Assessment - Shanghai Stock Exchange 50 - 6/01/20 - RS = 26
⇐
⇓ freshest
⇓ 6/01/20
Δwk
12/02/19
prc diff
⇓
⇓
SSE 50 ew
2,295.420
07:00
0.26
2,289.440
0.26
2,277.830
11.610
0.51
-0.26
Greenland
5.640
07:00
3.49
5.450
3.49
6.640
-1.190
-17.92
-15.13
L
New China Life
45.670
07:00
3.00
44.340
3.00
44.490
-0.150
-0.34
-7.03
Ping An Ins
74.280
07:00
2.94
72.160
2.94
83.290
-11.130
-13.36
-12.00
Poly Real Estate
15.210
07:00
2.77
14.800
2.77
14.960
-0.160
-1.07
0.91
China Life
26.860
07:00
2.64
26.170
2.64
32.700
-6.530
-19.97
-11.76
Qingdao Haier
17.030
07:00
2.53
16.610
2.53
16.900
-0.290
-1.72
0.70
L
China Fortune Land
22.760
07:00
2.25
22.260
2.25
27.910
-5.650
-20.24
-15.32
China Pacific Ins
29.470
07:00
2.18
28.840
2.18
34.520
-5.680
-16.45
-15.50
China Rwy Group
5.400
07:00
1.50
5.320
1.50
5.610
-0.290
-5.17
-9.32
China State Constr
5.120
07:00
1.19
5.060
1.19
5.120
-0.060
-1.17
-7.50
L
China Everbright Bk
3.880
07:00
1.04
3.840
1.04
4.190
-0.350
-8.35
-2.68
China Rwy Constr
8.870
07:00
1.03
8.780
1.03
9.650
-0.870
-9.02
-9.25
Daqin Railway
6.930
07:00
1.02
6.860
1.02
7.910
-1.050
-13.27
-9.45
S
China Unicom
5.090
07:00
0.99
5.040
0.99
5.630
-0.590
-10.48
-12.20
China Comms Constr
7.840
07:00
0.77
7.780
0.77
8.900
-1.120
-12.58
-16.26
Industrial Bank
16.390
07:00
0.74
16.270
0.74
18.920
-2.650
-14.01
-9.13
China Merchants Bank
35.040
07:00
0.63
34.820
0.63
36.110
-1.290
-3.57
-1.40
L
Bank of Comm
5.180
07:00
0.58
5.150
0.58
5.490
-0.340
-6.19
-6.44
Ind and Comm Bk
5.190
07:00
0.58
5.160
0.58
5.810
-0.650
-11.19
-6.78
Wanhua Chemical
48.170
07:00
0.52
47.920
0.52
49.290
-1.370
-2.78
5.48
CRRC
5.920
07:00
0.51
5.890
0.51
6.900
-1.010
-14.64
-15.89
L
Bank of Shanghai
8.160
07:00
0.49
8.120
0.49
9.240
-1.120
-12.12
-10.75
China Shipbuilding
4.130
07:00
0.49
4.110
0.49
5.190
-1.080
-20.81
-18.63
S
China Petrol&Chem
4.220
07:00
0.48
4.200
0.48
4.950
-0.750
-15.15
-14.71
⇓ freshest
⇓ 6/01/20
Δwk
12/02/19
prc diff
⇓
⇓
S
PetroChina
4.310
07:00
0.47
4.290
0.47
5.560
-1.270
-22.84
-24.07
China Southrn Airl
5.130
07:00
0.39
5.110
0.39
6.620
-1.510
-22.81
-19.78
L
China Minsheng Bk
5.780
07:00
0.35
5.760
0.35
6.170
-0.410
-6.65
-4.00
L
Agricultural Bank
3.430
07:00
0.29
3.420
0.29
3.620
-0.200
-5.52
-3.03
L
Bank of China
3.480
07:00
0.29
3.470
0.29
3.620
-0.150
-4.14
-3.75
Shanghai Pudong
10.680
07:00
0.28
10.650
0.28
11.870
-1.220
-10.28
-6.55
S
Jiangsu Hengrui Med
80.400
07:00
0.22
80.220
0.22
83.730
-3.510
-4.19
-0.17
Bank of Bejing
4.930
07:00
4.930
5.550
-0.620
-11.17
-8.15
Huatai Secs
17.890
07:00
17.890
17.380
0.510
2.93
-5.26
San’an Optoelectron
25.070
07:00
0.36
25.080
-0.04
16.950
8.130
47.96
60.14
China Merchants Secs
17.200
07:00
-0.06
17.210
-0.06
16.540
0.670
4.05
0.60
L
China Shenhua En
16.540
07:00
-0.12
16.560
-0.12
17.290
-0.730
-4.22
-6.30
L
China Northern Rare
10.080
07:00
-0.20
10.100
-0.20
9.740
0.360
3.70
-3.25
S
IM Yili
28.840
07:00
-0.28
28.920
-0.28
29.670
-0.750
-2.53
-3.13
China Galaxy Secs
10.230
07:00
-0.29
10.260
-0.29
10.710
-0.450
-4.20
-4.30
S
Guotai Junan Secs
16.060
07:00
-0.31
16.110
-0.31
16.850
-0.740
-4.39
-7.00
Orient Secs
9.440
07:00
-0.32
9.470
-0.32
9.750
-0.280
-2.87
-5.58
SAIC Motor Corp
18.230
07:00
-0.38
18.300
-0.38
23.180
-4.880
-21.05
-18.90
Baoshan Iron&Steel
4.900
07:00
-0.41
4.920
-0.41
5.460
-0.540
-9.89
-11.83
S
360 Security Tech
18.140
07:00
-0.44
18.220
-0.44
20.680
-2.460
-11.90
-14.95
Citic Secs
23.020
