Assessment - Shanghai Stock Exchange 50 - 4/15/24 - RS = 18
⇐
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ18
∅-RS
L
SSE 50 ew
1,873.100
07:00
-0.59
1,869.310
0.20
1,756.750
112.560
6.41
-1.19
Zijin Mining
18.630
07:00
0.87
18.460
0.92
11.670
6.790
58.18
47.98
L
PetroChina
10.920
07:00
2.82
10.670
2.34
6.860
3.810
55.54
36.63
L
Shaanxi Coal
27.230
07:00
0.96
26.780
1.68
19.690
7.090
36.01
36.23
L
China CSSC
39.100
07:00
0.88
39.580
-1.21
27.930
11.650
41.71
34.54
L
China Shenhua En
41.890
07:00
1.28
41.050
2.05
31.080
9.970
32.08
30.17
L
Agricultural Bank
4.540
07:00
1.11
4.370
3.89
3.550
0.820
23.10
18.94
Haier Smart Home
28.740
07:00
0.91
27.190
5.70
20.610
6.580
31.93
18.45
L
Bank of China
4.720
07:00
0.64
4.590
2.83
3.920
0.670
17.09
14.95
Hygon
75.500
07:00
-4.79
78.660
-4.02
82.220
-3.560
-4.33
14.58
China Yangtze Pwr
26.000
07:00
0.19
25.890
0.42
22.820
3.070
13.45
13.10
L
Ind and Comm Bk
5.550
07:00
0.54
5.420
2.40
4.730
0.690
14.59
11.22
L
China Petrol&Chem
6.670
07:00
1.99
6.650
0.30
5.360
1.290
24.07
10.27
L
Shanxi Xinghuacun
238.880
07:00
-1.45
251.790
-5.13
225.600
26.190
11.61
10.27
L
China Rwy Group
7.230
07:00
0.14
7.340
-1.50
5.570
1.770
31.78
8.49
NARI Technology
25.510
07:00
-2.07
25.100
1.63
21.320
3.780
17.73
7.23
Cosco Shipping
10.980
07:00
1.20
10.810
1.57
9.990
0.820
8.21
6.76
L
China Telecom Corp
6.250
07:00
0.64
6.140
1.79
5.190
0.950
18.30
6.46
L
SAIC Motor Corp
15.230
07:00
-0.85
15.210
0.13
13.990
1.220
8.72
5.92
Sany Heavy Industry
15.750
07:00
0.13
15.830
-0.51
13.070
2.760
21.12
5.34
L
Wanhua Chemical
86.550
07:00
-0.76
88.000
-1.65
76.610
11.390
14.87
4.63
L
China Merchants Bank
33.620
07:00
-0.09
32.830
2.41
27.760
5.070
18.26
3.61
L
Great Wall Motor
25.710
07:00
0.86
25.680
0.12
26.300
-0.620
-2.36
0.90
L
Jiangsu Hengrui Med
41.680
07:00
-1.58
44.560
-6.46
46.530
-1.970
-4.23
-0.05
L
China Three Gorges R
4.770
07:00
-1.45
4.860
-1.85
4.490
0.370
8.24
-0.49
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ18
∅-RS
Industrial Bank
16.180
07:00
-0.74
15.770
2.60
14.390
1.380
9.59
-0.88
Will Semiconductor
93.310
07:00
-4.62
96.290
-3.09
106.920
-10.630
-9.94
-0.91
L
China Unicom
4.840
07:00
4.730
2.33
4.380
0.350
7.99
-1.66
IM Yili
27.660
07:00
-0.14
27.040
2.29
26.330
0.710
2.70
-2.18
L
Kweichow Moutai
1,646.640
07:00
-1.44
1,672.980
-1.57
1,698.000
-25.020
-1.47
-3.33
L
China State Constr
5.360
07:00
-0.37
5.230
2.49
4.790
0.440
9.19
-4.02
China Northern Rare
19.990
07:00
-1.33
20.290
-1.48
19.660
0.630
3.20
-4.83
PowerChina
5.240
07:00
0.19
5.160
1.55
4.990
0.170
3.41
-5.12
L
TBEA
14.290
07:00
-2.26
14.590
-2.06
13.520
1.070
7.91
-9.85
China Pacific Ins
24.260
07:00
-0.04
23.630
2.67
23.240
0.390
1.68
-11.07
L
Beijing Kingsoft
276.240
07:00
-3.69
295.210
-6.43
343.000
-47.790
-13.93
-11.96
AECC Aviation Power
32.870
07:00
0.86
32.720
0.46
35.820
-3.100
-8.65
-12.07
L
Foshan Haitian F&F
37.190
07:00
-1.30
36.850
0.92
36.720
0.130
0.35
-12.26
L
Zhangzhou Pientze
226.030
07:00
-0.17
223.030
1.35
246.700
-23.670
-9.59
-13.08
Ping An Ins
39.420
07:00
-0.71
38.360
2.76
39.600
-1.240
-3.13
-14.91
China Life
28.090
07:00
-1.33
27.520
2.07
28.770
-1.250
-4.34
-15.96
S
Citic Secs
18.130
07:00
-0.44
17.740
2.20
21.210
-3.470
-16.36
-16.05
L
Zhejiang Huayou
29.650
07:00
-2.08
30.090
-1.46
31.780
-1.690
-5.32
-17.47
S
SMIC
41.380
07:00
-0.55
41.190
0.46
53.180
-11.990
-22.55
-18.91
Tongwei
23.030
07:00
-3.28
23.570
-2.29
23.620
-0.050
-0.21
-20.04
GigaDevice
74.090
07:00
-2.51
73.200
1.22
92.900
