Assessment - Hang Seng Commerce & Industry in Pound sterling - 10/06/24 - RS = 16

 ⇐ 

								⇓instrument	freshest		⇓ Δday	10/06/24	⇓ Δwk	19/02/24	prc diff	⇓ Δ16		∅-RS
						L		HSI-CI	947.860	12/08/24	-0.05	1,018.427		876.789	141.638	16.15		4.15
						L		China Hongqiao	0.998	12/08/24	1.33	1.296		0.604	0.692	114.46		78.67
						L		CNOOC	1.986	12/08/24	-0.80	2.138		1.531	0.607	39.61		48.45
						L		China Shenhua HK	3.250	12/08/24	1.57	4.004		3.163	0.841	26.58		46.79
						L		Hansoh Pharma	1.861	12/08/24	-2.22	1.793		1.343	0.450	33.54		34.76
								Zijin Mining HK	1.539	12/08/24	0.66	1.761		1.253	0.508	40.50		32.64
								PetroChina	0.671	12/08/24		0.780		0.591	0.189	31.93		31.48
								Trip.com	33.281	12/08/24	0.55	40.143		33.248	6.895	20.74		29.27
								Xiaomi	1.656	12/08/24	0.37	1.773		1.312	0.461	35.11		29.06
						L		Orient Overseas	10.493	12/08/24	2.25	13.934		11.749	2.185	18.60		25.12
						L		Haier Smart Home	2.445	12/08/24	1.67	2.998		2.361	0.637	26.98		23.18
						L		Tencent	37.728	12/08/24	1.35	37.708		28.922	8.786	30.38		18.30
						L		Lenovo	1.034	12/08/24	2.59	1.070		0.850	0.220	25.94		17.63
						L		China Unicom	0.601	12/08/24	-5.84	0.629		0.561	0.068	12.17		14.06
								WH Group	0.529	12/08/24		0.535		0.477	0.058	12.14		13.47
						L		China Mobile	7.133	12/08/24	-0.56	7.541		6.845	0.696	10.17		12.76
								Techtronic Inds	9.714	12/08/24	-0.26	9.764		8.363	1.401	16.76		11.78
								Sinopec	0.499	12/08/24	0.61	0.492		0.433	0.059	13.72		11.51
						L		Shenzhou Inter	6.228	12/08/24	-0.24	8.381		7.027	1.353	19.26		10.48
						L		CSPC Pharmaceutical	0.597	12/08/24	1.02	0.706		0.620	0.086	13.83		10.37
						L		Meituan	10.463	12/08/24	-2.07	11.107		7.388	3.719	50.34		8.00
								Geely Auto	0.768	12/08/24	0.26	0.981		0.823	0.158	19.25		6.70
						L		Sinopharm	2.032	12/08/24	1.10	2.269		2.173	0.096	4.40		5.83
								ANTA Sports Products	6.872	12/08/24	-2.78	8.778		7.698	1.081	14.04		5.70
								Citic Pacific	0.714	12/08/24		0.808		0.790	0.018	2.26		3.07
								⇓instrument	freshest		⇓ Δday	10/06/24	⇓ Δwk	19/02/24	prc diff	⇓ Δ16		∅-RS
						L		JD.com	10.071	12/08/24	-0.10	11.640		9.327	2.313	24.80		2.41
						L		BYD Company	21.490	12/08/24	-0.28	22.939		18.929	4.010	21.18		1.55
						L		SMIC	1.664	12/08/24	-0.24	1.849		1.479	0.371	25.06		1.03
						L		Tingyi	0.904	12/08/24	-0.66	0.986		0.762	0.224	29.45		-0.20
								Xinyi Glass	0.760	12/08/24	-0.13	0.928		0.699	0.229	32.77		-1.42
						L		Alibaba Health	0.326	12/08/24	-0.61	0.388		0.335	0.053	15.88		-2.14
