Share-o-matic - Assessment SSE 50 (Shanghai Stock Exchange 50)

Assessment - Shanghai Stock Exchange 50 - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	L	SSE 50 ew	1,917.800	Fri	0.21	1,900.550	0.91	1,874.380	26.170	1.40	1.10
		Zijin Mining	18.240	Fri	2.99	17.520	4.11	11.930	5.590	46.86	38.36
		Haier Smart Home	31.390	Fri	-0.16	31.710	-1.01	22.610	9.100	40.25	36.77
	L	PetroChina	10.080	Fri	0.10	10.010	0.70	7.090	2.920	41.18	25.99
		China Shenhua En	40.970	Fri	0.29	39.550	3.59	29.480	10.070	34.16	23.24
		China CSSC	37.990	Fri	-0.68	37.040	2.56	26.170	10.870	41.54	23.14
		Shaanxi Coal	24.960	Fri	0.20	23.890	4.48	17.470	6.420	36.75	19.91
		Cosco Shipping	13.350	Fri	0.15	12.020	11.06	9.670	2.350	24.30	18.85
	L	Shanxi Xinghuacun	270.320	Fri	0.48	269.000	0.49	251.490	17.510	6.96	17.60
		Agricultural Bank	4.370	Fri	-0.23	4.350	0.46	3.580	0.770	21.51	16.60
		Hygon	72.900	Fri	-4.78	79.240	-8.00	65.900	13.340	20.24	16.09
		Sany Heavy Industry	17.390	Fri	-0.40	16.930	2.72	14.480	2.450	16.92	12.97
		Bank of China	4.470	Fri		4.480	-0.22	3.840	0.640	16.67	10.67
	L	China Merchants Bank	35.620	Fri	2.24	34.880	2.12	31.140	3.740	12.01	10.16
		China Yangtze Pwr	25.480	Fri	0.47	25.470	0.04	22.240	3.230	14.52	10.11
	L	Wanhua Chemical	90.220	Fri	-0.12	91.940	-1.87	88.160	3.780	4.29	9.66
		Ind and Comm Bk	5.400	Fri	0.37	5.370	0.56	4.710	0.660	14.01	9.35
	L	Jiangsu Hengrui Med	46.480	Fri	-0.90	47.160	-1.44	48.330	-1.170	-2.42	6.37
	L	Industrial Bank	17.070	Fri	1.25	16.820	1.49	15.270	1.550	10.15	6.06
	L	Will Semiconductor	103.600	Fri	0.20	103.030	0.55	111.050	-8.020	-7.22	5.86
		China Petrol&Chem	6.400	Fri	0.16	6.320	1.27	5.370	0.950	17.69	4.79
	L	IM Yili	27.950	Fri	-0.96	28.800	-2.95	27.550	1.250	4.54	4.31
	L	Great Wall Motor	26.000	Fri	-0.95	26.250	-0.95	29.690	-3.440	-11.59	3.67
	L	China Telecom Corp	5.990	Fri	1.01	5.890	1.70	5.280	0.610	11.55	2.67
		SAIC Motor Corp	14.610	Fri	0.27	14.800	-1.28	15.010	-0.210	-1.40	2.65
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	L	China Pacific Ins	27.650	Fri	3.36	26.900	2.79	27.060	-0.160	-0.59	2.32
	L	Kweichow Moutai	1,738.980	Fri	-0.97	1,760.200	-1.21	1,812.000	-51.800	-2.86	1.90
	L	China State Constr	5.480	Fri	1.29	5.420	1.11	5.240	0.180	3.44	0.47
		NARI Technology	23.410	Fri	0.60	23.140	1.17	22.660	0.480	2.12	-0.82
	L	China Rwy Group	6.700	Fri	1.36	6.630	1.06	5.980	0.650	10.87	-0.90
	L	China Life	31.630	Fri	1.25	31.660	-0.09	33.490	-1.830	-5.46	-1.96
	L	China Unicom	4.670	Fri	0.65	4.660	0.21	4.480	0.180	4.02	-2.23
	L	China Three Gorges R	4.740	Fri	1.07	4.740		4.790	-0.050	-1.04	-2.26
