Assessment - Shanghai Stock Exchange 50 - 5/06/24 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ21
∅-RS
L
SSE 50 ew
1,913.710
Thu
1.06
1,900.550
0.69
1,756.750
143.800
8.19
1.10
Zijin Mining
17.710
Thu
1.49
17.520
1.08
11.670
5.850
50.13
38.36
Haier Smart Home
31.440
Thu
0.54
31.710
-0.85
20.610
11.100
53.86
36.77
L
PetroChina
10.070
Thu
-0.59
10.010
0.60
6.860
3.150
45.92
25.99
China Shenhua En
40.850
Thu
-0.73
39.550
3.29
31.080
8.470
27.25
23.24
China CSSC
38.250
Thu
2.79
37.040
3.27
27.930
9.110
32.62
23.14
Shaanxi Coal
24.910
Thu
-0.99
23.890
4.27
19.690
4.200
21.33
19.91
Cosco Shipping
13.330
Thu
9.17
12.020
10.90
9.990
2.030
20.32
18.85
L
Shanxi Xinghuacun
269.030
Thu
0.12
269.000
0.01
225.600
43.400
19.24
17.60
Agricultural Bank
4.380
Thu
-1.13
4.350
0.69
3.550
0.800
22.54
16.60
Hygon
76.560
Thu
0.26
79.240
-3.38
82.220
-2.980
-3.62
16.09
Sany Heavy Industry
17.460
Thu
4.80
16.930
3.13
13.070
3.860
29.53
12.97
Bank of China
4.470
Thu
-0.89
4.480
-0.22
3.920
0.560
14.29
10.67
L
China Merchants Bank
34.840
Thu
0.78
34.880
-0.11
27.760
7.120
25.65
10.16
China Yangtze Pwr
25.360
Thu
0.20
25.470
-0.43
22.820
2.650
11.61
10.11
L
Wanhua Chemical
90.330
Thu
-0.59
91.940
-1.75
76.610
15.330
20.01
9.66
Ind and Comm Bk
5.380
Thu
-0.55
5.370
0.19
4.730
0.640
13.53
9.35
L
Jiangsu Hengrui Med
46.900
Thu
1.03
47.160
-0.55
46.530
0.630
1.35
6.37
L
Industrial Bank
16.860
Thu
0.48
16.820
0.24
14.390
2.430
16.89
6.06
L
Will Semiconductor
103.390
Thu
0.46
103.030
0.35
106.920
-3.890
-3.64
5.86
China Petrol&Chem
6.390
Thu
-0.47
6.320
1.11
5.360
0.960
17.91
4.79
L
IM Yili
28.220
Thu
-0.04
28.800
-2.01
26.330
2.470
9.38
4.31
L
Great Wall Motor
26.250
Thu
1.27
26.250
26.300
-0.050
-0.19
3.67
L
China Telecom Corp
5.930
Thu
-0.50
5.890
0.68
5.190
0.700
13.49
2.67
SAIC Motor Corp
14.570
Thu
0.14
14.800
-1.55
13.990
0.810
5.79
2.65
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ21
∅-RS
L
China Pacific Ins
26.750
Thu
0.94
26.900
-0.56
23.240
3.660
15.75
2.32
L
Kweichow Moutai
1,756.000
Thu
-0.45
1,760.200
-0.24
1,698.000
62.200
3.66
1.90
L
China State Constr
5.410
Thu
1.12
5.420
-0.18
4.790
0.630
13.15
0.47
NARI Technology
23.270
Thu
1.39
23.140
0.56
21.320
1.820
8.54
-0.82
L
China Rwy Group
6.610
Thu
1.07
6.630
-0.30
5.570
1.060
19.03
-0.90
L
China Life
31.240
Thu
0.06
31.660
-1.33
28.770
2.890
10.05
-1.96
L
China Unicom
4.640
Thu
4.660
-0.43
4.380
0.280
6.39
-2.23
L
China Three Gorges R
4.690
Thu
4.740
-1.05
4.490
0.250
5.57
-2.26
PowerChina
5.170
Thu
1.57
5.190
-0.39
4.990
0.200
4.01
-2.69
L
Foshan Haitian F&F
38.930
Thu
-0.41
39.680
-1.89
36.720
2.960
8.06
-2.72
L
Zhangzhou Pientze
239.100
Thu
-0.47
242.960
-1.59
246.700
-3.740
-1.52
-4.38
L
Ping An Ins
42.340
Thu
0.93
42.490
-0.35
39.600
2.890
7.30
-4.68
L
Beijing Kingsoft
296.850
Thu
1.09
313.000
-5.16
343.000
-30.000
-8.75
-4.74
AECC Aviation Power
37.460
Thu
4.84
34.930
7.24
35.820
-0.890
-2.48
-4.85
China Northern Rare
20.640
Thu
2.03
19.670
4.93
19.660
0.010
0.05
-6.46
