Share-o-matic - Assessment SSE 50 (Shanghai Stock Exchange 50)

Assessment - Shanghai Stock Exchange 50 - 21/10/19 - RS = 19

		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	10/06/19	prc diff	⇓ Δ19	⇓∅-RS
		SSE 50 ew	2,304.840	07:00	0.22	2,299.810	0.22	2,175.740	124.070	5.70	4.50
	S	Huatai Secs	17.570	07:00	2.21	17.190	2.21	18.390	-1.200	-6.53	-11.10
	L	San’an Optoelectron	13.080	07:00	1.40	12.900	1.40	10.120	2.780	27.47	3.88
	L	Jiangsu Hengrui Med	83.690	07:00	1.31	82.610	1.31	58.630	23.980	40.90	27.00
		Citic Secs	22.100	07:00	1.14	21.850	1.14	20.080	1.770	8.81	6.69
	S	Daqin Railway	7.640	07:00	0.79	7.580	0.79	8.460	-0.880	-10.40	-6.92
		New China Life	50.800	07:00	0.79	50.400	0.79	50.470	-0.070	-0.14	2.26
	L	Greenland	7.320	07:00	0.69	7.270	0.69	6.700	0.570	8.51	7.40
		China Galaxy Secs	10.550	07:00	0.67	10.480	0.67	9.600	0.880	9.17	8.90
	L	360 Security Tech	23.530	07:00	0.60	23.390	0.60	20.500	2.890	14.10	5.14
		Orient Secs	10.150	07:00	0.59	10.090	0.59	9.920	0.170	1.71	0.42
	S	Guotai Junan Secs	17.410	07:00	0.52	17.320	0.52	16.040	1.280	7.98	-0.43
	S	SAIC Motor Corp	23.260	07:00	0.43	23.160	0.43	24.280	-1.120	-4.61	-9.81
		Ind and Comm Bk	5.810	07:00	0.35	5.790	0.35	5.800	-0.010	-0.17	3.91
	S	Zheshang Secs	8.650	07:00	0.35	8.620	0.35	8.810	-0.190	-2.16	-1.62
	S	China Molybdenum	3.470	07:00	0.29	3.460	0.29	3.910	-0.450	-11.51	-13.71
		IM Yili	27.970	07:00	0.29	27.890	0.29	30.680	-2.790	-9.09	1.89
		Agricultural Bank	3.610	07:00	0.28	3.600	0.28	3.790	-0.190	-5.01	-1.06
		Ping An Ins	90.290	07:00	0.24	90.070	0.24	79.100	10.970	13.87	21.37
		Wanhua Chemical	43.790	07:00	0.21	43.700	0.21	38.260	5.440	14.22	15.55
	S	China Northern Rare	10.240	07:00	0.20	10.220	0.20	12.730	-2.510	-19.72	-3.99
	L	Kweichow Moutai	1,170.800	07:00	0.20	1,168.500	0.20	871.080	297.420	34.14	46.67
		China Fortune Land	29.050	07:00	0.17	29.000	0.17	29.700	-0.700	-2.36	3.03
		PetroChina	6.070	07:00	0.17	6.060	0.17	7.050	-0.990	-14.04	-15.19
		China Minsheng Bk	6.160	07:00	0.16	6.150	0.16	6.230	-0.080	-1.28	0.31
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	10/06/19	prc diff	⇓ Δ19	⇓∅-RS
	L	Shanghai Pudong	12.930	07:00	0.15	12.910	0.15	11.610	1.300	11.20	14.97
	S	CRRC	7.300	07:00	0.14	7.290	0.14	7.990	-0.700	-8.76	-12.87
		Bank of China	3.690	07:00		3.690		3.740	-0.050	-1.34	-0.06
		Baoshan Iron&Steel	5.820	07:00		5.820		6.350	-0.530	-8.35	-13.68
	L	China Petrol&Chem	4.980	07:00		4.980		5.540	-0.560	-10.11	-10.20
		China Shipbuilding	5.370	07:00		5.370		5.000	0.370	7.40	4.97
		China Southrn Airl	6.680	07:00		6.680		6.980	-0.300	-4.30	-7.92
	S	China Comms Constr	9.930	07:00	-0.10	9.940	-0.10	10.930	-0.990	-9.06	-12.97
		Qingdao Haier	15.500	07:00	-0.13	15.520	-0.13	15.970	-0.450	-2.82	-0.57
	S	China Rwy Group	5.900	07:00	-0.17	5.910	-0.17	6.410	-0.500	-7.80	-12.84
		Bank of Comm	5.680	07:00	-0.18	5.690	-0.18	6.110	-0.420	-6.87	-4.18
		China Merchants Bank	36.130	07:00	-0.25	36.220	-0.25	34.740	1.480	4.26	13.09
		Shandong Gold	32.420	07:00	-0.31	32.520	-0.31	33.020	-0.500	-1.51	0.10
		Bank of Bejing	5.560	07:00	-0.36	5.580	-0.36	5.870	-0.290	-4.94	-4.88
		Industrial Bank	18.930	07:00	-0.37	19.000	-0.37	18.180	0.820	4.51	9.34
		Bank of Shanghai	9.610	07:00	-0.41	9.650	-0.41	11.520	-1.870	-16.23	-11.34
		China Life	30.680	07:00	-0.42	30.810	-0.42	26.450	4.360	16.48	19.38
		China Rwy Constr	9.570	07:00	-0.42	9.610	-0.42	9.500	0.110	1.16	-7.54
	L	China Everbright Bk	4.460	07:00	-0.45	4.480	-0.45	3.950	0.530	13.42	12.99
	S	China State Constr	5.470	07:00	-0.55	5.500	-0.55	5.740	-0.240	-4.18	-5.30
	L	Poly Real Estate	15.690	07:00	-0.57	15.780	-0.57	12.790	2.990	23.38	19.59
		Anhui Conch Cement	41.920	07:00	-0.64	42.190	-0.64	38.840	3.350	8.63	15.01
		China Merchants Secs	16.740	07:00	-0.65	16.850	-0.65	15.310	1.540	10.06	7.13
	S	China Shenhua En	18.120	07:00	-0.82	18.270	-0.82	19.180	-0.910	-4.74	-5.79
		China Pacific Ins	35.780	07:00	-0.89	36.100	-0.89	34.600	1.500	4.34	5.96
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	10/06/19	prc diff	⇓ Δ19	⇓∅-RS
		China Unicom	6.080	07:00	-1.30	6.160	-1.30	6.170	-0.010	-0.16	4.53
SSE 50 - 50 out of 50 instruments rated - 21/10/19 / 10/06/19 - 22 did rise, Market-Ratio(19) = 44.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

