RS Chart
Assessment - Shanghai Stock Exchange 50 - 2/24/20 - RS = 18
 ⇐ 
  instrument freshest Δday 2/24/20 Δwk 10/21/19  prc diff Δ18   ∅-RS
real-time RS chart chart add note SSE 50 ew 2,308.550  07:00 -3.84 2,425.660 -4.83 2,299.810 125.850 5.47   4.88 
real-time RS chart chart L add note San’an Optoelectron 24.650  07:00 -7.12 29.780 -17.23 12.900 16.880 130.85   116.44 
real-time RS chart chart L add note 360 Security Tech 22.350  07:00 -8.02 29.000 -22.93 23.390 5.610 23.98   28.28 
real-time RS chart chart add note Anhui Conch Cement 54.860  07:00 -1.46 53.020 3.47 42.190 10.830 25.67   25.32 
real-time RS chart chart L add note Zheshang Secs 10.540  07:00 -9.22 11.660 -9.61 8.620 3.040 35.27   23.52 
real-time RS chart chart add note Jiangsu Hengrui Med 84.090  07:00 -3.58 88.380 -4.85 82.610 5.770 6.98   19.64 
real-time RS chart chart L add note Shandong Gold 33.920  07:00 -5.88 38.500 -11.90 32.520 5.980 18.39   12.91 
real-time RS chart chart add note Wanhua Chemical 47.040  07:00 -5.66 49.990 -5.90 43.700 6.290 14.39   11.18 
real-time RS chart chart L add note China Molybdenum 4.070  07:00 -7.08 4.410 -7.71 3.460 0.950 27.46   11.14 
real-time RS chart chart L add note China Merchants Secs 17.650  07:00 -5.67 18.880 -6.51 16.850 2.030 12.05   11.01 
real-time RS chart chart add note Citic Secs 23.400  07:00 -5.53 25.040 -6.55 21.850 3.190 14.60   9.75 
real-time RS chart chart add note Kweichow Moutai 1,057.000  07:00 -2.79 1,087.180 -2.78 1,168.500 -81.320 -6.96   8.57 
real-time RS chart chart add note Qingdao Haier 17.020  07:00 -4.38 18.310 -7.05 15.520 2.790 17.98   8.39 
real-time RS chart chart add note Poly Real Estate 16.190  07:00 2.27 15.090 7.29 15.780 -0.690 -4.37   6.73 
real-time RS chart chart add note China Life 29.450  07:00 -4.69 31.640 -6.92 30.810 0.830 2.69   5.56 
real-time RS chart chart add note China Galaxy Secs 10.530  07:00 -7.79 11.520 -8.59 10.480 1.040 9.92   3.34 
real-time RS chart chart add note Orient Secs 9.970  07:00 -6.12 10.890 -8.45 10.090 0.800 7.93   3.20 
real-time RS chart chart add note Guotai Junan Secs 17.000  07:00 -6.70 18.420 -7.71 17.320 1.100 6.35   2.80 
real-time RS chart chart L add note Huatai Secs 18.550  07:00 -6.41 20.220 -8.26 17.190 3.030 17.63   2.45 
real-time RS chart chart add note IM Yili 28.910  07:00 -3.47 29.970 -3.54 27.890 2.080 7.46   0.46 
real-time RS chart chart add note China Merchants Bank 34.200  07:00 -2.90 35.050 -2.43 36.220 -1.170 -3.23   -1.03 
real-time RS chart chart add note China Unicom 5.480  07:00 -4.70 5.900 -7.12 6.160 -0.260 -4.22   -2.43 
real-time RS chart chart S add note Bank of China 3.550  07:00 -1.93 3.590 -1.11 3.690 -0.100 -2.71   -2.90 
real-time RS chart chart S add note Ping An Ins 77.720  07:00 -2.59 80.720 -3.72 90.070 -9.350 -10.38   -3.45 
