Assessment - Shanghai Stock Exchange 50 - 1/07/24 - RS = 26
⇐
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
1/01/24
prc diff
⇓ Δ26
∅-RS
L
SSE 50 ew
1,788.480
12/08
-0.09
1,866.650
-4.19
1,777.270
89.380
5.03
0.51
Cosco Shipping
12.370
12/08
0.49
15.820
-21.81
9.580
6.240
65.14
44.56
Shaanxi Coal
23.090
12/08
2.12
26.870
-14.07
20.890
5.980
28.63
31.67
L
China Shenhua En
39.300
12/08
0.64
45.280
-13.21
31.350
13.930
44.43
31.06
Zijin Mining
15.360
12/08
0.13
18.040
-14.86
12.460
5.580
44.78
28.15
Haier Smart Home
25.790
12/08
1.46
28.390
-9.16
21.000
7.390
35.19
26.16
China CSSC
38.000
12/08
-0.13
41.170
-7.70
29.800
11.370
38.15
23.74
China Yangtze Pwr
29.180
12/08
-1.22
29.480
-1.02
23.340
6.140
26.31
18.53
PetroChina
8.710
12/08
-0.34
10.430
-16.49
7.060
3.370
47.73
18.12
Ind and Comm Bk
5.990
12/08
1.18
5.820
2.92
4.780
1.040
21.76
9.61
Agricultural Bank
4.640
12/08
0.65
4.440
4.50
3.640
0.800
21.98
9.57
L
China Pacific Ins
27.390
12/08
0.22
28.540
-4.03
23.780
4.760
20.02
9.20
L
Industrial Bank
16.280
12/08
-0.55
17.750
-8.28
16.210
1.540
9.50
9.12
Hygon
73.700
12/08
2.35
70.470
4.58
72.360
-1.890
-2.61
9.10
Bank of China
4.660
12/08
0.65
4.670
-0.21
3.990
0.680
17.04
8.47
L
GigaDevice
78.190
12/08
0.09
94.410
-17.18
92.390
2.020
2.19
8.17
NARI Technology
23.530
12/08
24.850
-5.31
22.320
2.530
11.34
7.51
L
Will Semiconductor
92.330
12/08
0.17
99.020
-6.76
106.710
-7.690
-7.21
6.30
China Merchants Bank
32.120
12/08
-0.65
34.360
-6.52
27.820
6.540
23.51
6.17
Sany Heavy Industry
15.340
12/08
-0.45
16.430
-6.63
13.770
2.660
19.32
3.70
AECC Aviation Power
38.000
12/08
-0.13
36.270
4.77
37.380
-1.110
-2.97
3.61
Wanhua Chemical
74.920
12/08
-0.91
82.300
-8.97
76.820
5.480
7.13
1.97
L
China State Constr
5.500
12/08
-0.18
5.440
1.10
4.810
0.630
13.10
1.96
Shanxi Xinghuacun
191.290
12/08
-1.14
207.060
-7.62
230.730
-23.670
-10.26
0.37
PowerChina
5.400
12/08
-0.55
5.680
-4.93
4.890
0.790
16.16
0.15
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
1/01/24
prc diff
⇓ Δ26
∅-RS
L
Great Wall Motor
22.210
12/08
-0.31
25.280
-12.14
25.220
0.060
0.24
-0.27
S
China Petrol&Chem
6.570
12/08
0.15
6.390
2.82
5.580
0.810
14.52
-0.42
China Telecom Corp
5.690
12/08
-1.56
6.100
-6.72
5.370
0.730
13.59
-0.56
L
China Life
29.490
12/08
0.44
31.350
-5.93
28.350
3.000
10.58
-0.76
S
SAIC Motor Corp
13.740
12/08
-0.87
13.860
-0.87
13.530
0.330
2.44
-1.22
L
SMIC
48.780
12/08
0.60
45.810
6.48
52.960
-7.150
-13.50
-1.36
S
IM Yili
24.350
12/08
0.66
25.970
-6.24
26.750
-0.780
-2.92
-2.06
China Rwy Group
5.930
12/08
-1.33
6.570
-9.74
5.680
0.890
15.67
-2.48
China Three Gorges R
4.750
12/08
-0.21
4.480
6.03
4.370
0.110
2.52
-3.11
S
Jiangsu Hengrui Med
43.630
12/08
2.85
38.270
14.01
45.230
-6.960
-15.39
-3.34
L
TBEA
13.330
