Assessment - Shanghai Stock Exchange 50 in Dollar - 7/01/24 - RS = 19
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/19/24
prc diff
⇓ Δ19
∅-RS
L
SSE 50 ew
245.585
8/12/24
-0.09
256.318
-4.19
250.733
5.586
2.23
-0.70
Cosco Shipping
1.699
8/12/24
0.49
2.172
-21.81
1.429
0.743
52.03
50.17
Shaanxi Coal
3.171
8/12/24
2.12
3.690
-14.07
3.526
0.163
4.63
28.65
L
China Shenhua En
5.396
8/12/24
0.64
6.218
-13.21
5.533
0.684
12.36
34.23
Zijin Mining
2.109
8/12/24
0.13
2.477
-14.86
1.786
0.691
38.69
33.61
Haier Smart Home
3.541
8/12/24
1.46
3.898
-9.16
3.278
0.621
18.94
16.96
China CSSC
5.218
8/12/24
-0.13
5.653
-7.70
4.574
1.079
23.59
31.21
China Yangtze Pwr
4.007
8/12/24
-1.22
4.048
-1.02
3.503
0.545
15.57
23.72
PetroChina
1.196
8/12/24
-0.34
1.432
-16.49
1.202
0.230
19.12
25.98
Ind and Comm Bk
0.823
8/12/24
1.18
0.799
2.92
0.733
0.067
9.10
16.24
Agricultural Bank
0.637
8/12/24
0.65
0.610
4.50
0.567
0.043
7.51
15.30
L
China Pacific Ins
3.761
8/12/24
0.22
3.919
-4.03
3.660
0.259
7.08
8.45
L
Industrial Bank
2.235
8/12/24
-0.55
2.437
-8.28
2.249
0.188
8.38
10.41
Hygon
10.120
8/12/24
2.35
9.677
4.58
11.954
-2.277
-19.05
3.84
Bank of China
0.640
8/12/24
0.65
0.641
-0.21
0.627
0.014
2.29
13.12
L
GigaDevice
10.737
8/12/24
0.09
12.964
-17.18
9.306
3.658
39.31
7.70
NARI Technology
3.231
8/12/24
3.412
-5.31
3.154
0.258
8.19
7.47
L
Will Semiconductor
12.678
8/12/24
0.17
13.597
-6.76
11.905
1.692
14.21
0.36
China Merchants Bank
4.411
8/12/24
-0.65
4.718
-6.52
4.395
0.323
7.35
7.20
Sany Heavy Industry
2.106
8/12/24
-0.45
2.256
-6.63
1.965
0.291
14.79
8.12
AECC Aviation Power
5.218
8/12/24
-0.13
4.980
4.77
4.547
0.434
9.54
-0.66
Wanhua Chemical
10.288
8/12/24
-0.91
11.301
-8.97
10.371
0.930
8.97
-2.88
L
China State Constr
0.755
8/12/24
-0.18
0.747
1.10
0.720
0.027
3.75
1.22
Shanxi Xinghuacun
26.267
8/12/24
-1.14
28.432
-7.62
31.249
-2.817
-9.01
-11.83
PowerChina
0.741
8/12/24
-0.55
0.780
-4.93
0.694
0.086
12.45
8.24
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/19/24
prc diff
⇓ Δ19
∅-RS
L
Great Wall Motor
3.050
8/12/24
-0.31
3.471
-12.14
3.069
0.402
13.11
-1.53
S
China Petrol&Chem
0.902
8/12/24
0.15
0.877
2.82
0.873
0.005
0.52
5.47
China Telecom Corp
0.781
8/12/24
-1.56
0.838
-6.72
0.834
0.004
0.44
6.00
L
China Life
4.049
8/12/24
0.44
4.305
-5.93
4.306
-0.001
-0.03
-1.39
S
SAIC Motor Corp
1.887
8/12/24
-0.87
1.903
-0.87
2.022
-0.119
-5.89
-5.24
L
SMIC
6.698
8/12/24
0.60
6.290
6.48
6.230
0.061
0.97
-5.98
S
IM Yili
3.344
8/12/24
0.66
3.566
-6.24
3.938
-0.372
-9.44
-6.04
China Rwy Group
0.814
8/12/24
-1.33
0.902
-9.74
0.881
0.021
