Share-o-matic - Assessment HSI-C&I (Hang Seng Commerce & Industry)

Assessment - Hang Seng Commerce & Industry in Swiss Franc - 7/01/24 - RS = 17

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	∅-RS
	L	HSI-CI	1,090.130	8/12/24	-0.05	1,126.245	-3.21	1,019.054	107.191	10.52	3.41
	L	China Hongqiao	1.148	8/12/24	1.33	1.368	-16.07	0.707	0.660	93.32	65.64
	L	CNOOC	2.284	8/12/24	-0.80	2.592	-11.88	1.887	0.705	37.33	57.87
	L	China Shenhua HK	3.737	8/12/24	1.57	4.160	-10.15	3.532	0.628	17.78	34.92
	L	Hansoh Pharma	2.141	8/12/24	-2.22	1.888	13.36	1.646	0.243	14.76	25.99
		PetroChina	0.772	8/12/24		0.914	-15.57	0.703	0.211	30.04	36.86
		Trip.com	38.277	8/12/24	0.55	43.345	-11.69	39.352	3.992	10.15	23.75
		Xiaomi	1.905	8/12/24	0.37	1.907	-0.12	1.508	0.399	26.48	22.05
		Zijin Mining HK	1.770	8/12/24	0.66	1.907	-7.16	1.481	0.426	28.80	27.18
	L	Tencent	43.391	8/12/24	1.35	43.090	0.70	31.215	11.875	38.04	20.79
	L	Lenovo	1.189	8/12/24	2.59	1.275	-6.72	1.101	0.174	15.84	24.10
	L	Haier Smart Home	2.812	8/12/24	1.67	3.020	-6.90	2.797	0.223	7.97	10.49
	L	China Unicom	0.691	8/12/24	-5.84	0.830	-16.74	0.636	0.193	30.39	34.43
	L	Meituan	12.034	8/12/24	-2.07	12.855	-6.39	10.341	2.514	24.31	12.66
	L	Orient Overseas	12.068	8/12/24	2.25	14.660	-17.68	13.867	0.793	5.72	16.85
	L	Shenzhou Inter	7.162	8/12/24	-0.24	8.846	-19.03	7.227	1.619	22.40	3.87
		WH Group	0.609	8/12/24		0.595	2.33	0.548	0.047	8.50	11.95
		Techtronic Inds	11.172	8/12/24	-0.26	10.321	8.24	10.222	0.099	0.97	5.13
	L	China Mobile	8.204	8/12/24	-0.56	8.910	-7.92	7.561	1.349	17.84	18.73
		Sinopec	0.574	8/12/24	0.61	0.585	-1.98	0.495	0.090	18.28	18.89
	L	CSPC Pharmaceutical	0.686	8/12/24	1.02	0.720	-4.66	0.675	0.045	6.67	0.70
	L	BYD Company	24.715	8/12/24	-0.28	26.845	-7.93	21.767	5.078	23.33	6.88
	L	JD.com	11.582	8/12/24	-0.10	11.953	-3.10	10.115	1.838	18.17	-4.94
	L	SMIC	1.914	8/12/24	-0.24	1.981	-3.39	1.912	0.069	3.59	-2.57
		ANTA Sports Products	7.903	8/12/24	-2.78	8.678	-8.93	8.578	0.100	1.17	-6.29
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	∅-RS
	L	Tingyi	1.040	8/12/24	-0.66	1.089	-4.46	1.006	0.083	8.25	-0.56
		Geely Auto	0.883	8/12/24	0.26	1.017	-13.20	0.969	0.049	5.01	-0.69
