| Thu, Jun 30th, 2022, 13:09UTC |
| |
Assessment - Hang Seng Commerce & Industry - 6/27/22 - RS = 17
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
2/28/22 |
prc diff |
⇓ Δ17 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI-CI |
12,416.400 |
Wed |
-2.41 |
12,645.000 |
-1.81 |
12,754.200 |
-109.200 |
-0.86 |
|
-8.50 |
| |  |
 |
 |
 |
|
 |
China Shenhua HK |
22.650 |
Wed |
-2.05 |
25.550 |
-11.35 |
21.500 |
4.050 |
18.84 |
|
33.28 |
| |  |
 |
 |
 |
|
 |
Want Want China |
6.890 |
Wed |
-11.33 |
7.510 |
-8.26 |
8.310 |
-0.800 |
-9.63 |
|
15.76 |
| |  |
 |
 |
 |
|
 |
CNOOC |
10.440 |
Wed |
-0.38 |
10.120 |
3.16 |
9.970 |
0.150 |
1.50 |
|
11.64 |
| |  |
 |
 |
 |
L |
 |
WH Group |
6.060 |
Wed |
|
5.780 |
4.84 |
5.450 |
0.330 |
6.06 |
|
5.18 |
| |  |
 |
 |
 |
L |
 |
Geely Auto |
17.500 |
Wed |
-8.18 |
18.640 |
-6.12 |
14.420 |
4.220 |
29.26 |
|
3.73 |
| |  |
 |
 |
 |
|
 |
China Merchants |
13.280 |
Wed |
-1.04 |
13.260 |
0.15 |
14.700 |
-1.440 |
-9.80 |
|
0.79 |
| |  |
 |
 |
 |
S |
 |
PetroChina |
3.780 |
Wed |
-1.05 |
3.730 |
1.34 |
4.170 |
-0.440 |
-10.55 |
|
-0.11 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
47.250 |
Wed |
-1.05 |
44.250 |
6.78 |
43.450 |
0.800 |
1.84 |
|
-0.80 |
| |  |
 |
 |
 |
L |
 |
Swire Pacific |
47.300 |
Wed |
-0.42 |
46.750 |
1.18 |
43.200 |
3.550 |
8.22 |
|
-0.80 |
| |  |
 |
 |
 |
S |
 |
China Mobile |
48.900 |
Wed |
-0.10 |
48.850 |
0.10 |
52.800 |
-3.950 |
-7.48 |
|
-2.33 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
53.350 |
Wed |
-1.39 |
53.300 |
0.09 |
54.750 |
-1.450 |
-2.65 |
|
-2.64 |
| |  |
 |
 |
 |
|
 |
MTR |
41.350 |
Wed |
-0.84 |
41.350 |
|
40.450 |
0.900 |
2.22 |
|
-2.94 |
| |  |
 |
 |
 |
S |
 |
Citic Pacific |
8.030 |
Wed |
-1.47 |
8.030 |
|
9.110 |
-1.080 |
-11.86 |
|
-3.50 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
7.650 |
Wed |
-2.42 |
7.780 |
-1.67 |
8.690 |
-0.910 |
-10.47 |
|
-4.47 |
| |  |
 |
 |
 |
S |
 |
Sinopec |
3.560 |
Wed |
-1.11 |
3.520 |
1.14 |
3.860 |
-0.340 |
-8.81 |
|
-7.76 |
| |  |
 |
 |
 |
S |
 |
China Unicom |
3.660 |
Wed |
-0.54 |
3.660 |
|
4.130 |
-0.470 |
-11.38 |
|
-8.48 |
| |  |
 |
 |
 |
L |
 |
Hengan |
37.100 |
Wed |
-0.40 |
36.200 |
2.49 |
41.450 |
-5.250 |
-12.67 |
|
-11.09 |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
38.250 |
Wed |
-2.92 |
38.950 |
-1.80 |
50.750 |
-11.800 |
-23.25 |
|
-12.65 |
| |  |
 |
 |
 |
L |
 |
Tencent |
365.000 |
Wed |
-0.22 |
378.200 |
-3.49 |
421.200 |
-43.000 |
-10.21 |
|
-12.77 |
| |  |
 |
 |
 |
L |
 |
Sands China |
18.320 |
Wed |
0.66 |
16.300 |
12.39 |
20.450 |
-4.150 |
-20.29 |
|
-14.88 |
| |  |
 |
 |
 |
|
 |
Sunny Optical |
129.000 |
Wed |
-5.84 |
129.700 |
-0.54 |
186.700 |
