Assessment - Shanghai Stock Exchange 50 - 8/15/22 - RS = 37
⇐
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
11/29/21
prc diff
⇓ Δ37
∅-RS
SSE 50 ew
2,138.290
07:00
-0.70
2,153.340
-0.70
2,457.720
-304.380
-12.38
-8.80
China Shenhua En
29.190
07:00
-0.10
29.220
-0.10
19.570
9.650
49.31
18.13
Shanghai Int AP
57.050
07:00
0.49
56.770
0.49
43.990
12.780
29.05
17.08
L
Kweichow Moutai
1,917.840
07:00
-0.11
1,919.890
-0.11
1,985.000
-65.110
-3.28
4.87
Poly Developments
15.730
07:00
0.58
15.640
0.58
13.950
1.690
12.11
4.30
L
China Secs
26.540
07:00
-0.56
26.690
-0.56
28.090
-1.400
-4.98
0.54
L
China Molybdenum
5.410
07:00
-2.17
5.530
-2.17
5.780
-0.250
-4.33
-1.88
S
PetroChina
5.140
07:00
-0.96
5.190
-0.96
4.740
0.450
9.49
-1.94
S
China Petrol&Chem
4.120
07:00
-0.48
4.140
-0.48
4.060
0.080
1.97
-2.72
S
Bank of China
3.030
07:00
3.030
3.060
-0.030
-0.98
-2.90
Shandong Gold
18.440
07:00
-1.50
18.720
-1.50
19.100
-0.380
-1.99
-2.92
S
Bank of Comm
4.580
07:00
4.580
4.580
0.000
0.00
-3.23
People's Insurance
4.620
07:00
-0.22
4.630
-0.22
4.660
-0.030
-0.64
-3.35
L
China Life
26.770
07:00
-1.51
27.180
-1.51
28.820
-1.640
-5.69
-4.14
Beijing-Shanghai HSR
4.550
07:00
4.550
4.500
0.050
1.11
-4.31
S
Agricultural Bank
2.820
07:00
-0.35
2.830
-0.35
2.920
-0.090
-3.08
-4.80
S
IM Yili
36.310
07:00
0.17
36.250
0.17
39.740
-3.490
-8.78
-4.86
L
China Shipbuilding
3.800
07:00
0.53
3.780
0.53
4.110
-0.330
-8.03
-5.11
L
China Tourism
190.180
07:00
-2.35
194.750
-2.35
203.300
-8.550
-4.21
-5.34
S
China State Constr
4.920
07:00
0.82
4.880
0.82
4.640
0.240
5.17
-5.44
L
Wanhua Chemical
86.390
07:00
-1.89
88.050
-1.89
95.000
-6.950
-7.32
-5.66
L
China Unicom
3.540
07:00
-0.28
3.550
-0.28
3.870
-0.320
-8.27
-5.89
China Minsheng Bk
3.630
07:00
0.28
3.620
0.28
3.890
-0.270
-6.94
-5.97
S
Ind and Comm Bk
4.330
07:00
-0.23
4.340
-0.23
4.580
-0.240
-5.24
-6.87
S
China Rwy Constr
7.280
07:00
-0.41
7.310
-0.41
7.300
0.010
0.14
-7.11
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
11/29/21
prc diff
⇓ Δ37
∅-RS
L
Jiangsu Hengrui Med
36.450
07:00
-1.22
36.900
-1.22
51.090
-14.190
-27.77
-8.80
Haier Smart Home
23.620
07:00
0.04
23.610
0.04
26.840
-3.230
-12.03
-9.28
S
Industrial Bank
17.570
07:00
0.06
17.560
0.06
18.070
-0.510
-2.82
-10.17
L
Guotai Junan Secs
14.560
07:00
-0.34
14.610
-0.34
16.680
-2.070
-12.41
-10.49
L
Foxconn Industrial
9.480
07:00
-0.84
9.560
-0.84
10.980
-1.420
-12.93
-10.75
L
Shanghai Fosun
43.100
07:00
-0.62
43.370
-0.62
55.100
-11.730
-21.29
-11.23
L
San’an Optoelectron
23.730
07:00
-1.13
24.000
-1.13
35.110
-11.110
-31.64
-11.41
SAIC Motor Corp
16.380
07:00
0.24
16.340
0.24
20.090
-3.750
-18.67
-11.71
L
Citic Secs
19.940
07:00
-0.05
19.950
-0.05
23.800
-3.850
-16.18
-12.15
Haitong Secs
9.480
07:00
-0.42
9.520
-0.42
11.850
-2.330
-19.66
-12.47
S
China Everbright Bk
2.840
07:00
-0.35
2.850
-0.35
3.340
-0.490
-14.67
-12.75
S
Shanghai Pudong
7.190
07:00
-0.28
7.210
-0.28
8.590
-1.380
-16.07
-13.46
S
Huatai Secs
13.110
07:00
-0.15
13.130
-0.15
15.640
-2.510
-16.05
-14.33
S
Postal Savings Bank
4.530
07:00
0.22
4.520
0.22
5.090
-0.570
-11.20
-14.35
Ping An Ins
40.990
07:00
-0.36
41.140
-0.36
48.660
-7.520
-15.45
-14.71
L
WuXi AppTec
91.000
07:00
-3.67
94.470
-3.67
143.000
-48.530
-33.94
-15.83
Anhui Conch Cement
32.750
07:00
0.24
32.670
0.24
36.120
-3.450
-9.55
-15.90
L
Hongta Secs
8.540
07:00
0.12
8.530
0.12
11.170
-2.640
-23.63
-16.85
Sany Heavy Industry
16.600
07:00
-0.30
16.650
-0.30
22.070
-5.420
-24.56
-18.59
China Pacific Ins
19.860
07:00
-0.60
19.980
-0.60
27.250
-7.270
-26.68
-19.09
S
LONGi Green Energy
60.390
07:00
0.55
60.060
0.55
87.990
-27.930
-31.74
-19.14
L
Yonyou Network Tech
20.830
07:00
-1.88
21.230
-1.88
30.650
-9.420
-30.73
-19.61
New China Life
27.670
07:00
-0.93
27.930
-0.93
38.080
-10.150
-26.65
-21.10
L
Wingtech Technology
69.980
07:00
-0.98
70.670
-0.98
123.350
-52.680
-42.71
-22.53
L
Shenzhen Goodix Tech
61.010
07:00
-1.12
61.700
-1.12
112.350
-50.650
-45.08
-23.64
⇓ instrument
freshest
⇓ Δday
8/15/22
⇓ Δwk
11/29/21
prc diff
⇓ Δ37
∅-RS
S
China Merchants Bank
33.910
07:00
0.53
33.730
0.53
49.820
-16.090
-32.30
-25.73
SSE 50 - 50 out of 50 instruments rated - 8/15/22 / 11/29/21 - 8 did rise, Market-Ratio(37) = 16.00 %
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
7/18/22
280
- cash -
7/18/22
7/25/22
7
Yonyou Network Tech
100
79
20.020
20.210
19.830
-0.190
-1
1,576
-39
7/25/22
8/01/22
7
- cash -
8/01/22
8/15/22
14
Shenzhen Goodix Tech
100
27
58.160
61.700
54.620
-3.540
-6
1,481
-81
accum 6/09/08
8/15/22 568
days out of 6070 invested (9%)
-85
1,481
-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
Yonyou Network Tech 7/18/22 7/25/22 7 20.02 20.21 19.83 -0.19 -0.95 -0.95
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
Shenzhen Goodix Tech 8/01/22 8/15/22 14 58.16 61.70 54.62 -3.54 -6.09 -6.09
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
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)
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