Assessment - Shanghai Stock Exchange 50 in Swiss Franc - 6/27/22 - RS = 19
⇐
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ19
∅-RS
L
SSE 50 ew
333.249
07:00
0.61
331.242
0.61
351.301
-20.059
-5.71
-4.70
China Shenhua En
4.688
07:00
1.30
4.628
1.30
3.752
0.876
23.34
39.19
Poly Developments
2.307
07:00
-2.59
2.368
-2.59
2.229
0.139
6.24
15.48
Shanghai Int AP
8.066
07:00
8.53
7.433
8.53
8.364
-0.932
-11.14
9.18
L
Kweichow Moutai
290.626
07:00
1.27
286.993
1.27
272.069
14.925
5.49
9.05
L
China Life
4.342
07:00
-3.28
4.489
-3.28
4.484
0.005
0.11
8.68
L
China Secs
4.152
07:00
1.01
4.111
1.01
3.785
0.326
8.60
6.15
China State Constr
0.772
07:00
-0.18
0.774
-0.18
0.779
-0.005
-0.68
5.64
Bank of Comm
0.709
07:00
0.20
0.708
0.20
0.716
-0.008
-1.16
4.21
L
People's Insurance
0.728
07:00
-0.58
0.732
-0.58
0.690
0.042
6.11
4.06
L
Bank of China
0.464
07:00
0.464
0.462
0.002
0.52
3.41
Haier Smart Home
3.856
07:00
-1.06
3.897
-1.06
3.769
0.127
3.38
3.28
L
China Molybdenum
0.842
07:00
-1.34
0.854
-1.34
0.828
0.025
3.04
2.51
PetroChina
0.765
07:00
1.32
0.769
-0.56
0.847
-0.078
-9.20
1.73
L
IM Yili
5.538
07:00
0.26
5.524
0.26
5.824
-0.300
-5.14
1.12
Beijing-Shanghai HSR
0.702
07:00
1.44
0.692
1.44
0.772
-0.079
-10.28
-0.04
L
China Tourism
31.815
07:00
3.96
30.604
3.96
33.123
-2.519
-7.60
-0.32
L
Agricultural Bank
0.430
07:00
0.430
0.443
-0.013
-2.93
-0.26
L
Ind and Comm Bk
0.675
07:00
0.42
0.672
0.42
0.699
-0.027
-3.80
-0.87
China Rwy Constr
1.118
07:00
0.64
1.111
0.64
1.233
-0.123
-9.95
-1.67
L
Wanhua Chemical
13.538
07:00
-0.85
13.653
-0.85
14.431
-0.778
-5.39
-2.30
S
Postal Savings Bank
0.754
07:00
1.54
0.742
1.54
0.850
-0.108
-12.70
-2.59
Industrial Bank
2.779
07:00
0.57
2.764
0.57
3.239
-0.476
-14.69
-2.90
S
Shandong Gold
2.688
07:00
2.688
2.908
-0.220
-7.56
-3.41
L
SAIC Motor Corp
2.675
07:00
1.79
2.628
1.79
2.737
-0.109
-3.99
-4.29
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ19
∅-RS
S
China Petrol&Chem
0.585
07:00
0.585
0.646
-0.061
-9.47
-4.86
L
China Everbright Bk
0.455
07:00
-0.62
0.458
-0.62
0.501
-0.043
-8.51
-5.26
L
China Minsheng Bk
0.528
07:00
0.27
0.527
0.27
0.577
-0.050
-8.64
-7.06
L
Citic Secs
3.105
07:00
-0.23
3.112
-0.23
3.611
-0.499
-13.82
-7.35
L
Ping An Ins
6.695
07:00
0.21
6.680
0.21
7.848
-1.167
-14.87
-7.67
Huatai Secs
2.064
07:00
-0.07
2.066
-0.07
2.456
-0.391
-15.91
-8.41
L
Shanghai Pudong
1.148
07:00
0.88
1.138
0.88
1.252
-0.114
-9.14
-8.45
China Shipbuilding
0.538
07:00
1.07
0.532
1.07
0.597
-0.065
-10.81
-8.50
L
China Pacific Ins
3.337
07:00
-0.72
3.362
-0.72
4.065
-0.703
-17.30
-9.36
Guotai Junan Secs
2.178
07:00
0.59
2.165
0.59
2.571
-0.406
-15.78
-9.95
China Unicom
0.498
07:00
0.29
0.497
0.29
0.577
-0.080
-13.84
-11.47
Foxconn Industrial
