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

Assessment - Shanghai Stock Exchange 50 - 11/18/19 - RS = 19

		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ19	∅-RS
		SSE 50 ew	2,320.800	07:00	0.84	2,301.480	0.84	2,284.550	16.930	0.74	3.62
		Kweichow Moutai	1,232.320	07:00	0.41	1,227.280	0.41	984.860	242.420	24.61	45.93
	L	Jiangsu Hengrui Med	95.630	07:00	2.94	92.900	2.94	66.500	26.400	39.70	39.36
	L	San’an Optoelectron	17.110	07:00	-0.06	17.120	-0.06	11.320	5.800	51.24	37.84
	L	China Life	35.090	07:00	-1.32	35.560	-1.32	28.300	7.260	25.65	33.89
		Wanhua Chemical	46.130	07:00	0.94	45.700	0.94	41.870	3.830	9.15	16.89
		Anhui Conch Cement	44.850	07:00	2.77	43.640	2.77	41.770	1.870	4.48	16.78
		Ping An Ins	88.890	07:00	0.20	88.710	0.20	88.590	0.120	0.14	16.71
		China Merchants Bank	37.520	07:00	0.05	37.500	0.05	35.560	1.940	5.46	15.02
	L	Industrial Bank	19.840	07:00	-0.45	19.930	-0.45	17.790	2.140	12.03	12.99
		Qingdao Haier	18.330	07:00	3.33	17.740	3.33	17.460	0.280	1.60	11.58
	L	China Everbright Bk	4.330	07:00	-0.69	4.360	-0.69	3.790	0.570	15.04	8.99
		Shanghai Pudong	12.230	07:00	-0.08	12.240	-0.08	11.360	0.880	7.75	7.75
		China Galaxy Secs	10.810	07:00	0.75	10.730	0.75	11.250	-0.520	-4.62	7.47
		Poly Real Estate	14.500	07:00	2.55	14.140	2.55	13.440	0.700	5.21	5.47
		China Pacific Ins	35.590	07:00	-0.61	35.810	-0.61	34.930	0.880	2.52	4.71
		Citic Secs	22.150	07:00	1.19	21.890	1.19	23.170	-1.280	-5.52	4.65
		IM Yili	29.810	07:00	2.79	29.000	2.79	32.980	-3.980	-12.07	4.22
	L	Ind and Comm Bk	5.850	07:00	0.52	5.820	0.52	5.590	0.230	4.11	4.01
		China Merchants Secs	16.490	07:00	0.30	16.440	0.30	16.500	-0.060	-0.36	2.65
	L	China Minsheng Bk	6.130	07:00	-0.16	6.140	-0.16	6.000	0.140	2.33	0.31
	S	China Shipbuilding	5.280	07:00	1.34	5.210	1.34	6.090	-0.880	-14.45	-0.30
	L	Agricultural Bank	3.600	07:00	0.28	3.590	0.28	3.600	-0.010	-0.28	-0.97
		Bank of China	3.630	07:00	0.28	3.620	0.28	3.710	-0.090	-2.43	-1.99
		China Unicom	5.880	07:00	1.55	5.790	1.55	6.010	-0.220	-3.66	-2.59
		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ19	∅-RS
	S	China Fortune Land	28.250	07:00	1.18	27.920	1.18	31.900	-3.980	-12.48	-2.82
		360 Security Tech	22.000	07:00	2.47	21.470	2.47	20.690	0.780	3.77	-3.67
	L	Bank of Bejing	5.610	07:00		5.610		5.920	-0.310	-5.24	-3.78
		Guotai Junan Secs	16.960	07:00	0.41	16.890	0.41	17.580	-0.690	-3.92	-3.93
	S	Orient Secs	9.810	07:00	1.55	9.660	1.55	10.200	-0.540	-5.29	-4.51
	L	Daqin Railway	7.750	07:00	0.39	7.720	0.39	7.990	-0.270	-3.38	-4.81
		Zheshang Secs	8.580	07:00	1.06	8.490	1.06	9.020	-0.530	-5.88	-4.86
	S	Greenland	6.560	07:00	0.77	6.510	0.77	6.900	-0.390	-5.65	-4.90
		Bank of Comm	5.550	07:00	0.18	5.540	0.18	6.120	-0.580	-9.48	-6.41
	S	New China Life	46.460	07:00	0.69	46.140	0.69	52.690	-6.550	-12.43	-6.57
		China Rwy Constr	9.440	07:00	0.21	9.420	0.21	9.750	-0.330	-3.38	-8.59
	S	China Northern Rare	9.890	07:00	1.75	9.720	1.75	11.610	-1.890	-16.28	-8.84
	S	China Southrn Airl	6.690	07:00	0.75	6.640	0.75	7.500	-0.860	-11.47	-9.11
	L	China Petrol&Chem	4.900	07:00	-0.20	4.910	-0.20	5.330	-0.420	-7.88	-9.81
		SAIC Motor Corp	22.820	07:00		22.820		26.190	-3.370	-12.87	-10.00
	S	China Shenhua En	17.260	07:00	0.58	17.160	0.58	19.070	-1.910	-10.02	-10.82
	S	Shandong Gold	29.610	07:00	0.92	29.340	0.92	40.660	-11.320	-27.84	-11.23
	S	Huatai Secs	17.220	07:00	0.41	17.150	0.41	21.210	-4.060	-19.14	-11.79
	L	Bank of Shanghai	9.210	07:00		9.210		8.880	0.330	3.72	-13.80
	S	China State Constr	5.020	07:00	0.60	4.990	0.60	5.890	-0.900	-15.28	-14.07
	S	China Molybdenum	3.460	07:00	2.37	3.380	2.37	3.890	-0.510	-13.11	-14.69
	S	CRRC	6.940	07:00	0.87	6.880	0.87	7.960	-1.080	-13.57	-16.70
	S	China Rwy Group	5.570	07:00	0.91	5.520	0.91	6.460	-0.940	-14.55	-17.03
		Baoshan Iron&Steel	5.370	07:00	1.90	5.270	1.90	6.440	-1.170	-18.17	-20.12
	S	PetroChina	5.540	07:00	0.36	5.520	0.36	6.750	-1.230	-18.22	-20.67
		⇓instrument	freshest		⇓ Δday	11/18/19	⇓ Δwk	7/08/19	prc diff	⇓ Δ19	∅-RS
	S	China Comms Constr	8.570	07:00	1.18	8.470	1.18	10.960	-2.490	-22.72	-24.30
SSE 50 - 50 out of 50 instruments rated - 11/18/19 / 7/08/19 - 18 did rise, Market-Ratio(19) = 36.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

