Share-o-matic - Portfolio

Wed, 7th Oct 2026, 17:20UTC

Assessment - Shanghai Stock Exchange 50 in Japanese yen - 6/12/21 - RS = 19

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	6/12/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ19	∅-RS
	L	SSE 50 ew	31,843.857	12/08/24	-0.09	44,765.290		42,670.577	2,094.713	4.91	1.31
	L	Trina Solar	308.738	12/08/24	0.58	1,248.307		788.421	459.886	58.33	179.23
		China Northern Rare	299.480	12/08/24	-0.65	926.927		697.869	229.059	32.82	132.53
	L	TBEA	237.340	12/08/24	0.23	404.707		257.360	147.347	57.25	75.24
		PowerChina	96.147	12/08/24	-0.55	131.579		77.617	53.962	69.52	70.46
		NARI Technology	418.951	12/08/24		746.207		507.402	238.805	47.06	46.12
		Zhejiang Huayou	396.339	12/08/24	-0.27	1,758.174		1,804.892	-46.718	-2.59	44.36
	L	Great Wall Motor	395.449	12/08/24	-0.31	1,009.008		926.463	82.545	8.91	44.45
		China CSSC	676.589	12/08/24	-0.13	434.442		273.360	161.081	58.93	43.15
		Zhangzhou Pientze	3,703.437	12/08/24	-0.60	8,038.772		6,661.581	1,377.191	20.67	40.05
		AECC Aviation Power	676.589	12/08/24	-0.13	1,153.763		1,002.548	151.215	15.08	28.05
	L	GigaDevice	1,392.172	12/08/24	0.09	3,073.496		3,413.769	-340.272	-9.97	24.95
	L	China Shenhua En	699.736	12/08/24	0.64	395.093		293.956	101.137	34.41	22.06
		Cosco Shipping	220.248	12/08/24	0.49	323.695		327.488	-3.793	-1.16	22.11
		Shanxi Xinghuacun	3,405.915	12/08/24	-1.14	5,715.400		5,446.779	268.621	4.93	21.11
		Shaanxi Coal	411.117	12/08/24	2.12	234.492		187.914	46.578	24.79	20.44
	L	Poly Developments	147.069	12/08/24	-3.39	268.143		177.191	90.953	51.33	18.15
	L	Will Semiconductor	1,643.934	12/08/24	0.17	3,916.705		3,661.563	255.142	6.97	15.86
	S	Tongwei	332.419	12/08/24		793.034		732.251	60.783	8.30	13.94
		PetroChina	155.081	12/08/24	-0.34	87.066		78.808	8.258	10.48	10.82
		Haier Smart Home	459.191	12/08/24	1.46	528.808		442.040	86.768	19.63	9.95
	S	Citic Secs	335.980	12/08/24	-0.11	461.327		399.998	61.329	15.33	7.34
	S	Kweichow Moutai	25,569.737	12/08/24	-0.05	35,027.744		30,708.089	4,319.656	14.07	7.16
		China Merchants Bank	571.896	12/08/24	-0.65	922.654		811.910	110.744	13.64	7.14
	S	IM Yili	433.551	12/08/24	0.66	708.994		563.061	145.934	25.92	6.77
		⇓instrument	freshest		⇓ Δday	6/12/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ19	∅-RS
		China Rwy Group	105.584	12/08/24	-1.33	98.284		92.085	6.199	6.73	6.20
	L	China State Constr	97.927	12/08/24	-0.18	85.464		77.957	7.507	9.63	3.90
	S	China Petrol&Chem	116.979	12/08/24	0.15	74.425		68.766	5.659	8.23	3.72
		China Yangtze Pwr	519.549	12/08/24	-1.22	347.731		320.679	27.052	8.44	3.08
		Bank of China	82.971	12/08/24	0.65	54.483		51.915	2.569	4.95	2.66
	S	SAIC Motor Corp	244.640	12/08/24	-0.87	360.551		339.062	21.489	6.34	1.92
