Share-o-matic - Assessment SSE 50 (Shanghai Stock Exchange 50)

Assessment - Shanghai Stock Exchange 50 in Swiss Franc - 11/18/19 - RS = 19

		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ19	∅-RS
		SSE 50 ew	326.406	07:00	0.84	323.689	0.84	329.724	-6.035	-1.83	1.16
		Kweichow Moutai	173.318	07:00	0.41	172.609	0.41	142.143	30.467	21.43	42.10
	L	Jiangsu Hengrui Med	13.450	07:00	2.94	13.066	2.94	9.598	3.468	36.13	35.84
	L	San’an Optoelectron	2.406	07:00	-0.06	2.408	-0.06	1.634	0.774	47.38	34.59
	L	China Life	4.935	07:00	-1.32	5.001	-1.32	4.084	0.917	22.45	30.64
		Wanhua Chemical	6.488	07:00	0.94	6.427	0.94	6.043	0.384	6.36	14.06
		Anhui Conch Cement	6.308	07:00	2.77	6.138	2.77	6.029	0.109	1.81	13.92
		Ping An Ins	12.502	07:00	0.20	12.477	0.20	12.786	-0.309	-2.42	13.76
		China Merchants Bank	5.277	07:00	0.05	5.274	0.05	5.132	0.142	2.76	12.20
	L	Industrial Bank	2.790	07:00	-0.45	2.803	-0.45	2.568	0.235	9.17	10.31
		Qingdao Haier	2.578	07:00	3.33	2.495	3.33	2.520	-0.025	-0.99	9.00
	L	China Everbright Bk	0.609	07:00	-0.69	0.613	-0.69	0.547	0.066	12.10	6.45
		Shanghai Pudong	1.720	07:00	-0.08	1.721	-0.08	1.640	0.082	5.00	5.15
		China Galaxy Secs	1.520	07:00	0.75	1.509	0.75	1.624	-0.115	-7.06	4.92
		Poly Real Estate	2.039	07:00	2.55	1.989	2.55	1.940	0.049	2.52	2.90
		China Pacific Ins	5.006	07:00	-0.61	5.036	-0.61	5.041	-0.005	-0.10	2.15
		Citic Secs	3.115	07:00	1.19	3.079	1.19	3.344	-0.265	-7.94	2.16
		IM Yili	4.193	07:00	2.79	4.079	2.79	4.760	-0.681	-14.31	1.71
	L	Ind and Comm Bk	0.823	07:00	0.52	0.819	0.52	0.807	0.012	1.46	1.56
		China Merchants Secs	2.319	07:00	0.30	2.312	0.30	2.381	-0.069	-2.91	0.24
	L	China Minsheng Bk	0.862	07:00	-0.16	0.864	-0.16	0.866	-0.002	-0.28	-2.02
	S	China Shipbuilding	0.743	07:00	1.34	0.733	1.34	0.879	-0.146	-16.63	-2.72
	L	Agricultural Bank	0.506	07:00	0.28	0.505	0.28	0.520	-0.015	-2.82	-3.26
		Bank of China	0.511	07:00	0.28	0.509	0.28	0.535	-0.026	-4.92	-4.27
		China Unicom	0.827	07:00	1.55	0.814	1.55	0.867	-0.053	-6.12	-4.85
		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ19	∅-RS
	S	China Fortune Land	3.973	07:00	1.18	3.927	1.18	4.604	-0.677	-14.71	-5.04
		360 Security Tech	3.094	07:00	2.47	3.020	2.47	2.986	0.033	1.12	-5.88
	L	Bank of Bejing	0.789	07:00		0.789		0.854	-0.065	-7.66	-5.94
		Guotai Junan Secs	2.385	07:00	0.41	2.375	0.41	2.537	-0.162	-6.38	-6.15
	S	Orient Secs	1.380	07:00	1.55	1.359	1.55	1.472	-0.114	-7.71	-6.71
	L	Daqin Railway	1.090	07:00	0.39	1.086	0.39	1.153	-0.067	-5.85	-6.99
		Zheshang Secs	1.207	07:00	1.06	1.194	1.06	1.302	-0.108	-8.28	-7.00
	S	Greenland	0.923	07:00	0.77	0.916	0.77	0.996	-0.080	-8.06	-7.12
		Bank of Comm	0.781	07:00	0.18	0.779	0.18	0.883	-0.104	-11.79	-8.53
	S	New China Life	6.534	07:00	0.69	6.489	0.69	7.605	-1.115	-14.67	-8.78
		China Rwy Constr	1.328	07:00	0.21	1.325	0.21	1.407	-0.082	-5.85	-10.63
	S	China Northern Rare	1.391	07:00	1.75	1.367	1.75	1.676	-0.309	-18.42	-11.09
	S	China Southrn Airl	0.941	07:00	0.75	0.934	0.75	1.082	-0.149	-13.73	-11.13