1.413
07:00
1.33
1.395
1.33
1.639
-0.245
-14.93
-12.35
L
WuXi AppTec
14.581
07:00
-1.27
14.768
-1.27
12.419
2.349
18.91
-13.70
Haitong Secs
1.406
07:00
0.92
1.393
0.92
1.705
-0.312
-18.28
-13.80
China Merchants Bank
5.892
07:00
0.07
5.888
0.07
7.454
-1.566
-21.01
-14.17
New China Life
4.586
07:00
-0.56
4.612
-0.56
5.793
-1.181
-20.39
-14.21
L
Hongta Secs
1.342
07:00
0.64
1.333
0.64
1.549
-0.216
-13.94
-14.56
Anhui Conch Cement
4.912
07:00
0.23
4.900
0.23
6.180
-1.280
-20.71
-14.51
Sany Heavy Industry
2.659
07:00
0.32
2.651
0.32
2.979
-0.328
-11.01
-14.96
S
Shanghai Fosun
6.094
07:00
-1.45
6.184
-1.45
6.054
0.130
2.14
-16.99
San’an Optoelectron
3.543
07:00
4.24
3.399
4.24
3.860
-0.461
-11.94
-17.97
L
Jiangsu Hengrui Med
5.090
07:00
0.28
5.076
0.28
5.787
-0.711
-12.29
-18.08
LONGi Green Energy
9.649
07:00
4.68
9.218
4.68
9.512
-0.293
-3.08
-18.41
Wingtech Technology
11.508
07:00
10.00
10.462
10.00
15.501
-5.040
-32.51
-24.20
Yonyou Network Tech
2.891
07:00
-0.49
2.905
-0.49
4.659
-1.754
-37.65
-29.32
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
2/14/22
prc diff
⇓ Δ19
∅-RS
Shenzhen Goodix Tech
8.803
07:00
4.63
8.413
4.63
13.213
-4.799
-36.32
-33.81
SSE 50 - 50 out of 50 instruments rated - 6/27/22 / 2/14/22 - 11 did rise, Market-Ratio(19) in CHF = 22.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 in Swiss Franc * A19 - 49/47 (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
1/09/06
7
- cash -
long
1/09/06
10/16/06
280
Anhui Conch Cement
100
19,070
0.524
0.873
0.349
67
16,653
94
short
10/16/06
10/23/06
7
Hua Xia Bank
100
41,231
0.404
0.382
0.428
0.024
6
17,626
1,831
long
10/23/06
11/13/06
21
Citic Secs
100
22,723
0.776
0.848
0.072
9
19,264
368
short
11/13/06
11/20/06
7
Shanghai Oriental
100
35,165
0.548
0.563
0.533
-0.015
-3
18,743
-76
long
11/20/06
1/21/08
427
Sinolink Secs
100
74,294
0.252
2.240
1.988
788
166,422
547
short
1/21/08
2/09/09
385
Shanghai Int Port
100
136,290
1.221
0.726
2.055
0.834
68
280,022
64
long
2/09/09
11/30/09
294
Kangmei Pharma
100
722,083
0.388
0.669
0.282
73
483,401
97
short
11/30/09
12/28/09
28
China Rwy Constr
100
355,667
1.359
1.388
1.330
-0.029
-2
473,109
-24
long
12/28/09
1/25/10
28
SAIC Motor Corp
100
151,081
3.131
2.499
-0.632
-20
377,555
-95
short
1/25/10
2/08/10
14
China Rwy Constr
100
292,352
1.291
1.352
1.231
-0.061
-5
359,828
-71
long
2/08/10
3/01/10
21
IM Yili
100
473,749
0.760
0.814
0.055
7
385,759
235
short
3/01/10
10/11/10
224
Poly Developments
100
375,897
1.026
0.827
1.273
0.247
24
478,479
42
long
10/11/10
12/13/10
63
China Northern Rare
100
193,770
2.469
2.317
-0.153
-6
448,912
-31
short
12/13/10
1/31/11
49
Shanghai Pudong
100
304,565
1.474
1.400
1.552
0.078
5
472,777
47
long
1/31/11
2/21/11
21
China Shipbuilding
