Thu, 8th Jun 2023, 15:36UTC
Assessment - Shanghai Stock Exchange 50 - 5/06/23 - RS = 19
⇐
⇓ freshest
⇓ 5/06/23
⇓ 23/01/23
prc diff
⇓
∅-RS
S
SSE 50 ew
1,981.450
07:00
0.94
1,985.730
-0.22
2,178.520
-192.790
-8.85
-5.32
L
China Petrol&Chem
6.670
07:00
1.99
6.570
1.52
4.540
2.030
44.71
41.95
L
PetroChina
7.820
07:00
2.09
7.720
1.30
5.190
2.530
48.75
40.24
China Pacific Ins
29.750
07:00
1.47
28.510
4.35
26.290
2.220
8.44
20.42
L
Agricultural Bank
3.710
07:00
2.49
3.560
4.21
2.920
0.640
21.92
19.69
Jiangsu Hengrui Med
45.590
07:00
0.55
46.500
-1.96
43.540
2.960
6.80
17.76
China Life
38.260
07:00
1.54
37.710
1.46
36.100
1.610
4.46
16.46
Zijin Mining
11.520
07:00
1.05
11.280
2.13
11.910
-0.630
-5.29
12.71
L
Ind and Comm Bk
5.090
07:00
1.60
4.960
2.62
4.330
0.630
14.55
11.72
China State Constr
6.170
07:00
2.49
6.000
2.83
5.570
0.430
7.72
8.96
Ping An Ins
49.670
07:00
1.35
48.510
2.39
52.100
-3.590
-6.89
7.32
L
Will Semiconductor
93.950
07:00
-1.50
97.840
-3.98
96.580
1.260
1.30
6.24
Huatai Secs
13.710
07:00
1.26
13.590
0.88
13.130
0.460
3.50
4.12
L
Zhangzhou Pientze
287.670
07:00
-1.20
299.400
-3.92
317.770
-18.370
-5.78
3.72
China Yangtze Pwr
22.660
07:00
1.43
22.450
0.94
21.030
1.420
6.75
1.70
China Int Capital
39.600
07:00
0.69
40.210
-1.52
40.030
0.180
0.45
0.81
Citic Secs
20.200
07:00
1.66
20.000
1.00
21.670
-1.670
-7.71
0.11
NARI Technology
26.310
07:00
-0.49
26.750
-1.64
26.790
-0.040
-0.15
-0.71
GigaDevice
101.130
07:00
-2.04
107.000
-5.49
122.630
-15.630
-12.75
-2.58
L
Industrial Bank
17.080
07:00
1.61
16.730
2.09
17.960
-1.230
-6.85
-3.17
China Shenhua En
29.600
07:00
0.95
28.560
3.64
28.710
-0.150
-0.52
-3.40
S
China Securities
24.100
07:00
1.69
24.220
-0.50
27.350
-3.130
-11.44
-5.38
China Merchants Bank
34.080
07:00
2.34
33.040
3.15
41.050
-8.010
-19.51
-5.73
S
Kweichow Moutai
1,668.000
07:00
1.04
1,665.000
0.18
1,860.010
-195.010
-10.48
-6.17
Haier Smart Home
23.000
07:00
1.63
22.850
0.66
26.390
-3.540
-13.41
-6.41
⇓ freshest
⇓ 5/06/23
⇓ 23/01/23
prc diff
⇓
∅-RS
L
IM Yili
29.610
07:00
0.37
29.510
0.34
32.330
-2.820
-8.72
-6.94
IM BaoTou Steel
1.810
07:00
1.850
-2.16
2.010
-0.160
-7.96
-7.00
China Three Gorges R
5.210
07:00
-0.95
5.390
-3.34
5.800
-0.410
-7.07
-7.02
S
Wanhua Chemical
86.970
07:00
2.56
84.500
2.92
94.920
-10.420
-10.98
-7.25
Sany Heavy Industry
15.690
07:00
4.74
15.140
3.63
17.270
-2.130
-12.33
-8.14
S
SAIC Motor Corp
13.610
07:00
1.26
13.610
14.840
-1.230
-8.29
-9.40
S
Wingtech Technology
47.580
07:00
-1.51
51.480
-7.58
59.510
-8.030
-13.49
-10.62
Cosco Shipping
10.680
07:00
2.01
10.580
0.95
10.420
0.160
1.54
-10.70
AECC Aviation Power
39.530
07:00
-0.13
39.920
