Assessment - Shanghai Stock Exchange 50 - 16/05/22 - RS = 19
⇐
⇓ instrument
freshest
⇓ Δday
16/05/22
⇓ Δwk
3/01/22
prc diff
⇓ Δ19
∅-RS
S
SSE 50 ew
2,162.580
Fri
1.90
2,107.110
2.63
2,543.790
-436.680
-17.17
-14.37
L
China Shenhua En
32.350
Fri
4.46
31.000
4.35
22.520
8.480
37.66
41.27
Poly Developments
17.040
Fri
-0.87
16.940
0.59
15.630
1.310
8.38
21.51
L
China State Constr
5.910
Fri
0.34
5.980
-1.17
5.000
0.980
19.60
19.48
China Rwy Constr
8.370
Fri
0.24
8.290
0.97
7.800
0.490
6.28
6.57
Bank of Comm
4.930
Fri
0.61
4.970
-0.80
4.610
0.360
7.81
5.68
L
Bank of China
3.190
Fri
0.31
3.190
3.050
0.140
4.59
2.67
Shanghai Int AP
47.760
Fri
2.16
47.840
-0.17
46.690
1.150
2.46
1.38
L
China Petrol&Chem
4.320
Fri
0.70
4.330
-0.23
4.230
0.100
2.36
1.20
L
Agricultural Bank
3.020
Fri
3.040
-0.66
2.940
0.100
3.40
1.08
PetroChina
5.220
Fri
1.56
5.170
0.97
4.910
0.260
5.30
0.12
S
Postal Savings Bank
5.280
Fri
2.13
5.250
0.57
5.100
0.150
2.94
-0.83
L
Ind and Comm Bk
4.630
Fri
0.43
4.680
-1.07
4.630
0.050
1.08
-1.56
IM Yili
37.680
Fri
2.03
37.320
0.96
41.460
-4.140
-9.99
-1.84
S
Industrial Bank
19.690
Fri
2.13
19.340
1.81
19.040
0.300
1.58
-3.15
Haier Smart Home
26.080
Fri
3.12
25.660
1.64
29.890
-4.230
-14.15
-3.19
Kweichow Moutai
1,800.010
Fri
2.51
1,758.000
2.39
2,050.000
-292.000
-14.24
-5.25
Anhui Conch Cement
37.970
Fri
1.15
38.120
-0.39
40.300
-2.180
-5.41
-6.65
L
People's Insurance
4.660
Fri
1.53
4.650
0.22
4.700
-0.050
-1.06
-7.01
L
China Minsheng Bk
3.780
Fri
-0.26
3.730
1.34
3.900
-0.170
-4.36
-7.02
S
Beijing-Shanghai HSR
4.670
Fri
3.78
4.530
3.09
4.830
-0.300
-6.21
-7.53
S
Shandong Gold
18.120
Fri
1.91
17.910
1.17
18.820
-0.910
-4.84
-8.24
S
China Everbright Bk
3.130
Fri
0.64
3.120
0.32
3.320
-0.200
-6.02
-8.92
Shanghai Pudong
8.040
Fri
1.64
7.970
0.88
8.530
-0.560
-6.57
-9.93
S
China Unicom
3.540
Fri
0.85
3.490
1.43
3.930
-0.440
-11.20
-12.47
⇓ instrument
freshest
⇓ Δday
16/05/22
⇓ Δwk
3/01/22
prc diff
⇓ Δ19
∅-RS
S
China Shipbuilding
3.540
Fri
0.57
3.510
0.85
4.220
-0.710
-16.82
-14.27
S
China Life
24.920
Fri
1.63
25.060
-0.56
30.090
-5.030
-16.72
-15.33
S
SAIC Motor Corp
16.800
Fri
1.63
16.180
3.83
20.630
-4.450
-21.57
-16.46
S
Guotai Junan Secs
14.380
Fri
1.48
14.160
1.55
17.890
-3.730
-20.85
-16.62
LONGi Green Energy
76.680
Fri
2.01
68.000
12.76
86.200
-18.200
-21.11
-17.07
S
Ping An Ins
44.310
Fri
2.36
43.360
2.19
50.410
-7.050
-13.99
-17.48
Wanhua Chemical
84.180
Fri
3.42
81.800
2.91
101.000
-19.200
-19.01
-17.79
S
Shanghai Fosun
44.410
Fri
1.62
44.270
0.32
48.940
-4.670
-9.54
-17.97
S
Huatai Secs
13.240
Fri
1.22
13.050
1.46
17.760
-4.710
-26.52
-18.33
S
Foxconn Industrial
9.460
Fri
1.18
9.300
1.72
11.920
-2.620
-21.98
-18.41
S
China Secs
22.730
Fri
2.57
22.500
1.02
