| Thu, Feb 13th, 2025, 10:25UTC |
| |
Assessment - Hang Seng Property in Dollar - 7/01/24 - RS = 21
⇐
| |
|
instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
2/05/24 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| |  |
 |
 |
 |
|
 |
HSI-Ppty |
1,896.860 |
8/12/24 |
-1.16 |
1,895.285 |
0.08 |
1,986.018 |
-90.733 |
-4.57 |
|
-15.90 |
| |  |
 |
 |
 |
S |
 |
CK Property |
3.963 |
8/12/24 |
0.32 |
3.745 |
5.81 |
4.489 |
-0.743 |
-16.56 |
|
-21.77 |
| |  |
 |
 |
 |
L |
 |
China Ov Land & Inv |
1.636 |
8/12/24 |
-0.93 |
1.734 |
-5.61 |
1.491 |
0.243 |
16.28 |
|
-2.92 |
| |  |
 |
 |
 |
L |
 |
China Res Land |
2.913 |
8/12/24 |
-1.09 |
3.400 |
-14.31 |
2.973 |
0.426 |
14.34 |
|
-5.14 |
| |  |
 |
 |
 |
L |
 |
China Res Mixc |
2.798 |
8/12/24 |
-1.13 |
3.310 |
-15.47 |
2.820 |
0.490 |
17.39 |
|
-9.44 |
| |  |
 |
 |
 |
|
 |
Country Garden Svcs |
0.601 |
8/12/24 |
-1.47 |
0.617 |
-2.70 |
0.650 |
-0.032 |
-4.99 |
|
-25.78 |
| |  |
 |
 |
 |
S |
 |
Hang Lung |
0.716 |
8/12/24 |
-1.41 |
0.853 |
-16.07 |
1.124 |
-0.271 |
-24.13 |
|
-30.16 |
| |  |
 |
 |
 |
|
 |
Henderson Land |
2.823 |
8/12/24 |
-2.43 |
2.683 |
5.25 |
2.609 |
0.074 |
2.83 |
|
-5.47 |
| |  |
 |
 |
 |
S |
 |
Link REIT |
4.463 |
8/12/24 |
-0.57 |
3.886 |
14.83 |
5.026 |
-1.139 |
-22.67 |
|
-19.67 |
| |  |
 |
 |
 |
L |
 |
Longfor |
1.223 |
8/12/24 |
-1.95 |
1.373 |
-10.91 |
1.067 |
0.306 |
28.71 |
|
-12.64 |
| |  |
 |
 |
 |
|
 |
New World Dev |
0.927 |
8/12/24 |
-2.69 |
0.936 |
-0.96 |
1.200 |
-0.263 |
-21.97 |
|
-36.39 |
| |  |
 |
 |
 |
|
 |
Sun Hung Kai |
9.162 |
8/12/24 |
-1.85 |
8.650 |
5.92 |
9.131 |
-0.481 |
-5.27 |
|
-15.68 |
| |  |
 |
 |
 |
|
 |
Wharf REIC |
2.759 |
8/12/24 |
-1.60 |
2.651 |
4.11 |
3.031 |
-0.380 |
-12.54 |
|
-24.28 |
HSI-Prop - 12 out of 12 instruments rated - 7/01/24 / 2/05/24 - 5 did rise, Market-Ratio(21) in USD = 41.67 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Property in Dollar * A21 - 78/10 (2)
|
⇐ |
| |
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 |
3/03/08 |
784 |
 |
 |
 |
China Ov Land & Inv |
50 |
10,532 |
|
0.475 |
1.663 |
|
1.189 |
250 |
22,519 |
79 |
|
|
|
|
|
 |
 |
 |
China Res Land |
50 |
11,745 |
|
0.426 |
1.657 |
|
1.231 |
289 |
36,980 |
88 |
|
100 |
270 |
84 | |