12/08
0.23
13.960
-4.51
13.800
0.160
1.16
-3.97
China Unicom
4.460
12/08
-1.33
4.680
-4.70
4.380
0.300
6.85
-4.30
L
Ping An Ins
40.620
12/08
0.02
41.620
-2.40
40.300
1.320
3.28
-5.07
Foshan Haitian F&F
35.480
12/08
-0.03
34.400
3.14
37.950
-3.550
-9.35
-7.66
L
Poly Developments
8.260
12/08
-3.39
9.310
-11.28
9.900
-0.590
-5.96
-8.24
S
Citic Secs
18.870
12/08
-0.11
18.200
3.68
20.370
-2.170
-10.65
-9.79
S
Kweichow Moutai
1,436.100
12/08
-0.05
1,440.380
-0.30
1,726.000
-285.620
-16.55
-10.62
Zhangzhou Pientze
208.000
12/08
-0.60
206.230
0.86
241.990
-35.760
-14.78
-10.83
China Northern Rare
16.820
12/08
-0.65
18.030
-6.71
19.340
-1.310
-6.77
-12.84
Beijing Kingsoft
192.470
12/08
-0.91
205.000
-6.11
303.430
-98.430
-32.44
-17.22
S
Tongwei
18.670
12/08
18.840
-0.90
25.030
-6.190
-24.73
-22.83
S
China Tourism
63.950
12/08
-1.36
62.500
2.32
83.690
-21.190
-25.32
-24.31
S
LONGi Green Energy
13.930
12/08
0.87
14.050
-0.85
22.900
-8.850
-38.65
-26.11
L
Trina Solar
17.340
12/08
0.58
17.120
1.29
28.530
-11.410
-39.99
-26.26
Zhejiang Huayou
22.260
12/08
-0.27
22.350
-0.40
32.930
-10.580
-32.13
-26.70
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
1/01/24
prc diff
⇓ Δ26
∅-RS
WuXi AppTec
41.380
12/08
-0.29
38.660
7.04
72.760
-34.100
-46.87
-29.23
SSE 50 - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 30 did rise, Market-Ratio(26) = 60.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 * 26 - 60/40 (2)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
2/01/06
25/02/08
784
- cash -
short
25/02/08
23/03/09
392
China Life
50
141
35.440
22.180
56.627
21.187
60
12,987
55
IM Yili
50
1,569
3.187
2.120
4.790
1.603
50
15,503
46
100
55
50
long
23/03/09
18/01/10
301
China Northern Rare
50
1,809
4.284
6.064
1.780
42
18,723
52
Kangmei Pharma
50
2,938
2.639
4.606
1.967
75
24,503
97
100
58
74
short
18/01/10
1/03/10
42
China Rwy Constr
50
1,370
8.940
8.660
9.229
0.289
3
24,899
32
China Rwy Group
50
2,012
6.090
5.930
6.254
0.164
3
25,229
26
100
3
29
long
1/03/10
15/03/10
14
IM Yili
50
2,438
5.173
4.780
-0.393
-8
24,271
-87
AECC Aviation Power
50
862
14.620
13.430
-1.190
-8
23,245
-89
100
-8
-88
short
15/03/10
29/03/10
14
China Rwy Constr
50
1,385
8.390
8.550
8.230
-0.160
-2
23,023
-39
Poly Developments
50
1,803
6.447
6.847
6.047
-0.400
-6
22,302
-81
100
-4
-66
long
29/03/10
19/04/10
21
IM Yili
50
2,137
5.217
5.663
0.447
9
23,256
317
Kangmei Pharma
50
2,142
5.205
5.762
0.557
11
24,449
485
100
10
394
short
19/04/10
8/11/10
203
China Rwy Constr
50
1,531
7.980
7.570
8.412
0.432
5
25,110
10
Poly Developments
50
2,199
5.560
6.447
4.673
-0.887
-16
23,160
-27
100
-5
-9
long
8/11/10
18/04/11
161
China Northern Rare
50
629
18.409
19.542
1.133
6
23,873
15
Kangmei Pharma
50
1,274
9.088
7.105
-1.983
-22
21,346
-43
100
-8
-17
