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

Assessment - Shanghai Stock Exchange 50 - 10/07/19 - RS = 19

		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	5/27/19	prc diff	⇓ Δ19	∅-RS
		SSE 50 ew	2,327.680	Fri	1.09	2,266.420	2.70	2,179.090	87.330	4.01	3.50
	L	Kweichow Moutai	1,174.600	Fri	1.70	1,150.000	2.14	879.000	271.000	30.83	47.09
	L	Jiangsu Hengrui Med	83.390	Fri	0.47	80.680	3.36	61.200	19.480	31.83	25.60
		Ping An Ins	89.900	Fri	1.58	87.040	3.29	77.180	9.860	12.78	18.74
	L	Wanhua Chemical	44.780	Fri	1.22	44.150	1.43	38.550	5.600	14.53	17.30
		China Galaxy Secs	11.100	Fri	1.37	10.890	1.93	10.560	0.330	3.13	16.07
		Anhui Conch Cement	43.260	Fri	3.79	41.340	4.64	39.170	2.170	5.54	13.54
	L	San’an Optoelectron	13.830	Fri	-4.22	14.080	-1.78	10.630	3.450	32.46	13.17
		Citic Secs	22.940	Fri	2.46	22.480	2.05	20.630	1.850	8.97	11.56
		Poly Real Estate	15.710	Fri	0.38	14.300	9.86	12.680	1.620	12.78	9.60
		China Merchants Bank	36.290	Fri	3.36	34.750	4.43	33.780	0.970	2.87	9.36
		China Shipbuilding	5.510	Fri	-0.18	5.510		5.100	0.410	8.04	9.14
		China Life	28.410	Fri	1.72	27.480	3.38	25.660	1.820	7.09	7.67
		Shanghai Pudong	12.450	Fri	4.10	11.840	5.15	11.220	0.620	5.53	6.27
		China Merchants Secs	17.010	Fri	2.04	16.450	3.40	15.550	0.900	5.79	6.07
	L	360 Security Tech	25.460	Fri	4.73	23.480	8.43	21.960	1.520	6.92	5.85
		Shandong Gold	34.720	Fri	-1.31	33.890	2.45	29.810	4.080	13.69	5.67
	L	Greenland	7.290	Fri	1.11	7.060	3.26	6.790	0.270	3.98	5.02
		IM Yili	28.300	Fri	-0.60	28.520	-0.77	30.010	-1.490	-4.97	4.79
		China Unicom	6.120	Fri	0.49	6.010	1.83	5.860	0.150	2.56	2.65
		China Pacific Ins	36.490	Fri	1.53	34.870	4.65	33.080	1.790	5.41	2.60
		China Northern Rare	10.920	Fri	-0.36	10.870	0.46	12.450	-1.580	-12.69	2.53
		Orient Secs	10.320	Fri	0.98	10.200	1.18	10.590	-0.390	-3.68	2.52
		Guotai Junan Secs	17.790	Fri	1.66	17.570	1.25	16.630	0.940	5.65	2.06
		Industrial Bank	18.660	Fri	1.86	17.530	6.45	18.110	-0.580	-3.20	1.62
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	5/27/19	prc diff	⇓ Δ19	∅-RS
		Zheshang Secs	8.870	Fri	1.37	8.650	2.54	9.050	-0.400	-4.42	0.14
	S	Huatai Secs	19.020	Fri	1.98	19.090	-0.37	19.240	-0.150	-0.78	-0.07
		China Everbright Bk	4.310	Fri	1.17	3.940	9.39	3.890	0.050	1.29	-0.22
		Ind and Comm Bk	5.640	Fri	1.26	5.530	1.99	5.650	-0.120	-2.12	-0.67
	S	New China Life	50.180	Fri	1.11	48.670	3.10	50.430	-1.760	-3.49	-1.09
		Qingdao Haier	15.770	Fri	0.25	15.300	3.07	16.150	-0.850	-5.26	-1.69
		China Minsheng Bk	6.170	Fri	0.98	6.020	2.49	6.140	-0.120	-1.95	-1.76
	S	Bank of China	3.640	Fri	1.11	3.580	1.68	3.810	-0.230	-6.04	-2.97
	S	China Shenhua En	18.920	Fri	0.58	18.780	0.75	18.440	0.340	1.84	-3.38
	S	China Fortune Land	28.140	Fri	0.86	26.970	4.34	29.360	-2.390	-8.14	-3.42
	S	Agricultural Bank	3.530	Fri	1.15	3.460	2.02	3.700	-0.240	-6.49	-5.14
		China State Constr	5.510	Fri	0.55	5.430	1.47	5.570	-0.140	-2.51	-6.30
		Daqin Railway	7.630	Fri	0.39	7.590	0.53	8.240	-0.650	-7.89	-6.88
		SAIC Motor Corp	23.930	Fri	0.08	23.780	0.63	23.720	0.060	0.25	-7.97
	S	China Southrn Airl	6.900	Fri	1.47	6.630	4.07	7.290	-0.660	-9.05	-8.17
	S	Bank of Comm	5.590	Fri	1.08	5.450	2.57	5.990	-0.540	-9.02	-8.25
	S	Bank of Bejing	5.540	Fri	1.28	5.360	3.36	5.900	-0.540	-9.15	-8.80
		China Rwy Constr	9.710	Fri	0.62	9.460	2.64	9.470	-0.010	-0.11	-9.45
	L	China Molybdenum	3.620	Fri	0.28	3.640	-0.55	3.940	-0.300	-7.61	-9.55
	L	China Petrol&Chem	5.080	Fri	1.60	5.020	1.20	5.430	-0.410	-7.55	-10.35
		China Comms Constr	10.180	Fri	0.49	10.110	0.69	11.080	-0.970	-8.75	-12.20
		China Rwy Group	6.050	Fri	0.17	6.000	0.83	6.520	-0.520	-7.98	-12.33
	S	CRRC	7.370	Fri	0.82	7.320	0.68	7.900	-0.580	-7.34	-12.92
		Baoshan Iron&Steel	5.960	Fri	0.68	5.910	0.85	6.750	-0.840	-12.44	-13.06
		PetroChina	6.170	Fri	1.31	6.190	-0.32	7.180	-0.990	-13.79	-14.53
		⇓instrument	freshest		⇓ Δday	10/07/19	⇓ Δwk	5/27/19	prc diff	⇓ Δ19	∅-RS
		Bank of Shanghai	9.590	Fri	0.31	9.350	2.57	11.490	-2.140	-18.62	-14.72
SSE 50 - 50 out of 50 instruments rated - 10/07/19 / 5/27/19 - 23 did rise, Market-Ratio(19) = 46.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

