RS Chart
Assessment - Shanghai Stock Exchange 50 - 6/01/20 - RS = 26
 ⇐ 
  instrument freshest Δday 6/01/20 Δwk 12/02/19  prc diff Δ26   ∅-RS
real-time RS chart chart add note SSE 50 ew 2,295.420  07:00 0.26 2,289.440 0.26 2,277.830 11.610 0.51   -0.26 
real-time RS chart chart add note Greenland 5.640  07:00 3.49 5.450 3.49 6.640 -1.190 -17.92   -15.13 
real-time RS chart chart L add note New China Life 45.670  07:00 3.00 44.340 3.00 44.490 -0.150 -0.34   -7.03 
real-time RS chart chart add note Ping An Ins 74.280  07:00 2.94 72.160 2.94 83.290 -11.130 -13.36   -12.00 
real-time RS chart chart add note Poly Real Estate 15.210  07:00 2.77 14.800 2.77 14.960 -0.160 -1.07   0.91 
real-time RS chart chart add note China Life 26.860  07:00 2.64 26.170 2.64 32.700 -6.530 -19.97   -11.76 
real-time RS chart chart add note Qingdao Haier 17.030  07:00 2.53 16.610 2.53 16.900 -0.290 -1.72   0.70 
real-time RS chart chart L add note China Fortune Land 22.760  07:00 2.25 22.260 2.25 27.910 -5.650 -20.24   -15.32 
real-time RS chart chart add note China Pacific Ins 29.470  07:00 2.18 28.840 2.18 34.520 -5.680 -16.45   -15.50 
real-time RS chart chart add note China Rwy Group 5.400  07:00 1.50 5.320 1.50 5.610 -0.290 -5.17   -9.32 
real-time RS chart chart add note China State Constr 5.120  07:00 1.19 5.060 1.19 5.120 -0.060 -1.17   -7.50 
real-time RS chart chart L add note China Everbright Bk 3.880  07:00 1.04 3.840 1.04 4.190 -0.350 -8.35   -2.68 
real-time RS chart chart add note China Rwy Constr 8.870  07:00 1.03 8.780 1.03 9.650 -0.870 -9.02   -9.25 
real-time RS chart chart add note Daqin Railway 6.930  07:00 1.02 6.860 1.02 7.910 -1.050 -13.27   -9.45 
real-time RS chart chart S add note China Unicom 5.090  07:00 0.99 5.040 0.99 5.630 -0.590 -10.48   -12.20 
real-time RS chart chart add note China Comms Constr 7.840  07:00 0.77 7.780 0.77 8.900 -1.120 -12.58   -16.26 
real-time RS chart chart add note Industrial Bank 16.390  07:00 0.74 16.270 0.74 18.920 -2.650 -14.01   -9.13 
real-time RS chart chart add note China Merchants Bank 35.040  07:00 0.63 34.820 0.63 36.110 -1.290 -3.57   -1.40 
real-time RS chart chart L add note Bank of Comm 5.180  07:00 0.58 5.150 0.58 5.490 -0.340 -6.19   -6.44 
real-time RS chart chart add note Ind and Comm Bk 5.190  07:00 0.58 5.160 0.58 5.810 -0.650 -11.19   -6.78 
real-time RS chart chart add note Wanhua Chemical 48.170  07:00 0.52 47.920 0.52 49.290 -1.370 -2.78   5.48 
real-time RS chart chart add note CRRC 5.920  07:00 0.51 5.890 0.51 6.900 -1.010 -14.64   -15.89 
real-time RS chart chart L add note Bank of Shanghai 8.160  07:00 0.49 8.120 0.49 9.240 -1.120 -12.12   -10.75 
real-time RS chart chart add note China Shipbuilding 4.130  07:00 0.49 4.110 0.49 5.190 -1.080 -20.81   -18.63 
real-time RS chart chart S add note China Petrol&Chem 4.220  07:00 0.48 4.200 0.48 4.950 -0.750 -15.15   -14.71 
  instrument freshest Δday 6/01/20 Δwk 12/02/19  prc diff Δ26   ∅-RS
real-time RS chart chart S add note PetroChina 4.310  07:00 0.47 4.290 0.47 5.560 -1.270 -22.84   -24.07 
real-time RS chart chart add note China Southrn Airl 5.130  07:00 0.39 5.110 0.39 6.620 -1.510 -22.81   -19.78 
real-time RS chart chart L add note China Minsheng Bk 5.780  07:00 0.35 5.760 0.35 6.170 -0.410 -6.65   -4.00 
real-time RS chart chart L add note Agricultural Bank 3.430  07:00 0.29 3.420 0.29 3.620 -0.200 -5.52   -3.03 
real-time RS chart chart L add note Bank of China 3.480  07:00 0.29 3.470 0.29 3.620 -0.150 -4.14   -3.75 
real-time RS chart chart add note Shanghai Pudong 10.680  07:00 0.28 10.650 0.28 11.870 -1.220 -10.28   -6.55 
real-time RS chart chart S add note Jiangsu Hengrui Med 80.400  07:00 0.22 80.220 0.22 83.730 -3.510 -4.19   -0.17 
