Fri, 9th Jan 2026, 15:20UTC
Assessment - Shanghai Stock Exchange 50 in Euro - 9/11/20 - RS = 19
⇐
⇓ instrument
freshest
⇓ Δday
9/11/20
⇓ Δwk
29/06/20
prc diff
Δ19
⇓ ∅-RS
L
SSE 50 ew
228.385
12/08/24
-0.09
347.340
293.833
53.507
18.21
12.78
L
Great Wall Motor
2.836
12/08/24
-0.31
3.537
0.997
2.541
254.96
174.56
Cosco Shipping
1.580
12/08/24
0.49
1.055
0.429
0.626
145.84
86.13
Zijin Mining
1.961
12/08/24
0.13
1.038
0.550
0.488
88.81
76.36
S
Tongwei
2.384
12/08/24
4.112
2.189
1.923
87.81
96.38
S
LONGi Green Energy
1.779
12/08/24
0.87
9.216
5.071
4.145
81.75
109.60
Wanhua Chemical
9.567
12/08/24
-0.91
11.161
6.188
4.973
80.36
63.68
Shanxi Xinghuacun
24.427
12/08/24
-1.14
21.480
12.921
8.558
66.23
102.42
AECC Aviation Power
4.853
12/08/24
-0.13
4.881
2.964
1.916
64.64
46.29
Haier Smart Home
3.293
12/08/24
1.46
3.628
2.257
1.371
60.72
57.28
S
SAIC Motor Corp
1.755
12/08/24
-0.87
3.627
2.262
1.364
60.31
40.64
L
China Life
3.766
12/08/24
0.44
5.439
3.422
2.016
58.91
28.42
Sany Heavy Industry
1.959
12/08/24
-0.45
3.517
2.345
1.171
49.95
46.38
S
China Tourism
8.166
12/08/24
-1.36
25.476
17.619
7.857
44.59
83.64
Zhangzhou Pientze
26.561
12/08/24
-0.60
29.539
20.836
8.703
41.77
58.51
Shaanxi Coal
2.949
12/08/24
2.12
1.262
0.901
0.361
40.04
23.63
Foshan Haitian F&F
4.531
12/08/24
-0.03
14.851
10.802
4.050
37.49
52.79
S
Citic Secs
2.410
12/08/24
-0.11
3.865
2.957
0.909
30.73
19.74
S
IM Yili
3.109
12/08/24
0.66
5.045
3.885
1.160
29.85
23.88
China Merchants Bank
4.102
12/08/24
-0.65
5.495
4.233
1.262
29.82
20.37
L
TBEA
1.702
12/08/24
0.23
1.084
0.843
0.241
28.60
16.14
L
China Shenhua En
5.019
12/08/24
0.64
2.288
1.811
0.478
26.39
9.54
China Northern Rare
2.148
12/08/24
-0.65
1.465
1.160
0.305
26.26
11.40
L
China Pacific Ins
3.498
12/08/24
0.22
4.271
3.412
0.859
25.18
6.00
WuXi AppTec
5.284
12/08/24
-0.29
15.253
12.201
3.052
25.02
22.08
⇓ instrument
freshest
⇓ Δday
9/11/20
⇓ Δwk
29/06/20
prc diff
Δ19
⇓ ∅-RS
Zhejiang Huayou
2.843
12/08/24
-0.27
4.544
3.680
0.864
23.48
26.89
L
Will Semiconductor
11.790
12/08/24
0.17
22.650
18.625
4.025
21.61
39.72
S
Kweichow Moutai
183.387
12/08/24
-0.05
222.522
184.102
38.420
20.87
32.68
L
Ping An Ins
5.187
12/08/24
0.02
10.596
8.935
1.662
18.60
6.81
PowerChina
0.690
12/08/24
-0.55
0.508
0.433
0.075
17.42
1.07
NARI Technology
3.005
12/08/24
2.956
2.555
0.401
15.68
12.41
L
Industrial Bank
2.079
12/08/24
-0.55
2.297
1.987
0.311
15.63
5.80
L
Poly Developments
1.055
12/08/24
-3.39
2.067
1.828
0.239
13.08
4.01
L
China State Constr
0.702
12/08/24
-0.18
0.678
0.600
0.078
12.98
1.82
China Rwy Group
0.757
12/08/24
-1.33
0.709
0.629
0.080
12.65
0.36
Beijing Kingsoft
24.578
12/08/24
-0.91
42.836
39.126