-0.98
43.800
-3.880
-8.86
-11.63
S
Poly Developments
14.010
07:00
2.56
13.520
3.62
15.800
-2.280
-14.43
-13.02
Anhui Conch Cement
26.520
07:00
3.51
25.580
3.67
29.480
-3.900
-13.23
-13.63
Hengli Petrochemical
14.490
07:00
-1.09
15.190
-4.61
16.900
-1.710
-10.12
-13.70
S
Shaanxi Coal
17.810
07:00
1.25
17.380
2.47
20.020
-2.640
-13.19
-13.97
China Northern Rare
23.370
07:00
-0.21
24.080
-2.95
28.710
-4.630
-16.13
-14.52
Shanghai Fosun
29.880
07:00
0.17
30.500
-2.03
36.310
-5.810
-16.00
-14.77
PowerChina
5.770
07:00
0.52
5.930
-2.70
7.040
-1.110
-15.77
-19.56
S
WuXi AppTec
64.110
07:00
1.31
66.090
-3.00
97.500
-31.410
-32.22
-20.63
S
Shanxi Xinghuacun
208.010
07:00
1.01
212.000
-1.88
296.400
-84.400
-28.48
-21.92
S
Great Wall Motor
23.020
07:00
-0.30
23.400
-1.62
30.400
-7.000
-23.03
-23.01
S
Zhejiang Huayou
47.120
07:00
-0.08
49.100
-4.03
65.000
-15.900
-24.46
-24.33
S
Tongwei
31.360
07:00
-0.48
33.240
-5.66
41.930
-8.690
-20.73
-25.99
S
Hoshine Silicon
69.990
07:00
3.20
70.590
-0.85
90.600
-20.010
-22.09
-26.71
S
Foshan Haitian F&F
49.280
07:00
-0.04
49.720
-0.88
79.740
-30.020
-37.65
-35.12
S
China Tourism
117.580
07:00
0.86
119.550
-1.65
230.500
-110.950
-48.13
-36.78
S
LONGi Green Energy
27.340
07:00
-0.58
28.410
-3.77
47.150
-18.740
-39.75
-38.42
⇓ freshest
⇓ 5/06/23
⇓ 23/01/23
prc diff
⇓
∅-RS
S
Trina Solar
35.600
07:00
-1.06
36.970
-3.71
71.000
-34.030
-47.93
-40.05
SSE 50 - 50 out of 50 instruments rated - 5/06/23 / 23/01/23 - 13 did rise, Market-Ratio(19) = 26.00 % Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 * A19 - 49/47 (1)
⇐ L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
2/01/06 9/01/06 7 - cash -
long
9/01/06
16/10/06
280
Anhui Conch Cement
100
3,003
3.330
5.420
2.090
63
16,276
89
short
16/10/06
23/10/06
7
Hua Xia Bank
100
6,492
2.507
2.396
2.623
0.116
5
17,031
964
long
23/10/06
13/11/06
21
Citic Secs
100
3,497
4.870
5.370
0.500
10
18,780
447
short
13/11/06
20/11/06
7
Shanghai Oriental
100
5,412
3.470
3.560
3.380
-0.090
-3
18,293
-75
long
20/11/06
21/01/08
427
Sinolink Secs
100
11,459
1.596
14.768
13.171
825
169,221
570
short
21/01/08
9/02/09
385
Shanghai Int Port
100
21,021
8.050
4.270
15.176
7.126
89
319,021
82
long
9/02/09
30/11/09
294
Kangmei Pharma
100
139,817
2.282
4.546
2.265
99
635,651
135
short
30/11/09
28/12/09
28
China Rwy Constr
100
68,867
9.230
9.140
9.321
0.091
1
641,911
14
long
28/12/09
25/01/10
28
SAIC Motor Corp
100
31,130
20.620
16.390
-4.230
-21
510,231
-95
short
25/01/10
8/02/10
14
China Rwy Constr
100
60,239
8.470
8.610
8.330
-0.140
-2
501,798
-35
long
8/02/10
1/03/10
21
IM Yili
100
103,747
4.837
5.173
0.337
7
536,719
222
short
1/03/10