short |
3/03/08 |
3/16/09 |
378 |
 |
 |
 |
CK Hutchison |
50 |
1,413 |
|
13.080 |
7.945 |
21.533 |
8.453 |
65 |
48,924 |
62 |
|
|
|
|
|
 |
 |
 |
Sino Land |
50 |
8,310 |
|
2.226 |
0.851 |
5.821 |
3.595 |
161 |
78,794 |
153 |
|
100 |
113 |
108 | |
long |
3/16/09 |
2/01/10 |
322 |
 |
 |
 |
China Ov Land & Inv |
50 |
24,777 |
|
1.590 |
1.800 |
|
0.210 |
13 |
84,007 |
15 |
|
|
|
|
|
 |
 |
 |
China Res Land |
50 |
29,393 |
|
1.340 |
1.880 |
|
0.540 |
40 |
99,876 |
47 |
|
100 |
27 |
31 | |
short |
2/01/10 |
6/21/10 |
140 |
 |
 |
 |
CK Hutchison |
50 |
4,138 |
|
12.067 |
12.078 |
12.057 |
-0.011 |
0 |
99,832 |
0 |
|
|
|
|
|
 |
 |
 |
China Ov Land & Inv |
50 |
27,739 |
|
1.800 |
2.044 |
1.557 |
-0.243 |
-14 |
93,086 |
-32 |
|
100 |
-7 |
-17 | |
long |
6/21/10 |
3/14/11 |
266 |
 |
 |
 |
Hang Lung |
50 |
11,838 |
|
3.932 |
4.062 |
|
0.131 |
3 |
94,635 |
5 |
|
|
|
|
|
 |
 |
 |
Sun Hung Kai |
50 |
3,223 |
|
14.439 |
15.355 |
|
0.916 |
6 |
97,589 |
9 |
|
100 |
5 |
7 | |
short |
3/14/11 |
1/16/12 |
308 |
 |
 |
 |
China Ov Land & Inv |
50 |
26,705 |
|
1.827 |
1.953 |
1.701 |
-0.126 |
-7 |
94,216 |
-8 |
|
|
|
|
|
 |
 |
 |
China Res Land |
50 |
29,236 |
|
1.669 |
1.791 |
1.547 |
-0.122 |
-7 |
90,643 |
-9 |
|
100 |
-7 |
-8 | |
long |
1/16/12 |
6/10/13 |
511 |
 |
 |
 |
China Ov Land & Inv |
50 |
23,201 |
|
1.953 |
2.808 |
|
0.854 |
44 |
110,461 |
30 |
|
|
|
|
|
 |
 |
 |
China Res Land |
50 |
25,301 |
|
1.791 |
2.885 |
|
1.094 |
61 |
138,135 |
41 |
|
100 |
52 |
35 | |
short |
6/10/13 |
11/18/13 |
161 |
 |
 |
 |
Hang Lung |
50 |
20,344 |
|
3.395 |
3.418 |
3.372 |
-0.023 |
-1 |
137,662 |
-2 |
|
|
|
|
|
 |
 |
 |
Sino Land |
50 |
48,553 |
|
1.423 |
1.409 |
1.437 |
0.014 |
1 |
138,346 |
2 |
|
100 |
0 |
0 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
11/18/13 |
2/10/14 |
84 |
 |
 |
 |
CK Hutchison |
50 |
4,321 |
|
16.007 |
14.529 |
|
-1.478 |
-9 |
131,958 |
-34 |
|
|
|
|
|
 |
 |
 |
China Ov Land & Inv |
50 |
22,070 |
|
3.134 |
2.560 |
|
-0.574 |
-18 |
119,287 |
-58 |
|
100 |
-14 |
-47 | |
short |
2/10/14 |
7/28/14 |
168 |
 |
 |
 |
New World Dev |
50 |
12,383 |
|
4.816 |
4.769 |
4.864 |
0.048 |
1 |
119,879 |
2 |
|
|
|
|
|
 |
 |
 |
The Wharf |
50 |
23,619 |
|
2.525 |
2.963 |
2.088 |
-0.437 |
-17 |
