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

Assessment - Shanghai Stock Exchange 50 - 1/07/24 - RS = 21

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	5/02/24	prc diff	Δ21	⇓∅-RS
	L	SSE 50 ew	1,788.480	12/08/24	-0.09	1,866.650	-4.19	1,695.910	170.740	10.07	0.51
	L	GigaDevice	78.190	12/08/24	0.09	94.410	-17.18	57.920	36.490	63.00	8.17
		Cosco Shipping	12.370	12/08/24	0.49	15.820	-21.81	9.880	5.940	60.12	44.56
		Zijin Mining	15.360	12/08/24	0.13	18.040	-14.86	12.160	5.880	48.36	28.15
		China CSSC	38.000	12/08/24	-0.13	41.170	-7.70	30.380	10.790	35.52	23.74
	L	Great Wall Motor	22.210	12/08/24	-0.31	25.280	-12.14	19.870	5.410	27.23	-0.27
		PetroChina	8.710	12/08/24	-0.34	10.430	-16.49	8.310	2.120	25.51	18.12
		Sany Heavy Industry	15.340	12/08/24	-0.45	16.430	-6.63	13.120	3.310	25.23	3.70
	L	Will Semiconductor	92.330	12/08/24	0.17	99.020	-6.76	79.220	19.800	24.99	6.30
		Haier Smart Home	25.790	12/08/24	1.46	28.390	-9.16	22.970	5.420	23.60	26.16
		AECC Aviation Power	38.000	12/08/24	-0.13	36.270	4.77	29.710	6.560	22.08	3.61
		PowerChina	5.400	12/08/24	-0.55	5.680	-4.93	4.770	0.910	19.08	0.15
		China Yangtze Pwr	29.180	12/08/24	-1.22	29.480	-1.02	24.760	4.720	19.06	18.53
	L	China Shenhua En	39.300	12/08/24	0.64	45.280	-13.21	38.130	7.150	18.75	31.06
	L	China Pacific Ins	27.390	12/08/24	0.22	28.540	-4.03	24.080	4.460	18.52	9.20
		Wanhua Chemical	74.920	12/08/24	-0.91	82.300	-8.97	70.010	12.290	17.55	1.97
		NARI Technology	23.530	12/08/24		24.850	-5.31	21.150	3.700	17.49	7.51
		China Northern Rare	16.820	12/08/24	-0.65	18.030	-6.71	15.810	2.220	14.04	-12.84
	L	Industrial Bank	16.280	12/08/24	-0.55	17.750	-8.28	15.840	1.910	12.06	9.12
		China Merchants Bank	32.120	12/08/24	-0.65	34.360	-6.52	30.710	3.650	11.89	6.17
		Agricultural Bank	4.640	12/08/24	0.65	4.440	4.50	4.020	0.420	10.45	9.57
		Ind and Comm Bk	5.990	12/08/24	1.18	5.820	2.92	5.290	0.530	10.02	9.61
		Shaanxi Coal	23.090	12/08/24	2.12	26.870	-14.07	24.500	2.370	9.67	31.67
		China Rwy Group	5.930	12/08/24	-1.33	6.570	-9.74	6.050	0.520	8.60	-2.48
	L	China Life	29.490	12/08/24	0.44	31.350	-5.93	29.030	2.320	7.99	-0.76
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	5/02/24	prc diff	Δ21	⇓∅-RS
	L	China State Constr	5.500	12/08/24	-0.18	5.440	1.10	5.050	0.390	7.72	1.96
		Zhangzhou Pientze	208.000	12/08/24	-0.60	206.230	0.86	192.560	13.670	7.10	-10.83
	L	SMIC	48.780	12/08/24	0.60	45.810	6.48	42.970	2.840	6.61	-1.36
	S	China Petrol&Chem	6.570	12/08/24	0.15	6.390	2.82	6.020	0.370	6.15	-0.42
		China Unicom	4.460	12/08/24	-1.33	4.680	-4.70	4.430	0.250	5.64	-4.30
		Bank of China	4.660	12/08/24	0.65	4.670	-0.21	4.440	0.230	5.18	8.47
		China Telecom Corp	5.690	12/08/24	-1.56	6.100	-6.72	5.870	0.230	3.92	-0.56
	S	Jiangsu Hengrui Med	43.630	12/08/24	2.85	38.270	14.01	37.400	0.870	2.33	-3.34
	L	Ping An Ins	40.620	12/08/24	0.02	41.620	-2.40	40.680	0.940	2.31	-5.07
	L	TBEA	13.330	12/08/24	0.23	13.960	-4.51	13.760	0.200	1.45	-3.97
		China Three Gorges R	4.750	12/08/24	-0.21	4.480	6.03	4.420	0.060	1.36	-3.11
		Hygon	73.700	12/08/24	2.35	70.470	4.58	69.700	0.770	1.10	9.10
	S	SAIC Motor Corp	13.740	12/08/24	-0.87	13.860	-0.87	13.780	0.080	0.58	-1.22
	L	Poly Developments	8.260	12/08/24	-3.39	9.310	-11.28	9.280	0.030	0.32	-8.24
		Zhejiang Huayou	22.260	12/08/24	-0.27	22.350	-0.40	22.500	-0.150	-0.67	-26.70
		Foshan Haitian F&F	35.480	12/08/24	-0.03	34.400	3.14	35.100	-0.700	-1.99	-7.66
		Beijing Kingsoft	192.470	12/08/24	-0.91	205.000	-6.11	212.000	-7.000	-3.30	-17.22
		Shanxi Xinghuacun	191.290	12/08/24	-1.14	207.060	-7.62	214.650	-7.590	-3.54	0.37
	S	IM Yili	24.350	12/08/24	0.66	25.970	-6.24	27.650	-1.680	-6.08	-2.06
	S	Citic Secs	18.870	12/08/24	-0.11	18.200	3.68	20.180	-1.980	-9.81	-9.79
	S	Kweichow Moutai	1,436.100	12/08/24	-0.05	1,440.380	-0.30	1,630.010	-189.630	-11.63	-10.62
	S	China Tourism	63.950	12/08/24	-1.36	62.500	2.32	77.870	-15.370	-19.74	-24.31
		WuXi AppTec	41.380	12/08/24	-0.29	38.660	7.04	48.230	-9.570	-19.84	-29.23
	S	Tongwei	18.670	12/08/24		18.840	-0.90	23.830	-4.990	-20.94	-22.83
	L	Trina Solar	17.340	12/08/24	0.58	17.120	1.29	21.780	-4.660	-21.40	-26.26
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	5/02/24	prc diff	Δ21	⇓∅-RS
	S	LONGi Green Energy	13.930	12/08/24	0.87	14.050	-0.85	18.170	-4.120	-22.67	-26.11
SSE 50 - 50 out of 50 instruments rated - 1/07/24 / 5/02/24 - 38 did rise, Market-Ratio(21) = 76.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

