Assessment - Hang Seng Commerce & Industry in Pound sterling - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		HSI-CI	954.287	8/12/24	-0.05	985.902	-3.21	927.973	57.929	6.24		1.07
						L		China Hongqiao	1.005	8/12/24	1.33	1.197	-16.07	0.642	0.555	86.43		61.55
						L		CNOOC	1.999	8/12/24	-0.80	2.269	-11.88	1.306	0.962	73.66		54.13
						L		China Shenhua HK	3.272	8/12/24	1.57	3.641	-10.15	2.688	0.953	35.45		31.80
						L		Hansoh Pharma	1.874	8/12/24	-2.22	1.653	13.36	1.584	0.069	4.37		23.08
								PetroChina	0.676	8/12/24		0.800	-15.57	0.519	0.282	54.31		33.62
								Trip.com	33.507	8/12/24	0.55	37.943	-11.69	28.160	9.783	34.74		20.81
								Xiaomi	1.667	8/12/24	0.37	1.669	-0.12	1.568	0.101	6.47		19.29
								Zijin Mining HK	1.550	8/12/24	0.66	1.669	-7.16	1.292	0.377	29.16		24.17
						L		Tencent	37.984	8/12/24	1.35	37.721	0.70	29.507	8.214	27.84		18.02
						L		Lenovo	1.041	8/12/24	2.59	1.116	-6.72	1.097	0.019	1.71		21.37
						L		Haier Smart Home	2.461	8/12/24	1.67	2.644	-6.90	2.216	0.428	19.30		7.92
						L		China Unicom	0.605	8/12/24	-5.84	0.726	-16.74	0.492	0.234	47.48		31.34
						L		Meituan	10.534	8/12/24	-2.07	11.253	-6.39	8.231	3.022	36.72		9.97
						L		Orient Overseas	10.565	8/12/24	2.25	12.833	-17.68	10.954	1.879	17.15		14.21
						L		Shenzhou Inter	6.270	8/12/24	-0.24	7.744	-19.03	8.080	-0.337	-4.16		1.58
								WH Group	0.533	8/12/24		0.521	2.33	0.507	0.014	2.79		9.43
								Techtronic Inds	9.780	8/12/24	-0.26	9.035	8.24	9.351	-0.316	-3.38		2.69
						L		China Mobile	7.181	8/12/24	-0.56	7.799	-7.92	6.512	1.287	19.76		16.07
								Sinopec	0.502	8/12/24	0.61	0.513	-1.98	0.411	0.101	24.69		16.15
						L		CSPC Pharmaceutical	0.601	8/12/24	1.02	0.630	-4.66	0.730	-0.100	-13.65		-1.53
						L		BYD Company	21.636	8/12/24	-0.28	23.499	-7.93	21.547	1.952	9.06		4.50
						L		JD.com	10.139	8/12/24	-0.10	10.463	-3.10	11.306	-0.843	-7.46		-7.13
						L		SMIC	1.675	8/12/24	-0.24	1.734	-3.39	1.996	-0.262	-13.12		-4.63
								ANTA Sports Products	6.918	8/12/24	-2.78	7.597	-8.93	7.613	-0.016	-0.21		-8.42
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		Tingyi	0.911	8/12/24	-0.66	0.953	-4.46	0.957	-0.004	-0.38		-2.78
								Geely Auto	0.773	8/12/24	0.26	0.890	-13.20	0.863	0.027	3.13		-2.96
						L		Sinopharm	2.046	8/12/24	1.10	2.102	-2.65	2.030	0.072	3.53		-1.36
								Citic Pacific	0.719	8/12/24		0.719		0.784	-0.065	-8.26		-7.44
								Haidilao Inter	1.238	8/12/24	-1.93	1.422	-12.96	1.461	-0.039	-2.68		-17.39
								Xinyi Glass	0.765	8/12/24	-0.13	0.867	-11.80	0.880	-0.013	-1.51		-6.83
								Alibaba	7.946	8/12/24	0.77	7.141	11.28	7.598	-0.457	-6.01		-9.55
								NetEase	14.262	8/12/24	0.50	15.102	-5.57	14.130	0.972	6.88		-5.53
								Hengan	2.568	8/12/24	-0.20	2.411	6.51	2.920	-0.509	-17.43		-12.04
						S		Nongfu Spring	2.978	8/12/24	1.55	3.753	-20.65	4.538	-0.785	-17.29		-15.10
						L		Sunny Optical	4.381	8/12/24	1.29	4.887	-10.36	7.120	-2.233	-31.36		-13.14
