Share-o-matic - Assessment HSI (Hang Seng Index)

Assessment - Hang Seng Index in Renminbi yuán - 1/07/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	HSI	15,957.092	12/08/24	0.13	16,523.041	-3.43	15,482.497	1,040.545	6.72	2.58
	L	China Hongqiao	9.251	12/08/24	1.33	11.022	-16.07	5.803	5.219	89.93	63.57
	L	CNOOC	18.408	12/08/24	-0.80	20.889	-11.88	11.807	9.082	76.92	56.02
	L	China Shenhua HK	30.121	12/08/24	1.57	33.524	-10.15	24.294	9.230	37.99	33.41
	L	China Res Power	20.469	12/08/24	0.23	22.334	-8.35	14.204	8.130	57.23	43.72
	L	Hansoh Pharma	17.252	12/08/24	-2.22	15.219	13.36	14.313	0.906	6.33	24.57
		PetroChina	6.220	12/08/24		7.367	-15.57	4.686	2.681	57.20	35.29
		Trip.com	308.479	12/08/24	0.55	349.324	-11.69	254.478	94.846	37.27	22.36
		Xiaomi	15.349	12/08/24	0.37	15.368	-0.12	14.168	1.200	8.47	20.68
	L	Bank of China	3.171	12/08/24	1.19	3.590	-11.69	2.706	0.884	32.65	29.40
		Zijin Mining HK	14.268	12/08/24	0.66	15.368	-7.16	11.679	3.689	31.58	25.72
	L	Tencent	349.697	12/08/24	1.35	347.272	0.70	266.648	80.624	30.24	19.50
	L	Lenovo	9.586	12/08/24	2.59	10.276	-6.72	9.918	0.359	3.62	22.85
	L	China Constr Bk HK	5.176	12/08/24	1.46	5.381	-3.81	4.223	1.158	27.41	24.68
	L	Haier Smart Home	22.660	12/08/24	1.67	24.339	-6.90	20.026	4.313	21.54	9.26
	L	China Unicom	5.567	12/08/24	-5.84	6.686	-16.74	4.450	2.236	50.25	32.96
	L	Meituan	96.983	12/08/24	-2.07	103.604	-6.39	74.382	29.222	39.29	11.36
	L	Hang Seng Bank	85.699	12/08/24	0.38	93.626	-8.47	82.692	10.934	13.22	6.70
	L	Orient Overseas	97.262	12/08/24	2.25	118.151	-17.68	98.994	19.157	19.35	15.69
	L	Shenzhou Inter	57.723	12/08/24	-0.24	71.292	-19.03	73.020	-1.728	-2.37	2.81
		WH Group	4.905	12/08/24		4.793	2.33	4.577	0.216	4.72	10.74
	L	Bank of China (HK)	20.795	12/08/24		22.427	-7.28	19.254	3.173	16.48	12.10
	L	ICBC	4.178	12/08/24	2.05	4.327	-3.45	3.469	0.858	24.72	21.00
		Techtronic Inds	90.035	12/08/24	-0.26	83.181	8.24	84.508	-1.327	-1.57	3.99
	L	China Merchants B HK	30.307	12/08/24		33.058	-8.32	24.067	8.991	37.36	14.98
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	China Mobile	66.116	12/08/24	-0.56	71.804	-7.92	58.852	12.953	22.01	17.49
	L	HSBC	60.008	12/08/24	0.63	63.691	-5.78	57.217	6.475	11.32	11.44
		Sinopec	4.625	12/08/24	0.61	4.719	-1.98	3.715	1.004	27.03	17.61
	L	CSPC Pharmaceutical	5.530	12/08/24	1.02	5.800	-4.66	6.594	-0.793	-12.03	-0.32
	L	BYD Company	199.187	12/08/24	-0.28	216.346	-7.93	194.719	21.627	11.11	5.78
		CK Infrastructure	51.709	12/08/24	0.36	41.124	25.74	39.234	1.890	4.82	6.73
		CLP	64.344	12/08/24	-0.07	58.842	9.35	58.534	0.309	0.53	3.56
	L	ENN Energy	49.797	12/08/24	0.85	60.008	-17.02	52.222	7.786	14.91	0.67
	L	China Ov Land & Inv	11.918	12/08/24	-0.93	12.626	-5.61	12.497	0.130	1.04	-2.04
	L	JD.com	93.346	12/08/24	-0.10	96.330	-3.10	102.173	-5.843	-5.72	-5.92
	L	SMIC	15.424	12/08/24	-0.24	15.965	-3.39	18.037	-2.072	-11.49	-3.51
