Assessment - Shanghai Stock Exchange 50 - 5/18/09 - RS = 19
⇐
⇓ freshest
⇓ 5/18/09
⇓ 1/05/09
prc diff
⇓
∅-RS
L
SSE 50 ew
1,788.480
8/12
-0.09
1,967.660
1,447.140
520.520
35.97
11.61
S
SAIC Motor Corp
13.740
8/12
-0.87
11.660
4.280
7.380
172.43
105.68
L
Poly Developments
8.260
8/12
-3.39
7.220
3.893
3.327
85.45
73.34
Shanxi Xinghuacun
191.290
8/12
-1.14
7.496
4.039
3.457
85.59
61.60
China Northern Rare
16.820
8/12
-0.65
4.071
1.673
2.398
143.30
53.58
Zijin Mining
15.360
8/12
0.13
5.830
3.330
2.500
75.08
50.57
NARI Technology
23.530
8/12
3.466
2.351
1.114
47.40
48.36
AECC Aviation Power
38.000
8/12
-0.13
10.680
5.040
5.640
111.90
47.08
Sany Heavy Industry
15.340
8/12
-0.45
13.590
7.690
5.900
76.72
43.68
L
TBEA
13.330
8/12
0.23
13.739
11.544
2.195
19.02
43.27
L
Industrial Bank
16.280
8/12
-0.55
10.260
5.580
4.680
83.87
41.93
S
IM Yili
24.350
8/12
0.66
2.497
1.370
1.127
82.24
33.19
Haier Smart Home
25.790
8/12
1.46
3.010
2.313
0.698
30.16
27.30
Wanhua Chemical
74.920
8/12
-0.91
11.218
6.712
4.506
67.14
27.05
L
China Shenhua En
39.300
8/12
0.64
28.050
18.240
9.810
53.78
18.50
China Unicom
4.460
8/12
-1.33
6.690
5.110
1.580
30.92
16.94
S
Citic Secs
18.870
8/12
-0.11
17.170
12.570
4.600
36.60
15.51
L
Ping An Ins
40.620
8/12
0.02
20.125
14.425
5.700
39.51
15.47
China CSSC
38.000
8/12
-0.13
29.399
19.010
10.389
54.65
15.21
S
China Petrol&Chem
6.570
8/12
0.15
8.720
5.990
2.730
45.58
13.99
L
China Pacific Ins
27.390
8/12
0.22
17.520
11.860
5.660
47.72
12.87
Zhangzhou Pientze
208.000
8/12
-0.60
5.625
4.551
1.074
23.59
12.60
S
Jiangsu Hengrui Med
43.630
8/12
2.85
5.699
5.489
0.211
3.84
8.50
S
Tongwei
18.670
8/12
4.955
3.660
1.295
35.38
8.21
China Rwy Group
5.930
8/12
-1.33
5.900
5.480
0.420
7.66
6.87
⇓ freshest
⇓ 5/18/09
⇓ 1/05/09
prc diff
⇓
∅-RS
PetroChina
8.710
8/12
-0.34
12.970
10.380
2.590
24.95
6.25
Cosco Shipping
12.370
8/12
0.49
12.170
8.000
4.170
52.13
5.27
L
China Life
29.490
8/12
0.44
23.760
19.430
4.330
22.29
4.92
China Merchants Bank
32.120
8/12
-0.65
13.100
9.680
3.420
35.33
2.52
Ind and Comm Bk
5.990
8/12
1.18
4.310
3.600
0.710
19.72
1.51
Bank of China
4.660
8/12
0.65
3.430
2.900
0.530
18.28
1.03
S
Kweichow Moutai
1,436.100
8/12
-0.05
97.882
89.573
8.309
9.28
-3.01
Agricultural Bank
4.640
8/12
0.65
-na-
Beijing Kingsoft
192.470
8/12
-0.91
-na-
L
China State Constr
5.500
8/12
-0.18
-na-
China Telecom Corp
5.690
8/12
-1.56
-na-
China Three Gorges R
4.750
8/12
-0.21
-na-
S
China Tourism
63.950
8/12
-1.36
-na-
China Yangtze Pwr
29.180
8/12
-1.22
9.960
-na-
Foshan Haitian F&F
35.480
8/12
-0.03
-na-
L
GigaDevice
78.190
8/12
0.09
-na-
L
Great Wall Motor
22.210
8/12
-0.31
-na-
Hygon
73.700
8/12
2.35
-na-
S
LONGi Green Energy
13.930
8/12
0.87
-na-
PowerChina
5.400
8/12
-0.55
-na-
L
SMIC
48.780
8/12
0.60
-na-
Shaanxi Coal
23.090
8/12
2.12
-na-
L
Trina Solar
17.340
8/12
0.58
-na-
L
Will Semiconductor
92.330
8/12
0.17
-na-
WuXi AppTec
41.380
8/12
-0.29
-na-
⇓ freshest
