| | Tue, Apr 7th, 2026, 11:22UTC |
| | |
Assessment - Hang Seng Index in Pound sterling - 6/06/22 - RS = 14
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/06/22 |
⇓ Δwk |
2/28/22 |
prc diff |
Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI |
1,740.335 |
8/12/24 |
0.13 |
2,202.296 |
|
2,170.543 |
31.754 |
1.46 |
|
-3.96 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
21.724 |
8/12/24 |
-0.28 |
30.572 |
|
22.687 |
7.885 |
34.76 |
|
30.66 |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
10.608 |
8/12/24 |
2.25 |
27.643 |
|
21.024 |
6.619 |
31.48 |
|
71.75 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
2.008 |
8/12/24 |
-0.80 |
1.241 |
|
0.953 |
0.288 |
30.23 |
|
45.55 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
3.285 |
8/12/24 |
1.57 |
2.670 |
|
2.055 |
0.615 |
29.94 |
|
49.54 |
| |  |
 |
 |
 |
L |
 |
Meituan |
10.577 |
8/12/24 |
-2.07 |
20.148 |
|
16.456 |
3.692 |
22.43 |
|
0.02 |
| |  |
 |
 |
 |
S |
 |
Link REIT |
3.544 |
8/12/24 |
-0.57 |
7.323 |
|
6.030 |
1.293 |
21.44 |
|
10.92 |
| |  |
 |
 |
 |
|
 |
WH Group |
0.535 |
8/12/24 |
|
0.629 |
|
0.521 |
0.108 |
20.68 |
|
18.40 |
| |  |
 |
 |
 |
L |
 |
Bank of China (HK) |
2.268 |
8/12/24 |
|
3.117 |
|
2.685 |
0.432 |
16.08 |
|
23.05 |
| |  |
 |
 |
 |
|
 |
Zhongsheng |
1.082 |
8/12/24 |
-1.12 |
6.006 |
|
5.199 |
0.807 |
15.52 |
|
3.84 |
| |  |
 |
 |
 |
|
 |
NetEase |
14.320 |
8/12/24 |
0.50 |
16.791 |
|
14.573 |
2.218 |
15.22 |
|
16.70 |
| |  |
 |
 |
 |
S |
 |
CK Property |
3.148 |
8/12/24 |
0.32 |
5.426 |
|
4.716 |
0.710 |
15.05 |
|
13.14 |
| |  |
 |
 |
 |
|
 |
CK Infrastructure |
5.640 |
8/12/24 |
0.36 |
5.294 |
|
4.635 |
0.659 |
14.22 |
|
15.40 |
| |  |
 |
 |
 |
L |
 |
ENN Energy |
5.431 |
8/12/24 |
0.85 |
12.286 |
|
10.837 |
1.449 |
13.37 |
|
-1.02 |
| |  |
 |
 |
 |
|
 |
Sun Hung Kai |
7.277 |
8/12/24 |
-1.85 |
9.825 |
|
8.687 |
1.138 |
13.10 |
|
2.41 |
| |  |
 |
 |
 |
|
 |
Wharf REIC |
2.192 |
8/12/24 |
-1.60 |
3.763 |
|
3.350 |
0.414 |
12.35 |
|
-0.44 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
0.776 |
8/12/24 |
0.26 |
1.546 |
|
1.378 |
0.168 |
12.18 |
|
-12.60 |
| |  |
 |
 |
 |
|
 |
MTR |
2.634 |
8/12/24 |
0.19 |
4.333 |
|
3.866 |
0.467 |
12.08 |
|
6.34 |
| |  |
 |
 |
 |
S |
 |
Power Assets |
5.482 |
8/12/24 |
-0.28 |
5.258 |
|
4.707 |
0.552 |
11.72 |
|
12.54 |
| |  |
 |
 |
 |
|
 |
Xinyi Solar |
0.359 |
8/12/24 |
0.28 |
1.487 |
|
1.349 |
0.138 |
10.19 |
|
8.97 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
