Assessment - Shanghai Stock Exchange 50 - 5/06/24 - RS = 19
⇐
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ19
∅-RS
L
SSE 50 ew
1,913.710
07:00
1.06
1,900.550
0.69
1,728.250
172.300
9.97
1.10
Zijin Mining
17.710
07:00
1.49
17.520
1.08
12.180
5.340
43.84
38.36
Haier Smart Home
31.440
07:00
0.54
31.710
-0.85
20.620
11.090
53.78
36.77
L
PetroChina
10.070
07:00
-0.59
10.010
0.60
6.990
3.020
43.20
25.99
China Shenhua En
40.850
07:00
-0.73
39.550
3.29
31.310
8.240
26.32
23.24
China CSSC
38.250
07:00
2.79
37.040
3.27
28.880
8.160
28.25
23.14
Shaanxi Coal
24.910
07:00
-0.99
23.890
4.27
20.590
3.300
16.03
19.91
Cosco Shipping
13.330
07:00
9.17
12.020
10.90
9.750
2.270
23.28
18.85
L
Shanxi Xinghuacun
269.030
07:00
0.12
269.000
0.01
224.970
44.030
19.57
17.60
Agricultural Bank
4.380
07:00
-1.13
4.350
0.69
3.670
0.680
18.53
16.60
Hygon
76.560
07:00
0.26
79.240
-3.38
72.610
6.630
9.13
16.09
Sany Heavy Industry
17.460
07:00
4.80
16.930
3.13
13.240
3.690
27.87
12.97
Bank of China
4.470
07:00
-0.89
4.480
-0.22
4.030
0.450
11.17
10.67
L
China Merchants Bank
34.840
07:00
0.78
34.880
-0.11
27.270
7.610
27.91
10.16
China Yangtze Pwr
25.360
07:00
0.20
25.470
-0.43
23.530
1.940
8.24
10.11
L
Wanhua Chemical
90.330
07:00
-0.59
91.940
-1.75
76.830
15.110
19.67
9.66
Ind and Comm Bk
5.380
07:00
-0.55
5.370
0.19
4.820
0.550
11.41
9.35
L
Jiangsu Hengrui Med
46.900
07:00
1.03
47.160
-0.55
43.980
3.180
7.23
6.37
L
Industrial Bank
16.860
07:00
0.48
16.820
0.24
14.560
2.260
15.52
6.06
L
Will Semiconductor
103.390
07:00
0.46
103.030
0.35
106.470
-3.440
-3.23
5.86
China Petrol&Chem
6.390
07:00
-0.47
6.320
1.11
5.400
0.920
17.04
4.79
L
IM Yili
28.220
07:00
-0.04
28.800
-2.01
25.810
2.990
11.58
4.31
L
Great Wall Motor
26.250
07:00
1.27
26.250
24.500
1.750
7.14
3.67
L
China Telecom Corp
5.930
07:00
-0.50
5.890
0.68
5.150
0.740
14.37
2.67
SAIC Motor Corp
14.570
07:00
0.14
14.800
-1.55
13.290
1.510
11.36
2.65
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ19
∅-RS
L
China Pacific Ins
26.750
07:00
0.94
26.900
-0.56
22.820
4.080
17.88
2.32
L
Kweichow Moutai
1,756.000
07:00
-0.45
1,760.200
-0.24
1,670.000
90.200
5.40
1.90
L
China State Constr
5.410
07:00
1.12
5.420
-0.18
4.710
0.710
15.07
0.47
NARI Technology
23.270
07:00
1.39
23.140
0.56
21.450
1.690
7.88
-0.82
L
China Rwy Group
6.610
07:00
1.07
6.630
-0.30
5.510
1.120
20.33
-0.90
L
China Life
31.240
07:00
0.06
31.660
-1.33
27.650
4.010
14.50
-1.96
L
China Unicom
4.640
07:00
4.660
-0.43
4.220
0.440
10.43
-2.23
L
China Three Gorges R
4.690
07:00
4.740
-1.05
4.320
0.420
9.72
-2.26
PowerChina
5.170
07:00
1.57
5.190
-0.39
4.690
0.500
10.66
-2.69
L
Foshan Haitian F&F
38.930
07:00
-0.41
39.680
-1.89
36.200
3.480
9.61
-2.72
L
Zhangzhou Pientze
239.100
07:00
-0.47
242.960
-1.59
235.800
7.160
3.04
-4.38
L
Ping An Ins
42.340
07:00
0.93
42.490
-0.35
39.100
3.390
8.67
-4.68
L
Beijing Kingsoft
296.850
07:00
1.09
313.000
-5.16
312.030
0.970
0.31
-4.74
AECC Aviation Power
37.460
07:00
4.84
34.930
7.24
36.300
-1.370
-3.77
-4.85
China Northern Rare
20.640
07:00
2.03
19.670
4.93
18.780
0.890