	SSE 50 RS = 19 - B/S = 49/47

1/05/15	scale up chart	11/18/19

Transactions Shanghai Stock Exchange 50 * A19 - 49/47 (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		1/09/06	7		- cash -
long	1/09/06	10/16/06	280		Anhui Conch Cement	100	3,003	3.330	5.420		2.090	63	16,276	89
short	10/16/06	10/23/06	7		Hua Xia Bank	100	6,492	2.507	2.396	2.623	0.116	5	17,031	964
long	10/23/06	11/13/06	21		Citic Secs	100	3,497	4.870	5.370		0.500	10	18,780	447
short	11/13/06	11/20/06	7		Shanghai Oriental	100	5,412	3.470	3.560	3.380	-0.090	-3	18,293	-75
long	11/20/06	1/21/08	427		Sinolink Secs	100	11,459	1.596	14.768		13.171	825	169,221	570
short	1/21/08	2/09/09	385		Shanghai Int Port	100	21,021	8.050	4.270	15.176	7.126	89	319,021	82
long	2/09/09	11/30/09	294		Kangmei Pharma	100	139,817	2.282	4.546		2.265	99	635,651	135
short	11/30/09	12/28/09	28		China Rwy Constr	100	68,867	9.230	9.140	9.321	0.091	1	641,911	14
long	12/28/09	1/25/10	28		SAIC Motor Corp	100	31,130	20.620	16.390		-4.230	-21	510,231	-95
short	1/25/10	2/08/10	14		China Rwy Constr	100	60,239	8.470	8.610	8.330	-0.140	-2	501,798	-35
long	2/08/10	3/01/10	21		IM Yili	100	103,747	4.837	5.173		0.337	7	536,719	222
short	3/01/10	10/11/10	224		Poly Real Estate	100	82,318	6.520	5.733	7.415	0.895	14	610,360	23
long	10/11/10	12/13/10	63		China Northern Rare	100	35,670	17.111	15.718		-1.393	-8	560,661	-39
short	12/13/10	1/31/11	49		Shanghai Pudong	100	56,066	10.000	9.780	10.225	0.225	2	573,271	18
long	1/31/11	2/21/11	21		China Shipbuilding	100	65,070	8.810	8.830		0.020	0	574,572	4
short	2/21/11	4/04/11	42		Shanghai Pudong	100	57,399	10.010	11.220	8.800	-1.210	-12	505,119	-67
long	4/04/11	5/23/11	49		IM BaoTou Steel	100	178,803	2.825	2.461		-0.364	-13	439,983	-64
short	5/23/11	5/30/11	7		China Life	100	23,023	19.110	18.850	19.374	0.264	1	446,052	104
long	5/30/11	6/06/11	7		China Northern Rare	100	19,868	22.450	26.003		3.553	16	516,649	212,394
short	6/06/11	1/23/12	231		China Rwy Constr	100	86,251	5.990	4.120	8.709	2.719	45	751,148	81
long	1/23/12	3/19/12	56		China Minsheng Bk	100	138,035	5.442	5.275		-0.167	-3	728,138	-18
short	3/19/12	4/09/12	21		Anhui Conch Cement	100	44,698	16.290	16.780	15.800	-0.490	-3	706,236	-41
long	4/09/12	6/04/12	56		China Northern Rare	100	29,595	23.863	30.147		6.283	26	892,193	359
short	6/04/12	12/10/12	189		China Unicom	100	223,607	3.990	3.360	4.738	0.748	19	1,059,473	39
long	12/10/12	4/29/13	140		China Rwy Constr	100	182,040	5.820	5.140		-0.680	-12	935,686	-28
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/29/13	5/06/13	7		China Northern Rare	100	50,871	18.393	18.607	18.180	-0.213	-1	924,830	-46
long	5/06/13	5/13/13	7		China Minsheng Bk	100	108,062	8.558	8.575		0.017	0	926,635	11
short	5/13/13	11/04/13	175		China Northern Rare	100	48,565	19.080	17.613	20.669	1.589	8	1,003,795	18
long	11/04/13	12/23/13	49		Shanghai Oriental	100	27,698	36.240	36.480		0.240	1	1,010,443	5
short	12/23/13	6/02/14	161		Poly Real Estate	100	189,693	5.327	5.020	5.652	0.325	6	1,072,169	14
long	6/02/14	6/23/14	21		Sinolink Secs	100	109,740	9.770	9.460		-0.310	-3	1,038,149	-43
short	6/23/14	7/07/14	14		Kangmei Pharma	100	142,212	7.300	7.330	7.270	-0.030	0	1,033,883	-10