29.250
-6.750
-23.08
-19.00
S
Citic Secs
19.750
Fri
1.96
19.070
3.57
26.410
-7.340
-27.79
-20.31
L
WuXi AppTec
98.520
Fri
2.72
98.810
-0.29
118.580
-19.770
-16.67
-21.13
China Tourism
175.750
Fri
4.74
174.320
0.82
219.410
-45.090
-20.55
-22.75
Haitong Secs
9.050
Fri
1.34
8.890
1.80
12.260
-3.370
-27.49
-22.76
S
China Pacific Ins
21.150
Fri
3.07
20.710
2.12
27.120
-6.410
-23.64
-23.21
S
China Molybdenum
4.690
Fri
4.92
4.460
5.16
5.580
-1.120
-20.07
-23.54
S
China Merchants Bank
39.960
Fri
5.07
36.890
8.32
48.710
-11.820
-24.27
-25.63
Sany Heavy Industry
16.590
Fri
4.27
16.240
2.16
22.800
-6.560
-28.77
-29.11
S
New China Life
28.210
Fri
2.03
27.980
0.82
38.880
-10.900
-28.03
-29.41
S
Hongta Secs
7.960
Fri
1.79
7.980
-0.25
11.920
-3.940
-33.05
-29.96
S
San’an Optoelectron
21.050
Fri
0.86
20.180
4.31
37.560
-17.380
-46.27
-32.03
S
Wingtech Technology
71.600
Fri
-0.89
67.540
6.01
129.300
-61.760
-47.76
-32.09
S
Jiangsu Hengrui Med
30.240
Fri
3.38
29.430
2.75
50.710
-21.280
-41.96
-38.03
S
Yonyou Network Tech
19.200
Fri
5.79
18.680
2.78
35.880
-17.200
-47.94
-39.20
⇓ instrument
freshest
⇓ Δday
16/05/22
⇓ Δwk
3/01/22
prc diff
⇓ Δ19
∅-RS
S
Shenzhen Goodix Tech
58.700
Fri
0.95
56.720
3.49
107.770
-51.050
-47.37
-41.46
SSE 50 - 50 out of 50 instruments rated - 16/05/22 / 3/01/22 - 13 did rise, Market-Ratio(19) = 26.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
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
2/01/06
9/01/06
7
- cash -
long
9/01/06
16/10/06
280
Anhui Conch Cement
100
3,003
3.330
5.420
2.090
63
16,276
89
short
16/10/06
23/10/06
7
Hua Xia Bank
100
6,492
2.507
2.396
2.623
0.116
5
17,031
964
long
23/10/06
13/11/06
21
Citic Secs
100
3,497
4.870
5.370
0.500
10
18,780
447
short
13/11/06
20/11/06
7
Shanghai Oriental
100
5,412
3.470
3.560
3.380
-0.090
-3
18,293
-75
long
20/11/06
21/01/08
427
Sinolink Secs
100
11,459
1.596
14.768
13.171
825
169,221
570
short
21/01/08
9/02/09
385
Shanghai Int Port
100
21,021
8.050
4.270
15.176
7.126
89
319,021
82
long
9/02/09
30/11/09
294
Kangmei Pharma
100
139,817
2.282
4.546
2.265
99
635,651
135
short
30/11/09
28/12/09
28
China Rwy Constr
100
68,867
9.230
9.140
9.321
0.091
1
641,911
14
long
28/12/09
25/01/10
28
SAIC Motor Corp
100
31,130
20.620
16.390
-4.230
-21
510,231
-95
short
25/01/10
8/02/10
14
China Rwy Constr
100
60,239
8.470
8.610
8.330
-0.140
-2
501,798
-35
long
8/02/10
1/03/10
21
IM Yili
100
103,747
4.837
5.173
0.337
7
536,719
222
short
1/03/10
11/10/10
224
Poly Developments
100
82,318
6.520
5.733
7.415
0.895
14
610,360
23
long
11/10/10
13/12/10
63
China Northern Rare
100
35,670
17.111
15.718
-1.393
-8
560,661
-39
short
13/12/10
31/01/11
49
Shanghai Pudong
100
56,066
10.000
9.780
10.225
0.225
2
573,271
18
long
31/01/11
