44		-29.52
						L		Sunny Optical	4.399	12/08/24	1.29	3.967		7.120	-3.154	-44.29		-35.92
						S		WuXi AppTec HK	3.575	12/08/24	1.44	3.692		7.548	-3.855	-51.08		-43.53
								WuXi Biologics	1.198	12/08/24	3.70	1.420		2.975	-1.555	-52.27		-51.90
HSI-C&I - 53 out of 53 instruments rated - 29/04/24 / 1/01/24 - 29 did rise, Market-Ratio(17) in GBP = 54.72 %
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

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