real-time RS chart chart add note SAIC Motor Corp 22.210  07:00 -4.88 23.700 -6.29 23.160 0.540 2.33   -3.47 
  instrument freshest Δday 2/24/20 Δwk 10/21/19  prc diff Δ18   ∅-RS
real-time RS chart chart S add note Industrial Bank 17.290  07:00 -2.97 17.840 -3.08 19.000 -1.160 -6.11   -4.17 
real-time RS chart chart S add note Agricultural Bank 3.410  07:00 -1.45 3.460 -1.45 3.600 -0.140 -3.89   -4.44 
real-time RS chart chart S add note Ind and Comm Bk 5.300  07:00 -1.85 5.440 -2.57 5.790 -0.350 -6.04   -4.52 
real-time RS chart chart S add note China Everbright Bk 3.780  07:00 -2.58 3.890 -2.83 4.480 -0.590 -13.17   -4.72 
real-time RS chart chart S add note Shanghai Pudong 10.850  07:00 -3.21 11.160 -2.78 12.910 -1.750 -13.56   -5.02 
real-time RS chart chart S add note China Minsheng Bk 5.720  07:00 -2.22 5.860 -2.39 6.150 -0.290 -4.72   -5.23 
real-time RS chart chart S add note China Pacific Ins 31.890  07:00 -3.71 33.750 -5.51 36.100 -2.350 -6.51   -6.15 
real-time RS chart chart add note China State Constr 5.370  07:00 -0.37 5.290 1.51 5.500 -0.210 -3.82   -6.99 
real-time RS chart chart S add note New China Life 44.180  07:00 -4.16 47.160 -6.32 50.400 -3.240 -6.43   -7.33 
real-time RS chart chart S add note China Rwy Constr 9.500  07:00 0.96 9.190 3.37 9.610 -0.420 -4.37   -7.88 
real-time RS chart chart S add note Bank of Bejing 5.110  07:00 -1.92 5.260 -2.85 5.580 -0.320 -5.73   -8.23 
real-time RS chart chart S add note Bank of Comm 5.200  07:00 -2.07 5.310 -2.07 5.690 -0.380 -6.68   -8.47 
real-time RS chart chart S add note China Northern Rare 9.100  07:00 -5.89 10.040 -9.36 10.220 -0.180 -1.76   -8.58 
real-time RS chart chart S add note Daqin Railway 7.080  07:00 -2.34 7.320 -3.28 7.580 -0.260 -3.43   -8.61 
real-time RS chart chart S add note China Petrol&Chem 4.600  07:00 -1.29 4.720 -2.54 4.980 -0.260 -5.22   -10.29 
real-time RS chart chart S add note China Shenhua En 16.000  07:00 -2.50 16.530 -3.21 18.270 -1.740 -9.52   -11.87 
real-time RS chart chart S add note Bank of Shanghai 8.610  07:00 -2.27 8.790 -2.05 9.650 -0.860 -8.91   -12.57 
real-time RS chart chart add note Baoshan Iron&Steel 5.200  07:00 -1.70 5.340 -2.62 5.820 -0.480 -8.25   -13.90 
real-time RS chart chart S add note Greenland 5.840  07:00 -3.47 5.950 -1.85 7.270 -1.320 -18.16   -13.97 
real-time RS chart chart S add note China Southrn Airl 5.760  07:00 -4.00 6.090 -5.42 6.680 -0.590 -8.83   -14.78 
real-time RS chart chart S add note China Shipbuilding 4.410  07:00 -3.92 4.640 -4.96 5.370 -0.730 -13.59   -15.20 
real-time RS chart chart S add note China Rwy Group 5.370  07:00 -0.74 5.280 1.70 5.910 -0.630 -10.66   -15.55 
real-time RS chart chart S add note China Fortune Land 23.590  07:00 -2.56 24.300 -2.92 29.000 -4.700 -16.21   -15.65 