100
374,996
1.261
1.268
0.008
1
475,643
11
short
2/21/11
4/04/11
42
Shanghai Pudong
100
330,791
1.438
1.583
1.293
-0.145
-10
427,680
-60
long
4/04/11
5/23/11
49
IM BaoTou Steel
100
1,073,124
0.399
0.333
-0.066
-17
356,978
-74
short
5/23/11
5/30/11
7
China Life
100
138,181
2.583
2.466
2.707
0.124
5
374,043
1,042
long
5/30/11
6/06/11
7
China Northern Rare
100
127,379
2.936
3.347
0.410
14
426,324
91,665
short
6/06/11
1/23/12
231
China Rwy Constr
100
552,970
0.771
0.611
0.973
0.202
26
538,095
44
long
1/23/12
3/19/12
56
China Minsheng Bk
100
666,957
0.807
0.764
-0.043
-5
509,398
-30
short
3/19/12
4/09/12
21
Anhui Conch Cement
100
215,973
2.359
2.439
2.279
-0.080
-3
492,116
-45
long
4/09/12
6/04/12
56
China Northern Rare
100
141,900
3.468
4.593
1.125
32
651,721
524
short
6/04/12
12/10/12
189
China Unicom
100
1,072,137
0.608
0.499
0.740
0.132
22
793,381
46
long
12/10/12
4/29/13
140
China Rwy Constr
100
917,261
0.865
0.779
-0.086
-10
714,703
-24
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
4/29/13
5/06/13
7
China Northern Rare
100
256,328
2.788
2.804
2.772
-0.016
-1
710,568
-26
long
5/06/13
5/13/13
7
China Minsheng Bk
100
550,879
1.290
1.323
0.033
3
728,937
278
short
5/13/13
11/04/13
175
China Northern Rare
100
247,577
2.944
2.628
3.299
0.354
12
816,685
27
long
11/04/13
12/23/13
49
Shanghai Oriental
100
151,038
5.407
5.372
-0.036
-1
811,309
-5
short
12/23/13
6/02/14
161
Poly Developments
100
1,034,390
0.784
0.722
0.852
0.068
9
881,300
21
long
6/02/14
6/23/14
21
Sinolink Secs
100
627,137
1.405
1.359
-0.046
-3
852,195
-44
short
6/23/14
7/07/14
14
Kangmei Pharma
100
812,701
1.049
1.056
1.042
-0.007
-1
846,509
-16
long
7/07/14
8/03/15
392
AVIC Aviation Engine
100
234,005
3.617
7.533
3.916
108
1,762,837
98
short
8/03/15
1/04/16
154
China Northern Rare
100
797,864
2.209
1.941
2.515
0.305
14
2,006,231
36
long
1/04/16
1/11/16
7
Shanghai Pudong
100
735,000
2.730
2.600
-0.130
-5
1,910,973
-92
short
1/11/16
6/13/16
154
Haitong Secs
100
999,343
1.912
2.174
1.651
-0.261
-14
1,649,816
-29
long
6/13/16
8/01/16
49
Kweichow Moutai
100
42,183
39.110
44.763
5.653
14
1,888,289
173
short
8/01/16
8/15/16
14
China Cosco
100
2,534,000
0.745
0.783
0.708
-0.038
-5
1,793,059
-74
long
8/15/16
12/26/16
133
Kweichow Moutai
100
38,373
46.726
47.951
1.224
3
1,840,043
7
short
12/26/16
1/09/17
14
Orient Secs
100
801,303
2.296
2.233
2.361
0.065
3
1,891,958
107
long
1/09/17
4/10/17
91
China Unicom
100
1,676,707
1.128
1.092
-0.037
-3
1,830,511
-12
short
4/10/17
4/17/17
7
Dongxing Secs
100
694,675
2.635
2.536
2.738
0.102
4
1,901,675
631
long
4/17/17
4/24/17
7
China Unicom
100
1,743,370
1.091
1.080
-0.010
-1
1,883,683
-39
short
4/24/17
5/01/17
7
Dongxing Secs
100
773,335
2.436
2.485
2.387
-0.049