7.831 |
8/12/24 |
-1.79 |
11.523 |
|
10.522 |
1.002 |
9.52 |
|
-na- |
| |  |
 |
 |
 |
L |
 |
Bank of China |
0.346 |
8/12/24 |
1.19 |
0.317 |
|
0.291 |
0.027 |
9.23 |
|
16.04 |
| |  |
 |
 |
 |
L |
 |
AIA |
5.278 |
8/12/24 |
-1.33 |
8.375 |
|
7.765 |
0.611 |
7.87 |
|
2.68 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
4.109 |
8/12/24 |
0.12 |
5.604 |
|
5.232 |
0.372 |
7.11 |
|
6.58 |
| |  |
 |
 |
 |
L |
 |
Haier Smart Home |
2.471 |
8/12/24 |
1.67 |
2.787 |
|
2.604 |
0.183 |
7.01 |
|
3.68 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/06/22 |
⇓ Δwk |
2/28/22 |
prc diff |
Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
PetroChina |
0.678 |
8/12/24 |
|
0.426 |
|
0.399 |
0.028 |
6.94 |
|
20.90 |
| |  |
 |
 |
 |
L |
 |
ICBC |
0.456 |
8/12/24 |
2.05 |
0.476 |
|
0.446 |
0.030 |
6.65 |
|
10.31 |
| |  |
 |
 |
 |
L |
 |
China Constr Bk HK |
0.564 |
8/12/24 |
1.46 |
0.592 |
|
0.560 |
0.032 |
5.70 |
|
10.05 |
| |  |
 |
 |
 |
S |
 |
Baidu |
8.406 |
8/12/24 |
-0.66 |
14.879 |
|
14.086 |
0.793 |
5.63 |
|
5.00 |
| |  |
 |
 |
 |
|
 |
Sinopec |
0.504 |
8/12/24 |
0.61 |
0.386 |
|
0.369 |
0.018 |
4.77 |
|
5.35 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
1.198 |
8/12/24 |
3.70 |
6.397 |
|
6.140 |
0.257 |
4.19 |
|
-21.51 |
| |  |
 |
 |
 |
|
 |
CLP |
7.018 |
8/12/24 |
-0.07 |
7.892 |
|
7.602 |
0.290 |
3.82 |
|
7.11 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
2.995 |
8/12/24 |
-4.38 |
4.307 |
|
4.152 |
0.155 |
3.73 |
|
-1.13 |
| |  |
 |
 |
 |
L |
 |
HSBC |
6.545 |
8/12/24 |
0.63 |
5.355 |
|
5.170 |
0.185 |
3.57 |
|
19.05 |
| |  |
 |
 |
 |
L |
 |
Hang Seng Bank |
9.347 |
8/12/24 |
0.38 |
14.269 |
|
13.780 |
0.489 |
3.55 |
|
1.64 |
| |  |
 |
 |
 |
L |
 |
China Res Mixc |
2.222 |
8/12/24 |
-1.13 |
3.956 |
|
3.842 |
0.115 |
2.98 |
|
2.22 |
| |  |
 |
 |
 |
|
 |
New World Dev |
0.736 |
8/12/24 |
-2.69 |
3.071 |
|
2.986 |
0.085 |
2.85 |
|
-3.06 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
0.722 |
8/12/24 |
|
0.894 |
|
0.871 |
0.023 |
2.69 |
|
12.20 |
| |  |
 |
 |
 |
L |
 |
Sinopharm |
2.054 |
8/12/24 |
1.10 |
1.849 |
|
1.804 |
0.045 |
2.48 |
|
0.48 |
| |  |
 |
 |
 |
L |
 |
China Mobile |
7.211 |
8/12/24 |
-0.56 |
5.141 |
|
5.046 |
0.095 |
1.89 |
|
7.94 |
| |  |
 |
 |
 |
|
 |
Henderson Land |
2.243 |
8/12/24 |
-2.43 |
3.163 |
|
3.106 |
0.057 |
1.84 |
|
-1.47 |
| |  |
 |
 |
 |
|
 |
Zijin Mining HK |
1.556 |
8/12/24 |
0.66 |
1.119 |
|
1.107 |
0.012 |
1.10 |
|
9.31 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
