RS Chart
Assessment - Shanghai Stock Exchange 50 - 21/10/19 - RS = 26
 ⇐ 
  instrument freshest Δday 21/10/19 Δwk 22/04/19  prc diff Δ26   ∅-RS
real-time RS chart chart add note SSE 50 ew 2,304.840  07:00 0.22 2,299.810 0.22 2,429.290 -129.480 -5.33   4.50 
real-time RS chart chart S add note Huatai Secs 17.570  07:00 2.21 17.190 2.21 21.300 -4.110 -19.30   -11.10 
real-time RS chart chart L add note San’an Optoelectron 13.080  07:00 1.40 12.900 1.40 13.180 -0.280 -2.12   3.88 
real-time RS chart chart L add note Jiangsu Hengrui Med 83.690  07:00 1.31 82.610 1.31 62.140 20.470 32.94   27.00 
real-time RS chart chart add note Citic Secs 22.100  07:00 1.14 21.850 1.14 23.790 -1.940 -8.15   6.69 
real-time RS chart chart S add note Daqin Railway 7.640  07:00 0.79 7.580 0.79 8.460 -0.880 -10.40   -6.92 
real-time RS chart chart add note New China Life 50.800  07:00 0.79 50.400 0.79 62.000 -11.600 -18.71   2.26 
real-time RS chart chart L add note Greenland 7.320  07:00 0.69 7.270 0.69 7.480 -0.210 -2.81   7.40 
real-time RS chart chart add note China Galaxy Secs 10.550  07:00 0.67 10.480 0.67 12.850 -2.370 -18.44   8.90 
real-time RS chart chart L add note 360 Security Tech 23.530  07:00 0.60 23.390 0.60 25.040 -1.650 -6.59   5.14 
real-time RS chart chart add note Orient Secs 10.150  07:00 0.59 10.090 0.59 11.820 -1.730 -14.64   0.42 
real-time RS chart chart S add note Guotai Junan Secs 17.410  07:00 0.52 17.320 0.52 19.730 -2.410 -12.21   -0.43 
real-time RS chart chart S add note SAIC Motor Corp 23.260  07:00 0.43 23.160 0.43 28.420 -5.260 -18.51   -9.81 
real-time RS chart chart add note Ind and Comm Bk 5.810  07:00 0.35 5.790 0.35 5.830 -0.040 -0.69   3.91 
real-time RS chart chart S add note Zheshang Secs 8.650  07:00 0.35 8.620 0.35 11.180 -2.560 -22.90   -1.62 
real-time RS chart chart S add note China Molybdenum 3.470  07:00 0.29 3.460 0.29 4.620 -1.160 -25.11   -13.71 
real-time RS chart chart add note IM Yili 27.970  07:00 0.29 27.890 0.29 30.980 -3.090 -9.97   1.89 
real-time RS chart chart add note Agricultural Bank 3.610  07:00 0.28 3.600 0.28 3.780 -0.180 -4.76   -1.06 
real-time RS chart chart add note Ping An Ins 90.290  07:00 0.24 90.070 0.24 84.960 5.110 6.01   21.37 
real-time RS chart chart add note Wanhua Chemical 43.790  07:00 0.21 43.700 0.21 46.750 -3.050 -6.52   15.55 
real-time RS chart chart S add note China Northern Rare 10.240  07:00 0.20 10.220 0.20 11.200 -0.980 -8.75   -3.99 
real-time RS chart chart L add note Kweichow Moutai 1,170.800  07:00 0.20 1,168.500 0.20 949.200 219.300 23.10   46.67 
real-time RS chart chart add note China Fortune Land 29.050  07:00 0.17 29.000 0.17 31.900 -2.900 -9.09   3.03 
real-time RS chart chart add note PetroChina 6.070  07:00 0.17 6.060 0.17 7.730 -1.670 -21.60   -15.19 
real-time RS chart chart add note China Minsheng Bk 6.160  07:00 0.16 6.150 0.16 6.500 -0.350 -5.38   0.31 
  instrument freshest Δday 21/10/19 Δwk 22/04/19  prc diff Δ26   ∅-RS
real-time RS chart chart L add note Shanghai Pudong 12.930  07:00 0.15 12.910 0.15 11.710 1.200 10.25   14.97 
real-time RS chart chart S add note CRRC 7.300  07:00 0.14 7.290 0.14 9.260 -1.970 -21.27   -12.87 
real-time RS chart chart add note Bank of China 3.690  07:00 3.690 3.930 -0.240 -6.11   -0.06 
real-time RS chart chart add note Baoshan Iron&Steel 5.820  07:00 5.820 7.580 -1.760 -23.22   -13.68 
real-time RS chart chart L add note China Petrol&Chem 4.980  07:00 4.980 5.930 -0.950 -16.02   -10.20 
real-time RS chart chart add note China Shipbuilding 5.370  07:00 5.370 6.510 -1.140 -17.51   4.97 
real-time RS chart chart add note China Southrn Airl 6.680  07:00 6.680 8.470 -1.790 -21.13   -7.92 
real-time RS chart chart S add note China Comms Constr 9.930  07:00 -0.10 9.940 -0.10 13.790 -3.850 -27.92   -12.97 
real-time RS chart chart add note Qingdao Haier 15.500  07:00 -0.13 15.520 -0.13 17.680 -2.160 -12.22   -0.57 
real-time RS chart chart S add note China Rwy Group 5.900  07:00 -0.17 5.910 -0.17 7.460 -1.550 -20.78   -12.84 