11/10/10
224
Poly Developments
100
82,318
6.520
5.733
7.415
0.895
14
610,360
23
long
11/10/10
13/12/10
63
China Northern Rare
100
35,670
17.111
15.718
-1.393
-8
560,661
-39
short
13/12/10
31/01/11
49
Shanghai Pudong
100
56,066
10.000
9.780
10.225
0.225
2
573,271
18
long
31/01/11
21/02/11
21
China Shipbuilding
100
65,070
8.810
8.830
0.020
0
574,572
4
short
21/02/11
4/04/11
42
Shanghai Pudong
100
57,399
10.010
11.220
8.800
-1.210
-12
505,119
-67
long
4/04/11
23/05/11
49
IM BaoTou Steel
100
178,803
2.825
2.461
-0.364
-13
439,983
-64
short
23/05/11
30/05/11
7
China Life
100
23,023
19.110
18.850
19.374
0.264
1
446,052
104
long
30/05/11
6/06/11
7
China Northern Rare
100
19,868
22.450
26.003
3.553
16
516,649
212,394
short
6/06/11
23/01/12
231
China Rwy Constr
100
86,251
5.990
4.120
8.709
2.719
45
751,148
81
long
23/01/12
19/03/12
56
China Minsheng Bk
100
138,035
5.442
5.275
-0.167
-3
728,138
-18
short
19/03/12
9/04/12
21
Anhui Conch Cement
100
44,698
16.290
16.780
15.800
-0.490
-3
706,236
-41
long
9/04/12
4/06/12
56
China Northern Rare
100
29,595
23.863
30.147
6.283
26
892,193
359
short
4/06/12
10/12/12
189
China Unicom
100
223,607
3.990
3.360
4.738
0.748
19
1,059,473
39
long
10/12/12
29/04/13
140
China Rwy Constr
100
182,040
5.820
5.140
-0.680
-12
935,686
-28
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
29/04/13
6/05/13
7
China Northern Rare
100
50,871
18.393
18.607
18.180
-0.213
-1
924,830
-46
long
6/05/13
13/05/13
7
China Minsheng Bk
100
108,062
8.558
8.575
0.017
0
926,635
11
short
13/05/13
4/11/13
175
China Northern Rare
100
48,565
19.080
17.613
20.669
1.589
8
1,003,795
18
long
4/11/13
23/12/13
49
Shanghai Oriental
100
27,698
36.240
36.480
0.240
1
1,010,443
5
short
23/12/13
2/06/14
161
Poly Developments
100
189,693
5.327
5.020
5.652
0.325
6
1,072,169
14
long
2/06/14
23/06/14
21
Sinolink Secs
100
109,740
9.770
9.460
-0.310
-3
1,038,149
-43
short
23/06/14
7/07/14
14
Kangmei Pharma
100
142,212
7.300
7.330
7.270
-0.030
0
1,033,883
-10
long
7/07/14
3/08/15
392
AECC Aviation Power
100
41,157
25.120
48.280
23.160
92
1,987,079
84
short
3/08/15
4/01/16
154
China Northern Rare
100
140,330
14.160
12.660
15.838
1.678
12
2,222,511
30
long
4/01/16
11/01/16
7
Shanghai Pudong
100
124,860
17.800
17.050
-0.750
-4
2,128,866
-89
short
11/01/16
13/06/16
154
Haitong Secs
100
169,766
12.540
14.850
10.230
-2.310
-18
1,736,706
-38
long
13/06/16
1/08/16
49
Kweichow Moutai
100
6,499
267.200
306.960
39.760
15
1,995,106
181
short
1/08/16
15/08/16
14
Cosco Shipping
100
390,431
5.110
5.340
4.880
-0.230
-5
1,905,307
-70
long
15/08/16
26/12/16
133
Kweichow Moutai
100
5,976
318.780
324.500
5.720
2
1,939,490
