Wed, Nov 5th, 2025, 2:53UTC
Assessment - Shanghai Stock Exchange 50 in Japanese yen - 2/03/20 - RS = 19
⇐
⇓ instrument
freshest
⇓ Δday
2/03/20
⇓ Δwk
9/23/19
prc diff
⇓ Δ19
∅-RS
L
SSE 50 ew
27,685.981
8/12/24
-0.09
33,911.952
34,874.127
-962.175
-2.76
-6.34
L
Will Semiconductor
1,429.284
8/12/24
0.17
1,914.959
1,270.931
644.029
50.67
142.98
L
GigaDevice
1,210.395
8/12/24
0.09
2,011.633
1,389.291
622.342
44.80
121.26
Zhejiang Huayou
344.589
8/12/24
-0.27
505.844
310.434
195.410
62.95
58.84
WuXi AppTec
640.570
8/12/24
-0.29
1,424.021
1,247.549
176.472
14.15
24.91
Shanxi Xinghuacun
2,961.202
8/12/24
-1.14
912.335
830.260
82.074
9.89
20.31
S
Jiangsu Hengrui Med
675.400
8/12/24
2.85
1,322.936
1,224.894
98.042
8.00
15.68
S
LONGi Green Energy
215.639
8/12/24
0.87
433.445
408.701
24.744
6.05
15.29
Zhangzhou Pientze
3,219.876
8/12/24
-0.60
1,848.488
1,559.134
289.353
18.56
10.23
Wanhua Chemical
1,159.775
8/12/24
-0.91
750.634
678.902
71.731
10.57
8.09
Sany Heavy Industry
237.466
8/12/24
-0.45
223.379
218.095
5.284
2.42
6.82
Zijin Mining
237.775
8/12/24
0.13
59.753
52.107
7.646
14.67
5.72
Foshan Haitian F&F
549.237
8/12/24
-0.03
904.698
954.370
-49.672
-5.20
2.59
S
Kweichow Moutai
22,231.077
8/12/24
-0.05
15,540.856
17,353.919
-1,813.063
-10.45
0.74
Haier Smart Home
399.234
8/12/24
1.46
263.163
236.672
26.491
11.19
-0.31
China Merchants Bank
497.223
8/12/24
-0.65
542.270
514.123
28.147
5.47
-1.66
L
Poly Developments
127.866
8/12/24
-3.39
216.413
218.699
-2.286
-1.05
-1.97
L
China Life
456.510
8/12/24
0.44
451.866
432.413
19.453
4.50
-2.51
China Yangtze Pwr
451.711
8/12/24
-1.22
265.175
282.586
-17.411
-6.16
-4.54
S
IM Yili
376.942
8/12/24
0.66
439.327
428.788
10.539
2.46
-5.52
S
Citic Secs
292.111
8/12/24
-0.11
332.979
346.927
-13.949
-4.02
-6.17
Ind and Comm Bk
92.726
8/12/24
1.18
83.903
82.767
1.135
1.37
-6.52
L
Ping An Ins
628.805
8/12/24
0.02
1,202.964
1,342.852
-139.888
-10.42
-7.35
China CSSC
588.247
8/12/24
-0.13
298.303
380.608
-82.305
-21.62
-8.43
Agricultural Bank
71.828
8/12/24
0.65
52.168
52.409
-0.241
-0.46
-8.77
⇓ instrument
freshest
⇓ Δday
2/03/20
⇓ Δwk
9/23/19
prc diff
⇓ Δ19
∅-RS
Bank of China
72.138
8/12/24
0.65
53.097
54.373
-1.276
-2.35
-8.90
L
Industrial Bank
252.017
8/12/24
-0.55
264.866
264.009
0.857
0.32
-9.14
S
China Tourism
989.957
8/12/24
-1.36
1,142.437
1,401.454
-259.017
-18.48
-9.92
L
China Pacific Ins
424.002
8/12/24
0.22
507.904
550.522
-42.618
-7.74
-9.90
S
Tongwei
289.015
8/12/24
188.703
210.694
-21.990
-10.44
-10.42
Shaanxi Coal
357.437
8/12/24
2.12
123.841
134.119
-10.278
-7.66
-11.13
L
Great Wall Motor
343.815
8/12/24
-0.31
116.411
120.979
-4.568
-3.78
-12.26
L
China State Constr
85.141
8/12/24
-0.18
77.401
83.220