	SSE 50 RS = 21 - B/S = 83/68

4/01/21	scale up chart	1/07/24

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
2/01/06		10/04/06	98		- cash -
long	10/04/06	9/10/06	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
9/10/06		6/11/06	28		- cash -
	6/11/06	21/01/08	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
21/01/08		23/03/09	427		- cash -
	23/03/09	30/11/09	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
30/11/09		11/01/10	42		- cash -
	11/01/10	18/01/10	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
18/01/10		25/01/10	7		- cash -
	25/01/10	1/02/10	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
1/02/10		18/10/10	259		- cash -
	18/10/10	22/11/10	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
22/11/10		14/02/11	84		- cash -
	14/02/11	7/03/11	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
7/03/11		7/05/12	427		- cash -
	7/05/12	4/06/12	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
4/06/12		14/01/13	224		- cash -
	14/01/13	13/05/13	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
13/05/13		18/11/13	189		- cash -
	18/11/13	30/12/13	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
30/12/13		4/08/14	217		- cash -
	4/08/14	27/07/15	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
27/07/15		24/10/16	455		- cash -
	24/10/16	2/01/17	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
2/01/17		20/02/17	49		- cash -
	20/02/17	27/03/17	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
27/03/17		4/03/19	707		- cash -
	4/03/19	8/07/19	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
8/07/19		17/08/20	406		- cash -
	17/08/20	24/08/20	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
24/08/20		10/06/24	1386		- cash -
	10/06/24	12/08/24	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	10/04/06	12/08/24	2077	days out of 7082 invested (29%)						5,387		548,677	102

