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

Assessment - Shanghai Stock Exchange 50 - 7/01/24 - RS = 19

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/19/24	prc diff	⇓ Δ19	∅-RS
	L	SSE 50 ew	1,788.480	8/12/24	-0.09	1,866.650	-4.19	1,803.880	62.770	3.48	0.51
		Cosco Shipping	12.370	8/12/24	0.49	15.820	-21.81	10.280	5.540	53.89	44.56
		Shaanxi Coal	23.090	8/12/24	2.12	26.870	-14.07	25.370	1.500	5.91	31.67
	L	China Shenhua En	39.300	8/12/24	0.64	45.280	-13.21	39.810	5.470	13.74	31.06
		Zijin Mining	15.360	8/12/24	0.13	18.040	-14.86	12.850	5.190	40.39	28.15
		Haier Smart Home	25.790	8/12/24	1.46	28.390	-9.16	23.580	4.810	20.40	26.16
		China CSSC	38.000	8/12/24	-0.13	41.170	-7.70	32.910	8.260	25.10	23.74
		China Yangtze Pwr	29.180	8/12/24	-1.22	29.480	-1.02	25.200	4.280	16.98	18.53
		PetroChina	8.710	8/12/24	-0.34	10.430	-16.49	8.650	1.780	20.58	18.12
		Ind and Comm Bk	5.990	8/12/24	1.18	5.820	2.92	5.270	0.550	10.44	9.61
		Agricultural Bank	4.640	8/12/24	0.65	4.440	4.50	4.080	0.360	8.82	9.57
	L	China Pacific Ins	27.390	8/12/24	0.22	28.540	-4.03	26.330	2.210	8.39	9.20
	L	Industrial Bank	16.280	8/12/24	-0.55	17.750	-8.28	16.180	1.570	9.70	9.12
		Hygon	73.700	8/12/24	2.35	70.470	4.58	86.000	-15.530	-18.06	9.10
		Bank of China	4.660	8/12/24	0.65	4.670	-0.21	4.510	0.160	3.55	8.47
	L	GigaDevice	78.190	8/12/24	0.09	94.410	-17.18	66.950	27.460	41.02	8.17
		NARI Technology	23.530	8/12/24		24.850	-5.31	22.690	2.160	9.52	7.51
	L	Will Semiconductor	92.330	8/12/24	0.17	99.020	-6.76	85.650	13.370	15.61	6.30
		China Merchants Bank	32.120	8/12/24	-0.65	34.360	-6.52	31.620	2.740	8.67	6.17
		Sany Heavy Industry	15.340	8/12/24	-0.45	16.430	-6.63	14.140	2.290	16.20	3.70
		AECC Aviation Power	38.000	8/12/24	-0.13	36.270	4.77	32.710	3.560	10.88	3.61
		Wanhua Chemical	74.920	8/12/24	-0.91	82.300	-8.97	74.610	7.690	10.31	1.97
	L	China State Constr	5.500	8/12/24	-0.18	5.440	1.10	5.180	0.260	5.02	1.96
		Shanxi Xinghuacun	191.290	8/12/24	-1.14	207.060	-7.62	224.820	-17.760	-7.90	0.37
		PowerChina	5.400	8/12/24	-0.55	5.680	-4.93	4.990	0.690	13.83	0.15
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/19/24	prc diff	⇓ Δ19	∅-RS
	L	Great Wall Motor	22.210	8/12/24	-0.31	25.280	-12.14	22.080	3.200	14.49	-0.27
	S	China Petrol&Chem	6.570	8/12/24	0.15	6.390	2.82	6.280	0.110	1.75	-0.42
		China Telecom Corp	5.690	8/12/24	-1.56	6.100	-6.72	6.000	0.100	1.67	-0.56
	L	China Life	29.490	8/12/24	0.44	31.350	-5.93	30.980	0.370	1.19	-0.76
	S	SAIC Motor Corp	13.740	8/12/24	-0.87	13.860	-0.87	14.550	-0.690	-4.74	-1.22
	L	SMIC	48.780	8/12/24	0.60	45.810	6.48	44.820	0.990	2.21	-1.36
