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
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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