21/02/11
21
China Shipbuilding
100
65,070
8.810
8.830
0.020
0
574,572
4
short
21/02/11
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
23/05/11
49
IM BaoTou Steel
100
178,803
2.825
2.461
-0.364
-13
439,983
-64
short
23/05/11
30/05/11
7
China Life
100
23,023
19.110
18.850
19.374
0.264
1
446,052
104
long
30/05/11
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
23/01/12
231
China Rwy Constr
100
86,251
5.990
4.120
8.709
2.719
45
751,148
81
long
23/01/12
19/03/12
56
China Minsheng Bk
100
138,035
5.442
5.275
-0.167
-3
728,138
-18
short
19/03/12
9/04/12
21
Anhui Conch Cement
100
44,698
16.290
16.780
15.800
-0.490
-3
706,236
-41
long
9/04/12
4/06/12
56
China Northern Rare
100
29,595
23.863
30.147
6.283
26
892,193
359
short
4/06/12
10/12/12
189
China Unicom
100
223,607
3.990
3.360
4.738
0.748
19
1,059,473
39
long
10/12/12
29/04/13
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
29/04/13
6/05/13
7
China Northern Rare
100
50,871
18.393
18.607
18.180
-0.213
-1
924,830
-46
long
6/05/13
13/05/13
7
China Minsheng Bk
100
108,062
8.558
8.575
0.017
0
926,635
11
short
13/05/13
4/11/13
175
China Northern Rare
100
48,565
19.080
17.613
20.669
1.589
8
1,003,795
18
long
4/11/13
23/12/13
49
Shanghai Oriental
100
27,698
36.240
36.480
0.240
1
1,010,443
5
short
23/12/13
2/06/14
161
Poly Developments
100
189,693
5.327
5.020
5.652
0.325
6
1,072,169
14
long
2/06/14
23/06/14
21
Sinolink Secs
100
109,740
9.770
9.460
-0.310
-3
1,038,149
-43
short
23/06/14
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
3/08/15
392
AVIC Aviation Engine
100
41,157
25.120
48.280
23.160
92
1,987,079
84
short
3/08/15
4/01/16
154
China Northern Rare
100
140,330
14.160
12.660
15.838
1.678
12
2,222,511
30
long
4/01/16
11/01/16
7
Shanghai Pudong
100
124,860
17.800
17.050
-0.750
-4
2,128,866
-89
short
11/01/16
13/06/16
154
Haitong Secs
100
169,766
12.540
14.850
10.230
-2.310
-18
1,736,706
-38
long
13/06/16
1/08/16
49
Kweichow Moutai
100
6,499
267.200
306.960
39.760
15
1,995,106
181
short
1/08/16
15/08/16
14
China Cosco
100
390,431
5.110
5.340
4.880
-0.230
-5
1,905,307
-70
long
15/08/16
26/12/16
133
Kweichow Moutai
100
5,976
318.780
324.500
5.720
2
1,939,490
5
short
26/12/16
9/01/17
14
Orient Secs
100
124,806
15.540
15.260
15.825
0.285
2
1,975,072
61
long
9/01/17
10/04/17
91
China Unicom
100
256,170
7.710
7.470
-0.240
-3
1,913,591
-12
short
10/04/17
17/04/17
7
Dongxing Secs
100
106,133
18.030
17.370
18.715
0.685
4
1,986,303
599
long
17/04/17
24/04/17
7
China Unicom
100
265,904
7.470
7.470
0.000
0
1,986,303
0
short
24/04/17
1/05/17
7
Dongxing Secs
100
117,951
16.840
17.190
16.490
-0.350
-2
1,945,020
-67
long
1/05/17
22/05/17
21
China Unicom
100
260,377
7.470
7.470
0.000
0
1,945,020
0
short
22/05/17