long	7/07/14	8/03/15	392		AVIC Aviation Engine	100	41,157	25.120	48.280		23.160	92	1,987,079	84
short	8/03/15	1/04/16	154		China Northern Rare	100	140,330	14.160	12.660	15.838	1.678	12	2,222,511	30
long	1/04/16	1/11/16	7		Shanghai Pudong	100	124,860	17.800	17.050		-0.750	-4	2,128,866	-89
short	1/11/16	6/13/16	154		Haitong Secs	100	169,766	12.540	14.850	10.230	-2.310	-18	1,736,706	-38
long	6/13/16	8/01/16	49		Kweichow Moutai	100	6,499	267.200	306.960		39.760	15	1,995,106	181
short	8/01/16	8/15/16	14		China Cosco	100	390,431	5.110	5.340	4.880	-0.230	-5	1,905,307	-70
long	8/15/16	12/26/16	133		Kweichow Moutai	100	5,976	318.780	324.500		5.720	2	1,939,490	5
short	12/26/16	1/09/17	14		Orient Secs	100	124,806	15.540	15.260	15.825	0.285	2	1,975,072	61
long	1/09/17	4/10/17	91		China Unicom	100	256,170	7.710	7.470		-0.240	-3	1,913,591	-12
short	4/10/17	4/17/17	7		Dongxing Secs	100	106,133	18.030	17.370	18.715	0.685	4	1,986,303	599
long	4/17/17	4/24/17	7		China Unicom	100	265,904	7.470	7.470		0.000	0	1,986,303	0
short	4/24/17	5/01/17	7		Dongxing Secs	100	117,951	16.840	17.190	16.490	-0.350	-2	1,945,020	-67
long	5/01/17	5/22/17	21		China Unicom	100	260,377	7.470	7.470		0.000	0	1,945,020	0
short	5/22/17	5/29/17	7		AVIC Aviation Engine	100	74,923	25.960	24.590	27.406	1.446	6	2,053,381	1,589
long	5/29/17	12/04/17	189		China Unicom	100	274,883	7.470	7.120		-0.350	-5	1,957,172	-9
short	12/04/17	1/15/18	42		Tsinghua Tongfang	100	181,219	10.800	10.080	11.571	0.771	7	2,096,965	82
long	1/15/18	2/12/18	28		Kweichow Moutai	100	2,670	785.370	697.480		-87.890	-11	1,862,298	-79
short	2/12/18	2/26/18	14		Founder Secs	100	296,072	6.290	6.520	6.060	-0.230	-4	1,794,202	-62
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	2/26/18	3/05/18	7		Kweichow Moutai	100	2,413	743.510	720.110		-23.400	-3	1,737,738	-81
short	3/05/18	11/05/18	245		Founder Secs	100	269,835	6.440	5.630	7.367	0.927	14	1,987,740	22
long	11/05/18	12/10/18	35		Bank of Shanghai	100	162,929	12.200	11.510		-0.690	-6	1,875,319	-46
short	12/10/18	12/17/18	7		China Molybdenum	100	472,372	3.970	4.150	3.790	-0.180	-5	1,790,292	-91
long	12/17/18	12/24/18	7		China Rwy Constr	100	148,942	12.020	11.200		-0.820	-7	1,668,159	-97
short	12/24/18	1/21/19	28		China Molybdenum	100	422,318	3.950	3.920	3.980	0.030	1	1,680,913	10
long	1/21/19	2/04/19	14		Shandong Gold	100	57,038	29.470	30.900		1.430	5	1,762,478	244
short	2/04/19	2/18/19	14		San’an Optoelectron	100	168,175	10.480	12.850	8.110	-2.370	-23	1,363,903	-100
long	2/18/19	7/08/19	140		Shandong Gold	100	42,357	32.200	40.660		8.460	26	1,722,243	84
short	7/08/19	9/16/19	70		Bank of Shanghai	100	193,946	8.880	9.280	8.480	-0.400	-5	1,644,665	-21
long	9/16/19	9/23/19	7		Kweichow Moutai	100	1,496	1,099.000	1,149.000		50.000	5	1,719,465	917
short	9/23/19	10/14/19	21		Bank of Shanghai	100	187,305	9.180	9.760	8.600	-0.580	-6	1,610,828	-68
long	10/14/19	10/21/19	7		Kweichow Moutai	100	1,365	1,180.000	1,168.500		-11.500	-1	1,595,130	-40
short	10/21/19	11/19/19	29		PetroChina	100	263,222	6.060	5.540	6.629	0.569	9	1,744,851	209
accum	1/09/06	11/19/19	5062	days out of 5069 invested (100%)							17,349		1,744,851	45

