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

Assessment - Shanghai Stock Exchange 50 - 4/15/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	∅-RS
	L	SSE 50 ew	1,884.170	Thu	0.04	1,869.310	0.79	1,891.440	-22.130	-1.17	-1.19
		Zijin Mining	18.470	Thu	2.16	18.460	0.05	12.140	6.320	52.06	47.98
	L	PetroChina	10.620	Thu	-2.84	10.670	-0.47	7.800	2.870	36.79	36.63
	L	Shaanxi Coal	26.970	Thu	-0.37	26.780	0.71	18.690	8.090	43.29	36.23
	L	China CSSC	38.760	Thu	-1.55	39.580	-2.07	26.930	12.650	46.97	34.54
	L	China Shenhua En	41.360	Thu	-1.29	41.050	0.76	31.430	9.620	30.61	30.17
	L	Agricultural Bank	4.490	Thu	0.67	4.370	2.75	3.710	0.660	17.79	18.94
		Haier Smart Home	28.480	Thu	2.26	27.190	4.74	22.820	4.370	19.15	18.45
	L	Bank of China	4.690	Thu	0.64	4.590	2.18	3.990	0.600	15.04	14.95
		Hygon	79.300	Thu	-0.92	78.660	0.81	51.890	26.770	51.59	14.58
		China Yangtze Pwr	25.950	Thu	-0.12	25.890	0.23	22.780	3.110	13.65	13.10
	L	Ind and Comm Bk	5.520	Thu	0.36	5.420	1.85	4.920	0.500	10.16	11.22
	L	China Petrol&Chem	6.540	Thu	-1.51	6.650	-1.65	5.860	0.790	13.48	10.27
	L	Shanxi Xinghuacun	242.400	Thu	-0.34	251.790	-3.73	226.770	25.020	11.03	10.27
	L	China Rwy Group	7.220	Thu	-0.82	7.340	-1.63	6.350	0.990	15.59	8.49
		NARI Technology	26.050	Thu	1.96	25.100	3.78	21.780	3.320	15.24	7.23
		Cosco Shipping	10.850	Thu	-0.18	10.810	0.37	9.630	1.180	12.25	6.76
	L	China Telecom Corp	6.210	Thu	-1.90	6.140	1.14	5.950	0.190	3.19	6.46
	L	SAIC Motor Corp	15.360	Thu	1.12	15.210	0.99	15.120	0.090	0.60	5.92
		Sany Heavy Industry	15.730	Thu	-2.36	15.830	-0.63	15.060	0.770	5.11	5.34
	L	Wanhua Chemical	87.210	Thu	0.15	88.000	-0.90	86.400	1.600	1.85	4.63
	L	China Merchants Bank	33.650	Thu	1.05	32.830	2.50	32.310	0.520	1.61	3.61
	L	Great Wall Motor	25.490	Thu	-0.39	25.680	-0.74	28.880	-3.200	-11.08	0.90
	L	Jiangsu Hengrui Med	42.350	Thu	-4.60	44.560	-4.96	44.200	0.360	0.81	-0.05
	L	China Three Gorges R	4.840	Thu	-0.41	4.860	-0.41	4.750	0.110	2.32	-0.49
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	∅-RS
		Industrial Bank	16.300	Thu	0.74	15.770	3.36	16.200	-0.430	-2.65	-0.88
		Will Semiconductor	97.830	Thu	-1.28	96.290	1.60	100.220	-3.930	-3.92	-0.91
	L	China Unicom	4.840	Thu	0.41	4.730	2.33	4.980	-0.250	-5.02	-1.66
		IM Yili	27.700	Thu	1.24	27.040	2.44	26.470	0.570	2.15	-2.18
	L	Kweichow Moutai	1,670.780	Thu	0.23	1,672.980	-0.13	1,729.900	-56.920	-3.29	-3.33
	L	China State Constr	5.380	Thu	0.56	5.230	2.87	5.250	-0.020	-0.38	-4.02
		China Northern Rare	20.260	Thu	-0.69	20.290	-0.15	21.660	-1.370	-6.33	-4.83
		PowerChina	5.230	Thu	-0.19	5.160	1.36	5.350	-0.190	-3.55	-5.12
	L	TBEA	14.620	Thu	-0.54	14.590	0.21	14.500	0.090	0.62	-9.85
		China Pacific Ins	24.270	Thu	3.19	23.630	2.71	29.810	-6.180	-20.73	-11.07
	L	Beijing Kingsoft	286.810	Thu	-0.83	295.210	-2.85	364.500	-69.290	-19.01	-11.96
		AECC Aviation Power	32.590	Thu	-0.94	32.720	-0.40	35.820	-3.100	-8.65	-12.07
	L	Foshan Haitian F&F	37.680	Thu	1.10	36.850	2.25	35.850	1.000	2.79	-12.26
	L	Zhangzhou Pientze	226.420	Thu	-0.50	223.030	1.52	264.790	-41.760	-15.77	-13.08
		Ping An Ins	39.700	Thu	1.93	38.360	3.49	47.540	-9.180	-19.31	-14.91
		China Life	28.470	Thu	3.30	27.520	3.45	37.620	-10.100	-26.85	-15.96
	S	Citic Secs	18.210	Thu	0.61	17.740	2.65	21.510	-3.770	-17.53	-16.05
	L	Zhejiang Huayou	30.280	Thu	4.99	30.090	0.63	35.950	-5.860	-16.30	-17.47
	S	SMIC	41.610	Thu	-0.34	41.190	1.02	53.100	-11.910	-22.43	-18.91
		Tongwei	23.810	Thu	-0.58	23.570	1.02	30.640	-7.070	-23.07	-20.04
		GigaDevice	76.000	Thu	0.32	73.200	3.83	101.140	-27.940	-27.63	-20.27
	L	China Tourism	76.410	Thu	-0.98	77.330	-1.19	94.880	-17.550	-18.50	-23.46
		LONGi Green Energy	18.790	Thu	1.02	18.690	0.54	26.330	-7.640	-29.02	-25.01
		Trina Solar	21.780	Thu	-1.40	22.010	-1.04	29.020	-7.010	-24.16	-28.95
		Poly Developments	8.180	Thu	1.24	7.930	3.15	12.100	-4.170	-34.46	-30.40
		⇓instrument	freshest		⇓ Δday	4/15/24	⇓ Δwk	10/16/23	prc diff	⇓ Δ26	∅-RS
	S	WuXi AppTec	43.430	Thu	0.65	42.380	2.48	87.900	-45.520	-51.79	-38.15
SSE 50 - 50 out of 50 instruments rated - 4/15/24 / 10/16/23 - 26 did rise, Market-Ratio(26) = 52.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

