Share-o-matic - Signals

Sat, 12th Oct 2024, 7:02UTC

Assessment - Hang Seng Index in Swiss Franc - 1/07/24 - RS = 14

		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	25/03/24	prc diff	⇓ Δ14	⇓∅-RS
	L	HSI	1,979.979	12/08	0.13	2,050.203	-3.43	1,893.289	156.914	8.29	3.65
	L	AIA	6.005	12/08	-1.33	6.133	-2.08	6.298	-0.166	-2.63	-16.14
		Alibaba	9.077	12/08	0.77	8.157	11.28	8.079	0.078	0.97	-7.49
	L	Alibaba Health	0.375	12/08	-0.61	0.362	3.51	0.368	-0.006	-1.52	-17.54
		ANTA Sports Products	7.903	12/08	-2.78	8.678	-8.93	9.309	-0.631	-6.78	-6.29
	S	Baidu	9.563	12/08	-0.66	9.864	-3.05	11.573	-1.709	-14.77	-22.51
	L	Bank of China	0.393	12/08	1.19	0.445	-11.69	0.372	0.073	19.63	30.84
	L	Bank of China (HK)	2.580	12/08		2.783	-7.28	2.408	0.375	15.58	13.33
	S	Budweiser Brewing	1.076	12/08	-2.11	1.065	1.09	1.335	-0.271	-20.29	-31.10
	L	BYD Company	24.715	12/08	-0.28	26.845	-7.93	24.250	2.595	10.70	6.88
		CK Hutchison	4.675	12/08	0.12	4.328	8.02	4.442	-0.114	-2.58	-6.86
		CK Infrastructure	6.416	12/08	0.36	5.103	25.74	5.425	-0.322	-5.93	7.83
	S	CK Property	3.581	12/08	0.32	3.384	5.81	3.741	-0.356	-9.53	-20.34
	L	China Constr Bk HK	0.642	12/08	1.46	0.668	-3.81	0.551	0.117	21.28	26.05
	L	China Hongqiao	1.148	12/08	1.33	1.368	-16.07	0.963	0.405	42.01	65.64
	L	China Life Ins HK	1.201	12/08	0.58	1.277	-5.98	1.042	0.235	22.55	5.45
	L	China Merchants B HK	3.761	12/08		4.102	-8.32	3.448	0.654	18.97	16.27
	S	China Mengniu Dairy	1.532	12/08	-2.79	1.620	-5.43	2.230	-0.610	-27.35	-31.24
	L	China Mobile	8.204	12/08	-0.56	8.910	-7.92	7.671	1.238	16.14	18.73
	L	China Ov Land & Inv	1.479	12/08	-0.93	1.567	-5.61	1.244	0.323	25.99	-1.03
		China Res Beer	2.742	12/08	-2.47	3.037	-9.71	4.114	-1.077	-26.18	-28.30
	L	China Res Land	2.632	12/08	-1.09	3.072	-14.31	2.793	0.279	10.00	-3.29
	L	China Res Mixc	2.528	12/08	-1.13	2.991	-15.47	2.799	0.193	6.88	-7.66
	L	China Res Power	2.540	12/08	0.23	2.771	-8.35	2.053	0.719	35.01	45.32
	L	China Shenhua HK	3.737	12/08	1.57	4.160	-10.15	3.505	0.654	18.67	34.92
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	25/03/24	prc diff	⇓ Δ14	⇓∅-RS
	L	China Unicom	0.691	12/08	-5.84	0.830	-16.74	0.640	0.189	29.60	34.43
	S	Chow Tai Fook Jwl	0.761	12/08	-0.75	0.978	-22.13	1.335	-0.358	-26.79	-24.32
		Citic Pacific	0.822	12/08		0.822		0.916	-0.094	-10.31	-5.30
		CLP	7.984	12/08	-0.07	7.301	9.35	7.235	0.066	0.92	4.62
	L	CNOOC	2.284	12/08	-0.80	2.592	-11.88	2.071	0.521	25.15	57.87
		Country Garden Svcs	0.543	12/08	-1.47	0.558	-2.70	0.629	-0.071	-11.28	-24.40
	L	CSPC Pharmaceutical	0.686	12/08	1.02	0.720	-4.66	0.729	-0.009	-1.23	0.70
	L	ENN Energy	6.179	12/08	0.85	7.446	-17.02	7.062	0.384	5.43	1.75