2.37
-0.64
China Three Gorges R
0.652
8/12/24
-0.21
0.615
6.03
0.645
-0.030
-4.62
-6.62
S
Jiangsu Hengrui Med
5.991
8/12/24
2.85
5.255
14.01
5.791
-0.536
-9.25
-13.60
L
TBEA
1.830
8/12/24
0.23
1.917
-4.51
2.064
-0.147
-7.13
-7.82
China Unicom
0.612
8/12/24
-1.33
0.643
-4.70
0.652
-0.009
-1.42
-1.29
L
Ping An Ins
5.578
8/12/24
0.02
5.715
-2.40
5.939
-0.224
-3.78
-5.58
Foshan Haitian F&F
4.872
8/12/24
-0.03
4.724
3.14
5.251
-0.528
-10.05
-11.89
L
Poly Developments
1.134
8/12/24
-3.39
1.278
-11.28
1.364
-0.085
-6.24
-13.12
S
Citic Secs
2.591
8/12/24
-0.11
2.499
3.68
2.898
-0.399
-13.77
-12.64
S
Kweichow Moutai
197.198
8/12/24
-0.05
197.785
-0.30
235.658
-37.873
-16.07
-16.99
Zhangzhou Pientze
28.561
8/12/24
-0.60
28.318
0.86
29.510
-1.192
-4.04
-16.80
China Northern Rare
2.310
8/12/24
-0.65
2.476
-6.71
2.576
-0.100
-3.88
-12.34
Beijing Kingsoft
26.429
8/12/24
-0.91
28.150
-6.11
34.272
-6.123
-17.87
-34.41
S
Tongwei
2.564
8/12/24
2.587
-0.90
3.614
-1.027
-28.42
-30.31
S
China Tourism
8.781
8/12/24
-1.36
8.582
2.32
11.855
-3.273
-27.61
-31.03
S
LONGi Green Energy
1.913
8/12/24
0.87
1.929
-0.85
2.806
-0.877
-31.25
-37.77
L
Trina Solar
2.381
8/12/24
0.58
2.351
1.29
3.293
-0.942
-28.61
-37.13
Zhejiang Huayou
3.057
8/12/24
-0.27
3.069
-0.40
3.537
-0.468
-13.24
-32.70
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/19/24
prc diff
⇓ Δ19
∅-RS
WuXi AppTec
5.682
8/12/24
-0.29
5.309
7.04
6.957
-1.648
-23.69
-37.70
SSE 50 - 50 out of 50 instruments rated - 7/01/24 / 2/19/24 - 27 did rise, Market-Ratio(19) in USD = 54.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 in Dollar * 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
24,219
0.413
0.686
0.273
66
16,613
94
short
10/16/06
10/23/06
7
Hua Xia Bank
100
52,363
0.317
0.303
0.332
0.015
5
17,390
984
long
10/23/06
11/13/06
21
Citic Secs
100
28,225
0.616
0.683
0.067
11
19,272
497
short
11/13/06
11/20/06
7
Shanghai Oriental
100
43,679
0.441
0.452
0.430
-0.011
-2
18,791
-73
long
11/20/06
1/21/08
427
Sinolink Secs
100
92,663
0.203
2.039
1.836
906
188,946
619
short
1/21/08
2/09/09
385
Shanghai Int Port
100
169,987
1.112
0.625
1.977
0.865
78
336,065
73
long
2/09/09
11/30/09
294
Kangmei Pharma
100
1,006,357
0.334
0.666
0.332
99
670,133
136
short
11/30/09
12/28/09
28
China Rwy Constr
100
495,688
1.352
1.341
1.363
0.011
1
675,772
12
long
12/28/09
1/25/10
28
SAIC Motor Corp
100
223,433
3.024
2.400
-0.624
-21
536,331
-95
short
1/25/10
2/08/10
14
China Rwy Constr
100
432,359
1.240
1.261
1.220
-0.021
-2
527,435
-35
long
2/08/10
3/01/10
21
IM Yili
100
744,563
0.708
0.759
0.050
7
564,917
230