	L	Sinopharm	2.337	8/12/24	1.10	2.401	-2.65	2.543	-0.142	-5.58	0.91
		Citic Pacific	0.822	8/12/24		0.822		0.887	-0.066	-7.40	-5.30
		Haidilao Inter	1.414	8/12/24	-1.93	1.625	-12.96	1.580	0.045	2.82	-15.43
		Xinyi Glass	0.874	8/12/24	-0.13	0.990	-11.80	0.911	0.080	8.73	-4.64
		Alibaba	9.077	8/12/24	0.77	8.157	11.28	8.148	0.009	0.11	-7.49
		NetEase	16.292	8/12/24	0.50	17.252	-5.57	19.846	-2.593	-13.07	-3.42
		Hengan	2.933	8/12/24	-0.20	2.754	6.51	2.639	0.115	4.36	-10.06
	S	Nongfu Spring	3.402	8/12/24	1.55	4.287	-20.65	4.792	-0.505	-10.54	-13.19
	L	Sunny Optical	5.004	8/12/24	1.29	5.583	-10.36	5.866	-0.283	-4.82	-11.38
		CK Hutchison	4.675	8/12/24	0.12	4.328	8.02	4.475	-0.148	-3.30	-6.86
	S	Sino Biopharm	0.341	8/12/24	2.08	0.309	10.49	0.356	-0.047	-13.22	-11.59
	L	Alibaba Health	0.375	8/12/24	-0.61	0.362	3.51	0.398	-0.036	-8.96	-17.54
	L	Galaxy Entertainment	3.408	8/12/24	-4.38	4.212	-19.09	4.549	-0.337	-7.41	-14.56
		MTR	2.997	8/12/24	0.19	2.852	5.07	2.859	-0.007	-0.25	-12.58
		Xinyi Solar	0.408	8/12/24	0.28	0.455	-10.18	0.583	-0.128	-22.02	-24.15
	S	Baidu	9.563	8/12/24	-0.66	9.864	-3.05	11.426	-1.562	-13.67	-22.51
		China Res Beer	2.742	8/12/24	-2.47	3.037	-9.71	3.696	-0.658	-17.81	-28.30
	S	Sands China	1.569	8/12/24	-2.87	1.884	-16.71	2.339	-0.456	-19.48	-26.14
	S	Chow Tai Fook Jwl	0.761	8/12/24	-0.75	0.978	-22.13	1.273	-0.295	-23.17	-24.32
		Li Ning	1.627	8/12/24	-1.13	1.955	-16.80	2.206	-0.251	-11.36	-28.01
		Zhongsheng	1.231	8/12/24	-1.12	1.321	-6.83	1.607	-0.286	-17.78	-32.57
		JD Health	2.436	8/12/24	-2.55	2.459	-0.94	3.413	-0.954	-27.96	-36.48
	S	Budweiser Brewing	1.076	8/12/24	-2.11	1.065	1.09	1.458	-0.393	-26.98	-31.10
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	3/04/24	prc diff	⇓ Δ17	∅-RS
	S	China Mengniu Dairy	1.532	8/12/24	-2.79	1.620	-5.43	2.170	-0.550	-25.35	-31.24
	S	Li Auto	8.910	8/12/24	-1.79	8.134	9.53	18.083	-9.948	-55.02	-43.36
	S	WuXi AppTec HK	4.067	8/12/24	1.44	3.379	20.38	6.391	-3.012	-47.13	-47.86
		WuXi Biologics	1.363	8/12/24	3.70	1.335	2.08	2.373	-1.038	-43.74	-49.55
HSI-C&I - 53 out of 53 instruments rated - 7/01/24 / 3/04/24 - 30 did rise, Market-Ratio(17) in CHF = 56.60 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI-C&I RS = 17 - B/S = 69/37

