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

Assessment - Shanghai Stock Exchange 50 - 2/24/20 - RS = 19

		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	10/14/19	prc diff	⇓ Δ19	∅-RS
		SSE 50 ew	2,400.720	07:00	0.11	2,425.660	-1.03	2,353.290	72.370	3.08	4.88
	L	San’an Optoelectron	26.540	07:00	-6.38	29.780	-10.88	14.430	15.350	106.38	116.44
	L	360 Security Tech	24.300	07:00	-8.16	29.000	-16.21	25.390	3.610	14.22	28.28
		Anhui Conch Cement	55.670	07:00	4.47	53.020	5.00	43.150	9.870	22.87	25.32
	L	Zheshang Secs	11.610	07:00	-0.34	11.660	-0.43	9.130	2.530	27.71	23.52
		Jiangsu Hengrui Med	87.210	07:00	0.61	88.380	-1.32	83.560	4.820	5.77	19.64
	L	Shandong Gold	36.040	07:00	1.15	38.500	-6.39	34.000	4.500	13.24	12.91
		Wanhua Chemical	49.860	07:00	2.89	49.990	-0.26	45.120	4.870	10.79	11.18
	L	China Molybdenum	4.380	07:00		4.410	-0.68	3.650	0.760	20.82	11.14
	L	China Merchants Secs	18.710	07:00	0.38	18.880	-0.90	17.240	1.640	9.51	11.01
		Citic Secs	24.770	07:00	0.24	25.040	-1.08	23.090	1.950	8.45	9.75
		Kweichow Moutai	1,087.390	07:00	1.28	1,087.180	0.02	1,180.000	-92.820	-7.87	8.57
		Qingdao Haier	17.800	07:00	1.08	18.310	-2.79	15.810	2.500	15.81	8.39
		Poly Real Estate	15.830	07:00	-1.00	15.090	4.90	15.600	-0.510	-3.27	6.73
		China Life	30.900	07:00	-0.10	31.640	-2.34	29.020	2.620	9.03	5.56
		China Galaxy Secs	11.420	07:00	-0.09	11.520	-0.87	11.230	0.290	2.58	3.34
		Orient Secs	10.620	07:00	-0.65	10.890	-2.48	10.430	0.460	4.41	3.20
		Guotai Junan Secs	18.220	07:00	0.16	18.420	-1.09	18.080	0.340	1.88	2.80
	L	Huatai Secs	19.820	07:00	0.51	20.220	-1.98	19.080	1.140	5.97	2.45
		IM Yili	29.950	07:00	1.97	29.970	-0.07	28.530	1.440	5.05	0.46
		China Merchants Bank	35.220	07:00	1.12	35.050	0.49	36.830	-1.780	-4.83	-1.03
		China Unicom	5.750	07:00	-2.38	5.900	-2.54	6.150	-0.250	-4.07	-2.43
	S	Bank of China	3.620	07:00	0.56	3.590	0.84	3.670	-0.080	-2.18	-2.90
	S	Ping An Ins	79.790	07:00	-0.05	80.720	-1.15	90.450	-9.730	-10.76	-3.45
		SAIC Motor Corp	23.350	07:00	-0.68	23.700	-1.48	24.390	-0.690	-2.83	-3.47
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	10/14/19	prc diff	⇓ Δ19	∅-RS
	S	Industrial Bank	17.820	07:00	0.68	17.840	-0.11	19.010	-1.170	-6.15	-4.17
	S	Agricultural Bank	3.460	07:00	0.29	3.460		3.560	-0.100	-2.81	-4.44
	S	Ind and Comm Bk	5.400	07:00	-0.18	5.440	-0.74	5.720	-0.280	-4.90	-4.52
	S	China Everbright Bk	3.880	07:00	0.52	3.890	-0.26	4.600	-0.710	-15.43	-4.72
	S	Shanghai Pudong	11.210	07:00	0.09	11.160	0.45	12.940	-1.780	-13.76	-5.02
	S	China Minsheng Bk	5.850	07:00	0.17	5.860	-0.17	6.270	-0.410	-6.54	-5.23
	S	China Pacific Ins	33.120	07:00	-0.39	33.750	-1.87	37.090	-3.340	-9.01	-6.15