⇓ 5/18/09
⇓ 1/05/09
prc diff
⇓
∅-RS
Zhejiang Huayou
22.260
8/12
-0.27
-na-
SSE 50 - 31 out of 50 instruments rated - 5/18/09 / 1/05/09 - 31 did rise, Market-Ratio(19) = 100.00 % Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 * 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
3,003
3.330
5.420
2.090
63
16,276
89
short
10/16/06
10/23/06
7
Hua Xia Bank
100
6,492
2.507
2.396
2.623
0.116
5
17,031
964
long
10/23/06
11/13/06
21
Citic Secs
100
3,497
4.870
5.370
0.500
10
18,780
447
short
11/13/06
11/20/06
7
Shanghai Oriental
100
5,412
3.470
3.560
3.380
-0.090
-3
18,293
-75
long
11/20/06
1/21/08
427
Sinolink Secs
100
11,459
1.596
14.768
13.171
825
169,221
570
short
1/21/08
2/09/09
385
Shanghai Int Port
100
21,021
8.050
4.270
15.176
7.126
89
319,021
82
long
2/09/09
11/30/09
294
Kangmei Pharma
100
139,817
2.282
4.546
2.265
99
635,651
135
short
11/30/09
12/28/09
28
China Rwy Constr
100
68,867
9.230
9.140
9.321
0.091
1
641,911
14
long
12/28/09
1/25/10
28
SAIC Motor Corp
100
31,130
20.620
16.390
-4.230
-21
510,231
-95
short
1/25/10
2/08/10
14
China Rwy Constr
100
60,239
8.470
8.610
8.330
-0.140
-2
501,798
-35
long
2/08/10
3/01/10
21
IM Yili
100
103,747
4.837
5.173
0.337
7
536,719
222
short
3/01/10
10/11/10
224
Poly Developments
100
82,318
6.520
5.733
7.415
0.895
14
610,360
23
long
10/11/10
12/13/10
63
China Northern Rare
100
35,670
17.111
15.718
-1.393
-8
560,661
-39
short
12/13/10
1/31/11
49
Shanghai Pudong
100
56,066
10.000
9.780
10.225
0.225
2
573,271
18
long
1/31/11
2/21/11
21
China Shipbuilding
100
65,070
8.810
8.830
0.020
0
574,572
4
short
2/21/11
4/04/11
42
Shanghai Pudong
100
57,399
10.010
11.220
8.800
-1.210
-12
505,119
-67
long
4/04/11
5/23/11
49
IM BaoTou Steel
100
178,803
2.825
2.461
-0.364
-13
439,983
-64
short
5/23/11
5/30/11
7
China Life
100
23,023
19.110
18.850
19.374
0.264
1
446,052
104
long
5/30/11
6/06/11
7
China Northern Rare
100
19,868
22.450
26.003
3.553
16
516,649
212,394
short
6/06/11
1/23/12
231
China Rwy Constr
100
86,251
5.990
4.120
8.709
2.719
45
751,148
81
long
1/23/12
3/19/12
56
China Minsheng Bk
100
138,035
5.442
5.275
-0.167
-3
728,138
-18
short
3/19/12
4/09/12
21
Anhui Conch Cement
100
44,698
16.290
16.780
15.800
-0.490
-3
706,236
-41
long
4/09/12
6/04/12
56
China Northern Rare
100
29,595
23.863
30.147
6.283
26
892,193
359
short
6/04/12
12/10/12
189
China Unicom
100
223,607
3.990
3.360
4.738
0.748
19
1,059,473
39
long
12/10/12
4/29/13
140
China Rwy Constr
100
182,040
5.820
5.140
-0.680
-12
935,686
-28
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
50,871
18.393
18.607
18.180
-0.213
-1
924,830
-46
long
5/06/13
5/13/13
7
China Minsheng Bk
100
108,062
8.558
8.575
0.017
0
926,635
11
short
5/13/13
11/04/13
175
China Northern Rare
100
48,565
19.080
17.613
20.669
1.589
8
1,003,795
18
long
11/04/13
12/23/13
49
Shanghai Oriental
100
27,698
36.240
36.480
0.240
1
1,010,443
5
short
12/23/13
6/02/14
161
Poly Developments
100
189,693
5.327