1.056 |
8/12/24 |
0.58 |
1.243 |
|
1.239 |
0.004 |
0.35 |
|
-0.88 |
| |  |
 |
 |
 |
L |
 |
China Ov Land & Inv |
1.300 |
8/12/24 |
-0.93 |
2.268 |
|
2.279 |
-0.011 |
-0.49 |
|
19.66 |
| |  |
 |
 |
 |
|
 |
Alibaba |
7.979 |
8/12/24 |
0.77 |
9.860 |
|
9.958 |
-0.098 |
-0.98 |
|
-20.33 |
| |  |
 |
 |
 |
L |
 |
HK Exchgs & Clrg |
23.555 |
8/12/24 |
0.96 |
35.352 |
|
36.085 |
-0.732 |
-2.03 |
|
-13.94 |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
0.768 |
8/12/24 |
-0.13 |
1.943 |
|
1.983 |
-0.040 |
-2.04 |
|
-8.32 |
| |  |
 |
 |
 |
|
 |
Hengan |
2.578 |
8/12/24 |
-0.20 |
3.855 |
|
3.961 |
-0.107 |
-2.69 |
|
-2.83 |
| |  |
 |
 |
 |
S |
 |
Budweiser Brewing |
0.946 |
8/12/24 |
-2.11 |
2.253 |
|
2.317 |
-0.065 |
-2.79 |
|
12.11 |
| |  |
 |
 |
 |
L |
 |
SMIC |
1.682 |
8/12/24 |
-0.24 |
1.810 |
|
1.873 |
-0.063 |
-3.35 |
|
-5.87 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/06/22 |
⇓ Δwk |
2/28/22 |
prc diff |
Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
L |
 |
China Hongqiao |
1.009 |
8/12/24 |
1.33 |
1.002 |
|
1.038 |
-0.036 |
-3.47 |
|
9.67 |
| |  |
 |
 |
 |
L |
 |
China Res Land |
2.314 |
8/12/24 |
-1.09 |
3.504 |
|
3.631 |
-0.128 |
-3.52 |
|
10.55 |
| |  |
 |
 |
 |
L |
 |
China Res Power |
2.232 |
8/12/24 |
0.23 |
1.593 |
|
1.659 |
-0.066 |
-4.00 |
|
4.51 |
| |  |
 |
 |
 |
L |
 |
China Unicom |
0.607 |
8/12/24 |
-5.84 |
0.377 |
|
0.395 |
-0.017 |
-4.40 |
|
-2.05 |
| |  |
 |
 |
 |
S |
 |
Nongfu Spring |
2.990 |
8/12/24 |
1.55 |
4.465 |
|
4.678 |
-0.213 |
-4.55 |
|
11.38 |
| |  |
 |
 |
 |
S |
 |
WuXi AppTec HK |
3.575 |
8/12/24 |
1.44 |
10.069 |
|
10.588 |
-0.520 |
-4.91 |
|
-21.84 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
1.046 |
8/12/24 |
2.59 |
0.784 |
|
0.830 |
-0.046 |
-5.58 |
|
-0.21 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
1.243 |
8/12/24 |
-1.93 |
1.615 |
|
1.713 |
-0.097 |
-5.69 |
|
-17.30 |
| |  |
 |
 |
 |
L |
 |
Longfor |
0.971 |
8/12/24 |
-1.95 |
3.758 |
|
3.995 |
-0.237 |
-5.92 |
|
1.24 |
| |  |
 |
 |
 |
S |
 |
Hang Lung |
0.569 |
8/12/24 |
-1.41 |
1.458 |
|
1.565 |
-0.107 |
-6.83 |
|
-10.63 |
| |  |
 |
 |
 |
L |
 |
Tencent |
38.139 |
8/12/24 |
1.35 |
37.387 |
|
40.252 |
-2.865 |
-7.12 |
|
-12.27 |
| |  |
 |
 |
 |
|
 |
JD Health |
2.141 |
8/12/24 |
-2.55 |
5.106 |
|
5.533 |
-0.428 |
-7.73 |
|
-17.12 |
| |  |
 |
 |
 |
|
 |
Trip.com |
33.644 |
8/12/24 |
0.55 |
18.429 |
|
19.973 |
-1.544 |
-7.73 |
|
-7.45 |
| |  |
 |
 |
 |
S |
 |
