Assessment - Shanghai Stock Exchange 50 - 3/25/24 - RS = 37
⇐
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
7/10/23
prc diff
⇓ Δ37
∅-RS
L
SSE 50 ew
1,845.950
07:00
0.76
1,839.460
0.35
1,969.300
-129.840
-6.59
-3.40
L
Shaanxi Coal
25.090
07:00
0.36
25.990
-3.46
19.190
6.800
35.44
33.90
Zijin Mining
16.820
07:00
4.47
15.740
6.86
11.540
4.200
36.40
28.06
L
China Shenhua En
39.090
07:00
1.16
38.510
1.51
28.630
9.880
34.51
24.40
L
PetroChina
9.880
07:00
6.81
9.280
6.47
7.630
1.650
21.63
22.27
L
China CSSC
37.000
07:00
6.94
34.800
6.32
31.040
3.760
12.11
21.27
L
Hygon
77.260
07:00
0.61
80.500
-4.02
70.350
10.150
14.43
17.62
L
Agricultural Bank
4.230
07:00
1.44
4.210
0.48
3.510
0.700
19.94
16.71
Bank of China
4.400
07:00
0.46
4.400
3.890
0.510
13.11
12.01
China Yangtze Pwr
24.930
07:00
0.32
24.980
-0.20
22.000
2.980
13.55
10.27
L
Ind and Comm Bk
5.280
07:00
0.57
5.290
-0.19
4.770
0.520
10.90
9.63
L
Shanxi Xinghuacun
245.080
07:00
-0.01
246.520
-0.58
201.370
45.150
22.42
7.70
NARI Technology
24.340
07:00
0.95
24.560
-0.90
23.560
1.000
4.24
4.29
L
China Petrol&Chem
6.390
07:00
2.73
6.230
2.57
6.440
-0.210
-3.26
4.09
Jiangsu Hengrui Med
45.970
07:00
-0.52
46.160
-0.41
47.610
-1.450
-3.05
3.80
Haier Smart Home
24.950
07:00
-0.52
23.560
5.90
23.130
0.430
1.86
3.21
L
SAIC Motor Corp
15.070
07:00
0.80
14.730
2.31
14.320
0.410
2.86
2.90
L
IM Yili
27.900
07:00
0.32
28.380
-1.69
28.380
0.000
0.00
2.45
L
Industrial Bank
15.780
07:00
-2.89
16.290
-3.13
15.460
0.830
5.37
2.04
L
China Telecom Corp
6.080
07:00
1.67
5.850
3.93
5.730
0.120
2.09
0.91
Cosco Shipping
10.350
07:00
-0.29
10.220
1.27
9.920
0.300
3.02
0.64
L
China Rwy Group
7.010
07:00
2.94
6.810
2.94
7.820
-1.010
-12.92
0.41
Will Semiconductor
98.410
07:00
-0.09
97.350
1.09
107.010
-9.660
-9.03
0.24
L
China Merchants Bank
32.200
07:00
0.06
31.350
2.71
32.450
-1.100
-3.39
-1.42
Kweichow Moutai
1,702.900
07:00
0.07
1,689.010
0.82
1,700.900
-11.890
-0.70
-2.69
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
7/10/23
prc diff
⇓ Δ37
∅-RS
Sany Heavy Industry
14.580
07:00
0.90
14.610
-0.21
16.630
-2.020
-12.15
-3.53
L
China Unicom
4.670
07:00
1.30
4.630
0.86
4.680
-0.050
-1.07
-4.59
L
China State Constr
5.240
07:00
0.38
5.200
0.77
5.690
-0.490
-8.61
-5.29
L
China Three Gorges R
4.690
07:00
0.21
4.650
0.86
5.360
-0.710
-13.25
-5.60
L
TBEA
15.320
07:00
1.26
15.410
-0.58
22.280
-6.870
-30.83
-6.46
Beijing Kingsoft
291.000
07:00
-2.67
319.000
-8.78
446.000
-127.000
-28.48
-6.74
L
Wanhua Chemical
82.800
07:00
2.92
78.240
5.83
87.300
-9.060
-10.38
-7.64
S
Citic Secs
19.200
07:00
-0.57
19.500
-1.54
20.120
-0.620
-3.08
-8.16
L
Foshan Haitian F&F
39.410
07:00
-0.43
39.630
-0.56
46.030
-6.400
-13.90
-8.47
AECC Aviation Power
33.960
07:00
1.16
34.200
-0.70
42.050
-7.850
-18.67
-9.49
China Northern Rare
19.370
07:00
1.47
19.520
-0.77
24.950
-5.430
-21.76
-9.81
Great Wall Motor
22.840
07:00
0.09
23.110
-1.17
25.620
-2.510
-9.80
-9.90
PowerChina
4.970
07:00
0.61
4.950
0.40
5.840
-0.890
-15.24
-10.73
L
Ping An Ins
40.810
07:00
0.29
40.440
0.91
46.610
-6.170
-13.24
-10.96
L
Zhangzhou Pientze
228.520
07:00
-0.90
231.180
-1.15
284.330
-53.150
-18.69
-10.98
S
SMIC
43.660
07:00
-0.77
44.560
-2.02
49.720
-5.160
-10.38
-13.42
L
China Life
28.500
07:00
28.150
1.24
34.230
-6.080
-17.76
-14.95
China Pacific Ins
23.000
07:00
1.68
22.480
2.31
26.930
-4.450
-16.52
-16.09
L
Tongwei
24.870
07:00
0.69
25.380
-2.01
34.540
-9.160
-26.52