-2
1,845,721
-65
long
5/01/17
5/22/17
21
China Unicom
100
1,709,266
1.080
1.056
-0.024
-2
1,805,303
-32
short
5/22/17
5/29/17
7
AVIC Aviation Engine
100
491,842
3.670
3.495
3.855
0.185
5
1,896,199
1,195
long
5/29/17
12/04/17
189
China Unicom
100
1,786,214
1.062
1.060
-0.002
0
1,893,022
0
short
12/04/17
1/15/18
42
Tsinghua Tongfang
100
1,177,578
1.608
1.508
1.713
0.106
7
2,017,309
74
long
1/15/18
2/12/18
28
Kweichow Moutai
100
17,163
117.532
103.482
-14.049
-12
1,776,179
-81
short
2/12/18
2/26/18
14
Founder Secs
100
1,903,275
0.933
0.969
0.898
-0.035
-4
1,708,760
-64
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
2/26/18
3/05/18
7
Kweichow Moutai
100
15,470
110.456
106.586
-3.869
-4
1,648,902
-84
short
3/05/18
11/05/18
245
Founder Secs
100
1,729,842
0.953
0.817
1.112
0.159
17
1,923,758
26
long
11/05/18
12/10/18
35
Bank of Shanghai
100
1,086,554
1.771
1.649
-0.122
-7
1,791,192
-53
short
12/10/18
12/17/18
7
China Molybdenum
100
3,150,187
0.569
0.597
0.540
-0.029
-5
1,701,102
-93
long
12/17/18
12/24/18
7
China Rwy Constr
100
983,458
1.730
1.606
-0.124
-7
1,579,335
-98
short
12/24/18
1/21/19
28
China Molybdenum
100
2,788,541
0.566
0.575
0.557
-0.009
-2
1,554,054
-19
long
1/21/19
2/04/19
14
Shandong Gold
100
359,230
4.326
4.573
0.247
6
1,642,690
325
short
2/04/19
2/18/19
14
San’an Optoelectron
100
1,059,180
1.551
1.907
1.195
-0.356
-23
1,265,721
-100
long
2/18/19
7/08/19
140
Shandong Gold
100
264,896
4.778
5.868
1.090
23
1,554,511
71
short
7/08/19
9/16/19
70
Bank of Shanghai
100
1,212,916
1.282
1.304
1.259
-0.023
-2
1,527,183
-9
long
9/16/19
9/23/19
7
Kweichow Moutai
100
9,887
154.451
159.776
5.325
3
1,579,826
485
short
9/23/19
10/14/19
21
Bank of Shanghai
100
1,237,586
1.277
1.377
1.176
-0.101
-8
1,454,906
-76
long
10/14/19
10/21/19
7
Kweichow Moutai
100
8,736
166.541
162.944
-3.598
-2
1,423,478
-68
short
10/21/19
12/16/19
56
PetroChina
100
1,684,492
0.845
0.811
0.880
0.035
4
1,482,353
30
long
12/16/19
1/27/20
42
San’an Optoelectron
100
537,206
2.759
3.152
0.392
14
1,693,030
217
short
1/27/20
7/06/20
161
China Comms Constr
100
1,442,783
1.173
1.174
1.173
-0.001
0
1,691,808
0
long
7/06/20
11/16/20
133
China Merchants Secs
100
431,283
3.923
2.953
-0.970
-25
1,273,626
-54
short
11/16/20
11/30/20
14
Shandong Gold
100
371,490
3.428
3.282
3.581
0.152
4
1,330,269
211
long
11/30/20
12/21/20
21
LONGi Green Energy
100
140,633
9.459
11.551
2.092
22
1,624,518
3,124
short
12/21/20
1/18/21
28
Shenzhen Goodix Tech
100
77,208
21.041
21.844
20.237
-0.804
-4
1,562,460
-40
long
1/18/21
2/01/21
14
LONGi Green Energy
100
110,288
14.167
14.823
0.656
5
1,634,798
225
short
2/01/21
2/15/21
14
Shenzhen Goodix Tech
100
86,010
19.007
18.416
19.616
0.609
3
1,687,214
128
long
2/15/21
3/22/21