short
3/01/10
10/11/10
224
Poly Developments
100
590,774
0.956
0.859
1.064
0.108
11
628,584
19
long
10/11/10
12/13/10
63
China Northern Rare
100
245,083
2.565
2.361
-0.203
-8
578,727
-38
short
12/13/10
1/31/11
49
Shanghai Pudong
100
385,216
1.502
1.486
1.519
0.017
1
585,260
9
long
1/31/11
2/21/11
21
China Shipbuilding
100
437,334
1.338
1.343
0.005
0
587,389
7
short
2/21/11
4/04/11
42
Shanghai Pudong
100
385,780
1.523
1.713
1.332
-0.191
-13
513,860
-69
long
4/04/11
5/23/11
49
IM BaoTou Steel
100
1,191,282
0.431
0.379
-0.052
-12
451,392
-62
short
5/23/11
5/30/11
7
China Life
100
153,396
2.943
2.904
2.982
0.039
1
457,427
100
long
5/30/11
6/06/11
7
China Northern Rare
100
132,264
3.458
4.013
0.555
16
530,817
234,133
short
6/06/11
1/23/12
231
China Rwy Constr
100
574,177
0.924
0.653
1.308
0.384
41
751,024
73
long
1/23/12
3/19/12
56
China Minsheng Bk
100
870,240
0.863
0.834
-0.029
-3
725,924
-20
short
3/19/12
4/09/12
21
Anhui Conch Cement
100
281,799
2.576
2.659
2.493
-0.083
-3
702,442
-44
long
4/09/12
6/04/12
56
China Northern Rare
100
185,735
3.782
4.749
0.967
26
882,091
341
short
6/04/12
12/10/12
189
China Unicom
100
1,403,336
0.629
0.534
0.739
0.111
18
1,037,627
37
long
12/10/12
4/29/13
140
China Rwy Constr
100
1,121,133
0.926
0.827
-0.099
-11
926,751
-26
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
313,300
2.958
2.998
2.918
-0.040
-1
914,179
-51
long
5/06/13
5/13/13
7
China Minsheng Bk
100
662,906
1.379
1.382
0.003
0
916,398
13
short
5/13/13
11/04/13
175
China Northern Rare
100
297,925
3.076
2.888
3.276
0.200
6
975,855
14
long
11/04/13
12/23/13
49
Shanghai Oriental
100
164,197
5.943
6.010
0.067
1
986,900
9
short
12/23/13
6/02/14
161
Poly Developments
100
1,124,508
0.878
0.803
0.959
0.081
9
1,077,954
22
long
6/02/14
6/23/14
21
Sinolink Secs
100
689,342
1.564
1.520
-0.044
-3
1,047,528
-39
short
6/23/14
7/07/14
14
Kangmei Pharma
100
893,312
1.173
1.181
1.164
-0.009
-1
1,039,637
-18
long
7/07/14
8/03/15
392
AECC Aviation Power
100
256,764
4.049
7.773
3.724
92
1,995,882
84
short
8/03/15
1/04/16
154
China Northern Rare
100
875,465
2.280
1.937
2.683
0.403
18
2,348,786
47
long
1/04/16
1/11/16
7
Shanghai Pudong
100
862,326
2.724
2.596
-0.128
-5
2,238,715
-92
short
1/11/16
6/13/16
154
Haitong Secs
100
1,172,461
1.909
2.255
1.564
-0.345
-18
1,833,729
-38
long
6/13/16
8/01/16
49
Kweichow Moutai
100
45,196
40.572
46.229
5.657
14
2,089,389
164
short
8/01/16
8/15/16
14
Cosco Shipping
100
2,714,983
0.770
0.805
0.735
-0.035
-5
1,994,155
-70
long
8/15/16
12/26/16
133
Kweichow Moutai
100
41,513
48.036
46.691
-1.345
-3
1,938,326