		PowerChina	5.210	Fri	0.77	5.190	0.39	5.230	-0.040	-0.76	-2.69
	L	Foshan Haitian F&F	38.850	Fri	-0.21	39.680	-2.09	37.940	1.740	4.59	-2.72
	L	Zhangzhou Pientze	237.850	Fri	-0.52	242.960	-2.10	255.710	-12.750	-4.99	-4.38
	L	Ping An Ins	42.930	Fri	1.39	42.490	1.04	46.060	-3.570	-7.75	-4.68
	L	Beijing Kingsoft	291.550	Fri	-1.79	313.000	-6.85	320.000	-7.000	-2.19	-4.74
		AECC Aviation Power	37.550	Fri	0.24	34.930	7.50	35.690	-0.760	-2.13	-4.85
		China Northern Rare	20.470	Fri	-0.82	19.670	4.07	21.560	-1.890	-8.77	-6.46
	S	Citic Secs	19.060	Fri	0.79	19.210	-0.78	22.830	-3.620	-15.86	-8.33
	L	GigaDevice	82.490	Fri	-0.12	81.940	0.67	109.350	-27.410	-25.07	-8.43
	L	TBEA	14.600	Fri	1.18	14.380	1.53	14.060	0.320	2.28	-9.04
	S	SMIC	42.990	Fri	-1.67	42.560	1.01	57.300	-14.740	-25.72	-14.34
	L	Zhejiang Huayou	30.080	Fri	-1.18	29.030	3.62	37.230	-8.200	-22.03	-17.95
	L	Poly Developments	9.720	Fri	5.54	8.830	10.08	11.120	-2.290	-20.59	-19.99
	L	China Tourism	74.030	Fri	-0.47	76.260	-2.92	96.190	-19.930	-20.72	-21.31
	L	LONGi Green Energy	18.620	Fri	-1.79	18.510	0.59	23.450	-4.940	-21.07	-23.00
		Tongwei	22.590	Fri	-0.88	22.020	2.59	27.060	-5.040	-18.63	-23.01
		Trina Solar	21.520	Fri	-1.19	21.400	0.56	30.070	-8.670	-28.83	-27.73
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	∅-RS
	S	WuXi AppTec	44.850	Fri	-1.15	45.780	-2.03	90.880	-45.100	-49.63	-30.55
SSE 50 - 50 out of 50 instruments rated - 5/06/24 / 11/06/23 - 26 did rise, Market-Ratio(26) = 52.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

	SSE 50 RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions Shanghai Stock Exchange 50 * 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
1/02/06		2/25/08	784		- cash -
short	2/25/08	3/23/09	392		China Life	100	282	35.440	22.180	56.627	21.187	60	15,975	55
long	3/23/09	1/18/10	301		China Northern Rare	100	3,728	4.284	6.064		1.780	42	22,611	52
short	1/18/10	3/01/10	42		China Rwy Constr	100	2,529	8.940	8.660	9.229	0.289	3	23,342	32
long	3/01/10	3/15/10	14		IM Yili	100	4,511	5.173	4.780		-0.393	-8	21,568	-87
short	3/15/10	3/29/10	14		Poly Developments	100	3,345	6.447	6.847	6.047	-0.400	-6	20,230	-81
long	3/29/10	4/19/10	21		IM Yili	100	3,877	5.217	5.663		0.447	9	21,961	317
short	4/19/10	11/08/10	203		Poly Developments	100	3,949	5.560	6.447	4.673	-0.887	-16	18,460	-27
long	11/08/10	4/18/11	161		China Northern Rare	100	1,002	18.409	19.542		1.133	6	19,595	15
short	4/18/11	3/05/12	322		China Merchants Secs	100	1,305	15.010	12.960	17.384	2.374	16	22,694	18
long	3/05/12	7/23/12	140		Shanghai Oriental	100	1,296	17.500	13.720		-3.780	-22	17,795	-47