3.710
9.48
-na-
China Yangtze Pwr
3.726
12/08/24
-1.22
2.600
2.388
0.212
8.87
12.71
China CSSC
4.853
12/08/24
-0.13
2.334
2.186
0.149
6.81
-6.56
L
Trina Solar
2.214
12/08/24
0.58
2.237
2.131
0.106
4.96
-na-
S
China Petrol&Chem
0.839
12/08/24
0.15
0.512
0.493
0.019
3.82
-8.22
China Unicom
0.570
12/08/24
-1.33
0.630
0.608
0.022
3.59
-6.62
China Telecom Corp
0.727
12/08/24
-1.56
-na-
China Three Gorges R
0.607
12/08/24
-0.21
-na-
Hygon
9.411
12/08/24
2.35
-na-
L
SMIC
6.229
12/08/24
0.60
8.664
-na-
PetroChina
1.112
12/08/24
-0.34
0.534
0.533
0.000
0.05
-11.52
S
Jiangsu Hengrui Med
5.571
12/08/24
2.85
11.412
11.605
-0.192
-1.66
0.49
L
GigaDevice
9.985
12/08/24
0.09
20.531
21.011
-0.480
-2.28
21.28
Agricultural Bank
0.593
12/08/24
0.65
0.410
0.424
-0.014
-3.33
-5.01
Ind and Comm Bk
0.765
12/08/24
1.18
0.636
0.661
-0.025
-3.73
-5.18
⇓ instrument
freshest
⇓ Δday
9/11/20
⇓ Δwk
29/06/20
prc diff
Δ19
⇓ ∅-RS
Bank of China
0.595
12/08/24
0.65
0.411
0.437
-0.025
-5.82
-6.76
SSE 50 - 46 out of 50 instruments rated - 9/11/20 / 29/06/20 - 41 did rise, Market-Ratio(19) in EUR = 89.13 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 in Euro * 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
2/01/06
9/01/06
7
- cash -
long
9/01/06
16/10/06
280
Anhui Conch Cement
100
29,432
0.340
0.548
0.208
61
16,135
87
short
16/10/06
23/10/06
7
Hua Xia Bank
100
63,633
0.254
0.240
0.268
0.014
6
17,035
1,592
long
23/10/06
13/11/06
21
Citic Secs
100
34,886
0.488
0.532
0.043
9
18,550
340
short
13/11/06
20/11/06
7
Shanghai Oriental
100
53,988
0.344
0.353
0.335
-0.009
-3
18,065
-75
long
20/11/06
21/01/08
427
Sinolink Secs
100
114,273
0.158
1.395
1.237
782
159,378
543
short
21/01/08
9/02/09
385
Shanghai Int Port
100
209,630
0.760
0.483
1.197
0.437
57
250,907
54
long
9/02/09
30/11/09
294
Kangmei Pharma
100
972,319
0.258
0.444
0.186
72
431,875
96
short
30/11/09
28/12/09
28
China Rwy Constr
100
478,922
0.902
0.932
0.872
-0.030
-3
417,525
-36
long
28/12/09
25/01/10
28
SAIC Motor Corp
100
198,623
2.102
1.697
-0.405
-19
337,136
-94
short
25/01/10
8/02/10
14
China Rwy Constr
100
384,350
0.877
0.922
0.833
-0.044
-5
320,049
-74
long
8/02/10
1/03/10
21
IM Yili
100
618,201
0.518
0.557
0.039
8
344,075
252
short
1/03/10
11/10/10
224
Poly Developments
100
490,512
0.701
0.616
0.798
0.097
14
391,576
23
long
11/10/10
13/12/10
63
China Northern Rare
100
212,858
1.840
1.785
-0.054
-3
380,034
-16
short
13/12/10
31/01/11
49
Shanghai Pudong
100
334,567
1.136
1.092
1.182
0.046
4
395,425
34
long
31/01/11
21/02/11
21
China Shipbuilding
100
402,090
0.983
0.981
-0.003
0
394,285
-5
short
21/02/11
4/04/11
42
Shanghai Pudong
100
354,690
1.112
1.203
1.020
-0.092