07:00
-0.52
23.140
-0.52
21.680
1.460
6.73
1.31
China Molybdenum
3.520
07:00
-0.56
3.540
-0.56
3.500
0.040
1.14
-5.87
L
Kweichow Moutai
1,410.710
07:00
-0.62
1,419.500
-0.62
1,133.000
286.500
25.29
29.53
Anhui Conch Cement
57.660
07:00
-1.18
58.350
-1.18
46.690
11.660
24.97
25.07
L
Shandong Gold
37.230
07:00
-1.40
37.760
-1.40
29.880
7.880
26.37
6.91
⇓ freshest
⇓ 6/01/20
Δwk
12/02/19
prc diff
⇓
⇓
Zheshang Secs
10.170
07:00
-1.74
10.350
-1.74
8.460
1.890
22.34
9.80
SSE 50 - 50 out of 50 instruments rated - 6/01/20 / 12/02/19 - 10 did rise, Market-Ratio(26) = 20.00 % 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
1/02/06 2/25/08 784 - cash -
short
2/25/08
3/23/09
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
3/23/09
1/18/10
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
1/18/10
3/01/10
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
3/01/10
3/15/10
14
IM Yili
50
2,438
5.173
4.780
-0.393
-8
24,271
-87
AVIC Aviation Engine
50
862
14.620
13.430
-1.190
-8
23,245
-89
100
-8
-88
short
3/15/10
3/29/10
14
China Rwy Constr
50
1,385
8.390
8.550
8.230
-0.160
-2
23,023
-39
Poly Real Estate
50
1,803
6.447
6.847
6.047
-0.400
-6
22,302
-81
100
-4
-66
long
3/29/10
4/19/10
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
4/19/10
11/08/10
203
China Rwy Constr
50
1,531
7.980
7.570
8.412
0.432
5
25,110
10
Poly Real Estate
50
2,199
5.560
6.447
4.673
-0.887
-16
23,160
-27
100
-5
-9
long
11/08/10
4/18/11
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
4/18/11
3/05/12
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
3/05/12
7/23/12
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
7/23/12
12/31/12
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
12/31/12
6/17/13
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
6/17/13
12/23/13
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
12/23/13
2/10/14
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
2/10/14
7/28/14
168
China Shenhua En
50
719
14.130
15.300
12.960
-1.170
-8
19,483
-17
Poly Real Estate
50
1,908
5.327
6.270
4.383
-0.943
-18
17,684
-35
100
-13
-26
long
7/28/14
8/24/15
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
8/24/15
8/01/16
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
8/01/16
9/19/16
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
9/19/16
10/31/16
42
China Cosco
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
10/31/16
3/05/18
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
3/05/18
2/04/19
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
2/04/19
8/26/19
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
8/26/19
1/06/20
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
1/06/20
1/27/20
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
1/27/20
6/02/20
127
PetroChina
50
1,932
5.640
4.310
7.380
1.740
31
25,163
117
China Comms Constr
50
1,298
8.400
7.840
9.000
0.600
7
25,941
22
100
19
65 accum 2/25/08
6/02/20 4481
days out of 5265 invested (85%)
159
25,941
8