1/03/22	scale up chart	7/01/24

Transactions Hang Seng Commerce & Industry in Swiss Franc * 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
1/02/06		1/09/06	7		- cash -
long	1/09/06	1/21/08	742		Tingyi	100	14,463	0.691	1.703		1.011	146	24,627	56
short	1/21/08	2/16/09	392		Galaxy Entertainment	100	28,642	0.860	0.181	4.082	3.222	375	116,911	326
long	2/16/09	5/10/10	448		Hengan	100	27,454	4.258	7.937		3.679	86	217,911	66
short	5/10/10	6/21/10	42		Citic Pacific	100	98,416	2.214	2.162	2.268	0.054	2	223,179	23
long	6/21/10	8/09/10	49		Galaxy Entertainment	100	363,112	0.615	0.732		0.117	19	265,775	267
short	8/09/10	8/30/10	21		Citic Pacific	100	124,919	2.128	2.111	2.144	0.017	1	267,866	15
long	8/30/10	8/08/11	343		Galaxy Entertainment	100	325,821	0.822	1.942		1.120	136	632,734	150
short	8/08/11	1/16/12	161		Li & Fung	100	498,135	1.270	2.103	0.437	-0.833	-66	217,735	-91
long	1/16/12	5/21/12	126		Sands China	100	70,213	3.101	3.140		0.039	1	220,454	4
short	5/21/12	9/17/12	119		Citic Pacific	100	154,934	1.423	1.166	1.736	0.313	22	268,905	84
long	9/17/12	4/08/13	203		Galaxy Entertainment	100	90,905	2.958	3.665		0.707	24	333,195	47
short	4/08/13	9/30/13	175		Li & Fung	100	263,124	1.266	1.320	1.213	-0.053	-4	319,170	-9
long	9/30/13	2/03/14	126		Galaxy Entertainment	100	50,151	6.364	8.856		2.492	39	444,152	160
short	2/03/14	5/26/14	112		Belle International	100	456,627	0.973	0.951	0.995	0.022	2	454,390	8
long	5/26/14	10/06/14	133		Tencent	100	36,599	12.415	14.788		2.373	19	541,229	62
short	10/06/14	4/13/15	189		Galaxy Entertainment	100	90,608	5.973	4.985	7.157	1.184	20	648,487	42
long	4/13/15	7/06/15	84		Tencent	100	30,135	21.519	17.813		-3.706	-17	536,797	-56
short	7/06/15	5/09/16	308		Sands China	100	152,238	3.526	3.408	3.648	0.122	3	555,305	4
long	5/09/16	12/26/16	231		MTR	100	115,312	4.816	4.936		0.120	2	569,174	4
short	12/26/16	2/27/17	63		Hengan	100	78,060	7.291	8.750	5.833	-1.458	-20	455,345	-73
long	2/27/17	3/05/18	371		Galaxy Entertainment	100	94,404	4.823	7.902		3.078	64	745,964	63
short	3/05/18	6/11/18	98		China Merchants	100	350,424	2.129	2.192	2.065	-0.063	-3	723,767	-11
long	6/11/18	7/09/18	28		Sunny Optical	100	33,971	21.305	18.339		-2.966	-14	622,997	-86
short	7/09/18	2/11/19	217		WH Group	100	770,197	0.809	0.946	0.672	-0.137	-17	517,650	-27
long	2/11/19	5/27/19	105		Lenovo	100	705,959	0.733	0.729		-0.004	-1	514,595	-2
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/27/19	12/23/19	210		AAC Technologies	100	95,129	5.409	8.245	2.574	-2.835	-52	244,883	-72
long	12/23/19	2/24/20	63		Sunny Optical	100	14,097	17.371	16.071		-1.300	-7	226,561	-36
short	2/24/20	7/13/20	140		PetroChina	100	560,384	0.404	0.336	0.486	0.082	20	272,571	62
long	7/13/20	8/10/20	28		Geely Auto	100	117,874	2.312	1.978		-0.334	-14	233,179	-87
short	8/10/20	1/18/21	161		Swire Pacific	100	50,786	4.591	5.632	3.551	-1.041	-23	180,332	-44
long	1/18/21	6/28/21	161		Geely Auto	100	49,029	3.678	3.020		-0.658	-18	148,051	-36
short	6/28/21	1/17/22	203		China Unicom	100	290,083	0.510	0.476	0.547	0.036	7	158,618	13
long	1/17/22	5/09/22	112		Want Want China	100	178,115	0.891	0.878		-0.012	-1	156,455	-4
short	5/09/22	1/09/23	245		Sunny Optical	100	12,366	12.651	10.994	14.559	1.908	15	180,045	23
long	1/09/23	5/08/23	119		Sands China	100	54,571	3.299	2.958		-0.341	-10	161,411	-28
short	5/08/23	5/13/24	371		JD.com	100	10,210	15.809	15.018	16.641	0.832	5	169,910	5
long	5/13/24	8/12/24	91		China Hongqiao	100	123,761	1.373	1.148		-0.225	-16	142,058	-51
accum	1/09/06	8/12/24	7326	days out of 7333 invested (100%)							1,321		142,058	14