	L	China Life Ins HK	9.680	12/08/24	0.58	10.295	-5.98	9.191	1.104	12.01	4.35
	S	Power Assets	50.263	12/08/24	-0.28	39.399	27.57	41.096	-1.697	-4.13	1.10
		ANTA Sports Products	63.691	12/08/24	-2.78	69.939	-8.93	68.796	1.143	1.66	-7.32
		HK & China Gas	6.173	12/08/24	1.85	5.539	11.45	5.431	0.108	1.99	1.96
	L	Tingyi	8.383	12/08/24	-0.66	8.775	-4.46	8.646	0.129	1.49	-1.58
		Geely Auto	7.115	12/08/24	0.26	8.197	-13.20	7.801	0.395	5.07	-1.76
	L	Sinopharm	18.837	12/08/24	1.10	19.350	-2.65	18.346	1.004	5.47	-0.12
		Citic Pacific	6.621	12/08/24		6.621		7.084	-0.463	-6.54	-6.25
	L	HK Exchgs & Clrg	215.973	12/08/24	0.96	233.318	-7.43	243.398	-10.081	-4.14	-5.48
		Henderson Land	20.562	12/08/24	-2.43	19.536	5.25	21.842	-2.306	-10.56	-4.68
	L	Longfor	8.906	12/08/24	-1.95	9.997	-10.91	11.353	-1.356	-11.94	-11.86
		Haidilao Inter	11.395	12/08/24	-1.93	13.093	-12.96	13.205	-0.113	-0.85	-16.38
	L	China Res Land	21.215	12/08/24	-1.09	24.759	-14.31	25.430	-0.671	-2.64	-4.28
	L	China Res Mixc	20.376	12/08/24	-1.13	24.106	-15.47	25.293	-1.188	-4.70	-8.62
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		Xinyi Glass	7.041	12/08/24	-0.13	7.982	-11.80	7.956	0.027	0.33	-5.64
		Alibaba	73.157	12/08/24	0.77	65.743	11.28	68.660	-2.917	-4.25	-8.42
	L	Ping An	31.379	12/08/24	0.45	33.011	-4.94	32.105	0.906	2.82	-8.01
		NetEase	131.300	12/08/24	0.50	139.040	-5.57	127.693	11.346	8.89	-4.41
		Hengan	23.640	12/08/24	-0.20	22.194	6.51	26.383	-4.189	-15.88	-10.93
	S	Nongfu Spring	27.416	12/08/24	1.55	34.550	-20.65	41.005	-6.455	-15.74	-14.09
	L	Sunny Optical	40.332	12/08/24	1.29	44.994	-10.36	64.346	-19.352	-30.07	-12.08
		CK Hutchison	37.674	12/08/24	0.12	34.876	8.02	38.008	-3.132	-8.24	-7.77
	S	Sino Biopharm	2.751	12/08/24	2.08	2.490	10.49	3.151	-0.662	-20.99	-12.44
	L	Alibaba Health	3.021	12/08/24	-0.61	2.919	3.51	3.851	-0.932	-24.20	-18.28
	L	Galaxy Entertainment	27.463	12/08/24	-4.38	33.944	-19.09	39.734	-5.790	-14.57	-15.36
		Sun Hung Kai	66.722	12/08/24	-1.85	62.992	5.92	76.698	-13.706	-17.87	-14.95
	L	AIA	48.398	12/08/24	-1.33	49.424	-2.08	61.803	-12.379	-20.03	-16.92
		MTR	24.152	12/08/24	0.19	22.987	5.07	27.519	-4.532	-16.47	-13.41
	S	Link REIT	32.499	12/08/24	-0.57	28.302	14.83	39.825	-11.523	-28.93	-19.00
		Xinyi Solar	3.292	12/08/24	0.28	3.665	-10.18	4.141	-0.477	-11.51	-24.98
	S	Baidu	77.073	12/08/24	-0.66	79.498	-3.05	105.442	-25.945	-24.61	-23.25
		China Res Beer	22.101	12/08/24	-2.47	24.479	-9.71	31.061	-6.582	-21.19	-29.04
	S	CK Property	28.862	12/08/24	0.32	27.276	5.81	35.602	-8.325	-23.38	-21.09
	S	Sands China	12.645	12/08/24	-2.87	15.182	-16.71	20.752	-5.571	-26.84	-26.83
		Wharf REIC	20.096	12/08/24	-1.60	19.303	4.11	23.977	-4.673	-19.49	-23.62
		Country Garden Svcs	4.374	12/08/24	-1.47	4.495	-2.70	6.130	-1.636	-26.68	-25.12
	S	Chow Tai Fook Jwl	6.136	12/08/24	-0.75	7.880	-22.13	10.553	-2.673	-25.33	-25.06
		Li Ning	13.111	12/08/24	-1.13	15.760	-16.80	18.981	-3.222	-16.97	-28.73