Chow Tai Fook Jwl |
0.669 |
8/12/24 |
-0.75 |
1.424 |
|
1.552 |
-0.128 |
-8.25 |
|
0.90 |
| |  |
 |
 |
 |
L |
 |
Shenzhou Inter |
6.296 |
8/12/24 |
-0.24 |
11.371 |
|
12.548 |
-1.177 |
-9.38 |
|
-16.06 |
| |  |
 |
 |
 |
S |
 |
Sino Biopharm |
0.300 |
8/12/24 |
2.08 |
0.430 |
|
0.476 |
-0.046 |
-9.60 |
|
-18.91 |
| |  |
 |
 |
 |
|
 |
Xiaomi |
1.674 |
8/12/24 |
0.37 |
1.255 |
|
1.401 |
-0.146 |
-10.42 |
|
-27.29 |
| |  |
 |
 |
 |
|
 |
China Res Beer |
2.410 |
8/12/24 |
-2.47 |
5.273 |
|
5.911 |
-0.637 |
-10.78 |
|
-4.05 |
| |  |
 |
 |
 |
L |
 |
JD.com |
10.181 |
8/12/24 |
-0.10 |
23.575 |
|
26.681 |
-3.106 |
-11.64 |
|
-8.38 |
| |  |
 |
 |
 |
|
 |
Li Ning |
1.430 |
8/12/24 |
-1.13 |
6.443 |
|
7.421 |
-0.978 |
-13.17 |
|
-12.70 |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
1.347 |
8/12/24 |
-2.79 |
4.180 |
|
4.850 |
-0.670 |
-13.81 |
|
-2.97 |
| |  |
 |
 |
 |
L |
 |
CSPC Pharmaceutical |
0.603 |
8/12/24 |
1.02 |
0.759 |
|
0.884 |
-0.125 |
-14.17 |
|
-13.37 |
| |  |
 |
 |
 |
L |
 |
Ping An |
3.422 |
8/12/24 |
0.45 |
4.948 |
|
5.772 |
-0.824 |
-14.28 |
|
-13.02 |
| |  |
 |
 |
 |
L |
 |
Tingyi |
0.914 |
8/12/24 |
-0.66 |
1.391 |
|
1.651 |
-0.260 |
-15.75 |
|
-2.42 |
| |  |
 |
 |
 |
|
 |
Techtronic Inds |
9.820 |
8/12/24 |
-0.26 |
10.343 |
|
12.471 |
-2.128 |
-17.06 |
|
-21.25 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/06/22 |
⇓ Δwk |
2/28/22 |
prc diff |
Δ14 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
ANTA Sports Products |
6.946 |
8/12/24 |
-2.78 |
9.382 |
|
11.363 |
-1.980 |
-17.43 |
|
-19.88 |
| |  |
 |
 |
 |
S |
 |
Sands China |
1.379 |
8/12/24 |
-2.87 |
1.591 |
|
1.954 |
-0.364 |
-18.61 |
|
-16.87 |
| |  |
 |
 |
 |
|
 |
HK & China Gas |
0.673 |
8/12/24 |
1.85 |
0.913 |
|
1.130 |
-0.216 |
-19.15 |
|
-15.57 |
| |  |
 |
 |
 |
L |
 |
Hansoh Pharma |
1.882 |
8/12/24 |
-2.22 |
1.281 |
|
1.598 |
-0.316 |
-19.80 |
|
-27.35 |
| |  |
 |
 |
 |
L |
 |
China Merchants B HK |
3.305 |
8/12/24 |
|
4.984 |
|
6.288 |
-1.305 |
-20.75 |
|
-14.05 |
| |  |
 |
 |
 |
L |
 |
Alibaba Health |
0.330 |
8/12/24 |
-0.61 |
0.410 |
|
0.520 |
-0.110 |
-21.16 |
|
-40.88 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
4.399 |
8/12/24 |
1.29 |
12.876 |
|
17.842 |
-4.966 |
-27.83 |
|
-25.18 |
| |  |
 |
 |
 |
|
 |
Country Garden Svcs |
0.477 |
8/12/24 |
-1.47 |
3.071 |
|
4.463 |
-1.391 |
-31.18 |
|
-32.71 |
| HSI - 82 out of 82 instruments rated - 6/06/22 / 2/28/22 - 42 did rise, Market-Ratio(14) in GBP = 51.22 % |
| Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Index in Pound sterling * A14 - 68/33 (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 |
 |
 |
 |
China Ov Land & Inv |
100 |
37,297 |
|
0.268 |
0.928 |
|
0.659 |
246 |
34,593 |
84 |
|
| short |
1/21/08 |
1/26/09 |
371 |
 |
 |
 |
Galaxy Entertainment |
100 |
86,436 |
|
0.400 |
0.117 |
1.372 |
0.971 |
243 |
118,556 |
236 |
|
| long |
1/26/09 |
1/25/10 |
364 |
 |
 |
 |
Hengan |
100 |
48,807 |
|
2.429 |
4.153 |
|
1.724 |
71 |
202,711 |
71 |
|
| short |
1/25/10 |
8/09/10 |
196 |
 |
 |
 |
China Unicom |
100 |
293,745 |
|
0.690 |
0.840 |
0.540 |
-0.150 |
-22 |
158,623 |
-37 |
|
| long |
8/09/10 |
2/07/11 |
182 |
 |
 |
 |
Galaxy Entertainment |
100 |
358,974 |
|
0.442 |
0.992 |
|
0.550 |
124 |
356,037 |
406 |
|
| short |
2/07/11 |
4/04/11 |
56 |
 |
 |
 |
China Res Land |
100 |
352,201 |
|
1.011 |
1.252 |
0.770 |
-0.241 |
-24 |
271,195 |
-83 |
|
| long |
4/04/11 |
8/01/11 |
119 |
 |
 |
 |
Galaxy Entertainment |
100 |
284,251 |
|
0.954 |
1.708 |
|
0.754 |
79 |
485,391 |
496 |
|
| short |
8/01/11 |
12/26/11 |
147 |
 |
 |
 |
New World Dev |
100 |
147,317 |
|
3.295 |
2.063 |
5.262 |
1.967 |
60 |
775,168 |
220 |
|
| long |
12/26/11 |
5/21/12 |
147 |
 |
 |
 |
Lenovo |
100 |
1,719,917 |
|
0.451 |
0.530 |
|
0.079 |
18 |
910,892 |
49 |
|
| short |
5/21/12 |
8/20/12 |
91 |
 |
 |
 |
China Unicom |
100 |
948,869 |
|
0.960 |
1.076 |
0.844 |
-0.116 |
-12 |
800,656 |
-40 |
|
| long |
8/20/12 |
4/22/13 |
245 |
 |
 |
 |
Galaxy Entertainment |
100 |
433,157 |
|
1.848 |
2.686 |
|
0.838 |
45 |
1,163,533 |
75 |
|
| short |
4/22/13 |
9/16/13 |
147 |
 |
 |
 |
China Shenhua HK |
100 |
533,696 |
|
2.180 |
2.076 |
2.289 |
0.109 |
5 |
1,221,632 |
13 |
|
| long |
9/16/13 |
12/23/13 |
98 |
 |
 |
 |
Galaxy Entertainment |
100 |
272,111 |
|
4.489 |
5.334 |
|
0.844 |
19 |
1,451,359 |
90 |
|
| short |
12/23/13 |
5/19/14 |
147 |
 |
 |
 |
Belle International |
100 |
2,077,688 |
|
0.699 |
0.633 |
0.770 |
0.072 |
10 |
1,600,651 |
28 |
|
| long |
5/19/14 |
11/10/14 |
175 |
 |
 |
 |
Citic Pacific |
100 |
1,527,726 |
|
1.048 |
1.092 |
|
0.045 |
4 |
1,668,693 |
9 |
|
| short |
11/10/14 |
1/12/15 |
63 |
 |
 |
 |
Kunlun Energy |
100 |
2,054,317 |
|
0.812 |
0.644 |
1.025 |
0.213 |
26 |
2,105,676 |
285 |
|
| long |
1/12/15 |
7/13/15 |
182 |
 |
 |
 |
China Life Ins HK |
100 |
814,581 |
|
2.585 |
2.649 |
|
0.064 |
2 |
2,157,857 |
5 |
|
| short |
7/13/15 |
4/18/16 |
280 |
 |
 |
 |
China Shenhua HK |
100 |