								Alibaba	7.893	12/08/24	0.77	7.757		7.261	0.496	6.83		-2.30
								Haidilao Inter	1.229	12/08/24	-1.93	1.668		1.403	0.265	18.86		-3.46
								Hengan	2.550	12/08/24	-0.20	2.636		2.513	0.123	4.88		-4.89
						S		Nongfu Spring	2.958	12/08/24	1.55	4.160		4.423	-0.262	-5.93		-6.15
								CK Hutchison	4.065	12/08/24	0.12	3.889		4.235	-0.346	-8.17		-7.45
								NetEase	14.166	12/08/24	0.50	14.779		17.203	-2.423	-14.09		-7.66
						S		Sino Biopharm	0.297	12/08/24	2.08	0.287		0.315	-0.028	-8.92		-9.34
						L		Galaxy Entertainment	2.963	12/08/24	-4.38	4.024		4.494	-0.469	-10.44		-9.72
								MTR	2.606	12/08/24	0.19	2.606		2.559	0.047	1.82		-12.01
								Li Ning	1.415	12/08/24	-1.13	2.098		1.972	0.126	6.37		-16.17
						L		Sunny Optical	4.351	12/08/24	1.29	4.784		5.032	-0.248	-4.93		-16.46
						S		Chow Tai Fook Jwl	0.662	12/08/24	-0.75	0.982		1.204	-0.222	-18.47		-16.64
						S		Baidu	8.315	12/08/24	-0.66	9.518		10.521	-1.003	-9.53		-17.72
								China Res Beer	2.384	12/08/24	-2.47	3.149		3.082	0.067	2.17		-18.68
								Xinyi Solar	0.355	12/08/24	0.28	0.446		0.394	0.052	13.12		-19.12
						S		Sands China	1.364	12/08/24	-2.87	1.869		2.397	-0.527	-22.00		-19.50
								Zhongsheng	1.070	12/08/24	-1.12	1.398		1.340	0.058	4.33		-22.48
								JD Health	2.118	12/08/24	-2.55	2.545		2.859	-0.313	-10.96		-28.47
						S		Budweiser Brewing	0.936	12/08/24	-2.11	0.974		1.328	-0.354	-26.68		-31.71
								⇓instrument	freshest		⇓ Δday	10/06/24	⇓ Δwk	19/02/24	prc diff	⇓ Δ16		∅-RS
						S		China Mengniu Dairy	1.332	12/08/24	-2.79	1.439		1.873	-0.434	-23.17		-33.92
						S		Li Auto	7.747	12/08/24	-1.79	7.858		12.674	-4.816	-38.00		-40.42
						S		WuXi AppTec HK	3.536	12/08/24	1.44	3.380		4.260	-0.880	-20.65		-43.47
								WuXi Biologics	1.185	12/08/24	3.70	1.145		1.686	-0.541	-32.08		-54.20
HSI-C&I - 53 out of 53 instruments rated - 10/06/24 / 19/02/24 - 38 did rise, Market-Ratio(16) in GBP = 71.70 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

Technical Chart

	HSI-C&I RS = 16 - B/S = 40/40
3/01/22	scale up chart	1/07/24

 

Transactions Hang Seng Commerce & Industry in Pound sterling * 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	15,697		0.637	0.643	0.631	-0.006	-1	9,908	-38
14/08/06		21/08/06	7				- cash -
	21/08/06	4/09/06	14				Techtronic Inds	100	15,410		0.643	0.783	0.503	-0.140	-22	7,752	-100
4/09/06		14/01/08	497				- cash -
	14/01/08	19/05/08	126				Orient Overseas	100	2,400		3.229	3.684	2.774	-0.455	-14	6,660	-36