-7
short
12/26/16
1/09/17
14
Orient Secs
100
866,878
2.236
2.201
2.272
0.036
2
1,969,461
52
long
1/09/17
4/10/17
91
China Unicom
100
1,771,307
1.112
1.083
-0.029
-3
1,918,221
-10
short
4/10/17
4/17/17
7
Dongxing Secs
100
733,869
2.614
2.525
2.706
0.092
4
1,985,484
503
long
4/17/17
4/24/17
7
China Unicom
100
1,828,241
1.086
1.085
-0.001
0
1,984,150
-3
short
4/24/17
5/01/17
7
Dongxing Secs
100
810,983
2.447
2.496
2.397
-0.049
-2
1,944,009
-66
long
5/01/17
5/22/17
21
China Unicom
100
1,792,198
1.085
1.085
0.001
0
1,945,351
1
short
5/22/17
5/29/17
7
AECC Aviation Power
100
515,705
3.772
3.581
3.973
0.201
5
2,048,951
1,396
long
5/29/17
12/04/17
189
China Unicom
100
1,883,254
1.088
1.076
-0.012
-1
2,025,978
-2
short
12/04/17
1/15/18
42
Tsinghua Tongfang
100
1,241,552
1.632
1.566
1.700
0.068
4
2,110,516
43
long
1/15/18
2/12/18
28
Kweichow Moutai
100
17,292
122.048
110.248
-11.800
-10
1,906,466
-73
short
2/12/18
2/26/18
14
Founder Secs
100
1,917,517
0.994
1.033
0.956
-0.038
-4
1,832,764
-64
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
15,563
117.764
113.379
-4.385
-4
1,764,523
-86
short
3/05/18
11/05/18
245
Founder Secs
100
1,740,235
1.014
0.813
1.264
0.250
25
2,199,658
39
long
11/05/18
12/10/18
35
Bank of Shanghai
100
1,247,954
1.763
1.666
-0.097
-5
2,078,998
-44
short
12/10/18
12/17/18
7
China Molybdenum
100
3,618,125
0.575
0.602
0.547
-0.027
-5
1,980,200
-92
long
12/17/18
12/24/18
7
China Rwy Constr
100
1,135,809
1.743
1.624
-0.119
-7
1,845,037
-97
short
12/24/18
1/21/19
28
China Molybdenum
100
3,220,523
0.573
0.577
0.569
-0.004
-1
1,831,512
-9
long
1/21/19
2/04/19
14
Shandong Gold
100
422,145
4.339
4.582
0.244
6
1,934,432
316
short
2/04/19
2/18/19
14
San’an Optoelectron
100
1,244,683
1.554
1.900
1.208
-0.346
-22
1,503,577
-100
long
2/18/19
7/08/19
140
Shandong Gold
100
315,757
4.762
5.912
1.150
24
1,866,673
76
short
7/08/19
9/16/19
70
Bank of Shanghai
100
1,445,800
1.291
1.314
1.268
-0.023
-2
1,833,854
-9
long
9/16/19
9/23/19
7
Kweichow Moutai
100
11,786
155.591
161.521
5.930
4
1,903,745
603
short
9/23/19
10/14/19
21
Bank of Shanghai
100
1,475,220
1.290
1.382
1.199
-0.091
-7
1,769,232
-72
long
10/14/19
10/21/19
7
Kweichow Moutai
100
10,591
167.050
165.231
-1.820
-1
1,749,961
-44
short
10/21/19
12/16/19
56
PetroChina
100
2,042,178
0.857
0.826
0.889
0.032
4
1,816,109
27
long
12/16/19
1/27/20
42
San’an Optoelectron
100
646,860
2.808
3.251
0.443
16
2,102,935
258
short
1/27/20
7/06/20
161
China Comms Constr
100
1,737,282
1.210
1.248
1.173
-0.037
-3
2,038,354
-7
long
7/06/20
11/16/20
133
China Merchants Secs
100
489,059