109,549 |
-34 |
|
100 |
-8 |
-17 | |
long |
7/28/14 |
8/24/15 |
392 |
 |
 |
 |
CK Hutchison |
50 |
2,968 |
|
18.452 |
12.713 |
|
-5.739 |
-31 |
92,517 |
-29 |
|
|
|
|
|
 |
 |
 |
Sino Land |
50 |
32,559 |
|
1.683 |
1.393 |
|
-0.289 |
-17 |
83,095 |
-16 |
|
100 |
-24 |
-23 | |
short |
8/24/15 |
6/06/16 |
287 |
 |
 |
 |
Hang Lung |
50 |
18,616 |
|
2.232 |
1.972 |
2.526 |
0.294 |
13 |
88,568 |
17 |
|
|
|
|
|
 |
 |
 |
The Wharf |
50 |
20,454 |
|
2.031 |
2.209 |
1.854 |
-0.177 |
-9 |
84,939 |
-11 |
|
100 |
2 |
3 | |
long |
6/06/16 |
12/19/16 |
196 |
 |
 |
 |
Sino Land |
50 |
26,999 |
|
1.573 |
1.476 |
|
-0.097 |
-6 |
82,313 |
-11 |
|
|
|
|
|
 |
 |
 |
Link REIT |
50 |
6,802 |
|
6.243 |
6.458 |
|
0.215 |
3 |
83,774 |
7 |
|
100 |
-1 |
-3 | |
short |
12/19/16 |
3/20/17 |
91 |
 |
 |
 |
China Ov Land & Inv |
50 |
15,752 |
|
2.659 |
3.155 |
2.163 |
-0.496 |
-19 |
75,958 |
-56 |
|
|
|
|
|
 |
 |
 |
China Res Land |
50 |
18,759 |
|
2.233 |
2.833 |
1.632 |
-0.600 |
-27 |
64,694 |
-72 |
|
100 |
-23 |
-65 | |
long |
3/20/17 |
9/03/18 |
532 |
 |
 |
 |
Hang Lung |
50 |
12,252 |
|
2.640 |
1.988 |
|
-0.652 |
-25 |
56,703 |
-18 |
|
|
|
|
|
 |
 |
 |
The Wharf |
50 |
9,733 |
|
3.323 |
2.893 |
|
-0.431 |
-13 |
52,511 |
-9 |
|
100 |
-19 |
-13 | |
short |
9/03/18 |
1/21/19 |
140 |
 |
 |
 |
Henderson Land |
50 |
5,013 |
|
5.237 |
5.535 |
4.940 |
-0.297 |
-6 |
51,020 |
-14 |
|
|
|
|
|
 |
 |
 |
Country Garden |
50 |
18,074 |
|
1.453 |
1.254 |
1.683 |
0.231 |
16 |
55,190 |
47 |
|
100 |
5 |
14 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
1/21/19 |
8/19/19 |
210 |
 |
 |
 |
China Res Land |
50 |
7,082 |
|
3.896 |
4.048 |
|
0.152 |
4 |
56,267 |
7 |
|
|
|
|
|
 |
 |
 |
Link REIT |
50 |
2,749 |
|
10.036 |
11.998 |
|
1.961 |
20 |
61,658 |
36 |
|
100 |
12 |
21 | |
short |
8/19/19 |
1/20/20 |
154 |
 |
 |
 |
Sino Land |
50 |
20,596 |
|
1.497 |
1.458 |
1.537 |
0.040 |
3 |
62,486 |
6 |
|
|
|
|
|
 |
 |
 |
Wharf REIC |
50 |
5,090 |
|
6.056 |
5.814 |
6.308 |
0.252 |
4 |
63,769 |
10 |
|
100 |
3 |
8 | |
long |
1/20/20 |
2/03/20 |
14 |
 |
 |
 |
China Res Land |
50 |
6,567 |
|
4.855 |
4.212 |
|
-0.643 |
-13 |
59,547 |
-98 |
|
|
|
|
|
 |
 |
 |
Country Garden |
50 |
20,100 |
|
1.586 |
1.291 |
|
-0.296 |
-19 |
53,599 |
-100 |
|
100 |
