Assessment - Shanghai Stock Exchange 50 - 2/22/21 - RS = 19
⇐
⇓ instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
10/12/20
prc diff
⇓ Δ19
∅-RS
L
SSE 50 ew
2,759.550
07:00
-2.24
2,839.790
-2.83
2,710.880
128.910
4.76
12.27
L
China Tourism
307.910
07:00
-3.51
339.000
-9.17
212.000
127.000
59.91
137.34
L
LONGi Green Energy
104.460
07:00
0.44
108.880
-4.06
82.730
26.150
31.61
132.91
L
Wanhua Chemical
130.800
07:00
-1.91
135.350
-3.36
77.200
58.150
75.32
116.77
Sany Heavy Industry
41.110
07:00
-4.73
43.280
-5.01
27.440
15.840
57.73
85.88
L
China Molybdenum
6.700
07:00
-8.22
7.600
-11.84
3.960
3.640
91.92
79.62
L
Kweichow Moutai
2,122.780
07:00
-1.27
2,288.020
-7.22
1,750.610
537.410
30.70
48.79
L
Industrial Bank
24.680
07:00
-5.84
25.810
-4.38
16.740
9.070
54.18
47.15
L
WuXi AppTec
143.680
07:00
-2.39
157.300
-8.66
107.800
49.500
45.92
46.21
Haier Smart Home
28.920
07:00
-3.92
29.520
-2.03
22.800
6.720
29.47
44.46
L
China Merchants Bank
51.100
07:00
-6.15
54.200
-5.72
37.560
16.640
44.30
42.34
L
China Pacific Ins
44.190
07:00
-3.93
42.620
3.68
33.170
9.450
28.49
33.43
L
IM Yili
43.220
07:00
-2.00
46.580
-7.21
41.690
4.890
11.73
32.37
Postal Savings Bank
6.120
07:00
-1.29
6.020
1.66
4.570
1.450
31.73
21.44
China Shenhua En
17.750
07:00
-4.16
18.890
-6.03
16.740
2.150
12.84
14.15
Shanghai Fosun
46.040
07:00
0.52
47.010
-2.06
55.330
-8.320
-15.04
12.65
San’an Optoelectron
29.940
07:00
2.08
28.470
5.16
26.090
2.380
9.12
12.19
L
China Petrol&Chem
4.510
07:00
-3.22
4.650
-3.01
3.960
0.690
17.42
11.86
L
China Everbright Bk
4.100
07:00
-2.84
4.230
-3.07
3.860
0.370
9.59
9.24
SAIC Motor Corp
21.250
07:00
-1.85
22.300
-4.71
20.100
2.200
10.95
8.00
Jiangsu Hengrui Med
101.800
07:00
0.74
100.010
1.79
94.200
5.810
6.17
7.75
Ping An Ins
85.180
07:00
-2.25
83.000
2.63
80.860
2.140
2.65
6.31
L
Ind and Comm Bk
5.370
07:00
-1.29
5.370
4.960
0.410
8.27
5.33
L
Shanghai Pudong
10.540
07:00
-2.41
10.710
-1.59
9.590
1.120
11.68
4.89
Citic Secs
27.250
07:00
-1.73
27.770
-1.87
31.720
-3.950
-12.45
2.63
⇓ instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
10/12/20
prc diff
⇓ Δ19
∅-RS
L
PetroChina
4.360
07:00
-1.58
4.450
-2.02
4.180
0.270
6.46
1.63
New China Life
52.090
07:00
-4.28
52.390
-0.57
67.090
-14.700
-21.91
1.47
China Life
33.160
07:00
-6.22
34.720
-4.49
46.860
-12.140
-25.91
0.29
L
Agricultural Bank
3.260
07:00
-0.31
3.260
3.190
0.070
2.19
-0.71
L
Foxconn Industrial
13.810
07:00
-0.79
13.970
-1.15
14.020
-0.050
-0.36
-2.12
Wingtech Technology
100.820
07:00
-2.34
112.600
-10.46
126.860
-14.260
-11.24
-2.50
L
China Shipbuilding
4.120
07:00
-1.67
4.230
-2.60
4.490
-0.260
-5.79
-2.68
China State Constr
5.050
07:00
-1.56
5.000
1.00
5.150
-0.150
-2.91
-2.68
