Assessment - Shanghai Stock Exchange 50 - 11/29/21 - RS = 37
⇐
⇓ freshest
⇓ 11/29/21
⇓ 3/15/21
prc diff
⇓
∅-RS
SSE 50 ew
2,515.580
Fri
0.99
2,457.720
2.35
2,627.190
-169.470
-6.45
-6.39
L
Wingtech Technology
133.360
Fri
4.28
123.350
8.12
94.000
29.350
31.22
21.92
San’an Optoelectron
34.500
Fri
2.25
35.110
-1.74
26.460
8.650
32.69
16.87
L
Poly Developments
14.740
Fri
2.01
13.950
5.66
14.980
-1.030
-6.88
3.38
L
Kweichow Moutai
1,971.880
Fri
1.96
1,985.000
-0.66
1,975.450
9.550
0.48
2.71
China Shenhua En
22.600
Fri
9.28
19.570
15.48
19.200
0.370
1.93
1.70
PetroChina
4.920
Fri
0.61
4.740
3.80
4.510
0.230
5.10
1.56
Shanghai Fosun
53.070
Fri
0.13
55.100
-3.68
39.940
15.160
37.96
1.13
L
IM Yili
39.900
Fri
3.96
39.740
0.40
38.280
1.460
3.81
1.06
WuXi AppTec
141.800
Fri
0.14
143.000
-0.84
129.210
13.790
10.67
0.44
L
Bank of Comm
4.620
Fri
0.22
4.580
0.87
4.730
-0.150
-3.17
-1.05
Haitong Secs
11.990
Fri
11.850
1.18
11.770
0.080
0.68
-1.09
China Shipbuilding
4.190
Fri
0.72
4.110
1.95
4.120
-0.010
-0.24
-1.65
S
China Merchants Bank
51.250
Fri
0.71
49.820
2.87
53.110
-3.290
-6.19
-2.41
Guotai Junan Secs
17.040
Fri
0.29
16.680
2.16
16.130
0.550
3.41
-2.74
S
LONGi Green Energy
82.240
Fri
-1.07
87.990
-6.53
81.970
6.020
7.34
-2.93
L
Bank of China
3.060
Fri
0.33
3.060
3.310
-0.250
-7.55
-2.96
Postal Savings Bank
5.250
Fri
-0.38
5.090
3.14
5.950
-0.860
-14.45
-3.72
S
China Molybdenum
6.090
Fri
1.16
5.780
5.36
5.960
-0.180
-3.02
-4.58
SAIC Motor Corp
20.520
Fri
-0.34
20.090
2.14
20.080
0.010
0.05
-4.64
S
China Petrol&Chem
4.200
Fri
0.24
4.060
3.45
4.610
-0.550
-11.93
-4.79
China State Constr
4.780
Fri
0.63
4.640
3.02
5.180
-0.540
-10.42
-5.19
Haier Smart Home
28.750
Fri
3.12
26.840
7.12
28.970
-2.130
-7.35
-5.86
China Rwy Constr
7.750
Fri
0.26
7.300
6.16
7.970
-0.670
-8.41
-5.88
Agricultural Bank
2.930
Fri
2.920
0.34
3.420
-0.500
-14.62
-6.52
⇓ freshest
⇓ 11/29/21
⇓ 3/15/21
prc diff
⇓
∅-RS
Huatai Secs
16.430
Fri
0.18
15.640
5.05
16.780
-1.140
-6.79
-6.57
L
Shenzhen Goodix Tech
110.450
Fri
-0.11
112.350
-1.69
112.080
0.270
0.24
-6.91
Citic Secs
24.780
Fri
1.56
23.800
4.12
23.260
0.540
2.32
-6.98
Shandong Gold
18.880
Fri
0.21
19.100
-1.15
21.910
-2.810
-12.83
-7.28
Ind and Comm Bk
4.610
Fri
4.580
0.66
5.550
-0.970
-17.48
-8.44
S
China Unicom
3.910
Fri
0.26
3.870
1.03
4.540
-0.670
-14.76
-9.86
L
China Everbright Bk
3.410
Fri
0.59
3.340
2.10
4.260
-0.920
-21.60
-10.86
S
Wanhua Chemical
95.020
Fri
-0.18
95.000
0.02
113.280
-18.280
-16.14
-11.52
S
Shanghai Pudong
8.590
Fri
0.12
8.590
11.120
-2.530
-22.75
-12.10
China Life
29.290
Fri
0.48
28.820
1.63
31.810
-2.990
-9.40
-12.12
China Secs
28.730
Fri
1.13
28.090
2.28
31.660
-3.570
-11.28
-12.78
S
Industrial Bank
18.300
Fri
-0.38
18.070
1.27
24.090
-6.020
-24.99
-13.27
Foxconn Industrial
11.250
Fri
0.45
10.980
2.46
13.320
-2.340
-17.57
-14.32
Beijing-Shanghai HSR
4.560
Fri
0.66
4.500
1.33
5.910
-1.410
-23.86
-14.40
L
China Minsheng Bk
3.920
Fri
0.26
3.890
0.77
5.280
-1.390
-26.33
-14.50
Yonyou Network Tech
32.150
Fri
-1.08
30.650
4.89
32.210
-1.560
-4.84
-15.03
Shanghai Int AP
46.020
Fri
3.14
43.990
4.61
60.730
-16.740
-27.56
-15.61
China Pacific Ins
27.100
Fri
-0.29
27.250
-0.55
41.500
-14.250
-34.34
-15.91
Hongta Secs
11.390
Fri
0.09
11.170
1.97
13.530
-2.360
-17.44
-17.00
New China Life
38.590
Fri
0.68
38.080
1.34
51.630
-13.550
-26.24
-18.46
S
People's Insurance
4.710
Fri
0.21
4.660
1.07
6.040
-1.380
-22.85
-18.62
Anhui Conch Cement
38.360
Fri
-0.31
36.120
6.20
53.850
-17.730
-32.92
-21.49
L
Ping An Ins
48.990
Fri
0.23
48.660
0.68
85.110
-36.450
-42.83
-25.49
S
China Tourism
204.060