4.74
-6.46
S
Citic Secs
18.910
07:00
0.69
19.210
-1.56
19.850
-0.640
-3.22
-8.33
L
GigaDevice
82.590
07:00
0.73
81.940
0.79
89.140
-7.200
-8.08
-8.43
L
TBEA
14.430
07:00
0.91
14.380
0.35
13.320
1.060
7.96
-9.04
S
SMIC
43.720
07:00
3.70
42.560
2.73
53.010
-10.450
-19.71
-14.34
L
Zhejiang Huayou
30.440
07:00
5.44
29.030
4.86
31.030
-2.000
-6.45
-17.95
L
Poly Developments
9.210
07:00
2.56
8.830
4.30
9.540
-0.710
-7.44
-19.99
L
China Tourism
74.380
07:00
1.39
76.260
-2.47
78.850
-2.590
-3.28
-21.31
L
LONGi Green Energy
18.960
07:00
2.43
18.510
2.43
20.980
-2.470
-11.77
-23.00
Tongwei
22.790
07:00
2.20
22.020
3.50
23.740
-1.720
-7.25
-23.01
Trina Solar
21.780
07:00
4.01
21.400
1.78
26.360
-4.960
-18.82
-27.73
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
12/25/23
prc diff
⇓ Δ19
∅-RS
S
WuXi AppTec
45.370
07:00
1.48
45.780
-0.90
72.160
-26.380
-36.56
-30.55
SSE 50 - 50 out of 50 instruments rated - 5/06/24 / 12/25/23 - 38 did rise, Market-Ratio(19) = 76.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 * L19 - 46 ex 12 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield long
1/02/06
5/29/06
147
Tongwei
100
7,035
1.421
1.960
0.539
38
13,790
122
5/29/06
1/21/08
602
Citic Secs
100
2,780
4.960
26.660
21.700
438
74,116
177
1/21/08
1/26/09
371
- cash -
1/26/09
2/02/09
7
TBEA
100
6,806
10.889
10.793
-0.096
-1
73,460
-37
2/02/09
2/09/09
7
- cash -
2/09/09
6/22/09
133
TBEA
100
6,060
12.121
13.192
1.071
9
79,951
26
6/22/09
11/09/09
140
Poly Developments
100
9,406
8.500
8.633
0.133
2
81,205
4
11/09/09
12/07/09
28
SAIC Motor Corp
100
4,236
19.170
19.760
0.590
3
83,704
48
12/07/09
12/28/09
21
- cash -
12/28/09
2/01/10
35
SAIC Motor Corp
100
4,059
20.620
14.960
-5.660
-27
60,730
-96
2/01/10
2/08/10
7
- cash -
2/08/10
3/01/10
21
IM Yili
100
12,556
4.837
5.173
0.337
7
64,957
222
3/01/10
9/27/10
210
- cash -
9/27/10
10/04/10
7
China Northern Rare
100
4,123
15.751
17.069
1.318
8
70,390
6,499
10/04/10
10/11/10
7
- cash -
10/11/10
2/28/11
140
China Northern Rare
100
4,113
17.111
16.224
-0.887
-5
66,743
-13
2/28/11
4/04/11
35
- cash -
4/04/11
5/23/11
49
China Northern Rare
100
3,088
21.613
21.453
-0.160
-1
66,249
-5
5/23/11
5/30/11
7
- cash -
5/30/11
6/13/11
14
China Northern Rare
100
2,950
22.450
25.723
3.273
15
75,905
3,376
6/13/11
2/13/12
245
- cash -
2/13/12
3/26/12
42
IM Yili
100
10,299
7.370
7.643
0.273
4
78,720
37
3/26/12
4/16/12
21
- cash -
4/16/12
6/25/12
70
China Northern Rare
100
3,381
23.277
28.467
5.190
22
96,267
186
6/25/12
12/10/12
168
- cash -
12/10/12
5/13/13
154
Great Wall Motor
100
15,128
6.363
12.553
6.190
97
189,910
400
5/13/13
11/04/13
175
- cash -
11/04/13
12/23/13
49
LONGi Green Energy
100
61,555
3.085
2.968
-0.118
-4
182,677
-25
12/23/13
6/16/14
175
- cash -
6/16/14
6/23/14
7
Tongwei
100
38,057
4.800
4.585
-0.215
-4
174,495
-91
6/23/14
7/07/14
14
- cash -
7/07/14
12/01/14
147
AECC Aviation Power
100
6,946
25.120
27.310
2.190
9
189,706
23
12/01/14
8/03/15
245
China Rwy Group
100
38,402
4.940
13.310
8.370
169
511,131
338
8/03/15
1/04/16
154
- cash -
1/04/16
1/11/16
7
Zhangzhou Pientze