		Zijin Mining	273.485	12/08/24	0.13	181.077		173.276	7.801	4.50	1.29
	L	SMIC	868.527	12/08/24	0.60	962.181		973.612	-11.430	-1.17	0.96
		WuXi AppTec	736.770	12/08/24	-0.29	2,434.297		2,531.731	-97.434	-3.85	0.75
		Agricultural Bank	82.615	12/08/24	0.65	52.169		50.723	1.445	2.85	-0.72
		Ind and Comm Bk	106.652	12/08/24	1.18	82.437		79.489	2.948	3.71	-1.99
		China Unicom	79.410	12/08/24	-1.33	69.439		70.468	-1.028	-1.46	-3.64
		Wanhua Chemical	1,333.949	12/08/24	-0.91	1,739.013		1,994.542	-255.530	-12.81	-4.18
	L	China Life	525.069	12/08/24	0.44	524.179		501.274	22.905	4.57	-4.67
	S	LONGi Green Energy	248.023	12/08/24	0.87	1,458.050		1,505.524	-47.474	-3.15	-5.10
		Foshan Haitian F&F	631.721	12/08/24	-0.03	1,778.232		1,795.582	-17.350	-0.97	-5.85
	L	Industrial Bank	289.865	12/08/24	-0.55	329.748		318.296	11.452	3.60	-5.94
	L	China Pacific Ins	487.679	12/08/24	0.22	485.364		467.912	17.451	3.73	-10.82
	S	China Tourism	1,138.629	12/08/24	-1.36	3,774.478		4,476.231	-701.753	-15.68	-18.33
	L	Ping An Ins	723.238	12/08/24	0.02	875.115		927.655	-52.540	-5.66	-19.98
		Beijing Kingsoft	3,426.925	12/08/24	-0.91	4,450.890		5,739.714	-1,288.824	-22.45	-20.22
		Sany Heavy Industry	273.128	12/08/24	-0.45	403.995		451.061	-47.066	-10.43	-20.42
	S	Jiangsu Hengrui Med	776.831	12/08/24	2.85	877.430		1,007.995	-130.565	-12.95	-25.35
		China Telecom Corp	101.310	12/08/24	-1.56	77.096					-na-
		China Three Gorges R	84.574	12/08/24	-0.21	120.184		101.446	18.737	18.47	-na-
		⇓instrument	freshest		⇓ Δday	6/12/21	⇓ Δwk	26/07/21	prc diff	⇓ Δ19	∅-RS
		Hygon	1,312.227	12/08/24	2.35						-na-
SSE 50 - 48 out of 50 instruments rated - 6/12/21 / 26/07/21 - 34 did rise, Market-Ratio(19) in JPY = 70.83 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

	SSE 50 RS = 19 - B/S = 49/47

3/01/22	scale up chart	1/07/24

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
2/01/06		9/01/06	7		- cash -
long	9/01/06	16/10/06	280		Anhui Conch Cement	100	211	47.265	82.057		34.792	74	17,341	105
short	16/10/06	23/10/06	7		Hua Xia Bank	100	456	37.954	35.989	40.026	2.072	5	18,286	1,499
long	23/10/06	13/11/06	21		Citic Secs	100	249	73.155	80.313		7.159	10	20,069	407
short	13/11/06	20/11/06	7		Shanghai Oriental	100	386	51.897	53.252	50.542	-1.355	-3	19,546	-75
long	20/11/06	21/01/08	427		Sinolink Secs	100	818	23.878	217.854		193.976	812	178,218	562
short	21/01/08	9/02/09	385		Shanghai Int Port	100	1,500	118.756	57.428	245.574	126.818	107	368,445	99
long	9/02/09	30/11/09	294		Kangmei Pharma	100	12,006	30.687	57.671		26.984	88	692,412	119
short	30/11/09	28/12/09	28		China Rwy Constr	100	5,913	117.085	122.546	111.624	-5.461	-5	660,119	-46
long	28/12/09	25/01/10	28		SAIC Motor Corp	100	2,387	276.466	215.819		-60.648	-22	515,353	-96