real-time RS chart chart add note Bank of Bejing 4.930  07:00 4.930 5.550 -0.620 -11.17   -8.15 
real-time RS chart chart add note Huatai Secs 17.890  07:00 17.890 17.380 0.510 2.93   -5.26 
real-time RS chart chart add note San’an Optoelectron 25.070  07:00 0.36 25.080 -0.04 16.950 8.130 47.96   60.14 
real-time RS chart chart add note China Merchants Secs 17.200  07:00 -0.06 17.210 -0.06 16.540 0.670 4.05   0.60 
real-time RS chart chart L add note China Shenhua En 16.540  07:00 -0.12 16.560 -0.12 17.290 -0.730 -4.22   -6.30 
real-time RS chart chart L add note China Northern Rare 10.080  07:00 -0.20 10.100 -0.20 9.740 0.360 3.70   -3.25 
real-time RS chart chart S add note IM Yili 28.840  07:00 -0.28 28.920 -0.28 29.670 -0.750 -2.53   -3.13 
real-time RS chart chart add note China Galaxy Secs 10.230  07:00 -0.29 10.260 -0.29 10.710 -0.450 -4.20   -4.30 
real-time RS chart chart S add note Guotai Junan Secs 16.060  07:00 -0.31 16.110 -0.31 16.850 -0.740 -4.39   -7.00 
real-time RS chart chart add note Orient Secs 9.440  07:00 -0.32 9.470 -0.32 9.750 -0.280 -2.87   -5.58 
real-time RS chart chart add note SAIC Motor Corp 18.230  07:00 -0.38 18.300 -0.38 23.180 -4.880 -21.05   -18.90 
real-time RS chart chart add note Baoshan Iron&Steel 4.900  07:00 -0.41 4.920 -0.41 5.460 -0.540 -9.89   -11.83 
real-time RS chart chart S add note 360 Security Tech 18.140  07:00 -0.44 18.220 -0.44 20.680 -2.460 -11.90   -14.95 
real-time RS chart chart add note Citic Secs 23.020  07:00 -0.52 23.140 -0.52 21.680 1.460 6.73   1.31 
real-time RS chart chart add note China Molybdenum 3.520  07:00 -0.56 3.540 -0.56 3.500 0.040 1.14   -5.87 
real-time RS chart chart L add note Kweichow Moutai 1,410.710  07:00 -0.62 1,419.500 -0.62 1,133.000 286.500 25.29   29.53 
real-time RS chart chart add note Anhui Conch Cement 57.660  07:00 -1.18 58.350 -1.18 46.690 11.660 24.97   25.07 
real-time RS chart chart L add note Shandong Gold 37.230  07:00 -1.40 37.760 -1.40 29.880 7.880 26.37   6.91 
  instrument freshest Δday 6/01/20 Δwk 12/02/19  prc diff Δ26   ∅-RS
real-time RS chart chart add note 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
SSE 50 RS = 26 - B/S = 60/40
Market Chart
1/04/16 scale up chart 6/01/20
 


Transactions Shanghai Stock Exchange 50 * 26 - 60/40 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 2/25/08 784    - cash -
short 2/25/08   3/23/09 392  RT RS QC  China Life 50  141   35.440  22.180 56.627  21.187 60  12,987 55  
          RT RS QC  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  RT RS QC  China Northern Rare 50  1,809   4.284  6.064    1.780 42  18,723 52  
          RT RS QC  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  RT RS QC  China Rwy Constr 50  1,370   8.940  8.660 9.229  0.289 3  24,899 32  
          RT RS QC  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  RT RS QC  IM Yili 50  2,438   5.173  4.780    -0.393 -8  24,271 -87  
          RT RS QC  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  RT RS QC  China Rwy Constr 50  1,385   8.390  8.550 8.230  -0.160 -2  23,023 -39  
          RT RS QC  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  RT RS QC  IM Yili 50  2,137   5.217  5.663    0.447 9  23,256 317  
          RT RS QC  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  RT RS QC  China Rwy Constr 50  1,531   7.980  7.570 8.412  0.432 5  25,110 10  
          RT RS QC  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  RT RS QC  China Northern Rare 50  629   18.409  19.542    1.133 6  23,873 15  
          RT RS QC  Kangmei Pharma 50  1,274   9.088  7.105    -1.983 -22  21,346 -43  