5
short
26/12/16
9/01/17
14
Orient Secs
100
124,806
15.540
15.260
15.825
0.285
2
1,975,072
61
long
9/01/17
10/04/17
91
China Unicom
100
256,170
7.710
7.470
-0.240
-3
1,913,591
-12
short
10/04/17
17/04/17
7
Dongxing Secs
100
106,133
18.030
17.370
18.715
0.685
4
1,986,303
599
long
17/04/17
24/04/17
7
China Unicom
100
265,904
7.470
7.470
0.000
0
1,986,303
0
short
24/04/17
1/05/17
7
Dongxing Secs
100
117,951
16.840
17.190
16.490
-0.350
-2
1,945,020
-67
long
1/05/17
22/05/17
21
China Unicom
100
260,377
7.470
7.470
0.000
0
1,945,020
0
short
22/05/17
29/05/17
7
AECC Aviation Power
100
74,923
25.960
24.590
27.406
1.446
6
2,053,381
1,589
long
29/05/17
4/12/17
189
China Unicom
100
274,883
7.470
7.120
-0.350
-5
1,957,172
-9
short
4/12/17
15/01/18
42
Tsinghua Tongfang
100
181,219
10.800
10.080
11.571
0.771
7
2,096,965
82
long
15/01/18
12/02/18
28
Kweichow Moutai
100
2,670
785.370
697.480
-87.890
-11
1,862,298
-79
short
12/02/18
26/02/18
14
Founder Secs
100
296,072
6.290
6.520
6.060
-0.230
-4
1,794,202
-62
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
26/02/18
5/03/18
7
Kweichow Moutai
100
2,413
743.510
720.110
-23.400
-3
1,737,738
-81
short
5/03/18
5/11/18
245
Founder Secs
100
269,835
6.440
5.630
7.367
0.927
14
1,987,740
22
long
5/11/18
10/12/18
35
Bank of Shanghai
100
162,929
12.200
11.510
-0.690
-6
1,875,319
-46
short
10/12/18
17/12/18
7
China Molybdenum
100
472,372
3.970
4.150
3.790
-0.180
-5
1,790,292
-91
long
17/12/18
24/12/18
7
China Rwy Constr
100
148,942
12.020
11.200
-0.820
-7
1,668,159
-97
short
24/12/18
21/01/19
28
China Molybdenum
100
422,318
3.950
3.920
3.980
0.030
1
1,680,913
10
long
21/01/19
4/02/19
14
Shandong Gold
100
57,038
29.470
30.900
1.430
5
1,762,478
244
short
4/02/19
18/02/19
14
San’an Optoelectron
100
168,175
10.480
12.850
8.110
-2.370
-23
1,363,903
-100
long
18/02/19
8/07/19
140
Shandong Gold
100
42,357
32.200
40.660
8.460
26
1,722,243
84
short
8/07/19
16/09/19
70
Bank of Shanghai
100
193,946
8.880
9.280
8.480
-0.400
-5
1,644,665
-21
long
16/09/19
23/09/19
7
Kweichow Moutai
100
1,496
1,099.000
1,149.000
50.000
5
1,719,465
917
short
23/09/19
14/10/19
21
Bank of Shanghai
100
187,305
9.180
9.760
8.600
-0.580
-6
1,610,828
-68
long
14/10/19
21/10/19
7
Kweichow Moutai
100
1,365
1,180.000
1,168.500
-11.500
-1
1,595,130
-40
short
21/10/19
16/12/19
56
PetroChina
100
263,222
6.060
5.770
6.365
0.305
5
1,675,308
38
long
16/12/19
27/01/20
42
San’an Optoelectron
100
85,387
19.620
22.560
2.940
15
1,926,346
237
short
27/01/20
6/07/20
161
China Comms Constr
100
229,326
8.400
8.750
8.050
-0.350
-4
1,846,081
-9
long
6/07/20
16/11/20
133
China Merchants Secs
100
63,157
29.230