short	25/01/10	8/02/10	14		China Rwy Constr	100	4,620	111.530	112.545	110.516	-1.015	-1	510,665	-21
long	8/02/10	1/03/10	21		IM Yili	100	8,077	63.223	67.473		4.251	7	544,999	210
short	1/03/10	11/10/10	224		Poly Developments	100	6,408	85.038	70.447	102.652	17.614	21	657,868	36
long	11/10/10	13/12/10	63		China Northern Rare	100	3,128	210.249	198.249		-12.000	-6	620,333	-29
short	13/12/10	31/01/11	49		Shanghai Pudong	100	4,918	126.130	121.976	130.426	4.296	3	641,460	28
long	31/01/11	21/02/11	21		China Shipbuilding	100	5,837	109.878	111.679		1.801	2	651,974	33
short	21/02/11	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	23/05/11	49		IM BaoTou Steel	100	15,507	36.260	30.968		-5.292	-15	480,258	-69
short	23/05/11	30/05/11	7		China Life	100	1,996	240.502	234.631	246.519	6.017	3	492,269	263
long	30/05/11	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	23/01/12	231		China Rwy Constr	100	7,647	74.210	50.327	109.428	35.218	47	836,798	85
long	23/01/12	19/03/12	56		China Minsheng Bk	100	12,588	66.471	69.596		3.125	5	876,130	35
short	19/03/12	9/04/12	21		Anhui Conch Cement	100	4,076	214.923	217.078	212.768	-2.155	-1	867,345	-16
long	9/04/12	4/06/12	56		China Northern Rare	100	2,809	308.713	370.583		61.870	20	1,041,138	229
short	4/06/12	10/12/12	189		China Unicom	100	21,227	49.048	44.086	54.567	5.520	11	1,158,305	23
long	10/12/12	29/04/13	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	29/04/13	6/05/13	7		China Northern Rare	100	4,238	289.969	296.826	283.112	-6.857	-2	1,200,049	-71
long	6/05/13	13/05/13	7		China Minsheng Bk	100	8,789	136.527	140.464		3.936	3	1,234,645	340
short	13/05/13	4/11/13	175		China Northern Rare	100	3,950	312.542	284.883	342.887	30.345	10	1,354,507	21
long	4/11/13	23/12/13	49		Shanghai Oriental	100	2,310	586.157	625.522		39.365	7	1,445,441	62
short	23/12/13	2/06/14	161		Poly Developments	100	15,825	91.337	82.262	101.413	10.076	11	1,604,898	27
long	2/06/14	23/06/14	21		Sinolink Secs	100	10,024	160.099	154.866		-5.233	-3	1,552,441	-44
short	23/06/14	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	3/08/15	392		AECC Aviation Power	100	3,735	412.522	964.003		551.481	134	3,600,941	120
short	3/08/15	4/01/16	154		China Northern Rare	100	12,736	282.732	231.384	345.474	62.742	22	4,400,024	61
long	4/01/16	11/01/16	7		Shanghai Pudong	100	13,524	325.327	305.746		-19.581	-6	4,135,208	-96
short	11/01/16	13/06/16	154		Haitong Secs	100	18,389	224.871	239.517	210.226	-14.646	-7	3,865,890	-15
long	13/06/16	1/08/16	49		Kweichow Moutai	100	897	4,309.687	4,732.009		422.322	10	4,244,713	101
short	1/08/16	15/08/16	14		Cosco Shipping	100	53,884	78.774	81.470	76.079	-2.695	-3	4,099,473	-60
long	15/08/16	26/12/16	133		Kweichow Moutai	100	842	4,863.470	5,469.251		605.781	12	4,609,541	38
short	26/12/16	9/01/17	14		Orient Secs	100	17,599	261.917	254.841	269.190	7.273	3	4,737,532	104