	SSE 50 RS = 26 - B/S = 60/40

1/06/20	scale up chart	4/15/24

Transactions Shanghai Stock Exchange 50 * 26 - 60/40 (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		2/25/08	784		- cash -
short	2/25/08	3/23/09	392		China Life	100	282	35.440	22.180	56.627	21.187	60	15,975	55
long	3/23/09	1/18/10	301		China Northern Rare	100	3,728	4.284	6.064		1.780	42	22,611	52
short	1/18/10	3/01/10	42		China Rwy Constr	100	2,529	8.940	8.660	9.229	0.289	3	23,342	32
long	3/01/10	3/15/10	14		IM Yili	100	4,511	5.173	4.780		-0.393	-8	21,568	-87
short	3/15/10	3/29/10	14		Poly Developments	100	3,345	6.447	6.847	6.047	-0.400	-6	20,230	-81
long	3/29/10	4/19/10	21		IM Yili	100	3,877	5.217	5.663		0.447	9	21,961	317
short	4/19/10	11/08/10	203		Poly Developments	100	3,949	5.560	6.447	4.673	-0.887	-16	18,460	-27
long	11/08/10	4/18/11	161		China Northern Rare	100	1,002	18.409	19.542		1.133	6	19,595	15
short	4/18/11	3/05/12	322		China Merchants Secs	100	1,305	15.010	12.960	17.384	2.374	16	22,694	18
long	3/05/12	7/23/12	140		Shanghai Oriental	100	1,296	17.500	13.720		-3.780	-22	17,795	-47
short	7/23/12	12/31/12	161		China Shipbuilding	100	3,818	4.660	4.770	4.550	-0.110	-2	17,375	-5
long	12/31/12	6/17/13	168		Sinolink Secs	100	1,947	8.920	6.690		-2.230	-25	13,033	-46
short	6/17/13	12/23/13	189		China Northern Rare	100	797	16.333	14.633	18.231	1.898	12	14,545	24
long	12/23/13	2/10/14	49		Shanghai Int Port	100	2,728	5.330	5.070		-0.260	-5	13,836	-31
short	2/10/14	7/28/14	168		Poly Developments	100	2,597	5.327	6.270	4.383	-0.943	-18	11,386	-35
long	7/28/14	8/24/15	392		Sinolink Secs	100	1,008	11.290	13.960		2.670	24	14,078	22
short	8/24/15	8/01/16	343		SAIC Motor Corp	100	914	15.390	23.160	7.620	-7.770	-50	6,976	-53
long	8/01/16	9/19/16	49		Kweichow Moutai	100	22	306.960	300.150		-6.810	-2	6,826	-15
short	9/19/16	10/31/16	42		Cosco Shipping	100	1,333	5.120	5.260	4.980	-0.140	-3	6,639	-21
long	10/31/16	3/05/18	490		Kweichow Moutai	100	20	317.990	720.110		402.120	126	14,682	84
short	3/05/18	2/04/19	336		Founder Secs	100	2,279	6.440	6.250	6.636	0.196	3	15,128	3
long	2/04/19	8/26/19	203		Huatai Secs	100	766	19.740	19.360		-0.380	-2	14,837	-3
short	8/26/19	1/06/20	133		Bank of Shanghai	100	1,665	8.910	9.440	8.380	-0.530	-6	13,954	-15
long	1/06/20	1/27/20	21		San’an Optoelectron	100	720	19.380	22.560		3.180	16	16,244	1,302
short	1/27/20	9/21/20	238		China Comms Constr	100	1,933	8.400	7.730	9.128	0.728	9	17,651	14
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	9/21/20	1/11/21	112		Zheshang Secs	100	1,097	16.080	14.470		-1.610	-10	15,885	-29
short	1/11/21	4/10/23	819		Shenzhen Goodix Tech	100	101	156.490	60.000	408.152	251.662	161	41,303	53
long	4/10/23	6/05/23	56		China Petrol&Chem	100	7,012	5.890	6.570		0.680	12	46,071	104
short	6/05/23	4/18/24	318		Trina Solar	100	1,246	36.970	21.780	62.754	25.784	70	78,198	84
accum	2/25/08	4/18/24	5898	days out of 6682 invested (88%)							682		78,198	14