-8
361,749
-53
long
4/04/11
23/05/11
49
IM BaoTou Steel
100
1,193,977
0.303
0.268
-0.035
-12
319,636
-60
short
23/05/11
30/05/11
7
China Life
100
153,743
2.079
2.028
2.131
0.052
3
327,657
264
long
30/05/11
6/06/11
7
China Northern Rare
100
135,651
2.415
2.742
0.327
14
372,017
74,941
short
6/06/11
23/01/12
231
China Rwy Constr
100
588,879
0.632
0.505
0.790
0.158
25
464,920
42
long
23/01/12
19/03/12
56
China Minsheng Bk
100
696,350
0.668
0.633
-0.035
-5
440,855
-29
short
19/03/12
9/04/12
21
Anhui Conch Cement
100
225,491
1.955
2.031
1.880
-0.076
-4
423,811
-50
long
9/04/12
4/06/12
56
China Northern Rare
100
146,755
2.888
3.823
0.935
32
561,076
523
short
4/06/12
10/12/12
189
China Unicom
100
1,108,820
0.506
0.413
0.620
0.113
22
686,914
48
long
10/12/12
29/04/13
140
China Rwy Constr
100
959,437
0.716
0.634
-0.082
-11
608,618
-27
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
29/04/13
6/05/13
7
China Northern Rare
100
268,114
2.270
2.286
2.254
-0.016
-1
604,303
-31
long
6/05/13
13/05/13
7
China Minsheng Bk
100
574,703
1.052
1.064
0.013
1
611,599
87
short
13/05/13
4/11/13
175
China Northern Rare
100
258,285
2.368
2.137
2.624
0.256
11
677,611
24
long
4/11/13
23/12/13
49
Shanghai Oriental
100
154,091
4.397
4.388
-0.009
0
676,175
-2
short
23/12/13
2/06/14
161
Poly Developments
100
1,055,295
0.641
0.591
0.695
0.054
8
733,219
20
long
2/06/14
23/06/14
21
Sinolink Secs
100
637,593
1.150
1.117
-0.033
-3
712,210
-40
short
23/06/14
7/07/14
14
Kangmei Pharma
100
826,250
0.862
0.868
0.856
-0.006
-1
706,940
-18
long
7/07/14
3/08/15
392
AECC Aviation Power
100
237,556
2.976
7.097
4.121
138
1,685,906
125
short
3/08/15
4/01/16
154
China Northern Rare
100
809,973
2.081
1.789
2.422
0.341
16
1,961,917
43
long
4/01/16
11/01/16
7
Shanghai Pudong
100
780,148
2.515
2.391
-0.124
-5
1,865,154
-93
short
11/01/16
13/06/16
154
Haitong Secs
100
1,060,728
1.758
1.997
1.520
-0.238
-14
1,612,519
-29
long
13/06/16
1/08/16
49
Kweichow Moutai
100
44,887
35.924
41.398
5.474
15
1,858,235
188
short
1/08/16
15/08/16
14
Cosco Shipping
100
2,696,403
0.689
0.719
0.659
-0.030
-4
1,777,200
-69
long
15/08/16
26/12/16
133
Kweichow Moutai
100
41,392
42.935
44.672
1.737
4
1,849,084
11
short
26/12/16
9/01/17
14
Orient Secs
100
864,345
2.139
2.081
2.199
0.060
3
1,900,696
105
long
9/01/17
10/04/17
91
China Unicom
100
1,807,584
1.052
1.022
-0.029
-3
1,847,401
-11
short
10/04/17
17/04/17
7
Dongxing Secs
100
748,899
2.467
2.373
2.564
0.098
4
1,920,477
656
long
17/04/17
24/04/17
7
China Unicom
100
1,881,913
1.020
0.999
-0.022
-2
1,879,624
-67
short
24/04/17
1/05/17
7
Dongxing Secs
100
834,791
2.252
2.289
2.214
-0.037
-2
1,848,396
-58
long
1/05/17
22/05/17
21
