Assessment - Shanghai Stock Exchange 50 - 4/22/24 - RS = 18
⇐
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
12/18/23
prc diff
⇓ Δ18
∅-RS
L
SSE 50 ew
1,851.980
Wed
0.51
1,861.430
-0.51
1,756.750
104.680
5.96
-1.35
Zijin Mining
17.540
Wed
2.93
17.800
-1.46
11.670
6.130
52.53
42.08
L
PetroChina
10.430
Wed
0.77
10.630
-1.88
6.860
3.770
54.96
35.25
Shaanxi Coal
25.220
Wed
-0.90
25.870
-2.51
19.690
6.180
31.39
30.98
L
China Shenhua En
39.800
Wed
-0.25
40.300
-1.24
31.080
9.220
29.67
27.01
L
China CSSC
36.920
Wed
1.01
37.530
-1.63
29.030
8.500
29.28
26.49
Haier Smart Home
28.060
Wed
-1.13
28.490
-1.51
20.610
7.880
38.23
23.79
L
Agricultural Bank
4.490
Wed
-0.22
4.500
-0.22
3.550
0.950
26.76
21.84
L
Bank of China
4.630
Wed
-0.64
4.660
-0.64
3.920
0.740
18.88
16.15
China Yangtze Pwr
25.770
Wed
25.860
-0.35
22.820
3.040
13.32
12.56
L
Ind and Comm Bk
5.470
Wed
-0.55
5.480
-0.18
4.730
0.750
15.86
12.17
NARI Technology
25.780
Wed
1.22
25.580
0.78
21.320
4.260
19.98
9.40
Cosco Shipping
11.150
Wed
1.64
11.040
1.00
9.990
1.050
10.51
9.14
L
China Telecom Corp
6.090
Wed
-0.16
6.240
-2.40
5.130
1.110
21.64
8.44
L
China Petrol&Chem
6.490
Wed
1.09
6.500
-0.15
5.360
1.140
21.27
7.69
Hygon
75.290
Wed
5.12
73.350
2.64
75.230
-1.880
-2.50
6.88
L
Shanxi Xinghuacun
249.090
Wed
0.28
243.700
2.21
225.600
18.100
8.02
6.67
L
China Merchants Bank
33.460
Wed
0.24
33.340
0.36
27.760
5.580
20.10
5.35
L
China Rwy Group
6.910
Wed
0.44
7.100
-2.68
5.570
1.530
27.47
5.23
L
SAIC Motor Corp
14.940
Wed
-0.47
15.090
-0.99
13.990
1.100
7.86
4.99
L
Wanhua Chemical
84.430
Wed
-0.08
86.290
-2.16
76.610
9.680
12.64
2.78
Sany Heavy Industry
15.440
Wed
3.28
15.330
0.72
13.070
2.260
17.29
2.17
L
Industrial Bank
15.910
Wed
-0.56
16.130
-1.36
14.390
1.740
12.09
1.56
L
IM Yili
27.980
Wed
0.21
27.890
0.32
26.330
1.560
5.92
0.97
L
China Unicom
4.730
Wed
0.42
4.760
-0.63
4.380
0.380
8.68
-0.66
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
12/18/23
prc diff
⇓ Δ18
∅-RS
L
China State Constr
5.270
Wed
0.96
5.360
-1.68
4.790
0.570
11.90
-1.23
L
China Three Gorges R
4.720
Wed
0.21
4.750
-0.63
4.490
0.260
5.79
-2.50
Will Semiconductor
92.800
Wed
-0.51
94.520
-1.82
106.920
-12.400
-11.60
-2.60
L
Kweichow Moutai
1,693.600
Wed
0.08
1,675.060
1.11
1,698.000
-22.940
-1.35
-3.12
L
Great Wall Motor
24.750
Wed
0.94
24.450
1.23
26.300
-1.850
-7.03
-3.71
PowerChina
5.110
Wed
0.99
5.170
-1.16
4.990
0.180
3.61
-4.28
Jiangsu Hengrui Med