-5.819
-6.99
-14.10
S
China Petrol&Chem
101.705
8/12/24
0.15
71.518
76.273
-4.754
-6.23
-14.49
Cosco Shipping
191.490
8/12/24
0.49
66.255
74.158
-7.903
-10.66
-14.63
AECC Aviation Power
588.247
8/12/24
-0.13
300.780
345.870
-45.090
-13.04
-16.13
L
China Shenhua En
608.371
8/12/24
0.64
247.373
290.289
-42.916
-14.78
-17.06
China Unicom
69.042
8/12/24
-1.33
78.794
92.282
-13.488
-14.62
-17.39
China Northern Rare
260.377
8/12/24
-0.65
141.334
171.727
-30.393
-17.70
-17.96
NARI Technology
364.248
8/12/24
254.649
312.340
-57.691
-18.47
-18.67
S
SAIC Motor Corp
212.698
8/12/24
-0.87
317.344
366.562
-49.218
-13.43
-18.77
L
TBEA
206.351
8/12/24
0.23
88.547
99.834
-11.288
-11.31
-19.78
China Rwy Group
91.797
8/12/24
-1.33
77.401
93.189
-15.788
-16.94
-22.45
PetroChina
134.832
8/12/24
-0.34
79.413
96.058
-16.645
-17.33
-23.13
PowerChina
83.593
8/12/24
-0.55
56.657
71.591
-14.933
-20.86
-25.45
Beijing Kingsoft
2,979.469
8/12/24
-0.91
2,661.042
-na-
China Telecom Corp
88.082
8/12/24
-1.56
-na-
China Three Gorges R
73.531
8/12/24
-0.21
-na-
Hygon
1,140.889
8/12/24
2.35
-na-
L
SMIC
755.123
8/12/24
0.60
-na-
⇓ instrument
freshest
⇓ Δday
2/03/20
⇓ Δwk
9/23/19
prc diff
⇓ Δ19
∅-RS
L
Trina Solar
268.426
8/12/24
0.58
-na-
SSE 50 - 44 out of 50 instruments rated - 2/03/20 / 9/23/19 - 17 did rise, Market-Ratio(19) in JPY = 38.64 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 in Japanese yen * 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
211
47.265
82.057
34.792
74
17,341
105
short
10/16/06
10/23/06
7
Hua Xia Bank
100
456
37.954
35.989
40.026
2.072
5
18,286
1,499
long
10/23/06
11/13/06
21
Citic Secs
100
249
73.155
80.313
7.159
10
20,069
407
short
11/13/06
11/20/06
7
Shanghai Oriental
100
386
51.897
53.252
50.542
-1.355
-3
19,546
-75
long
11/20/06
1/21/08
427
Sinolink Secs
100
818
23.878
217.854
193.976
812
178,218
562
short
1/21/08
2/09/09
385
Shanghai Int Port
100
1,500
118.756
57.428
245.574
126.818
107
368,445
99
long
2/09/09
11/30/09
294
Kangmei Pharma
100
12,006
30.687
57.671
26.984
88
692,412
119
short
11/30/09
12/28/09
28
China Rwy Constr
100
5,913
117.085
122.546
111.624
-5.461
-5
660,119
-46
long
12/28/09
1/25/10
28
SAIC Motor Corp
100
2,387
276.466
215.819
-60.648
-22
515,353
-96
short
1/25/10
2/08/10
14
China Rwy Constr
100
4,620
111.530
112.545
110.516
-1.015
-1
510,665
-21
long
2/08/10
3/01/10
21
IM Yili
100
8,077
63.223
67.473
4.251
7
544,999
210
short
3/01/10
10/11/10
224
Poly Developments
100
6,408
85.038
70.447
102.652
17.614
21
657,868
36
long
10/11/10
12/13/10
63
China Northern Rare
100
3,128
210.249
198.249
-12.000
-6
620,333
-29
short
12/13/10
1/31/11
49
Shanghai Pudong
100
4,918
126.130
121.976
130.426
4.296
3
641,460
28