	S	IM Yili	24.350	8/12/24	0.66	25.970	-6.24	28.330	-2.360	-8.33	-2.06
		China Rwy Group	5.930	8/12/24	-1.33	6.570	-9.74	6.340	0.230	3.63	-2.48
		China Three Gorges R	4.750	8/12/24	-0.21	4.480	6.03	4.640	-0.160	-3.45	-3.11
	S	Jiangsu Hengrui Med	43.630	8/12/24	2.85	38.270	14.01	41.660	-3.390	-8.14	-3.34
	L	TBEA	13.330	8/12/24	0.23	13.960	-4.51	14.850	-0.890	-5.99	-3.97
		China Unicom	4.460	8/12/24	-1.33	4.680	-4.70	4.690	-0.010	-0.21	-4.30
	L	Ping An Ins	40.620	8/12/24	0.02	41.620	-2.40	42.730	-1.110	-2.60	-5.07
		Foshan Haitian F&F	35.480	8/12/24	-0.03	34.400	3.14	37.780	-3.380	-8.95	-7.66
	L	Poly Developments	8.260	8/12/24	-3.39	9.310	-11.28	9.810	-0.500	-5.10	-8.24
	S	Citic Secs	18.870	8/12/24	-0.11	18.200	3.68	20.850	-2.650	-12.71	-9.79
	S	Kweichow Moutai	1,436.100	8/12/24	-0.05	1,440.380	-0.30	1,695.430	-255.050	-15.04	-10.62
		Zhangzhou Pientze	208.000	8/12/24	-0.60	206.230	0.86	212.310	-6.080	-2.86	-10.83
		China Northern Rare	16.820	8/12/24	-0.65	18.030	-6.71	18.530	-0.500	-2.70	-12.84
		Beijing Kingsoft	192.470	8/12/24	-0.91	205.000	-6.11	246.570	-41.570	-16.86	-17.22
	S	Tongwei	18.670	8/12/24		18.840	-0.90	26.000	-7.160	-27.54	-22.83
	S	China Tourism	63.950	8/12/24	-1.36	62.500	2.32	85.290	-22.790	-26.72	-24.31
	S	LONGi Green Energy	13.930	8/12/24	0.87	14.050	-0.85	20.190	-6.140	-30.41	-26.11
	L	Trina Solar	17.340	8/12/24	0.58	17.120	1.29	23.690	-6.570	-27.73	-26.26
		Zhejiang Huayou	22.260	8/12/24	-0.27	22.350	-0.40	25.450	-3.100	-12.18	-26.70
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/19/24	prc diff	⇓ Δ19	∅-RS
		WuXi AppTec	41.380	8/12/24	-0.29	38.660	7.04	50.050	-11.390	-22.76	-29.23
SSE 50 - 50 out of 50 instruments rated - 7/01/24 / 2/19/24 - 28 did rise, Market-Ratio(19) = 56.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

	SSE 50 RS = 19 - B/S = 46/46

1/04/21	scale up chart	7/01/24

Transactions Shanghai Stock Exchange 50 * L19 - 46 ex 12 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	5/29/06	147		Tongwei	100	7,035	1.421	1.960	0.539	38	13,790	122
	5/29/06	1/21/08	602		Citic Secs	100	2,780	4.960	26.660	21.700	438	74,116	177
1/21/08		1/26/09	371		- cash -
	1/26/09	2/02/09	7		TBEA	100	6,806	10.889	10.793	-0.096	-1	73,460	-37
2/02/09		2/09/09	7		- cash -
	2/09/09	6/22/09	133		TBEA	100	6,060	12.121	13.192	1.071	9	79,951	26
	6/22/09	11/09/09	140		Poly Developments	100	9,406	8.500	8.633	0.133	2	81,205	4
	11/09/09	12/07/09	28		SAIC Motor Corp	100	4,236	19.170	19.760	0.590	3	83,704	48
12/07/09		12/28/09	21		- cash -
	12/28/09	2/01/10	35		SAIC Motor Corp	100	4,059	20.620	14.960	-5.660	-27	60,730	-96