29/05/17
7
AVIC Aviation Engine
100
74,923
25.960
24.590
27.406
1.446
6
2,053,381
1,589
long
29/05/17
4/12/17
189
China Unicom
100
274,883
7.470
7.120
-0.350
-5
1,957,172
-9
short
4/12/17
15/01/18
42
Tsinghua Tongfang
100
181,219
10.800
10.080
11.571
0.771
7
2,096,965
82
long
15/01/18
12/02/18
28
Kweichow Moutai
100
2,670
785.370
697.480
-87.890
-11
1,862,298
-79
short
12/02/18
26/02/18
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
26/02/18
5/03/18
7
Kweichow Moutai
100
2,413
743.510
720.110
-23.400
-3
1,737,738
-81
short
5/03/18
5/11/18
245
Founder Secs
100
269,835
6.440
5.630
7.367
0.927
14
1,987,740
22
long
5/11/18
10/12/18
35
Bank of Shanghai
100
162,929
12.200
11.510
-0.690
-6
1,875,319
-46
short
10/12/18
17/12/18
7
China Molybdenum
100
472,372
3.970
4.150
3.790
-0.180
-5
1,790,292
-91
long
17/12/18
24/12/18
7
China Rwy Constr
100
148,942
12.020
11.200
-0.820
-7
1,668,159
-97
short
24/12/18
21/01/19
28
China Molybdenum
100
422,318
3.950
3.920
3.980
0.030
1
1,680,913
10
long
21/01/19
4/02/19
14
Shandong Gold
100
57,038
29.470
30.900
1.430
5
1,762,478
244
short
4/02/19
18/02/19
14
San’an Optoelectron
100
168,175
10.480
12.850
8.110
-2.370
-23
1,363,903
-100
long
18/02/19
8/07/19
140
Shandong Gold
100
42,357
32.200
40.660
8.460
26
1,722,243
84
short
8/07/19
16/09/19
70
Bank of Shanghai
100
193,946
8.880
9.280
8.480
-0.400
-5
1,644,665
-21
long
16/09/19
23/09/19
7
Kweichow Moutai
100
1,496
1,099.000
1,149.000
50.000
5
1,719,465
917
short
23/09/19
14/10/19
21
Bank of Shanghai
100
187,305
9.180
9.760
8.600
-0.580
-6
1,610,828
-68
long
14/10/19
21/10/19
7
Kweichow Moutai
100
1,365
1,180.000
1,168.500
-11.500
-1
1,595,130
-40
short
21/10/19
16/12/19
56
PetroChina
100
263,222
6.060
5.770
6.365
0.305
5
1,675,308
38
long
16/12/19
27/01/20
42
San’an Optoelectron
100
85,387
19.620
22.560
2.940
15
1,926,346
237
short
27/01/20
6/07/20
161
China Comms Constr
100
229,326
8.400
8.750
8.050
-0.350
-4
1,846,081
-9
long
6/07/20
16/11/20
133
China Merchants Secs
100
63,157
29.230
21.310
-7.920
-27
1,345,878
-58
short
16/11/20
30/11/20
14
Shandong Gold
100
54,400
24.740
23.840
25.674
0.934
4
1,396,688
163
long
30/11/20
21/12/20
21
LONGi Green Energy
100
20,330
68.700
85.420
16.720
24
1,736,605
4,308
short
21/12/20
18/01/21
28
Shenzhen Goodix Tech
100
11,161
155.590
159.080
152.100
-3.490
-2
1,697,653
-26
long
18/01/21
1/02/21
14
LONGi Green Energy
100
16,454
103.170
106.920
3.750
4
1,759,356
154
short
1/02/21
15/02/21
14
Shenzhen Goodix Tech
100
12,832
137.100
133.600
140.692
3.592
3
1,805,445
96
long
15/02/21
22/03/21
35
China Tourism
100
4,654
387.860
311.650
-76.210
-20
1,450,763
-90
short
22/03/21
13/12/21
266
Shenzhen Goodix Tech
100
12,919
112.290
106.600
118.284
5.994
5