5.020
5.652
0.325
6
1,072,169
14
long
6/02/14
6/23/14
21
Sinolink Secs
100
109,740
9.770
9.460
-0.310
-3
1,038,149
-43
short
6/23/14
7/07/14
14
Kangmei Pharma
100
142,212
7.300
7.330
7.270
-0.030
0
1,033,883
-10
long
7/07/14
8/03/15
392
AECC Aviation Power
100
41,157
25.120
48.280
23.160
92
1,987,079
84
short
8/03/15
1/04/16
154
China Northern Rare
100
140,330
14.160
12.660
15.838
1.678
12
2,222,511
30
long
1/04/16
1/11/16
7
Shanghai Pudong
100
124,860
17.800
17.050
-0.750
-4
2,128,866
-89
short
1/11/16
6/13/16
154
Haitong Secs
100
169,766
12.540
14.850
10.230
-2.310
-18
1,736,706
-38
long
6/13/16
8/01/16
49
Kweichow Moutai
100
6,499
267.200
306.960
39.760
15
1,995,106
181
short
8/01/16
8/15/16
14
Cosco Shipping
100
390,431
5.110
5.340
4.880
-0.230
-5
1,905,307
-70
long
8/15/16
12/26/16
133
Kweichow Moutai
100
5,976
318.780
324.500
5.720
2
1,939,490
5
short
12/26/16
1/09/17
14
Orient Secs
100
124,806
15.540
15.260
15.825
0.285
2
1,975,072
61
long
1/09/17
4/10/17
91
China Unicom
100
256,170
7.710
7.470
-0.240
-3
1,913,591
-12
short
4/10/17
4/17/17
7
Dongxing Secs
100
106,133
18.030
17.370
18.715
0.685
4
1,986,303
599
long
4/17/17
4/24/17
7
China Unicom
100
265,904
7.470
7.470
0.000
0
1,986,303
0
short
4/24/17
5/01/17
7
Dongxing Secs
100
117,951
16.840
17.190
16.490
-0.350
-2
1,945,020
-67
long
5/01/17
5/22/17
21
China Unicom
100
260,377
7.470
7.470
0.000
0
1,945,020
0
short
5/22/17
5/29/17
7
AECC Aviation Power
100
74,923
25.960
24.590
27.406
1.446
6
2,053,381
1,589
long
5/29/17
12/04/17
189
China Unicom
100
274,883
7.470
7.120
-0.350
-5
1,957,172
-9
short
12/04/17
1/15/18
42
Tsinghua Tongfang
100
181,219
10.800
10.080
11.571
0.771
7
2,096,965
82
long
1/15/18
2/12/18
28
Kweichow Moutai
100
2,670
785.370
697.480
-87.890
-11
1,862,298
-79
short
2/12/18
2/26/18
14
Founder Secs
100
296,072
6.290
6.520
6.060
-0.230
-4
1,794,202
-62
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
2,413
743.510
720.110
-23.400
-3
1,737,738
-81
short
3/05/18
11/05/18
245
Founder Secs
100
269,835
6.440
5.630
7.367
0.927
14
1,987,740
22
long
11/05/18
12/10/18
35
Bank of Shanghai
100
162,929
12.200
11.510
-0.690
-6
1,875,319
-46
short
12/10/18
12/17/18
7
China Molybdenum
100
472,372
3.970
4.150
3.790
-0.180
-5
1,790,292
-91
long
12/17/18
12/24/18
7
China Rwy Constr
100
148,942
12.020
11.200
-0.820
-7
1,668,159
-97
short
12/24/18
1/21/19
28
China Molybdenum
100
422,318
3.950
3.920
3.980
0.030
1
1,680,913
10
long
1/21/19
2/04/19
14
Shandong Gold
100
57,038
29.470
30.900
1.430
5
1,762,478
244
short
2/04/19
2/18/19
14
San’an Optoelectron
100
168,175
10.480
12.850
8.110
-2.370
-23
1,363,903
-100
long
2/18/19
7/08/19
140
Shandong Gold
100
42,357
32.200
40.660
8.460
26
1,722,243
84
short
7/08/19
9/16/19
70
Bank of Shanghai
100
193,946
8.880
9.280
8.480
-0.400
-5
1,644,665
-21
long
9/16/19
9/23/19
7
Kweichow Moutai
100
1,496
1,099.000
1,149.000
50.000
5
1,719,465
917
short
9/23/19
10/14/19