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Kweichow Moutai long 8/01/16 9/19/16 49 306.96 300.15 -6.81 -2.22 50 -1.11 long 10/31/16 3/05/18 490 317.99 720.11 402.12 126.46 63.23 61.42 China Northern Rare long 3/23/09 1/18/10 301 4.28 6.06 1.78 41.55 20.77 long 11/08/10 4/18/11 161 18.41 19.54 1.13 6.16 3.08 short 6/17/13 12/23/13 189 16.33 14.63 18.23 1.90 11.62 5.81 31.72 China Life short 2/25/08 3/23/09 392 35.44 22.18 56.63 21.19 59.78 29.89 short 6/17/13 12/23/13 189 15.10 14.70 15.51 0.41 2.72 1.36 31.66 Kangmei Pharma long 3/23/09 1/18/10 301 2.64 4.61 1.97 74.55 37.28 long 3/29/10 4/19/10 21 5.20 5.76 0.56 10.69 5.35 long 11/08/10 4/18/11 161 9.09 7.11 -1.98 -21.82 -10.91 28.84 Dongxing Secs short 3/05/18 2/04/19 336 13.77 9.74 19.47 5.70 41.38 20.69 20.69 IM Yili short 2/25/08 3/23/09 392 3.19 2.12 4.79 1.60 50.32 25.16 long 3/01/10 3/15/10 14 5.17 4.78 -0.39 -7.60 -3.80 long 3/29/10 4/19/10 21 5.22 5.66 0.45 8.56 4.28 long 3/05/12 7/23/12 140 7.63 6.38 -1.25 -16.34 -8.17 15.30 PetroChina short 8/26/19 1/06/20 133 6.07 6.23 5.91 -0.16 -2.64 -1.32 short 1/27/20 6/02/20 127 5.64 4.31 7.38 1.74 30.86 15.43 13.91 China State Constr long 10/31/16 3/05/18 490 7.18 9.04 1.86 25.91 12.95 12.95 Shandong Gold long 2/04/19 8/26/19 203 30.90 38.10 7.20 23.30 11.65 11.65 San’an Optoelectron long 1/06/20 1/27/20 21 19.38 22.56 3.18 16.41 8.20 8.20 China Merchants Secs short 4/18/11 3/05/12 322 15.01 12.96 17.38 2.37 15.82 7.91 7.91 China Rwy Constr short 1/18/10 3/01/10 42 8.94 8.66 9.23 0.29 3.23 1.62 short 3/15/10 3/29/10 14 8.39 8.55 8.23 -0.16 -1.91 -0.95 short 4/19/10 11/08/10 203 7.98 7.57 8.41 0.43 5.42 2.71 short 4/18/11 3/05/12 322 6.89 4.42 10.74 3.85 55.88 27.94 long 12/31/12 6/17/13 168 6.38 4.67 -1.71 -26.80 -13.40 short 9/19/16 10/31/16 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 China Comms Constr short 1/27/20 6/02/20 127 8.40 7.84 9.00 0.60 7.14 3.57 3.57 China Unicom short 7/23/12 12/31/12 161 3.69 3.50 3.89 0.20 5.43 2.71 2.71 Founder Secs short 3/05/18 2/04/19 336 6.44 6.25 6.64 0.20 3.04 1.52 1.52 China Rwy Group short 1/18/10 3/01/10 42 6.09 5.93 6.25 0.16 2.70 1.35 1.35 Huatai Secs long 2/04/19 8/26/19 203 19.74 19.36 -0.38 -1.93 -0.96 -0.96 China Shipbuilding short 7/23/12 12/31/12 161 4.66 4.77 4.55 -0.11 -2.36 -1.18 -1.18 China Cosco short 9/19/16 10/31/16 42 5.12 5.26 4.98 -0.14 -2.73 -1.37 -1.37 Shanghai Oriental long 3/05/12 7/23/12 140 17.50 13.72 -3.78 -21.60 -10.80 long 12/23/13 2/10/14 49 36.48 43.58 7.10 19.46 9.73 -2.12 Sinolink Secs long 12/31/12 6/17/13 168 8.92 6.69 -2.23 -25.00 -12.50 long 7/28/14 8/24/15 392 11.29 13.96 2.67 23.65 11.82 -2.15 Shanghai Int Port long 12/23/13 2/10/14 49 5.33 5.07 -0.26 -4.88 -2.44 -2.44 Bank of Shanghai short 8/26/19 1/06/20 133 8.91 9.44 8.38 -0.53 -5.95 -2.97 -2.97 AVIC Aviation Engine long 3/01/10 3/15/10 14 14.62 13.43 -1.19 -8.14 -4.07 -4.07 China Shenhua En short 2/10/14 7/28/14 168 14.13 15.30 12.96 -1.17 -8.28 -4.14 -4.14 Anhui Conch Cement long 1/06/20 1/27/20 21 53.32 48.00 -5.32 -9.98 -4.99 -4.99 China Pacific Ins short 8/24/15 8/01/16 343 19.85 26.70 13.00 -6.85 -34.51 -17.25 -17.25 Poly Real Estate short 3/15/10 3/29/10 14 6.45 6.85 6.05 -0.40 -6.20 -3.10 short 4/19/10 11/08/10 203 5.56 6.45 4.67 -0.89 -15.95 -7.97 short 2/10/14 7/28/14 168 5.33 6.27 4.38 -0.94 -17.71 -8.85 -18.72 SAIC Motor Corp long 7/28/14 8/24/15 392 17.68 15.39 -2.29 -12.95 -6.48 short 8/24/15 8/01/16 343 15.39 23.16 7.62 -7.77 -50.49 -25.24 long 8/01/16 9/19/16 49 23.16 21.37 -1.79 -7.73 -3.86 -32.79
Annotations
7/17/18 Bank of Shanghai stock split 5:7 (seven for five) 7/28/17 SSE 50 component roundabout 12/28/16 SSE 50 Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang 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 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)
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