long	9/01/17	10/04/17	91		China Unicom	100	36,794	128.757	120.134		-8.622	-7	4,420,282	-24
short	10/04/17	17/04/17	7		Dongxing Secs	100	15,244	289.963	275.020	305.717	15.754	5	4,660,438	1,478
long	17/04/17	24/04/17	7		China Unicom	100	39,404	118.273	119.141		0.868	1	4,694,637	46
short	24/04/17	1/05/17	7		Dongxing Secs	100	17,479	268.585	278.942	258.229	-10.356	-4	4,513,616	-87
long	1/05/17	22/05/17	21		China Unicom	100	37,236	121.216	120.813		-0.402	0	4,498,635	-6
short	22/05/17	29/05/17	7		AECC Aviation Power	100	10,714	419.854	399.537	441.205	21.351	5	4,727,389	1,228
long	29/05/17	4/12/17	189		China Unicom	100	38,949	121.372	120.923		-0.449	0	4,709,882	-1
short	4/12/17	15/01/18	42		Tsinghua Tongfang	100	25,677	183.422	173.203	194.243	10.821	6	4,987,745	65
long	15/01/18	12/02/18	28		Kweichow Moutai	100	369	13,494.904	11,968.059		-1,526.846	-11	4,424,339	-79
short	12/02/18	26/02/18	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	26/02/18	5/03/18	7		Kweichow Moutai	100	342	12,600.848	12,043.717		-557.131	-4	4,128,471	-91
short	5/03/18	5/11/18	245		Founder Secs	100	38,330	107.708	92.018	126.073	18.365	17	4,832,413	26
long	5/11/18	10/12/18	35		Bank of Shanghai	100	24,234	199.399	188.530		-10.870	-5	4,568,993	-44
short	10/12/18	17/12/18	7		China Molybdenum	100	70,262	65.027	67.872	62.182	-2.845	-4	4,369,081	-90
long	17/12/18	24/12/18	7		China Rwy Constr	100	22,224	196.584	179.407		-17.178	-9	3,987,328	-99
short	24/12/18	21/01/19	28		China Molybdenum	100	63,017	63.273	63.249	63.297	0.024	0	3,988,868	1
long	21/01/19	4/02/19	14		Shandong Gold	100	8,388	475.493	503.537		28.043	6	4,224,094	345
short	4/02/19	18/02/19	14		San’an Optoelectron	100	24,734	170.779	210.054	131.503	-39.276	-23	3,252,648	-100
long	18/02/19	8/07/19	140		Shandong Gold	100	6,179	526.362	642.240		115.878	22	3,968,656	68
short	8/07/19	16/09/19	70		Bank of Shanghai	100	28,294	140.263	141.946	138.580	-1.683	-1	3,921,028	-6
long	16/09/19	23/09/19	7		Kweichow Moutai	100	233	16,810.223	17,353.919		543.695	3	4,047,709	426
short	23/09/19	14/10/19	21		Bank of Shanghai	100	29,193	138.650	149.755	127.545	-11.105	-8	3,723,524	-77
long	14/10/19	21/10/19	7		Kweichow Moutai	100	205	18,105.623	17,934.489		-171.134	-1	3,688,441	-39
short	21/10/19	16/12/19	56		PetroChina	100	39,656	93.011	90.471	95.622	2.612	3	3,792,003	20
long	16/12/19	27/01/20	42		San’an Optoelectron	100	12,326	307.631	354.256		46.625	15	4,366,701	241
short	27/01/20	6/07/20	161		China Comms Constr	100	33,105	131.904	134.008	129.800	-2.104	-2	4,297,048	-4
long	6/07/20	16/11/20	133		China Merchants Secs	100	9,598	447.663	338.423		-109.239	-24	3,248,569	-54
short	16/11/20	30/11/20	14		Shandong Gold	100	8,268	392.895	378.026	408.349	15.454	4	3,376,342	173
