Share-o-matic

Assessment - Shanghai Stock Exchange 50 in Euro - 7/01/24 - RS = 19

		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	2/19/24	prc diff	⇓ Δ19	⇓∅-RS
	L	SSE 50 ew	228.958	8/12/24	-0.09	238.965	-4.19	232.606	6.359	2.73	0.19
	S	Jiangsu Hengrui Med	5.585	8/12/24	2.85	4.899	14.01	5.372	-0.473	-8.80	-12.83
		Hygon	9.435	8/12/24	2.35	9.021	4.58	11.089	-2.068	-18.65	4.71
		Shaanxi Coal	2.956	8/12/24	2.12	3.440	-14.07	3.271	0.168	5.15	29.85
		Haier Smart Home	3.302	8/12/24	1.46	3.634	-9.16	3.041	0.594	19.53	18.04
		Ind and Comm Bk	0.767	8/12/24	1.18	0.745	2.92	0.680	0.066	9.64	17.29
	S	LONGi Green Energy	1.783	8/12/24	0.87	1.799	-0.85	2.603	-0.805	-30.91	-37.25
	S	IM Yili	3.117	8/12/24	0.66	3.325	-6.24	3.653	-0.328	-8.99	-5.22
		Agricultural Bank	0.594	8/12/24	0.65	0.568	4.50	0.526	0.042	8.04	16.35
		Bank of China	0.597	8/12/24	0.65	0.598	-0.21	0.582	0.016	2.80	14.14
	L	China Shenhua En	5.031	8/12/24	0.64	5.797	-13.21	5.133	0.663	12.92	35.50
	L	SMIC	6.245	8/12/24	0.60	5.865	6.48	5.779	0.085	1.47	-5.14
	L	Trina Solar	2.220	8/12/24	0.58	2.192	1.29	3.055	-0.863	-28.25	-36.62
		Cosco Shipping	1.584	8/12/24	0.49	2.025	-21.81	1.326	0.700	52.78	51.53
	L	China Life	3.775	8/12/24	0.44	4.013	-5.93	3.995	0.019	0.46	-0.48
	L	TBEA	1.706	8/12/24	0.23	1.787	-4.51	1.915	-0.128	-6.67	-7.06
	L	China Pacific Ins	3.506	8/12/24	0.22	3.654	-4.03	3.395	0.258	7.61	9.44
	L	Will Semiconductor	11.820	8/12/24	0.17	12.676	-6.76	11.044	1.632	14.78	1.24
	S	China Petrol&Chem	0.841	8/12/24	0.15	0.818	2.82	0.810	0.008	1.02	6.40
		Zijin Mining	1.966	8/12/24	0.13	2.309	-14.86	1.657	0.652	39.38	34.84
	L	GigaDevice	10.010	8/12/24	0.09	12.086	-17.18	8.633	3.453	40.00	8.63
	L	Ping An Ins	5.200	8/12/24	0.02	5.328	-2.40	5.510	-0.182	-3.30	-4.73
		NARI Technology	3.012	8/12/24		3.181	-5.31	2.926	0.255	8.73	8.42
	S	Tongwei	2.390	8/12/24		2.412	-0.90	3.353	-0.941	-28.06	-29.71
		Foshan Haitian F&F	4.542	8/12/24	-0.03	4.404	3.14	4.872	-0.468	-9.60	-11.15
		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	2/19/24	prc diff	⇓ Δ19	⇓∅-RS
	S	Kweichow Moutai	183.847	8/12/24	-0.05	184.395	-0.30	218.621	-34.227	-15.66	-16.25
	S	Citic Secs	2.416	8/12/24	-0.11	2.330	3.68	2.689	-0.359	-13.34	-11.86
		AECC Aviation Power	4.865	8/12/24	-0.13	4.643	4.77	4.218	0.425	10.08	0.19
		China CSSC	4.865	8/12/24	-0.13	5.271	-7.70	4.244	1.027	24.20	32.35
	L	China State Constr	0.704	8/12/24	-0.18	0.696	1.10	0.668	0.028	4.26	2.12
		China Three Gorges R	0.608	8/12/24	-0.21	0.574	6.03	0.598	-0.025	-4.14	-5.80
		Zhejiang Huayou	2.850	8/12/24	-0.27	2.861	-0.40	3.282	-0.421	-12.81	-32.14
		WuXi AppTec	5.297	8/12/24	-0.29	4.949	7.04	6.454	-1.505	-23.31	-37.14