4.168
3.239
-0.929
-22
1,584,065
-50
short
11/16/20
11/30/20
14
Shandong Gold
100
421,255
3.760
3.626
3.900
0.139
4
1,642,686
158
long
11/30/20
12/21/20
21
LONGi Green Energy
100
157,201
10.450
13.053
2.603
25
2,051,920
4,676
short
12/21/20
1/18/21
28
Shenzhen Goodix Tech
100
86,304
23.775
24.522
23.029
-0.746
-3
1,987,506
-34
long
1/18/21
2/01/21
14
LONGi Green Energy
100
124,974
15.903
16.540
0.637
4
2,067,078
178
short
2/01/21
2/15/21
14
Shenzhen Goodix Tech
100
97,463
21.209
20.696
21.734
0.526
2
2,118,299
89
long
2/15/21
3/22/21
35
China Tourism
100
35,256
60.083
47.912
-12.172
-20
1,689,178
-91
short
3/22/21
12/13/21
266
Shenzhen Goodix Tech
100
97,850
17.263
16.753
17.788
0.525
3
1,740,578
4
long
12/13/21
1/17/22
35
Wingtech Technology
100
80,197
21.704
19.073
-2.631
-12
1,529,574
-74
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
50,966
30.012
25.989
34.656
4.645
15
1,766,295
26
long
9/05/22
9/19/22
14
China Shenhua En
100
375,921
4.699
4.499
-0.199
-4
1,691,359
-68
short
9/19/22
12/05/22
77
Wingtech Technology
100
218,076
7.756
8.184
7.327
-0.429
-6
1,597,910
-24
long
12/05/22
12/26/22
21
China Unicom
100
2,138,264
0.747
0.687
-0.060
-8
1,468,836
-77
short
12/26/22
1/02/23
7
LONGi Green Energy
100
243,354
6.036
6.135
5.937
-0.099
-2
1,444,773
-58
long
1/02/23
4/24/23
112
China Life
100
268,118
5.389
5.260
-0.129
-2
1,410,281
-8
short
4/24/23
5/01/23
7
LONGi Green Energy
100
268,340
5.256
5.048
5.472
0.216
4
1,468,361
720
long
5/01/23
5/22/23
21
China Petrol&Chem
100
1,511,716
0.971
0.899
-0.073
-7
1,358,655
-74
short
5/22/23
7/31/23
70
LONGi Green Energy
100
286,478
4.743
4.180
5.381
0.638
13
1,541,396
93
long
7/31/23
8/14/23
14
PetroChina
100
1,389,695
1.109
1.081
-0.028
-3
1,501,815
-49
short
8/14/23
3/04/24
203
Foshan Haitian F&F
100
251,563
5.970
5.551
6.420
0.450
8
1,615,113
14
long
3/04/24
3/18/24
14
Shaanxi Coal
100
433,985
3.722
3.381
-0.340
-9
1,467,507
-92
short
3/18/24
3/25/24
7
WuXi AppTec
100
197,775
7.420
6.783
8.116
0.696
9
1,605,228
10,648
long
3/25/24
8/12/24
140
Shaanxi Coal
100
445,236
3.605
3.171
-0.435
-12
1,411,665
-28
accum 1/09/06
8/12/24 7125
days out of 7132 invested (100%)
14,017
1,411,665
29
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 0.20 2.04 1.84 905.52
long 6/02/14 6/23/14 21 1.56 1.52 -0.04 -2.82 877.14
AECC Aviation Power long 7/07/14 8/03/15 392 4.05 7.77 3.72 91.98
short 5/22/17 5/29/17 7 3.77 3.58 3.97 0.20 5.33 102.20
Kangmei Pharma long 2/09/09 11/30/09 294 0.33 0.67 0.33 99.41
short 6/23/14 7/07/14 14 1.17 1.18 1.16 -0.01 -0.75 97.90