	L	Galaxy Entertainment	3.408	12/08	-4.38	4.212	-19.09	4.534	-0.322	-7.10	-14.56
		Geely Auto	0.883	12/08	0.26	1.017	-13.20	1.021	-0.003	-0.34	-0.69
		Haidilao Inter	1.414	12/08	-1.93	1.625	-12.96	1.963	-0.338	-17.24	-15.43
	L	Haier Smart Home	2.812	12/08	1.67	3.020	-6.90	2.615	0.405	15.50	10.49
	S	Hang Lung	0.647	12/08	-1.41	0.771	-16.07	0.938	-0.167	-17.83	-28.92
	L	Hang Seng Bank	10.634	12/08	0.38	11.617	-8.47	9.918	1.699	17.13	7.84
	L	Hansoh Pharma	2.141	12/08	-2.22	1.888	13.36	1.692	0.197	11.62	25.99
		Henderson Land	2.551	12/08	-2.43	2.424	5.25	2.615	-0.191	-7.29	-3.68
		Hengan	2.933	12/08	-0.20	2.754	6.51	2.833	-0.079	-2.79	-10.06
		HK & China Gas	0.766	12/08	1.85	0.687	11.45	0.725	-0.038	-5.22	3.01
	L	HK Exchgs & Clrg	26.798	12/08	0.96	28.950	-7.43	26.617	2.333	8.76	-4.52
	L	HSBC	7.446	12/08	0.63	7.903	-5.78	7.034	0.869	12.36	12.61
	L	ICBC	0.518	12/08	2.05	0.537	-3.45	0.454	0.083	18.27	22.33
		JD Health	2.436	12/08	-2.55	2.459	-0.94	3.264	-0.805	-24.67	-36.48
	L	JD.com	11.582	12/08	-0.10	11.953	-3.10	11.872	0.081	0.68	-4.94
	L	Lenovo	1.189	12/08	2.59	1.275	-6.72	1.022	0.253	24.80	24.10
	S	Li Auto	8.910	12/08	-1.79	8.134	9.53	13.677	-5.542	-40.52	-43.36
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	25/03/24	prc diff	⇓ Δ14	⇓∅-RS
		Li Ning	1.627	12/08	-1.13	1.955	-16.80	2.322	-0.366	-15.77	-28.01
	S	Link REIT	4.032	12/08	-0.57	3.512	14.83	3.954	-0.442	-11.17	-18.25
	L	Longfor	1.105	12/08	-1.95	1.240	-10.91	1.225	0.015	1.25	-10.96
	L	Meituan	12.034	12/08	-2.07	12.855	-6.39	10.723	2.132	19.89	12.66
		MTR	2.997	12/08	0.19	2.852	5.07	2.942	-0.090	-3.06	-12.58
		NetEase	16.292	12/08	0.50	17.252	-5.57	18.791	-1.539	-8.19	-3.42
		New World Dev	0.838	12/08	-2.69	0.846	-0.96	0.985	-0.139	-14.12	-35.27
	S	Nongfu Spring	3.402	12/08	1.55	4.287	-20.65	4.706	-0.419	-8.91	-13.19
	L	Orient Overseas	12.068	12/08	2.25	14.660	-17.68	11.050	3.610	32.67	16.85
		PetroChina	0.772	12/08		0.914	-15.57	0.742	0.172	23.12	36.86
	L	Ping An	3.894	12/08	0.45	4.096	-4.94	3.752	0.344	9.16	-7.06
	S	Power Assets	6.237	12/08	-0.28	4.889	27.57	5.384	-0.496	-9.21	2.14
	S	Sands China	1.569	12/08	-2.87	1.884	-16.71	2.534	-0.650	-25.67	-26.14
	L	SMIC	1.914	12/08	-0.24	1.981	-3.39	1.781	0.200	11.20	-2.57
	L	Shenzhou Inter	7.162	12/08	-0.24	8.846	-19.03	7.453	1.393	18.69	3.87
	S	Sino Biopharm	0.341	12/08	2.08	0.309	10.49	0.354	-0.045	-12.72	-11.59
	L	Sinopharm	2.337	12/08	1.10	2.401	-2.65	2.345	0.056	2.41	0.91
		Sinopec	0.574	12/08	0.61	0.585	-1.98	0.516	0.069	13.46	18.89
		Sun Hung Kai	8.279	12/08	-1.85	7.816	5.92	8.562	-0.746	-8.71	-14.12
	L	Sunny Optical	5.004	12/08	1.29	5.583	-10.36	4.942	0.641	12.97	-11.38