	L	Great Wall Motor	2.843	8/12/24	-0.31	3.236	-12.14	2.847	0.389	13.67	-0.63
		PetroChina	1.115	8/12/24	-0.34	1.335	-16.49	1.115	0.220	19.71	27.15
		Sany Heavy Industry	1.964	8/12/24	-0.45	2.103	-6.63	1.823	0.280	15.36	9.09
	L	Industrial Bank	2.084	8/12/24	-0.55	2.272	-8.28	2.086	0.186	8.91	11.41
		PowerChina	0.691	8/12/24	-0.55	0.727	-4.93	0.643	0.084	13.01	9.19
		Zhangzhou Pientze	26.628	8/12/24	-0.60	26.401	0.86	27.377	-0.976	-3.56	-16.08
		China Merchants Bank	4.112	8/12/24	-0.65	4.399	-6.52	4.077	0.321	7.88	8.17
		China Northern Rare	2.153	8/12/24	-0.65	2.308	-6.71	2.389	-0.081	-3.40	-11.58
	S	SAIC Motor Corp	1.759	8/12/24	-0.87	1.774	-0.87	1.876	-0.102	-5.43	-4.38
		Beijing Kingsoft	24.640	8/12/24	-0.91	26.244	-6.11	31.795	-5.551	-17.46	-33.85
		Wanhua Chemical	9.591	8/12/24	-0.91	10.536	-8.97	9.621	0.915	9.51	-2.00
		Shanxi Xinghuacun	24.489	8/12/24	-1.14	26.507	-7.62	28.990	-2.483	-8.56	-11.00
		China Yangtze Pwr	3.736	8/12/24	-1.22	3.774	-1.02	3.249	0.524	16.14	24.84
		China Rwy Group	0.759	8/12/24	-1.33	0.841	-9.74	0.818	0.024	2.88	0.23
		China Unicom	0.571	8/12/24	-1.33	0.599	-4.70	0.605	-0.006	-0.93	-0.41
	S	China Tourism	8.187	8/12/24	-1.36	8.001	2.32	10.998	-2.997	-27.25	-30.44
		China Telecom Corp	0.728	8/12/24	-1.56	0.781	-6.72	0.774	0.007	0.93	6.97
		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	2/19/24	prc diff	⇓ Δ19	⇓∅-RS
	L	Poly Developments	1.057	8/12/24	-3.39	1.192	-11.28	1.265	-0.073	-5.78	-12.37
SSE 50 - 50 out of 50 instruments rated - 7/01/24 / 2/19/24 - 28 did rise, Market-Ratio(19) in EUR = 56.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

	SSE 50 RS = 19 - B/S = 49/47

1/04/21	scale up chart	7/01/24

Transactions Shanghai Stock Exchange 50 in Euro * 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
1/02/06		1/09/06	7		- cash -
long	1/09/06	10/16/06	280		Anhui Conch Cement	100	29,432	0.340	0.548		0.208	61	16,135	87
short	10/16/06	10/23/06	7		Hua Xia Bank	100	63,633	0.254	0.240	0.268	0.014	6	17,035	1,592
long	10/23/06	11/13/06	21		Citic Secs	100	34,886	0.488	0.532		0.043	9	18,550	340
short	11/13/06	11/20/06	7		Shanghai Oriental	100	53,988	0.344	0.353	0.335	-0.009	-3	18,065	-75
long	11/20/06	1/21/08	427		Sinolink Secs	100	114,273	0.158	1.395		1.237	782	159,378	543
short	1/21/08	2/09/09	385		Shanghai Int Port	100	209,630	0.760	0.483	1.197	0.437	57	250,907	54
long	2/09/09	11/30/09	294		Kangmei Pharma	100	972,319	0.258	0.444		0.186	72	431,875	96
short	11/30/09	12/28/09	28		China Rwy Constr	100	478,922	0.902	0.932	0.872	-0.030	-3	417,525	-36
long	12/28/09	1/25/10	28		SAIC Motor Corp	100	198,623	2.102	1.697		-0.405	-19	337,136	-94
short	1/25/10	2/08/10	14		China Rwy Constr	100	384,350	0.877	0.922	0.833	-0.044	-5	320,049	-74