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sinolink Secs	long	11/20/06	1/21/08	427	1.60	14.77		13.17	825.11
	long	6/02/14	6/23/14	21	9.77	9.46		-0.31	-3.17	795.75
AVIC Aviation Engine	long	7/07/14	8/03/15	392	25.12	48.28		23.16	92.20
	short	5/22/17	5/29/17	7	25.96	24.59	27.41	1.45	5.57	102.91
Kangmei Pharma	long	2/09/09	11/30/09	294	2.28	4.55		2.26	99.25
	short	6/23/14	7/07/14	14	7.30	7.33	7.27	-0.03	-0.41	98.43
Shanghai Int Port	short	1/21/08	2/09/09	385	8.05	4.27	15.18	7.13	88.52	88.52
China Northern Rare	long	10/11/10	12/13/10	63	17.11	15.72		-1.39	-8.14
	long	5/30/11	6/06/11	7	22.45	26.00		3.55	15.83
	long	4/09/12	6/04/12	56	23.86	30.15		6.28	26.33
	short	4/29/13	5/06/13	7	18.39	18.61	18.18	-0.21	-1.16
	short	5/13/13	11/04/13	175	19.08	17.61	20.67	1.59	8.33
	short	8/03/15	1/04/16	154	14.16	12.66	15.84	1.68	11.85	60.97
Anhui Conch Cement	long	1/09/06	10/16/06	280	3.33	5.42		2.09	62.76
	short	3/19/12	4/09/12	21	16.29	16.78	15.80	-0.49	-3.01	57.87
Shandong Gold	long	1/21/19	2/04/19	14	29.47	30.90		1.43	4.85
	long	2/18/19	7/08/19	140	32.20	40.66		8.46	26.27	32.40
Poly Real Estate	short	3/01/10	10/11/10	224	6.52	5.73	7.41	0.89	13.72
	short	12/23/13	6/02/14	161	5.33	5.02	5.65	0.33	6.11	20.67
China Rwy Constr	short	11/30/09	12/28/09	28	9.23	9.14	9.32	0.09	0.98
	short	1/25/10	2/08/10	14	8.47	8.61	8.33	-0.14	-1.65
	short	6/06/11	1/23/12	231	5.99	4.12	8.71	2.72	45.39
	long	12/10/12	4/29/13	140	5.82	5.14		-0.68	-11.68
	long	12/17/18	12/24/18	7	12.02	11.20		-0.82	-6.82	18.82
Citic Secs	long	10/23/06	11/13/06	21	4.87	5.37		0.50	10.27	10.27
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Founder Secs	short	2/12/18	2/26/18	14	6.29	6.52	6.06	-0.23	-3.66
	short	3/05/18	11/05/18	245	6.44	5.63	7.37	0.93	14.39	10.20
China Unicom	short	6/04/12	12/10/12	189	3.99	3.36	4.74	0.75	18.75
	long	1/09/17	4/10/17	91	7.71	7.47		-0.24	-3.11
	long	4/17/17	4/24/17	7	7.47	7.47		0.00	0.00
	long	5/01/17	5/22/17	21	7.47	7.47		0.00	0.00
	long	5/29/17	12/04/17	189	7.47	7.12		-0.35	-4.69	9.66
PetroChina	short	10/21/19	11/19/19	29	6.06	5.54	6.63	0.57	9.39	9.39
Tsinghua Tongfang	short	12/04/17	1/15/18	42	10.80	10.08	11.57	0.77	7.14	7.14
IM Yili	long	2/08/10	3/01/10	21	4.84	5.17		0.34	6.96	6.96
Hua Xia Bank	short	10/16/06	10/23/06	7	2.51	2.40	2.62	0.12	4.64	4.64
Kweichow Moutai	long	6/13/16	8/01/16	49	267.20	306.96		39.76	14.88