2/01/10		2/08/10	7		- cash -
	2/08/10	3/01/10	21		IM Yili	100	12,556	4.837	5.173	0.337	7	64,957	222
3/01/10		9/27/10	210		- cash -
	9/27/10	10/04/10	7		China Northern Rare	100	4,123	15.751	17.069	1.318	8	70,390	6,499
10/04/10		10/11/10	7		- cash -
	10/11/10	2/28/11	140		China Northern Rare	100	4,113	17.111	16.224	-0.887	-5	66,743	-13
2/28/11		4/04/11	35		- cash -
	4/04/11	5/23/11	49		China Northern Rare	100	3,088	21.613	21.453	-0.160	-1	66,249	-5
5/23/11		5/30/11	7		- cash -
	5/30/11	6/13/11	14		China Northern Rare	100	2,950	22.450	25.723	3.273	15	75,905	3,376
6/13/11		2/13/12	245		- cash -
	2/13/12	3/26/12	42		IM Yili	100	10,299	7.370	7.643	0.273	4	78,720	37
3/26/12		4/16/12	21		- cash -
	4/16/12	6/25/12	70		China Northern Rare	100	3,381	23.277	28.467	5.190	22	96,267	186
6/25/12		12/10/12	168		- cash -
	12/10/12	5/13/13	154		Great Wall Motor	100	15,128	6.363	12.553	6.190	97	189,910	400
5/13/13		11/04/13	175		- cash -
	11/04/13	12/23/13	49		LONGi Green Energy	100	61,555	3.085	2.968	-0.118	-4	182,677	-25
12/23/13		6/16/14	175		- cash -
	6/16/14	6/23/14	7		Tongwei	100	38,057	4.800	4.585	-0.215	-4	174,495	-91
6/23/14		7/07/14	14		- cash -
	7/07/14	12/01/14	147		AECC Aviation Power	100	6,946	25.120	27.310	2.190	9	189,706	23
	12/01/14	8/03/15	245		China Rwy Group	100	38,402	4.940	13.310	8.370	169	511,131	338
8/03/15		1/04/16	154		- cash -
	1/04/16	1/11/16	7		Zhangzhou Pientze	100	12,378	41.293	35.693	-5.600	-14	441,814	-100
1/11/16		5/30/16	140		- cash -
	5/30/16	5/15/17	350		Zhejiang Huayou	100	35,279	12.523	18.035	5.512	44	636,254	46
	5/15/17	7/24/17	70		China Unicom	100	85,174	7.470	7.470	0.000	0	636,254	0
	7/24/17	3/26/18	245		Zhejiang Huayou	100	23,602	26.957	51.708	24.751	92	1,220,418	164
3/26/18		11/12/18	231		- cash -
	11/12/18	11/19/18	7		NARI Technology	100	67,989	17.950	18.030	0.080	0	1,225,857	26
11/19/18		12/17/18	28		- cash -
	12/17/18	12/24/18	7		NARI Technology	100	65,588	18.690	18.250	-0.440	-2	1,196,999	-71
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
12/24/18		1/21/19	28		- cash -
	1/21/19	2/04/19	14		LONGi Green Energy	100	66,902	17.892	17.932	0.040	0	1,199,701	6
2/04/19		2/18/19	14		- cash -
	2/18/19	7/15/19	147		Tongwei	100	97,775	12.270	13.590	1.320	11	1,328,764	29
7/15/19		8/05/19	21		- cash -
	8/05/19	8/12/19	7		Will Semiconductor	100	26,954	49.296	52.593	3.296	7	1,417,613	2,822
8/12/19		9/09/19	28		- cash -
	9/09/19	11/04/19	56		Will Semiconductor	100	18,174	78.000	81.370	3.370	4	1,478,866	32
11/04/19		11/18/19	14		- cash -
