Share-o-matic - Assessment SSE 50 (Shanghai Stock Exchange 50)

Assessment - Shanghai Stock Exchange 50 - 21/10/19 - RS = 26

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

5/01/15	scale up chart	21/10/19

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
					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		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	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 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		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 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		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		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	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	22/10/19	57		PetroChina	50	1,816	6.070	6.070	6.070	0.000	0	22,055	0
					Bank of Shanghai	50	1,238	8.910	9.610	8.210	-0.700	-8	21,189	-41
100							-4						-23
accum	25/02/08	22/10/19	4257	days out of 5041 invested (84%)							112		21,189	7

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Kweichow Moutai	long	1/08/16	19/09/16	49	306.96	300.15		-6.81	-2.22	50	-1.11
	long	31/10/16	5/03/18	490	317.99	720.11		402.12	126.46		63.23	61.42
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
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	11.65
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
China Unicom	short	23/07/12	31/12/12	161	3.69	3.50	3.89	0.20	5.43		2.71	2.71
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
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
PetroChina	short	26/08/19	22/10/19	57	6.07	6.07	6.07	0.00	0.00		0.00	0.00
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
China Cosco	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	22/10/19	57	8.91	9.61	8.21	-0.70	-7.86		-3.93	-3.93
AVIC Aviation Engine	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
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 Real Estate	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
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

17/07/18	Bank of Shanghai	stock split 5:7 (seven for five)
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
11/07/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
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
	Guotai Junan Secs	recording started
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)
	Bank of Bejing	forward stock split 10:12 (twelve for ten)
16/07/15	Qingdao Haier	forward stock split 10:20 (twenty for ten)
22/06/15	CSR	Merger with CNR builds CRRC (China Railway Rolling Stock Corp)
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)


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