Assessment - Shanghai Stock Exchange 50 - 4/22/24 - RS = 26
⇐
⇓ freshest
⇓ 4/22/24
⇓ 10/23/23
prc diff
⇓
∅-RS
L
SSE 50 ew
1,879.420
07:00
1.27
1,861.430
0.97
1,814.110
47.320
2.61
-1.35
Zijin Mining
18.270
07:00
5.00
17.800
2.64
11.450
6.350
55.46
42.08
L
PetroChina
10.680
07:00
1.33
10.630
0.47
7.570
3.060
40.42
35.25
Shaanxi Coal
25.060
07:00
-0.63
25.870
-3.13
18.080
7.790
43.09
30.98
L
China Shenhua En
39.550
07:00
-1.03
40.300
-1.86
30.930
9.370
30.29
27.01
L
China CSSC
37.440
07:00
1.05
37.530
-0.24
25.190
12.340
48.99
26.49
Haier Smart Home
28.350
07:00
-0.28
28.490
-0.49
22.230
6.260
28.16
23.79
L
Agricultural Bank
4.450
07:00
-2.20
4.500
-1.11
3.650
0.850
23.29
21.84
L
Bank of China
4.560
07:00
-1.94
4.660
-2.15
3.920
0.740
18.88
16.15
China Yangtze Pwr
25.570
07:00
-0.43
25.860
-1.12
22.290
3.570
16.02
12.56
L
Ind and Comm Bk
5.400
07:00
-1.64
5.480
-1.46
4.820
0.660
13.69
12.17
NARI Technology
24.100
07:00
-4.29
25.580
-5.79
21.660
3.920
18.10
9.40
Cosco Shipping
11.330
07:00
11.040
2.63
9.500
1.540
16.21
9.14
L
China Telecom Corp
6.080
07:00
-0.16
6.240
-2.56
5.680
0.560
9.86
8.44
L
China Petrol&Chem
6.540
07:00
6.500
0.62
5.580
0.920
16.49
7.69
Hygon
79.160
07:00
5.97
73.350
7.92
59.150
14.200
24.01
6.88
L
Shanxi Xinghuacun
252.290
07:00
2.73
243.700
3.52
225.600
18.100
8.02
6.67
L
China Merchants Bank
34.480
07:00
0.23
33.340
3.42
31.230
2.110
6.76
5.35
L
China Rwy Group
6.980
07:00
0.58
7.100
-1.69
6.020
1.080
17.94
5.23
L
SAIC Motor Corp
15.200
07:00
0.40
15.090
0.73
14.550
0.540
3.71
4.99
L
Wanhua Chemical
86.740
07:00
2.65
86.290
0.52
83.880
2.410
2.87
2.78
Sany Heavy Industry
16.040
07:00
4.43
15.330
4.63
14.240
1.090
7.65
2.17
L
Industrial Bank
16.430
07:00
1.61
16.130
1.86
15.740
0.390
2.48
1.56
L
IM Yili
28.010
07:00
-0.25
27.890
0.43
25.590
2.300
8.99
0.97
L
China Unicom
4.760
07:00
0.42
4.760
4.720
0.040
0.85
-0.66
⇓ freshest
⇓ 4/22/24
⇓ 10/23/23
prc diff
⇓
∅-RS
L
China State Constr
5.350
07:00
1.13
5.360
-0.19
5.080
0.280
5.51
-1.23
L
China Three Gorges R
4.760
07:00
0.85
4.750
0.21
4.640
0.110
2.37
-2.50
Will Semiconductor
96.710
07:00
3.01
94.520
2.32
99.100
-4.580
-4.62
-2.60
L
Kweichow Moutai
1,709.430
07:00
0.97
1,675.060
2.05
1,643.980
31.080
1.89
-3.12
L
Great Wall Motor
26.320
07:00
-1.02
24.450
7.65
29.980
-5.530
-18.45
-3.71
PowerChina
5.160
07:00
0.78
5.170
-0.19
5.040
0.130
2.58
-4.28
Jiangsu Hengrui Med
45.610
07:00
2.96
41.860
8.96
44.200
-2.340
-5.29
-5.93
China Northern Rare
19.880
07:00
1.27
19.910
-0.15
20.000
-0.090
-0.45
-6.13
L
China Pacific Ins
25.370
07:00
0.67
24.350
4.19
28.480
-4.130
-14.50
-8.01
AECC Aviation Power
34.960
07:00
0.26
33.960
2.94
34.250
-0.290
-0.85
-8.24
L
Foshan Haitian F&F
38.840
07:00
2.05
38.000
2.21
35.070
2.930
8.35
-8.53
L
Zhangzhou Pientze
225.690
07:00
2.48
227.390
-0.75
240.550
-13.160
-5.47
-11.01
Ping An Ins
41.530
07:00
1.14
39.830
4.27
45.940
-6.110
-13.30
-11.27
TBEA
13.860
07:00
2.14
14.120
-1.84
13.650
0.470
3.44
-12.13
L
China Life
29.550
07:00
1.69
28.460
3.83
34.870
-6.410
-18.38
-12.66
S
Citic Secs
19.160
07:00
5.39
18.280
4.81
21.180
-2.900
-13.69
-13.13
L
Zhejiang Huayou
28.250
07:00
2.17
30.320
-6.83
33.850
-3.530
-10.43
-15.95
GigaDevice
78.700
07:00
2.06
75.960
3.61
94.700
-18.740
-19.79
-16.34
L
Beijing Kingsoft
311.500
07:00
4.88
276.500
12.66
305.000
-28.500
-9.34
-16.98
S
SMIC
42.060
07:00
1.74
41.310
1.82
56.790
-15.480
-27.26
-18.01
Tongwei
21.680
07:00
2.02
23.350
-7.15
28.650
-5.300
-18.50
-19.99
L