21.310
-7.920
-27
1,345,878
-58
short
16/11/20
30/11/20
14
Shandong Gold
100
54,400
24.740
23.840
25.674
0.934
4
1,396,688
163
long
30/11/20
21/12/20
21
LONGi Green Energy
100
20,330
68.700
85.420
16.720
24
1,736,605
4,308
short
21/12/20
18/01/21
28
Shenzhen Goodix Tech
100
11,161
155.590
159.080
152.100
-3.490
-2
1,697,653
-26
long
18/01/21
1/02/21
14
LONGi Green Energy
100
16,454
103.170
106.920
3.750
4
1,759,356
154
short
1/02/21
15/02/21
14
Shenzhen Goodix Tech
100
12,832
137.100
133.600
140.692
3.592
3
1,805,445
96
long
15/02/21
22/03/21
35
China Tourism
100
4,654
387.860
311.650
-76.210
-20
1,450,763
-90
short
22/03/21
13/12/21
266
Shenzhen Goodix Tech
100
12,919
112.290
106.600
118.284
5.994
5
1,528,196
7
long
13/12/21
17/01/22
35
Wingtech Technology
100
11,065
138.100
121.020
-17.080
-12
1,339,206
-75
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
17/01/22
5/09/22
231
China Tourism
100
7,032
190.430
180.100
201.353
10.923
6
1,416,013
9
long
5/09/22
19/09/22
14
China Shenhua En
100
43,489
32.560
31.500
-1.060
-3
1,369,914
-58
short
19/09/22
5/12/22
77
Wingtech Technology
100
25,228
54.300
56.950
51.650
-2.650
-5
1,303,060
-21
long
5/12/22
26/12/22
21
China Unicom
100
250,588
5.200
4.780
-0.420
-8
1,197,813
-77
short
26/12/22
2/01/23
7
LONGi Green Energy
100
28,519
42.000
42.260
41.740
-0.260
-1
1,190,398
-28
long
2/01/23
24/04/23
112
China Life
100
32,068
37.120
36.260
-0.860
-2
1,162,820
-7
short
24/04/23
1/05/23
7
LONGi Green Energy
100
32,095
36.230
34.870
37.643
1.413
4
1,208,170
635
long
1/05/23
22/05/23
21
China Petrol&Chem
100
180,055
6.710
6.320
-0.390
-6
1,137,949
-65
short
22/05/23
8/06/23
17
LONGi Green Energy
100
34,121
33.350
27.340
40.681
7.331
22
1,388,093
7,026
accum 9/01/06
8/06/23 6359
days out of 6366 invested (100%)
13,781
1,388,093
33
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Sinolink Secs long 20/11/06 21/01/08 427 1.60 14.77 13.17 825.11 long 2/06/14 23/06/14 21 9.77 9.46 -0.31 -3.17 795.75 AECC Aviation Power long 7/07/14 3/08/15 392 25.12 48.28 23.16 92.20 short 22/05/17 29/05/17 7 25.96 24.59 27.41 1.45 5.57 102.91 Kangmei Pharma long 9/02/09 30/11/09 294 2.28 4.55 2.26 99.25 short 23/06/14 7/07/14 14 7.30 7.33 7.27 -0.03 -0.41 98.43 Shanghai Int Port short 21/01/08 9/02/09 385 8.05 4.27 15.18 7.13 88.52 88.52 LONGi Green Energy long 30/11/20 21/12/20 21 68.70 85.42 16.72 24.34 long 18/01/21 1/02/21 14 103.17 106.92 3.75 3.63 short 26/12/22 2/01/23 7 42.00 42.26 41.74 -0.26 -0.62 short 24/04/23 1/05/23 7 36.23 34.87 37.64 1.41 3.90 short 22/05/23 8/06/23 17 33.35 27.34 40.68 7.33 21.98 62.30 China Northern Rare long 11/10/10 13/12/10 