Fri
1.11
203.300
0.37
297.800
-94.500
-31.73
-25.71
Sany Heavy Industry
22.450
Fri
0.40
22.070
1.72
35.880
-13.810
-38.49
-26.92
⇓ freshest
⇓ 11/29/21
⇓ 3/15/21
prc diff
⇓
∅-RS
L
Jiangsu Hengrui Med
49.200
Fri
0.29
51.090
-3.70
89.590
-38.500
-42.97
-26.99
SSE 50 - 50 out of 50 instruments rated - 11/29/21 / 3/15/21 - 14 did rise, Market-Ratio(37) = 28.00 % Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 * S37 - 15 ex 9 (1)
⇐ L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06 6/09/08 889 - cash -
short
6/09/08
7/14/08
35
Wanhua Chemical
100
838
11.923
13.064
10.782
-1.141
-10
9,044
-65
7/14/08 8/11/08 28 - cash -
8/11/08
12/01/08
112
SAIC Motor Corp
100
1,766
5.120
4.500
5.825
0.705
14
10,290
52
12/01/08
2/16/09
77
Haitong Secs
100
1,253
8.210
14.490
1.930
-6.280
-76
2,421
-100
2/16/09 8/23/10 553 - cash -
8/23/10
8/30/10
7
Haitong Secs
100
244
9.910
9.770
10.052
0.142
1
2,455
110
8/30/10 10/31/11 427 - cash -
10/31/11
11/07/11
7
San’an Optoelectron
100
478
5.129
6.350
3.908
-1.221
-24
1,872
-100
11/07/11 11/21/11 14 - cash -
11/21/11
1/09/12
49
Haier Smart Home
100
415
4.510
4.535
4.485
-0.025
-1
1,861
-4
1/09/12
2/13/12
35
China Shipbuilding
100
376
4.940
5.610
4.270
-0.670
-14
1,610
-78
2/13/12 3/19/12 35 - cash -
3/19/12
4/02/12
14
Anhui Conch Cement
100
98
16.290
15.780
16.817
0.527
3
1,661
129
4/02/12 1/04/16 1372 - cash -
1/04/16
4/11/16
98
Sany Heavy Industry
100
276
6.000
5.780
6.228
0.228
4
1,724
15
4/11/16 4/25/16 14 - cash -
4/25/16
5/02/16
7
China Shipbuilding
100
271
6.340
6.300
6.380
0.040
1
1,735
39
5/02/16 10/08/18 889 - cash -
10/08/18
11/05/18
28
China Molybdenum
100
403
4.300
4.130
4.477
0.177
4
1,806
69
11/05/18 11/12/18 7 - cash -
11/12/18
11/19/18
7
China Molybdenum
100
433
4.170
4.160
4.180
0.010
0
1,811
13
11/19/18 11/26/18 7 - cash -
11/26/18
12/03/18
7
China Molybdenum
100
476
3.800
4.090
3.510
-0.290
-8
1,673
-98
12/03/18 12/10/18 7 - cash -
12/10/18
2/04/19
56
China Molybdenum
100
421
3.970
3.900
4.041
0.071
2
1,703
12
2/04/19 10/04/21 973 - cash -
10/04/21
10/11/21
7
Jiangsu Hengrui Med
100
33
50.230
53.610
46.850
-3.380
-7
1,591
-97
10/11/21 12/04/21 54 - cash -
accum 6/09/08
10/11/21 546
days out of 5815 invested (9%)
-84
1,591
-71
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total SAIC Motor Corp short 8/11/08 12/01/08 112 5.12 4.50 5.83 0.71 13.78 13.78 Sany Heavy Industry 1/04/16 4/11/16 98 6.00 5.78 6.23 0.23 3.81 3.81 Anhui Conch Cement 3/19/12 4/02/12 14 16.29 15.78 16.82 0.53 3.23 3.23 Haier Smart Home 11/21/11 1/09/12 49 4.51 4.54 4.49 -0.02 -0.55 -0.55 China Molybdenum 10/08/18 11/05/18 28 4.30 4.13 4.48 0.18 4.12 11/12/18 11/19/18 7 4.17 4.16 4.18 0.01 0.24 11/26/18 12/03/18 7 3.80 4.09 3.51 -0.29 -7.63 12/10/18 2/04/19 56 3.97 3.90 4.04 0.07 1.80 -1.87 Jiangsu Hengrui Med 10/04/21 10/11/21 7 50.23 53.61 46.85 -3.38 -6.73 -6.73 Wanhua Chemical 6/09/08 7/14/08 35 11.92 13.06 10.78 -1.14 -9.57 -9.57 China Shipbuilding 1/09/12 2/13/12 35 4.94 5.61 4.27 -0.67 -13.56 4/25/16 5/02/16 7 6.34 6.30 6.38 0.04 0.64 -13.01 San’an Optoelectron 10/31/11 11/07/11 7 5.13 6.35 3.91 -1.22 -23.80 -23.80 Haitong Secs 12/01/08 2/16/09 77 8.21 14.49 1.93 -6.28 -76.49 8/23/10 8/30/10 7 9.91 9.77 10.05 0.14 1.43 -76.16
Annotations
7/28/17 SSE 50 component roundabout 12/28/16 SSE 50 Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang 12/29/15 SSE 50 complete analysis 12/28/15 SSE 50 CNNP, GD Power Development, Guotai Junan, New China Life and PowerChina replace 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)
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