long
1/31/11
2/21/11
21
China Shipbuilding
100
5,837
109.878
111.679
1.801
2
651,974
33
short
2/21/11
4/04/11
42
Shanghai Pudong
100
5,149
126.603
144.015
109.192
-17.411
-14
562,323
-72
long
4/04/11
5/23/11
49
IM BaoTou Steel
100
15,507
36.260
30.968
-5.292
-15
480,258
-69
short
5/23/11
5/30/11
7
China Life
100
1,996
240.502
234.631
246.519
6.017
3
492,269
263
long
5/30/11
6/06/11
7
China Northern Rare
100
1,761
279.441
322.155
42.713
15
567,488
166,266
short
6/06/11
1/23/12
231
China Rwy Constr
100
7,647
74.210
50.327
109.428
35.218
47
836,798
85
long
1/23/12
3/19/12
56
China Minsheng Bk
100
12,588
66.471
69.596
3.125
5
876,130
35
short
3/19/12
4/09/12
21
Anhui Conch Cement
100
4,076
214.923
217.078
212.768
-2.155
-1
867,345
-16
long
4/09/12
6/04/12
56
China Northern Rare
100
2,809
308.713
370.583
61.870
20
1,041,138
229
short
6/04/12
12/10/12
189
China Unicom
100
21,227
49.048
44.086
54.567
5.520
11
1,158,305
23
long
12/10/12
4/29/13
140
China Rwy Constr
100
15,168
76.364
81.032
4.668
6
1,229,108
17
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
4,238
289.969
296.826
283.112
-6.857
-2
1,200,049
-71
long
5/06/13
5/13/13
7
China Minsheng Bk
100
8,789
136.527
140.464
3.936
3
1,234,645
340
short
5/13/13
11/04/13
175
China Northern Rare
100
3,950
312.542
284.883
342.887
30.345
10
1,354,507
21
long
11/04/13
12/23/13
49
Shanghai Oriental
100
2,310
586.157
625.522
39.365
7
1,445,441
62
short
12/23/13
6/02/14
161
Poly Developments
100
15,825
91.337
82.262
101.413
10.076
11
1,604,898
27
long
6/02/14
6/23/14
21
Sinolink Secs
100
10,024
160.099
154.866
-5.233
-3
1,552,441
-44
short
6/23/14
7/07/14
14
Kangmei Pharma
100
12,990
119.505
120.374
118.637
-0.868
-1
1,541,160
-17
long
7/07/14
8/03/15
392
AECC Aviation Power
100
3,735
412.522
964.003
551.481
134
3,600,941
120
short
8/03/15
1/04/16
154
China Northern Rare
100
12,736
282.732
231.384
345.474
62.742
22
4,400,024
61
long
1/04/16
1/11/16
7
Shanghai Pudong
100
13,524
325.327
305.746
-19.581
-6
4,135,208
-96
short
1/11/16
6/13/16
154
Haitong Secs
100
18,389
224.871
239.517
210.226
-14.646
-7
3,865,890
-15
long
6/13/16
8/01/16
49
Kweichow Moutai
100
897
4,309.687
4,732.009
422.322
10
4,244,713
101
short
8/01/16
8/15/16
14
Cosco Shipping
100
53,884
78.774
81.470
76.079
-2.695
-3
4,099,473
-60
long
8/15/16
12/26/16
133
Kweichow Moutai
100
842
4,863.470
5,469.251
605.781
12
4,609,541
38
short
12/26/16
1/09/17
14
Orient Secs
100
17,599
261.917
254.841
269.190
7.273
3
4,737,532
104
long
1/09/17
4/10/17
91
China Unicom
100
36,794
128.757
120.134
-8.622
-7
4,420,282
-24
short
4/10/17
4/17/17
7
Dongxing Secs
100
15,244
289.963
275.020
305.717
15.754
5
4,660,438
1,478
long
4/17/17
4/24/17
7
China Unicom