21
Bank of Shanghai
100
187,305
9.180
9.760
8.600
-0.580
-6
1,610,828
-68
long
10/14/19
10/21/19
7
Kweichow Moutai
100
1,365
1,180.000
1,168.500
-11.500
-1
1,595,130
-40
short
10/21/19
12/16/19
56
PetroChina
100
263,222
6.060
5.770
6.365
0.305
5
1,675,308
38
long
12/16/19
1/27/20
42
San’an Optoelectron
100
85,387
19.620
22.560
2.940
15
1,926,346
237
short
1/27/20
7/06/20
161
China Comms Constr
100
229,326
8.400
8.750
8.050
-0.350
-4
1,846,081
-9
long
7/06/20
11/16/20
133
China Merchants Secs
100
63,157
29.230
21.310
-7.920
-27
1,345,878
-58
short
11/16/20
11/30/20
14
Shandong Gold
100
54,400
24.740
23.840
25.674
0.934
4
1,396,688
163
long
11/30/20
12/21/20
21
LONGi Green Energy
100
20,330
68.700
85.420
16.720
24
1,736,605
4,308
short
12/21/20
1/18/21
28
Shenzhen Goodix Tech
100
11,161
155.590
159.080
152.100
-3.490
-2
1,697,653
-26
long
1/18/21
2/01/21
14
LONGi Green Energy
100
16,454
103.170
106.920
3.750
4
1,759,356
154
short
2/01/21
2/15/21
14
Shenzhen Goodix Tech
100
12,832
137.100
133.600
140.692
3.592
3
1,805,445
96
long
2/15/21
3/22/21
35
China Tourism
100
4,654
387.860
311.650
-76.210
-20
1,450,763
-90
short
3/22/21
12/13/21
266
Shenzhen Goodix Tech
100
12,919
112.290
106.600
118.284
5.994
5
1,528,196
7
long
12/13/21
1/17/22
35
Wingtech Technology
100
11,065
138.100
121.020
-17.080
-12
1,339,206
-75
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
9/05/22
231
China Tourism
100
7,032
190.430
180.100
201.353
10.923
6
1,416,013
9
long
9/05/22
9/19/22
14
China Shenhua En
100
43,489
32.560
31.500
-1.060
-3
1,369,914
-58
short
9/19/22
12/05/22
77
Wingtech Technology
100
25,228
54.300
56.950
51.650
-2.650
-5
1,303,060
-21
long
12/05/22
12/26/22
21
China Unicom
100
250,588
5.200
4.780
-0.420
-8
1,197,813
-77
short
12/26/22
1/02/23
7
LONGi Green Energy
100
28,519
42.000
42.260
41.740
-0.260
-1
1,190,398
-28
long
1/02/23
4/24/23
112
China Life
100
32,068
37.120
36.260
-0.860
-2
1,162,820
-7
short
4/24/23
5/01/23
7
LONGi Green Energy
100
32,095
36.230
34.870
37.643
1.413
4
1,208,170
635
long
5/01/23
5/22/23
21
China Petrol&Chem
100
180,055
6.710
6.320
-0.390
-6
1,137,949
-65
short
5/22/23
7/31/23
70
LONGi Green Energy
100
34,121
33.350
29.850
37.260
3.910
12
1,271,375
78
long
7/31/23
8/14/23
14
PetroChina
100
160,527
7.920
7.840
-0.080
-1
1,258,533
-23
short
8/14/23
3/04/24
203
Foshan Haitian F&F
100
29,058
43.310
39.960
46.941
3.631
8
1,364,037
16
long
3/04/24
3/18/24
14
Shaanxi Coal
100
50,915
26.790
24.340
-2.450
-9
1,239,295
-92
short
3/18/24
3/25/24
7
WuXi AppTec
100
23,203
53.410
48.900
58.336
4.926
9
1,353,593
9,850
long
3/25/24
8/12/24
140
Shaanxi Coal
100
52,081
25.990
23.090
-2.900
-11
1,202,558
-27
accum 1/09/06
8/12/24 6892
days out of 6899 invested (100%)
11,926
1,202,558
29