real-time RS chart chart add note Bank of Comm 5.680  07:00 -0.18 5.690 -0.18 6.270 -0.580 -9.25   -4.18 
real-time RS chart chart add note China Merchants Bank 36.130  07:00 -0.25 36.220 -0.25 34.800 1.420 4.08   13.09 
real-time RS chart chart add note Shandong Gold 32.420  07:00 -0.31 32.520 -0.31 30.450 2.070 6.80   0.10 
real-time RS chart chart add note Bank of Bejing 5.560  07:00 -0.36 5.580 -0.36 6.300 -0.720 -11.43   -4.88 
real-time RS chart chart add note Industrial Bank 18.930  07:00 -0.37 19.000 -0.37 19.370 -0.370 -1.91   9.34 
real-time RS chart chart add note Bank of Shanghai 9.610  07:00 -0.41 9.650 -0.41 12.730 -3.080 -24.19   -11.34 
real-time RS chart chart add note China Life 30.680  07:00 -0.42 30.810 -0.42 29.880 0.930 3.11   19.38 
real-time RS chart chart add note China Rwy Constr 9.570  07:00 -0.42 9.610 -0.42 11.760 -2.150 -18.28   -7.54 
real-time RS chart chart L add note China Everbright Bk 4.460  07:00 -0.45 4.480 -0.45 4.220 0.260 6.16   12.99 
real-time RS chart chart S add note China State Constr 5.470  07:00 -0.55 5.500 -0.55 6.400 -0.900 -14.06   -5.30 
real-time RS chart chart L add note Poly Real Estate 15.690  07:00 -0.57 15.780 -0.57 13.400 2.380 17.76   19.59 
real-time RS chart chart add note Anhui Conch Cement 41.920  07:00 -0.64 42.190 -0.64 40.710 1.480 3.64   15.01 
real-time RS chart chart add note China Merchants Secs 16.740  07:00 -0.65 16.850 -0.65 18.030 -1.180 -6.54   7.13 
real-time RS chart chart S add note China Shenhua En 18.120  07:00 -0.82 18.270 -0.82 20.010 -1.740 -8.70   -5.79 
real-time RS chart chart add note China Pacific Ins 35.780  07:00 -0.89 36.100 -0.89 37.830 -1.730 -4.57   5.96 
  instrument freshest Δday 21/10/19 Δwk 22/04/19  prc diff Δ26   ∅-RS
real-time RS chart chart add note China Unicom 6.080  07:00 -1.30 6.160 -1.30 7.230 -1.070 -14.80   4.53 
 SSE 50 - 50 out of 50 instruments rated - 21/10/19 / 22/04/19 - 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
5/01/15 scale up chart 21/10/19
 


Transactions Shanghai Stock Exchange 50 * 26 - 60/40 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 25/02/08 784    - cash -
short 25/02/08  23/03/09 392  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 23/03/09  18/01/10 301  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 18/01/10   1/03/10 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 1/03/10  15/03/10 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 15/03/10  29/03/10 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 29/03/10  19/04/10 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 19/04/10   8/11/10 203  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 8/11/10  18/04/11 161  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 18/04/11   5/03/12 322  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 5/03/12  23/07/12 140  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 23/07/12  31/12/12 161  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 31/12/12  17/06/13 168  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 17/06/13  23/12/13 189  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 23/12/13  10/02/14 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 10/02/14  28/07/14 168  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 28/07/14  24/08/15 392  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 24/08/15   1/08/16 343  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 1/08/16  19/09/16 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 19/09/16  31/10/16 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 31/10/16   5/03/18 490  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 5/03/18   4/02/19 336  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 4/02/19  26/08/19 203  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 26/08/19  22/10/19 57  RT RS QC  PetroChina 50  1,816   6.070  6.070 6.070  0.000 0  22,055 0  
          RT RS QC  Bank of Shanghai 50  1,238   8.910  9.610 8.210  -0.700 -8  21,189 -41  
100 -4 -23 