100
39,404
118.273
119.141
0.868
1
4,694,637
46
short
4/24/17
5/01/17
7
Dongxing Secs
100
17,479
268.585
278.942
258.229
-10.356
-4
4,513,616
-87
long
5/01/17
5/22/17
21
China Unicom
100
37,236
121.216
120.813
-0.402
0
4,498,635
-6
short
5/22/17
5/29/17
7
AECC Aviation Power
100
10,714
419.854
399.537
441.205
21.351
5
4,727,389
1,228
long
5/29/17
12/04/17
189
China Unicom
100
38,949
121.372
120.923
-0.449
0
4,709,882
-1
short
12/04/17
1/15/18
42
Tsinghua Tongfang
100
25,677
183.422
173.203
194.243
10.821
6
4,987,745
65
long
1/15/18
2/12/18
28
Kweichow Moutai
100
369
13,494.904
11,968.059
-1,526.846
-11
4,424,339
-79
short
2/12/18
2/26/18
14
Founder Secs
100
40,992
107.930
110.500
105.361
-2.570
-2
4,319,010
-47
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
342
12,600.848
12,043.717
-557.131
-4
4,128,471
-91
short
3/05/18
11/05/18
245
Founder Secs
100
38,330
107.708
92.018
126.073
18.365
17
4,832,413
26
long
11/05/18
12/10/18
35
Bank of Shanghai
100
24,234
199.399
188.530
-10.870
-5
4,568,993
-44
short
12/10/18
12/17/18
7
China Molybdenum
100
70,262
65.027
67.872
62.182
-2.845
-4
4,369,081
-90
long
12/17/18
12/24/18
7
China Rwy Constr
100
22,224
196.584
179.407
-17.178
-9
3,987,328
-99
short
12/24/18
1/21/19
28
China Molybdenum
100
63,017
63.273
63.249
63.297
0.024
0
3,988,868
1
long
1/21/19
2/04/19
14
Shandong Gold
100
8,388
475.493
503.537
28.043
6
4,224,094
345
short
2/04/19
2/18/19
14
San’an Optoelectron
100
24,734
170.779
210.054
131.503
-39.276
-23
3,252,648
-100
long
2/18/19
7/08/19
140
Shandong Gold
100
6,179
526.362
642.240
115.878
22
3,968,656
68
short
7/08/19
9/16/19
70
Bank of Shanghai
100
28,294
140.263
141.946
138.580
-1.683
-1
3,921,028
-6
long
9/16/19
9/23/19
7
Kweichow Moutai
100
233
16,810.223
17,353.919
543.695
3
4,047,709
426
short
9/23/19
10/14/19
21
Bank of Shanghai
100
29,193
138.650
149.755
127.545
-11.105
-8
3,723,524
-77
long
10/14/19
10/21/19
7
Kweichow Moutai
100
205
18,105.623
17,934.489
-171.134
-1
3,688,441
-39
short
10/21/19
12/16/19
56
PetroChina
100
39,656
93.011
90.471
95.622
2.612
3
3,792,003
20
long
12/16/19
1/27/20
42
San’an Optoelectron
100
12,326
307.631
354.256
46.625
15
4,366,701
241
short
1/27/20
7/06/20
161
China Comms Constr
100
33,105
131.904
134.008
129.800
-2.104
-2
4,297,048
-4
long
7/06/20
11/16/20
133
China Merchants Secs
100
9,598
447.663
338.423
-109.239
-24
3,248,569
-54
short
11/16/20
11/30/20
14
Shandong Gold
100
8,268
392.895
378.026
408.349
15.454
4
3,376,342
173
long
11/30/20
12/21/20
21
LONGi Green Energy
100
3,099
1,089.362
1,348.943
259.581
24
4,180,784
4,005
short
12/21/20
1/18/21
28
Shenzhen Goodix Tech
100
1,701
2,457.059
2,542.064
2,372.054
-85.005
-3
4,036,191