19/05/08		26/05/08	7				- cash -
	26/05/08	7/07/08	42				SMIC	100	19,071		0.349	0.272	0.449	0.100	29	8,565	790
7/07/08		14/07/08	7				- cash -
	14/07/08	6/10/08	84				Sunny Optical	100	124,645		0.069	0.056	0.085	0.016	23	10,545	147
	6/10/08	19/01/09	105				Galaxy Entertainment	100	106,145		0.099	0.115	0.084	-0.016	-16	8,895	-45
	19/01/09	26/01/09	7				Lenovo	100	69,075		0.129	0.126	0.132	0.003	2	9,083	198
26/01/09		5/07/10	525				- cash -
	5/07/10	23/08/10	49				Citic Pacific	100	7,487		1.213	1.382	1.045	-0.169	-14	7,821	-67
23/08/10		21/02/11	182				- cash -
	21/02/11	14/03/11	21				BYD Company	100	3,175		2.463	2.788	2.138	-0.325	-13	6,790	-91
14/03/11		1/08/11	140				- cash -
	1/08/11	3/10/11	63				Li Ning	100	9,949		0.682	0.551	0.846	0.163	24	8,412	246
	3/10/11	14/11/11	42				BYD Company	100	7,814		1.077	1.675	0.478	-0.599	-56	3,735	-100
	14/11/11	12/12/11	28				Li Ning	100	7,214		0.518	0.476	0.563	0.046	9	4,064	200
12/12/11		19/12/11	7				- cash -
	19/12/11	2/01/12	14				CSPC Pharmaceutical	100	55,244		0.074	0.076	0.072	-0.002	-3	3,955	-51
2/01/12		14/05/12	133				- cash -
	14/05/12	2/07/12	49				Alibaba Health	100	120,383		0.033	0.034	0.032	-0.001	-3	3,852	-18
	2/07/12	3/09/12	63				ANTA Sports Products	100	10,045		0.383	0.379	0.388	0.005	1	3,900	7
3/09/12		22/04/13	231				- cash -
	22/04/13	13/05/13	21				Zijin Mining HK	100	20,370		0.191	0.191	0.192	0.001	0	3,913	6
13/05/13		17/06/13	35				- cash -
	17/06/13	8/07/13	21				Zijin Mining HK	100	26,956		0.145	0.127	0.166	0.021	14	4,477	940
8/07/13		15/07/13	7				- cash -
	15/07/13	29/07/13	14				Zijin Mining HK	100	32,506		0.138	0.142	0.134	-0.004	-3	4,340	-56
29/07/13		26/08/13	28				- cash -
	26/08/13	2/09/13	7				Sinopec	100	8,992		0.483	0.472	0.493	0.010	2	4,433	205
2/09/13		27/01/14	147				- cash -
	27/01/14	17/02/14	21				Orient Overseas	100	1,675		2.645	2.935	2.356	-0.290	-11	3,948	-87
17/02/14		24/02/14	7				- cash -
	24/02/14	3/03/14	7				Geely Auto	100	17,415		0.227	0.221	0.232	0.006	3	4,047	265
3/03/14		17/03/14	14				- cash -
	17/03/14	31/03/14	14				Geely Auto	100	19,959		0.203	0.236	0.170	-0.033	-16	3,385	-99
31/03/14		1/12/14	245				- cash -
	1/12/14	22/12/14	21				China Res Beer	100	2,588		1.308	1.332	1.284	-0.024	-2	3,323	-27
	22/12/14	26/01/15	35				BYD Company	100	1,442		2.304	2.502	2.106	-0.198	-9	3,038	-61
26/01/15		9/02/15	14				- cash -
	9/02/15	16/02/15	7				BYD Company	100	1,344		2.259	2.731	1.787	-0.472	-21	2,403	-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	9,294		0.259	0.255	0.262	0.003	1	2,435	98