real-time RS chart chart S add note CRRC 6.400  07:00 -2.29 6.390 0.16 7.290 -0.900 -12.35   -16.71 
real-time RS chart chart S add note PetroChina 5.070  07:00 -1.93 5.280 -3.98 6.060 -0.780 -12.87   -18.11 
  instrument freshest Δday 2/24/20 Δwk 10/21/19  prc diff Δ18   ∅-RS
real-time RS chart chart S add note China Comms Constr 8.730  07:00 4.18 7.960 9.67 9.940 -1.980 -19.92   -22.80 
 SSE 50 - 50 out of 50 instruments rated - 2/24/20 / 10/21/19 - 18 did rise, Market-Ratio(18) = 36.00 % 
Stock Exchange Currency: CNY ¥ Renminbi yuán
 
Technical Chart
SSE 50 RS = 18 - B/S = 47/48
Market Chart
1/04/16 scale up chart 2/24/20
 


Transactions Shanghai Stock Exchange 50 * S18 - 47/48 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 1/21/08 749    - cash -
short 1/21/08   2/09/09 385  RT RS QC  Shanghai Int Port 100  1,242   8.050  4.270 15.176  7.126 89  18,851 82  
2/09/09 11/30/09 294    - cash -
  11/30/09  12/14/09 14  RT RS QC  China Rwy Constr 100  2,042   9.230  8.930 9.540  0.310 3  19,484 137  
12/14/09 2/22/10 70    - cash -
  2/22/10  10/11/10 231  RT RS QC  Poly Real Estate 100  3,095   6.293  5.733 6.908  0.615 10  21,386 16  
10/11/10 11/29/10 49    - cash -
  11/29/10  12/13/10 14  RT RS QC  Shanghai Pudong 100  2,145   9.970  10.000 9.940  -0.030 0  21,322 -8  
12/13/10 12/20/10 7    - cash -
  12/20/10   1/03/11 14  RT RS QC  Shanghai Pudong 100  2,230   9.560  9.700 9.420  -0.140 -1  21,010 -32  
1/03/11 1/10/11 7    - cash -
  1/10/11   1/24/11 14  RT RS QC  China Merchants Secs 100  1,460   14.390  13.640 15.181  0.791 5  22,165 304  
1/24/11 2/21/11 28    - cash -
  2/21/11   3/28/11 35  RT RS QC  Shanghai Pudong 100  2,214   10.010  10.340 9.680  -0.330 -3  21,434 -30  
3/28/11 6/06/11 70    - cash -
  6/06/11   1/23/12 231  RT RS QC  China Rwy Constr 100  3,578   5.990  4.120 8.709  2.719 45  31,162 81  
1/23/12 3/12/12 49    - cash -
  3/12/12   3/26/12 14  RT RS QC  China Rwy Group 100  11,456   2.720  2.620 2.824  0.104 4  32,351 165  
3/26/12 6/11/12 77    - cash -
  6/11/12  12/10/12 182  RT RS QC  China Unicom 100  8,027   4.030  3.360 4.834  0.804 20  38,802 44  
12/10/12 4/29/13 140    - cash -
  4/29/13  10/28/13 182  RT RS QC  China Northern Rare 100  2,109   18.393  16.773 20.170  1.777 10  42,549 20  
10/28/13 12/30/13 63    - cash -
  12/30/13   5/26/14 147  RT RS QC  Poly Real Estate 100  7,948   5.353  5.030 5.697  0.344 6  45,283 17  
5/26/14 6/09/14 14    - cash -
  6/09/14   6/16/14 7  RT RS QC  China Northern Rare 100  3,526   12.840  12.800 12.880  0.040 0  45,425 18  
6/16/14 6/23/14 7    - cash -
  6/23/14   6/30/14 7  RT RS QC  Kangmei Pharma 100  6,222   7.300  7.475 7.125  -0.175 -2  44,336 -72  
6/30/14 7/27/15 392    - cash -