1,528,196
7
long
13/12/21
17/01/22
35
Wingtech Technology
100
11,065
138.100
121.020
-17.080
-12
1,339,206
-75
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
17/01/22
20/05/22
123
China Tourism
100
7,032
190.430
175.750
206.336
15.906
8
1,451,058
27
accum 9/01/06
20/05/22 5976
days out of 5983 invested (100%)
14,411
1,451,058
36
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Sinolink Secs long 20/11/06 21/01/08 427 1.60 14.77 13.17 825.11
long 2/06/14 23/06/14 21 9.77 9.46 -0.31 -3.17 795.75
AVIC Aviation Engine long 7/07/14 3/08/15 392 25.12 48.28 23.16 92.20
short 22/05/17 29/05/17 7 25.96 24.59 27.41 1.45 5.57 102.91
Kangmei Pharma long 9/02/09 30/11/09 294 2.28 4.55 2.26 99.25
short 23/06/14 7/07/14 14 7.30 7.33 7.27 -0.03 -0.41 98.43
Shanghai Int Port short 21/01/08 9/02/09 385 8.05 4.27 15.18 7.13 88.52 88.52
China Northern Rare long 11/10/10 13/12/10 63 17.11 15.72 -1.39 -8.14
long 30/05/11 6/06/11 7 22.45 26.00 3.55 15.83
long 9/04/12 4/06/12 56 23.86 30.15 6.28 26.33
short 29/04/13 6/05/13 7 18.39 18.61 18.18 -0.21 -1.16
short 13/05/13 4/11/13 175 19.08 17.61 20.67 1.59 8.33
short 3/08/15 4/01/16 154 14.16 12.66 15.84 1.68 11.85 60.97
Anhui Conch Cement long 9/01/06 16/10/06 280 3.33 5.42 2.09 62.76
short 19/03/12 9/04/12 21 16.29 16.78 15.80 -0.49 -3.01 57.87
Shandong Gold long 21/01/19 4/02/19 14 29.47 30.90 1.43 4.85
long 18/02/19 8/07/19 140 32.20 40.66 8.46 26.27
short 16/11/20 30/11/20 14 24.74 23.84 25.67 0.93 3.78 37.40
LONGi Green Energy long 30/11/20 21/12/20 21 68.70 85.42 16.72 24.34
long 18/01/21 1/02/21 14 103.17 106.92 3.75 3.63 28.86
Poly Developments short 1/03/10 11/10/10 224 6.52 5.73 7.41 0.89 13.72
short 23/12/13 2/06/14 161 5.33 5.02 5.65 0.33 6.11 20.67
China Rwy Constr short 30/11/09 28/12/09 28 9.23 9.14 9.32 0.09 0.98
short 25/01/10 8/02/10 14 8.47 8.61 8.33 -0.14 -1.65
short 6/06/11 23/01/12 231 5.99 4.12 8.71 2.72 45.39
long 10/12/12 29/04/13 140 5.82 5.14 -0.68 -11.68
long 17/12/18 24/12/18 7 12.02 11.20 -0.82 -6.82 18.82
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Citic Secs long 23/10/06 13/11/06 21 4.87 5.37 0.50 10.27 10.27
Founder Secs short 12/02/18 26/02/18 14 6.29 6.52 6.06 -0.23 -3.66
short 5/03/18 5/11/18 245 6.44 5.63 7.37 0.93 14.39 10.20
China Unicom short 4/06/12 10/12/12 189 3.99 3.36 4.74 0.75 18.75
long 9/01/17 10/04/17 91 7.71 7.47 -0.24 -3.11
long 17/04/17 24/04/17 7 7.47 7.47 0.00 0.00
long 1/05/17 22/05/17 21 7.47 7.47 0.00 0.00
long 29/05/17 4/12/17 189 7.47 7.12 -0.35 -4.69 9.66
Tsinghua Tongfang short 4/12/17 15/01/18 42 10.80 10.08 11.57 0.77 7.14 7.14
IM Yili long 8/02/10 1/03/10 21 4.84 5.17 0.34 6.96 6.96
Shenzhen Goodix Tech short 21/12/20 18/01/21 28 155.59 159.08 152.10 -3.49 -2.24