long	30/11/20	21/12/20	21		LONGi Green Energy	100	3,099	1,089.362	1,348.943		259.581	24	4,180,784	4,005
short	21/12/20	18/01/21	28		Shenzhen Goodix Tech	100	1,701	2,457.059	2,542.064	2,372.054	-85.005	-3	4,036,191	-37
long	18/01/21	1/02/21	14		LONGi Green Energy	100	2,448	1,648.635	1,735.753		87.118	5	4,249,456	283
short	1/02/21	15/02/21	14		Shenzhen Goodix Tech	100	1,909	2,225.699	2,178.849	2,273.556	47.857	2	4,340,816	74
long	15/02/21	22/03/21	35		China Tourism	100	686	6,325.511	5,209.355		-1,116.156	-18	3,575,133	-87
short	22/03/21	13/12/21	266		Shenzhen Goodix Tech	100	1,904	1,876.973	1,900.031	1,853.914	-23.059	-1	3,531,230	-2
long	13/12/21	17/01/22	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	17/01/22	5/09/22	231		China Tourism	100	911	3,439.171	3,651.434	3,226.907	-212.263	-6	2,942,273	-10
long	5/09/22	19/09/22	14		China Shenhua En	100	4,457	660.137	644.270		-15.868	-2	2,871,551	-47
short	19/09/22	5/12/22	77		Wingtech Technology	100	2,585	1,110.598	1,118.410	1,102.786	-7.812	-1	2,851,358	-3
long	5/12/22	26/12/22	21		China Unicom	100	27,921	102.120	91.244		-10.876	-11	2,547,680	-86
short	26/12/22	2/01/23	7		LONGi Green Energy	100	3,177	801.722	801.822	801.623	-0.099	0	2,547,364	-1
long	2/01/23	24/04/23	112		China Life	100	3,616	704.298	706.020		1.722	0	2,553,591	1
short	24/04/23	1/05/23	7		LONGi Green Energy	100	3,619	705.435	693.423	717.656	12.220	2	2,597,816	145
long	1/05/23	22/05/23	21		China Petrol&Chem	100	19,468	133.435	124.445		-8.989	-7	2,422,810	-70
short	22/05/23	31/07/23	70		LONGi Green Energy	100	3,689	656.685	593.727	726.319	69.634	11	2,679,689	69
long	31/07/23	14/08/23	14		PetroChina	100	17,010	157.532	156.956		-0.575	0	2,669,901	-9
short	14/08/23	4/03/24	203		Foshan Haitian F&F	100	3,079	867.063	835.333	899.998	32.935	4	2,771,308	7
long	4/03/24	18/03/24	14		Shaanxi Coal	100	4,948	560.024	504.089		-55.936	-10	2,494,539	-94
short	18/03/24	25/03/24	7		WuXi AppTec	100	2,255	1,106.137	1,027.504	1,190.789	84.651	8	2,685,427	4,576
long	25/03/24	12/08/24	140		Shaanxi Coal	100	4,917	546.111	512.287		-33.824	-6	2,519,117	-15
accum	9/01/06	12/08/24	7576	days out of 7583 invested (100%)							25,091		2,519,117	31

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	23.88	217.85		193.98	812.35
	long	2/06/14	23/06/14	21	160.10	154.87		-5.23	-3.27	782.53
AECC Aviation Power	long	7/07/14	3/08/15	392	412.52	964.00		551.48	133.69
	short	22/05/17	29/05/17	7	419.85	399.54	441.21	21.35	5.09	145.57
Shanghai Int Port	short	21/01/08	9/02/09	385	118.76	57.43	245.57	126.82	106.79	106.79
Kangmei Pharma	long	9/02/09	30/11/09	294	30.69	57.67		26.98	87.93
	short	23/06/14	7/07/14	14	119.51	120.37	118.64	-0.87	-0.73	86.57
Anhui Conch Cement	long	9/01/06	16/10/06	280	47.26	82.06		34.79	73.61