-57.000 |
-30.53 |
|
-24.79 |
| |  |
 |
 |
 |
L |
 |
AAC Technologies |
18.620 |
Wed |
-1.59 |
18.180 |
2.42 |
21.400 |
-3.220 |
-15.05 |
|
-31.31 |
HSI-C&I - 22 out of 22 instruments rated - 6/27/22 / 2/28/22 - 7 did rise, Market-Ratio(17) = 31.82 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Commerce & Industry * 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 |
2,369 |
|
4.220 |
12.100 |
|
7.880 |
187 |
28,668 |
68 |
|
short |
1/21/08 |
2/16/09 |
392 |
 |
 |
 |
Galaxy Entertainment |
100 |
4,691 |
|
6.110 |
1.210 |
30.853 |
24.743 |
405 |
144,737 |
352 |
|
long |
2/16/09 |
5/10/10 |
448 |
 |
 |
 |
Hengan |
100 |
5,087 |
|
28.450 |
55.850 |
|
27.400 |
96 |
284,121 |
73 |
|
short |
5/10/10 |
6/21/10 |
42 |
 |
 |
 |
Citic Pacific |
100 |
18,236 |
|
15.580 |
15.160 |
16.012 |
0.432 |
3 |
291,992 |
27 |
|
long |
6/21/10 |
8/09/10 |
49 |
 |
 |
 |
Galaxy Entertainment |
100 |
67,747 |
|
4.310 |
5.470 |
|
1.160 |
27 |
370,578 |
490 |
|
short |
8/09/10 |
8/30/10 |
21 |
 |
 |
 |
Citic Pacific |
100 |
23,306 |
|
15.900 |
15.920 |
15.880 |
-0.020 |
0 |
370,112 |
-2 |
|
long |
8/30/10 |
8/08/11 |
343 |
 |
 |
 |
Galaxy Entertainment |
100 |
59,695 |
|
6.200 |
19.600 |
|
13.400 |
216 |
1,170,025 |
240 |
|
short |
8/08/11 |
1/16/12 |
161 |
 |
 |
 |
Li & Fung |
100 |
91,265 |
|
12.820 |
17.160 |
8.480 |
-4.340 |
-34 |
773,935 |
-61 |
|
long |
1/16/12 |
5/21/12 |
126 |
 |
 |
 |
Sands China |
100 |
30,590 |
|
25.300 |
25.950 |
|
0.650 |
3 |
793,818 |
8 |
|
short |
5/21/12 |
9/17/12 |
119 |
 |
 |
 |
Citic Pacific |
100 |
67,501 |
|
11.760 |
9.760 |
14.170 |
2.410 |
20 |
956,482 |
77 |
|
long |
9/17/12 |
4/08/13 |
203 |
 |
 |
 |
Galaxy Entertainment |
100 |
38,645 |
|
24.750 |
30.450 |
|
5.700 |
23 |
1,176,759 |
45 |
|
short |
4/08/13 |
9/30/13 |
175 |
 |
 |
 |
Li & Fung |
100 |
111,859 |
|
10.520 |
11.280 |
9.760 |
-0.760 |
-7 |
1,091,746 |
-14 |
|
long |
9/30/13 |
2/03/14 |
126 |
 |
 |
 |
Galaxy Entertainment |
100 |
20,068 |
|
54.400 |
76.300 |
|
21.900 |
40 |
1,531,235 |
166 |
|
short |
2/03/14 |
5/26/14 |
112 |
 |
 |
 |
Belle International |
100 |
182,724 |
|
8.380 |
8.240 |
8.522 |
0.142 |
2 |
1,557,255 |
6 |
|
long |
5/26/14 |
10/06/14 |
133 |
 |
 |
 |
Tencent |
100 |
14,472 |
|
107.600 |
119.700 |
|
12.100 |
11 |
1,732,366 |
34 |
|
short |
10/06/14 |
4/13/15 |
189 |
 |
 |
 |
Galaxy Entertainment |
100 |
35,829 |
|
48.350 |
39.500 |
59.183 |
10.833 |
22 |
2,120,495 |
48 |
|
long |
4/13/15 |
7/06/15 |
84 |
 |
 |
 |
Tencent |
100 |
12,436 |
|
170.500 |
146.500 |
|
-24.000 |
-14 |
1,822,031 |
-48 |
|
short |
7/06/15 |
5/09/16 |
308 |
 |
 |
 |
Sands China |
100 |
62,828 |
|
29.000 |
27.250 |
30.862 |
1.862 |
6 |
1,939,042 |
8 |
