Assessment - Shanghai Stock Exchange 50 - 7/01/24 - RS = 21
⇐
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
2/05/24
prc diff
⇓ Δ21
⇓ ∅-RS
L
SSE 50 ew
1,788.480
8/12
-0.09
1,866.650
-4.19
1,695.910
170.740
10.07
0.51
S
Jiangsu Hengrui Med
43.630
8/12
2.85
38.270
14.01
37.400
0.870
2.33
-3.34
Hygon
73.700
8/12
2.35
70.470
4.58
69.700
0.770
1.10
9.10
Shaanxi Coal
23.090
8/12
2.12
26.870
-14.07
24.500
2.370
9.67
31.67
Haier Smart Home
25.790
8/12
1.46
28.390
-9.16
22.970
5.420
23.60
26.16
Ind and Comm Bk
5.990
8/12
1.18
5.820
2.92
5.290
0.530
10.02
9.61
S
LONGi Green Energy
13.930
8/12
0.87
14.050
-0.85
18.170
-4.120
-22.67
-26.11
S
IM Yili
24.350
8/12
0.66
25.970
-6.24
27.650
-1.680
-6.08
-2.06
Agricultural Bank
4.640
8/12
0.65
4.440
4.50
4.020
0.420
10.45
9.57
Bank of China
4.660
8/12
0.65
4.670
-0.21
4.440
0.230
5.18
8.47
L
China Shenhua En
39.300
8/12
0.64
45.280
-13.21
38.130
7.150
18.75
31.06
L
SMIC
48.780
8/12
0.60
45.810
6.48
42.970
2.840
6.61
-1.36
L
Trina Solar
17.340
8/12
0.58
17.120
1.29
21.780
-4.660
-21.40
-26.26
Cosco Shipping
12.370
8/12
0.49
15.820
-21.81
9.880
5.940
60.12
44.56
L
China Life
29.490
8/12
0.44
31.350
-5.93
29.030
2.320
7.99
-0.76
L
TBEA
13.330
8/12
0.23
13.960
-4.51
13.760
0.200
1.45
-3.97
L
China Pacific Ins
27.390
8/12
0.22
28.540
-4.03
24.080
4.460
18.52
9.20
L
Will Semiconductor
92.330
8/12
0.17
99.020
-6.76
79.220
19.800
24.99
6.30
S
China Petrol&Chem
6.570
8/12
0.15
6.390
2.82
6.020
0.370
6.15
-0.42
Zijin Mining
15.360
8/12
0.13
18.040
-14.86
12.160
5.880
48.36
28.15
L
GigaDevice
78.190
8/12
0.09
94.410
-17.18
57.920
36.490
63.00
8.17
L
Ping An Ins
40.620
8/12
0.02
41.620
-2.40
40.680
0.940
2.31
-5.07
NARI Technology
23.530
8/12
24.850
-5.31
21.150
3.700
17.49
7.51
S
Tongwei
18.670
8/12
18.840
-0.90
23.830
-4.990
-20.94
-22.83
Foshan Haitian F&F
35.480
8/12
-0.03
34.400
3.14
35.100
-0.700
-1.99
-7.66
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
2/05/24
prc diff
⇓ Δ21
⇓ ∅-RS
S
Kweichow Moutai
1,436.100
8/12
-0.05
1,440.380
-0.30
1,630.010
-189.630
-11.63
-10.62
S
Citic Secs
18.870
8/12
-0.11
18.200
3.68
20.180
-1.980
-9.81
-9.79
AECC Aviation Power
38.000
8/12
-0.13
36.270
4.77
29.710
6.560
22.08
3.61
China CSSC
38.000
8/12
-0.13
41.170
-7.70
30.380
10.790
35.52
23.74
L
China State Constr
5.500
8/12
-0.18
5.440
1.10
5.050
0.390
7.72
1.96
China Three Gorges R
4.750
8/12
-0.21
4.480
6.03
4.420
0.060
1.36
-3.11
Zhejiang Huayou
22.260
8/12
-0.27
22.350
-0.40
22.500
-0.150
-0.67
-26.70
WuXi AppTec
41.380
8/12
-0.29
38.660
7.04
48.230
-9.570
-19.84
-29.23
L
Great Wall Motor
22.210
8/12
-0.31
25.280
-12.14
19.870
5.410
27.23
-0.27
PetroChina
8.710
8/12
-0.34
10.430
-16.49
8.310
2.120
25.51
18.12
Sany Heavy Industry
15.340
8/12
-0.45
16.430
-6.63
13.120
3.310
25.23
3.70
L
Industrial Bank
16.280
8/12
-0.55
17.750
-8.28
15.840
1.910
12.06
9.12
PowerChina
5.400
8/12
-0.55
5.680
-4.93
4.770
0.910
19.08
0.15
Zhangzhou Pientze
208.000
8/12
-0.60
206.230
0.86
192.560
13.670
7.10
-10.83
China Merchants Bank
32.120
8/12
-0.65
34.360
-6.52
30.710
3.650
11.89
6.17
China Northern Rare
16.820
8/12
-0.65
18.030
-6.71
15.810
2.220
14.04
-12.84
S
SAIC Motor Corp
13.740
8/12
-0.87
13.860
-0.87
13.780
0.080
0.58
-1.22
Beijing Kingsoft