long	2/08/10	3/01/10	21		IM Yili	100	618,201	0.518	0.557		0.039	8	344,075	252
short	3/01/10	10/11/10	224		Poly Developments	100	490,512	0.701	0.616	0.798	0.097	14	391,576	23
long	10/11/10	12/13/10	63		China Northern Rare	100	212,858	1.840	1.785		-0.054	-3	380,034	-16
short	12/13/10	1/31/11	49		Shanghai Pudong	100	334,567	1.136	1.092	1.182	0.046	4	395,425	34
long	1/31/11	2/21/11	21		China Shipbuilding	100	402,090	0.983	0.981		-0.003	0	394,285	-5
short	2/21/11	4/04/11	42		Shanghai Pudong	100	354,690	1.112	1.203	1.020	-0.092	-8	361,749	-53
long	4/04/11	5/23/11	49		IM BaoTou Steel	100	1,193,977	0.303	0.268		-0.035	-12	319,636	-60
short	5/23/11	5/30/11	7		China Life	100	153,743	2.079	2.028	2.131	0.052	3	327,657	264
long	5/30/11	6/06/11	7		China Northern Rare	100	135,651	2.415	2.742		0.327	14	372,017	74,941
short	6/06/11	1/23/12	231		China Rwy Constr	100	588,879	0.632	0.505	0.790	0.158	25	464,920	42
long	1/23/12	3/19/12	56		China Minsheng Bk	100	696,350	0.668	0.633		-0.035	-5	440,855	-29
short	3/19/12	4/09/12	21		Anhui Conch Cement	100	225,491	1.955	2.031	1.880	-0.076	-4	423,811	-50
long	4/09/12	6/04/12	56		China Northern Rare	100	146,755	2.888	3.823		0.935	32	561,076	523
short	6/04/12	12/10/12	189		China Unicom	100	1,108,820	0.506	0.413	0.620	0.113	22	686,914	48
long	12/10/12	4/29/13	140		China Rwy Constr	100	959,437	0.716	0.634		-0.082	-11	608,618	-27
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/29/13	5/06/13	7		China Northern Rare	100	268,114	2.270	2.286	2.254	-0.016	-1	604,303	-31
long	5/06/13	5/13/13	7		China Minsheng Bk	100	574,703	1.052	1.064		0.013	1	611,599	87
short	5/13/13	11/04/13	175		China Northern Rare	100	258,285	2.368	2.137	2.624	0.256	11	677,611	24
long	11/04/13	12/23/13	49		Shanghai Oriental	100	154,091	4.397	4.388		-0.009	0	676,175	-2
short	12/23/13	6/02/14	161		Poly Developments	100	1,055,295	0.641	0.591	0.695	0.054	8	733,219	20
long	6/02/14	6/23/14	21		Sinolink Secs	100	637,593	1.150	1.117		-0.033	-3	712,210	-40
short	6/23/14	7/07/14	14		Kangmei Pharma	100	826,250	0.862	0.868	0.856	-0.006	-1	706,940	-18
long	7/07/14	8/03/15	392		AECC Aviation Power	100	237,556	2.976	7.097		4.121	138	1,685,906	125
short	8/03/15	1/04/16	154		China Northern Rare	100	809,973	2.081	1.789	2.422	0.341	16	1,961,917	43
long	1/04/16	1/11/16	7		Shanghai Pudong	100	780,148	2.515	2.391		-0.124	-5	1,865,154	-93
short	1/11/16	6/13/16	154		Haitong Secs	100	1,060,728	1.758	1.997	1.520	-0.238	-14	1,612,519	-29
long	6/13/16	8/01/16	49		Kweichow Moutai	100	44,887	35.924	41.398		5.474	15	1,858,235	188
short	8/01/16	8/15/16	14		Cosco Shipping	100	2,696,403	0.689	0.719	0.659	-0.030	-4	1,777,200	-69