-16.09
L
Poly Developments
9.130
07:00
-2.35
9.670
-5.58
12.700
-3.030
-23.86
-17.45
L
China Tourism
85.420
07:00
-0.88
84.810
0.72
117.560
-32.750
-27.86
-19.16
GigaDevice
71.870
07:00
-1.21
73.530
-2.26
106.000
-32.470
-30.63
-22.41
L
LONGi Green Energy
19.510
07:00
-0.51
19.940
-2.16
29.690
-9.750
-32.84
-22.97
L
Trina Solar
23.800
07:00
0.38
24.110
-1.29
38.800
-14.690
-37.86
-25.36
L
Zhejiang Huayou
27.120
07:00
2.07
26.700
1.57
44.800
-18.100
-40.40
-29.28
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
7/10/23
prc diff
⇓ Δ37
∅-RS
S
WuXi AppTec
46.180
07:00
-1.81
48.900
-5.56
63.600
-14.700
-23.11
-31.09
SSE 50 - 50 out of 50 instruments rated - 3/25/24 / 7/10/23 - 17 did rise, Market-Ratio(37) = 34.00 %
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
2/23/09
259
China CSSC
100
237
42.087
25.822
68.595
26.509
63
16,283
99
2/23/09
11/21/11
1001
- cash -
11/21/11
12/05/11
14
Haier Smart Home
100
3,610
4.510
4.275
4.758
0.248
5
17,178
304
12/05/11
12/19/11
14
- cash -
12/19/11
2/13/12
56
Cosco Shipping
100
3,435
5.000
5.430
4.570
-0.430
-9
15,700
-44
2/13/12
3/19/12
35
- cash -
3/19/12
4/09/12
21
Cosco Shipping
100
2,967
5.290
5.130
5.455
0.165
3
16,190
71
4/09/12
1/04/16
1365
- cash -
1/04/16
1/11/16
7
Shaanxi Coal
100
3,654
4.430
4.850
4.010
-0.420
-9
14,655
-99
1/11/16
2/01/16
21
Citic Secs
100
934
15.680
14.230
17.278
1.598
10
16,148
440
2/01/16
4/11/16
70
China CSSC
100
755
21.370
24.910
17.830
-3.540
-17
13,475
-61
4/11/16
4/25/16
14
- cash -
4/25/16
5/09/16
14
Cosco Shipping
100
2,291
5.880
5.250
6.586
0.706
12
15,092
1,819
5/09/16
10/08/18
882
- cash -
10/08/18
11/05/18
28
LONGi Green Energy
100
1,355
11.130
12.861
9.399
-1.731
-16
12,746
-89
11/05/18
11/12/18
7
- cash -
11/12/18
11/19/18
7
Zhejiang Huayou
100
587
21.710
21.834
21.586
-0.124
-1
12,673
-26
11/19/18
11/26/18
7
- cash -
11/26/18
12/17/18
21
Zhejiang Huayou
100
667
19.000
20.201
17.799
-1.201
-6
11,872
-68
12/17/18
12/24/18
7
- cash -
12/24/18
2/11/19
49
Zhejiang Huayou
100
620
19.136
17.621
20.781
1.645
9
12,892
85
2/11/19
1/22/24
1806
- cash -
1/22/24
1/29/24
7
Beijing Kingsoft
100
56
227.320
232.500
222.140
-5.180
-2
12,602
-70
1/29/24
3/29/24
60
- cash -
accum 6/09/08
1/29/24 574
days out of 6661 invested (9%)
26
12,602
16
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
China CSSC short 6/09/08 2/23/09 259 42.09 25.82 68.60 26.51 62.99
2/01/16 4/11/16 70 21.37 24.91 17.83 -3.54 -16.57 35.99
Citic Secs 1/11/16 2/01/16 21 15.68 14.23 17.28 1.60 10.19 10.19
Cosco Shipping 12/19/11 2/13/12 56 5.00 5.43 4.57 -0.43 -8.60
3/19/12 4/09/12 21 5.29 5.13 5.46 0.17 3.12
4/25/16 5/09/16 14 5.88 5.25 6.59 0.71 12.00 5.56
Haier Smart Home 11/21/11 12/05/11 14 4.51 4.28 4.76 0.25 5.50 5.50
Zhejiang Huayou 11/12/18 11/19/18 7 21.71 21.83 21.59 -0.12 -0.57
11/26/18 12/17/18 21 19.00 20.20 17.80 -1.20 -6.32
12/24/18 2/11/19 49 19.14 17.62 20.78 1.65 8.60 1.15
Beijing Kingsoft 1/22/24 1/29/24 7 227.32 232.50 222.14 -5.18 -2.28 -2.28
Shaanxi Coal 1/04/16 1/11/16 7 4.43 4.85 4.01 -0.42 -9.48 -9.48
LONGi Green Energy 10/08/18 11/05/18 28 11.13 12.86 9.40 -1.73 -15.55 -15.55
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
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)
5/11/15 China Northern Rare forward stock split 10:15 (fifteen for ten)
6/06/13 NARI Technology forward stock split 10:15 (fifteen for ten)
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