192.470
8/12
-0.91
205.000
-6.11
212.000
-7.000
-3.30
-17.22
Wanhua Chemical
74.920
8/12
-0.91
82.300
-8.97
70.010
12.290
17.55
1.97
Shanxi Xinghuacun
191.290
8/12
-1.14
207.060
-7.62
214.650
-7.590
-3.54
0.37
China Yangtze Pwr
29.180
8/12
-1.22
29.480
-1.02
24.760
4.720
19.06
18.53
China Rwy Group
5.930
8/12
-1.33
6.570
-9.74
6.050
0.520
8.60
-2.48
China Unicom
4.460
8/12
-1.33
4.680
-4.70
4.430
0.250
5.64
-4.30
S
China Tourism
63.950
8/12
-1.36
62.500
2.32
77.870
-15.370
-19.74
-24.31
China Telecom Corp
5.690
8/12
-1.56
6.100
-6.72
5.870
0.230
3.92
-0.56
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
2/05/24
prc diff
⇓ Δ21
⇓ ∅-RS
L
Poly Developments
8.260
8/12
-3.39
9.310
-11.28
9.280
0.030
0.32
-8.24
SSE 50 - 50 out of 50 instruments rated - 7/01/24 / 2/05/24 - 38 did rise, Market-Ratio(21) = 76.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 * L21 - 83/68 (2)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/02/06
4/10/06
98
- cash -
long
4/10/06
10/09/06
182
Citic Secs
50
1,785
2.800
5.140
2.340
84
14,177
238
Kweichow Moutai
50
194
25.727
42.046
16.318
63
17,343
168
100
74
202
10/09/06
11/06/06
28
- cash -
11/06/06
1/21/08
441
China CSSC
50
785
11.039
114.788
103.750
940
98,786
595
Sinolink Secs
50
5,760
1.506
14.768
13.261
880
175,171
562
100
910
578
1/21/08
3/23/09
427
- cash -
3/23/09
11/30/09
252
China Northern Rare
50
20,442
4.284
6.504
2.220
52
220,552
83
Kangmei Pharma
50
33,195
2.639
4.546
1.908
72
283,878
120
100
62
101
11/30/09
1/11/10
42
- cash -
1/11/10
1/18/10
7
SAIC Motor Corp
50
8,242
17.220
17.530
0.310
2
286,433
154
IM Yili
50
30,396
4.670
5.313
0.643
14
305,987
83,552
100
8
4,893
1/18/10
1/25/10
7
- cash -
1/25/10
2/01/10
7
SAIC Motor Corp
50
9,334
16.390
14.960
-1.430
-9
292,639
-99
IM Yili
50
30,559
5.007
5.080
0.073
1
294,879
113
100
-4
-85
2/01/10
10/18/10
259
- cash -
10/18/10
11/22/10
35
China Northern Rare
50
8,136
18.120
17.722
-0.398
-2
291,642
-21
Kangmei Pharma
50
19,280
7.648
8.995
1.347
18
317,613
443
100
8
117
11/22/10
2/14/11
84
- cash -
2/14/11
3/07/11
21
China Shipbuilding
50
18,508
8.580
8.730
0.150
2
320,389
35
Shanghai Oriental
50
12,849
12.360
14.240
1.880
15
344,545
1,072
100
8
312
3/07/11
5/07/12
427
- cash -
5/07/12
6/04/12
28
Poly Developments
50
23,882
7.213
7.360
0.147
2
348,048
30
China Northern Rare
50
6,078
28.340
30.147
1.807
6
359,030
124
100
4
71
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
6/04/12
1/14/13
224
- cash -
1/14/13
5/13/13
119
China Minsheng Bk
50
25,195
7.125
8.575
1.450
20
395,562
77
Sinolink Secs
50
19,672
9.125
8.020
-1.105
-12
373,825
-33
100
4
13
5/13/13
11/18/13
189
- cash -
11/18/13
12/30/13
42
Shanghai Int Port
50
39,349
4.750
5.270
0.520
11
394,286
147
Shanghai Oriental
50
4,679
39.940
37.300
-2.640
-7
381,934
-45
100
2
21
12/30/13
8/04/14
217
- cash -
8/04/14
7/27/15
357
Founder Technology
50
48,468
3.940
7.430
3.490
89
551,087
91
Sinolink Secs
50
16,952
11.265
17.450
6.185
55
655,935
56
100
72
74
7/27/15
10/24/16
455
- cash -
10/24/16
1/02/17
70
Kweichow Moutai
50
1,084
302.540
334.110
31.570
10
690,157
68
China State Constr
50
50,226
6.530
8.850
2.320
36
806,681
388
100
23
194
1/02/17
2/20/17
49
- cash -
2/20/17
3/27/17
35
China State Constr