L
Bank of China
3.240
07:00
-0.31
3.250
-0.31
3.230
0.020
0.62
-2.95
Anhui Conch Cement
53.340
07:00
-2.22
54.410
-1.97
56.890
-2.480
-4.36
-3.06
Beijing-Shanghai HSR
5.680
07:00
-2.07
5.800
-2.07
5.910
-0.110
-1.86
-4.28
Yonyou Network Tech
36.900
07:00
-2.89
40.630
-9.18
43.080
-2.450
-5.69
-4.34
L
Bank of Comm
4.570
07:00
-1.08
4.620
-1.08
4.600
0.020
0.43
-4.42
L
China Minsheng Bk
5.180
07:00
-1.33
5.250
-1.33
5.370
-0.120
-2.23
-4.52
S
Guotai Junan Secs
16.660
07:00
-1.24
16.800
-0.83
19.000
-2.200
-11.58
-4.98
S
Poly Developments
15.540
07:00
-3.30
14.700
5.71
16.430
-1.730
-10.53
-6.44
S
People's Insurance
6.130
07:00
-1.92
6.150
-0.33
7.050
-0.900
-12.77
-7.80
S
Huatai Secs
17.170
07:00
-1.77
17.550
-2.17
21.620
-4.070
-18.83
-8.34
China Rwy Constr
7.830
07:00
-2.61
7.970
-1.76
8.530
-0.560
-6.57
-9.20
Haitong Secs
12.090
07:00
-1.71
12.200
-0.90
15.000
-2.800
-18.67
-9.34
China Unicom
4.330
07:00
-1.81
4.480
-3.35
5.000
-0.520
-10.40
-9.53
S
China Secs
35.320
07:00
-1.92
36.330
-2.78
51.780
-15.450
-29.84
-9.88
Shanghai Int AP
61.880
07:00
-1.84
60.910
1.59
70.120
-9.210
-13.13
-13.10
Shandong Gold
22.210
07:00
-2.54
23.940
-7.23
26.450
-2.510
-9.49
-19.00
S
Hongta Secs
14.450
07:00
-0.41
14.560
-0.76
19.170
-4.610
-24.05
-24.11
⇓ instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
10/12/20
prc diff
⇓ Δ19
∅-RS
S
Shenzhen Goodix Tech
138.110
07:00
-0.85
138.210
-0.07
170.690
-32.480
-19.03
-28.07
SSE 50 - 50 out of 50 instruments rated - 2/22/21 / 10/12/20 - 26 did rise, Market-Ratio(19) = 52.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
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
12/17/07
714
Anhui Conch Cement
100
3,134
3.190
20.600
17.410
546
64,563
159
12/17/07
1/28/08
42
Shandong Gold
100
3,708
17.410
25.000
7.590
44
92,707
2,221
1/28/08
1/26/09
364
- cash -
1/26/09
2/02/09
7
San’an Optoelectron
100
85,578
1.083
1.259
0.175
16
107,700
248,061
2/02/09
2/09/09
7
- cash -
2/09/09
11/30/09
294
San’an Optoelectron
100
79,092
1.362
3.314
1.953
143
262,143
202
11/30/09
12/28/09
28
- cash -
12/28/09
2/01/10
35
SAIC Motor Corp
100
12,713
20.620
14.960
-5.660
-27
190,187
-96
2/01/10
2/08/10
7
- cash -
2/08/10
3/01/10
21
San’an Optoelectron
100
35,647
5.335
5.978
0.643
12
213,108
623
3/01/10
9/27/10
210
- cash -
9/27/10
10/04/10
7
San’an Optoelectron
100
25,783
8.265
8.265
0.000
0
213,108
0
10/04/10
10/11/10
7
- cash -
10/11/10
12/20/10
70
Shandong Gold
100
3,453
61.710
55.580
-6.130
-10
191,941
-42
12/20/10
1/03/11
14
- cash -
1/03/11
1/17/11
14
China Shipbuilding
100
24,766
7.750
7.090
-0.660
-9
175,596
-90
1/17/11
1/31/11
14
- cash -
1/31/11
2/28/11
28
China Shipbuilding
100
19,931
8.810
8.860
0.050
1
176,592
8