43.700
Wed
-0.84
41.860
4.40
46.530
-4.670
-10.04
-5.93
China Northern Rare
19.540
Wed
2.57
19.910
-1.86
19.660
0.250
1.27
-6.13
L
China Pacific Ins
24.760
Wed
3.00
24.350
1.68
23.240
1.110
4.78
-8.01
AECC Aviation Power
35.250
Wed
2.62
33.960
3.80
35.820
-1.860
-5.19
-8.24
L
Foshan Haitian F&F
37.710
Wed
-0.68
38.000
-0.76
36.720
1.280
3.49
-8.53
L
Zhangzhou Pientze
224.900
Wed
-1.94
227.390
-1.10
246.700
-19.310
-7.83
-11.01
Ping An Ins
40.600
Wed
1.78
39.830
1.93
39.600
0.230
0.58
-11.27
TBEA
13.800
Wed
0.58
14.120
-2.27
13.520
0.600
4.44
-12.13
L
China Life
28.960
Wed
1.33
28.460
1.76
28.770
-0.310
-1.08
-12.66
S
Citic Secs
18.270
Wed
18.280
-0.05
21.210
-2.930
-13.81
-13.13
L
Zhejiang Huayou
27.620
Wed
-2.30
30.320
-8.91
31.780
-1.460
-4.59
-15.95
GigaDevice
77.900
Wed
4.56
75.960
2.55
92.900
-16.940
-18.23
-16.34
L
Beijing Kingsoft
304.700
Wed
6.63
276.500
10.20
325.900
-49.400
-15.16
-16.98
S
SMIC
41.250
Wed
0.34
41.310
-0.15
53.740
-12.430
-23.13
-18.01
Tongwei
21.880
Wed
-4.41
23.350
-6.30
23.620
-0.270
-1.14
-19.99
L
LONGi Green Energy
18.500
Wed
-1.49
19.250
-3.90
20.800
-1.550
-7.45
-21.71
China Tourism
72.290
Wed
0.79
72.540
-0.34
82.400
-9.860
-11.97
-27.18
Poly Developments
8.000
Wed
-0.50
8.090
-1.11
9.610
-1.520
-15.82
-28.08
Trina Solar
20.250
Wed
-2.32
21.020
-3.66
26.300
-5.280
-20.08
-31.12
⇓ instrument
freshest
⇓ Δday
4/22/24
⇓ Δwk
12/18/23
prc diff
⇓ Δ18
∅-RS
S
WuXi AppTec
41.960
Wed
-1.57
42.100
-0.33
76.710
-34.610
-45.12
-37.59
SSE 50 - 50 out of 50 instruments rated - 4/22/24 / 12/18/23 - 31 did rise, Market-Ratio(18) = 62.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 * S18 - 47/48 (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
1/21/08
749
- cash -
short
1/21/08
2/09/09
385
Shanghai Int Port
100
1,242
8.050
4.270
15.176
7.126
89
18,851
82
2/09/09
11/30/09
294
- cash -
11/30/09
12/14/09
14
China Rwy Constr
100
2,042
9.230
8.930
9.540
0.310
3
19,484
137
12/14/09
2/22/10
70
- cash -
2/22/10
10/11/10
231
Poly Developments
100
3,095
6.293
5.733
6.908
0.615
10
21,386
16
10/11/10
11/29/10
49
- cash -
11/29/10
12/13/10
14
Shanghai Pudong
100
2,145
9.970
10.000
9.940
-0.030
0
21,322
-8
12/13/10
12/20/10
7
- cash -
12/20/10
1/03/11
14
Shanghai Pudong
100
2,230
9.560
9.700
9.420
-0.140
-1
21,010
-32
1/03/11
1/10/11
7
- cash -
1/10/11
1/24/11
14
China Merchants Secs
100
1,460
14.390
13.640
15.181
0.791
5
22,165
304
1/24/11
2/21/11