63 17.11 15.72 -1.39 -8.14 long 30/05/11 6/06/11 7 22.45 26.00 3.55 15.83 long 9/04/12 4/06/12 56 23.86 30.15 6.28 26.33 short 29/04/13 6/05/13 7 18.39 18.61 18.18 -0.21 -1.16 short 13/05/13 4/11/13 175 19.08 17.61 20.67 1.59 8.33 short 3/08/15 4/01/16 154 14.16 12.66 15.84 1.68 11.85 60.97 Anhui Conch Cement long 9/01/06 16/10/06 280 3.33 5.42 2.09 62.76 short 19/03/12 9/04/12 21 16.29 16.78 15.80 -0.49 -3.01 57.87 Shandong Gold long 21/01/19 4/02/19 14 29.47 30.90 1.43 4.85 long 18/02/19 8/07/19 140 32.20 40.66 8.46 26.27 short 16/11/20 30/11/20 14 24.74 23.84 25.67 0.93 3.78 37.40 Poly Developments short 1/03/10 11/10/10 224 6.52 5.73 7.41 0.89 13.72 short 23/12/13 2/06/14 161 5.33 5.02 5.65 0.33 6.11 20.67 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total China Rwy Constr short 30/11/09 28/12/09 28 9.23 9.14 9.32 0.09 0.98 short 25/01/10 8/02/10 14 8.47 8.61 8.33 -0.14 -1.65 short 6/06/11 23/01/12 231 5.99 4.12 8.71 2.72 45.39 long 10/12/12 29/04/13 140 5.82 5.14 -0.68 -11.68 long 17/12/18 24/12/18 7 12.02 11.20 -0.82 -6.82 18.82 Citic Secs long 23/10/06 13/11/06 21 4.87 5.37 0.50 10.27 10.27 Founder Secs short 12/02/18 26/02/18 14 6.29 6.52 6.06 -0.23 -3.66 short 5/03/18 5/11/18 245 6.44 5.63 7.37 0.93 14.39 10.20 Tsinghua Tongfang short 4/12/17 15/01/18 42 10.80 10.08 11.57 0.77 7.14 7.14 IM Yili long 8/02/10 1/03/10 21 4.84 5.17 0.34 6.96 6.96 Shenzhen Goodix Tech short 21/12/20 18/01/21 28 155.59 159.08 152.10 -3.49 -2.24 short 1/02/21 15/02/21 14 137.10 133.60 140.69 3.59 2.62 short 22/03/21 13/12/21 266 112.29 106.60 118.28 5.99 5.34 5.67 PetroChina short 21/10/19 16/12/19 56 6.06 5.77 6.36 0.30 5.03 5.03 Hua Xia Bank short 16/10/06 23/10/06 7 2.51 2.40 2.62 0.12 4.64 4.64 Kweichow Moutai long 13/06/16 1/08/16 49 267.20 306.96 39.76 14.88 long 15/08/16 26/12/16 133 318.78 324.50 5.72 1.79 long 15/01/18 12/02/18 28 785.37 697.48 -87.89 -11.19 long 26/02/18 5/03/18 7 743.51 720.11 -23.40 -3.15 long 16/09/19 23/09/19 7 1,099.00 1,149.00 50.00 4.55 long 14/10/19 21/10/19 7 1,180.00 1,168.50 -11.50 -0.97 4.14 Orient Secs short 26/12/16 9/01/17 14 15.54 15.26 15.83 0.29 1.83 1.83 Dongxing Secs short 10/04/17 17/04/17 7 18.03 17.37 18.72 0.69 3.80 short 24/04/17 1/05/17 7 16.84 17.19 16.49 -0.35 -2.08 1.64 China Unicom short 4/06/12 10/12/12 189 3.99 3.36 4.74 0.75 18.75 long 9/01/17 10/04/17 91 7.71 7.47 -0.24 -3.11 long 17/04/17 24/04/17 7 7.47 7.47 0.00 0.00 long 1/05/17 22/05/17 21 7.47 7.47 0.00 0.00 long 29/05/17 4/12/17 189 7.47 7.12 -0.35 -4.69 long 5/12/22 26/12/22 21 5.20 4.78 -0.42 -8.08 0.80 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total China