1,635,334 |
|
1.320 |
1.205 |
1.445 |
0.126 |
10 |
2,363,549 |
13 |
|
| long |
4/18/16 |
11/21/16 |
217 |
 |
 |
 |
AAC Technologies |
100 |
452,423 |
|
5.224 |
7.471 |
|
2.247 |
43 |
3,380,122 |
83 |
|
| short |
11/21/16 |
2/27/17 |
98 |
 |
 |
 |
Lenovo |
100 |
6,881,393 |
|
0.491 |
0.487 |
0.496 |
0.005 |
1 |
3,411,795 |
4 |
|
| long |
2/27/17 |
4/23/18 |
420 |
 |
 |
 |
Geely Auto |
100 |
3,114,437 |
|
1.095 |
1.950 |
|
0.855 |
78 |
6,073,239 |
65 |
|
| short |
4/23/18 |
5/21/18 |
28 |
 |
 |
 |
China Merchants |
100 |
3,874,854 |
|
1.567 |
1.793 |
1.342 |
-0.226 |
-14 |
5,198,505 |
-87 |
|
| long |
5/21/18 |
6/25/18 |
35 |
 |
 |
 |
CNOOC |
100 |
3,773,707 |
|
1.378 |
1.213 |
|
-0.165 |
-12 |
4,576,703 |
-74 |
|
| short |
6/25/18 |
1/21/19 |
210 |
 |
 |
 |
WH Group |
100 |
7,705,921 |
|
0.594 |
0.678 |
0.510 |
-0.084 |
-14 |
3,927,708 |
-23 |
|
| long |
1/21/19 |
5/27/19 |
126 |
 |
 |
 |
Lenovo |
100 |
6,898,174 |
|
0.569 |
0.573 |
|
0.003 |
1 |
3,950,491 |
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 |
12/30/19 |
217 |
 |
 |
 |
AAC Technologies |
100 |
929,541 |
|
4.250 |
6.545 |
1.955 |
-2.295 |
-54 |
1,817,253 |
-73 |
|
| long |
12/30/19 |
2/03/20 |
35 |
 |
 |
 |
Sunny Optical |
100 |
136,682 |
|
13.295 |
12.722 |
|
-0.574 |
-4 |
1,738,847 |
-37 |
|
| short |
2/03/20 |
6/29/20 |
147 |
 |
 |
 |
Bank of East Asia |
100 |
1,048,391 |
|
1.659 |
1.836 |
1.481 |
-0.178 |
-11 |
1,552,563 |
-25 |
|
| long |
6/29/20 |
8/03/20 |
35 |
 |
 |
 |
Tencent |
100 |
30,409 |
|
51.054 |
53.250 |
|
2.195 |
4 |
1,619,313 |
55 |
|
| short |
8/03/20 |
8/31/20 |
28 |
 |
 |
 |
Swire Pacific |
100 |
434,772 |
|
3.725 |
4.070 |
3.379 |
-0.346 |
-9 |
1,468,966 |
-72 |
|
| long |
8/31/20 |
9/14/20 |
14 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
38,930 |
|
37.733 |
37.283 |
|
-0.449 |
-1 |
1,451,469 |
-27 |
|
| short |
9/14/20 |
1/04/21 |
112 |
 |
 |
 |
HSBC |
100 |
449,519 |
|
3.229 |
3.845 |
2.613 |
-0.616 |
-19 |
1,174,685 |
-50 |
|
| long |
1/04/21 |
7/19/21 |
196 |
 |
 |
 |
Geely Auto |
100 |
459,443 |
|
2.557 |
2.231 |
|
-0.325 |
-13 |
1,025,164 |
-22 |
|
| short |
7/19/21 |
1/24/22 |
189 |
 |
 |
 |
China Life Ins HK |
100 |
792,489 |
|
1.294 |
1.340 |
1.247 |
-0.046 |
-4 |
988,393 |
-7 |
|
| long |
1/24/22 |
4/25/22 |
91 |
 |
 |
 |
China Res Power |
100 |
501,516 |
|
1.971 |
1.402 |
|
-0.569 |
-29 |
702,931 |
-75 |
|
| short |
4/25/22 |
1/02/23 |
252 |
 |
 |
 |
AAC Technologies |
100 |
446,643 |
|
1.574 |
1.896 |