  7/27/15  12/28/15 154  RT RS QC  China Northern Rare 100  2,907   15.250  14.010 16.600  1.350 9  48,260 22  
12/28/15 1/11/16 14    - cash -
  1/11/16   6/06/16 147  RT RS QC  Haitong Secs 100  3,848   12.540  15.420 9.660  -2.880 -23  37,178 -48  
6/06/16 6/27/16 21    - cash -
  6/27/16   7/04/16 7  RT RS QC  China Cosco 100  7,361   5.050  5.200 4.900  -0.150 -3  36,074 -79  
7/04/16 7/11/16 7    - cash -
  7/11/16   7/18/16 7  RT RS QC  China Cosco 100  6,923   5.210  5.370 5.050  -0.160 -3  34,966 -80  
7/18/16 7/25/16 7    - cash -
  7/25/16   8/15/16 21  RT RS QC  China Cosco 100  6,660   5.250  5.340 5.160  -0.090 -2  34,366 -26  
8/15/16 12/19/16 126    - cash -
  12/19/16  12/26/16 7  RT RS QC  Orient Secs 100  2,214   15.520  15.540 15.500  -0.020 0  34,322 -7  
12/26/16 4/03/17 98    - cash -
  4/03/17   4/10/17 7  RT RS QC  Dongxing Secs 100  1,866   18.390  18.030 18.757  0.367 2  35,007 180  
4/10/17 5/22/17 42    - cash -
  5/22/17   6/05/17 14  RT RS QC  AVIC Aviation Engine 100  1,348   25.960  24.150 27.906  1.946 7  37,630 558  
6/05/17 6/19/17 14    - cash -
  6/19/17   7/03/17 14  RT RS QC  Shandong Gold 100  1,311   28.700  28.810 28.590  -0.110 0  37,486 -10  
7/03/17 11/27/17 147    - cash -
  11/27/17   1/15/18 49  RT RS QC  Tsinghua Tongfang 100  3,361   11.150  10.080 12.334  1.184 11  41,464 112  
1/15/18 2/12/18 28    - cash -
  2/12/18   2/26/18 14  RT RS QC  Founder Secs 100  6,592   6.290  6.520 6.060  -0.230 -4  39,948 -62  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/26/18 3/05/18 7    - cash -
  3/05/18  11/05/18 245  RT RS QC  Founder Secs 100  6,203   6.440  5.630 7.367  0.927 14  45,695 22  
11/05/18 12/24/18 49    - cash -
  12/24/18   1/21/19 28  RT RS QC  China Molybdenum 100  11,568   3.950  3.920 3.980  0.030 1  46,044 10  
1/21/19 1/28/19 7    - cash -
  1/28/19   2/11/19 14  RT RS QC  San’an Optoelectron 100  4,660   9.880  12.010 7.750  -2.130 -22  36,118 -100  
2/11/19 7/01/19 140    - cash -
  7/01/19   9/16/19 77  RT RS QC  PetroChina 100  5,211   6.930  6.500 7.388  0.458 7  38,507 35  
9/16/19 9/30/19 14    - cash -
  9/30/19  10/14/19 14  RT RS QC  Bank of Shanghai 100  4,118   9.350  9.760 8.940  -0.410 -4  36,819 -69  
10/14/19 10/21/19 7    - cash -
  10/21/19  12/09/19 49  RT RS QC  PetroChina 100  6,075   6.060  5.650 6.500  0.440 7  39,491 69  
12/09/19 1/27/20 49    - cash -
  1/27/20   2/28/20 32  RT RS QC  China Comms Constr 100  4,701   8.400  8.730 8.070  -0.330 -4  37,939 -37  
accum 1/21/08 2/28/202377 days out of 5170 invested (46%) 279 37,939 23  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Shanghai Int Portshort  1/21/08  2/09/093858.054.2715.187.13 88.5288.52 
 China Rwy Constr 11/30/09 12/14/09149.238.939.540.31 3.36 