		China State Constr	5.390	07:00	-1.10	5.290	1.89	5.560	-0.270	-4.86	-6.99
	S	New China Life	46.100	07:00	-0.69	47.160	-2.25	50.750	-3.590	-7.07	-7.33
	S	China Rwy Constr	9.410	07:00	-0.63	9.190	2.39	9.740	-0.550	-5.65	-7.88
	S	Bank of Bejing	5.210	07:00		5.260	-0.95	5.640	-0.380	-6.74	-8.23
	S	Bank of Comm	5.310	07:00		5.310		5.700	-0.390	-6.84	-8.47
	S	China Northern Rare	9.670	07:00	-0.10	10.040	-3.69	10.930	-0.890	-8.14	-8.58
	S	Daqin Railway	7.250	07:00	-0.55	7.320	-0.96	7.680	-0.360	-4.69	-8.61
	S	China Petrol&Chem	4.660	07:00	-0.43	4.720	-1.27	5.080	-0.360	-7.09	-10.29
	S	China Shenhua En	16.410	07:00	-0.24	16.530	-0.73	18.940	-2.410	-12.72	-11.87
	S	Bank of Shanghai	8.810	07:00	0.69	8.790	0.23	9.760	-0.970	-9.94	-12.57
		Baoshan Iron&Steel	5.290	07:00	-0.56	5.340	-0.94	6.000	-0.660	-11.00	-13.90
	S	Greenland	6.050	07:00	0.17	5.950	1.68	7.300	-1.350	-18.49	-13.97
	S	China Southrn Airl	6.000	07:00	-0.17	6.090	-1.48	6.940	-0.850	-12.25	-14.78
	S	China Shipbuilding	4.590	07:00	-2.55	4.640	-1.08	5.610	-0.970	-17.29	-15.20
	S	China Rwy Group	5.410	07:00	-0.92	5.280	2.46	6.080	-0.800	-13.16	-15.55
	S	China Fortune Land	24.210	07:00	-1.90	24.300	-0.37	28.510	-4.210	-14.77	-15.65
	S	CRRC	6.550	07:00	-1.50	6.390	2.50	7.430	-1.040	-14.00	-16.71
	S	PetroChina	5.170	07:00	-0.96	5.280	-2.08	6.160	-0.880	-14.29	-18.11
		⇓instrument	freshest		⇓ Δday	2/24/20	⇓ Δwk	10/14/19	prc diff	⇓ Δ19	∅-RS
	S	China Comms Constr	8.380	07:00	-1.64	7.960	5.28	10.240	-2.280	-22.27	-22.80
SSE 50 - 50 out of 50 instruments rated - 2/24/20 / 10/14/19 - 17 did rise, Market-Ratio(19) = 34.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

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

1/04/16	scale up chart	2/24/20

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	10/21/19	35		Kweichow Moutai	100	382	1,099.000	1,168.500	69.500	6	446,568	90
10/21/19		10/28/19	7		- cash -
	10/28/19	11/04/19	7		Kweichow Moutai	100	378	1,178.290	1,199.590	21.300	2	454,620	155
11/04/19		12/16/19	42		- cash -
	12/16/19	1/27/20	42		San’an Optoelectron	100	23,171	19.620	22.560	2.940	15	522,743	237
1/27/20		2/27/20	31		- cash -
accum	1/02/06	1/27/20	2940	days out of 5169 invested (57%)						5,127		522,743	63

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
		12/16/19	1/27/20	42	19.62	22.56	2.94	14.98	213.61
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	10/21/19	35	1,099.00	1,168.50	69.50	6.32
		10/28/19	11/04/19	7	1,178.29	1,199.59	21.30	1.81	8.25
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
China Southrn Airl		7/20/15	8/03/15	14	12.25	11.25	-1.00	-8.16	-8.16
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