		Zhongsheng	9.922	12/08/24	-1.12	10.649	-6.83	16.965	-6.316	-37.23	-33.19
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	S	Hang Lung	5.213	12/08/24	-1.41	6.211	-16.07	9.881	-3.671	-37.15	-29.56
		JD Health	19.630	12/08/24	-2.55	19.816	-0.94	34.693	-14.877	-42.88	-37.04
	S	Budweiser Brewing	8.672	12/08/24	-2.11	8.579	1.09	13.278	-4.699	-35.39	-31.70
		New World Dev	6.751	12/08/24	-2.69	6.817	-0.96	11.007	-4.191	-38.07	-35.81
	S	China Mengniu Dairy	12.347	12/08/24	-2.79	13.055	-5.43	19.072	-6.017	-31.55	-31.87
	S	Li Auto	71.804	12/08/24	-1.79	65.557	9.53	126.603	-61.047	-48.22	-43.85
	S	WuXi AppTec HK	32.778	12/08/24	1.44	27.230	20.38	68.206	-40.976	-60.08	-48.23
		WuXi Biologics	10.985	12/08/24	3.70	10.761	2.08	26.883	-16.121	-59.97	-49.87
HSI - 82 out of 82 instruments rated - 1/07/24 / 1/01/24 - 39 did rise, Market-Ratio(26) in CNY = 47.56 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI RS = 26 - B/S = 60/40

3/01/22	scale up chart	1/07/24

Transactions Hang Seng Index in Renminbi yuán * 26 - 60/40 (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		10/03/08	798		- cash -
short	10/03/08	6/04/09	392		China Res Power	100	847	11.801	14.844	8.758	-3.043	-26	7,422	-24
long	6/04/09	3/05/10	392		China Res Land	100	634	11.702	11.947		0.245	2	7,578	2
short	3/05/10	26/07/10	84		Citic Pacific	100	567	13.353	13.604	13.102	-0.251	-2	7,435	-8
long	26/07/10	9/05/11	287		Galaxy Entertainment	100	1,708	4.351	11.243		6.892	158	19,206	234
short	9/05/11	6/02/12	273		China Life Ins HK	100	869	22.099	18.005	27.125	5.026	23	23,573	32
long	6/02/12	10/06/13	490		Sands China	100	1,027	22.952	32.212		9.260	40	33,084	29
short	10/06/13	9/12/13	182		Sinopec	100	7,301	4.531	5.192	3.870	-0.661	-15	28,258	-27
long	9/12/13	3/02/14	56		Galaxy Entertainment	100	564	50.081	59.565		9.484	19	33,607	210
short	3/02/14	28/07/14	175		Belle International	100	5,137	6.542	7.529	5.555	-0.987	-15	28,539	-29
long	28/07/14	27/07/15	364		Tencent	100	277	102.910	116.621		13.711	13	32,337	13
short	27/07/15	11/07/16	350		China Shenhua HK	100	2,780	11.630	12.186	11.074	-0.556	-5	30,790	-5
long	11/07/16	2/07/18	721		AAC Technologies	100	545	56.450	93.892		37.442	66	51,196	29
short	2/07/18	4/02/19	217		WH Group	100	9,429	5.430	6.024	4.835	-0.595	-11	45,588	-18
long	4/02/19	5/08/19	182		Lenovo	100	9,083	5.019	5.272		0.253	5	47,888	10
short	5/08/19	21/09/20	413		AAC Technologies	100	1,386	34.534	38.321	30.746	-3.788	-11	42,638	-10
long	21/09/20	5/10/20	14		HK Exchgs & Clrg	100	132	322.196	320.649		-1.547	0	42,434	-12
short	5/10/20	23/11/20	49		Citic Pacific	100	8,649	4.906	5.182	4.631	-0.276	-6	40,050	-35
long	23/11/20	23/08/21	273		Geely Auto	100	2,021	19.812	21.304		1.492	8	43,066	10
short	23/08/21	28/03/22	217		Sands China	100	2,346	18.350	14.582	23.092	4.742	26	54,191	47
long	28/03/22	11/07/22	105		China Shenhua HK	100	2,729	19.855	18.696		-1.158	-6	51,029	-19