100 -8 -17 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 4/18/11   3/05/12 322  RT RS QC  China Rwy Constr 50  1,549   6.890  4.420 10.740  3.850 56  27,311 65  
          RT RS QC  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  RT RS QC  IM Yili 50  1,900   7.630  6.383    -1.247 -16  26,630 -37  
          RT RS QC  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  RT RS QC  China Unicom 50  3,184   3.690  3.500 3.890  0.200 5  24,138 13  
          RT RS QC  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  RT RS QC  China Rwy Constr 50  1,869   6.380  4.670    -1.710 -27  20,665 -49  
          RT RS QC  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  RT RS QC  China Life 50  585   15.100  14.700 15.511  0.411 3  17,921 5  
          RT RS QC  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  RT RS QC  Shanghai Int Port 50  1,777   5.330  5.070    -0.260 -5  18,486 -31  
          RT RS QC  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  RT RS QC  China Shenhua En 50  719   14.130  15.300 12.960  -1.170 -8  19,483 -17  
          RT RS QC  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  RT RS QC  SAIC Motor Corp 50  500   17.680  15.390    -2.290 -13  16,539 -12  
          RT RS QC  Sinolink Secs 50  783   11.290  13.960    2.670 24  18,629 22  
100 5 5 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 8/24/15   8/01/16 343  RT RS QC  China Pacific Ins 50  469   19.850  26.700 13.000  -6.850 -35  15,417 -36  
          RT RS QC  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  RT RS QC  Kweichow Moutai 50  17   306.960  300.150    -6.810 -2  10,600 -15  
          RT RS QC  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  RT RS QC  China Cosco 50  993   5.120  5.260 4.980  -0.140 -3  10,037 -21  
          RT RS QC  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  RT RS QC  Kweichow Moutai 50  14   317.990  720.110    402.120 126  15,028 84  
          RT RS QC  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  RT RS QC  Dongxing Secs 50  592   13.770  9.740 19.467  5.697 41  19,681 46  
          RT RS QC  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  RT RS QC  Huatai Secs 50  504   19.740  19.360    -0.380 -2  19,737 -3  
          RT RS QC  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  RT RS QC  PetroChina 50  1,816   6.070  6.230 5.910  -0.160 -3  21,765 -7  
          RT RS QC  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  RT RS QC  Anhui Conch Cement 50  197   53.320  48.000    -5.320 -10  20,061 -84  
          RT RS QC  San’an Optoelectron 50  547   19.380  22.560    3.180 16  21,800 1,302  
100 3 75 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 1/27/20   6/02/20 127  RT RS QC  PetroChina 50  1,932   5.640  4.310 7.380  1.740 31  25,163 117  
          RT RS QC  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 6/02/204481 days out of 5265 invested (85%) 159 25,941 8  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Kweichow Moutailong  8/01/16  9/19/1649306.96300.15-6.81 -2.2250-1.11 
 long 10/31/16  3/05/18490317.99720.11402.12 126.4663.2361.42 
 China Northern Rarelong  3/23/09  1/18/103014.286.061.78 41.5520.77 
 long 11/08/10  4/18/1116118.4119.541.13 6.163.08 
 short  6/17/13 12/23/1318916.3314.6318.231.90 11.625.8131.72 
 China Lifeshort  2/25/08  3/23/0939235.4422.1856.6321.19 59.7829.89 
 short  6/17/13 12/23/1318915.1014.7015.510.41 2.721.3631.66 
 Kangmei Pharmalong  3/23/09  1/18/103012.644.611.97 74.5537.28 
 long  3/29/10  4/19/10215.205.760.56 10.695.35 
 long 11/08/10  4/18/111619.097.11-1.98 -21.82-10.9128.84 
 Dongxing Secsshort  3/05/18  2/04/1933613.779.7419.475.70 41.3820.6920.69 
 IM Yilishort  2/25/08  3/23/093923.192.124.791.60 50.3225.16 