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Sinolink Secs	long	6/11/06	21/01/08	441	1.51	14.77	13.26	880.38	50	440.19
		14/01/13	13/05/13	119	9.13	8.02	-1.11	-12.11		-6.05
		4/08/14	27/07/15	357	11.27	17.45	6.19	54.90		27.45	546.80
China CSSC		6/11/06	21/01/08	441	11.04	114.79	103.75	939.89		469.94	469.94
Kangmei Pharma		23/03/09	30/11/09	252	2.64	4.55	1.91	72.30		36.15
		18/10/10	22/11/10	35	7.65	9.00	1.35	17.61		8.81	48.14
Founder Technology		4/08/14	27/07/15	357	3.94	7.43	3.49	88.58		44.29	44.29
Citic Secs		10/04/06	9/10/06	182	2.80	5.14	2.34	83.57		41.79	41.79
Kweichow Moutai		10/04/06	9/10/06	182	25.73	42.05	16.32	63.43		31.71
		24/10/16	2/01/17	70	302.54	334.11	31.57	10.43		5.22	38.59
China Northern Rare		23/03/09	30/11/09	252	4.28	6.50	2.22	51.82		25.91
		18/10/10	22/11/10	35	18.12	17.72	-0.40	-2.20		-1.10
		7/05/12	4/06/12	28	28.34	30.15	1.81	6.38		3.19	28.50
China State Constr		24/10/16	2/01/17	70	6.53	8.85	2.32	35.53		17.76
		20/02/17	27/03/17	35	9.06	9.34	0.28	3.09		1.55	19.58
China Minsheng Bk		14/01/13	13/05/13	119	7.13	8.58	1.45	20.35		10.18	10.18
IM Yili		11/01/10	18/01/10	7	4.67	5.31	0.64	13.78		6.89
		25/01/10	1/02/10	7	5.01	5.08	0.07	1.46		0.73	7.67
Shanghai Int Port		18/11/13	30/12/13	42	4.75	5.27	0.52	10.95		5.47	5.47
Shanghai Oriental		14/02/11	7/03/11	21	12.36	14.24	1.88	15.21		7.61
		18/11/13	30/12/13	42	39.94	37.30	-2.64	-6.61		-3.30	4.05
Poly Developments		7/05/12	4/06/12	28	7.21	7.36	0.15	2.03		1.02	1.02
China Shipbuilding		14/02/11	7/03/11	21	8.58	8.73	0.15	1.75		0.87	0.87
China Comms Constr		20/02/17	27/03/17	35	18.12	18.25	0.13	0.72		0.36	0.36
China Galaxy Secs		4/03/19	8/07/19	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	d_i %	total
SAIC Motor Corp		11/01/10	18/01/10	7	17.22	17.53	0.31	1.80		0.90
		25/01/10	1/02/10	7	16.39	14.96	-1.43	-8.72		-4.36	-3.50
San’an Optoelectron		17/08/20	24/08/20	7	29.50	27.00	-2.50	-8.47		-4.24	-4.24
Zheshang Secs		17/08/20	24/08/20	7	16.38	14.98	-1.40	-8.55		-4.27	-4.27
Huatai Secs		4/03/19	8/07/19	126	23.76	21.21	-2.55	-10.73		-5.37	-5.37
Zijin Mining		10/06/24	12/08/24	63	17.76	15.36	-2.40	-13.51		-6.76	-6.76
Cosco Shipping		10/06/24	12/08/24	63	17.18	12.37	-4.81	-28.00		-14.00	-14.00

Annotations

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
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
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)
16/07/15	Qingdao Haier	forward stock split 10:20 (twenty for ten)
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)
6/06/13	NARI Technology	forward stock split 10:15 (fifteen for ten)


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