28
- cash -
2/21/11
3/28/11
35
Shanghai Pudong
100
2,214
10.010
10.340
9.680
-0.330
-3
21,434
-30
3/28/11
6/06/11
70
- cash -
6/06/11
1/23/12
231
China Rwy Constr
100
3,578
5.990
4.120
8.709
2.719
45
31,162
81
1/23/12
3/12/12
49
- cash -
3/12/12
3/26/12
14
China Rwy Group
100
11,456
2.720
2.620
2.824
0.104
4
32,351
165
3/26/12
6/11/12
77
- cash -
6/11/12
12/10/12
182
China Unicom
100
8,027
4.030
3.360
4.834
0.804
20
38,802
44
12/10/12
4/29/13
140
- cash -
4/29/13
10/28/13
182
China Northern Rare
100
2,109
18.393
16.773
20.170
1.777
10
42,549
20
10/28/13
12/30/13
63
- cash -
12/30/13
5/26/14
147
Poly Developments
100
7,948
5.353
5.030
5.697
0.344
6
45,283
17
5/26/14
6/09/14
14
- cash -
6/09/14
6/16/14
7
China Northern Rare
100
3,526
12.840
12.800
12.880
0.040
0
45,425
18
6/16/14
6/23/14
7
- cash -
6/23/14
6/30/14
7
Kangmei Pharma
100
6,222
7.300
7.475
7.125
-0.175
-2
44,336
-72
6/30/14
7/27/15
392
- cash -
7/27/15
12/28/15
154
China Northern Rare
100
2,907
15.250
14.010
16.600
1.350
9
48,260
22
12/28/15
1/11/16
14
- cash -
1/11/16
6/06/16
147
Haitong Secs
100
3,848
12.540
15.420
9.660
-2.880
-23
37,178
-48
6/06/16
6/27/16
21
- cash -
6/27/16
7/04/16
7
Cosco Shipping
100
7,361
5.050
5.200
4.900
-0.150
-3
36,074
-79
7/04/16
7/11/16
7
- cash -
7/11/16
7/18/16
7
Cosco Shipping
100
6,923
5.210
5.370
5.050
-0.160
-3
34,966
-80
7/18/16
7/25/16
7
- cash -
7/25/16
8/15/16
21
Cosco Shipping
100
6,660
5.250
5.340
5.160
-0.090
-2
34,366
-26
8/15/16
12/19/16
126
- cash -
12/19/16
12/26/16
7
Orient Secs
100
2,214
15.520
15.540
15.500
-0.020
0
34,322
-7
12/26/16
4/03/17
98
- cash -
4/03/17
4/10/17
7
Dongxing Secs
100
1,866
18.390
18.030
18.757
0.367
2
35,007
180
4/10/17
5/22/17
42
- cash -
5/22/17
6/05/17
14
AECC Aviation Power
100
1,348
25.960
24.150
27.906
1.946
7
37,630
558
6/05/17
6/19/17
14
- cash -
6/19/17
7/03/17
14
Shandong Gold
100
1,311
28.700
28.810
28.590
-0.110
0
37,486
-10
7/03/17
11/27/17
147
- cash -
11/27/17
1/15/18
49
Tsinghua Tongfang
100
3,361
11.150
10.080
12.334
1.184
11
41,464
112
1/15/18
2/12/18
28
- cash -
2/12/18
2/26/18
14
Founder Secs
100
6,592
6.290
6.520
6.060
-0.230
-4
39,948
-62
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
2/26/18
3/05/18
7
- cash -
3/05/18
11/05/18
245
Founder Secs
100
6,203
6.440
5.630
7.367
0.927
14
45,695
22
11/05/18
12/24/18
49
- cash -
12/24/18
1/21/19
28
China Molybdenum
100
11,568
3.950
3.920
3.980
0.030
1
46,044
10