short 1/02/21 15/02/21 14 137.10 133.60 140.69 3.59 2.62
short 22/03/21 13/12/21 266 112.29 106.60 118.28 5.99 5.34 5.67
PetroChina short 21/10/19 16/12/19 56 6.06 5.77 6.36 0.30 5.03 5.03
Hua Xia Bank short 16/10/06 23/10/06 7 2.51 2.40 2.62 0.12 4.64 4.64
Kweichow Moutai long 13/06/16 1/08/16 49 267.20 306.96 39.76 14.88
long 15/08/16 26/12/16 133 318.78 324.50 5.72 1.79
long 15/01/18 12/02/18 28 785.37 697.48 -87.89 -11.19
long 26/02/18 5/03/18 7 743.51 720.11 -23.40 -3.15
long 16/09/19 23/09/19 7 1,099.00 1,149.00 50.00 4.55
long 14/10/19 21/10/19 7 1,180.00 1,168.50 -11.50 -0.97 4.14
Orient Secs short 26/12/16 9/01/17 14 15.54 15.26 15.83 0.29 1.83 1.83
Dongxing Secs short 10/04/17 17/04/17 7 18.03 17.37 18.72 0.69 3.80
short 24/04/17 1/05/17 7 16.84 17.19 16.49 -0.35 -2.08 1.64
China Life short 23/05/11 30/05/11 7 19.11 18.85 19.37 0.26 1.38 1.38
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
China Shipbuilding long 31/01/11 21/02/11 21 8.81 8.83 0.02 0.23 0.23
Shanghai Oriental short 13/11/06 20/11/06 7 3.47 3.56 3.38 -0.09 -2.59
long 4/11/13 23/12/13 49 36.24 36.48 0.24 0.66 -1.95
China Minsheng Bk long 23/01/12 19/03/12 56 5.44 5.28 -0.17 -3.06
long 6/05/13 13/05/13 7 8.56 8.58 0.02 0.20 -2.87
China Molybdenum short 10/12/18 17/12/18 7 3.97 4.15 3.79 -0.18 -4.53
short 24/12/18 21/01/19 28 3.95 3.92 3.98 0.03 0.76 -3.80
China Comms Constr short 27/01/20 6/07/20 161 8.40 8.75 8.05 -0.35 -4.17 -4.17
China Cosco short 1/08/16 15/08/16 14 5.11 5.34 4.88 -0.23 -4.50 -4.50
San’an Optoelectron short 4/02/19 18/02/19 14 10.48 12.85 8.11 -2.37 -22.61
long 16/12/19 27/01/20 42 19.62 22.56 2.94 14.98 -11.02
Wingtech Technology long 13/12/21 17/01/22 35 138.10 121.02 -17.08 -12.37 -12.37
IM BaoTou Steel long 4/04/11 23/05/11 49 2.83 2.46 -0.36 -12.90 -12.90
China Tourism long 15/02/21 22/03/21 35 387.86 311.65 -76.21 -19.65
short 17/01/22 20/05/22 123 190.43 175.75 206.34 15.91 8.35 -12.94
Shanghai Pudong short 13/12/10 31/01/11 49 10.00 9.78 10.22 0.22 2.25
short 21/02/11 4/04/11 42 10.01 11.22 8.80 -1.21 -12.09
long 4/01/16 11/01/16 7 17.80 17.05 -0.75 -4.21 -13.90
Bank of Shanghai long 5/11/18 10/12/18 35 12.20 11.51 -0.69 -5.66
short 8/07/19 16/09/19 70 8.88 9.28 8.48 -0.40 -4.50
short 23/09/19 14/10/19 21 9.18 9.76 8.60 -0.58 -6.32 -15.60
Haitong Secs short 11/01/16 13/06/16 154 12.54 14.85 10.23 -2.31 -18.42 -18.42
SAIC Motor Corp long 28/12/09 25/01/10 28 20.62 16.39 -4.23 -20.51 -20.51
China Merchants Secs long 6/07/20 16/11/20 133 29.23 21.31 -7.92 -27.10 -27.10
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
Guotai Junan Secs recording started
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)
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