|
long |
5/09/16 |
12/26/16 |
231 |
 |
 |
 |
MTR |
100 |
50,364 |
|
38.500 |
37.300 |
|
-1.200 |
-3 |
1,878,605 |
-5 |
|
short |
12/26/16 |
2/27/17 |
63 |
 |
 |
 |
Hengan |
100 |
34,094 |
|
55.100 |
67.300 |
42.900 |
-12.200 |
-22 |
1,462,658 |
-77 |
|
long |
2/27/17 |
3/05/18 |
371 |
 |
 |
 |
Galaxy Entertainment |
100 |
39,424 |
|
37.100 |
65.850 |
|
28.750 |
77 |
2,596,098 |
76 |
|
short |
3/05/18 |
6/11/18 |
98 |
 |
 |
 |
China Merchants |
100 |
146,341 |
|
17.740 |
17.460 |
18.025 |
0.285 |
2 |
2,637,732 |
6 |
|
long |
6/11/18 |
7/09/18 |
28 |
 |
 |
 |
Sunny Optical |
100 |
15,543 |
|
169.700 |
145.100 |
|
-24.600 |
-14 |
2,255,374 |
-87 |
|
short |
7/09/18 |
2/11/19 |
217 |
 |
 |
 |
WH Group |
100 |
352,402 |
|
6.400 |
7.390 |
5.410 |
-0.990 |
-15 |
1,906,496 |
-25 |
|
long |
2/11/19 |
5/27/19 |
105 |
 |
 |
 |
Lenovo |
100 |
332,721 |
|
5.730 |
5.700 |
|
-0.030 |
-1 |
1,896,515 |
-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 |
44,834 |
|
42.300 |
65.450 |
19.150 |
-23.150 |
-55 |
858,607 |
-75 |
|
long |
12/23/19 |
2/24/20 |
63 |
 |
 |
 |
Sunny Optical |
100 |
6,226 |
|
137.900 |
128.000 |
|
-9.900 |
-7 |
796,970 |
-35 |
|
short |
2/24/20 |
7/13/20 |
140 |
 |
 |
 |
PetroChina |
100 |
247,506 |
|
3.220 |
2.770 |
3.743 |
0.523 |
16 |
926,440 |
48 |
|
long |
7/13/20 |
8/10/20 |
28 |
 |
 |
 |
Geely Auto |
100 |
48,606 |
|
19.060 |
16.760 |
|
-2.300 |
-12 |
814,647 |
-81 |
|
short |
8/10/20 |
1/18/21 |
161 |
 |
 |
 |
Swire Pacific |
100 |
20,942 |
|
38.900 |
49.000 |
28.800 |
-10.100 |
-26 |
603,132 |
-49 |
|
long |
1/18/21 |
6/28/21 |
161 |
 |
 |
 |
Geely Auto |
100 |
18,847 |
|
32.000 |
25.500 |
|
-6.500 |
-20 |
480,627 |
-40 |
|
short |
6/28/21 |
1/17/22 |
203 |
 |
 |
 |
China Unicom |
100 |
111,514 |
|
4.310 |
4.060 |
4.575 |
0.265 |
6 |
510,223 |
11 |
|
long |
1/17/22 |
5/09/22 |
112 |
 |
 |
 |
Want Want China |
100 |
67,223 |
|
7.590 |
6.950 |
|
-0.640 |
-8 |
467,200 |
-25 |
|
short |
5/09/22 |
6/29/22 |
51 |
 |
 |
 |
Sunny Optical |
100 |
4,667 |
|
100.100 |
129.000 |
71.200 |
-28.900 |
-29 |
332,324 |
-91 |
|
accum | 1/09/06 |
6/29/22 | 6016 |
days out of 6023 invested (100%) |
3,223 |
332,324 |
24 |
|
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 | 6.11 | 1.21 | 30.85 | 24.74 | 404.96 | | | |
| long | 6/21/10 | 8/09/10 | 49 | 4.31 | 5.47 | | 1.16 | 26.91 | | | |
| long | 8/30/10 | 8/08/11 | 343 | 6.20 | 19.60 | | 13.40 | 216.13 | | | |
| long | 9/17/12 | 4/08/13 | 203 | 24.75 | 30.45 | | 5.70 | 23.03 | | | |
| long | 9/30/13 | 2/03/14 | 126 | 54.40 | 76.30 | | 21.90 | 40.26 | | | |
| short | 10/06/14 | 4/13/15 | 189 | 48.35 | 39.50 | 59.18 | 10.83 | 22.40 | | | |