35
China Tourism
100
31,557
53.465
44.215
-9.250
-17
1,395,299
-86
short
3/22/21
12/13/21
266
Shenzhen Goodix Tech
100
87,584
15.931
15.433
16.445
0.514
3
1,440,319
4
long
12/13/21
1/17/22
35
Wingtech Technology
100
72,039
19.993
17.427
-2.567
-13
1,255,419
-76
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
1/17/22
6/28/22
162
China Tourism
100
45,781
27.422
31.815
23.029
-4.393
-16
1,054,299
-33
accum 1/09/06
6/28/22 6014
days out of 6021 invested (100%)
10,443
1,054,299
33
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Sinolink Secs long 11/20/06 1/21/08 427 0.25 2.24 1.99 787.91
long 6/02/14 6/23/14 21 1.41 1.36 -0.05 -3.30 758.58
AVIC Aviation Engine long 7/07/14 8/03/15 392 3.62 7.53 3.92 108.25
short 5/22/17 5/29/17 7 3.67 3.49 3.86 0.18 5.03 118.73
China Northern Rare long 10/11/10 12/13/10 63 2.47 2.32 -0.15 -6.18
long 5/30/11 6/06/11 7 2.94 3.35 0.41 13.98
long 4/09/12 6/04/12 56 3.47 4.59 1.12 32.43
short 4/29/13 5/06/13 7 2.79 2.80 2.77 -0.02 -0.58
short 5/13/13 11/04/13 175 2.94 2.63 3.30 0.35 12.04
short 8/03/15 1/04/16 154 2.21 1.94 2.51 0.31 13.81 79.52
Kangmei Pharma long 2/09/09 11/30/09 294 0.39 0.67 0.28 72.63
short 6/23/14 7/07/14 14 1.05 1.06 1.04 -0.01 -0.67 71.48
Shanghai Int Port short 1/21/08 2/09/09 385 1.22 0.73 2.05 0.83 68.26 68.26
Anhui Conch Cement long 1/09/06 10/16/06 280 0.52 0.87 0.35 66.54
short 3/19/12 4/09/12 21 2.36 2.44 2.28 -0.08 -3.39 60.89
Shandong Gold long 1/21/19 2/04/19 14 4.33 4.57 0.25 5.70
long 2/18/19 7/08/19 140 4.78 5.87 1.09 22.82
short 11/16/20 11/30/20 14 3.43 3.28 3.58 0.15 4.45 35.59
Poly Developments short 3/01/10 10/11/10 224 1.03 0.83 1.27 0.25 24.04
short 12/23/13 6/02/14 161 0.78 0.72 0.85 0.07 8.63 34.74
LONGi Green Energy long 11/30/20 12/21/20 21 9.46 11.55 2.09 22.12
long 1/18/21 2/01/21 14 14.17 14.82 0.66 4.63 27.77
China Unicom short 6/04/12 12/10/12 189 0.61 0.50 0.74 0.13 21.74
long 1/09/17 4/10/17 91 1.13 1.09 -0.04 -3.25
long 4/17/17 4/24/17 7 1.09 1.08 -0.01 -0.95
long 5/01/17 5/22/17 21 1.08 1.06 -0.02 -2.19
long 5/29/17 12/04/17 189 1.06 1.06 -0.00 -0.17 13.92
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Founder Secs short 2/12/18 2/26/18 14 0.93 0.97 0.90 -0.04 -3.80
short 3/05/18 11/05/18 245 0.95 0.82 1.11 0.16 16.67 12.24
Citic Secs long 10/23/06 11/13/06 21 0.78 0.85 0.07 9.29 9.29
IM Yili long 2/08/10 3/01/10 21 0.76 0.81 0.05 7.21 7.21
Tsinghua Tongfang short 12/04/17 1/15/18 42 1.61 1.51 1.71 0.11 6.57 6.57
Hua Xia Bank short 10/16/06 10/23/06 7 0.40 0.38 0.43 0.02 5.84 5.84
China Life short 5/23/11 5/30/11 7 2.58 2.47 2.71 0.12 4.78 4.78
PetroChina short 10/21/19 12/16/19 56 0.85 0.81 0.88 0.03 4.14 4.14
Orient Secs short 12/26/16 1/09/17 14 2.30 2.23 2.36 0.06 2.82 2.82