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

1/05/15	scale up chart	10/07/19

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	1/21/08	35		Shandong Gold	100	3,708	17.410	23.710	6.300	36	87,923	2,405
1/21/08		2/09/09	385		- cash -
	2/09/09	11/30/09	294		San’an Optoelectron	100	64,568	1.362	3.314	1.953	143	214,005	202
11/30/09		12/28/09	28		- cash -
	12/28/09	2/01/10	35		SAIC Motor Corp	100	10,378	20.620	14.960	-5.660	-27	155,266	-96
2/01/10		2/08/10	7		- cash -
	2/08/10	3/01/10	21		San’an Optoelectron	100	29,102	5.335	5.978	0.643	12	173,978	623
3/01/10		10/11/10	224		- cash -
	10/11/10	1/17/11	98		China Northern Rare	100	10,167	17.111	14.344	-2.767	-16	145,849	-48
1/17/11		1/31/11	14		- cash -
	1/31/11	2/28/11	28		China Shipbuilding	100	16,554	8.810	8.860	0.050	1	146,677	8
2/28/11		4/04/11	35		- cash -
	4/04/11	5/23/11	49		China Northern Rare	100	6,786	21.613	21.453	-0.160	-1	145,591	-5
5/23/11		5/30/11	7		- cash -
	5/30/11	6/13/11	14		China Northern Rare	100	6,485	22.450	25.723	3.273	15	166,819	3,376
6/13/11		1/23/12	224		- cash -
	1/23/12	3/19/12	56		China Minsheng Bk	100	30,655	5.442	5.275	-0.167	-3	161,708	-18
3/19/12		4/09/12	21		- cash -
	4/09/12	6/04/12	56		China Northern Rare	100	6,776	23.863	30.147	6.283	26	204,285	359
6/04/12		12/10/12	189		- cash -
	12/10/12	2/18/13	70		China Rwy Constr	100	35,100	5.820	5.820	0.000	0	204,285	0
	2/18/13	4/29/13	70		China Minsheng Bk	100	23,526	8.683	8.183	-0.500	-6	192,522	-27
4/29/13		5/06/13	7		- cash -
	5/06/13	5/13/13	7		China Minsheng Bk	100	22,495	8.558	8.575	0.017	0	192,897	11
5/13/13		11/04/13	175		- cash -
	11/04/13	12/23/13	49		IM Yili	100	14,617	13.197	13.350	0.153	1	195,138	9
12/23/13		6/02/14	161		- cash -
	6/02/14	6/23/14	21		China Petrol&Chem	100	38,262	5.100	5.060	-0.040	-1	193,608	-13
6/23/14		7/07/14	14		- cash -
	7/07/14	12/01/14	147		SAIC Motor Corp	100	12,596	15.370	19.410	4.040	26	244,496	79
	12/01/14	7/20/15	231		Huatai Secs	100	13,187	18.540	21.590	3.050	16	284,716	27
	7/20/15	8/03/15	14		China Southrn Airl	100	23,242	12.250	11.250	-1.000	-8	261,474	-89
8/03/15		1/04/16	154		- cash -
	1/04/16	1/11/16	7		Jiangsu Hengrui Med	100	10,370	25.214	24.332	-0.881	-3	252,334	-84
1/11/16		5/30/16	140		- cash -
	5/30/16	8/01/16	63		Shandong Gold	100	8,822	28.600	46.430	17.830	62	409,630	1,556
8/01/16		8/08/16	7		- cash -
	8/08/16	12/26/16	140		Shandong Gold	100	9,764	41.950	34.930	-7.020	-17	341,087	-38
12/26/16		1/02/17	7		- cash -
	1/02/17	7/24/17	203		China Unicom	100	46,724	7.300	7.470	0.170	2	349,030	4
	7/24/17	11/20/17	119		China Molybdenum	100	48,342	7.220	6.220	-1.000	-14	300,688	-37
	11/20/17	12/18/17	28		360 Security Tech	100	13,182	22.810	44.470	21.660	95	586,210	601,904
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
12/18/17		12/25/17	7		- cash -
	12/25/17	3/26/18	91		360 Security Tech	100	12,752	45.970	40.970	-5.000	-11	522,450	-37
3/26/18		11/05/18	224		- cash -
	11/05/18	12/10/18	35		Bank of Shanghai	100	42,823	12.200	11.510	-0.690	-6	492,902	-46
12/10/18		12/17/18	7		- cash -
	12/17/18	12/24/18	7		China Rwy Constr	100	41,006	12.020	11.200	-0.820	-7	459,277	-97
12/24/18		1/21/19	28		- cash -
	1/21/19	2/04/19	14		Shandong Gold	100	15,584	29.470	30.900	1.430	5	481,562	244
2/04/19		2/18/19	14		- cash -
	2/18/19	4/01/19	42		Shandong Gold	100	14,955	32.200	31.430	-0.770	-2	470,047	-19
	4/01/19	7/08/19	98		China Galaxy Secs	100	37,334	12.590	11.250	-1.340	-11	420,019	-34
7/08/19		9/16/19	70		- cash -
	9/16/19	10/11/19	25		Kweichow Moutai	100	382	1,099.000	1,174.600	75.600	7	448,899	164
accum	1/02/06	10/11/19	2884	days out of 5033 invested (57%)						4,389		448,899	62