								CK Hutchison	4.092	8/12/24	0.12	3.788	8.02	4.206	-0.418	-9.93		-8.90
						S		Sino Biopharm	0.299	8/12/24	2.08	0.270	10.49	0.349	-0.078	-22.45		-13.50
						L		Alibaba Health	0.328	8/12/24	-0.61	0.317	3.51	0.426	-0.109	-25.60		-19.25
						L		Galaxy Entertainment	2.983	8/12/24	-4.38	3.687	-19.09	4.397	-0.710	-16.15		-16.40
								MTR	2.623	8/12/24	0.19	2.497	5.07	3.045	-0.548	-18.01		-14.47
								Xinyi Solar	0.358	8/12/24	0.28	0.398	-10.18	0.458	-0.060	-13.14		-25.96
						S		Baidu	8.372	8/12/24	-0.66	8.635	-3.05	11.668	-3.033	-25.99		-24.19
								China Res Beer	2.401	8/12/24	-2.47	2.659	-9.71	3.437	-0.778	-22.64		-29.91
						S		Sands China	1.373	8/12/24	-2.87	1.649	-16.71	2.296	-0.647	-28.19		-27.74
						S		Chow Tai Fook Jwl	0.666	8/12/24	-0.75	0.856	-22.13	1.168	-0.312	-26.71		-25.98
								Li Ning	1.424	8/12/24	-1.13	1.712	-16.80	2.100	-0.389	-18.50		-29.63
								Zhongsheng	1.078	8/12/24	-1.12	1.157	-6.83	1.877	-0.721	-38.38		-34.01
								JD Health	2.132	8/12/24	-2.55	2.152	-0.94	3.839	-1.687	-43.93		-37.81
						S		Budweiser Brewing	0.942	8/12/24	-2.11	0.932	1.09	1.469	-0.537	-36.58		-32.52
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		China Mengniu Dairy	1.341	8/12/24	-2.79	1.418	-5.43	2.110	-0.692	-32.81		-32.66
						S		Li Auto	7.799	8/12/24	-1.79	7.121	9.53	14.010	-6.889	-49.17		-44.50
						S		WuXi AppTec HK	3.560	8/12/24	1.44	2.958	20.38	7.548	-4.590	-60.81		-48.78
								WuXi Biologics	1.193	8/12/24	3.70	1.169	2.08	2.975	-1.806	-60.71		-50.39
HSI-C&I - 53 out of 53 instruments rated - 7/01/24 / 1/01/24 - 21 did rise, Market-Ratio(26) in GBP = 39.62 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

 

Transactions Hang Seng Commerce & Industry in Pound sterling * Mixed Straddles L17 - 69/30 (1) - S17 - 37/53 (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	32,525		0.307	0.793		0.485	158	25,779	59
short	1/21/08	7/14/08	175				Galaxy Entertainment	100	64,411		0.400	0.231	0.694	0.294	73	44,708	215
7/14/08		7/28/08	14				- cash -
	7/28/08	2/16/09	203				Galaxy Entertainment	100	205,262		0.218	0.109	0.436	0.218	100	89,515	248
long	2/16/09	5/17/10	455				Hengan	100	34,994		2.558	4.619		2.061	81	161,649	61
short	5/10/10	6/14/10	35				Citic Pacific	100	119,604		1.352	1.203	1.518	0.167	12	181,583	236
6/14/10		6/21/10	7				- cash -
long	6/21/10	8/15/11	420				Galaxy Entertainment	100	485,407		0.374	1.608		1.234	330	780,564	255
short	8/09/10	8/30/10	21				Citic Pacific	100	607,710		1.284	1.323	1.246	-0.038	-3	757,390	-41
	8/08/11	1/09/12	154				Li & Fung	100	749,327		1.011	1.332	0.690	-0.321	-32	516,886	-60
1/09/12		1/16/12	7				- cash -
long	1/16/12	6/04/12	140				Sands China	100	243,173		2.126	2.124		-0.001	0	516,573	0
short	5/21/12	9/10/12	112				Citic Pacific	100	539,940		0.957	0.787	1.163	0.207	22	628,113	89
9/10/12		9/17/12	7				- cash -
long	9/17/12	5/13/13	238				Galaxy Entertainment	100	319,255		1.967	3.244		1.276	65	1,035,613	115