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
18/04/11
5/03/12
322
China Rwy Constr
50
1,549
6.890
4.420
10.740
3.850
56
27,311
65
China Merchants Secs
50
711
15.010
12.960
17.384
2.374
16
28,999
18
100
36
42
long
5/03/12
23/07/12
140
IM Yili
50
1,900
7.630
6.383
-1.247
-16
26,630
-37
Shanghai Oriental
50
828
17.500
13.720
-3.780
-22
23,500
-47
100
-19
-42
short
23/07/12
31/12/12
161
China Unicom
50
3,184
3.690
3.500
3.890
0.200
5
24,138
13
China Shipbuilding
50
2,521
4.660
4.770
4.550
-0.110
-2
23,861
-5
100
2
4
long
31/12/12
17/06/13
168
China Rwy Constr
50
1,869
6.380
4.670
-1.710
-27
20,665
-49
Sinolink Secs
50
1,338
8.920
6.690
-2.230
-25
17,681
-46
100
-26
-48
short
17/06/13
23/12/13
189
China Life
50
585
15.100
14.700
15.511
0.411
3
17,921
5
China Northern Rare
50
541
16.333
14.633
18.231
1.898
12
18,948
24
100
7
14
long
23/12/13
10/02/14
49
Shanghai Int Port
50
1,777
5.330
5.070
-0.260
-5
18,486
-31
Shanghai Oriental
50
259
36.480
43.580
7.100
19
20,325
276
100
7
69
short
10/02/14
28/07/14
168
China Shenhua En
50
719
14.130
15.300
12.960
-1.170
-8
19,483
-17
Poly Developments
50
1,908
5.327
6.270
4.383
-0.943
-18
17,684
-35
100
-13
-26
long
28/07/14
24/08/15
392
SAIC Motor Corp
50
500
17.680
15.390
-2.290
-13
16,539
-12
Sinolink Secs
50
783
11.290
13.960
2.670
24
18,629
22
100
5
5
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
24/08/15
1/08/16
343
China Pacific Ins
50
469
19.850
26.700
13.000
-6.850
-35
15,417
-36
SAIC Motor Corp
50
605
15.390
23.160
7.620
-7.770
-50
10,716
-53
100
-42
-45
long
1/08/16
19/09/16
49
Kweichow Moutai
50
17
306.960
300.150
-6.810
-2
10,600
-15
SAIC Motor Corp
50
237
23.160
21.370
-1.790
-8
10,176
-45
100
-5
-32
short
19/09/16
31/10/16
42
Cosco Shipping
50
993
5.120
5.260
4.980
-0.140
-3
10,037
-21
China Rwy Constr
50
555
9.160
10.310
8.010
-1.150
-13
9,398
-69
100
-8
-50
long
31/10/16
5/03/18
490
Kweichow Moutai
50
14
317.990
720.110
402.120
126
15,028
84
China State Constr
50
688
7.180
9.040
1.860
26
16,308
19
100
74
51
short
5/03/18
4/02/19
336
Dongxing Secs
50
592
13.770
9.740
19.467
5.697
41
19,681
46
Founder Secs
50
1,266
6.440
6.250
6.636
0.196
3
19,929
3
100
22
24
long
4/02/19
26/08/19
203
Huatai Secs
50
504
19.740
19.360
-0.380
-2
19,737
-3
Shandong Gold
50
322
30.900
38.100
7.200
23
22,055
46
100
11
20
short
26/08/19
6/01/20
133
PetroChina
50
1,816
6.070
6.230
5.910
-0.160
-3
21,765
-7
Bank of Shanghai
50
1,238
8.910
9.440
8.380
-0.530
-6
21,109
-15
100
-4
-11
long
6/01/20
27/01/20
21
Anhui Conch Cement
50
197
53.320
48.000
-5.320
-10
20,061
-84
San’an Optoelectron
50
547
19.380
22.560
3.180
16
21,800
1,302
100
3
75
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
27/01/20
21/09/20
238
PetroChina
50
1,932
5.640
4.250
7.485
1.845
33