-16 |
-99 | |
short |
2/03/20 |
8/17/20 |
196 |
 |
 |
 |
Sino Land |
50 |
19,741 |
|
1.358 |
1.186 |
1.554 |
0.196 |
14 |
57,475 |
29 |
|
|
|
|
|
 |
 |
 |
Wharf REIC |
50 |
5,227 |
|
5.126 |
4.104 |
6.403 |
1.277 |
25 |
64,149 |
51 |
|
100 |
20 |
40 | |
long |
8/17/20 |
9/13/21 |
392 |
 |
 |
 |
Hang Lung |
50 |
11,806 |
|
2.717 |
2.338 |
|
-0.378 |
-14 |
59,682 |
-13 |
|
|
|
|
|
 |
 |
 |
New World Dev |
50 |
6,121 |
|
5.240 |
4.675 |
|
-0.564 |
-11 |
56,227 |
-10 |
|
100 |
-12 |
-12 | |
short |
9/13/21 |
2/14/22 |
154 |
 |
 |
 |
Hang Lung |
50 |
12,023 |
|
2.338 |
2.105 |
2.597 |
0.259 |
11 |
59,341 |
28 |
|
|
|
|
|
 |
 |
 |
China Res Land |
50 |
7,213 |
|
3.897 |
4.898 |
2.897 |
-1.000 |
-26 |
52,126 |
-50 |
|
100 |
-7 |
-16 | |
long |
2/14/22 |
8/29/22 |
196 |
 |
 |
 |
China Ov Land & Inv |
50 |
8,435 |
|
3.090 |
2.681 |
|
-0.408 |
-13 |
48,681 |
-23 |
|
|
|
|
|
 |
 |
 |
China Res Land |
50 |
5,321 |
|
4.898 |
4.070 |
|
-0.828 |
-17 |
44,278 |
-29 |
|
100 |
-15 |
-26 | |
short |
8/29/22 |
3/06/23 |
189 |
 |
 |
 |
Hang Lung |
50 |
13,246 |
|
1.671 |
2.001 |
1.342 |
-0.330 |
-20 |
39,912 |
-35 |
|
|
|
|
|
 |
 |
 |
Country Garden |
50 |
66,847 |
|
0.331 |
0.324 |
0.339 |
0.008 |
2 |
40,427 |
5 |
|
100 |
-9 |
-16 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
3/06/23 |
5/15/23 |
70 |
 |
 |
 |
Wharf REIC |
50 |
3,548 |
|
5.697 |
5.481 |
|
-0.216 |
-4 |
39,661 |
-18 |
|
|
|
|
|
 |
 |
 |
China Res Mixc |
50 |
3,520 |
|
5.741 |
4.919 |
|
-0.822 |
-14 |
36,767 |
-55 |
|
100 |
-9 |
-39 | |
short |
5/15/23 |
4/01/24 |
322 |
 |
 |
 |
Country Garden |
50 |
80,034 |
|
0.230 |
0.062 |
0.851 |
0.621 |
270 |
86,493 |
341 |
|
|
|
8/12/24 |
455 |
 |
 |
 |
Country Garden Svcs |
50 |
12,955 |
|
1.419 |
0.601 |
3.353 |
1.934 |
136 |
111,546 |
99 |
|
100 |
203 |
144 | |
accum | 1/09/06 |
8/12/24 | 6975 |
days out of 6982 invested (100%) |
1,015 |
111,546 |
13 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
China Res Land | long | 1/09/06 | 3/03/08 | 784 | 0.43 | 1.66 | | 1.23 | 289.22 | 50 | 144.61 | |
| long | 3/16/09 | 2/01/10 | 322 | 1.34 | 1.88 | | 0.54 | 40.28 | | 20.14 | |
| short | 3/14/11 | 1/16/12 | 308 | 1.67 | 1.79 | 1.55 | -0.12 | -7.32 | | -3.66 | |