S
Citic Secs
18.910
Thu
0.69
19.210
-1.56
21.210
-2.000
-9.43
-8.33
L
GigaDevice
82.590
Thu
0.73
81.940
0.79
92.900
-10.960
-11.80
-8.43
L
TBEA
14.430
Thu
0.91
14.380
0.35
13.520
0.860
6.36
-9.04
S
SMIC
43.720
Thu
3.70
42.560
2.73
53.180
-10.620
-19.97
-14.34
L
Zhejiang Huayou
30.440
Thu
5.44
29.030
4.86
31.780
-2.750
-8.65
-17.95
L
Poly Developments
9.210
Thu
2.56
8.830
4.30
9.610
-0.780
-8.12
-19.99
L
China Tourism
74.380
Thu
1.39
76.260
-2.47
82.400
-6.140
-7.45
-21.31
L
LONGi Green Energy
18.960
Thu
2.43
18.510
2.43
20.800
-2.290
-11.01
-23.00
Tongwei
22.790
Thu
2.20
22.020
3.50
23.620
-1.600
-6.77
-23.01
Trina Solar
21.780
Thu
4.01
21.400
1.78
26.300
-4.900
-18.63
-27.73
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ21
∅-RS
S
WuXi AppTec
45.370
Thu
1.48
45.780
-0.90
76.710
-30.930
-40.32
-30.55
SSE 50 - 50 out of 50 instruments rated - 5/06/24 / 12/11/23 - 34 did rise, Market-Ratio(21) = 68.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 * L21 - 83/68 (2)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/02/06
4/10/06
98
- cash -
long
4/10/06
10/09/06
182
Citic Secs
50
1,785
2.800
5.140
2.340
84
14,177
238
Kweichow Moutai
50
194
25.727
42.046
16.318
63
17,343
168
100
74
202
10/09/06
11/06/06
28
- cash -
11/06/06
1/21/08
441
China CSSC
50
785
11.039
114.788
103.750
940
98,786
595
Sinolink Secs
50
5,760
1.506
14.768
13.261
880
175,171
562
100
910
578
1/21/08
3/23/09
427
- cash -
3/23/09
11/30/09
252
China Northern Rare
50
20,442
4.284
6.504
2.220
52
220,552
83
Kangmei Pharma
50
33,195
2.639
4.546
1.908
72
283,878
120
100
62
101
11/30/09
1/11/10
42
- cash -
1/11/10
1/18/10
7
SAIC Motor Corp
50
8,242
17.220
17.530
0.310
2
286,433
154
IM Yili
50
30,396
4.670
5.313
0.643
14
305,987
83,552
100
8
4,893
1/18/10
1/25/10
7
- cash -
1/25/10
2/01/10
7
SAIC Motor Corp
50
9,334
16.390
14.960
-1.430
-9
292,639
-99
IM Yili
50
30,559
5.007
5.080
0.073
1
294,879
113
100
-4
-85
2/01/10
10/18/10
259
- cash -
10/18/10
11/22/10
35
China Northern Rare
50
8,136
18.120
17.722
-0.398
-2
291,642
-21
Kangmei Pharma
50
19,280
7.648
8.995
1.347
18
317,613
443
100
8
117
11/22/10
2/14/11
84
- cash -
2/14/11
3/07/11
21
China Shipbuilding
50
18,508
8.580
8.730
0.150
2
320,389
35
Shanghai Oriental
50
12,849
12.360
14.240
1.880
15
344,545
1,072
100
8
312
3/07/11
5/07/12
427
- cash -
5/07/12
6/04/12
28
Poly Developments
50
23,882
7.213
7.360
0.147
2
348,048
30
China Northern Rare
50
6,078
28.340
30.147
1.807
6
359,030
124
100
4
71
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
6/04/12
1/14/13
224
- cash -
1/14/13
5/13/13
119
China Minsheng Bk
50
25,195
7.125
8.575
1.450
20
395,562
77
Sinolink Secs
50
19,672
9.125
8.020
-1.105
-12
373,825
-33
100
4
13
5/13/13
11/18/13
189
- cash -
11/18/13
12/30/13
42
Shanghai Int Port
50
39,349
4.750
5.270
0.520
11
394,286
147
Shanghai Oriental
50
4,679
39.940
37.300
-2.640
-7
381,934
-45
100
2
21
12/30/13
8/04/14
217
- cash -
8/04/14
7/27/15
357
Founder Technology
50
48,468
3.940
7.430
3.490
89