25,364
54
China Comms Constr
50
1,298
8.400
7.730
9.128
0.728
9
26,309
14
100
21
33
long
21/09/20
11/01/21
112
Wanhua Chemical
50
173
76.000
108.670
32.670
43
31,961
221
Zheshang Secs
50
818
16.080
14.470
-1.610
-10
30,644
-29
100
16
64
short
11/01/21
10/04/23
819
Shandong Gold
50
655
23.390
24.520
22.260
-1.130
-5
29,904
-2
Shenzhen Goodix Tech
50
97
156.490
60.000
408.152
251.662
161
54,315
53
100
78
29
long
10/04/23
5/06/23
56
China Petrol&Chem
50
4,610
5.890
6.570
0.680
12
57,450
104
Zijin Mining
50
2,092
12.980
11.280
-1.700
-13
53,893
-60
100
-1
-5
short
5/06/23
29/04/24
329
LONGi Green Energy
50
948
28.410
19.000
42.480
14.070
50
67,232
56
Trina Solar
50
729
36.970
21.610
63.248
26.278
71
86,388
81
100
60
69
long
29/04/24
12/08/24
105
PetroChina
50
4,226
10.220
8.710
-1.510
-15
80,007
-43
Zijin Mining
50
2,446
17.660
15.360
-2.300
-13
74,381
-38
100
-14
-41
accum 25/02/08
12/08/24 6098
days out of 6882 invested (89%)
644
74,381
13
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Shenzhen Goodix Tech short 11/01/21 10/04/23 819 156.49 60.00 408.15 251.66 160.82 50 80.41 80.41
Kweichow Moutai long 1/08/16 19/09/16 49 306.96 300.15 -6.81 -2.22 -1.11
long 31/10/16 5/03/18 490 317.99 720.11 402.12 126.46 63.23 61.42
Trina Solar short 5/06/23 29/04/24 329 36.97 21.61 63.25 26.28 71.08 35.54 35.54
China Northern Rare long 23/03/09 18/01/10 301 4.28 6.06 1.78 41.55 20.77
long 8/11/10 18/04/11 161 18.41 19.54 1.13 6.16 3.08
short 17/06/13 23/12/13 189 16.33 14.63 18.23 1.90 11.62 5.81 31.72
China Life short 25/02/08 23/03/09 392 35.44 22.18 56.63 21.19 59.78 29.89
short 17/06/13 23/12/13 189 15.10 14.70 15.51 0.41 2.72 1.36 31.66
Kangmei Pharma long 23/03/09 18/01/10 301 2.64 4.61 1.97 74.55 37.28
long 29/03/10 19/04/10 21 5.20 5.76 0.56 10.69 5.35
long 8/11/10 18/04/11 161 9.09 7.11 -1.98 -21.82 -10.91 28.84
LONGi Green Energy short 5/06/23 29/04/24 329 28.41 19.00 42.48 14.07 49.53 24.76 24.76
Wanhua Chemical long 21/09/20 11/01/21 112 76.00 108.67 32.67 42.99 21.49 21.49
Dongxing Secs short 5/03/18 4/02/19 336 13.77 9.74 19.47 5.70 41.38 20.69 20.69
IM Yili short 25/02/08 23/03/09 392 3.19 2.12 4.79 1.60 50.32 25.16
long 1/03/10 15/03/10 14 5.17 4.78 -0.39 -7.60 -3.80
long 29/03/10 19/04/10 21 5.22 5.66 0.45 8.56 4.28
long 5/03/12 23/07/12 140 7.63 6.38 -1.25 -16.34 -8.17 15.30
China State Constr long 31/10/16 5/03/18 490 7.18 9.04 1.86 25.91 12.95 12.95
Shandong Gold long 4/02/19 26/08/19 203 30.90 38.10 7.20 23.30 11.65
short 11/01/21 10/04/23 819 23.39 24.52 22.26 -1.13 -4.83 -2.42 8.95
San’an Optoelectron long 6/01/20 27/01/20 21 19.38 22.56 3.18 16.41 8.20 8.20
China Merchants Secs short 18/04/11 5/03/12 322 15.01 12.96 17.38 2.37 15.82 7.91 7.91
China Rwy Constr short 18/01/10 1/03/10 42 8.94 8.66 9.23 0.29 3.23 1.62