1/21/19
1/28/19
7
- cash -
1/28/19
2/11/19
14
San’an Optoelectron
100
4,660
9.880
12.010
7.750
-2.130
-22
36,118
-100
2/11/19
7/01/19
140
- cash -
7/01/19
9/16/19
77
PetroChina
100
5,211
6.930
6.500
7.388
0.458
7
38,507
35
9/16/19
9/30/19
14
- cash -
9/30/19
10/14/19
14
Bank of Shanghai
100
4,118
9.350
9.760
8.940
-0.410
-4
36,819
-69
10/14/19
10/21/19
7
- cash -
10/21/19
12/09/19
49
PetroChina
100
6,075
6.060
5.650
6.500
0.440
7
39,491
69
12/09/19
1/27/20
49
- cash -
1/27/20
6/08/20
133
China Comms Constr
100
4,701
8.400
7.730
9.128
0.728
9
42,913
26
6/08/20
6/15/20
7
- cash -
6/15/20
7/06/20
21
PetroChina
100
10,145
4.230
4.720
3.740
-0.490
-12
37,942
-88
7/06/20
11/09/20
126
- cash -
11/09/20
11/30/20
21
Shandong Gold
100
1,464
25.900
23.840
28.138
2.238
9
41,219
322
11/30/20
12/07/20
7
- cash -
12/07/20
1/11/21
35
Shandong Gold
100
1,712
24.070
23.390
24.770
0.700
3
42,417
35
1/11/21
3/29/21
77
- cash -
3/29/21
11/22/21
238
Shenzhen Goodix Tech
100
395
107.180
112.830
101.530
-5.650
-5
40,185
-8
11/22/21
11/29/21
7
- cash -
11/29/21
12/06/21
7
Jiangsu Hengrui Med
100
786
51.090
49.280
52.967
1.877
4
41,660
556
12/06/21
1/10/22
35
- cash -
1/10/22
9/12/22
245
China Tourism
100
201
207.110
191.090
224.473
17.363
8
45,150
13
9/12/22
9/19/22
7
- cash -
9/19/22
12/05/22
77
Wingtech Technology
100
831
54.300
56.950
51.650
-2.650
-5
42,948
-21
12/05/22
12/26/22
21
- cash -
12/26/22
1/02/23
7
LONGi Green Energy
100
1,022
42.000
42.260
41.740
-0.260
-1
42,682
-28
1/02/23
4/10/23
98
- cash -
4/10/23
4/17/23
7
Trina Solar
100
846
50.400
50.300
50.500
0.100
0
42,767
11
4/17/23
5/15/23
28
- cash -
5/15/23
7/31/23
77
LONGi Green Energy
100
1,264
33.830
29.850
38.341
4.511
13
48,468
81
7/31/23
8/07/23
7
- cash -
8/07/23
2/26/24
203
Foshan Haitian F&F
100
1,062
45.600
40.220
51.700
6.100
13
54,946
25
2/26/24
4/25/24
59
- cash -
accum 1/21/08
2/26/24 3416
days out of 6688 invested (51%)
449
54,946
20
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Shanghai Int Port short 1/21/08 2/09/09 385 8.05 4.27 15.18 7.13 88.52 88.52
China Rwy Constr 11/30/09 12/14/09 14 9.23 8.93 9.54 0.31 3.36
6/06/11 1/23/12 231 5.99 4.12 8.71 2.72 45.39 50.27
China Unicom 6/11/12 12/10/12 182 4.03 3.36 4.83 0.80 19.94 19.94
China Northern Rare 4/29/13 10/28/13 182 18.39 16.77 20.17 1.78 9.66
6/09/14 6/16/14 7 12.84 12.80 12.88 0.04 0.31
7/27/15 12/28/15 154 15.25 14.01 16.60 1.35 8.85 19.74