551,087
91
Sinolink Secs
50
16,952
11.265
17.450
6.185
55
655,935
56
100
72
74
7/27/15
10/24/16
455
- cash -
10/24/16
1/02/17
70
Kweichow Moutai
50
1,084
302.540
334.110
31.570
10
690,157
68
China State Constr
50
50,226
6.530
8.850
2.320
36
806,681
388
100
23
194
1/02/17
2/20/17
49
- cash -
2/20/17
3/27/17
35
China State Constr
50
44,518
9.060
9.340
0.280
3
819,146
37
China Comms Constr
50
22,259
18.120
18.250
0.130
1
822,040
8
100
2
22
3/27/17
3/04/19
707
- cash -
3/04/19
7/08/19
126
Huatai Secs
50
17,298
23.760
21.210
-2.550
-11
777,930
-28
China Galaxy Secs
50
34,657
11.860
11.250
-0.610
-5
756,789
-14
100
-8
-21
7/08/19
8/17/20
406
- cash -
8/17/20
8/24/20
7
San’an Optoelectron
50
12,826
29.500
27.000
-2.500
-8
724,724
-99
Zheshang Secs
50
23,102
16.380
14.980
-1.400
-9
692,382
-99
100
-9
-99
8/24/20
5/10/24
1355
- cash -
accum 4/10/06
8/24/20 1729
days out of 6703 invested (26%)
6,824
692,382
145
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Sinolink Secs long 11/06/06 1/21/08 441 1.51 14.77 13.26 880.38 50 440.19
1/14/13 5/13/13 119 9.13 8.02 -1.11 -12.11 -6.05
8/04/14 7/27/15 357 11.27 17.45 6.19 54.90 27.45 546.80
China CSSC 11/06/06 1/21/08 441 11.04 114.79 103.75 939.89 469.94 469.94
Kangmei Pharma 3/23/09 11/30/09 252 2.64 4.55 1.91 72.30 36.15
10/18/10 11/22/10 35 7.65 9.00 1.35 17.61 8.81 48.14
Founder Technology 8/04/14 7/27/15 357 3.94 7.43 3.49 88.58 44.29 44.29
Citic Secs 4/10/06 10/09/06 182 2.80 5.14 2.34 83.57 41.79 41.79
Kweichow Moutai 4/10/06 10/09/06 182 25.73 42.05 16.32 63.43 31.71
10/24/16 1/02/17 70 302.54 334.11 31.57 10.43 5.22 38.59
China Northern Rare 3/23/09 11/30/09 252 4.28 6.50 2.22 51.82 25.91
10/18/10 11/22/10 35 18.12 17.72 -0.40 -2.20 -1.10
5/07/12 6/04/12 28 28.34 30.15 1.81 6.38 3.19 28.50
China State Constr 10/24/16 1/02/17 70 6.53 8.85 2.32 35.53 17.76
2/20/17 3/27/17 35 9.06 9.34 0.28 3.09 1.55 19.58
China Minsheng Bk 1/14/13 5/13/13 119 7.13 8.58 1.45 20.35 10.18 10.18
IM Yili 1/11/10 1/18/10 7 4.67 5.31 0.64 13.78 6.89
1/25/10 2/01/10 7 5.01 5.08 0.07 1.46 0.73 7.67
Shanghai Int Port 11/18/13 12/30/13 42 4.75 5.27 0.52 10.95 5.47 5.47
Shanghai Oriental 2/14/11 3/07/11 21 12.36 14.24 1.88 15.21 7.61
11/18/13 12/30/13 42 39.94 37.30 -2.64 -6.61 -3.30 4.05
Poly Developments 5/07/12 6/04/12 28 7.21 7.36 0.15 2.03 1.02 1.02
China Shipbuilding 2/14/11 3/07/11 21 8.58 8.73 0.15 1.75 0.87 0.87
China Comms Constr 2/20/17 3/27/17 35 18.12 18.25 0.13 0.72 0.36 0.36
China Galaxy Secs 3/04/19 7/08/19 126 11.86 11.25 -0.61 -5.14 -2.57 -2.57
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
SAIC Motor Corp 1/11/10 1/18/10 7 17.22 17.53 0.31 1.80 0.90
1/25/10 2/01/10 7 16.39 14.96 -1.43 -8.72 -4.36 -3.50
San’an Optoelectron 8/17/20 8/24/20 7 29.50 27.00 -2.50 -8.47 -4.24 -4.24
Zheshang Secs 8/17/20 8/24/20 7 16.38 14.98 -1.40 -8.55 -4.27 -4.27
Huatai Secs 3/04/19 7/08/19 126 23.76 21.21 -2.55 -10.73 -5.37 -5.37
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)
write an annotation