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

5/01/15	scale up chart	21/10/19

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 Real Estate	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 Real Estate	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		AVIC Aviation Engine	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		China Cosco	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		AVIC Aviation Engine	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	22/10/19	1		PetroChina	100	263,222	6.060	6.070	6.050	-0.010	0	1,592,498	-45
accum	9/01/06	22/10/19	5034	days out of 5041 invested (100%)							15,825		1,592,498	44

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
AVIC Aviation Engine	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
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	32.40
Poly Real Estate	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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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	9.66
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
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 Life	short	23/05/11	30/05/11	7	19.11	18.85	19.37	0.26	1.38	1.38
China Shipbuilding	long	31/01/11	21/02/11	21	8.81	8.83		0.02	0.23	0.23
PetroChina	short	21/10/19	22/10/19	1	6.06	6.07	6.05	-0.01	-0.17	-0.17
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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 Cosco	short	1/08/16	15/08/16	14	5.11	5.34	4.88	-0.23	-4.50	-4.50
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
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
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
San’an Optoelectron	short	4/02/19	18/02/19	14	10.48	12.85	8.11	-2.37	-22.61	-22.61

Annotations

17/07/18	Bank of Shanghai	stock split 5:7 (seven for five)
28/07/17	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
28/12/16	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
11/07/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
29/12/15	SSE 50	complete analysis
28/12/15	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
	Guotai Junan Secs	recording started
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)
	Bank of Bejing	forward stock split 10:12 (twelve for ten)
16/07/15	Qingdao Haier	forward stock split 10:20 (twenty for ten)
22/06/15	CSR	Merger with CNR builds CRRC (China Railway Rolling Stock Corp)
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)


	is taking down something concerning