2/03/15		27/07/15	147				- cash -
	27/07/15	23/11/15	119				Zhongsheng	100	6,482		0.376	0.325	0.434	0.059	16	2,815	56
23/11/15		30/11/15	7				- cash -
	30/11/15	7/12/15	7				Galaxy Entertainment	100	1,439		1.955	2.048	1.862	-0.093	-5	2,681	-92
7/12/15		11/01/16	35				- cash -
	11/01/16	18/01/16	7				Chow Tai Fook Jwl	100	6,609		0.406	0.381	0.432	0.026	7	2,856	2,609
18/01/16		25/01/16	7				- cash -
	25/01/16	15/02/16	21				Chow Tai Fook Jwl	100	7,078		0.403	0.465	0.342	-0.062	-15	2,417	-94
	15/02/16	21/03/16	35				Alibaba Health	100	7,504		0.322	0.381	0.263	-0.059	-18	1,972	-88
21/03/16		11/04/16	21				- cash -
	11/04/16	18/04/16	7				Lenovo	100	3,709		0.532	0.582	0.482	-0.050	-9	1,787	-99
18/04/16		26/12/16	252				- cash -
	26/12/16	2/01/17	7				Alibaba Health	100	4,494		0.398	0.402	0.393	-0.004	-1	1,767	-44
2/01/17		9/07/18	553				- cash -
	9/07/18	16/07/18	7				WH Group	100	2,871		0.615	0.607	0.624	0.009	1	1,793	112
16/07/18		23/07/18	7				- cash -
	23/07/18	20/08/18	28				BYD Company	100	424		4.225	4.595	3.855	-0.370	-9	1,636	-70
	20/08/18	5/11/18	77				Geely Auto	100	1,075		1.521	1.636	1.406	-0.115	-8	1,512	-31
	5/11/18	3/12/18	28				China Hongqiao	100	2,975		0.508	0.489	0.528	0.020	4	1,570	64
3/12/18		10/12/18	7				- cash -
	10/12/18	28/01/19	49				Sino Biopharm	100	4,369		0.359	0.387	0.332	-0.028	-8	1,449	-45
28/01/19		3/06/19	126				- cash -
	3/06/19	10/06/19	7				Sunny Optical	100	209		6.923	7.250	6.596	-0.327	-5	1,381	-92
10/06/19		17/06/19	7				- cash -
	17/06/19	24/06/19	7				CSPC Pharmaceutical	100	2,252		0.613	0.645	0.581	-0.032	-5	1,309	-94
24/06/19		8/07/19	14				- cash -
	8/07/19	15/07/19	7				Xiaomi	100	1,329		0.984	0.956	1.014	0.029	3	1,348	364
15/07/19		22/07/19	7				- cash -
	22/07/19	2/09/19	42				Xiaomi	100	1,467		0.919	0.883	0.956	0.037	4	1,403	41
2/09/19		21/10/19	49				- cash -
	21/10/19	28/10/19	7				Orient Overseas	100	402		3.486	3.578	3.395	-0.091	-3	1,366	-75
28/10/19		2/03/20	126				- cash -
	2/03/20	6/04/20	35				PetroChina	100	4,382		0.312	0.312	0.311	-0.001	0	1,364	-2
	6/04/20	4/05/20	28				China Hongqiao	100	4,016		0.340	0.389	0.290	-0.049	-14	1,166	-87
	4/05/20	22/06/20	49				China Unicom	100	2,348		0.497	0.450	0.548	0.051	10	1,286	107
22/06/20		23/08/21	427				- cash -
	23/08/21	6/09/21	14				Haidilao Inter	100	521		2.467	2.827	2.108	-0.359	-15	1,099	-98
6/09/21		20/09/21	14				- cash -
	20/09/21	15/11/21	56				Sands China	100	774		1.419	1.761	1.077	-0.342	-24	834	-83
15/11/21		29/11/21	14				- cash -