short 15/03/10 29/03/10 14 8.39 8.55 8.23 -0.16 -1.91 -0.95
short 19/04/10 8/11/10 203 7.98 7.57 8.41 0.43 5.42 2.71
short 18/04/11 5/03/12 322 6.89 4.42 10.74 3.85 55.88 27.94
long 31/12/12 17/06/13 168 6.38 4.67 -1.71 -26.80 -13.40
short 19/09/16 31/10/16 42 9.16 10.31 8.01 -1.15 -12.55 -6.28 7.34
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
PetroChina short 26/08/19 6/01/20 133 6.07 6.23 5.91 -0.16 -2.64 -1.32
short 27/01/20 21/09/20 238 5.64 4.25 7.48 1.84 32.71 16.35
long 29/04/24 12/08/24 105 10.22 8.71 -1.51 -14.77 -7.39 6.34
China Petrol&Chem long 10/04/23 5/06/23 56 5.89 6.57 0.68 11.54 5.77 5.77
China Comms Constr short 27/01/20 21/09/20 238 8.40 7.73 9.13 0.73 8.67 4.33 4.33
China Unicom short 23/07/12 31/12/12 161 3.69 3.50 3.89 0.20 5.43 2.71 2.71
Founder Secs short 5/03/18 4/02/19 336 6.44 6.25 6.64 0.20 3.04 1.52 1.52
China Rwy Group short 18/01/10 1/03/10 42 6.09 5.93 6.25 0.16 2.70 1.35 1.35
Huatai Secs long 4/02/19 26/08/19 203 19.74 19.36 -0.38 -1.93 -0.96 -0.96
China Shipbuilding short 23/07/12 31/12/12 161 4.66 4.77 4.55 -0.11 -2.36 -1.18 -1.18
Cosco Shipping short 19/09/16 31/10/16 42 5.12 5.26 4.98 -0.14 -2.73 -1.37 -1.37
Shanghai Oriental long 5/03/12 23/07/12 140 17.50 13.72 -3.78 -21.60 -10.80
long 23/12/13 10/02/14 49 36.48 43.58 7.10 19.46 9.73 -2.12
Sinolink Secs long 31/12/12 17/06/13 168 8.92 6.69 -2.23 -25.00 -12.50
long 28/07/14 24/08/15 392 11.29 13.96 2.67 23.65 11.82 -2.15
Shanghai Int Port long 23/12/13 10/02/14 49 5.33 5.07 -0.26 -4.88 -2.44 -2.44
Bank of Shanghai short 26/08/19 6/01/20 133 8.91 9.44 8.38 -0.53 -5.95 -2.97 -2.97
AECC Aviation Power long 1/03/10 15/03/10 14 14.62 13.43 -1.19 -8.14 -4.07 -4.07
China Shenhua En short 10/02/14 28/07/14 168 14.13 15.30 12.96 -1.17 -8.28 -4.14 -4.14
Anhui Conch Cement long 6/01/20 27/01/20 21 53.32 48.00 -5.32 -9.98 -4.99 -4.99
Zheshang Secs long 21/09/20 11/01/21 112 16.08 14.47 -1.61 -10.01 -5.01 -5.01
Zijin Mining long 10/04/23 5/06/23 56 12.98 11.28 -1.70 -13.10 -6.55
long 29/04/24 12/08/24 105 17.66 15.36 -2.30 -13.02 -6.51 -12.63
China Pacific Ins short 24/08/15 1/08/16 343 19.85 26.70 13.00 -6.85 -34.51 -17.25 -17.25
Poly Developments short 15/03/10 29/03/10 14 6.45 6.85 6.05 -0.40 -6.20 -3.10
short 19/04/10 8/11/10 203 5.56 6.45 4.67 -0.89 -15.95 -7.97
short 10/02/14 28/07/14 168 5.33 6.27 4.38 -0.94 -17.71 -8.85 -18.72
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
SAIC Motor Corp long 28/07/14 24/08/15 392 17.68 15.39 -2.29 -12.95 -6.48
short 24/08/15 1/08/16 343 15.39 23.16 7.62 -7.77 -50.49 -25.24
long 1/08/16 19/09/16 49 23.16 21.37 -1.79 -7.73 -3.86 -32.79
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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