1.251 |
-0.323 |
-20 |
558,885 |
-28 |
|
| long |
1/02/23 |
4/24/23 |
112 |
 |
 |
 |
Sands China |
100 |
203,005 |
|
2.753 |
2.969 |
|
0.216 |
8 |
602,634 |
28 |
|
| short |
4/24/23 |
4/29/24 |
371 |
 |
 |
 |
JD.com |
100 |
42,684 |
|
14.118 |
12.002 |
16.608 |
2.489 |
18 |
708,888 |
17 |
|
| long |
4/29/24 |
8/12/24 |
105 |
 |
 |
 |
China Hongqiao |
100 |
651,347 |
|
1.088 |
1.005 |
|
-0.084 |
-8 |
654,474 |
-24 |
|
| accum | 1/09/06 |
8/12/24 | 7393 |
days out of 7400 invested (100%) |
6,445 |
654,474 |
23 |
|
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 | 1/26/09 | 371 | 0.40 | 0.12 | 1.37 | 0.97 | 242.71 | | | |
| | long | 8/09/10 | 2/07/11 | 182 | 0.44 | 0.99 | | 0.55 | 124.46 | | | |
| | long | 4/04/11 | 8/01/11 | 119 | 0.95 | 1.71 | | 0.75 | 78.98 | | | |
| | long | 8/20/12 | 4/22/13 | 245 | 1.85 | 2.69 | | 0.84 | 45.32 | | | |
| | long | 9/16/13 | 12/23/13 | 98 | 4.49 | 5.33 | | 0.84 | 18.80 | | | 2,277.06 |
| China Ov Land & Inv | long | 1/09/06 | 1/21/08 | 742 | 0.27 | 0.93 | | 0.66 | 245.94 | | | 245.94 |
| Hengan | long | 1/26/09 | 1/25/10 | 364 | 2.43 | 4.15 | | 1.72 | 70.98 | | | 70.98 |
| New World Dev | short | 8/01/11 | 12/26/11 | 147 | 3.29 | 2.06 | 5.26 | 1.97 | 59.70 | | | 59.70 |
| Geely Auto | long | 2/27/17 | 4/23/18 | 420 | 1.10 | 1.95 | | 0.85 | 78.01 | | | |
| | long | 1/04/21 | 7/19/21 | 196 | 2.56 | 2.23 | | -0.33 | -12.73 | | | 55.35 |
| Kunlun Energy | short | 11/10/14 | 1/12/15 | 63 | 0.81 | 0.64 | 1.03 | 0.21 | 26.19 | | | 26.19 |
| Lenovo | long | 12/26/11 | 5/21/12 | 147 | 0.45 | 0.53 | | 0.08 | 17.51 | | | |
| | short | 11/21/16 | 2/27/17 | 98 | 0.49 | 0.49 | 0.50 | 0.00 | 0.94 | | | |
| | long | 1/21/19 | 5/27/19 | 126 | 0.57 | 0.57 | | 0.00 | 0.58 | | | 19.30 |
| JD.com | short | 4/24/23 | 4/29/24 | 371 | 14.12 | 12.00 | 16.61 | 2.49 | 17.63 | | | 17.63 |
| China Shenhua HK | short | 4/22/13 | 9/16/13 | 147 | 2.18 | 2.08 | 2.29 | 0.11 | 4.99 | | | |
| | short | 7/13/15 | 4/18/16 | 280 | 1.32 | 1.20 | 1.45 | 0.13 | 9.53 | | | 15.00 |
| Belle International | short | 12/23/13 | 5/19/14 | 147 | 0.70 | 0.63 | 0.77 | 0.07 | 10.29 | | | 10.29 |
| Sands China | long | 1/02/23 | 4/24/23 | 112 | 2.75 | 2.97 | | 0.22 | 7.83 | | | 7.83 |
| Tencent | long | 6/29/20 | 8/03/20 | 35 | 51.05 | 53.25 | | 2.20 | 4.30 | | | 4.30 |
| Citic Pacific | long | 5/19/14 | 11/10/14 | 175 | 1.05 | 1.09 | | 0.04 | 4.25 | | | 4.25 |
| HK Exchgs & Clrg | long | 8/31/20 | 9/14/20 | 14 | 37.73 | 37.28 | | -0.45 | -1.19 | | | -1.19 |
