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 (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		2/25/08	784		- cash -
short	2/25/08	3/23/09	392		China Life	50	141	35.440	22.180	56.627	21.187	60	12,987	55
					IM Yili	50	1,569	3.187	2.120	4.790	1.603	50	15,503	46
100							55						50
long	3/23/09	1/18/10	301		China Northern Rare	50	1,809	4.284	6.064		1.780	42	18,723	52
					Kangmei Pharma	50	2,938	2.639	4.606		1.967	75	24,503	97
100							58						74
short	1/18/10	3/01/10	42		China Rwy Constr	50	1,370	8.940	8.660	9.229	0.289	3	24,899	32
					China Rwy Group	50	2,012	6.090	5.930	6.254	0.164	3	25,229	26
100							3						29
long	3/01/10	3/15/10	14		IM Yili	50	2,438	5.173	4.780		-0.393	-8	24,271	-87
					AECC Aviation Power	50	862	14.620	13.430		-1.190	-8	23,245	-89
100							-8						-88
short	3/15/10	3/29/10	14		China Rwy Constr	50	1,385	8.390	8.550	8.230	-0.160	-2	23,023	-39
					Poly Developments	50	1,803	6.447	6.847	6.047	-0.400	-6	22,302	-81
100							-4						-66
long	3/29/10	4/19/10	21		IM Yili	50	2,137	5.217	5.663		0.447	9	23,256	317
					Kangmei Pharma	50	2,142	5.205	5.762		0.557	11	24,449	485
100							10						394
short	4/19/10	11/08/10	203		China Rwy Constr	50	1,531	7.980	7.570	8.412	0.432	5	25,110	10
					Poly Developments	50	2,199	5.560	6.447	4.673	-0.887	-16	23,160	-27
100							-5						-9
long	11/08/10	4/18/11	161		China Northern Rare	50	629	18.409	19.542		1.133	6	23,873	15
					Kangmei Pharma	50	1,274	9.088	7.105		-1.983	-22	21,346	-43
100							-8						-17
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/18/11	3/05/12	322		China Rwy Constr	50	1,549	6.890	4.420	10.740	3.850	56	27,311	65
					China Merchants Secs	50	711	15.010	12.960	17.384	2.374	16	28,999	18
100							36						42
long	3/05/12	7/23/12	140		IM Yili	50	1,900	7.630	6.383		-1.247	-16	26,630	-37
					Shanghai Oriental	50	828	17.500	13.720		-3.780	-22	23,500	-47
100							-19						-42
short	7/23/12	12/31/12	161		China Unicom	50	3,184	3.690	3.500	3.890	0.200	5	24,138	13
					China Shipbuilding	50	2,521	4.660	4.770	4.550	-0.110	-2	23,861	-5
100							2						4
long	12/31/12	6/17/13	168		China Rwy Constr	50	1,869	6.380	4.670		-1.710	-27	20,665	-49
					Sinolink Secs	50	1,338	8.920	6.690		-2.230	-25	17,681	-46
100							-26						-48
short	6/17/13	12/23/13	189		China Life	50	585	15.100	14.700	15.511	0.411	3	17,921	5
					China Northern Rare	50	541	16.333	14.633	18.231	1.898	12	18,948	24
100							7						14
long	12/23/13	2/10/14	49		Shanghai Int Port	50	1,777	5.330	5.070		-0.260	-5	18,486	-31
					Shanghai Oriental	50	259	36.480	43.580		7.100	19	20,325	276
100							7						69
short	2/10/14	7/28/14	168		China Shenhua En	50	719	14.130	15.300	12.960	-1.170	-8	19,483	-17
					Poly Developments	50	1,908	5.327	6.270	4.383	-0.943	-18	17,684	-35
100							-13						-26
long	7/28/14	8/24/15	392		SAIC Motor Corp	50	500	17.680	15.390		-2.290	-13	16,539	-12
					Sinolink Secs	50	783	11.290	13.960		2.670	24	18,629	22
100							5						5
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/24/15	8/01/16	343		China Pacific Ins	50	469	19.850	26.700	13.000	-6.850	-35	15,417	-36
					SAIC Motor Corp	50	605	15.390	23.160	7.620	-7.770	-50	10,716	-53
100							-42						-45
long	8/01/16	9/19/16	49		Kweichow Moutai	50	17	306.960	300.150		-6.810	-2	10,600	-15
					SAIC Motor Corp	50	237	23.160	21.370		-1.790	-8	10,176	-45
100							-5						-32