China Unicom
100
1,858,269
0.995
0.966
-0.029
-3
1,795,023
-40
short
22/05/17
29/05/17
7
AECC Aviation Power
100
534,717
3.357
3.208
3.513
0.156
5
1,878,356
966
long
29/05/17
4/12/17
189
China Unicom
100
1,927,414
0.975
0.906
-0.068
-7
1,747,122
-13
short
4/12/17
15/01/18
42
Tsinghua Tongfang
100
1,270,665
1.375
1.277
1.481
0.106
8
1,881,475
90
long
15/01/18
12/02/18
28
Kweichow Moutai
100
18,912
99.482
89.885
-9.596
-10
1,699,988
-73
short
12/02/18
26/02/18
14
Founder Secs
100
2,097,190
0.811
0.839
0.782
-0.028
-4
1,640,422
-61
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
26/02/18
5/03/18
7
Kweichow Moutai
100
17,144
95.681
91.916
-3.764
-4
1,575,889
-88
short
5/03/18
5/11/18
245
Founder Secs
100
1,917,103
0.822
0.714
0.947
0.125
15
1,815,497
23
long
5/11/18
10/12/18
35
Bank of Shanghai
100
1,174,194
1.546
1.466
-0.080
-5
1,721,588
-43
short
10/12/18
17/12/18
7
China Molybdenum
100
3,404,277
0.506
0.530
0.481
-0.025
-5
1,638,139
-93
long
17/12/18
24/12/18
7
China Rwy Constr
100
1,066,766
1.536
1.423
-0.113
-7
1,517,834
-98
short
24/12/18
21/01/19
28
China Molybdenum
100
3,024,754
0.502
0.508
0.496
-0.006
-1
1,500,278
-14
long
21/01/19
4/02/19
14
Shandong Gold
100
393,131
3.816
4.009
0.192
5
1,575,935
261
short
4/02/19
18/02/19
14
San’an Optoelectron
100
1,159,139
1.360
1.679
1.040
-0.319
-23
1,205,736
-100
long
18/02/19
8/07/19
140
Shandong Gold
100
286,598
4.207
5.268
1.061
25
1,509,780
80
short
8/07/19
16/09/19
70
Bank of Shanghai
100
1,312,284
1.150
1.194
1.107
-0.043
-4
1,452,699
-18
long
16/09/19
23/09/19
7
Kweichow Moutai
100
10,273
141.401
146.903
5.501
4
1,509,214
632
short
23/09/19
14/10/19
21
Bank of Shanghai
100
1,285,873
1.174
1.253
1.095
-0.079
-7
1,407,517
-70
long
14/10/19
21/10/19
7
Kweichow Moutai
100
9,292
151.465
148.212
-3.253
-2
1,377,290
-68
short
21/10/19
16/12/19
56
PetroChina
100
1,791,840
0.769
0.741
0.798
0.029
4
1,429,351
27
long
16/12/19
27/01/20
42
San’an Optoelectron
100
567,566
2.518
2.950
0.432
17
1,674,289
295
short
27/01/20
6/07/20
161
China Comms Constr
100
1,524,320
1.098
1.103
1.094
-0.004
0
1,667,759
-1
long
6/07/20
16/11/20
133
China Merchants Secs
100
452,754
3.684
2.734
-0.950
-26
1,237,852
-56
short
16/11/20
30/11/20
14
Shandong Gold
100
389,983
3.174
3.033
3.322
0.148
5
1,295,642
229
long
30/11/20
21/12/20
21
LONGi Green Energy
100
148,259
8.739
10.664
1.925
22
1,581,064
3,083
short
21/12/20
18/01/21
28
Shenzhen Goodix Tech
100
81,395
19.424
20.301
18.548
-0.877
-5
1,509,683
-45
long
18/01/21
1/02/21
14
LONGi Green Energy
100
114,662
13.166
13.700
0.534
4
1,570,891
182
short
1/02/21
15/02/21
14
Shenzhen Goodix Tech
100
89,421
17.567
17.053
18.097
0.529