 long  3/01/10  3/15/10145.174.78-0.39 -7.60-3.80 
 long  3/29/10  4/19/10215.225.660.45 8.564.28 
 long  3/05/12  7/23/121407.636.38-1.25 -16.34-8.1715.30 
 PetroChinashort  8/26/19  1/06/201336.076.235.91-0.16 -2.64-1.32 
 short  1/27/20  6/02/201275.644.317.381.74 30.8615.4313.91 
 China State Constrlong 10/31/16  3/05/184907.189.041.86 25.9112.9512.95 
 Shandong Goldlong  2/04/19  8/26/1920330.9038.107.20 23.3011.6511.65 
 San’an Optoelectronlong  1/06/20  1/27/202119.3822.563.18 16.418.208.20 
 China Merchants Secsshort  4/18/11  3/05/1232215.0112.9617.382.37 15.827.917.91 
 China Rwy Constrshort  1/18/10  3/01/10428.948.669.230.29 3.231.62 
 short  3/15/10  3/29/10148.398.558.23-0.16 -1.91-0.95 
 short  4/19/10 11/08/102037.987.578.410.43 5.422.71 
 short  4/18/11  3/05/123226.894.4210.743.85 55.8827.94 
 long 12/31/12  6/17/131686.384.67-1.71 -26.80-13.40 
 short  9/19/16 10/31/16429.1610.318.01-1.15 -12.55-6.287.34 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 China Comms Constrshort  1/27/20  6/02/201278.407.849.000.60 7.143.573.57 
 China Unicomshort  7/23/12 12/31/121613.693.503.890.20 5.432.712.71 
 Founder Secsshort  3/05/18  2/04/193366.446.256.640.20 3.041.521.52 
 China Rwy Groupshort  1/18/10  3/01/10426.095.936.250.16 2.701.351.35 
 Huatai Secslong  2/04/19  8/26/1920319.7419.36-0.38 -1.93-0.96-0.96 
 China Shipbuildingshort  7/23/12 12/31/121614.664.774.55-0.11 -2.36-1.18-1.18 
 China Coscoshort  9/19/16 10/31/16425.125.264.98-0.14 -2.73-1.37-1.37 
 Shanghai Orientallong  3/05/12  7/23/1214017.5013.72-3.78 -21.60-10.80 
 long 12/23/13  2/10/144936.4843.587.10 19.469.73-2.12 
 Sinolink Secslong 12/31/12  6/17/131688.926.69-2.23 -25.00-12.50 
 long  7/28/14  8/24/1539211.2913.962.67 23.6511.82-2.15 
 Shanghai Int Portlong 12/23/13  2/10/14495.335.07-0.26 -4.88-2.44-2.44 
 Bank of Shanghaishort  8/26/19  1/06/201338.919.448.38-0.53 -5.95-2.97-2.97 
 AVIC Aviation Enginelong  3/01/10  3/15/101414.6213.43-1.19 -8.14-4.07-4.07 
 China Shenhua Enshort  2/10/14  7/28/1416814.1315.3012.96-1.17 -8.28-4.14-4.14 
 Anhui Conch Cementlong  1/06/20  1/27/202153.3248.00-5.32 -9.98-4.99-4.99 
 China Pacific Insshort  8/24/15  8/01/1634319.8526.7013.00-6.85 -34.51-17.25-17.25 
 Poly Real Estateshort  3/15/10  3/29/10146.456.856.05-0.40 -6.20-3.10 
 short  4/19/10 11/08/102035.566.454.67-0.89 -15.95-7.97 
 short  2/10/14  7/28/141685.336.274.38-0.94 -17.71-8.85-18.72 
 SAIC Motor Corplong  7/28/14  8/24/1539217.6815.39-2.29 -12.95-6.48 
 short  8/24/15  8/01/1634315.3923.167.62-7.77 -50.49-25.24 
 long  8/01/16  9/19/164923.1621.37-1.79 -7.73-3.86-32.79 


Annotations
7/17/18Bank of Shanghaistock split 5:7 (seven for five)
7/28/17SSE 50component 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
12/28/16SSE 50Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang
replace China Cosco, GD Power, IM Baotao Steel, Power China and Shanghai Electric
7/11/16Bank of Bejingforward stock split 10:12 (twelve for ten)
12/29/15SSE 50complete analysis
12/28/15SSE 50CNNP, GD Power Development, Guotai Junan, New China Life and PowerChina replace
Guanghui Energy, NARI, Offshore Oil, Qingdao Haier and Tebian Electric Apparatus
 Guotai Junan Secsrecording started
8/28/15SSE 50complete analysis
7/27/15Ping An Insforward stock split 10:20 (twenty for ten)
7/17/15Kweichow Moutaiforward stock split 10:11 (eleven for ten)
 Bank of Bejingforward stock split 10:12 (twelve for ten)
7/16/15Qingdao Haierforward stock split 10:20 (twenty for ten)
6/22/15CSRMerger with CNR builds CRRC (China Railway Rolling Stock Corp)
6/01/15IM Yiliforeward stock split 10:20 (twenty for ten)
5/11/15China Northern Rareforward stock split 10:15 (fifteen for ten)