	short	19/03/12	9/04/12	21	214.92	217.08	212.77	-2.16	-1.00	71.87
China Northern Rare	long	11/10/10	13/12/10	63	210.25	198.25		-12.00	-5.71
	long	30/05/11	6/06/11	7	279.44	322.15		42.71	15.29
	long	9/04/12	4/06/12	56	308.71	370.58		61.87	20.04
	short	29/04/13	6/05/13	7	289.97	296.83	283.11	-6.86	-2.36
	short	13/05/13	4/11/13	175	312.54	284.88	342.89	30.34	9.71
	short	3/08/15	4/01/16	154	282.73	231.38	345.47	62.74	22.19	70.79
LONGi Green Energy	long	30/11/20	21/12/20	21	1,089.36	1,348.94		259.58	23.83
	long	18/01/21	1/02/21	14	1,648.63	1,735.75		87.12	5.28
	short	26/12/22	2/01/23	7	801.72	801.82	801.62	-0.10	-0.01
	short	24/04/23	1/05/23	7	705.44	693.42	717.66	12.22	1.73
	short	22/05/23	31/07/23	70	656.69	593.73	726.32	69.63	10.60	46.68
China Rwy Constr	short	30/11/09	28/12/09	28	117.08	122.55	111.62	-5.46	-4.66
	short	25/01/10	8/02/10	14	111.53	112.55	110.52	-1.01	-0.91
	short	6/06/11	23/01/12	231	74.21	50.33	109.43	35.22	47.46
	long	10/12/12	29/04/13	140	76.36	81.03		4.67	6.11
	long	17/12/18	24/12/18	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	21/01/19	4/02/19	14	475.49	503.54		28.04	5.90
	long	18/02/19	8/07/19	140	526.36	642.24		115.88	22.01
	short	16/11/20	30/11/20	14	392.90	378.03	408.35	15.45	3.93	34.29
Poly Developments	short	1/03/10	11/10/10	224	85.04	70.45	102.65	17.61	20.71
	short	23/12/13	2/06/14	161	91.34	82.26	101.41	10.08	11.03	34.03
Founder Secs	short	12/02/18	26/02/18	14	107.93	110.50	105.36	-2.57	-2.38
	short	5/03/18	5/11/18	245	107.71	92.02	126.07	18.37	17.05	14.26
Citic Secs	long	23/10/06	13/11/06	21	73.15	80.31		7.16	9.79	9.79
China Minsheng Bk	long	23/01/12	19/03/12	56	66.47	69.60		3.12	4.70
	long	6/05/13	13/05/13	7	136.53	140.46		3.94	2.88	7.72
WuXi AppTec	short	18/03/24	25/03/24	7	1,106.14	1,027.50	1,190.79	84.65	7.65	7.65
Kweichow Moutai	long	13/06/16	1/08/16	49	4,309.69	4,732.01		422.32	9.80
	long	15/08/16	26/12/16	133	4,863.47	5,469.25		605.78	12.46
	long	15/01/18	12/02/18	28	13,494.90	11,968.06		-1,526.85	-11.31
	long	26/02/18	5/03/18	7	12,600.85	12,043.72		-557.13	-4.42
	long	16/09/19	23/09/19	7	16,810.22	17,353.92		543.70	3.23
	long	14/10/19	21/10/19	7	18,105.62	17,934.49		-171.13	-0.95	7.03
IM Yili	long	8/02/10	1/03/10	21	63.22	67.47		4.25	6.72	6.72
Tsinghua Tongfang	short	4/12/17	15/01/18	42	183.42	173.20	194.24	10.82	5.90	5.90
Hua Xia Bank	short	16/10/06	23/10/06	7	37.95	35.99	40.03	2.07	5.46	5.46
Shanghai Oriental	short	13/11/06	20/11/06	7	51.90	53.25	50.54	-1.36	-2.61
	long	4/11/13	23/12/13	49	586.16	625.52		39.37	6.72	3.93
Foshan Haitian F&F	short	14/08/23	4/03/24	203	867.06	835.33	900.00	32.94	3.80	3.80
Orient Secs	short	26/12/16	9/01/17	14	261.92	254.84	269.19	7.27	2.78	2.78
China Life	short	23/05/11	30/05/11	7	240.50	234.63	246.52	6.02	2.50