short	7/23/12	12/31/12	161		China Shipbuilding	100	3,818	4.660	4.770	4.550	-0.110	-2	17,375	-5
long	12/31/12	6/17/13	168		Sinolink Secs	100	1,947	8.920	6.690		-2.230	-25	13,033	-46
short	6/17/13	12/23/13	189		China Northern Rare	100	797	16.333	14.633	18.231	1.898	12	14,545	24
long	12/23/13	2/10/14	49		Shanghai Int Port	100	2,728	5.330	5.070		-0.260	-5	13,836	-31
short	2/10/14	7/28/14	168		Poly Developments	100	2,597	5.327	6.270	4.383	-0.943	-18	11,386	-35
long	7/28/14	8/24/15	392		Sinolink Secs	100	1,008	11.290	13.960		2.670	24	14,078	22
short	8/24/15	8/01/16	343		SAIC Motor Corp	100	914	15.390	23.160	7.620	-7.770	-50	6,976	-53
long	8/01/16	9/19/16	49		Kweichow Moutai	100	22	306.960	300.150		-6.810	-2	6,826	-15
short	9/19/16	10/31/16	42		Cosco Shipping	100	1,333	5.120	5.260	4.980	-0.140	-3	6,639	-21
long	10/31/16	3/05/18	490		Kweichow Moutai	100	20	317.990	720.110		402.120	126	14,682	84
short	3/05/18	2/04/19	336		Founder Secs	100	2,279	6.440	6.250	6.636	0.196	3	15,128	3
long	2/04/19	8/26/19	203		Huatai Secs	100	766	19.740	19.360		-0.380	-2	14,837	-3
short	8/26/19	1/06/20	133		Bank of Shanghai	100	1,665	8.910	9.440	8.380	-0.530	-6	13,954	-15
long	1/06/20	1/27/20	21		San’an Optoelectron	100	720	19.380	22.560		3.180	16	16,244	1,302
short	1/27/20	9/21/20	238		China Comms Constr	100	1,933	8.400	7.730	9.128	0.728	9	17,651	14
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/21/20	1/11/21	112		Zheshang Secs	100	1,097	16.080	14.470		-1.610	-10	15,885	-29
short	1/11/21	4/10/23	819		Shenzhen Goodix Tech	100	101	156.490	60.000	408.152	251.662	161	41,303	53
long	4/10/23	6/05/23	56		China Petrol&Chem	100	7,012	5.890	6.570		0.680	12	46,071	104
short	6/05/23	4/29/24	329		Trina Solar	100	1,246	36.970	21.610	63.248	26.278	71	78,813	81
long	4/29/24	5/10/24	11		Zijin Mining	100	4,462	17.660	18.240		0.580	3	81,401	192
accum	2/25/08	5/10/24	5920	days out of 6704 invested (88%)							714		81,401	14

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Shenzhen Goodix Tech	short	1/11/21	4/10/23	819	156.49	60.00	408.15	251.66	160.82	160.82
Kweichow Moutai	long	8/01/16	9/19/16	49	306.96	300.15		-6.81	-2.22
	long	10/31/16	3/05/18	490	317.99	720.11		402.12	126.46	121.43
Trina Solar	short	6/05/23	4/29/24	329	36.97	21.61	63.25	26.28	71.08	71.08
China Northern Rare	long	3/23/09	1/18/10	301	4.28	6.06		1.78	41.55
	long	11/08/10	4/18/11	161	18.41	19.54		1.13	6.16
	short	6/17/13	12/23/13	189	16.33	14.63	18.23	1.90	11.62	67.72
China Life	short	2/25/08	3/23/09	392	35.44	22.18	56.63	21.19	59.78	59.78
San’an Optoelectron	long	1/06/20	1/27/20	21	19.38	22.56		3.18	16.41	16.41