| China Life Ins HK | long | 1/12/15 | 7/13/15 | 182 | 2.58 | 2.65 | | 0.06 | 2.48 | | | |
| | short | 7/19/21 | 1/24/22 | 189 | 1.29 | 1.34 | 1.25 | -0.05 | -3.59 | | | -1.20 |
| Sunny Optical | long | 12/30/19 | 2/03/20 | 35 | 13.30 | 12.72 | | -0.57 | -4.31 | | | -4.31 |
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| China Hongqiao | long | 4/29/24 | 8/12/24 | 105 | 1.09 | 1.00 | | -0.08 | -7.68 | | | -7.68 |
| Swire Pacific | short | 8/03/20 | 8/31/20 | 28 | 3.72 | 4.07 | 3.38 | -0.35 | -9.28 | | | -9.28 |
| Bank of East Asia | short | 2/03/20 | 6/29/20 | 147 | 1.66 | 1.84 | 1.48 | -0.18 | -10.71 | | | -10.71 |
| CNOOC | long | 5/21/18 | 6/25/18 | 35 | 1.38 | 1.21 | | -0.16 | -11.96 | | | -11.96 |
| WH Group | short | 6/25/18 | 1/21/19 | 210 | 0.59 | 0.68 | 0.51 | -0.08 | -14.18 | | | -14.18 |
| China Merchants | short | 4/23/18 | 5/21/18 | 28 | 1.57 | 1.79 | 1.34 | -0.23 | -14.40 | | | -14.40 |
| HSBC | short | 9/14/20 | 1/04/21 | 112 | 3.23 | 3.84 | 2.61 | -0.62 | -19.07 | | | -19.07 |
| China Res Land | short | 2/07/11 | 4/04/11 | 56 | 1.01 | 1.25 | 0.77 | -0.24 | -23.83 | | | -23.83 |
| China Res Power | long | 1/24/22 | 4/25/22 | 91 | 1.97 | 1.40 | | -0.57 | -28.88 | | | -28.88 |
| China Unicom | short | 1/25/10 | 8/09/10 | 196 | 0.69 | 0.84 | 0.54 | -0.15 | -21.75 | | | |
| | short | 5/21/12 | 8/20/12 | 91 | 0.96 | 1.08 | 0.84 | -0.12 | -12.10 | | | -31.22 |
| AAC Technologies | long | 4/18/16 | 11/21/16 | 217 | 5.22 | 7.47 | | 2.25 | 43.01 | | | |
| | short | 5/27/19 | 12/30/19 | 217 | 4.25 | 6.54 | 1.96 | -2.29 | -54.00 | | | |
| | short | 4/25/22 | 1/02/23 | 252 | 1.57 | 1.90 | 1.25 | -0.32 | -20.49 | | | -47.70 |
Annotations
| 5/23/18 | HSI | | | index adaption
removed: Cathay Pacific Airways, Kunlun Energy, The Wharf
added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC |
| 7/19/17 | HSI | | | Belle drops out due to acquisition by Hillhouse Capital and CDH Investments |
| 4/01/17 | HSI | | | machine learning processed for all techniques |
| 3/06/17 | HSI | | | Geely Auto replaces Li & Fung |
| 12/28/16 | HSI | | | AAC Technologies and CKI replacen China Res Enterprises and Tingyi |
| 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 |
| 7/27/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
| 6/08/15 | HSI | | | CK Property and The Link REIT replace Costco and Hutchison Whampoa. |
| 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 |
|
|