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	545.77
San’an Optoelectron		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	172.74
Shandong Gold		12/17/07	1/21/08	35	17.41	23.71	6.30	36.19
		5/30/16	8/01/16	63	28.60	46.43	17.83	62.34
		8/08/16	12/26/16	140	41.95	34.93	-7.02	-16.73
		1/21/19	2/04/19	14	29.47	30.90	1.43	4.85
		2/18/19	4/01/19	42	32.20	31.43	-0.77	-2.39	88.41
360 Security Tech		11/20/17	12/18/17	28	22.81	44.47	21.66	94.96
		12/25/17	3/26/18	91	45.97	40.97	-5.00	-10.88	73.75
China Northern Rare		10/11/10	1/17/11	98	17.11	14.34	-2.77	-16.17
		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
		4/09/12	6/04/12	56	23.86	30.15	6.28	26.33	20.45
Huatai Secs		12/01/14	7/20/15	231	18.54	21.59	3.05	16.45	16.45
Kweichow Moutai		9/16/19	10/11/19	25	1,099.00	1,174.60	75.60	6.88	6.88
China Unicom		1/02/17	7/24/17	203	7.30	7.47	0.17	2.33	2.33
IM Yili		11/04/13	12/23/13	49	13.20	13.35	0.15	1.16	1.16
China Shipbuilding		1/31/11	2/28/11	28	8.81	8.86	0.05	0.57	0.57
China Petrol&Chem		6/02/14	6/23/14	21	5.10	5.06	-0.04	-0.78	-0.78
Jiangsu Hengrui Med		1/04/16	1/11/16	7	25.21	24.33	-0.88	-3.50	-3.50
Bank of Shanghai		11/05/18	12/10/18	35	12.20	11.51	-0.69	-5.66	-5.66
China Rwy Constr		12/10/12	2/18/13	70	5.82	5.82	0.00	0.00
		12/17/18	12/24/18	7	12.02	11.20	-0.82	-6.82	-6.82
China Southrn Airl		7/20/15	8/03/15	14	12.25	11.25	-1.00	-8.16	-8.16
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
SAIC Motor Corp		12/28/09	2/01/10	35	20.62	14.96	-5.66	-27.45
		7/07/14	12/01/14	147	15.37	19.41	4.04	26.28	-8.38
China Minsheng Bk		1/23/12	3/19/12	56	5.44	5.28	-0.17	-3.06
		2/18/13	4/29/13	70	8.68	8.18	-0.50	-5.76
		5/06/13	5/13/13	7	8.56	8.58	0.02	0.20	-8.47
China Galaxy Secs		4/01/19	7/08/19	98	12.59	11.25	-1.34	-10.64	-10.64
China Molybdenum		7/24/17	11/20/17	119	7.22	6.22	-1.00	-13.85	-13.85

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