		Techtronic Inds	11.172	12/08	-0.26	10.321	8.24	12.033	-1.712	-14.23	5.13
	L	Tencent	43.391	12/08	1.35	43.090	0.70	33.168	9.922	29.91	20.79
	L	Tingyi	1.040	12/08	-0.66	1.089	-4.46	1.045	0.044	4.22	-0.56
		Trip.com	38.277	12/08	0.55	43.345	-11.69	40.685	2.660	6.54	23.75
		WH Group	0.609	12/08		0.595	2.33	0.588	0.006	1.07	11.95
		instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	25/03/24	prc diff	⇓ Δ14	⇓∅-RS
		Wharf REIC	2.494	12/08	-1.60	2.395	4.11	2.988	-0.593	-19.84	-22.87
	S	WuXi AppTec HK	4.067	12/08	1.44	3.379	20.38	4.465	-1.086	-24.33	-47.86
		WuXi Biologics	1.363	12/08	3.70	1.335	2.08	1.611	-0.276	-17.13	-49.55
		Xiaomi	1.905	12/08	0.37	1.907	-0.12	1.703	0.204	11.96	22.05
		Xinyi Glass	0.874	12/08	-0.13	0.990	-11.80	0.950	0.040	4.21	-4.64
		Xinyi Solar	0.408	12/08	0.28	0.455	-10.18	0.708	-0.253	-35.77	-24.15
		Zhongsheng	1.231	12/08	-1.12	1.321	-6.83	1.510	-0.189	-12.50	-32.57
		Zijin Mining HK	1.770	12/08	0.66	1.907	-7.16	1.774	0.132	7.46	27.18
HSI - 82 out of 82 instruments rated - 1/07/24 / 25/03/24 - 43 did rise, Market-Ratio(14) in CHF = 52.44 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI RS = 14 - B/S = 68/33

6/01/20	scale up chart	1/07/24

Transactions Hang Seng Index in Swiss Franc * 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
2/01/06		9/01/06	7		- cash -
long	9/01/06	21/01/08	742		China Ov Land & Inv	100	16,586	0.603	1.993		1.390	230	33,049	80
short	21/01/08	26/01/09	371		Galaxy Entertainment	100	38,438	0.860	0.186	3.975	3.116	362	152,807	351
long	26/01/09	25/01/10	364		Hengan	100	39,505	3.868	6.965		3.097	80	275,171	80
short	25/01/10	9/08/10	196		China Unicom	100	237,763	1.157	1.392	0.923	-0.234	-20	219,456	-34
long	9/08/10	7/02/11	182		Galaxy Entertainment	100	299,828	0.732	1.526		0.794	109	457,579	337
short	7/02/11	4/04/11	56		China Res Land	100	294,171	1.555	1.864	1.247	-0.308	-20	366,832	-76
long	4/04/11	1/08/11	119		Galaxy Entertainment	100	258,218	1.421	2.205		0.785	55	569,485	285
short	1/08/11	26/12/11	147		New World Dev	100	133,825	4.255	3.014	6.009	1.754	41	804,169	136
long	26/12/11	21/05/12	147		Lenovo	100	1,221,565	0.658	0.788		0.129	20	962,186	56
short	21/05/12	20/08/12	91		China Unicom	100	673,931	1.428	1.645	1.211	-0.217	-15	815,794	-48
long	20/08/12	22/04/13	245		Galaxy Entertainment	100	288,743	2.825	3.821		0.996	35	1,103,365	57
short	22/04/13	16/09/13	147		China Shenhua HK	100	355,763	3.101	3.062	3.142	0.040	1	1,117,738	3
long	16/09/13	23/12/13	98		Galaxy Entertainment	100	168,858	6.619	7.798		1.178	18	1,316,697	84
short	23/12/13	19/05/14	147		Belle International	100	1,289,305	1.021	0.956	1.091	0.069	7	1,406,116	18