3
1,618,218
117
long
15/02/21
22/03/21
35
China Tourism
100
32,685
49.509
40.111
-9.397
-19
1,311,074
-89
short
22/03/21
13/12/21
266
Shenzhen Goodix Tech
100
90,716
14.452
14.830
14.075
-0.377
-3
1,276,839
-4
long
13/12/21
17/01/22
35
Wingtech Technology
100
66,460
19.212
16.708
-2.504
-13
1,110,396
-77
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
17/01/22
5/09/22
231
China Tourism
100
42,236
26.290
26.156
26.425
0.135
1
1,116,104
1
long
5/09/22
19/09/22
14
China Shenhua En
100
236,030
4.729
4.493
-0.236
-5
1,060,472
-74
short
19/09/22
5/12/22
77
Wingtech Technology
100
136,923
7.745
7.796
7.694
-0.051
-1
1,053,438
-3
long
5/12/22
26/12/22
21
China Unicom
100
1,479,816
0.712
0.646
-0.066
-9
956,050
-81
short
26/12/22
2/01/23
7
LONGi Green Energy
100
168,417
5.677
5.753
5.600
-0.076
-1
943,170
-51
long
2/01/23
24/04/23
112
China Life
100
186,642
5.053
4.762
-0.292
-6
888,748
-18
short
24/04/23
1/05/23
7
LONGi Green Energy
100
186,796
4.758
4.597
4.924
0.166
3
919,768
498
long
1/05/23
22/05/23
21
China Petrol&Chem
100
1,039,666
0.885
0.831
-0.054
-6
864,042
-66
short
22/05/23
31/07/23
70
LONGi Green Energy
100
197,022
4.386
3.797
5.066
0.680
16
998,075
112
long
31/07/23
14/08/23
14
PetroChina
100
990,803
1.007
0.989
-0.019
-2
979,509
-39
short
14/08/23
4/03/24
203
Foshan Haitian F&F
100
179,355
5.461
5.111
5.835
0.374
7
1,046,541
13
long
4/03/24
18/03/24
14
Shaanxi Coal
100
305,395
3.427
3.111
-0.316
-9
949,970
-92
short
18/03/24
25/03/24
7
WuXi AppTec
100
139,174
6.826
6.258
7.445
0.619
9
1,036,086
9,127
long
25/03/24
12/08/24
140
Shaanxi Coal
100
311,483
3.326
2.956
-0.370
-11
920,726
-26
accum 9/01/06
12/08/24 7305
days out of 7312 invested (100%)
9,107
920,726
25
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Sinolink Secs long 20/11/06 21/01/08 427 0.16 1.39 1.24 782.27
long 2/06/14 23/06/14 21 1.15 1.12 -0.03 -2.87 756.99
AECC Aviation Power long 7/07/14 3/08/15 392 2.98 7.10 4.12 138.48
short 22/05/17 29/05/17 7 3.36 3.21 3.51 0.16 4.64 149.55
China Northern Rare long 11/10/10 13/12/10 63 1.84 1.79 -0.05 -2.95
long 30/05/11 6/06/11 7 2.42 2.74 0.33 13.54
long 9/04/12 4/06/12 56 2.89 3.82 0.94 32.39
short 29/04/13 6/05/13 7 2.27 2.29 2.25 -0.02 -0.71
short 13/05/13 4/11/13 175 2.37 2.14 2.62 0.26 10.79
short 3/08/15 4/01/16 154 2.08 1.79 2.42 0.34 16.37 86.75
Kangmei Pharma long 9/02/09 30/11/09 294 0.26 0.44 0.19 72.13
short 23/06/14 7/07/14 14 0.86 0.87 0.86 -0.01 -0.74 70.85
Shanghai Int Port short 21/01/08 9/02/09 385 0.76 0.48 1.20 0.44 57.43 57.43
Anhui Conch Cement long 9/01/06 16/10/06 280 0.34 0.55 0.21 61.35
short 19/03/12 9/04/12 21 1.96 2.03 1.88 -0.08 -3.87 55.11