Shipbuilding long 31/01/11 21/02/11 21 8.81 8.83 0.02 0.23 0.23 China Life short 23/05/11 30/05/11 7 19.11 18.85 19.37 0.26 1.38 long 2/01/23 24/04/23 112 37.12 36.26 -0.86 -2.32 -0.97 Shanghai Oriental short 13/11/06 20/11/06 7 3.47 3.56 3.38 -0.09 -2.59 long 4/11/13 23/12/13 49 36.24 36.48 0.24 0.66 -1.95 China Minsheng Bk long 23/01/12 19/03/12 56 5.44 5.28 -0.17 -3.06 long 6/05/13 13/05/13 7 8.56 8.58 0.02 0.20 -2.87 China Shenhua En long 5/09/22 19/09/22 14 32.56 31.50 -1.06 -3.26 -3.26 China Molybdenum short 10/12/18 17/12/18 7 3.97 4.15 3.79 -0.18 -4.53 short 24/12/18 21/01/19 28 3.95 3.92 3.98 0.03 0.76 -3.80 China Comms Constr short 27/01/20 6/07/20 161 8.40 8.75 8.05 -0.35 -4.17 -4.17 Cosco Shipping short 1/08/16 15/08/16 14 5.11 5.34 4.88 -0.23 -4.50 -4.50 China Petrol&Chem long 1/05/23 22/05/23 21 6.71 6.32 -0.39 -5.81 -5.81 San’an Optoelectron short 4/02/19 18/02/19 14 10.48 12.85 8.11 -2.37 -22.61 long 16/12/19 27/01/20 42 19.62 22.56 2.94 14.98 -11.02 IM BaoTou Steel long 4/04/11 23/05/11 49 2.83 2.46 -0.36 -12.90 -12.90 Shanghai Pudong short 13/12/10 31/01/11 49 10.00 9.78 10.22 0.22 2.25 short 21/02/11 4/04/11 42 10.01 11.22 8.80 -1.21 -12.09 long 4/01/16 11/01/16 7 17.80 17.05 -0.75 -4.21 -13.90 China Tourism long 15/02/21 22/03/21 35 387.86 311.65 -76.21 -19.65 short 17/01/22 5/09/22 231 190.43 180.10 201.35 10.92 5.74 -15.04 Bank of Shanghai long 5/11/18 10/12/18 35 12.20 11.51 -0.69 -5.66 short 8/07/19 16/09/19 70 8.88 9.28 8.48 -0.40 -4.50 short 23/09/19 14/10/19 21 9.18 9.76 8.60 -0.58 -6.32 -15.60 Wingtech Technology long 13/12/21 17/01/22 35 138.10 121.02 -17.08 -12.37 short 19/09/22 5/12/22 77 54.30 56.95 51.65 -2.65 -4.88 -16.64 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Haitong Secs short 11/01/16 13/06/16 154 12.54 14.85 10.23 -2.31 -18.42 -18.42 SAIC Motor Corp long 28/12/09 25/01/10 28 20.62 16.39 -4.23 -20.51 -20.51 China Merchants Secs long 6/07/20 16/11/20 133 29.23 21.31 -7.92 -27.10 -27.10
Annotations
28/07/17 SSE 50 component roundabout 28/12/16 SSE 50 Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang 29/12/15 SSE 50 complete analysis 28/12/15 SSE 50 CNNP, GD Power Development, Guotai Junan, New China Life and PowerChina replace 28/08/15 SSE 50 complete analysis 27/07/15 Ping An Ins forward stock split 10:20 (twenty for ten) 17/07/15 Kweichow Moutai forward stock split 10:11 (eleven for ten) 16/07/15 Qingdao Haier forward stock split 10:20 (twenty for ten) 1/06/15 IM Yili foreward stock split 10:20 (twenty for ten) 11/05/15 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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