short	4/08/13	8/12/13	126				Li & Fung	100	1,172,197		0.883	0.867	0.900	0.017	2	1,055,212	6
8/12/13		9/30/13	49				- cash -
long	9/30/13	2/10/14	133				Galaxy Entertainment	100	240,894		4.380	5.470		1.089	25	1,317,645	84
short	2/03/14	5/26/14	112				Belle International	100	1,991,148		0.662	0.631	0.694	0.032	5	1,381,857	17
long	5/26/14	10/13/14	140				Tencent	100	167,710		8.240	9.175		0.936	11	1,538,754	32
short	10/06/14	2/23/15	140				Galaxy Entertainment	100	396,835		3.878	3.508	4.287	0.409	11	1,701,037	30
2/23/15		4/13/15	49				- cash -
long	4/13/15	7/27/15	105				Tencent	100	113,453		14.993	12.074		-2.919	-19	1,369,895	-53
short	7/06/15	4/18/16	287				Sands China	100	571,520		2.397	2.709	2.085	-0.312	-13	1,191,449	-16
4/18/16		5/09/16	21				- cash -
long	5/09/16	1/02/17	238				MTR	100	346,200		3.441	3.958		0.516	15	1,370,221	24
short	12/26/16	2/13/17	49				Hengan	100	237,034		5.781	6.709	4.852	-0.929	-16	1,150,113	-73
2/13/17		2/27/17	14				- cash -
long	2/27/17	8/06/18	525				Galaxy Entertainment	100	299,397		3.841	5.529		1.688	44	1,655,382	29
short	3/05/18	3/12/18	7				China Merchants	100	1,012,068		1.636	1.709	1.563	-0.073	-4	1,581,559	-91
	5/07/18	5/14/18	7				China Merchants	100	979,706		1.614	1.714	1.515	-0.099	-6	1,484,256	-96
	5/28/18	6/11/18	14				China Merchants	100	851,850		1.742	1.662	1.826	0.084	5	1,555,649	240
	7/09/18	2/04/19	210				WH Group	100	2,527,657		0.615	0.685	0.546	-0.070	-11	1,379,090	-19
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/04/19		2/11/19	7				- cash -
long	2/11/19	5/27/19	105				Lenovo	100	2,440,357		0.565	0.573		0.008	1	1,397,560	5
short	5/27/19	12/16/19	203				AAC Technologies	100	328,842		4.250	6.461	2.039	-2.211	-52	670,577	-73
12/16/19		12/23/19	7				- cash -
long	12/23/19	3/02/20	70				Sunny Optical	100	48,991		13.688	12.813		-0.875	-6	627,720	-29
short	2/24/20	7/06/20	133				PetroChina	100	1,962,970		0.320	0.299	0.341	0.022	7	670,158	20
7/06/20		7/13/20	7				- cash -
long	7/13/20	11/02/20	112				Geely Auto	100	343,799		1.949	1.808		-0.141	-7	621,575	-22
short	8/10/20	8/17/20	7				Swire Pacific	100	162,013		3.837	4.087	3.587	-0.250	-7	581,063	-97
	9/07/20	9/21/20	14				Swire Pacific	100	142,272		4.084	3.860	4.322	0.238	6	614,875	337
	9/28/20	11/16/20	49				Citic Pacific	100	1,076,524		0.571	0.611	0.532	-0.039	-7	572,496	-41
11/16/20		1/18/21	63				- cash -
long	1/18/21	7/12/21	175				Geely Auto	100	188,380		3.039	2.240		-0.799	-26	421,939	-47
short	6/28/21	1/17/22	203				China Unicom	100	1,055,311		0.400	0.382	0.419	0.019	5	441,964	9
long	1/17/22	5/16/22	119				Want Want China	100	619,291		0.714	0.764		0.050	7	472,956	23
short	5/09/22	1/02/23	238				Sunny Optical	100	45,806		10.325	9.870	10.802	0.477	5	494,785	7
1/02/23		1/09/23	7				- cash -
long	1/09/23	5/08/23	119				Sands China	100	168,188		2.942	2.635		-0.307	-10	443,128	-29
short	5/08/23	4/08/24	336				JD.com	100	31,467		14.082	10.328	19.201	5.119	36	604,197	40