long	19/05/14	10/11/14	175		Citic Pacific	100	888,914	1.582	1.675		0.093	6	1,489,158	13
short	10/11/14	12/01/15	63		Kunlun Energy	100	1,195,314	1.246	0.991	1.566	0.320	26	1,871,982	276
long	12/01/15	13/07/15	182		China Life Ins HK	100	470,362	3.980	3.898		-0.082	-2	1,833,498	-4
short	13/07/15	18/04/16	280		China Shenhua HK	100	944,288	1.942	1.659	2.273	0.331	17	2,145,989	23
long	18/04/16	21/11/16	217		AAC Technologies	100	298,303	7.194	9.414		2.220	31	2,808,168	57
short	21/11/16	27/02/17	98		Lenovo	100	4,537,213	0.619	0.611	0.627	0.008	1	2,844,379	5
long	27/02/17	23/04/18	420		Geely Auto	100	2,067,896	1.375	2.657		1.282	93	5,494,513	77
short	23/04/18	21/05/18	28		China Merchants	100	2,572,791	2.136	2.401	1.870	-0.266	-12	4,811,120	-82
long	21/05/18	25/06/18	35		CNOOC	100	2,607,946	1.845	1.588		-0.256	-14	4,142,281	-79
short	25/06/18	21/01/19	210		WH Group	100	5,325,436	0.778	0.872	0.683	-0.095	-12	3,638,871	-20
long	21/01/19	27/05/19	126		Lenovo	100	4,968,163	0.732	0.729		-0.004	0	3,621,445	-1
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/05/19	30/12/19	217		AAC Technologies	100	669,468	5.409	8.312	2.507	-2.903	-54	1,678,026	-73
long	30/12/19	3/02/20	35		Sunny Optical	100	99,373	16.886	15.973		-0.913	-5	1,587,308	-44
short	3/02/20	29/06/20	147		Bank of East Asia	100	762,218	2.082	2.148	2.017	-0.065	-3	1,537,700	-8
long	29/06/20	3/08/20	35		Tencent	100	25,753	59.709	63.927		4.218	7	1,646,330	104
short	3/08/20	31/08/20	28		Swire Pacific	100	368,198	4.471	4.916	4.027	-0.444	-10	1,482,735	-74
long	31/08/20	14/09/20	14		HK Exchgs & Clrg	100	32,538	45.569	43.534		-2.035	-4	1,416,527	-70
short	14/09/20	4/01/21	112		HSBC	100	375,708	3.770	4.597	2.943	-0.827	-22	1,105,787	-55
long	4/01/21	19/07/21	196		Geely Auto	100	361,688	3.057	2.799		-0.258	-8	1,012,448	-15
short	19/07/21	24/01/22	189		China Life Ins HK	100	623,872	1.623	1.647	1.599	-0.024	-1	997,635	-3
long	24/01/22	25/04/22	91		China Res Power	100	411,943	2.422	1.711		-0.711	-29	704,734	-75
short	25/04/22	2/01/23	252		AAC Technologies	100	366,871	1.921	2.115	1.727	-0.194	-10	633,697	-14
long	2/01/23	24/04/23	112		Sands China	100	206,422	3.070	3.290		0.220	7	679,140	25
short	24/04/23	29/04/24	371		JD.com	100	43,402	15.648	13.728	17.835	2.188	14	774,099	14
long	29/04/24	12/08/24	105		China Hongqiao	100	621,849	1.245	1.148		-0.097	-8	713,780	-25
accum	9/01/06	12/08/24	6851	days out of 6858 invested (100%)							7,038		713,780	26

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Galaxy Entertainment	short	21/01/08	26/01/09	371	0.86	0.19	3.98	3.12	362.36
	long	9/08/10	7/02/11	182	0.73	1.53		0.79	108.51