LONGi Green Energy
18.620
07:00
1.92
19.250
-3.27
24.700
-5.450
-22.06
-21.71
China Tourism
74.260
07:00
3.24
72.540
2.37
90.070
-17.530
-19.46
-27.18
Poly Developments
8.640
07:00
8.00
8.090
6.80
11.410
-3.320
-29.10
-28.08
Trina Solar
20.580
07:00
3.21
21.020
-2.09
28.360
-7.340
-25.88
-31.12
⇓ freshest
⇓ 4/22/24
⇓ 10/23/23
prc diff
⇓
∅-RS
S
WuXi AppTec
42.920
07:00
3.17
42.100
1.95
84.350
-42.250
-50.09
-37.59
SSE 50 - 50 out of 50 instruments rated - 4/22/24 / 10/23/23 - 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
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
AECC Aviation Power
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 Developments
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 Developments
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 Developments
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
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
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
9/21/20
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
9/21/20
1/11/21
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
1/11/21
4/10/23
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
4/10/23
6/05/23
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
6/05/23
4/26/24
326
LONGi Green Energy
50
948
28.410
18.620
43.347
14.937
53
68,054
60
Trina Solar
50
729
36.970
20.580
66.413
29.443
80
89,518
93
100
66
77 accum 2/25/08
4/26/24 5905
days out of 6689 invested (88%)
795
89,518
15
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 1/11/21 4/10/23 819 156.49 60.00 408.15 251.66 160.82 50 80.41 80.41 Kweichow Moutai long 8/01/16 9/19/16 49 306.96 300.15 -6.81 -2.22 -1.11 long 10/31/16 3/05/18 490 317.99 720.11 402.12 126.46 63.23 61.42 Trina Solar short 6/05/23 4/26/24 326 36.97 20.58 66.41 29.44 79.64 39.82 39.82 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 LONGi Green Energy short 6/05/23 4/26/24 326 28.41 18.62 43.35 14.94 52.58 26.29 26.29 Wanhua Chemical long 9/21/20 1/11/21 112 76.00 108.67 32.67 42.99 21.49 21.49 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 9/21/20 238 5.64 4.25 7.48 1.84 32.71 16.35 14.82 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 short 1/11/21 4/10/23 819 23.39 24.52 22.26 -1.13 -4.83 -2.42 8.95 San’an Optoelectron long 1/06/20 1/27/20 21 19.38 22.56 3.18 16.41 8.20 8.20 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total 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 China Petrol&Chem long 4/10/23 6/05/23 56 5.89 6.57 0.68 11.54 5.77 5.77 China Comms Constr short 1/27/20 9/21/20 238 8.40 7.73 9.13 0.73 8.67 4.33 4.33 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 Cosco Shipping 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 AECC Aviation Power 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 Zheshang Secs long 9/21/20 1/11/21 112 16.08 14.47 -1.61 -10.01 -5.01 -5.01 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total Zijin Mining long 4/10/23 6/05/23 56 12.98 11.28 -1.70 -13.10 -6.55 -6.55 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 Developments 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
7/28/17 SSE 50 component roundabout 12/28/16 SSE 50 Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang 12/29/15 SSE 50 complete analysis 12/28/15 SSE 50 CNNP, GD Power Development, Guotai Junan, New China Life and PowerChina replace 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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