long	8/15/16	12/26/16	133		Kweichow Moutai	100	41,392	42.935	44.672		1.737	4	1,849,084	11
short	12/26/16	1/09/17	14		Orient Secs	100	864,345	2.139	2.081	2.199	0.060	3	1,900,696	105
long	1/09/17	4/10/17	91		China Unicom	100	1,807,584	1.052	1.022		-0.029	-3	1,847,401	-11
short	4/10/17	4/17/17	7		Dongxing Secs	100	748,899	2.467	2.373	2.564	0.098	4	1,920,477	656
long	4/17/17	4/24/17	7		China Unicom	100	1,881,913	1.020	0.999		-0.022	-2	1,879,624	-67
short	4/24/17	5/01/17	7		Dongxing Secs	100	834,791	2.252	2.289	2.214	-0.037	-2	1,848,396	-58
long	5/01/17	5/22/17	21		China Unicom	100	1,858,269	0.995	0.966		-0.029	-3	1,795,023	-40
short	5/22/17	5/29/17	7		AECC Aviation Power	100	534,717	3.357	3.208	3.513	0.156	5	1,878,356	966
long	5/29/17	12/04/17	189		China Unicom	100	1,927,414	0.975	0.906		-0.068	-7	1,747,122	-13
short	12/04/17	1/15/18	42		Tsinghua Tongfang	100	1,270,665	1.375	1.277	1.481	0.106	8	1,881,475	90
long	1/15/18	2/12/18	28		Kweichow Moutai	100	18,912	99.482	89.885		-9.596	-10	1,699,988	-73
short	2/12/18	2/26/18	14		Founder Secs	100	2,097,190	0.811	0.839	0.782	-0.028	-4	1,640,422	-61
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	2/26/18	3/05/18	7		Kweichow Moutai	100	17,144	95.681	91.916		-3.764	-4	1,575,889	-88
short	3/05/18	11/05/18	245		Founder Secs	100	1,917,103	0.822	0.714	0.947	0.125	15	1,815,497	23
long	11/05/18	12/10/18	35		Bank of Shanghai	100	1,174,194	1.546	1.466		-0.080	-5	1,721,588	-43
short	12/10/18	12/17/18	7		China Molybdenum	100	3,404,277	0.506	0.530	0.481	-0.025	-5	1,638,139	-93
long	12/17/18	12/24/18	7		China Rwy Constr	100	1,066,766	1.536	1.423		-0.113	-7	1,517,834	-98
short	12/24/18	1/21/19	28		China Molybdenum	100	3,024,754	0.502	0.508	0.496	-0.006	-1	1,500,278	-14
long	1/21/19	2/04/19	14		Shandong Gold	100	393,131	3.816	4.009		0.192	5	1,575,935	261
short	2/04/19	2/18/19	14		San’an Optoelectron	100	1,159,139	1.360	1.679	1.040	-0.319	-23	1,205,736	-100
long	2/18/19	7/08/19	140		Shandong Gold	100	286,598	4.207	5.268		1.061	25	1,509,780	80
short	7/08/19	9/16/19	70		Bank of Shanghai	100	1,312,284	1.150	1.194	1.107	-0.043	-4	1,452,699	-18
long	9/16/19	9/23/19	7		Kweichow Moutai	100	10,273	141.401	146.903		5.501	4	1,509,214	632
short	9/23/19	10/14/19	21		Bank of Shanghai	100	1,285,873	1.174	1.253	1.095	-0.079	-7	1,407,517	-70
long	10/14/19	10/21/19	7		Kweichow Moutai	100	9,292	151.465	148.212		-3.253	-2	1,377,290	-68
short	10/21/19	12/16/19	56		PetroChina	100	1,791,840	0.769	0.741	0.798	0.029	4	1,429,351	27
long	12/16/19	1/27/20	42		San’an Optoelectron	100	567,566	2.518	2.950		0.432	17	1,674,289	295
short	1/27/20	7/06/20	161		China Comms Constr	100	1,524,320	1.098	1.103	1.094	-0.004	0	1,667,759	-1