China Merchants Secs	short	4/18/11	3/05/12	322	15.01	12.96	17.38	2.37	15.82	15.82
China Petrol&Chem	long	4/10/23	6/05/23	56	5.89	6.57		0.68	11.54	11.54
China Comms Constr	short	1/27/20	9/21/20	238	8.40	7.73	9.13	0.73	8.67	8.67
Zijin Mining	long	4/29/24	5/10/24	11	17.66	18.24		0.58	3.28	3.28
China Rwy Constr	short	1/18/10	3/01/10	42	8.94	8.66	9.23	0.29	3.23	3.23
Founder Secs	short	3/05/18	2/04/19	336	6.44	6.25	6.64	0.20	3.04	3.04
IM Yili	long	3/01/10	3/15/10	14	5.17	4.78		-0.39	-7.60
	long	3/29/10	4/19/10	21	5.22	5.66		0.45	8.56	0.31
Huatai Secs	long	2/04/19	8/26/19	203	19.74	19.36		-0.38	-1.93	-1.93
China Shipbuilding	short	7/23/12	12/31/12	161	4.66	4.77	4.55	-0.11	-2.36	-2.36
Cosco Shipping	short	9/19/16	10/31/16	42	5.12	5.26	4.98	-0.14	-2.73	-2.73
Shanghai Int Port	long	12/23/13	2/10/14	49	5.33	5.07		-0.26	-4.88	-4.88
Bank of Shanghai	short	8/26/19	1/06/20	133	8.91	9.44	8.38	-0.53	-5.95	-5.95
Sinolink Secs	long	12/31/12	6/17/13	168	8.92	6.69		-2.23	-25.00
	long	7/28/14	8/24/15	392	11.29	13.96		2.67	23.65	-7.26
Zheshang Secs	long	9/21/20	1/11/21	112	16.08	14.47		-1.61	-10.01	-10.01
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Shanghai Oriental	long	3/05/12	7/23/12	140	17.50	13.72		-3.78	-21.60	-21.60
Poly Developments	short	3/15/10	3/29/10	14	6.45	6.85	6.05	-0.40	-6.20
	short	4/19/10	11/08/10	203	5.56	6.45	4.67	-0.89	-15.95
	short	2/10/14	7/28/14	168	5.33	6.27	4.38	-0.94	-17.71	-35.12
SAIC Motor Corp	short	8/24/15	8/01/16	343	15.39	23.16	7.62	-7.77	-50.49	-50.49

Annotations

7/28/17	SSE 50	component roundabout new: Bank of Jiangsu, Bank of Shanghai, China Fortune Land, China Galaxy Securities and Greenland Holdings dropped out: AVIC Aviation, China Citic Bank, Industrial Securities, Shanghai Oriental and Sinolink Securities
12/28/16	SSE 50	Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang replace China Cosco, GD Power, IM Baotao Steel, Power China and Shanghai Electric
12/29/15	SSE 50	complete analysis
12/28/15	SSE 50	CNNP, GD Power Development, Guotai Junan, New China Life and PowerChina replace Guanghui Energy, NARI, Offshore Oil, Qingdao Haier and Tebian Electric Apparatus
8/28/15	SSE 50	complete analysis
7/27/15	Ping An Ins	forward stock split 10:20 (twenty for ten)
7/17/15	Kweichow Moutai	forward stock split 10:11 (eleven for ten)
7/16/15	Qingdao Haier	forward stock split 10:20 (twenty for ten)
6/01/15	IM Yili	foreward stock split 10:20 (twenty for ten)
5/11/15	China Northern Rare	forward stock split 10:15 (fifteen for ten)
6/06/13	NARI Technology	forward stock split 10:15 (fifteen for ten)


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