Assessment - Shanghai Stock Exchange 50 - 4/22/24 - RS = 21
⇐
⇓ freshest
⇓ 4/22/24
⇓ 11/27/23
prc diff
⇓
∅-RS
L
SSE 50 ew
1,851.980
07:00
0.51
1,861.430
-0.51
1,811.370
50.060
2.76
-1.35
Zijin Mining
17.540
07:00
2.93
17.800
-1.46
11.870
5.930
49.96
42.08
L
PetroChina
10.430
07:00
0.77
10.630
-1.88
7.130
3.500
49.09
35.25
Shaanxi Coal
25.220
07:00
-0.90
25.870
-2.51
19.250
6.620
34.39
30.98
L
China Shenhua En
39.800
07:00
-0.25
40.300
-1.24
31.250
9.050
28.96
27.01
L
China CSSC
36.920
07:00
1.01
37.530
-1.63
26.000
11.530
44.35
26.49
Haier Smart Home
28.060
07:00
-1.13
28.490
-1.51
21.970
6.520
29.68
23.79
L
Agricultural Bank
4.490
07:00
-0.22
4.500
-0.22
3.630
0.870
23.97
21.84
L
Bank of China
4.630
07:00
-0.64
4.660
-0.64
3.980
0.680
17.09
16.15
China Yangtze Pwr
25.770
07:00
25.860
-0.35
22.610
3.250
14.37
12.56
L
Ind and Comm Bk
5.470
07:00
-0.55
5.480
-0.18
4.780
0.700
14.64
12.17
NARI Technology
25.780
07:00
1.22
25.580
0.78
22.100
3.480
15.75
9.40
Cosco Shipping
11.150
07:00
1.64
11.040
1.00
9.890
1.150
11.63
9.14
L
China Telecom Corp
6.090
07:00
-0.16
6.240
-2.40
5.100
1.140
22.35
8.44
L
China Petrol&Chem
6.490
07:00
1.09
6.500
-0.15
5.440
1.060
19.49
7.69
Hygon
75.290
07:00
5.12
73.350
2.64
67.310
6.040
8.97
6.88
L
Shanxi Xinghuacun
249.090
07:00
0.28
243.700
2.21
237.200
6.500
2.74
6.67
L
China Merchants Bank
33.460
07:00
0.24
33.340
0.36
29.400
3.940
13.40
5.35
L
China Rwy Group
6.910
07:00
0.44
7.100
-2.68
5.690
1.410
24.78
5.23
L
SAIC Motor Corp
14.940
07:00
-0.47
15.090
-0.99
15.490
-0.400
-2.58
4.99
L
Wanhua Chemical
84.430
07:00
-0.08
86.290
-2.16
81.180
5.110
6.29
2.78
Sany Heavy Industry
15.440
07:00
3.28
15.330
0.72
13.830
1.500
10.85
2.17
L
Industrial Bank
15.910
07:00
-0.56
16.130
-1.36
14.750
1.380
9.36
1.56
L
IM Yili
27.980
07:00
0.21
27.890
0.32
27.180
0.710
2.61
0.97
L
China Unicom
4.730
07:00
0.42
4.760
-0.63
4.430
0.330
7.45
-0.66
⇓ freshest
⇓ 4/22/24
⇓ 11/27/23
prc diff
⇓
∅-RS
L
China State Constr
5.270
07:00
0.96
5.360
-1.68
5.020
0.340
6.77
-1.23
L
China Three Gorges R
4.720
07:00
0.21
4.750
-0.63
4.630
0.120
2.59
-2.50
Will Semiconductor
92.800
07:00
-0.51
94.520
-1.82
107.670
-13.150
-12.21
-2.60
L
Kweichow Moutai
1,693.600
07:00
0.08
1,675.060
1.11
1,763.000
-87.940
-4.99
-3.12
L
Great Wall Motor
24.750
07:00
0.94
24.450
1.23
27.850
-3.400
-12.21
-3.71
PowerChina
5.110
07:00
0.99
5.170
-1.16
5.040
0.130
2.58
-4.28
Jiangsu Hengrui Med
43.700
07:00
-0.84
41.860
4.40
46.800
-4.940
-10.56
-5.93
China Northern Rare
19.540
07:00
2.57
19.910
-1.86
20.090
-0.180
-0.90
-6.13
L
China Pacific Ins
24.760
07:00
3.00
24.350
1.68
24.680
-0.330
-1.34
-8.01
AECC Aviation Power
35.250
07:00
2.62
33.960
3.80
36.200
-2.240
-6.19
-8.24
L
Foshan Haitian F&F
37.710
07:00
-0.68
38.000
-0.76
37.490
0.510
1.36
-8.53
L
Zhangzhou Pientze
224.900
07:00
-1.94
227.390
-1.10
251.750
-24.360
-9.68
-11.01
Ping An Ins
40.600
07:00
1.78
39.830
1.93
41.850
-2.020
-4.83
-11.27
TBEA
13.800
07:00
0.58
14.120
-2.27
13.790
0.330
2.39
-12.13
L
China Life
28.960
07:00
1.33
28.460
1.76
30.730
-2.270
-7.39
-12.66
S
Citic Secs
18.270
07:00
18.280
-0.05
21.690
-3.410
-15.72
-13.13
L
Zhejiang Huayou
27.620
07:00
-2.30
30.320
-8.91
33.290
-2.970
-8.92
-15.95
GigaDevice
77.900
07:00
4.56
75.960
2.55
95.040
-19.080
-20.08
-16.34
L
Beijing Kingsoft
304.700
07:00
6.63
276.500
10.20
302.560
-26.060
-8.61
-16.98
S
SMIC
41.250
07:00
0.34
41.310
-0.15
54.610
-13.300
-24.35
-18.01
Tongwei
21.880
07:00
-4.41
23.350
-6.30
25.680
-2.330
-9.07
-19.99
L
LONGi Green Energy
18.500
07:00
-1.49
19.250
-3.90
21.870
-2.620
-11.98
-21.71
China Tourism
72.290
07:00
0.79
72.540
-0.34
90.890
-18.350
-20.19
-27.18
Poly Developments
8.000
07:00
-0.50
8.090
-1.11
10.910
-2.820
-25.85
-28.08
Trina Solar
20.250
07:00
-2.32
21.020
-3.66
27.830
-6.810
-24.47
-31.12
⇓ freshest
⇓ 4/22/24
⇓ 11/27/23
prc diff
⇓
∅-RS
S
WuXi AppTec
41.960
07:00
-1.57
42.100
-0.33
83.130
-41.030
-49.36
-37.59
SSE 50 - 50 out of 50 instruments rated - 4/22/24 / 11/27/23 - 28 did rise, Market-Ratio(21) = 56.00 % 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 4/24/24 1339 - cash -
accum 4/10/06
8/24/20 1729
days out of 6687 invested (26%)
6,824
692,382
145
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
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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