long	7/06/20	11/16/20	133		China Merchants Secs	100	452,754	3.684	2.734		-0.950	-26	1,237,852	-56
short	11/16/20	11/30/20	14		Shandong Gold	100	389,983	3.174	3.033	3.322	0.148	5	1,295,642	229
long	11/30/20	12/21/20	21		LONGi Green Energy	100	148,259	8.739	10.664		1.925	22	1,581,064	3,083
short	12/21/20	1/18/21	28		Shenzhen Goodix Tech	100	81,395	19.424	20.301	18.548	-0.877	-5	1,509,683	-45
long	1/18/21	2/01/21	14		LONGi Green Energy	100	114,662	13.166	13.700		0.534	4	1,570,891	182
short	2/01/21	2/15/21	14		Shenzhen Goodix Tech	100	89,421	17.567	17.053	18.097	0.529	3	1,618,218	117
long	2/15/21	3/22/21	35		China Tourism	100	32,685	49.509	40.111		-9.397	-19	1,311,074	-89
short	3/22/21	12/13/21	266		Shenzhen Goodix Tech	100	90,716	14.452	14.830	14.075	-0.377	-3	1,276,839	-4
long	12/13/21	1/17/22	35		Wingtech Technology	100	66,460	19.212	16.708		-2.504	-13	1,110,396	-77
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/17/22	9/05/22	231		China Tourism	100	42,236	26.290	26.156	26.425	0.135	1	1,116,104	1
long	9/05/22	9/19/22	14		China Shenhua En	100	236,030	4.729	4.493		-0.236	-5	1,060,472	-74
short	9/19/22	12/05/22	77		Wingtech Technology	100	136,923	7.745	7.796	7.694	-0.051	-1	1,053,438	-3
long	12/05/22	12/26/22	21		China Unicom	100	1,479,816	0.712	0.646		-0.066	-9	956,050	-81
short	12/26/22	1/02/23	7		LONGi Green Energy	100	168,417	5.677	5.753	5.600	-0.076	-1	943,170	-51
long	1/02/23	4/24/23	112		China Life	100	186,642	5.053	4.762		-0.292	-6	888,748	-18
short	4/24/23	5/01/23	7		LONGi Green Energy	100	186,796	4.758	4.597	4.924	0.166	3	919,768	498
long	5/01/23	5/22/23	21		China Petrol&Chem	100	1,039,666	0.885	0.831		-0.054	-6	864,042	-66
short	5/22/23	7/31/23	70		LONGi Green Energy	100	197,022	4.386	3.797	5.066	0.680	16	998,075	112
long	7/31/23	8/14/23	14		PetroChina	100	990,803	1.007	0.989		-0.019	-2	979,509	-39
short	8/14/23	3/04/24	203		Foshan Haitian F&F	100	179,355	5.461	5.111	5.835	0.374	7	1,046,541	13
long	3/04/24	3/18/24	14		Shaanxi Coal	100	305,395	3.427	3.111		-0.316	-9	949,970	-92
short	3/18/24	3/25/24	7		WuXi AppTec	100	139,174	6.826	6.258	7.445	0.619	9	1,036,086	9,127
long	3/25/24	8/12/24	140		Shaanxi Coal	100	311,483	3.326	2.956		-0.370	-11	920,726	-26
accum	1/09/06	8/12/24	7047	days out of 7054 invested (100%)							9,107		920,726	26

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sinolink Secs	long	11/20/06	1/21/08	427	0.16	1.39		1.24	782.27
	long	6/02/14	6/23/14	21	1.15	1.12		-0.03	-2.87	756.99
AECC Aviation Power	long	7/07/14	8/03/15	392	2.98	7.10		4.12	138.48
	short	5/22/17	5/29/17	7	3.36	3.21	3.51	0.16	4.64	149.55
China Northern Rare	long	10/11/10	12/13/10	63	1.84	1.79		-0.05	-2.95
	long	5/30/11	6/06/11	7	2.42	2.74		0.33	13.54