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Shenzhen Goodix Tech	short	1/11/21	4/10/23	819	156.49	60.00	408.15	251.66	160.82	160.82
Kweichow Moutai	long	8/01/16	9/19/16	49	306.96	300.15		-6.81	-2.22
	long	10/31/16	3/05/18	490	317.99	720.11		402.12	126.46	121.43
Trina Solar	short	6/05/23	4/18/24	318	36.97	21.78	62.75	25.78	69.74	69.74
China Northern Rare	long	3/23/09	1/18/10	301	4.28	6.06		1.78	41.55
	long	11/08/10	4/18/11	161	18.41	19.54		1.13	6.16
	short	6/17/13	12/23/13	189	16.33	14.63	18.23	1.90	11.62	67.72
China Life	short	2/25/08	3/23/09	392	35.44	22.18	56.63	21.19	59.78	59.78
San’an Optoelectron	long	1/06/20	1/27/20	21	19.38	22.56		3.18	16.41	16.41
China Merchants Secs	short	4/18/11	3/05/12	322	15.01	12.96	17.38	2.37	15.82	15.82
China Petrol&Chem	long	4/10/23	6/05/23	56	5.89	6.57		0.68	11.54	11.54
China Comms Constr	short	1/27/20	9/21/20	238	8.40	7.73	9.13	0.73	8.67	8.67
China Rwy Constr	short	1/18/10	3/01/10	42	8.94	8.66	9.23	0.29	3.23	3.23
Founder Secs	short	3/05/18	2/04/19	336	6.44	6.25	6.64	0.20	3.04	3.04
IM Yili	long	3/01/10	3/15/10	14	5.17	4.78		-0.39	-7.60
	long	3/29/10	4/19/10	21	5.22	5.66		0.45	8.56	0.31
Huatai Secs	long	2/04/19	8/26/19	203	19.74	19.36		-0.38	-1.93	-1.93
China Shipbuilding	short	7/23/12	12/31/12	161	4.66	4.77	4.55	-0.11	-2.36	-2.36
Cosco Shipping	short	9/19/16	10/31/16	42	5.12	5.26	4.98	-0.14	-2.73	-2.73
Shanghai Int Port	long	12/23/13	2/10/14	49	5.33	5.07		-0.26	-4.88	-4.88
Bank of Shanghai	short	8/26/19	1/06/20	133	8.91	9.44	8.38	-0.53	-5.95	-5.95
Sinolink Secs	long	12/31/12	6/17/13	168	8.92	6.69		-2.23	-25.00
	long	7/28/14	8/24/15	392	11.29	13.96		2.67	23.65	-7.26
Zheshang Secs	long	9/21/20	1/11/21	112	16.08	14.47		-1.61	-10.01	-10.01
Shanghai Oriental	long	3/05/12	7/23/12	140	17.50	13.72		-3.78	-21.60	-21.60
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Poly Developments	short	3/15/10	3/29/10	14	6.45	6.85	6.05	-0.40	-6.20
	short	4/19/10	11/08/10	203	5.56	6.45	4.67	-0.89	-15.95
	short	2/10/14	7/28/14	168	5.33	6.27	4.38	-0.94	-17.71	-35.12
SAIC Motor Corp	short	8/24/15	8/01/16	343	15.39	23.16	7.62	-7.77	-50.49	-50.49

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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