2/28/11
4/04/11
35
- cash -
4/04/11
6/13/11
70
Anhui Conch Cement
100
6,487
27.220
23.380
-3.840
-14
151,682
-55
6/13/11
1/23/12
224
- cash -
1/23/12
3/19/12
56
China Minsheng Bk
100
27,874
5.442
5.275
-0.167
-3
147,036
-18
3/19/12
4/09/12
21
- cash -
4/09/12
6/25/12
77
Wingtech Technology
100
14,927
9.850
10.320
0.470
5
154,051
25
6/25/12
8/06/12
42
- cash -
8/06/12
8/13/12
7
Shanghai Fosun
100
13,326
11.560
11.630
0.070
1
154,984
37
8/13/12
12/10/12
119
- cash -
12/10/12
2/18/13
70
China Rwy Constr
100
26,629
5.820
5.820
0.000
0
154,984
0
2/18/13
5/13/13
84
China Minsheng Bk
100
17,848
8.683
8.575
-0.108
-1
153,051
-5
5/13/13
5/20/13
7
- cash -
5/20/13
5/27/13
7
China Minsheng Bk
100
17,132
8.933
8.708
-0.225
-3
149,197
-74
5/27/13
6/03/13
7
- cash -
6/03/13
6/10/13
7
China Minsheng Bk
100
17,248
8.650
8.325
-0.325
-4
143,591
-86
6/10/13
11/04/13
147
- cash -
11/04/13
1/06/14
63
LONGi Green Energy
100
46,541
3.085
2.968
-0.118
-4
138,122
-20
1/06/14
6/02/14
147
- cash -
6/02/14
6/23/14
21
Yonyou Network Tech
100
18,380
7.515
6.469
-1.045
-14
118,908
-93
6/23/14
7/07/14
14
- cash -
7/07/14
12/22/14
168
Yonyou Network Tech
100
15,959
7.451
12.249
4.798
64
195,476
194
12/22/14
8/03/15
224
China Rwy Constr
100
13,631
14.340
16.520
2.180
15
225,192
26
8/03/15
1/04/16
154
- cash -
1/04/16
1/11/16
7
Wingtech Technology
100
6,106
36.880
27.640
-9.240
-25
168,772
-100
1/11/16
5/30/16
140
- cash -
5/30/16
12/26/16
210
Shandong Gold
100
5,901
28.600
34.930
6.330
22
206,126
42
12/26/16
1/02/17
7
- cash -
1/02/17
7/24/17
203
China Unicom
100
28,236
7.300
7.470
0.170
2
210,926
4
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
7/24/17
11/13/17
112
China Molybdenum
100
29,214
7.220
6.710
-0.510
-7
196,027
-21
11/13/17
3/26/18
133
LONGi Green Energy
100
8,413
23.300
19.672
-3.628
-16
165,502
-37
3/26/18
11/05/18
224
- cash -
11/05/18
12/10/18
35
Yonyou Network Tech
100
8,504
19.462
17.877
-1.585
-8
152,027
-59
12/10/18
12/17/18
7
- cash -
12/17/18
12/24/18
7
China Rwy Constr
100
12,647
12.020
11.200
-0.820
-7
141,657
-97
12/24/18
1/21/19
28
- cash -
1/21/19
2/04/19
14
LONGi Green Energy
100
7,917
17.892
17.932
0.040
0
141,976
6
2/04/19
2/18/19
14
- cash -
2/18/19
7/08/19
140
LONGi Green Energy
100
7,106
19.978
21.850
1.872
9
155,276
26
7/08/19
9/09/19
63
- cash -
9/09/19
11/11/19
63
Wingtech Technology
100
2,134
72.750
82.620
9.870
14
176,339
109
11/11/19
11/18/19
7
- cash -
11/18/19
1/27/20
70
Wingtech Technology
100
2,139
82.410
121.000
38.590
47
258,883
641
1/27/20
2/17/20
21
- cash -
2/17/20
3/16/20
28
Wingtech Technology
100
2,080
124.460
120.300
-4.160
-3
250,230
-36
3/16/20
7/06/20
112
- cash -
7/06/20
11/16/20
133
China Tourism
100
1,244
201.030