short	11/07/22	20/02/23	224		AAC Technologies	100	3,610	14.135	16.077	12.194	-1.941	-14	44,022	-21
long	20/02/23	12/06/23	112		China Unicom	100	8,374	5.257	5.390		0.133	3	45,137	8
short	12/06/23	13/05/24	336		Orient Overseas	100	492	91.658	127.023	56.293	-35.365	-39	27,737	-41
long	13/05/24	12/08/24	91		China Hongqiao	100	2,534	10.943	9.251		-1.693	-15	23,448	-49
accum	10/03/08	12/08/24	6715	days out of 7513 invested (89%)							134		23,448	5

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Galaxy Entertainment	long	26/07/10	9/05/11	287	4.35	11.24		6.89	158.37
	long	9/12/13	3/02/14	56	50.08	59.57		9.48	18.94	207.30
Sands China	long	6/02/12	10/06/13	490	22.95	32.21		9.26	40.35
	short	23/08/21	28/03/22	217	18.35	14.58	23.09	4.74	25.84	76.62
AAC Technologies	long	11/07/16	2/07/18	721	56.45	93.89		37.44	66.33
	short	5/08/19	21/09/20	413	34.53	38.32	30.75	-3.79	-10.97
	short	11/07/22	20/02/23	224	14.14	16.08	12.19	-1.94	-13.73	27.75
China Life Ins HK	short	9/05/11	6/02/12	273	22.10	18.00	27.12	5.03	22.74	22.74
Tencent	long	28/07/14	27/07/15	364	102.91	116.62		13.71	13.32	13.32
Geely Auto	long	23/11/20	23/08/21	273	19.81	21.30		1.49	7.53	7.53
Lenovo	long	4/02/19	5/08/19	182	5.02	5.27		0.25	5.04	5.04
China Unicom	long	20/02/23	12/06/23	112	5.26	5.39		0.13	2.53	2.53
China Res Land	long	6/04/09	3/05/10	392	11.70	11.95		0.24	2.09	2.09
HK Exchgs & Clrg	long	21/09/20	5/10/20	14	322.20	320.65		-1.55	-0.48	-0.48
Citic Pacific	short	3/05/10	26/07/10	84	13.35	13.60	13.10	-0.25	-1.88
	short	5/10/20	23/11/20	49	4.91	5.18	4.63	-0.28	-5.62	-7.39
China Shenhua HK	short	27/07/15	11/07/16	350	11.63	12.19	11.07	-0.56	-4.78
	long	28/03/22	11/07/22	105	19.85	18.70		-1.16	-5.83	-10.34
WH Group	short	2/07/18	4/02/19	217	5.43	6.02	4.83	-0.59	-10.95	-10.95
Sinopec	short	10/06/13	9/12/13	182	4.53	5.19	3.87	-0.66	-14.59	-14.59
Belle International	short	3/02/14	28/07/14	175	6.54	7.53	5.56	-0.99	-15.08	-15.08
China Hongqiao	long	13/05/24	12/08/24	91	10.94	9.25		-1.69	-15.47	-15.47
China Res Power	short	10/03/08	6/04/09	392	11.80	14.84	8.76	-3.04	-25.79	-25.79
Orient Overseas	short	12/06/23	13/05/24	336	91.66	127.02	56.29	-35.37	-38.58	-38.58

Annotations

23/05/18	HSI	index adaption removed: Cathay Pacific Airways, Kunlun Energy, The Wharf added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC
19/07/17	HSI	Belle drops out due to acquisition by Hillhouse Capital and CDH Investments
1/04/17	HSI	machine learning processed for all techniques
6/03/17	HSI	Geely Auto replaces Li & Fung
28/12/16	HSI	AAC Technologies and CKI replacen China Res Enterprises and Tingyi
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
27/07/15	Ping An HK	forward stock split 10:20 (twenty for ten)
8/06/15	HSI	CK Property and The Link REIT replace Costco and Hutchison Whampoa.
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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