	11/18/19	11/25/19	7		Will Semiconductor	100	15,988	92.496	84.074	-8.422	-9	1,344,212	-99
11/25/19		12/16/19	21		- cash -
	12/16/19	1/27/20	42		Will Semiconductor	100	12,171	110.437	139.630	29.193	26	1,699,520	668
1/27/20		2/17/20	21		- cash -
	2/17/20	2/24/20	7		GigaDevice	100	10,475	162.245	205.102	42.857	26	2,148,447	> 999,999
2/24/20		3/02/20	7		- cash -
	3/02/20	3/09/20	7		GigaDevice	100	11,951	179.765	150.980	-28.785	-16	1,804,438	-100
3/09/20		6/15/20	98		- cash -
	6/15/20	6/22/20	7		GigaDevice	100	11,738	153.721	168.893	15.172	10	1,982,527	13,437
6/22/20		7/06/20	14		- cash -
	7/06/20	5/31/21	329		China Tourism	100	9,861	201.030	334.500	133.470	66	3,298,675	76
5/31/21		6/14/21	14		- cash -
	6/14/21	6/21/21	7		Cosco Shipping	100	127,460	25.880	27.150	1.270	5	3,460,549	1,116
6/21/21		7/19/21	28		- cash -
	7/19/21	8/16/21	28		Cosco Shipping	100	155,530	22.250	20.590	-1.660	-7	3,202,369	-64
8/16/21		9/06/21	21		- cash -
	9/06/21	9/27/21	21		China Northern Rare	100	60,708	52.750	44.200	-8.550	-16	2,683,316	-95
9/27/21		10/25/21	28		- cash -
	10/25/21	11/08/21	14		Trina Solar	100	40,229	66.700	72.490	5.790	9	2,916,241	776
11/08/21		11/15/21	7		- cash -
	11/15/21	11/29/21	14		Trina Solar	100	41,189	70.800	72.770	1.970	3	2,997,384	105
11/29/21		12/06/21	7		- cash -
	12/06/21	1/17/22	42		Trina Solar	100	42,752	70.110	67.370	-2.740	-4	2,880,243	-29
1/17/22		9/05/22	231		- cash -
	9/05/22	9/19/22	14		Shaanxi Coal	100	117,417	24.530	22.930	-1.600	-7	2,692,376	-83
9/19/22		12/05/22	77		- cash -
	12/05/22	12/12/22	7		China Unicom	100	517,764	5.200	5.080	-0.120	-2	2,630,244	-70
12/12/22		1/09/23	28		- cash -
	1/09/23	5/22/23	133		China Unicom	100	528,161	4.980	4.980	0.000	0	2,630,244	0
	5/22/23	5/29/23	7		Beijing Kingsoft	100	6,347	414.360	415.960	1.600	0	2,640,400	22
5/29/23		6/19/23	21		- cash -
	6/19/23	6/26/23	7		Beijing Kingsoft	100	5,455	484.000	477.710	-6.290	-1	2,606,088	-49
6/26/23		7/31/23	35		- cash -
	7/31/23	8/14/23	14		Beijing Kingsoft	100	6,418	406.000	409.000	3.000	1	2,625,342	21
8/14/23		3/04/24	203		- cash -
	3/04/24	3/18/24	14		Shaanxi Coal	100	97,997	26.790	24.340	-2.450	-9	2,385,249	-92
3/18/24		3/25/24	7		- cash -
	3/25/24	8/12/24	140		Shaanxi Coal	100	91,775	25.990	23.090	-2.900	-11	2,119,101	-27
accum	1/02/06	8/12/24	4144	days out of 7133 invested (58%)						21,091		2,119,101	60

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Citic Secs	long	5/29/06	1/21/08	602	4.96	26.66	21.70	437.50	437.50
Zhejiang Huayou		5/30/16	5/15/17	350	12.52	18.03	5.51	44.01
		7/24/17	3/26/18	245	26.96	51.71	24.75	91.82	176.23