Poly Developments 2/22/10 10/11/10 231 6.29 5.73 6.91 0.61 9.77
12/30/13 5/26/14 147 5.35 5.03 5.70 0.34 6.43 16.82
Foshan Haitian F&F 8/07/23 2/26/24 203 45.60 40.22 51.70 6.10 13.38 13.38
LONGi Green Energy 12/26/22 1/02/23 7 42.00 42.26 41.74 -0.26 -0.62
5/15/23 7/31/23 77 33.83 29.85 38.34 4.51 13.33 12.63
Shandong Gold 6/19/17 7/03/17 14 28.70 28.81 28.59 -0.11 -0.38
11/09/20 11/30/20 21 25.90 23.84 28.14 2.24 8.64
12/07/20 1/11/21 35 24.07 23.39 24.77 0.70 2.91 11.37
Tsinghua Tongfang 11/27/17 1/15/18 49 11.15 10.08 12.33 1.18 10.62 10.62
Founder Secs 2/12/18 2/26/18 14 6.29 6.52 6.06 -0.23 -3.66
3/05/18 11/05/18 245 6.44 5.63 7.37 0.93 14.39 10.20
China Comms Constr 1/27/20 6/08/20 133 8.40 7.73 9.13 0.73 8.67 8.67
China Tourism 1/10/22 9/12/22 245 207.11 191.09 224.47 17.36 8.38 8.38
AECC Aviation Power 5/22/17 6/05/17 14 25.96 24.15 27.91 1.95 7.49 7.49
China Merchants Secs 1/10/11 1/24/11 14 14.39 13.64 15.18 0.79 5.50 5.50
China Rwy Group 3/12/12 3/26/12 14 2.72 2.62 2.82 0.10 3.82 3.82
Jiangsu Hengrui Med 11/29/21 12/06/21 7 51.09 49.28 52.97 1.88 3.67 3.67
Dongxing Secs 4/03/17 4/10/17 7 18.39 18.03 18.76 0.37 2.00 2.00
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
PetroChina 7/01/19 9/16/19 77 6.93 6.50 7.39 0.46 6.61
10/21/19 12/09/19 49 6.06 5.65 6.50 0.44 7.26
6/15/20 7/06/20 21 4.23 4.72 3.74 -0.49 -11.58 1.11
China Molybdenum 12/24/18 1/21/19 28 3.95 3.92 3.98 0.03 0.76 0.76
Trina Solar 4/10/23 4/17/23 7 50.40 50.30 50.50 0.10 0.20 0.20
Orient Secs 12/19/16 12/26/16 7 15.52 15.54 15.50 -0.02 -0.13 -0.13
Kangmei Pharma 6/23/14 6/30/14 7 7.30 7.48 7.13 -0.18 -2.40 -2.40
Bank of Shanghai 9/30/19 10/14/19 14 9.35 9.76 8.94 -0.41 -4.39 -4.39
Wingtech Technology 9/19/22 12/05/22 77 54.30 56.95 51.65 -2.65 -4.88 -4.88
Shanghai Pudong 11/29/10 12/13/10 14 9.97 10.00 9.94 -0.03 -0.30
12/20/10 1/03/11 14 9.56 9.70 9.42 -0.14 -1.46
2/21/11 3/28/11 35 10.01 10.34 9.68 -0.33 -3.30 -5.00
Shenzhen Goodix Tech 3/29/21 11/22/21 238 107.18 112.83 101.53 -5.65 -5.27 -5.27
Cosco Shipping 6/27/16 7/04/16 7 5.05 5.20 4.90 -0.15 -2.97
7/11/16 7/18/16 7 5.21 5.37 5.05 -0.16 -3.07
7/25/16 8/15/16 21 5.25 5.34 5.16 -0.09 -1.71 -7.56
San’an Optoelectron 1/28/19 2/11/19 14 9.88 12.01 7.75 -2.13 -21.56 -21.56
Haitong Secs 1/11/16 6/06/16 147 12.54 15.42 9.66 -2.88 -22.97 -22.97
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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