short	9/19/16	10/31/16	42		Cosco Shipping	50	993	5.120	5.260	4.980	-0.140	-3	10,037	-21
					China Rwy Constr	50	555	9.160	10.310	8.010	-1.150	-13	9,398	-69
100							-8						-50
long	10/31/16	3/05/18	490		Kweichow Moutai	50	14	317.990	720.110		402.120	126	15,028	84
					China State Constr	50	688	7.180	9.040		1.860	26	16,308	19
100							74						51
short	3/05/18	2/04/19	336		Dongxing Secs	50	592	13.770	9.740	19.467	5.697	41	19,681	46
					Founder Secs	50	1,266	6.440	6.250	6.636	0.196	3	19,929	3
100							22						24
long	2/04/19	8/26/19	203		Huatai Secs	50	504	19.740	19.360		-0.380	-2	19,737	-3
					Shandong Gold	50	322	30.900	38.100		7.200	23	22,055	46
100							11						20
short	8/26/19	1/06/20	133		PetroChina	50	1,816	6.070	6.230	5.910	-0.160	-3	21,765	-7
					Bank of Shanghai	50	1,238	8.910	9.440	8.380	-0.530	-6	21,109	-15
100							-4						-11
long	1/06/20	1/27/20	21		Anhui Conch Cement	50	197	53.320	48.000		-5.320	-10	20,061	-84
					San’an Optoelectron	50	547	19.380	22.560		3.180	16	21,800	1,302
100							3						75
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/27/20	9/21/20	238		PetroChina	50	1,932	5.640	4.250	7.485	1.845	33	25,364	54
					China Comms Constr	50	1,298	8.400	7.730	9.128	0.728	9	26,309	14
100							21						33
long	9/21/20	1/11/21	112		Wanhua Chemical	50	173	76.000	108.670		32.670	43	31,961	221
					Zheshang Secs	50	818	16.080	14.470		-1.610	-10	30,644	-29
100							16						64
short	1/11/21	4/10/23	819		Shandong Gold	50	655	23.390	24.520	22.260	-1.130	-5	29,904	-2
					Shenzhen Goodix Tech	50	97	156.490	60.000	408.152	251.662	161	54,315	53
100							78						29
long	4/10/23	6/05/23	56		China Petrol&Chem	50	4,610	5.890	6.570		0.680	12	57,450	104
					Zijin Mining	50	2,092	12.980	11.280		-1.700	-13	53,893	-60
100							-1						-5
short	6/05/23	4/29/24	329		LONGi Green Energy	50	948	28.410	19.000	42.480	14.070	50	67,232	56
					Trina Solar	50	729	36.970	21.610	63.248	26.278	71	86,388	81
100							60						69
long	4/29/24	5/10/24	11		PetroChina	50	4,226	10.220	10.080		-0.140	-1	85,797	-37
					Zijin Mining	50	2,446	17.660	18.240		0.580	3	87,216	192
100							1						37
accum	2/25/08	5/10/24	5920	days out of 6704 invested (88%)							772		87,216	14

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Shenzhen Goodix Tech	short	1/11/21	4/10/23	819	156.49	60.00	408.15	251.66	160.82	50	80.41	80.41
Kweichow Moutai	long	8/01/16	9/19/16	49	306.96	300.15		-6.81	-2.22		-1.11
	long	10/31/16	3/05/18	490	317.99	720.11		402.12	126.46		63.23	61.42
Trina Solar	short	6/05/23	4/29/24	329	36.97	21.61	63.25	26.28	71.08		35.54	35.54
China Northern Rare	long	3/23/09	1/18/10	301	4.28	6.06		1.78	41.55		20.77
	long	11/08/10	4/18/11	161	18.41	19.54		1.13	6.16		3.08
	short	6/17/13	12/23/13	189	16.33	14.63	18.23	1.90	11.62		5.81	31.72
China Life	short	2/25/08	3/23/09	392	35.44	22.18	56.63	21.19	59.78		29.89
	short	6/17/13	12/23/13	189	15.10	14.70	15.51	0.41	2.72		1.36	31.66
Kangmei Pharma	long	3/23/09	1/18/10	301	2.64	4.61		1.97	74.55		37.28
	long	3/29/10	4/19/10	21	5.20	5.76		0.56	10.69		5.35
	long	11/08/10	4/18/11	161	9.09	7.11		-1.98	-21.82		-10.91	28.84
LONGi Green Energy	short	6/05/23	4/29/24	329	28.41	19.00	42.48	14.07	49.53		24.76	24.76
Wanhua Chemical	long	9/21/20	1/11/21	112	76.00	108.67		32.67	42.99		21.49	21.49
Dongxing Secs	short	3/05/18	2/04/19	336	13.77	9.74	19.47	5.70	41.38		20.69	20.69
IM Yili	short	2/25/08	3/23/09	392	3.19	2.12	4.79	1.60	50.32		25.16