LONGi Green Energy long 30/11/20 21/12/20 21 8.74 10.66 1.93 22.03
long 18/01/21 1/02/21 14 13.17 13.70 0.53 4.05
short 26/12/22 2/01/23 7 5.68 5.75 5.60 -0.08 -1.35
short 24/04/23 1/05/23 7 4.76 4.60 4.92 0.17 3.49
short 22/05/23 31/07/23 70 4.39 3.80 5.07 0.68 15.51 49.75
Shandong Gold long 21/01/19 4/02/19 14 3.82 4.01 0.19 5.04
long 18/02/19 8/07/19 140 4.21 5.27 1.06 25.22
short 16/11/20 30/11/20 14 3.17 3.03 3.32 0.15 4.67 37.67
Poly Developments short 1/03/10 11/10/10 224 0.70 0.62 0.80 0.10 13.81
short 23/12/13 2/06/14 161 0.64 0.59 0.69 0.05 8.44 23.41
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Founder Secs short 12/02/18 26/02/18 14 0.81 0.84 0.78 -0.03 -3.50
short 5/03/18 5/11/18 245 0.82 0.71 0.95 0.12 15.20 11.17
WuXi AppTec short 18/03/24 25/03/24 7 6.83 6.26 7.44 0.62 9.07 9.07
Citic Secs long 23/10/06 13/11/06 21 0.49 0.53 0.04 8.90 8.90
Tsinghua Tongfang short 4/12/17 15/01/18 42 1.37 1.28 1.48 0.11 7.69 7.69
IM Yili long 8/02/10 1/03/10 21 0.52 0.56 0.04 7.51 7.51
Foshan Haitian F&F short 14/08/23 4/03/24 203 5.46 5.11 5.84 0.37 6.84 6.84
Kweichow Moutai long 13/06/16 1/08/16 49 35.92 41.40 5.47 15.24
long 15/08/16 26/12/16 133 42.94 44.67 1.74 4.04
long 15/01/18 12/02/18 28 99.48 89.89 -9.60 -9.65
long 26/02/18 5/03/18 7 95.68 91.92 -3.76 -3.93
long 16/09/19 23/09/19 7 141.40 146.90 5.50 3.89
long 14/10/19 21/10/19 7 151.46 148.21 -3.25 -2.15 5.80
Hua Xia Bank short 16/10/06 23/10/06 7 0.25 0.24 0.27 0.01 5.57 5.57
Orient Secs short 26/12/16 9/01/17 14 2.14 2.08 2.20 0.06 2.79 2.79
Dongxing Secs short 10/04/17 17/04/17 7 2.47 2.37 2.56 0.10 3.96
short 24/04/17 1/05/17 7 2.25 2.29 2.21 -0.04 -1.66 2.23
PetroChina short 21/10/19 16/12/19 56 0.77 0.74 0.80 0.03 3.78
long 31/07/23 14/08/23 14 1.01 0.99 -0.02 -1.86 1.85
China Shipbuilding long 31/01/11 21/02/11 21 0.98 0.98 -0.00 -0.29 -0.29
China Comms Constr short 27/01/20 6/07/20 161 1.10 1.10 1.09 -0.00 -0.39 -0.39
Shanghai Oriental short 13/11/06 20/11/06 7 0.34 0.35 0.33 -0.01 -2.62
long 4/11/13 23/12/13 49 4.40 4.39 -0.01 -0.21 -2.83
China Life short 23/05/11 30/05/11 7 2.08 2.03 2.13 0.05 2.51
long 2/01/23 24/04/23 112 5.05 4.76 -0.29 -5.77 -3.41
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
China Minsheng Bk long 23/01/12 19/03/12 56 0.67 0.63 -0.03 -5.18
long 6/05/13 13/05/13 7 1.05 1.06 0.01 1.21 -4.03
Shenzhen Goodix Tech short 21/12/20 18/01/21 28 19.42 20.30 18.55 -0.88 -4.51
short 1/02/21 15/02/21 14 17.57 17.05 18.10 0.53 3.01
short 22/03/21 13/12/21 266 14.45 14.83 14.08 -0.38 -2.61 -4.21
Cosco Shipping short 1/08/16 15/08/16 14 0.69 0.72 0.66 -0.03 -4.36 -4.36
China Unicom short 4/06/12 10/12/12 189 0.51 0.41 0.62 0.11 22.43