| long | 2/27/17 | 3/05/18 | 371 | 37.10 | 65.85 | | 28.75 | 77.49 | | | 7,495.38 |
Tingyi | long | 1/09/06 | 1/21/08 | 742 | 4.22 | 12.10 | | 7.88 | 186.73 | | | 186.73 |
Hengan | long | 2/16/09 | 5/10/10 | 448 | 28.45 | 55.85 | | 27.40 | 96.31 | | | |
| short | 12/26/16 | 2/27/17 | 63 | 55.10 | 67.30 | 42.90 | -12.20 | -22.14 | | | 52.84 |
Citic Pacific | short | 5/10/10 | 6/21/10 | 42 | 15.58 | 15.16 | 16.01 | 0.43 | 2.77 | | | |
| short | 8/09/10 | 8/30/10 | 21 | 15.90 | 15.92 | 15.88 | -0.02 | -0.13 | | | |
| short | 5/21/12 | 9/17/12 | 119 | 11.76 | 9.76 | 14.17 | 2.41 | 20.49 | | | 23.67 |
PetroChina | short | 2/24/20 | 7/13/20 | 140 | 3.22 | 2.77 | 3.74 | 0.52 | 16.25 | | | 16.25 |
Sands China | long | 1/16/12 | 5/21/12 | 126 | 25.30 | 25.95 | | 0.65 | 2.57 | | | |
| short | 7/06/15 | 5/09/16 | 308 | 29.00 | 27.25 | 30.86 | 1.86 | 6.42 | | | 9.16 |
China Unicom | short | 6/28/21 | 1/17/22 | 203 | 4.31 | 4.06 | 4.58 | 0.27 | 6.16 | | | 6.16 |
Belle International | short | 2/03/14 | 5/26/14 | 112 | 8.38 | 8.24 | 8.52 | 0.14 | 1.70 | | | 1.70 |
China Merchants | short | 3/05/18 | 6/11/18 | 98 | 17.74 | 17.46 | 18.02 | 0.28 | 1.60 | | | 1.60 |
Lenovo | long | 2/11/19 | 5/27/19 | 105 | 5.73 | 5.70 | | -0.03 | -0.52 | | | -0.52 |
MTR | long | 5/09/16 | 12/26/16 | 231 | 38.50 | 37.30 | | -1.20 | -3.12 | | | -3.12 |
Tencent | long | 5/26/14 | 10/06/14 | 133 | 107.60 | 119.70 | | 12.10 | 11.25 | | | |
| long | 4/13/15 | 7/06/15 | 84 | 170.50 | 146.50 | | -24.00 | -14.08 | | | -4.41 |
Want Want China | long | 1/17/22 | 5/09/22 | 112 | 7.59 | 6.95 | | -0.64 | -8.43 | | | -8.43 |
WH Group | short | 7/09/18 | 2/11/19 | 217 | 6.40 | 7.39 | 5.41 | -0.99 | -15.47 | | | -15.47 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Swire Pacific | short | 8/10/20 | 1/18/21 | 161 | 38.90 | 49.00 | 28.80 | -10.10 | -25.96 | | | -25.96 |
Geely Auto | long | 7/13/20 | 8/10/20 | 28 | 19.06 | 16.76 | | -2.30 | -12.07 | | | |
| long | 1/18/21 | 6/28/21 | 161 | 32.00 | 25.50 | | -6.50 | -20.31 | | | -29.93 |
Li & Fung | short | 8/08/11 | 1/16/12 | 161 | 12.82 | 17.16 | 8.48 | -4.34 | -33.85 | | | |
| short | 4/08/13 | 9/30/13 | 175 | 10.52 | 11.28 | 9.76 | -0.76 | -7.22 | | | -38.63 |
Sunny Optical | long | 6/11/18 | 7/09/18 | 28 | 169.70 | 145.10 | | -24.60 | -14.50 | | | |
| long | 12/23/19 | 2/24/20 | 63 | 137.90 | 128.00 | | -9.90 | -7.18 | | | |
| short | 5/09/22 | 6/29/22 | 51 | 100.10 | 129.00 | 71.20 | -28.90 | -28.87 | | | -43.55 |
AAC Technologies | short | 5/27/19 | 12/23/19 | 210 | 42.30 | 65.45 | 19.15 | -23.15 | -54.73 | | | -54.73 |
Annotations
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) |
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 |
|
|