	long	3/01/10	3/15/10	14	5.17	4.78		-0.39	-7.60		-3.80
	long	3/29/10	4/19/10	21	5.22	5.66		0.45	8.56		4.28
	long	3/05/12	7/23/12	140	7.63	6.38		-1.25	-16.34		-8.17	15.30
PetroChina	short	8/26/19	1/06/20	133	6.07	6.23	5.91	-0.16	-2.64		-1.32
	short	1/27/20	9/21/20	238	5.64	4.25	7.48	1.84	32.71		16.35
	long	4/29/24	5/10/24	11	10.22	10.08		-0.14	-1.37		-0.68	14.03
China State Constr	long	10/31/16	3/05/18	490	7.18	9.04		1.86	25.91		12.95	12.95
Shandong Gold	long	2/04/19	8/26/19	203	30.90	38.10		7.20	23.30		11.65
	short	1/11/21	4/10/23	819	23.39	24.52	22.26	-1.13	-4.83		-2.42	8.95
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
San’an Optoelectron	long	1/06/20	1/27/20	21	19.38	22.56		3.18	16.41		8.20	8.20
China Merchants Secs	short	4/18/11	3/05/12	322	15.01	12.96	17.38	2.37	15.82		7.91	7.91
China Rwy Constr	short	1/18/10	3/01/10	42	8.94	8.66	9.23	0.29	3.23		1.62
	short	3/15/10	3/29/10	14	8.39	8.55	8.23	-0.16	-1.91		-0.95
	short	4/19/10	11/08/10	203	7.98	7.57	8.41	0.43	5.42		2.71
	short	4/18/11	3/05/12	322	6.89	4.42	10.74	3.85	55.88		27.94
	long	12/31/12	6/17/13	168	6.38	4.67		-1.71	-26.80		-13.40
	short	9/19/16	10/31/16	42	9.16	10.31	8.01	-1.15	-12.55		-6.28	7.34
China Petrol&Chem	long	4/10/23	6/05/23	56	5.89	6.57		0.68	11.54		5.77	5.77
China Comms Constr	short	1/27/20	9/21/20	238	8.40	7.73	9.13	0.73	8.67		4.33	4.33
China Unicom	short	7/23/12	12/31/12	161	3.69	3.50	3.89	0.20	5.43		2.71	2.71
Founder Secs	short	3/05/18	2/04/19	336	6.44	6.25	6.64	0.20	3.04		1.52	1.52
China Rwy Group	short	1/18/10	3/01/10	42	6.09	5.93	6.25	0.16	2.70		1.35	1.35
Huatai Secs	long	2/04/19	8/26/19	203	19.74	19.36		-0.38	-1.93		-0.96	-0.96
China Shipbuilding	short	7/23/12	12/31/12	161	4.66	4.77	4.55	-0.11	-2.36		-1.18	-1.18
Cosco Shipping	short	9/19/16	10/31/16	42	5.12	5.26	4.98	-0.14	-2.73		-1.37	-1.37
Shanghai Oriental	long	3/05/12	7/23/12	140	17.50	13.72		-3.78	-21.60		-10.80
	long	12/23/13	2/10/14	49	36.48	43.58		7.10	19.46		9.73	-2.12
Sinolink Secs	long	12/31/12	6/17/13	168	8.92	6.69		-2.23	-25.00		-12.50
	long	7/28/14	8/24/15	392	11.29	13.96		2.67	23.65		11.82	-2.15
Shanghai Int Port	long	12/23/13	2/10/14	49	5.33	5.07		-0.26	-4.88		-2.44	-2.44
Bank of Shanghai	short	8/26/19	1/06/20	133	8.91	9.44	8.38	-0.53	-5.95		-2.97	-2.97
AECC Aviation Power	long	3/01/10	3/15/10	14	14.62	13.43		-1.19	-8.14		-4.07	-4.07
China Shenhua En	short	2/10/14	7/28/14	168	14.13	15.30	12.96	-1.17	-8.28		-4.14	-4.14
Anhui Conch Cement	long	1/06/20	1/27/20	21	53.32	48.00		-5.32	-9.98		-4.99	-4.99
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Zheshang Secs	long	9/21/20	1/11/21	112	16.08	14.47		-1.61	-10.01		-5.01	-5.01
Zijin Mining	long	4/10/23	6/05/23	56	12.98	11.28		-1.70	-13.10		-6.55
	long	4/29/24	5/10/24	11	17.66	18.24		0.58	3.28		1.64	-5.01
China Pacific Ins	short	8/24/15	8/01/16	343	19.85	26.70	13.00	-6.85	-34.51		-17.25	-17.25
Poly Developments	short	3/15/10	3/29/10	14	6.45	6.85	6.05	-0.40	-6.20		-3.10
	short	4/19/10	11/08/10	203	5.56	6.45	4.67	-0.89	-15.95		-7.97
	short	2/10/14	7/28/14	168	5.33	6.27	4.38	-0.94	-17.71		-8.85	-18.72
SAIC Motor Corp	long	7/28/14	8/24/15	392	17.68	15.39		-2.29	-12.95		-6.48
	short	8/24/15	8/01/16	343	15.39	23.16	7.62	-7.77	-50.49		-25.24
	long	8/01/16	9/19/16	49	23.16	21.37		-1.79	-7.73		-3.86	-32.79

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)


	is taking down something concerning