4/08/24		5/13/24	35				- cash -
long	5/13/24	8/12/24	91				China Hongqiao	100	501,556		1.205	1.005		-0.200	-17	503,964	-52
accum	1/09/06	8/12/24	6977	days out of 7278 invested (96%)										4,940		503,964	23

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Galaxy Entertainment	short	1/21/08	7/14/08	175	0.40	0.23	0.69	0.29	73.43
	short	7/28/08	2/16/09	203	0.22	0.11	0.44	0.22	100.22
	long	6/21/10	8/15/11	420	0.37	1.61		1.23	329.87
	long	9/17/12	5/13/13	238	1.97	3.24		1.28	64.88
	long	9/30/13	2/10/14	133	4.38	5.47		1.09	24.87
	short	10/06/14	2/23/15	140	3.88	3.51	4.29	0.41	10.55
	long	2/27/17	8/06/18	525	3.84	5.53		1.69	43.93			4,789.83
Tingyi	long	1/09/06	1/21/08	742	0.31	0.79		0.49	157.79			157.79
Hengan	long	2/16/09	5/17/10	455	2.56	4.62		2.06	80.58
	short	12/26/16	2/13/17	49	5.78	6.71	4.85	-0.93	-16.06			51.58
JD.com	short	5/08/23	4/08/24	336	14.08	10.33	19.20	5.12	36.35			36.35
Citic Pacific	short	5/10/10	6/14/10	35	1.35	1.20	1.52	0.17	12.33
	short	8/09/10	8/30/10	21	1.28	1.32	1.25	-0.04	-2.97
	short	5/21/12	9/10/12	112	0.96	0.79	1.16	0.21	21.59
	short	9/28/20	11/16/20	49	0.57	0.61	0.53	-0.04	-6.89			23.40
MTR	long	5/09/16	1/02/17	238	3.44	3.96		0.52	15.00			15.00
Want Want China	long	1/17/22	5/16/22	119	0.71	0.76		0.05	7.01			7.01
PetroChina	short	2/24/20	7/06/20	133	0.32	0.30	0.34	0.02	6.76			6.76
Belle International	short	2/03/14	5/26/14	112	0.66	0.63	0.69	0.03	4.87			4.87
China Unicom	short	6/28/21	1/17/22	203	0.40	0.38	0.42	0.02	4.75			4.75
Lenovo	long	2/11/19	5/27/19	105	0.57	0.57		0.01	1.34			1.34
Swire Pacific	short	8/10/20	8/17/20	7	3.84	4.09	3.59	-0.25	-6.52
	short	9/07/20	9/21/20	14	4.08	3.86	4.32	0.24	5.82			-1.08
Sunny Optical	long	12/23/19	3/02/20	70	13.69	12.81		-0.87	-6.39
	short	5/09/22	1/02/23	238	10.33	9.87	10.80	0.48	4.62			-2.07
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
China Merchants	short	3/05/18	3/12/18	7	1.64	1.71	1.56	-0.07	-4.46
	short	5/07/18	5/14/18	7	1.61	1.71	1.52	-0.10	-6.15
	short	5/28/18	6/11/18	14	1.74	1.66	1.83	0.08	4.81			-6.02
Tencent	long	5/26/14	10/13/14	140	8.24	9.18		0.94	11.35
	long	4/13/15	7/27/15	105	14.99	12.07		-2.92	-19.47			-10.32
WH Group	short	7/09/18	2/04/19	210	0.62	0.69	0.55	-0.07	-11.35			-11.35
China Hongqiao	long	5/13/24	8/12/24	91	1.20	1.00		-0.20	-16.59			-16.59
Sands China	long	1/16/12	6/04/12	140	2.13	2.12		-0.00	-0.06
	short	7/06/15	4/18/16	287	2.40	2.71	2.08	-0.31	-13.03
	long	1/09/23	5/08/23	119	2.94	2.63		-0.31	-10.44			-22.15
Li & Fung	short	8/08/11	1/09/12	154	1.01	1.33	0.69	-0.32	-31.75
	short	4/08/13	8/12/13	126	0.88	0.87	0.90	0.02	1.89			-30.46
Geely Auto	long	7/13/20	11/02/20	112	1.95	1.81		-0.14	-7.25
	long	1/18/21	7/12/21	175	3.04	2.24		-0.80	-26.30			-31.64
AAC Technologies	short	5/27/19	12/16/19	203	4.25	6.46	2.04	-2.21	-52.02			-52.02

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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