	long	4/09/12	6/04/12	56	2.89	3.82		0.94	32.39
	short	4/29/13	5/06/13	7	2.27	2.29	2.25	-0.02	-0.71
	short	5/13/13	11/04/13	175	2.37	2.14	2.62	0.26	10.79
	short	8/03/15	1/04/16	154	2.08	1.79	2.42	0.34	16.37	86.75
Kangmei Pharma	long	2/09/09	11/30/09	294	0.26	0.44		0.19	72.13
	short	6/23/14	7/07/14	14	0.86	0.87	0.86	-0.01	-0.74	70.85
Shanghai Int Port	short	1/21/08	2/09/09	385	0.76	0.48	1.20	0.44	57.43	57.43
Anhui Conch Cement	long	1/09/06	10/16/06	280	0.34	0.55		0.21	61.35
	short	3/19/12	4/09/12	21	1.96	2.03	1.88	-0.08	-3.87	55.11
LONGi Green Energy	long	11/30/20	12/21/20	21	8.74	10.66		1.93	22.03
	long	1/18/21	2/01/21	14	13.17	13.70		0.53	4.05
	short	12/26/22	1/02/23	7	5.68	5.75	5.60	-0.08	-1.35
	short	4/24/23	5/01/23	7	4.76	4.60	4.92	0.17	3.49
	short	5/22/23	7/31/23	70	4.39	3.80	5.07	0.68	15.51	49.75
Shandong Gold	long	1/21/19	2/04/19	14	3.82	4.01		0.19	5.04
	long	2/18/19	7/08/19	140	4.21	5.27		1.06	25.22
	short	11/16/20	11/30/20	14	3.17	3.03	3.32	0.15	4.67	37.67
Poly Developments	short	3/01/10	10/11/10	224	0.70	0.62	0.80	0.10	13.81
	short	12/23/13	6/02/14	161	0.64	0.59	0.69	0.05	8.44	23.41
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Founder Secs	short	2/12/18	2/26/18	14	0.81	0.84	0.78	-0.03	-3.50
	short	3/05/18	11/05/18	245	0.82	0.71	0.95	0.12	15.20	11.17
WuXi AppTec	short	3/18/24	3/25/24	7	6.83	6.26	7.44	0.62	9.07	9.07
Citic Secs	long	10/23/06	11/13/06	21	0.49	0.53		0.04	8.90	8.90
Tsinghua Tongfang	short	12/04/17	1/15/18	42	1.37	1.28	1.48	0.11	7.69	7.69
IM Yili	long	2/08/10	3/01/10	21	0.52	0.56		0.04	7.51	7.51
Foshan Haitian F&F	short	8/14/23	3/04/24	203	5.46	5.11	5.84	0.37	6.84	6.84
Kweichow Moutai	long	6/13/16	8/01/16	49	35.92	41.40		5.47	15.24
	long	8/15/16	12/26/16	133	42.94	44.67		1.74	4.04
	long	1/15/18	2/12/18	28	99.48	89.89		-9.60	-9.65
	long	2/26/18	3/05/18	7	95.68	91.92		-3.76	-3.93
	long	9/16/19	9/23/19	7	141.40	146.90		5.50	3.89
	long	10/14/19	10/21/19	7	151.46	148.21		-3.25	-2.15	5.80
Hua Xia Bank	short	10/16/06	10/23/06	7	0.25	0.24	0.27	0.01	5.57	5.57
Orient Secs	short	12/26/16	1/09/17	14	2.14	2.08	2.20	0.06	2.79	2.79
Dongxing Secs	short	4/10/17	4/17/17	7	2.47	2.37	2.56	0.10	3.96
	short	4/24/17	5/01/17	7	2.25	2.29	2.21	-0.04	-1.66	2.23
PetroChina	short	10/21/19	12/16/19	56	0.77	0.74	0.80	0.03	3.78
	long	7/31/23	8/14/23	14	1.01	0.99		-0.02	-1.86	1.85
China Shipbuilding	long	1/31/11	2/21/11	21	0.98	0.98		-0.00	-0.29	-0.29
China Comms Constr	short	1/27/20	7/06/20	161	1.10	1.10	1.09	-0.00	-0.39	-0.39
Shanghai Oriental	short	11/13/06	11/20/06	7	0.34	0.35	0.33	-0.01	-2.62
	long	11/04/13	12/23/13	49	4.40	4.39		-0.01	-0.21	-2.83
China Life	short	5/23/11	5/30/11	7	2.08	2.03	2.13	0.05	2.51