	long	2/01/23	24/04/23	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	21/10/19	16/12/19	56	93.01	90.47	95.62	2.61	2.81
	long	31/07/23	14/08/23	14	157.53	156.96		-0.58	-0.37	2.43
China Shipbuilding	long	31/01/11	21/02/11	21	109.88	111.68		1.80	1.64	1.64
Dongxing Secs	short	10/04/17	17/04/17	7	289.96	275.02	305.72	15.75	5.43
	short	24/04/17	1/05/17	7	268.59	278.94	258.23	-10.36	-3.86	1.37
China Comms Constr	short	27/01/20	6/07/20	161	131.90	134.01	129.80	-2.10	-1.60	-1.60
China Shenhua En	long	5/09/22	19/09/22	14	660.14	644.27		-15.87	-2.40	-2.40
Shenzhen Goodix Tech	short	21/12/20	18/01/21	28	2,457.06	2,542.06	2,372.05	-85.01	-3.46
	short	1/02/21	15/02/21	14	2,225.70	2,178.85	2,273.56	47.86	2.15
	short	22/03/21	13/12/21	266	1,876.97	1,900.03	1,853.91	-23.06	-1.23	-2.60
Cosco Shipping	short	1/08/16	15/08/16	14	78.77	81.47	76.08	-2.70	-3.42	-3.42
China Molybdenum	short	10/12/18	17/12/18	7	65.03	67.87	62.18	-2.85	-4.38
	short	24/12/18	21/01/19	28	63.27	63.25	63.30	0.02	0.04	-4.34
Haitong Secs	short	11/01/16	13/06/16	154	224.87	239.52	210.23	-14.65	-6.51	-6.51
China Petrol&Chem	long	1/05/23	22/05/23	21	133.43	124.45		-8.99	-6.74	-6.74
China Unicom	short	4/06/12	10/12/12	189	49.05	44.09	54.57	5.52	11.25
	long	9/01/17	10/04/17	91	128.76	120.13		-8.62	-6.70
	long	17/04/17	24/04/17	7	118.27	119.14		0.87	0.73
	long	1/05/17	22/05/17	21	121.22	120.81		-0.40	-0.33
	long	29/05/17	4/12/17	189	121.37	120.92		-0.45	-0.37
	long	5/12/22	26/12/22	21	102.12	91.24		-10.88	-10.65	-7.23
San’an Optoelectron	short	4/02/19	18/02/19	14	170.78	210.05	131.50	-39.28	-23.00
	long	16/12/19	27/01/20	42	307.63	354.26		46.62	15.16	-11.33
Wingtech Technology	long	13/12/21	17/01/22	35	2,461.49	2,185.62		-275.86	-11.21
	short	19/09/22	5/12/22	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	5/11/18	10/12/18	35	199.40	188.53		-10.87	-5.45
	short	8/07/19	16/09/19	70	140.26	141.95	138.58	-1.68	-1.20
	short	23/09/19	14/10/19	21	138.65	149.75	127.55	-11.10	-8.01	-14.07
IM BaoTou Steel	long	4/04/11	23/05/11	49	36.26	30.97		-5.29	-14.59	-14.59
Shaanxi Coal	long	4/03/24	18/03/24	14	560.02	504.09		-55.94	-9.99
	long	25/03/24	12/08/24	140	546.11	512.29		-33.82	-6.19	-15.56
Shanghai Pudong	short	13/12/10	31/01/11	49	126.13	121.98	130.43	4.30	3.41
	short	21/02/11	4/04/11	42	126.60	144.01	109.19	-17.41	-13.75
	long	4/01/16	11/01/16	7	325.33	305.75		-19.58	-6.02	-16.18
SAIC Motor Corp	long	28/12/09	25/01/10	28	276.47	215.82		-60.65	-21.94	-21.94
China Tourism	long	15/02/21	22/03/21	35	6,325.51	5,209.36		-1,116.16	-17.65
	short	17/01/22	5/09/22	231	3,439.17	3,651.43	3,226.91	-212.26	-6.17	-22.73
China Merchants Secs	long	6/07/20	16/11/20	133	447.66	338.42		-109.24	-24.40	-24.40

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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