100
12,378
41.293
35.693
-5.600
-14
441,814
-100
1/11/16
5/30/16
140
- cash -
5/30/16
5/15/17
350
Zhejiang Huayou
100
35,279
12.523
18.035
5.512
44
636,254
46
5/15/17
7/24/17
70
China Unicom
100
85,174
7.470
7.470
0.000
0
636,254
0
7/24/17
3/26/18
245
Zhejiang Huayou
100
23,602
26.957
51.708
24.751
92
1,220,418
164
3/26/18
11/12/18
231
- cash -
11/12/18
11/19/18
7
NARI Technology
100
67,989
17.950
18.030
0.080
0
1,225,857
26
11/19/18
12/17/18
28
- cash -
12/17/18
12/24/18
7
NARI Technology
100
65,588
18.690
18.250
-0.440
-2
1,196,999
-71
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
12/24/18
1/21/19
28
- cash -
1/21/19
2/04/19
14
LONGi Green Energy
100
66,902
17.892
17.932
0.040
0
1,199,701
6
2/04/19
2/18/19
14
- cash -
2/18/19
7/15/19
147
Tongwei
100
97,775
12.270
13.590
1.320
11
1,328,764
29
7/15/19
8/05/19
21
- cash -
8/05/19
8/12/19
7
Will Semiconductor
100
26,954
49.296
52.593
3.296
7
1,417,613
2,822
8/12/19
9/09/19
28
- cash -
9/09/19
11/04/19
56
Will Semiconductor
100
18,174
78.000
81.370
3.370
4
1,478,866
32
11/04/19
11/18/19
14
- cash -
11/18/19
11/25/19
7
Will Semiconductor
100
15,988
92.496
84.074
-8.422
-9
1,344,212
-99
11/25/19
12/16/19
21
- cash -
12/16/19
1/27/20
42
Will Semiconductor
100
12,171
110.437
139.630
29.193
26
1,699,520
668
1/27/20
2/17/20
21
- cash -
2/17/20
2/24/20
7
GigaDevice
100
10,475
162.245
205.102
42.857
26
2,148,447
> 999,999
2/24/20
3/02/20
7
- cash -
3/02/20
3/09/20
7
GigaDevice
100
11,951
179.765
150.980
-28.785
-16
1,804,438
-100
3/09/20
6/15/20
98
- cash -
6/15/20
6/22/20
7
GigaDevice
100
11,738
153.721
168.893
15.172
10
1,982,527
13,437
6/22/20
7/06/20
14
- cash -
7/06/20
5/31/21
329
China Tourism
100
9,861
201.030
334.500
133.470
66
3,298,675
76
5/31/21
6/14/21
14
- cash -
6/14/21
6/21/21
7
Cosco Shipping
100
127,460
25.880
27.150
1.270
5
3,460,549
1,116
6/21/21
7/19/21
28
- cash -
7/19/21
8/16/21
28
Cosco Shipping
100
155,530
22.250
20.590
-1.660
-7
3,202,369
-64
8/16/21
9/06/21
21
- cash -
9/06/21
9/27/21
21
China Northern Rare
100
60,708
52.750
44.200
-8.550
-16
2,683,316
-95
9/27/21
10/25/21
28
- cash -
10/25/21
11/08/21
14
Trina Solar
100
40,229
66.700
72.490
5.790
9
2,916,241
776
11/08/21
11/15/21
7
- cash -
11/15/21
11/29/21
14
Trina Solar
100
41,189
70.800
72.770
1.970
3
2,997,384
105
11/29/21
12/06/21
7
- cash -
12/06/21
1/17/22
42
Trina Solar
100
42,752
70.110
67.370
-2.740
-4
2,880,243
-29
1/17/22
9/05/22
231
- cash -
9/05/22
9/19/22
14
Shaanxi Coal
100
117,417
24.530
22.930
-1.600
-7
2,692,376
-83
9/19/22
12/05/22
77
- cash -
12/05/22
12/12/22
7
China Unicom
100
517,764
5.200
5.080
-0.120
-2
2,630,244
-70
12/12/22
1/09/23
28
- cash -
1/09/23
5/22/23
133
China Unicom
100
528,161
4.980
4.980
0.000
0
2,630,244
0
5/22/23
5/29/23
7
Beijing Kingsoft
100
6,347
414.360
415.960
1.600
0
2,640,400
22
5/29/23
6/19/23
21
- cash -
6/19/23
6/26/23
7
Beijing Kingsoft
100
5,455
484.000
477.710
-6.290
-1
2,606,088
-49
6/26/23
7/31/23
35
- cash -
7/31/23
8/14/23
14
Beijing Kingsoft
100
6,418
406.000
409.000
3.000
1
2,625,342
21
8/14/23
3/04/24