	L	China Petrol&Chem	0.689	07:00	-0.20	0.691	-0.20	0.769	-0.079	-10.23	-11.83
		SAIC Motor Corp	3.209	07:00		3.209		3.780	-0.570	-15.09	-12.04
	S	China Shenhua En	2.428	07:00	0.58	2.413	0.58	2.752	-0.339	-12.31	-12.89
	S	Shandong Gold	4.164	07:00	0.92	4.126	0.92	5.868	-1.742	-29.68	-13.51
	S	Huatai Secs	2.422	07:00	0.41	2.412	0.41	3.061	-0.649	-21.21	-13.81
	L	Bank of Shanghai	1.295	07:00		1.295		1.282	0.014	1.07	-15.61
	S	China State Constr	0.706	07:00	0.60	0.702	0.60	0.850	-0.148	-17.44	-16.03
	S	China Molybdenum	0.487	07:00	2.37	0.475	2.37	0.561	-0.086	-15.33	-16.55
	S	CRRC	0.976	07:00	0.87	0.968	0.87	1.149	-0.181	-15.77	-18.52
	S	China Rwy Group	0.783	07:00	0.91	0.776	0.91	0.932	-0.156	-16.73	-18.87
		Baoshan Iron&Steel	0.755	07:00	1.90	0.741	1.90	0.929	-0.188	-20.26	-21.85
	S	PetroChina	0.779	07:00	0.36	0.776	0.36	0.974	-0.198	-20.31	-22.40
		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ19	∅-RS
	S	China Comms Constr	1.205	07:00	1.18	1.191	1.18	1.582	-0.391	-24.69	-25.97
SSE 50 - 50 out of 50 instruments rated - 11/18/19 / 7/08/19 - 14 did rise, Market-Ratio(19) in CHF = 28.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

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

1/05/15	scale up chart	11/18/19

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 Real Estate	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 Real Estate	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	11/19/19	29		PetroChina	100	1,684,492	0.845	0.779	0.917	0.071	8	1,543,837	178
accum	1/09/06	11/19/19	5062	days out of 5069 invested (100%)							15,338		1,543,837	44

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
Poly Real Estate	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
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	29.82
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Citic Secs	long	10/23/06	11/13/06	21	0.78	0.85		0.07	9.29	9.29
PetroChina	short	10/21/19	11/19/19	29	0.85	0.78	0.92	0.07	8.46	8.46
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
Orient Secs	short	12/26/16	1/09/17	14	2.30	2.23	2.36	0.06	2.82	2.82
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 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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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
San’an Optoelectron	short	2/04/19	2/18/19	14	1.55	1.91	1.20	-0.36	-22.95	-22.95

Annotations

7/17/18	Bank of Shanghai	stock split 5:7 (seven for five)
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
7/11/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
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)
	Bank of Bejing	forward stock split 10:12 (twelve for ten)
7/16/15	Qingdao Haier	forward stock split 10:20 (twenty for ten)
6/22/15	CSR	Merger with CNR builds CRRC (China Railway Rolling Stock Corp)
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)


	is taking down something concerning