| long | 1/16/12 | 6/10/13 | 511 | 1.79 | 2.89 | | 1.09 | 61.06 | | 30.53 | |
| short | 12/19/16 | 3/20/17 | 91 | 2.23 | 2.83 | 1.63 | -0.60 | -26.89 | | -13.45 | |
| long | 1/21/19 | 8/19/19 | 210 | 3.90 | 4.05 | | 0.15 | 3.90 | | 1.95 | |
| long | 1/20/20 | 2/03/20 | 14 | 4.85 | 4.21 | | -0.64 | -13.24 | | -6.62 | |
| short | 9/13/21 | 2/14/22 | 154 | 3.90 | 4.90 | 2.90 | -1.00 | -25.67 | | -12.83 | |
| long | 2/14/22 | 8/29/22 | 196 | 4.90 | 4.07 | | -0.83 | -16.90 | | -8.45 | 143.01 |
Country Garden | short | 9/03/18 | 1/21/19 | 140 | 1.45 | 1.25 | 1.68 | 0.23 | 15.88 | | 7.94 | |
| long | 1/20/20 | 2/03/20 | 14 | 1.59 | 1.29 | | -0.30 | -18.65 | | -9.33 | |
| short | 8/29/22 | 3/06/23 | 189 | 0.33 | 0.32 | 0.34 | 0.01 | 2.33 | | 1.16 | |
| short | 5/15/23 | 4/01/24 | 322 | 0.23 | 0.06 | 0.85 | 0.62 | 270.49 | | 135.24 | 132.92 |
China Ov Land & Inv | long | 1/09/06 | 3/03/08 | 784 | 0.47 | 1.66 | | 1.19 | 250.38 | | 125.19 | |
| long | 3/16/09 | 2/01/10 | 322 | 1.59 | 1.80 | | 0.21 | 13.23 | | 6.62 | |
| short | 2/01/10 | 6/21/10 | 140 | 1.80 | 2.04 | 1.56 | -0.24 | -13.51 | | -6.75 | |
| short | 3/14/11 | 1/16/12 | 308 | 1.83 | 1.95 | 1.70 | -0.13 | -6.91 | | -3.46 | |
| long | 1/16/12 | 6/10/13 | 511 | 1.95 | 2.81 | | 0.85 | 43.73 | | 21.86 | |
| long | 11/18/13 | 2/10/14 | 84 | 3.13 | 2.56 | | -0.57 | -18.32 | | -9.16 | |
| short | 12/19/16 | 3/20/17 | 91 | 2.66 | 3.16 | 2.16 | -0.50 | -18.66 | | -9.33 | |
| long | 2/14/22 | 8/29/22 | 196 | 3.09 | 2.68 | | -0.41 | -13.22 | | -6.61 | 102.61 |
Sino Land | short | 3/03/08 | 3/16/09 | 378 | 2.23 | 0.85 | 5.82 | 3.59 | 161.48 | | 80.74 | |
| short | 6/10/13 | 11/18/13 | 161 | 1.42 | 1.41 | 1.44 | 0.01 | 0.99 | | 0.49 | |
| long | 7/28/14 | 8/24/15 | 392 | 1.68 | 1.39 | | -0.29 | -17.20 | | -8.60 | |
| long | 6/06/16 | 12/19/16 | 196 | 1.57 | 1.48 | | -0.10 | -6.18 | | -3.09 | |
| short | 8/19/19 | 1/20/20 | 154 | 1.50 | 1.46 | 1.54 | 0.04 | 2.68 | | 1.34 | |
| short | 2/03/20 | 8/17/20 | 196 | 1.36 | 1.19 | 1.55 | 0.20 | 14.46 | | 7.23 | 74.83 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Country Garden Svcs | short | 5/15/23 | 8/12/24 | 455 | 1.42 | 0.60 | 3.35 | 1.93 | 136.28 | | 68.14 | 68.14 |
Wharf REIC | short | 8/19/19 | 1/20/20 | 154 | 6.06 | 5.81 | 6.31 | 0.25 | 4.16 | | 2.08 | |