	29/11/21	10/01/22	42				Haidilao Inter	100	491		1.698	1.672	1.724	0.026	2	847	14
10/01/22		31/01/22	21				- cash -
	31/01/22	7/02/22	7				Alibaba Health	100	1,521		0.556	0.593	0.520	-0.036	-7	792	-97
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	1,695		0.467	0.597	0.337	-0.130	-28	571	-66
27/06/22		25/07/22	28				- cash -
	25/07/22	1/08/22	7				Shenzhou Inter	100	64		8.837	8.509	9.178	0.340	4	593	618
1/08/22		22/08/22	21				- cash -
	22/08/22	29/08/22	7				Shenzhou Inter	100	63		9.284	8.692	9.917	0.633	7	633	3,014
29/08/22		19/09/22	21				- cash -
	19/09/22	17/10/22	28				WuXi AppTec HK	100	82		7.677	7.874	7.480	-0.197	-3	617	-29
	17/10/22	5/12/22	49				Sunny Optical	100	75		8.187	10.964	5.410	-2.777	-34	408	-95
5/12/22		19/12/22	14				- cash -
	19/12/22	26/12/22	7				Orient Overseas	100	28		14.565	15.212	13.918	-0.647	-4	390	-91
26/12/22		1/05/23	126				- cash -
	1/05/23	19/06/23	49				JD.com	100	28		13.855	15.465	12.245	-1.610	-12	345	-60
19/06/23		26/06/23	7				- cash -
	26/06/23	18/09/23	84				Li Ning	100	81		4.247	3.694	4.882	0.635	15	397	83
18/09/23		25/09/23	7				- cash -
	25/09/23	18/03/24	175				Zhongsheng	100	182		2.174	1.365	3.463	1.289	59	631	164
18/03/24		30/01/26	683				- cash -
accum	7/08/06	18/03/24	2100	days out of 7333 invested (29%)										-94		631	-38

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	0.38	0.32	0.43	0.06	15.61
		25/09/23	18/03/24	175	2.17	1.36	3.46	1.29	59.28			84.14
Li Ning		1/08/11	3/10/11	63	0.68	0.55	0.85	0.16	23.90
		14/11/11	12/12/11	28	0.52	0.48	0.56	0.05	8.80
		23/02/15	2/03/15	7	0.26	0.26	0.26	0.00	1.32
		26/06/23	18/09/23	84	4.25	3.69	4.88	0.64	14.96			57.03
SMIC		26/05/08	7/07/08	42	0.35	0.27	0.45	0.10	28.59			28.59
Zijin Mining HK		22/04/13	13/05/13	21	0.19	0.19	0.19	0.00	0.34
		17/06/13	8/07/13	21	0.15	0.13	0.17	0.02	14.42
		15/07/13	29/07/13	14	0.14	0.14	0.13	-0.00	-3.08			11.28
Shenzhou Inter		25/07/22	1/08/22	7	8.84	8.51	9.18	0.34	3.85
		22/08/22	29/08/22	7	9.28	8.69	9.92	0.63	6.82			10.93
China Unicom		4/05/20	22/06/20	49	0.50	0.45	0.55	0.05	10.27			10.27
Xiaomi		8/07/19	15/07/19	7	0.98	0.96	1.01	0.03	2.99
		22/07/19	2/09/19	42	0.92	0.88	0.96	0.04	4.07			7.17
Sinopec		26/08/13	2/09/13	7	0.48	0.47	0.49	0.01	2.16			2.16
WH Group		9/07/18	16/07/18	7	0.62	0.61	0.62	0.01	1.45			1.45
ANTA Sports Products		2/07/12	3/09/12	63	0.38	0.38	0.39	0.00	1.23			1.23
PetroChina		2/03/20	6/04/20	35	0.31	0.31	0.31	-0.00	-0.18			-0.18
China Res Beer		1/12/14	22/12/14	21	1.31	1.33	1.28	-0.02	-1.83			-1.83