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 1.60 14.77 13.17 825.11 long 6/02/14 6/23/14 21 9.77 9.46 -0.31 -3.17 795.75 AECC Aviation Power long 7/07/14 8/03/15 392 25.12 48.28 23.16 92.20 short 5/22/17 5/29/17 7 25.96 24.59 27.41 1.45 5.57 102.91 Kangmei Pharma long 2/09/09 11/30/09 294 2.28 4.55 2.26 99.25 short 6/23/14 7/07/14 14 7.30 7.33 7.27 -0.03 -0.41 98.43 Shanghai Int Port short 1/21/08 2/09/09 385 8.05 4.27 15.18 7.13 88.52 88.52 China Northern Rare long 10/11/10 12/13/10 63 17.11 15.72 -1.39 -8.14 long 5/30/11 6/06/11 7 22.45 26.00 3.55 15.83 long 4/09/12 6/04/12 56 23.86 30.15 6.28 26.33 short 4/29/13 5/06/13 7 18.39 18.61 18.18 -0.21 -1.16 short 5/13/13 11/04/13 175 19.08 17.61 20.67 1.59 8.33 short 8/03/15 1/04/16 154 14.16 12.66 15.84 1.68 11.85 60.97 Anhui Conch Cement long 1/09/06 10/16/06 280 3.33 5.42 2.09 62.76 short 3/19/12 4/09/12 21 16.29 16.78 15.80 -0.49 -3.01 57.87 LONGi Green Energy long 11/30/20 12/21/20 21 68.70 85.42 16.72 24.34 long 1/18/21 2/01/21 14 103.17 106.92 3.75 3.63 short 12/26/22 1/02/23 7 42.00 42.26 41.74 -0.26 -0.62 short 4/24/23 5/01/23 7 36.23 34.87 37.64 1.41 3.90 short 5/22/23 7/31/23 70 33.35 29.85 37.26 3.91 11.73 48.65 Shandong Gold long 1/21/19 2/04/19 14 29.47 30.90 1.43 4.85 long 2/18/19 7/08/19 140 32.20 40.66 8.46 26.27 short 11/16/20 11/30/20 14 24.74 23.84 25.67 0.93 3.78 37.40 Poly Developments short 3/01/10 10/11/10 224 6.52 5.73 7.41 0.89 13.72 short 12/23/13 6/02/14 161 5.33 5.02 5.65 0.33 6.11 20.67 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total China Rwy Constr short 11/30/09 12/28/09 28 9.23 9.14 9.32 0.09 0.98 short 1/25/10 2/08/10 14 8.47 8.61 8.33 -0.14 -1.65 short 6/06/11 1/23/12 231 5.99 4.12 8.71 2.72 45.39 long 12/10/12 4/29/13 140 5.82 5.14 -0.68 -11.68 long 12/17/18 12/24/18 7 12.02 11.20 -0.82 -6.82 18.82 Citic Secs long 10/23/06 11/13/06 21 4.87 5.37 0.50 10.27 10.27 Founder Secs short 2/12/18 2/26/18 14 6.29 6.52 6.06 -0.23 -3.66 short 3/05/18 11/05/18 245 6.44 5.63 7.37 0.93 14.39 10.20 WuXi AppTec short 3/18/24 3/25/24 7 53.41 48.90 58.34 4.93 9.22 9.22 Foshan Haitian F&F short 8/14/23 3/04/24 203 43.31 39.96 46.94 3.63 8.38 8.38 Tsinghua Tongfang short 12/04/17 1/15/18 42 10.80 10.08 11.57 0.77 7.14 7.14 IM Yili long 2/08/10 3/01/10 21 4.84 5.17 0.34 6.96 6.96 Shenzhen Goodix Tech short 12/21/20 1/18/21 28 155.59 159.08 152.10 -3.49 -2.24 short 2/01/21 2/15/21 14 137.10 133.60 140.69 3.59 2.62 short 3/22/21 12/13/21 266 112.29 106.60 118.28 5.99 5.34 5.67 Hua Xia Bank short 10/16/06 10/23/06 7 2.51 2.40 2.62 0.12 4.64 4.64 Kweichow Moutai long 6/13/16 8/01/16 49 267.20 306.96 39.76 14.88 long 8/15/16 12/26/16 133 318.78 324.50 5.72 1.79 long 1/15/18 2/12/18 28 785.37 697.48 -87.89 -11.19 long 2/26/18 3/05/18 7 743.51 720.11 -23.40 -3.15 long 9/16/19 9/23/19 7 1,099.00 1,149.00 50.00 4.55 long 10/14/19 10/21/19 7 1,180.00 1,168.50 -11.50 -0.97 4.14 PetroChina short 10/21/19 12/16/19 56 6.06 5.77 6.36 0.30 5.03 long 7/31/23 8/14/23 14 7.92 7.84 -0.08 -1.01 3.97 Orient Secs short 12/26/16 1/09/17 14 15.54 15.26 15.83 0.29 1.83 