-19.700
-21.21
-20.27
L
China Tourism
72.350
07:00
-5.31
77.330
-6.44
82.400
-5.070
-6.15
-23.46
LONGi Green Energy
18.450
07:00
-1.81
18.690
-1.28
20.800
-2.110
-10.14
-25.01
Trina Solar
20.940
07:00
-3.86
22.010
-4.86
26.300
-4.290
-16.31
-28.95
Poly Developments
8.100
07:00
-0.98
7.930
2.14
9.610
-1.680
-17.48
-30.40
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/11/23
prc diff
⇓ Δ18
∅-RS
S
WuXi AppTec
42.200
07:00
-2.83
42.380
-0.42
76.710
-34.330
-44.75
-38.15
SSE 50 - 50 out of 50 instruments rated - 4/15/24 / 12/11/23 - 30 did rise, Market-Ratio(18) = 60.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 * S18 - 47/48 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06
1/21/08
749
- cash -
short
1/21/08
2/09/09
385
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
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
Poly Developments
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
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
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
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
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
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
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
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
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
Poly Developments
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
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
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
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
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
Cosco Shipping
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
Cosco Shipping
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
Cosco Shipping
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
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
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
AECC Aviation Power
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
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
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
Founder Secs
100
6,592
6.290
6.520
6.060
-0.230
-4
39,948
-62
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
2/26/18
3/05/18
7
- cash -
3/05/18
11/05/18
245
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
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
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
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
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
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
6/08/20
133
China Comms Constr
100
4,701
8.400
7.730
9.128
0.728
9
42,913
26
6/08/20
6/15/20
7
- cash -
6/15/20
7/06/20
21
PetroChina
100
10,145
4.230
4.720
3.740
-0.490
-12
37,942
-88
7/06/20
11/09/20
126
- cash -
11/09/20
11/30/20
21
Shandong Gold
100
1,464
25.900
23.840
28.138
2.238
9
41,219
322
11/30/20
12/07/20
7
- cash -
12/07/20
1/11/21
35
Shandong Gold
100
1,712
24.070
23.390
24.770
0.700
3
42,417
35
1/11/21
3/29/21
77
- cash -
3/29/21
11/22/21
238
Shenzhen Goodix Tech
100
395
107.180
112.830
101.530
-5.650
-5
40,185
-8
11/22/21
11/29/21
7
- cash -
11/29/21
12/06/21
7
Jiangsu Hengrui Med
100
786
51.090
49.280
52.967
1.877
4
41,660
556
12/06/21
1/10/22
35
- cash -
1/10/22
9/12/22
245
China Tourism
100
201
207.110
191.090
224.473
17.363
8
45,150
13
9/12/22
9/19/22
7
- cash -
9/19/22
12/05/22
77
Wingtech Technology
100
831
54.300
56.950