WuXi AppTec HK		19/09/22	17/10/22	28	7.68	7.87	7.48	-0.20	-2.57			-2.57
Lenovo		19/01/09	26/01/09	7	0.13	0.13	0.13	0.00	2.12
		11/04/16	18/04/16	7	0.53	0.58	0.48	-0.05	-9.38			-7.46
Sino Biopharm		10/12/18	28/01/19	49	0.36	0.39	0.33	-0.03	-7.72			-7.72
CSPC Pharmaceutical		19/12/11	2/01/12	14	0.07	0.08	0.07	-0.00	-2.67
		17/06/19	24/06/19	7	0.61	0.64	0.58	-0.03	-5.19			-7.72
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Chow Tai Fook Jwl		11/01/16	18/01/16	7	0.41	0.38	0.43	0.03	6.53
		25/01/16	15/02/16	21	0.40	0.47	0.34	-0.06	-15.36			-9.83
China Hongqiao		5/11/18	3/12/18	28	0.51	0.49	0.53	0.02	3.85
		6/04/20	4/05/20	28	0.34	0.39	0.29	-0.05	-14.48			-11.19
JD.com		1/05/23	19/06/23	49	13.86	15.46	12.25	-1.61	-11.62			-11.62
Haidilao Inter		23/08/21	6/09/21	14	2.47	2.83	2.11	-0.36	-14.56
		29/11/21	10/01/22	42	1.70	1.67	1.72	0.03	1.53			-13.25
Citic Pacific		5/07/10	23/08/10	49	1.21	1.38	1.04	-0.17	-13.90			-13.90
Galaxy Entertainment		6/10/08	19/01/09	105	0.10	0.11	0.08	-0.02	-15.65
		30/11/15	7/12/15	7	1.96	2.05	1.86	-0.09	-4.77			-19.67
Geely Auto		24/02/14	3/03/14	7	0.23	0.22	0.23	0.01	2.52
		17/03/14	31/03/14	14	0.20	0.24	0.17	-0.03	-16.36
		20/08/18	5/11/18	77	1.52	1.64	1.41	-0.12	-7.57			-20.75
Techtronic Inds		7/08/06	14/08/06	7	0.64	0.64	0.63	-0.01	-0.92
		21/08/06	4/09/06	14	0.64	0.78	0.50	-0.14	-21.76			-22.48
Sunny Optical		14/07/08	6/10/08	84	0.07	0.06	0.08	0.02	23.12
		3/06/19	10/06/19	7	6.92	7.25	6.60	-0.33	-4.72
		17/10/22	5/12/22	49	8.19	10.96	5.41	-2.78	-33.92			-22.48
Sands China		20/09/21	15/11/21	56	1.42	1.76	1.08	-0.34	-24.11			-24.11
Orient Overseas		14/01/08	19/05/08	126	3.23	3.68	2.77	-0.45	-14.08
		27/01/14	17/02/14	21	2.65	2.94	2.36	-0.29	-10.96
		21/10/19	28/10/19	7	3.49	3.58	3.40	-0.09	-2.62
		19/12/22	26/12/22	7	14.57	15.21	13.92	-0.65	-4.44			-28.81
Alibaba Health		14/05/12	2/07/12	49	0.03	0.03	0.03	-0.00	-2.61
		15/02/16	21/03/16	35	0.32	0.38	0.26	-0.06	-18.42
		26/12/16	2/01/17	7	0.40	0.40	0.39	-0.00	-1.11
		31/01/22	7/02/22	7	0.56	0.59	0.52	-0.04	-6.50
		7/03/22	27/06/22	112	0.47	0.60	0.34	-0.13	-27.88			-47.02
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	2.46	2.79	2.14	-0.32	-13.18
		3/10/11	14/11/11	42	1.08	1.68	0.48	-0.60	-55.60
		22/12/14	26/01/15	35	2.30	2.50	2.11	-0.20	-8.58
		9/02/15	16/02/15	7	2.26	2.73	1.79	-0.47	-20.91
		23/07/18	20/08/18	28	4.22	4.60	3.85	-0.37	-8.77			-74.57

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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