-37
long
1/18/21
2/01/21
14
LONGi Green Energy
100
2,448
1,648.635
1,735.753
87.118
5
4,249,456
283
short
2/01/21
2/15/21
14
Shenzhen Goodix Tech
100
1,909
2,225.699
2,178.849
2,273.556
47.857
2
4,340,816
74
long
2/15/21
3/22/21
35
China Tourism
100
686
6,325.511
5,209.355
-1,116.156
-18
3,575,133
-87
short
3/22/21
12/13/21
266
Shenzhen Goodix Tech
100
1,904
1,876.973
1,900.031
1,853.914
-23.059
-1
3,531,230
-2
long
12/13/21
1/17/22
35
Wingtech Technology
100
1,434
2,461.485
2,185.624
-275.861
-11
3,135,645
-71
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
911
3,439.171
3,651.434
3,226.907
-212.263
-6
2,942,273
-10
long
9/05/22
9/19/22
14
China Shenhua En
100
4,457
660.137
644.270
-15.868
-2
2,871,551
-47
short
9/19/22
12/05/22
77
Wingtech Technology
100
2,585
1,110.598
1,118.410
1,102.786
-7.812
-1
2,851,358
-3
long
12/05/22
12/26/22
21
China Unicom
100
27,921
102.120
91.244
-10.876
-11
2,547,680
-86
short
12/26/22
1/02/23
7
LONGi Green Energy
100
3,177
801.722
801.822
801.623
-0.099
0
2,547,364
-1
long
1/02/23
4/24/23
112
China Life
100
3,616
704.298
706.020
1.722
0
2,553,591
1
short
4/24/23
5/01/23
7
LONGi Green Energy
100
3,619
705.435
693.423
717.656
12.220
2
2,597,816
145
long
5/01/23
5/22/23
21
China Petrol&Chem
100
19,468
133.435
124.445
-8.989
-7
2,422,810
-70
short
5/22/23
7/31/23
70
LONGi Green Energy
100
3,689
656.685
593.727
726.319
69.634
11
2,679,689
69
long
7/31/23
8/14/23
14
PetroChina
100
17,010
157.532
156.956
-0.575
0
2,669,901
-9
short
8/14/23
3/04/24
203
Foshan Haitian F&F
100
3,079
867.063
835.333
899.998
32.935
4
2,771,308
7
long
3/04/24
3/18/24
14
Shaanxi Coal
100
4,948
560.024
504.089
-55.936
-10
2,494,539
-94
short
3/18/24
3/25/24
7
WuXi AppTec
100
2,255
1,106.137
1,027.504
1,190.789
84.651
8
2,685,427
4,576
long
3/25/24
8/12/24
140
Shaanxi Coal
100
4,917
546.111
512.287
-33.824
-6
2,519,117
-15
accum 1/09/06
8/12/24 7240
days out of 7247 invested (100%)
25,091
2,519,117
32
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 23.88 217.85 193.98 812.35
long 6/02/14 6/23/14 21 160.10 154.87 -5.23 -3.27 782.53
AECC Aviation Power long 7/07/14 8/03/15 392 412.52 964.00 551.48 133.69
short 5/22/17 5/29/17 7 419.85 399.54 441.21 21.35 5.09 145.57
Shanghai Int Port short 1/21/08 2/09/09 385 118.76 57.43 245.57 126.82 106.79 106.79
Kangmei Pharma long 2/09/09 11/30/09 294 30.69 57.67 26.98 87.93
short 6/23/14 7/07/14 14 119.51 120.37 118.64 -0.87 -0.73 86.57
Anhui Conch Cement long 1/09/06 10/16/06 280 47.26 82.06 34.79 73.61
short 3/19/12 4/09/12 21 214.92 217.08 212.77 -2.16 -1.00 71.87
China Northern Rare long 10/11/10 12/13/10 63 210.25 198.25 -12.00 -5.71
long 5/30/11 6/06/11 7 279.44 322.15 42.71 15.29