	long	8/15/16	12/26/16	133	318.78	324.50		5.72	1.79
	long	1/15/18	2/12/18	28	785.37	697.48		-87.89	-11.19
	long	2/26/18	3/05/18	7	743.51	720.11		-23.40	-3.15
	long	9/16/19	9/23/19	7	1,099.00	1,149.00		50.00	4.55
	long	10/14/19	10/21/19	7	1,180.00	1,168.50		-11.50	-0.97	4.14
Orient Secs	short	12/26/16	1/09/17	14	15.54	15.26	15.83	0.29	1.83	1.83
Dongxing Secs	short	4/10/17	4/17/17	7	18.03	17.37	18.72	0.69	3.80
	short	4/24/17	5/01/17	7	16.84	17.19	16.49	-0.35	-2.08	1.64
China Life	short	5/23/11	5/30/11	7	19.11	18.85	19.37	0.26	1.38	1.38
China Shipbuilding	long	1/31/11	2/21/11	21	8.81	8.83		0.02	0.23	0.23
Shanghai Oriental	short	11/13/06	11/20/06	7	3.47	3.56	3.38	-0.09	-2.59
	long	11/04/13	12/23/13	49	36.24	36.48		0.24	0.66	-1.95
China Minsheng Bk	long	1/23/12	3/19/12	56	5.44	5.28		-0.17	-3.06
	long	5/06/13	5/13/13	7	8.56	8.58		0.02	0.20	-2.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
China Molybdenum	short	12/10/18	12/17/18	7	3.97	4.15	3.79	-0.18	-4.53
	short	12/24/18	1/21/19	28	3.95	3.92	3.98	0.03	0.76	-3.80
China Cosco	short	8/01/16	8/15/16	14	5.11	5.34	4.88	-0.23	-4.50	-4.50
IM BaoTou Steel	long	4/04/11	5/23/11	49	2.83	2.46		-0.36	-12.90	-12.90
Shanghai Pudong	short	12/13/10	1/31/11	49	10.00	9.78	10.22	0.22	2.25
	short	2/21/11	4/04/11	42	10.01	11.22	8.80	-1.21	-12.09
	long	1/04/16	1/11/16	7	17.80	17.05		-0.75	-4.21	-13.90
Bank of Shanghai	long	11/05/18	12/10/18	35	12.20	11.51		-0.69	-5.66
	short	7/08/19	9/16/19	70	8.88	9.28	8.48	-0.40	-4.50
	short	9/23/19	10/14/19	21	9.18	9.76	8.60	-0.58	-6.32	-15.60
Haitong Secs	short	1/11/16	6/13/16	154	12.54	14.85	10.23	-2.31	-18.42	-18.42
SAIC Motor Corp	long	12/28/09	1/25/10	28	20.62	16.39		-4.23	-20.51	-20.51
San’an Optoelectron	short	2/04/19	2/18/19	14	10.48	12.85	8.11	-2.37	-22.61	-22.61

Annotations

7/17/18	Bank of Shanghai	stock split 5:7 (seven for five)
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
7/11/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
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
	Guotai Junan Secs	recording started
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)
	Bank of Bejing	forward stock split 10:12 (twelve for ten)
7/16/15	Qingdao Haier	forward stock split 10:20 (twenty for ten)
6/22/15	CSR	Merger with CNR builds CRRC (China Railway Rolling Stock Corp)
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)


	is taking down something concerning