   6/06/11  1/23/122315.994.128.712.72 45.3950.27 
 China Unicom  6/11/12 12/10/121824.033.364.830.80 19.9419.94 
 China Northern Rare  4/29/13 10/28/1318218.3916.7720.171.78 9.66 
   6/09/14  6/16/14712.8412.8012.880.04 0.31 
   7/27/15 12/28/1515415.2514.0116.601.35 8.8519.74 
 Poly Real Estate  2/22/10 10/11/102316.295.736.910.61 9.77 
  12/30/13  5/26/141475.355.035.700.34 6.4316.82 
 PetroChina  7/01/19  9/16/19776.936.507.390.46 6.61 
  10/21/19 12/09/19496.065.656.500.44 7.2614.35 
 Tsinghua Tongfang 11/27/17  1/15/184911.1510.0812.331.18 10.6210.62 
 Founder Secs  2/12/18  2/26/18146.296.526.06-0.23 -3.66 
   3/05/18 11/05/182456.445.637.370.93 14.3910.20 
 AVIC Aviation Engine  5/22/17  6/05/171425.9624.1527.911.95 7.497.49 
 China Merchants Secs  1/10/11  1/24/111414.3913.6415.180.79 5.505.50 
 China Rwy Group  3/12/12  3/26/12142.722.622.820.10 3.823.82 
 Dongxing Secs  4/03/17  4/10/17718.3918.0318.760.37 2.002.00 
 China Molybdenum 12/24/18  1/21/19283.953.923.980.03 0.760.76 
 Orient Secs 12/19/16 12/26/16715.5215.5415.50-0.02 -0.13-0.13 
 Shandong Gold  6/19/17  7/03/171428.7028.8128.59-0.11 -0.38-0.38 
 Kangmei Pharma  6/23/14  6/30/1477.307.487.13-0.18 -2.40-2.40 
 China Comms Constr  1/27/20  2/28/20328.408.738.07-0.33 -3.93-3.93 
 Bank of Shanghai  9/30/19 10/14/19149.359.768.94-0.41 -4.39-4.39 
 Shanghai Pudong 11/29/10 12/13/10149.9710.009.94-0.03 -0.30 
  12/20/10  1/03/11149.569.709.42-0.14 -1.46 
   2/21/11  3/28/113510.0110.349.68-0.33 -3.30-5.00 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 China Cosco  6/27/16  7/04/1675.055.204.90-0.15 -2.97 
   7/11/16  7/18/1675.215.375.05-0.16 -3.07 
   7/25/16  8/15/16215.255.345.16-0.09 -1.71-7.56 
 San’an Optoelectron  1/28/19  2/11/19149.8812.017.75-2.13 -21.56-21.56 
 Haitong Secs  1/11/16  6/06/1614712.5415.429.66-2.88 -22.97-22.97 


Annotations
7/17/18Bank of Shanghaistock split 5:7 (seven for five)
7/28/17SSE 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
12/28/16SSE 50Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang
replace China Cosco, GD Power, IM Baotao Steel, Power China and Shanghai Electric
7/11/16Bank of Bejingforward stock split 10:12 (twelve for ten)
12/29/15SSE 50complete analysis
12/28/15SSE 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
8/28/15SSE 50complete analysis
7/27/15Ping An Insforward stock split 10:20 (twenty for ten)
7/17/15Kweichow Moutaiforward stock split 10:11 (eleven for ten)
 Bank of Bejingforward stock split 10:12 (twelve for ten)
7/16/15Qingdao Haierforward stock split 10:20 (twenty for ten)
6/22/15CSRMerger with CNR builds CRRC (China Railway Rolling Stock Corp)
6/01/15IM Yiliforeward stock split 10:20 (twenty for ten)
5/11/15China Northern Rareforward stock split 10:15 (fifteen for ten)