	long	1/02/23	4/24/23	112	5.05	4.76		-0.29	-5.77	-3.41
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
China Minsheng Bk	long	1/23/12	3/19/12	56	0.67	0.63		-0.03	-5.18
	long	5/06/13	5/13/13	7	1.05	1.06		0.01	1.21	-4.03
Shenzhen Goodix Tech	short	12/21/20	1/18/21	28	19.42	20.30	18.55	-0.88	-4.51
	short	2/01/21	2/15/21	14	17.57	17.05	18.10	0.53	3.01
	short	3/22/21	12/13/21	266	14.45	14.83	14.08	-0.38	-2.61	-4.21
Cosco Shipping	short	8/01/16	8/15/16	14	0.69	0.72	0.66	-0.03	-4.36	-4.36
China Unicom	short	6/04/12	12/10/12	189	0.51	0.41	0.62	0.11	22.43
	long	1/09/17	4/10/17	91	1.05	1.02		-0.03	-2.80
	long	4/17/17	4/24/17	7	1.02	1.00		-0.02	-2.13
	long	5/01/17	5/22/17	21	0.99	0.97		-0.03	-2.89
	long	5/29/17	12/04/17	189	0.97	0.91		-0.07	-6.99
	long	12/05/22	12/26/22	21	0.71	0.65		-0.07	-9.24	-4.53
China Shenhua En	long	9/05/22	9/19/22	14	4.73	4.49		-0.24	-4.98	-4.98
China Rwy Constr	short	11/30/09	12/28/09	28	0.90	0.93	0.87	-0.03	-3.32
	short	1/25/10	2/08/10	14	0.88	0.92	0.83	-0.04	-5.07
	short	6/06/11	1/23/12	231	0.63	0.51	0.79	0.16	24.97
	long	12/10/12	4/29/13	140	0.72	0.63		-0.08	-11.40
	long	12/17/18	12/24/18	7	1.54	1.42		-0.11	-7.34	-5.84
China Molybdenum	short	12/10/18	12/17/18	7	0.51	0.53	0.48	-0.02	-4.85
	short	12/24/18	1/21/19	28	0.50	0.51	0.50	-0.01	-1.16	-5.95
China Petrol&Chem	long	5/01/23	5/22/23	21	0.88	0.83		-0.05	-6.06	-6.06
Shanghai Pudong	short	12/13/10	1/31/11	49	1.14	1.09	1.18	0.05	4.05
	short	2/21/11	4/04/11	42	1.11	1.20	1.02	-0.09	-8.25
	long	1/04/16	1/11/16	7	2.51	2.39		-0.12	-4.93	-9.24
San’an Optoelectron	short	2/04/19	2/18/19	14	1.36	1.68	1.04	-0.32	-23.49
	long	12/16/19	1/27/20	42	2.52	2.95		0.43	17.14	-10.38
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
IM BaoTou Steel	long	4/04/11	5/23/11	49	0.30	0.27		-0.04	-11.64	-11.64
Haitong Secs	short	1/11/16	6/13/16	154	1.76	2.00	1.52	-0.24	-13.54	-13.54
Wingtech Technology	long	12/13/21	1/17/22	35	19.21	16.71		-2.50	-13.04
	short	9/19/22	12/05/22	77	7.74	7.80	7.69	-0.05	-0.66	-13.61
Bank of Shanghai	long	11/05/18	12/10/18	35	1.55	1.47		-0.08	-5.17
	short	7/08/19	9/16/19	70	1.15	1.19	1.11	-0.04	-3.78
	short	9/23/19	10/14/19	21	1.17	1.25	1.09	-0.08	-6.74	-14.91
China Tourism	long	2/15/21	3/22/21	35	49.51	40.11		-9.40	-18.98
	short	1/17/22	9/05/22	231	26.29	26.16	26.43	0.14	0.51	-18.56
SAIC Motor Corp	long	12/28/09	1/25/10	28	2.10	1.70		-0.40	-19.25	-19.25
Shaanxi Coal	long	3/04/24	3/18/24	14	3.43	3.11		-0.32	-9.23
	long	3/25/24	8/12/24	140	3.33	2.96		-0.37	-11.13	-19.33
China Merchants Secs	long	7/06/20	11/16/20	133	3.68	2.73		-0.95	-25.78	-25.78

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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