| short | 2/03/20 | 8/17/20 | 196 | 5.13 | 4.10 | 6.40 | 1.28 | 24.91 | | 12.45 | |
| long | 3/06/23 | 5/15/23 | 70 | 5.70 | 5.48 | | -0.22 | -3.79 | | -1.90 | 12.62 |
Link REIT | long | 6/06/16 | 12/19/16 | 196 | 6.24 | 6.46 | | 0.21 | 3.44 | | 1.72 | |
| long | 1/21/19 | 8/19/19 | 210 | 10.04 | 12.00 | | 1.96 | 19.54 | | 9.77 | 11.66 |
CK Hutchison | short | 3/03/08 | 3/16/09 | 378 | 13.08 | 7.95 | 21.53 | 8.45 | 64.63 | | 32.31 | |
| short | 2/01/10 | 6/21/10 | 140 | 12.07 | 12.08 | 12.06 | -0.01 | -0.09 | | -0.04 | |
| long | 11/18/13 | 2/10/14 | 84 | 16.01 | 14.53 | | -1.48 | -9.24 | | -4.62 | |
| long | 7/28/14 | 8/24/15 | 392 | 18.45 | 12.71 | | -5.74 | -31.10 | | -15.55 | 6.53 |
Sun Hung Kai | long | 6/21/10 | 3/14/11 | 266 | 14.44 | 15.36 | | 0.92 | 6.35 | | 3.17 | 3.17 |
Henderson Land | short | 9/03/18 | 1/21/19 | 140 | 5.24 | 5.53 | 4.94 | -0.30 | -5.68 | | -2.84 | -2.84 |
New World Dev | short | 2/10/14 | 7/28/14 | 168 | 4.82 | 4.77 | 4.86 | 0.05 | 0.99 | | 0.50 | |
| long | 8/17/20 | 9/13/21 | 392 | 5.24 | 4.68 | | -0.56 | -10.77 | | -5.39 | -4.92 |
China Res Mixc | long | 3/06/23 | 5/15/23 | 70 | 5.74 | 4.92 | | -0.82 | -14.32 | | -7.16 | -7.16 |
Hang Lung | long | 6/21/10 | 3/14/11 | 266 | 3.93 | 4.06 | | 0.13 | 3.33 | | 1.66 | |
| short | 6/10/13 | 11/18/13 | 161 | 3.39 | 3.42 | 3.37 | -0.02 | -0.68 | | -0.34 | |
| short | 8/24/15 | 6/06/16 | 287 | 2.23 | 1.97 | 2.53 | 0.29 | 13.17 | | 6.59 | |
| long | 3/20/17 | 9/03/18 | 532 | 2.64 | 1.99 | | -0.65 | -24.71 | | -12.35 | |
| long | 8/17/20 | 9/13/21 | 392 | 2.72 | 2.34 | | -0.38 | -13.93 | | -6.96 | |
| short | 9/13/21 | 2/14/22 | 154 | 2.34 | 2.11 | 2.60 | 0.26 | 11.08 | | 5.54 | |
| short | 8/29/22 | 3/06/23 | 189 | 1.67 | 2.00 | 1.34 | -0.33 | -19.72 | | -9.86 | -16.23 |
The Wharf | short | 2/10/14 | 7/28/14 | 168 | 2.53 | 2.96 | 2.09 | -0.44 | -17.32 | | -8.66 | |
| short | 8/24/15 | 6/06/16 | 287 | 2.03 | 2.21 | 1.85 | -0.18 | -8.73 | | -4.37 | |
| long | 3/20/17 | 9/03/18 | 532 | 3.32 | 2.89 | | -0.43 | -12.96 | | -6.48 | -18.31 |
Annotations
3/01/24 | HSI-Prop | | | Component update: Country Garden Holding removed |
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