Shenzhen Goodix Tech short 12/21/20 1/18/21 28 21.04 21.84 20.24 -0.80 -3.82
short 2/01/21 2/15/21 14 19.01 18.42 19.62 0.61 3.21
short 3/22/21 12/13/21 266 15.93 15.43 16.45 0.51 3.23 2.47
Dongxing Secs short 4/10/17 4/17/17 7 2.64 2.54 2.74 0.10 3.89
short 4/24/17 5/01/17 7 2.44 2.48 2.39 -0.05 -2.02 1.79
Kweichow Moutai long 6/13/16 8/01/16 49 39.11 44.76 5.65 14.45
long 8/15/16 12/26/16 133 46.73 47.95 1.22 2.62
long 1/15/18 2/12/18 28 117.53 103.48 -14.05 -11.95
long 2/26/18 3/05/18 7 110.46 106.59 -3.87 -3.50
long 9/16/19 9/23/19 7 154.45 159.78 5.32 3.45
long 10/14/19 10/21/19 7 166.54 162.94 -3.60 -2.16 1.00
China Shipbuilding long 1/31/11 2/21/11 21 1.26 1.27 0.01 0.61 0.61
China Comms Constr short 1/27/20 7/06/20 161 1.17 1.17 1.17 -0.00 -0.07 -0.07
China Rwy Constr short 11/30/09 12/28/09 28 1.36 1.39 1.33 -0.03 -2.13
short 1/25/10 2/08/10 14 1.29 1.35 1.23 -0.06 -4.70
short 6/06/11 1/23/12 231 0.77 0.61 0.97 0.20 26.22
long 12/10/12 4/29/13 140 0.86 0.78 -0.09 -9.92
long 12/17/18 12/24/18 7 1.73 1.61 -0.12 -7.16 -1.54
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
China Minsheng Bk long 1/23/12 3/19/12 56 0.81 0.76 -0.04 -5.33
long 5/06/13 5/13/13 7 1.29 1.32 0.03 2.59 -2.89
Shanghai Oriental short 11/13/06 11/20/06 7 0.55 0.56 0.53 -0.01 -2.70
long 11/04/13 12/23/13 49 5.41 5.37 -0.04 -0.66 -3.34
China Cosco short 8/01/16 8/15/16 14 0.75 0.78 0.71 -0.04 -5.04 -5.04
China Molybdenum short 12/10/18 12/17/18 7 0.57 0.60 0.54 -0.03 -5.03
short 12/24/18 1/21/19 28 0.57 0.58 0.56 -0.01 -1.60 -6.55
Shanghai Pudong short 12/13/10 1/31/11 49 1.47 1.40 1.55 0.08 5.32
short 2/21/11 4/04/11 42 1.44 1.58 1.29 -0.14 -10.08
long 1/04/16 1/11/16 7 2.73 2.60 -0.13 -4.75 -9.80
San’an Optoelectron short 2/04/19 2/18/19 14 1.55 1.91 1.20 -0.36 -22.95
long 12/16/19 1/27/20 42 2.76 3.15 0.39 14.21 -12.00
Wingtech Technology long 12/13/21 1/17/22 35 19.99 17.43 -2.57 -12.84 -12.84
Haitong Secs short 1/11/16 6/13/16 154 1.91 2.17 1.65 -0.26 -13.67 -13.67
Bank of Shanghai long 11/05/18 12/10/18 35 1.77 1.65 -0.12 -6.89
short 7/08/19 9/16/19 70 1.28 1.30 1.26 -0.02 -1.76
short 9/23/19 10/14/19 21 1.28 1.38 1.18 -0.10 -7.91 -15.76
IM BaoTou Steel long 4/04/11 5/23/11 49 0.40 0.33 -0.07 -16.53 -16.53
SAIC Motor Corp long 12/28/09 1/25/10 28 3.13 2.50 -0.63 -20.20 -20.20
China Merchants Secs long 7/06/20 11/16/20 133 3.92 2.95 -0.97 -24.72 -24.72
China Tourism long 2/15/21 3/22/21 35 53.47 44.21 -9.25 -17.30
short 1/17/22 6/28/22 162 27.42 31.81 23.03 -4.39 -16.02 -30.55
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
Guotai Junan Secs recording started
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)
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