Assessment - Shanghai Stock Exchange 50 - 7/01/24 - RS = 18
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/26/24
prc diff
⇓ Δ18
∅-RS
L
SSE 50 ew
1,788.480
8/12/24
-0.09
1,866.650
-4.19
1,822.230
44.420
2.44
0.51
Cosco Shipping
12.370
8/12/24
0.49
15.820
-21.81
10.470
5.350
51.10
44.56
Shaanxi Coal
23.090
8/12/24
2.12
26.870
-14.07
26.260
0.610
2.32
31.67
L
China Shenhua En
39.300
8/12/24
0.64
45.280
-13.21
38.600
6.680
17.31
31.06
Zijin Mining
15.360
8/12/24
0.13
18.040
-14.86
13.150
4.890
37.19
28.15
Haier Smart Home
25.790
8/12/24
1.46
28.390
-9.16
23.810
4.580
19.24
26.16
China CSSC
38.000
8/12/24
-0.13
41.170
-7.70
32.860
8.310
25.29
23.74
China Yangtze Pwr
29.180
8/12/24
-1.22
29.480
-1.02
24.950
4.530
18.16
18.53
PetroChina
8.710
8/12/24
-0.34
10.430
-16.49
8.840
1.590
17.99
18.12
Ind and Comm Bk
5.990
8/12/24
1.18
5.820
2.92
5.320
0.500
9.40
9.61
Agricultural Bank
4.640
8/12/24
0.65
4.440
4.50
4.140
0.300
7.25
9.57
L
China Pacific Ins
27.390
8/12/24
0.22
28.540
-4.03
26.090
2.450
9.39
9.20
L
Industrial Bank
16.280
8/12/24
-0.55
17.750
-8.28
16.480
1.270
7.71
9.12
Hygon
73.700
8/12/24
2.35
70.470
4.58
82.150
-11.680
-14.22
9.10
Bank of China
4.660
8/12/24
0.65
4.670
-0.21
4.460
0.210
4.71
8.47
L
GigaDevice
78.190
8/12/24
0.09
94.410
-17.18
71.360
23.050
32.30
8.17
NARI Technology
23.530
8/12/24
24.850
-5.31
22.750
2.100
9.23
7.51
L
Will Semiconductor
92.330
8/12/24
0.17
99.020
-6.76
88.100
10.920
12.40
6.30
China Merchants Bank
32.120
8/12/24
-0.65
34.360
-6.52
32.250
2.110
6.54
6.17
Sany Heavy Industry
15.340
8/12/24
-0.45
16.430
-6.63
14.060
2.370
16.86
3.70
AECC Aviation Power
38.000
8/12/24
-0.13
36.270
4.77
33.720
2.550
7.56
3.61
Wanhua Chemical
74.920
8/12/24
-0.91
82.300
-8.97
76.800
5.500
7.16
1.97
L
China State Constr
5.500
8/12/24
-0.18
5.440
1.10
5.310
0.130
2.45
1.96
Shanxi Xinghuacun
191.290
8/12/24
-1.14
207.060
-7.62
228.230
-21.170
-9.28
0.37
PowerChina
5.400
8/12/24
-0.55
5.680
-4.93
5.040
0.640
12.70
0.15
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/26/24
prc diff
⇓ Δ18
∅-RS
L
Great Wall Motor
22.210
8/12/24
-0.31
25.280
-12.14
23.200
2.080
8.97
-0.27
S
China Petrol&Chem
6.570
8/12/24
0.15
6.390
2.82
6.260
0.130
2.08
-0.42
China Telecom Corp
5.690
8/12/24
-1.56
6.100
-6.72
5.850
0.250
4.27
-0.56
L
China Life
29.490
8/12/24
0.44
31.350
-5.93
30.400
0.950
3.13
-0.76
S
SAIC Motor Corp
13.740
8/12/24
-0.87
13.860
-0.87
14.780
-0.920
-6.22
-1.22
L
SMIC
48.780
8/12/24
0.60
45.810
6.48
44.920
0.890
1.98
-1.36
S
IM Yili
24.350
8/12/24
0.66
25.970
-6.24
28.690
-2.720
-9.48
-2.06
China Rwy Group
5.930
8/12/24
-1.33
6.570
-9.74
6.270
0.300
4.78
-2.48
China Three Gorges R
4.750
8/12/24
-0.21
4.480
6.03
4.580
-0.100
-2.18
-3.11
S
Jiangsu Hengrui Med
43.630
8/12/24
2.85
38.270
14.01
42.080
-3.810
-9.05
-3.34
L
TBEA
13.330
8/12/24
0.23
13.960
-4.51
14.780
-0.820
-5.55
-3.97
China Unicom
4.460
8/12/24
-1.33
4.680
-4.70
4.730
-0.050
-1.06
-4.30
L
Ping An Ins
40.620
8/12/24
0.02
41.620
-2.40
42.950
-1.330
-3.10
-5.07
Foshan Haitian F&F
35.480
8/12/24
-0.03
34.400
3.14
40.220
-5.820
-14.47
-7.66
L
Poly Developments
8.260
8/12/24
-3.39
9.310
-11.28
9.820
-0.510
-5.19
-8.24
S
Citic Secs
18.870
8/12/24
-0.11
18.200
3.68
21.340
-3.140
-14.71
-9.79
S
Kweichow Moutai
1,436.100
8/12/24
-0.05
1,440.380
-0.30
1,694.980
-254.600
-15.02
-10.62
Zhangzhou Pientze
208.000
8/12/24
-0.60
206.230
0.86
217.000
-10.770
-4.96
-10.83
China Northern Rare
16.820
8/12/24
-0.65
18.030
-6.71
18.530
-0.500
-2.70
-12.84
Beijing Kingsoft
192.470
8/12/24
-0.91
205.000
-6.11
245.000
-40.000
-16.33
-17.22
S
Tongwei
18.670
8/12/24
18.840
-0.90
25.940
-7.100
-27.37
-22.83
S
China Tourism
63.950
8/12/24
-1.36
62.500
2.32
85.640
-23.140
-27.02
-24.31
S
LONGi Green Energy
13.930
8/12/24
0.87
14.050
-0.85
20.680
-6.630
-32.06
-26.11
L
Trina Solar
17.340
8/12/24
0.58
17.120
1.29
24.400
-7.280
-29.84
-26.26
Zhejiang Huayou
22.260
8/12/24
-0.27
22.350
-0.40
26.850
-4.500
-16.76
-26.70
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/26/24
prc diff
⇓ Δ18
∅-RS
WuXi AppTec
41.380
8/12/24
-0.29
38.660
7.04
54.650
-15.990
-29.26
-29.23
SSE 50 - 50 out of 50 instruments rated - 7/01/24 / 2/26/24 - 28 did rise, Market-Ratio(18) = 56.00 %
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
4/03/25
402
- cash -
accum 1/21/08
2/26/24 3416
days out of 7031 invested (49%)
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)
write an annotation