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Galaxy Entertainment	short	1/21/08	2/16/09	392	0.86	0.18	4.08	3.22	374.74
	long	6/21/10	8/09/10	49	0.61	0.73		0.12	19.09
	long	8/30/10	8/08/11	343	0.82	1.94		1.12	136.21
	long	9/17/12	4/08/13	203	2.96	3.67		0.71	23.91
	long	9/30/13	2/03/14	126	6.36	8.86		2.49	39.16
	short	10/06/14	4/13/15	189	5.97	4.99	7.16	1.18	19.82
	long	2/27/17	3/05/18	371	4.82	7.90		3.08	63.82	4,419.88
Tingyi	long	1/09/06	1/21/08	742	0.69	1.70		1.01	146.28	146.28
Hengan	long	2/16/09	5/10/10	448	4.26	7.94		3.68	86.39
	short	12/26/16	2/27/17	63	7.29	8.75	5.83	-1.46	-20.00	49.12
Citic Pacific	short	5/10/10	6/21/10	42	2.21	2.16	2.27	0.05	2.42
	short	8/09/10	8/30/10	21	2.13	2.11	2.14	0.02	0.79
	short	5/21/12	9/17/12	119	1.42	1.17	1.74	0.31	21.98	25.91
PetroChina	short	2/24/20	7/13/20	140	0.40	0.34	0.49	0.08	20.31	20.31
China Unicom	short	6/28/21	1/17/22	203	0.51	0.48	0.55	0.04	7.14	7.14
JD.com	short	5/08/23	5/13/24	371	15.81	15.02	16.64	0.83	5.27	5.27
MTR	long	5/09/16	12/26/16	231	4.82	4.94		0.12	2.50	2.50
Belle International	short	2/03/14	5/26/14	112	0.97	0.95	1.00	0.02	2.30	2.30
Lenovo	long	2/11/19	5/27/19	105	0.73	0.73		-0.00	-0.59	-0.59
Want Want China	long	1/17/22	5/09/22	112	0.89	0.88		-0.01	-1.36	-1.36
Tencent	long	5/26/14	10/06/14	133	12.42	14.79		2.37	19.11
	long	4/13/15	7/06/15	84	21.52	17.81		-3.71	-17.22	-1.40
China Merchants	short	3/05/18	6/11/18	98	2.13	2.19	2.07	-0.06	-2.98	-2.98
Sands China	long	1/16/12	5/21/12	126	3.10	3.14		0.04	1.25
	short	7/06/15	5/09/16	308	3.53	3.41	3.65	0.12	3.45
	long	1/09/23	5/08/23	119	3.30	2.96		-0.34	-10.35	-6.10
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sunny Optical	long	6/11/18	7/09/18	28	21.31	18.34		-2.97	-13.92
	long	12/23/19	2/24/20	63	17.37	16.07		-1.30	-7.48
	short	5/09/22	1/09/23	245	12.65	10.99	14.56	1.91	15.08	-8.35
China Hongqiao	long	5/13/24	8/12/24	91	1.37	1.15		-0.23	-16.39	-16.39
WH Group	short	7/09/18	2/11/19	217	0.81	0.95	0.67	-0.14	-16.91	-16.91
Swire Pacific	short	8/10/20	1/18/21	161	4.59	5.63	3.55	-1.04	-22.66	-22.66
Geely Auto	long	7/13/20	8/10/20	28	2.31	1.98		-0.33	-14.45
	long	1/18/21	6/28/21	161	3.68	3.02		-0.66	-17.90	-29.77
AAC Technologies	short	5/27/19	12/23/19	210	5.41	8.24	2.57	-2.84	-52.41	-52.41
Li & Fung	short	8/08/11	1/16/12	161	1.27	2.10	0.44	-0.83	-65.59
	short	4/08/13	9/30/13	175	1.27	1.32	1.21	-0.05	-4.21	-67.04

Annotations

3/01/24	HSI-C&I	Component update: JD Health, Li Auto, Sinopharm, Trip.com, WuXi AppTec and Zijin Mining added
3/06/17	HSI-C&I	Geely Auto replaces Li & Fung
12/28/16	HSI-C&I	AAC Technologies joins, China Res Enterprises and Tingyi retire
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
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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