long 4/09/12 6/04/12 56 308.71 370.58 61.87 20.04
short 4/29/13 5/06/13 7 289.97 296.83 283.11 -6.86 -2.36
short 5/13/13 11/04/13 175 312.54 284.88 342.89 30.34 9.71
short 8/03/15 1/04/16 154 282.73 231.38 345.47 62.74 22.19 70.79
LONGi Green Energy long 11/30/20 12/21/20 21 1,089.36 1,348.94 259.58 23.83
long 1/18/21 2/01/21 14 1,648.63 1,735.75 87.12 5.28
short 12/26/22 1/02/23 7 801.72 801.82 801.62 -0.10 -0.01
short 4/24/23 5/01/23 7 705.44 693.42 717.66 12.22 1.73
short 5/22/23 7/31/23 70 656.69 593.73 726.32 69.63 10.60 46.68
China Rwy Constr short 11/30/09 12/28/09 28 117.08 122.55 111.62 -5.46 -4.66
short 1/25/10 2/08/10 14 111.53 112.55 110.52 -1.01 -0.91
short 6/06/11 1/23/12 231 74.21 50.33 109.43 35.22 47.46
long 12/10/12 4/29/13 140 76.36 81.03 4.67 6.11
long 12/17/18 12/24/18 7 196.58 179.41 -17.18 -8.74 34.90
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Shandong Gold long 1/21/19 2/04/19 14 475.49 503.54 28.04 5.90
long 2/18/19 7/08/19 140 526.36 642.24 115.88 22.01
short 11/16/20 11/30/20 14 392.90 378.03 408.35 15.45 3.93 34.29
Poly Developments short 3/01/10 10/11/10 224 85.04 70.45 102.65 17.61 20.71
short 12/23/13 6/02/14 161 91.34 82.26 101.41 10.08 11.03 34.03
Founder Secs short 2/12/18 2/26/18 14 107.93 110.50 105.36 -2.57 -2.38
short 3/05/18 11/05/18 245 107.71 92.02 126.07 18.37 17.05 14.26
Citic Secs long 10/23/06 11/13/06 21 73.15 80.31 7.16 9.79 9.79
China Minsheng Bk long 1/23/12 3/19/12 56 66.47 69.60 3.12 4.70
long 5/06/13 5/13/13 7 136.53 140.46 3.94 2.88 7.72
WuXi AppTec short 3/18/24 3/25/24 7 1,106.14 1,027.50 1,190.79 84.65 7.65 7.65
Kweichow Moutai long 6/13/16 8/01/16 49 4,309.69 4,732.01 422.32 9.80
long 8/15/16 12/26/16 133 4,863.47 5,469.25 605.78 12.46
long 1/15/18 2/12/18 28 13,494.90 11,968.06 -1,526.85 -11.31
long 2/26/18 3/05/18 7 12,600.85 12,043.72 -557.13 -4.42
long 9/16/19 9/23/19 7 16,810.22 17,353.92 543.70 3.23
long 10/14/19 10/21/19 7 18,105.62 17,934.49 -171.13 -0.95 7.03
IM Yili long 2/08/10 3/01/10 21 63.22 67.47 4.25 6.72 6.72
Tsinghua Tongfang short 12/04/17 1/15/18 42 183.42 173.20 194.24 10.82 5.90 5.90
Hua Xia Bank short 10/16/06 10/23/06 7 37.95 35.99 40.03 2.07 5.46 5.46
Shanghai Oriental short 11/13/06 11/20/06 7 51.90 53.25 50.54 -1.36 -2.61
long 11/04/13 12/23/13 49 586.16 625.52 39.37 6.72 3.93
Foshan Haitian F&F short 8/14/23 3/04/24 203 867.06 835.33 900.00 32.94 3.80 3.80
Orient Secs short 12/26/16 1/09/17 14 261.92 254.84 269.19 7.27 2.78 2.78
China Life short 5/23/11 5/30/11 7 240.50 234.63 246.52 6.02 2.50
long 1/02/23 4/24/23 112 704.30 706.02 1.72 0.24 2.75
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
PetroChina short 10/21/19 12/16/19 56 93.01 90.47 95.62 2.61 2.81