accum25/02/08 22/10/194257 days out of 5041 invested (84%) 112 21,189 7  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Kweichow Moutailong  1/08/16 19/09/1649306.96300.15-6.81 -2.2250-1.11 
 long 31/10/16  5/03/18490317.99720.11402.12 126.4663.2361.42 
 China Northern Rarelong 23/03/09 18/01/103014.286.061.78 41.5520.77 
 long  8/11/10 18/04/1116118.4119.541.13 6.163.08 
 short 17/06/13 23/12/1318916.3314.6318.231.90 11.625.8131.72 
 China Lifeshort 25/02/08 23/03/0939235.4422.1856.6321.19 59.7829.89 
 short 17/06/13 23/12/1318915.1014.7015.510.41 2.721.3631.66 
 Kangmei Pharmalong 23/03/09 18/01/103012.644.611.97 74.5537.28 
 long 29/03/10 19/04/10215.205.760.56 10.695.35 
 long  8/11/10 18/04/111619.097.11-1.98 -21.82-10.9128.84 
 Dongxing Secsshort  5/03/18  4/02/1933613.779.7419.475.70 41.3820.6920.69 
 IM Yilishort 25/02/08 23/03/093923.192.124.791.60 50.3225.16 
 long  1/03/10 15/03/10145.174.78-0.39 -7.60-3.80 
 long 29/03/10 19/04/10215.225.660.45 8.564.28 
 long  5/03/12 23/07/121407.636.38-1.25 -16.34-8.1715.30 
 China State Constrlong 31/10/16  5/03/184907.189.041.86 25.9112.9512.95 
 Shandong Goldlong  4/02/19 26/08/1920330.9038.107.20 23.3011.6511.65 
 China Merchants Secsshort 18/04/11  5/03/1232215.0112.9617.382.37 15.827.917.91 
 China Rwy Constrshort 18/01/10  1/03/10428.948.669.230.29 3.231.62 
 short 15/03/10 29/03/10148.398.558.23-0.16 -1.91-0.95 
 short 19/04/10  8/11/102037.987.578.410.43 5.422.71 
 short 18/04/11  5/03/123226.894.4210.743.85 55.8827.94 
 long 31/12/12 17/06/131686.384.67-1.71 -26.80-13.40 
 short 19/09/16 31/10/16429.1610.318.01-1.15 -12.55-6.287.34 
 China Unicomshort 23/07/12 31/12/121613.693.503.890.20 5.432.712.71 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Founder Secsshort  5/03/18  4/02/193366.446.256.640.20 3.041.521.52 
 China Rwy Groupshort 18/01/10  1/03/10426.095.936.250.16 2.701.351.35 
 PetroChinashort 26/08/19 22/10/19576.076.076.070.00 0.000.000.00 
 Huatai Secslong  4/02/19 26/08/1920319.7419.36-0.38 -1.93-0.96-0.96 
 China Shipbuildingshort 23/07/12 31/12/121614.664.774.55-0.11 -2.36-1.18-1.18 
 China Coscoshort 19/09/16 31/10/16425.125.264.98-0.14 -2.73-1.37-1.37 
 Shanghai Orientallong  5/03/12 23/07/1214017.5013.72-3.78 -21.60-10.80 
 long 23/12/13 10/02/144936.4843.587.10 19.469.73-2.12 
 Sinolink Secslong 31/12/12 17/06/131688.926.69-2.23 -25.00-12.50 
 long 28/07/14 24/08/1539211.2913.962.67 23.6511.82-2.15 
 Shanghai Int Portlong 23/12/13 10/02/14495.335.07-0.26 -4.88-2.44-2.44 
 Bank of Shanghaishort 26/08/19 22/10/19578.919.618.21-0.70 -7.86-3.93-3.93 
 AVIC Aviation Enginelong  1/03/10 15/03/101414.6213.43-1.19 -8.14-4.07-4.07 
 China Shenhua Enshort 10/02/14 28/07/1416814.1315.3012.96-1.17 -8.28-4.14-4.14 
 China Pacific Insshort 24/08/15  1/08/1634319.8526.7013.00-6.85 -34.51-17.25-17.25 
 Poly Real Estateshort 15/03/10 29/03/10146.456.856.05-0.40 -6.20-3.10 
 short 19/04/10  8/11/102035.566.454.67-0.89 -15.95-7.97 
 short 10/02/14 28/07/141685.336.274.38-0.94 -17.71-8.85-18.72 
 SAIC Motor Corplong 28/07/14 24/08/1539217.6815.39-2.29 -12.95-6.48 
 short 24/08/15  1/08/1634315.3923.167.62-7.77 -50.49-25.24 
 long  1/08/16 19/09/164923.1621.37-1.79 -7.73-3.86-32.79 


Annotations
17/07/18Bank of Shanghaistock split 5:7 (seven for five)
28/07/17SSE 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
28/12/16SSE 50Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang
replace China Cosco, GD Power, IM Baotao Steel, Power China and Shanghai Electric
11/07/16Bank of Bejingforward stock split 10:12 (twelve for ten)
29/12/15SSE 50complete analysis
28/12/15SSE 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
28/08/15SSE 50complete analysis
27/07/15Ping An Insforward stock split 10:20 (twenty for ten)
17/07/15Kweichow Moutaiforward stock split 10:11 (eleven for ten)
 Bank of Bejingforward stock split 10:12 (twelve for ten)
16/07/15Qingdao Haierforward stock split 10:20 (twenty for ten)
22/06/15CSRMerger with CNR builds CRRC (China Railway Rolling Stock Corp)
1/06/15IM Yiliforeward stock split 10:20 (twenty for ten)
11/05/15China Northern Rareforward stock split 10:15 (fifteen for ten)