Shanghai Int Port short 1/21/08 2/09/09 385 1.11 0.62 1.98 0.87 77.86 77.86
China Northern Rare long 10/11/10 12/13/10 63 2.56 2.36 -0.20 -7.93
long 5/30/11 6/06/11 7 3.46 4.01 0.55 16.04
long 4/09/12 6/04/12 56 3.78 4.75 0.97 25.57
short 4/29/13 5/06/13 7 2.96 3.00 2.92 -0.04 -1.36
short 5/13/13 11/04/13 175 3.08 2.89 3.28 0.20 6.49
short 8/03/15 1/04/16 154 2.28 1.94 2.68 0.40 17.68 65.85
Anhui Conch Cement long 1/09/06 10/16/06 280 0.41 0.69 0.27 66.13
short 3/19/12 4/09/12 21 2.58 2.66 2.49 -0.08 -3.23 60.76
LONGi Green Energy long 11/30/20 12/21/20 21 10.45 13.05 2.60 24.91
long 1/18/21 2/01/21 14 15.90 16.54 0.64 4.00
short 12/26/22 1/02/23 7 6.04 6.13 5.94 -0.10 -1.64
short 4/24/23 5/01/23 7 5.26 5.05 5.47 0.22 4.12
short 5/22/23 7/31/23 70 4.74 4.18 5.38 0.64 13.45 50.94
Shandong Gold long 1/21/19 2/04/19 14 4.34 4.58 0.24 5.62
long 2/18/19 7/08/19 140 4.76 5.91 1.15 24.15
short 11/16/20 11/30/20 14 3.76 3.63 3.90 0.14 3.70 35.98
Poly Developments short 3/01/10 10/11/10 224 0.96 0.86 1.06 0.11 11.27
short 12/23/13 6/02/14 161 0.88 0.80 0.96 0.08 9.23 21.54
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 0.99 1.03 0.96 -0.04 -3.87
short 3/05/18 11/05/18 245 1.01 0.81 1.26 0.25 24.66 19.84
China Rwy Constr short 11/30/09 12/28/09 28 1.35 1.34 1.36 0.01 0.84
short 1/25/10 2/08/10 14 1.24 1.26 1.22 -0.02 -1.66
short 6/06/11 1/23/12 231 0.92 0.65 1.31 0.38 41.48
long 12/10/12 4/29/13 140 0.93 0.83 -0.10 -10.69
long 12/17/18 12/24/18 7 1.74 1.62 -0.12 -6.83 16.76
Citic Secs long 10/23/06 11/13/06 21 0.62 0.68 0.07 10.82 10.82
WuXi AppTec short 3/18/24 3/25/24 7 7.42 6.78 8.12 0.70 9.38 9.38
Foshan Haitian F&F short 8/14/23 3/04/24 203 5.97 5.55 6.42 0.45 7.54 7.54
IM Yili long 2/08/10 3/01/10 21 0.71 0.76 0.05 7.11 7.11
Hua Xia Bank short 10/16/06 10/23/06 7 0.32 0.30 0.33 0.01 4.68 4.68
Tsinghua Tongfang short 12/04/17 1/15/18 42 1.63 1.57 1.70 0.07 4.17 4.17
China Unicom short 6/04/12 12/10/12 189 0.63 0.53 0.74 0.11 17.63
long 1/09/17 4/10/17 91 1.11 1.08 -0.03 -2.60
long 4/17/17 4/24/17 7 1.09 1.09 -0.00 -0.07
long 5/01/17 5/22/17 21 1.08 1.09 0.00 0.07
long 5/29/17 12/04/17 189 1.09 1.08 -0.01 -1.12
long 12/05/22 12/26/22 21 0.75 0.69 -0.06 -8.08 4.14
Shenzhen Goodix Tech short 12/21/20 1/18/21 28 23.78 24.52 23.03 -0.75 -3.14
short 2/01/21 2/15/21 14 21.21 20.70 21.73 0.53 2.48
short 3/22/21 12/13/21 266 17.26 16.75 17.79 0.53 3.04 2.28
Orient Secs short 12/26/16 1/09/17 14 2.24 2.20 2.27 0.04 1.61 1.61
Dongxing Secs short 4/10/17 4/17/17 7 2.61 2.53 2.71 0.09 3.51
short 4/24/17 5/01/17 7 2.45 2.50 2.40 -0.05 -2.02 1.41