50
44,518
9.060
9.340
0.280
3
819,146
37
China Comms Constr
50
22,259
18.120
18.250
0.130
1
822,040
8
100
2
22
3/27/17
3/04/19
707
- cash -
3/04/19
7/08/19
126
Huatai Secs
50
17,298
23.760
21.210
-2.550
-11
777,930
-28
China Galaxy Secs
50
34,657
11.860
11.250
-0.610
-5
756,789
-14
100
-8
-21
7/08/19
8/17/20
406
- cash -
8/17/20
8/24/20
7
San’an Optoelectron
50
12,826
29.500
27.000
-2.500
-8
724,724
-99
Zheshang Secs
50
23,102
16.380
14.980
-1.400
-9
692,382
-99
100
-9
-99
8/24/20
6/10/24
1386
- cash -
6/10/24
8/12/24
63
Cosco Shipping
50
20,150
17.180
12.370
-4.810
-28
595,460
-85
Zijin Mining
50
19,493
17.760
15.360
-2.400
-14
548,677
-57
100
-21
-74
accum 4/10/06
8/12/24 1881
days out of 6886 invested (27%)
5,387
548,677
118
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Sinolink Secs long 11/06/06 1/21/08 441 1.51 14.77 13.26 880.38 50 440.19
1/14/13 5/13/13 119 9.13 8.02 -1.11 -12.11 -6.05
8/04/14 7/27/15 357 11.27 17.45 6.19 54.90 27.45 546.80
China CSSC 11/06/06 1/21/08 441 11.04 114.79 103.75 939.89 469.94 469.94
Kangmei Pharma 3/23/09 11/30/09 252 2.64 4.55 1.91 72.30 36.15
10/18/10 11/22/10 35 7.65 9.00 1.35 17.61 8.81 48.14
Founder Technology 8/04/14 7/27/15 357 3.94 7.43 3.49 88.58 44.29 44.29
Citic Secs 4/10/06 10/09/06 182 2.80 5.14 2.34 83.57 41.79 41.79
Kweichow Moutai 4/10/06 10/09/06 182 25.73 42.05 16.32 63.43 31.71
10/24/16 1/02/17 70 302.54 334.11 31.57 10.43 5.22 38.59
China Northern Rare 3/23/09 11/30/09 252 4.28 6.50 2.22 51.82 25.91
10/18/10 11/22/10 35 18.12 17.72 -0.40 -2.20 -1.10
5/07/12 6/04/12 28 28.34 30.15 1.81 6.38 3.19 28.50
China State Constr 10/24/16 1/02/17 70 6.53 8.85 2.32 35.53 17.76
2/20/17 3/27/17 35 9.06 9.34 0.28 3.09 1.55 19.58
China Minsheng Bk 1/14/13 5/13/13 119 7.13 8.58 1.45 20.35 10.18 10.18
IM Yili 1/11/10 1/18/10 7 4.67 5.31 0.64 13.78 6.89
1/25/10 2/01/10 7 5.01 5.08 0.07 1.46 0.73 7.67
Shanghai Int Port 11/18/13 12/30/13 42 4.75 5.27 0.52 10.95 5.47 5.47
Shanghai Oriental 2/14/11 3/07/11 21 12.36 14.24 1.88 15.21 7.61
11/18/13 12/30/13 42 39.94 37.30 -2.64 -6.61 -3.30 4.05
Poly Developments 5/07/12 6/04/12 28 7.21 7.36 0.15 2.03 1.02 1.02
China Shipbuilding 2/14/11 3/07/11 21 8.58 8.73 0.15 1.75 0.87 0.87
China Comms Constr 2/20/17 3/27/17 35 18.12 18.25 0.13 0.72 0.36 0.36
China Galaxy Secs 3/04/19 7/08/19 126 11.86 11.25 -0.61 -5.14 -2.57 -2.57
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
SAIC Motor Corp 1/11/10 1/18/10 7 17.22 17.53 0.31 1.80 0.90
1/25/10 2/01/10 7 16.39 14.96 -1.43 -8.72 -4.36 -3.50
San’an Optoelectron 8/17/20 8/24/20 7 29.50 27.00 -2.50 -8.47 -4.24 -4.24
Zheshang Secs 8/17/20 8/24/20 7 16.38 14.98 -1.40 -8.55 -4.27 -4.27
Huatai Secs 3/04/19 7/08/19 126 23.76 21.21 -2.55 -10.73 -5.37 -5.37
Zijin Mining 6/10/24 8/12/24 63 17.76 15.36 -2.40 -13.51 -6.76 -6.76
Cosco Shipping 6/10/24 8/12/24 63 17.18 12.37 -4.81 -28.00 -14.00 -14.00
Annotations
7/28/17 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
12/28/16 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
12/29/15 SSE 50 complete analysis
12/28/15 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
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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