	long	4/04/11	1/08/11	119	1.42	2.21		0.78	55.24
	long	20/08/12	22/04/13	245	2.83	3.82		1.00	35.25
	long	16/09/13	23/12/13	98	6.62	7.80		1.18	17.80	2,284.53
China Ov Land & Inv	long	9/01/06	21/01/08	742	0.60	1.99		1.39	230.50	230.50
Hengan	long	26/01/09	25/01/10	364	3.87	6.97		3.10	80.08	80.08
Geely Auto	long	27/02/17	23/04/18	420	1.38	2.66		1.28	93.17
	long	4/01/21	19/07/21	196	3.06	2.80		-0.26	-8.44	76.87
New World Dev	short	1/08/11	26/12/11	147	4.26	3.01	6.01	1.75	41.21	41.21
Kunlun Energy	short	10/11/14	12/01/15	63	1.25	0.99	1.57	0.32	25.71	25.71
Lenovo	long	26/12/11	21/05/12	147	0.66	0.79		0.13	19.65
	short	21/11/16	27/02/17	98	0.62	0.61	0.63	0.01	1.29
	long	21/01/19	27/05/19	126	0.73	0.73		-0.00	-0.48	20.61
China Shenhua HK	short	22/04/13	16/09/13	147	3.10	3.06	3.14	0.04	1.30
	short	13/07/15	18/04/16	280	1.94	1.66	2.27	0.33	17.04	18.57
JD.com	short	24/04/23	29/04/24	371	15.65	13.73	17.84	2.19	13.98	13.98
Sands China	long	2/01/23	24/04/23	112	3.07	3.29		0.22	7.17	7.17
Tencent	long	29/06/20	3/08/20	35	59.71	63.93		4.22	7.06	7.06
Belle International	short	23/12/13	19/05/14	147	1.02	0.96	1.09	0.07	6.79	6.79
Citic Pacific	long	19/05/14	10/11/14	175	1.58	1.68		0.09	5.91	5.91
Bank of East Asia	short	3/02/20	29/06/20	147	2.08	2.15	2.02	-0.07	-3.13	-3.13
China Life Ins HK	long	12/01/15	13/07/15	182	3.98	3.90		-0.08	-2.06
	short	19/07/21	24/01/22	189	1.62	1.65	1.60	-0.02	-1.46	-3.49
HK Exchgs & Clrg	long	31/08/20	14/09/20	14	45.57	43.53		-2.03	-4.47	-4.47
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sunny Optical	long	30/12/19	3/02/20	35	16.89	15.97		-0.91	-5.41	-5.41
China Hongqiao	long	29/04/24	12/08/24	105	1.24	1.15		-0.10	-7.79	-7.79
Swire Pacific	short	3/08/20	31/08/20	28	4.47	4.92	4.03	-0.44	-9.94	-9.94
WH Group	short	25/06/18	21/01/19	210	0.78	0.87	0.68	-0.09	-12.15	-12.15
China Merchants	short	23/04/18	21/05/18	28	2.14	2.40	1.87	-0.27	-12.44	-12.44
CNOOC	long	21/05/18	25/06/18	35	1.84	1.59		-0.26	-13.90	-13.90
China Res Land	short	7/02/11	4/04/11	56	1.56	1.86	1.25	-0.31	-19.83	-19.83
HSBC	short	14/09/20	4/01/21	112	3.77	4.60	2.94	-0.83	-21.94	-21.94
China Res Power	long	24/01/22	25/04/22	91	2.42	1.71		-0.71	-29.36	-29.36
China Unicom	short	25/01/10	9/08/10	196	1.16	1.39	0.92	-0.23	-20.25
	short	21/05/12	20/08/12	91	1.43	1.64	1.21	-0.22	-15.21	-32.38
AAC Technologies	long	18/04/16	21/11/16	217	7.19	9.41		2.22	30.86
	short	27/05/19	30/12/19	217	5.41	8.31	2.51	-2.90	-53.66
	short	25/04/22	2/01/23	252	1.92	2.11	1.73	-0.19	-10.08	-45.48

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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