186.450
-14.580
-7
232,092
-19
11/16/20
11/30/20
14
- cash -
11/30/20
12/28/20
28
LONGi Green Energy
100
3,378
68.700
92.150
23.450
34
311,306
4,498
12/28/20
1/18/21
21
- cash -
1/18/21
2/01/21
14
LONGi Green Energy
100
3,017
103.170
106.920
3.750
4
322,620
154
2/01/21
2/08/21
7
- cash -
2/08/21
2/26/21
18
China Tourism
100
901
357.990
307.910
-50.080
-14
277,498
-95
accum 1/02/06
2/26/21 3301
days out of 5534 invested (60%)
2,675
277,498
44
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Anhui Conch Cement long 1/02/06 12/17/07 714 3.19 20.60 17.41 545.77
4/04/11 6/13/11 70 27.22 23.38 -3.84 -14.11 454.67
San’an Optoelectron 1/26/09 2/02/09 7 1.08 1.26 0.18 16.17
2/09/09 11/30/09 294 1.36 3.31 1.95 143.40
2/08/10 3/01/10 21 5.34 5.98 0.64 12.05
9/27/10 10/04/10 7 8.27 8.27 0.00 0.00 216.85
Shandong Gold 12/17/07 1/28/08 42 17.41 25.00 7.59 43.60
10/11/10 12/20/10 70 61.71 55.58 -6.13 -9.93
5/30/16 12/26/16 210 28.60 34.93 6.33 22.13 57.96
Yonyou Network Tech 6/02/14 6/23/14 21 7.51 6.47 -1.05 -13.91
7/07/14 12/22/14 168 7.45 12.25 4.80 64.39
11/05/18 12/10/18 35 19.46 17.88 -1.58 -8.14 30.00
Wingtech Technology 4/09/12 6/25/12 77 9.85 10.32 0.47 4.77
1/04/16 1/11/16 7 36.88 27.64 -9.24 -25.05
9/09/19 11/11/19 63 72.75 82.62 9.87 13.57
11/18/19 1/27/20 70 82.41 121.00 38.59 46.83
2/17/20 3/16/20 28 124.46 120.30 -4.16 -3.34 26.56
LONGi Green Energy 11/04/13 1/06/14 63 3.09 2.97 -0.12 -3.81
11/13/17 3/26/18 133 23.30 19.67 -3.63 -15.57
1/21/19 2/04/19 14 17.89 17.93 0.04 0.23
2/18/19 7/08/19 140 19.98 21.85 1.87 9.37
11/30/20 12/28/20 28 68.70 92.15 23.45 34.13
1/18/21 2/01/21 14 103.17 106.92 3.75 3.63 23.75
China Rwy Constr 12/10/12 2/18/13 70 5.82 5.82 0.00 0.00
12/22/14 8/03/15 224 14.34 16.52 2.18 15.20
12/17/18 12/24/18 7 12.02 11.20 -0.82 -6.82 7.34
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
China Unicom 1/02/17 7/24/17 203 7.30 7.47 0.17 2.33 2.33
Shanghai Fosun 8/06/12 8/13/12 7 11.56 11.63 0.07 0.61 0.61
China Molybdenum 7/24/17 11/13/17 112 7.22 6.71 -0.51 -7.06 -7.06
China Shipbuilding 1/03/11 1/17/11 14 7.75 7.09 -0.66 -8.52
1/31/11 2/28/11 28 8.81 8.86 0.05 0.57 -8.00
China Minsheng Bk 1/23/12 3/19/12 56 5.44 5.28 -0.17 -3.06
2/18/13 5/13/13 84 8.68 8.58 -0.11 -1.25
5/20/13 5/27/13 7 8.93 8.71 -0.23 -2.52
6/03/13 6/10/13 7 8.65 8.33 -0.33 -3.76 -10.19
China Tourism 7/06/20 11/16/20 133 201.03 186.45 -14.58 -7.25
2/08/21 2/26/21 18 357.99 307.91 -50.08 -13.99 -20.23
SAIC Motor Corp 12/28/09 2/01/10 35 20.62 14.96 -5.66 -27.45 -27.45
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
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)
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)
write an annotation