51.650
-2.650
-5
42,948
-21
12/05/22
12/26/22
21
- cash -
12/26/22
1/02/23
7
LONGi Green Energy
100
1,022
42.000
42.260
41.740
-0.260
-1
42,682
-28
1/02/23
4/10/23
98
- cash -
4/10/23
4/17/23
7
Trina Solar
100
846
50.400
50.300
50.500
0.100
0
42,767
11
4/17/23
5/15/23
28
- cash -
5/15/23
7/31/23
77
LONGi Green Energy
100
1,264
33.830
29.850
38.341
4.511
13
48,468
81
7/31/23
8/07/23
7
- cash -
8/07/23
2/26/24
203
Foshan Haitian F&F
100
1,062
45.600
40.220
51.700
6.100
13
54,946
25
2/26/24
4/19/24
53
- cash -
accum 1/21/08
2/26/24 3416
days out of 6682 invested (51%)
449
54,946
20
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Shanghai Int Port short 1/21/08 2/09/09 385 8.05 4.27 15.18 7.13 88.52 88.52
China Rwy Constr 11/30/09 12/14/09 14 9.23 8.93 9.54 0.31 3.36
6/06/11 1/23/12 231 5.99 4.12 8.71 2.72 45.39 50.27
China Unicom 6/11/12 12/10/12 182 4.03 3.36 4.83 0.80 19.94 19.94
China Northern Rare 4/29/13 10/28/13 182 18.39 16.77 20.17 1.78 9.66
6/09/14 6/16/14 7 12.84 12.80 12.88 0.04 0.31
7/27/15 12/28/15 154 15.25 14.01 16.60 1.35 8.85 19.74
Poly Developments 2/22/10 10/11/10 231 6.29 5.73 6.91 0.61 9.77
12/30/13 5/26/14 147 5.35 5.03 5.70 0.34 6.43 16.82
Foshan Haitian F&F 8/07/23 2/26/24 203 45.60 40.22 51.70 6.10 13.38 13.38
LONGi Green Energy 12/26/22 1/02/23 7 42.00 42.26 41.74 -0.26 -0.62
5/15/23 7/31/23 77 33.83 29.85 38.34 4.51 13.33 12.63
Shandong Gold 6/19/17 7/03/17 14 28.70 28.81 28.59 -0.11 -0.38
11/09/20 11/30/20 21 25.90 23.84 28.14 2.24 8.64
12/07/20 1/11/21 35 24.07 23.39 24.77 0.70 2.91 11.37
Tsinghua Tongfang 11/27/17 1/15/18 49 11.15 10.08 12.33 1.18 10.62 10.62
Founder Secs 2/12/18 2/26/18 14 6.29 6.52 6.06 -0.23 -3.66
3/05/18 11/05/18 245 6.44 5.63 7.37 0.93 14.39 10.20
China Comms Constr 1/27/20 6/08/20 133 8.40 7.73 9.13 0.73 8.67 8.67
China Tourism 1/10/22 9/12/22 245 207.11 191.09 224.47 17.36 8.38 8.38
AECC Aviation Power 5/22/17 6/05/17 14 25.96 24.15 27.91 1.95 7.49 7.49
China Merchants Secs 1/10/11 1/24/11 14 14.39 13.64 15.18 0.79 5.50 5.50
China Rwy Group 3/12/12 3/26/12 14 2.72 2.62 2.82 0.10 3.82 3.82
Jiangsu Hengrui Med 11/29/21 12/06/21 7 51.09 49.28 52.97 1.88 3.67 3.67
Dongxing Secs 4/03/17 4/10/17 7 18.39 18.03 18.76 0.37 2.00 2.00
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
PetroChina 7/01/19 9/16/19 77 6.93 6.50 7.39 0.46 6.61
10/21/19 12/09/19 49 6.06 5.65 6.50 0.44 7.26
6/15/20 7/06/20 21 4.23 4.72 3.74 -0.49 -11.58 1.11
China Molybdenum 12/24/18 1/21/19 28 3.95 3.92 3.98 0.03 0.76 0.76
Trina Solar 4/10/23 4/17/23 7 50.40 50.30 50.50 0.10 0.20 0.20
Orient Secs 12/19/16 12/26/16 7 15.52 15.54 15.50 -0.02 -0.13 -0.13
Kangmei Pharma 6/23/14 6/30/14 7 7.30 7.48 7.13 -0.18 -2.40 -2.40
Bank of Shanghai 9/30/19 10/14/19 14 9.35 9.76 8.94 -0.41 -4.39 -4.39
Wingtech Technology 9/19/22 12/05/22 77 54.30 56.95 51.65 -2.65 -4.88 -4.88
Shanghai Pudong 11/29/10 12/13/10 14 9.97 10.00 9.94 -0.03 -0.30
12/20/10 1/03/11 14 9.56 9.70 9.42 -0.14 -1.46
2/21/11 3/28/11 35 10.01 10.34 9.68 -0.33 -3.30 -5.00
Shenzhen Goodix Tech 3/29/21 11/22/21 238 107.18 112.83 101.53 -5.65 -5.27 -5.27
Cosco Shipping 6/27/16 7/04/16 7 5.05 5.20 4.90 -0.15 -2.97
7/11/16 7/18/16 7 5.21 5.37 5.05 -0.16 -3.07
7/25/16 8/15/16 21 5.25 5.34 5.16 -0.09 -1.71 -7.56
San’an Optoelectron 1/28/19 2/11/19 14 9.88 12.01 7.75 -2.13 -21.56 -21.56
Haitong Secs 1/11/16 6/06/16 147 12.54 15.42 9.66 -2.88 -22.97 -22.97
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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