long 7/31/23 8/14/23 14 157.53 156.96 -0.58 -0.37 2.43
China Shipbuilding long 1/31/11 2/21/11 21 109.88 111.68 1.80 1.64 1.64
Dongxing Secs short 4/10/17 4/17/17 7 289.96 275.02 305.72 15.75 5.43
short 4/24/17 5/01/17 7 268.59 278.94 258.23 -10.36 -3.86 1.37
China Comms Constr short 1/27/20 7/06/20 161 131.90 134.01 129.80 -2.10 -1.60 -1.60
China Shenhua En long 9/05/22 9/19/22 14 660.14 644.27 -15.87 -2.40 -2.40
Shenzhen Goodix Tech short 12/21/20 1/18/21 28 2,457.06 2,542.06 2,372.05 -85.01 -3.46
short 2/01/21 2/15/21 14 2,225.70 2,178.85 2,273.56 47.86 2.15
short 3/22/21 12/13/21 266 1,876.97 1,900.03 1,853.91 -23.06 -1.23 -2.60
Cosco Shipping short 8/01/16 8/15/16 14 78.77 81.47 76.08 -2.70 -3.42 -3.42
China Molybdenum short 12/10/18 12/17/18 7 65.03 67.87 62.18 -2.85 -4.38
short 12/24/18 1/21/19 28 63.27 63.25 63.30 0.02 0.04 -4.34
Haitong Secs short 1/11/16 6/13/16 154 224.87 239.52 210.23 -14.65 -6.51 -6.51
China Petrol&Chem long 5/01/23 5/22/23 21 133.43 124.45 -8.99 -6.74 -6.74
China Unicom short 6/04/12 12/10/12 189 49.05 44.09 54.57 5.52 11.25
long 1/09/17 4/10/17 91 128.76 120.13 -8.62 -6.70
long 4/17/17 4/24/17 7 118.27 119.14 0.87 0.73
long 5/01/17 5/22/17 21 121.22 120.81 -0.40 -0.33
long 5/29/17 12/04/17 189 121.37 120.92 -0.45 -0.37
long 12/05/22 12/26/22 21 102.12 91.24 -10.88 -10.65 -7.23
San’an Optoelectron short 2/04/19 2/18/19 14 170.78 210.05 131.50 -39.28 -23.00
long 12/16/19 1/27/20 42 307.63 354.26 46.62 15.16 -11.33
Wingtech Technology long 12/13/21 1/17/22 35 2,461.49 2,185.62 -275.86 -11.21
short 9/19/22 12/05/22 77 1,110.60 1,118.41 1,102.79 -7.81 -0.70 -11.83
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Bank of Shanghai long 11/05/18 12/10/18 35 199.40 188.53 -10.87 -5.45
short 7/08/19 9/16/19 70 140.26 141.95 138.58 -1.68 -1.20
short 9/23/19 10/14/19 21 138.65 149.75 127.55 -11.10 -8.01 -14.07
IM BaoTou Steel long 4/04/11 5/23/11 49 36.26 30.97 -5.29 -14.59 -14.59
Shaanxi Coal long 3/04/24 3/18/24 14 560.02 504.09 -55.94 -9.99
long 3/25/24 8/12/24 140 546.11 512.29 -33.82 -6.19 -15.56
Shanghai Pudong short 12/13/10 1/31/11 49 126.13 121.98 130.43 4.30 3.41
short 2/21/11 4/04/11 42 126.60 144.01 109.19 -17.41 -13.75
long 1/04/16 1/11/16 7 325.33 305.75 -19.58 -6.02 -16.18
SAIC Motor Corp long 12/28/09 1/25/10 28 276.47 215.82 -60.65 -21.94 -21.94
China Tourism long 2/15/21 3/22/21 35 6,325.51 5,209.36 -1,116.16 -17.65
short 1/17/22 9/05/22 231 3,439.17 3,651.43 3,226.91 -212.26 -6.17 -22.73
China Merchants Secs long 7/06/20 11/16/20 133 447.66 338.42 -109.24 -24.40 -24.40
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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