203
- cash -
3/04/24
3/18/24
14
Shaanxi Coal
100
97,997
26.790
24.340
-2.450
-9
2,385,249
-92
3/18/24
3/25/24
7
- cash -
3/25/24
5/09/24
45
Shaanxi Coal
100
91,775
25.990
24.910
-1.080
-4
2,286,132
-29
accum 1/02/06
5/09/24 3713
days out of 6702 invested (55%)
22,761
2,286,132
71
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Citic Secs long 5/29/06 1/21/08 602 4.96 26.66 21.70 437.50 437.50
Zhejiang Huayou 5/30/16 5/15/17 350 12.52 18.03 5.51 44.01
7/24/17 3/26/18 245 26.96 51.71 24.75 91.82 176.23
China Rwy Group 12/01/14 8/03/15 245 4.94 13.31 8.37 169.43 169.43
Great Wall Motor 12/10/12 5/13/13 154 6.36 12.55 6.19 97.28 97.28
China Tourism 7/06/20 5/31/21 329 201.03 334.50 133.47 66.39 66.39
Tongwei 1/02/06 5/29/06 147 1.42 1.96 0.54 37.90
6/16/14 6/23/14 7 4.80 4.59 -0.22 -4.48
2/18/19 7/15/19 147 12.27 13.59 1.32 10.76 45.90
Will Semiconductor 8/05/19 8/12/19 7 49.30 52.59 3.30 6.69
9/09/19 11/04/19 56 78.00 81.37 3.37 4.32
11/18/19 11/25/19 7 92.50 84.07 -8.42 -9.11
12/16/19 1/27/20 42 110.44 139.63 29.19 26.43 27.90
China Northern Rare 9/27/10 10/04/10 7 15.75 17.07 1.32 8.37
10/11/10 2/28/11 140 17.11 16.22 -0.89 -5.18
4/04/11 5/23/11 49 21.61 21.45 -0.16 -0.74
5/30/11 6/13/11 14 22.45 25.72 3.27 14.58
4/16/12 6/25/12 70 23.28 28.47 5.19 22.30
9/06/21 9/27/21 21 52.75 44.20 -8.55 -16.21 19.75
GigaDevice 2/17/20 2/24/20 7 162.25 205.10 42.86 26.41
3/02/20 3/09/20 7 179.77 150.98 -28.79 -16.01
6/15/20 6/22/20 7 153.72 168.89 15.17 9.87 16.65
IM Yili 2/08/10 3/01/10 21 4.84 5.17 0.34 6.96
2/13/12 3/26/12 42 7.37 7.64 0.27 3.71 10.93
AECC Aviation Power 7/07/14 12/01/14 147 25.12 27.31 2.19 8.72 8.72
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
TBEA 1/26/09 2/02/09 7 10.89 10.79 -0.10 -0.88
2/09/09 6/22/09 133 12.12 13.19 1.07 8.84 7.87
Trina Solar 10/25/21 11/08/21 14 66.70 72.49 5.79 8.68
11/15/21 11/29/21 14 70.80 72.77 1.97 2.78
12/06/21 1/17/22 42 70.11 67.37 -2.74 -3.91 7.34
Poly Developments 6/22/09 11/09/09 140 8.50 8.63 0.13 1.57 1.57
Beijing Kingsoft 5/22/23 5/29/23 7 414.36 415.96 1.60 0.39
6/19/23 6/26/23 7 484.00 477.71 -6.29 -1.30
7/31/23 8/14/23 14 406.00 409.00 3.00 0.74 -0.19
NARI Technology 11/12/18 11/19/18 7 17.95 18.03 0.08 0.45
12/17/18 12/24/18 7 18.69 18.25 -0.44 -2.35 -1.92
China Unicom 5/15/17 7/24/17 70 7.47 7.47 0.00 0.00
12/05/22 12/12/22 7 5.20 5.08 -0.12 -2.31
1/09/23 5/22/23 133 4.98 4.98 0.00 0.00 -2.31
Cosco Shipping 6/14/21 6/21/21 7 25.88 27.15 1.27 4.91
7/19/21 8/16/21 28 22.25 20.59 -1.66 -7.46 -2.92
LONGi Green Energy 11/04/13 12/23/13 49 3.09 2.97 -0.12 -3.81
1/21/19 2/04/19 14 17.89 17.93 0.04 0.23 -3.59
Zhangzhou Pientze 1/04/16 1/11/16 7 41.29 35.69 -5.60 -13.56 -13.56
Shaanxi Coal 9/05/22 9/19/22 14 24.53 22.93 -1.60 -6.52
3/04/24 3/18/24 14 26.79 24.34 -2.45 -9.15
3/25/24 5/09/24 45 25.99 24.91 -1.08 -4.16 -18.60
SAIC Motor Corp 11/09/09 12/07/09 28 19.17 19.76 0.59 3.08
12/28/09 2/01/10 35 20.62 14.96 -5.66 -27.45 -25.22
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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