long 9/01/17 10/04/17 91 1.05 1.02 -0.03 -2.80
long 17/04/17 24/04/17 7 1.02 1.00 -0.02 -2.13
long 1/05/17 22/05/17 21 0.99 0.97 -0.03 -2.89
long 29/05/17 4/12/17 189 0.97 0.91 -0.07 -6.99
long 5/12/22 26/12/22 21 0.71 0.65 -0.07 -9.24 -4.53
China Shenhua En long 5/09/22 19/09/22 14 4.73 4.49 -0.24 -4.98 -4.98
China Rwy Constr short 30/11/09 28/12/09 28 0.90 0.93 0.87 -0.03 -3.32
short 25/01/10 8/02/10 14 0.88 0.92 0.83 -0.04 -5.07
short 6/06/11 23/01/12 231 0.63 0.51 0.79 0.16 24.97
long 10/12/12 29/04/13 140 0.72 0.63 -0.08 -11.40
long 17/12/18 24/12/18 7 1.54 1.42 -0.11 -7.34 -5.84
China Molybdenum short 10/12/18 17/12/18 7 0.51 0.53 0.48 -0.02 -4.85
short 24/12/18 21/01/19 28 0.50 0.51 0.50 -0.01 -1.16 -5.95
China Petrol&Chem long 1/05/23 22/05/23 21 0.88 0.83 -0.05 -6.06 -6.06
Shanghai Pudong short 13/12/10 31/01/11 49 1.14 1.09 1.18 0.05 4.05
short 21/02/11 4/04/11 42 1.11 1.20 1.02 -0.09 -8.25
long 4/01/16 11/01/16 7 2.51 2.39 -0.12 -4.93 -9.24
San’an Optoelectron short 4/02/19 18/02/19 14 1.36 1.68 1.04 -0.32 -23.49
long 16/12/19 27/01/20 42 2.52 2.95 0.43 17.14 -10.38
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
IM BaoTou Steel long 4/04/11 23/05/11 49 0.30 0.27 -0.04 -11.64 -11.64
Haitong Secs short 11/01/16 13/06/16 154 1.76 2.00 1.52 -0.24 -13.54 -13.54
Wingtech Technology long 13/12/21 17/01/22 35 19.21 16.71 -2.50 -13.04
short 19/09/22 5/12/22 77 7.74 7.80 7.69 -0.05 -0.66 -13.61
Bank of Shanghai long 5/11/18 10/12/18 35 1.55 1.47 -0.08 -5.17
short 8/07/19 16/09/19 70 1.15 1.19 1.11 -0.04 -3.78
short 23/09/19 14/10/19 21 1.17 1.25 1.09 -0.08 -6.74 -14.91
China Tourism long 15/02/21 22/03/21 35 49.51 40.11 -9.40 -18.98
short 17/01/22 5/09/22 231 26.29 26.16 26.43 0.14 0.51 -18.56
SAIC Motor Corp long 28/12/09 25/01/10 28 2.10 1.70 -0.40 -19.25 -19.25
Shaanxi Coal long 4/03/24 18/03/24 14 3.43 3.11 -0.32 -9.23
long 25/03/24 12/08/24 140 3.33 2.96 -0.37 -11.13 -19.33
China Merchants Secs long 6/07/20 16/11/20 133 3.68 2.73 -0.95 -25.78 -25.78
Annotations
28/07/17 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
28/12/16 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
29/12/15 SSE 50 complete analysis
28/12/15 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
28/08/15 SSE 50 complete analysis
27/07/15 Ping An Ins forward stock split 10:20 (twenty for ten)
17/07/15 Kweichow Moutai forward stock split 10:11 (eleven for ten)
16/07/15 Qingdao Haier forward stock split 10:20 (twenty for ten)
1/06/15 IM Yili foreward stock split 10:20 (twenty for ten)
11/05/15 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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