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
PetroChina short 10/21/19 12/16/19 56 0.86 0.83 0.89 0.03 3.78
long 7/31/23 8/14/23 14 1.11 1.08 -0.03 -2.57 1.12
China Shipbuilding long 1/31/11 2/21/11 21 1.34 1.34 0.00 0.36 0.36
China Life short 5/23/11 5/30/11 7 2.94 2.90 2.98 0.04 1.34
long 1/02/23 4/24/23 112 5.39 5.26 -0.13 -2.39 -1.08
Kweichow Moutai long 6/13/16 8/01/16 49 40.57 46.23 5.66 13.94
long 8/15/16 12/26/16 133 48.04 46.69 -1.34 -2.80
long 1/15/18 2/12/18 28 122.05 110.25 -11.80 -9.67
long 2/26/18 3/05/18 7 117.76 113.38 -4.38 -3.72
long 9/16/19 9/23/19 7 155.59 161.52 5.93 3.81
long 10/14/19 10/21/19 7 167.05 165.23 -1.82 -1.09 -1.10
Shanghai Oriental short 11/13/06 11/20/06 7 0.44 0.45 0.43 -0.01 -2.50
long 11/04/13 12/23/13 49 5.94 6.01 0.07 1.13 -1.39
China Comms Constr short 1/27/20 7/06/20 161 1.21 1.25 1.17 -0.04 -3.07 -3.07
China Minsheng Bk long 1/23/12 3/19/12 56 0.86 0.83 -0.03 -3.34
long 5/06/13 5/13/13 7 1.38 1.38 0.00 0.24 -3.11
China Shenhua En long 9/05/22 9/19/22 14 4.70 4.50 -0.20 -4.24 -4.24
Cosco Shipping short 8/01/16 8/15/16 14 0.77 0.80 0.73 -0.04 -4.56 -4.56
China Molybdenum short 12/10/18 12/17/18 7 0.57 0.60 0.55 -0.03 -4.75
short 12/24/18 1/21/19 28 0.57 0.58 0.57 -0.00 -0.73 -5.45
China Petrol&Chem long 5/01/23 5/22/23 21 0.97 0.90 -0.07 -7.47 -7.47
China Tourism long 2/15/21 3/22/21 35 60.08 47.91 -12.17 -20.26
short 1/17/22 9/05/22 231 30.01 25.99 34.66 4.64 15.48 -7.92
San’an Optoelectron short 2/04/19 2/18/19 14 1.55 1.90 1.21 -0.35 -22.27
long 12/16/19 1/27/20 42 2.81 3.25 0.44 15.79 -10.00
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 0.43 0.38 -0.05 -12.16 -12.16
Bank of Shanghai long 11/05/18 12/10/18 35 1.76 1.67 -0.10 -5.49
short 7/08/19 9/16/19 70 1.29 1.31 1.27 -0.02 -1.76
short 9/23/19 10/14/19 21 1.29 1.38 1.20 -0.09 -7.07 -13.71
Shanghai Pudong short 12/13/10 1/31/11 49 1.50 1.49 1.52 0.02 1.13
short 2/21/11 4/04/11 42 1.52 1.71 1.33 -0.19 -12.52
long 1/04/16 1/11/16 7 2.72 2.60 -0.13 -4.69 -15.68
Wingtech Technology long 12/13/21 1/17/22 35 21.70 19.07 -2.63 -12.12
short 9/19/22 12/05/22 77 7.76 8.18 7.33 -0.43 -5.53 -16.98
Haitong Secs short 1/11/16 6/13/16 154 1.91 2.25 1.56 -0.35 -18.09 -18.09
Shaanxi Coal long 3/04/24 3/18/24 14 3.72 3.38 -0.34 -9.14
long 3/25/24 8/12/24 140 3.61 3.17 -0.43 -12.06 -20.10
SAIC Motor Corp long 12/28/09 1/25/10 28 3.02 2.40 -0.62 -20.63 -20.63
China Merchants Secs long 7/06/20 11/16/20 133 4.17 3.24 -0.93 -22.29 -22.29
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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