1.83 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Dongxing Secs short 4/10/17 4/17/17 7 18.03 17.37 18.72 0.69 3.80 short 4/24/17 5/01/17 7 16.84 17.19 16.49 -0.35 -2.08 1.64 China Unicom short 6/04/12 12/10/12 189 3.99 3.36 4.74 0.75 18.75 long 1/09/17 4/10/17 91 7.71 7.47 -0.24 -3.11 long 4/17/17 4/24/17 7 7.47 7.47 0.00 0.00 long 5/01/17 5/22/17 21 7.47 7.47 0.00 0.00 long 5/29/17 12/04/17 189 7.47 7.12 -0.35 -4.69 long 12/05/22 12/26/22 21 5.20 4.78 -0.42 -8.08 0.80 China Shipbuilding long 1/31/11 2/21/11 21 8.81 8.83 0.02 0.23 0.23 China Life short 5/23/11 5/30/11 7 19.11 18.85 19.37 0.26 1.38 long 1/02/23 4/24/23 112 37.12 36.26 -0.86 -2.32 -0.97 Shanghai Oriental short 11/13/06 11/20/06 7 3.47 3.56 3.38 -0.09 -2.59 long 11/04/13 12/23/13 49 36.24 36.48 0.24 0.66 -1.95 China Minsheng Bk long 1/23/12 3/19/12 56 5.44 5.28 -0.17 -3.06 long 5/06/13 5/13/13 7 8.56 8.58 0.02 0.20 -2.87 China Shenhua En long 9/05/22 9/19/22 14 32.56 31.50 -1.06 -3.26 -3.26 China Molybdenum short 12/10/18 12/17/18 7 3.97 4.15 3.79 -0.18 -4.53 short 12/24/18 1/21/19 28 3.95 3.92 3.98 0.03 0.76 -3.80 China Comms Constr short 1/27/20 7/06/20 161 8.40 8.75 8.05 -0.35 -4.17 -4.17 Cosco Shipping short 8/01/16 8/15/16 14 5.11 5.34 4.88 -0.23 -4.50 -4.50 China Petrol&Chem long 5/01/23 5/22/23 21 6.71 6.32 -0.39 -5.81 -5.81 San’an Optoelectron short 2/04/19 2/18/19 14 10.48 12.85 8.11 -2.37 -22.61 long 12/16/19 1/27/20 42 19.62 22.56 2.94 14.98 -11.02 IM BaoTou Steel long 4/04/11 5/23/11 49 2.83 2.46 -0.36 -12.90 -12.90 Shanghai Pudong short 12/13/10 1/31/11 49 10.00 9.78 10.22 0.22 2.25 short 2/21/11 4/04/11 42 10.01 11.22 8.80 -1.21 -12.09 long 1/04/16 1/11/16 7 17.80 17.05 -0.75 -4.21 -13.90 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total China Tourism long 2/15/21 3/22/21 35 387.86 311.65 -76.21 -19.65 short 1/17/22 9/05/22 231 190.43 180.10 201.35 10.92 5.74 -15.04 Bank of Shanghai long 11/05/18 12/10/18 35 12.20 11.51 -0.69 -5.66 short 7/08/19 9/16/19 70 8.88 9.28 8.48 -0.40 -4.50 short 9/23/19 10/14/19 21 9.18 9.76 8.60 -0.58 -6.32 -15.60 Wingtech Technology long 12/13/21 1/17/22 35 138.10 121.02 -17.08 -12.37 short 9/19/22 12/05/22 77 54.30 56.95 51.65 -2.65 -4.88 -16.64 Haitong Secs short 1/11/16 6/13/16 154 12.54 14.85 10.23 -2.31 -18.42 -18.42 Shaanxi Coal long 3/04/24 3/18/24 14 26.79 24.34 -2.45 -9.15 long 3/25/24 8/12/24 140 25.99 23.09 -2.90 -11.16 -19.28 SAIC Motor Corp long 12/28/09 1/25/10 28 20.62 16.39 -4.23 -20.51 -20.51 China Merchants Secs long 7/06/20 11/16/20 133 29.23 21.31 -7.92 -27.10 -27.10
Annotations
7/28/17 SSE 50 component roundabout 12/28/16 SSE 50 Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang 12/29/15 SSE 50 complete analysis 12/28/15 SSE 50 CNNP, GD Power Development, Guotai Junan, New China Life and PowerChina replace 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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