China Rwy Group		12/01/14	8/03/15	245	4.94	13.31	8.37	169.43	169.43
Great Wall Motor		12/10/12	5/13/13	154	6.36	12.55	6.19	97.28	97.28
China Tourism		7/06/20	5/31/21	329	201.03	334.50	133.47	66.39	66.39
Tongwei		1/02/06	5/29/06	147	1.42	1.96	0.54	37.90
		6/16/14	6/23/14	7	4.80	4.59	-0.22	-4.48
		2/18/19	7/15/19	147	12.27	13.59	1.32	10.76	45.90
Will Semiconductor		8/05/19	8/12/19	7	49.30	52.59	3.30	6.69
		9/09/19	11/04/19	56	78.00	81.37	3.37	4.32
		11/18/19	11/25/19	7	92.50	84.07	-8.42	-9.11
		12/16/19	1/27/20	42	110.44	139.63	29.19	26.43	27.90
China Northern Rare		9/27/10	10/04/10	7	15.75	17.07	1.32	8.37
		10/11/10	2/28/11	140	17.11	16.22	-0.89	-5.18
		4/04/11	5/23/11	49	21.61	21.45	-0.16	-0.74
		5/30/11	6/13/11	14	22.45	25.72	3.27	14.58
		4/16/12	6/25/12	70	23.28	28.47	5.19	22.30
		9/06/21	9/27/21	21	52.75	44.20	-8.55	-16.21	19.75
GigaDevice		2/17/20	2/24/20	7	162.25	205.10	42.86	26.41
		3/02/20	3/09/20	7	179.77	150.98	-28.79	-16.01
		6/15/20	6/22/20	7	153.72	168.89	15.17	9.87	16.65
IM Yili		2/08/10	3/01/10	21	4.84	5.17	0.34	6.96
		2/13/12	3/26/12	42	7.37	7.64	0.27	3.71	10.93
AECC Aviation Power		7/07/14	12/01/14	147	25.12	27.31	2.19	8.72	8.72
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
TBEA		1/26/09	2/02/09	7	10.89	10.79	-0.10	-0.88
		2/09/09	6/22/09	133	12.12	13.19	1.07	8.84	7.87
Trina Solar		10/25/21	11/08/21	14	66.70	72.49	5.79	8.68
		11/15/21	11/29/21	14	70.80	72.77	1.97	2.78
		12/06/21	1/17/22	42	70.11	67.37	-2.74	-3.91	7.34
Poly Developments		6/22/09	11/09/09	140	8.50	8.63	0.13	1.57	1.57
Beijing Kingsoft		5/22/23	5/29/23	7	414.36	415.96	1.60	0.39
		6/19/23	6/26/23	7	484.00	477.71	-6.29	-1.30
		7/31/23	8/14/23	14	406.00	409.00	3.00	0.74	-0.19
NARI Technology		11/12/18	11/19/18	7	17.95	18.03	0.08	0.45
		12/17/18	12/24/18	7	18.69	18.25	-0.44	-2.35	-1.92
China Unicom		5/15/17	7/24/17	70	7.47	7.47	0.00	0.00
		12/05/22	12/12/22	7	5.20	5.08	-0.12	-2.31
		1/09/23	5/22/23	133	4.98	4.98	0.00	0.00	-2.31
Cosco Shipping		6/14/21	6/21/21	7	25.88	27.15	1.27	4.91
		7/19/21	8/16/21	28	22.25	20.59	-1.66	-7.46	-2.92
LONGi Green Energy		11/04/13	12/23/13	49	3.09	2.97	-0.12	-3.81
		1/21/19	2/04/19	14	17.89	17.93	0.04	0.23	-3.59
Zhangzhou Pientze		1/04/16	1/11/16	7	41.29	35.69	-5.60	-13.56	-13.56
Shaanxi Coal		9/05/22	9/19/22	14	24.53	22.93	-1.60	-6.52
		3/04/24	3/18/24	14	26.79	24.34	-2.45	-9.15
		3/25/24	8/12/24	140	25.99	23.09	-2.90	-11.16	-24.55
SAIC Motor Corp		11/09/09	12/07/09	28	19.17	19.76	0.59	3.08
		12/28/09	2/01/10	35	20.62	14.96	-5.66	-27.45	-25.22

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)


	is taking down something concerning