Assessment - Shanghai Stock Exchange 50 in Euro - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		SSE 50 ew	228.958	8/12/24	-0.09	238.965	-4.19	226.245	12.720	5.62		0.19
						S		Jiangsu Hengrui Med	5.585	8/12/24	2.85	4.899	14.01	5.758	-0.858	-14.91		-12.83
								WuXi AppTec	5.297	8/12/24	-0.29	4.949	7.04	9.262	-4.313	-46.57		-37.14
						L		SMIC	6.245	8/12/24	0.60	5.865	6.48	6.742	-0.877	-13.01		-5.14
								China Three Gorges R	0.608	8/12/24	-0.21	0.574	6.03	0.556	0.017	3.10		-5.80
								AECC Aviation Power	4.865	8/12/24	-0.13	4.643	4.77	4.758	-0.115	-2.42		0.19
								Hygon	9.435	8/12/24	2.35	9.021	4.58	9.211	-0.190	-2.06		4.71
								Agricultural Bank	0.594	8/12/24	0.65	0.568	4.50	0.463	0.105	22.67		16.35
						S		Citic Secs	2.416	8/12/24	-0.11	2.330	3.68	2.593	-0.263	-10.15		-11.86
								Foshan Haitian F&F	4.542	8/12/24	-0.03	4.404	3.14	4.831	-0.427	-8.84		-11.15
								Ind and Comm Bk	0.767	8/12/24	1.18	0.745	2.92	0.608	0.137	22.44		17.29
						S		China Petrol&Chem	0.841	8/12/24	0.15	0.818	2.82	0.710	0.108	15.16		6.40
						S		China Tourism	8.187	8/12/24	-1.36	8.001	2.32	10.654	-2.653	-24.90		-30.44
						L		Trina Solar	2.220	8/12/24	0.58	2.192	1.29	3.632	-1.440	-39.65		-36.62
						L		China State Constr	0.704	8/12/24	-0.18	0.696	1.10	0.612	0.084	13.74		2.12
								Zhangzhou Pientze	26.628	8/12/24	-0.60	26.401	0.86	30.805	-4.404	-14.30		-16.08
								Bank of China	0.597	8/12/24	0.65	0.598	-0.21	0.508	0.090	17.70		14.14
						S		Kweichow Moutai	183.847	8/12/24	-0.05	184.395	-0.30	219.719	-35.324	-16.08		-16.25
								Zhejiang Huayou	2.850	8/12/24	-0.27	2.861	-0.40	4.192	-1.331	-31.75		-32.14
						S		LONGi Green Energy	1.783	8/12/24	0.87	1.799	-0.85	2.915	-1.117	-38.30		-37.25
						S		SAIC Motor Corp	1.759	8/12/24	-0.87	1.774	-0.87	1.722	0.052	3.02		-4.38
						S		Tongwei	2.390	8/12/24		2.412	-0.90	3.186	-0.774	-24.31		-29.71
								China Yangtze Pwr	3.736	8/12/24	-1.22	3.774	-1.02	2.971	0.803	27.02		24.84
						L		Ping An Ins	5.200	8/12/24	0.02	5.328	-2.40	5.130	0.198	3.86		-4.73
						L		China Pacific Ins	3.506	8/12/24	0.22	3.654	-4.03	3.027	0.626	20.69		9.44
								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		TBEA	1.706	8/12/24	0.23	1.787	-4.51	1.757	0.030	1.73		-7.06
								China Unicom	0.571	8/12/24	-1.33	0.599	-4.70	0.558	0.042	7.45		-0.41
								PowerChina	0.691	8/12/24	-0.55	0.727	-4.93	0.622	0.105	16.81		9.19
								NARI Technology	3.012	8/12/24		3.181	-5.31	2.841	0.340	11.96		8.42
						L		China Life	3.775	8/12/24	0.44	4.013	-5.93	3.609	0.404	11.21		-0.48
								Beijing Kingsoft	24.640	8/12/24	-0.91	26.244	-6.11	38.626	-12.383	-32.06		-33.85
						S		IM Yili	3.117	8/12/24	0.66	3.325	-6.24	3.405	-0.081	-2.37		-5.22
								China Merchants Bank	4.112	8/12/24	-0.65	4.399	-6.52	3.541	0.857	24.21		8.17
								Sany Heavy Industry	1.964	8/12/24	-0.45	2.103	-6.63	1.753	0.350	19.99		9.09
								China Northern Rare	2.153	8/12/24	-0.65	2.308	-6.71	2.462	-0.154	-6.25		-11.58
								China Telecom Corp	0.728	8/12/24	-1.56	0.781	-6.72	0.684	0.097	14.24		6.97
						L		Will Semiconductor	11.820	8/12/24	0.17	12.676	-6.76	13.584	-0.908	-6.68		1.24
								Shanxi Xinghuacun	24.489	8/12/24	-1.14	26.507	-7.62	29.372	-2.864	-9.75		-11.00
								China CSSC	4.865	8/12/24	-0.13	5.271	-7.70	3.794	1.477	38.93		32.35
						L		Industrial Bank	2.084	8/12/24	-0.55	2.272	-8.28	2.064	0.209	10.12		11.41
								Wanhua Chemical	9.591	8/12/24	-0.91	10.536	-8.97	9.779	0.757	7.74		-2.00
								Haier Smart Home	3.302	8/12/24	1.46	3.634	-9.16	2.673	0.961	35.95		18.04
								China Rwy Group	0.759	8/12/24	-1.33	0.841	-9.74	0.723	0.118	16.32		0.23
						L		Poly Developments	1.057	8/12/24	-3.39	1.192	-11.28	1.260	-0.068	-5.43		-12.37
						L		Great Wall Motor	2.843	8/12/24	-0.31	3.236	-12.14	3.210	0.026	0.80		-0.63
						L		China Shenhua En	5.031	8/12/24	0.64	5.797	-13.21	3.991	1.806	45.25		35.50
								Shaanxi Coal	2.956	8/12/24	2.12	3.440	-14.07	2.659	0.781	29.35		29.85
								Zijin Mining	1.966	8/12/24	0.13	2.309	-14.86	1.586	0.723	45.60		34.84
								PetroChina	1.115	8/12/24	-0.34	1.335	-16.49	0.899	0.436	48.57		27.15
						L		GigaDevice	10.010	8/12/24	0.09	12.086	-17.18	11.761	0.325	2.76		8.63
								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Cosco Shipping	1.584	8/12/24	0.49	2.025	-21.81	1.220	0.806	66.07		51.53
SSE 50 - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 30 did rise, Market-Ratio(26) in EUR = 60.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

 

 

Transactions Shanghai Stock Exchange 50 in Euro * Mixed Cut L21 - 83/68 (2) - 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		4/10/06	98				- cash -
long	4/10/06	10/09/06	182				Citic Secs	50	17,301		0.289	0.516		0.227	79	13,925	220
							Kweichow Moutai	50	1,883		2.655	4.220		1.564	59	16,871	153
10/09/06		11/06/06	28				- cash -
	11/06/06	1/21/08	441				China CSSC	50	7,649		1.103	10.841		9.738	883	91,359	563
							Sinolink Secs	50	56,053		0.150	1.395		1.244	827	161,102	531
short	1/21/08	2/09/09	385				Shanghai Int Port	100	211,897		0.760	0.483	1.197	0.437	57	253,620	54
2/09/09		3/23/09	42				- cash -
long	3/23/09	11/30/09	252				China Northern Rare	50	274,424		0.462	0.635		0.173	38	301,200	59
							Kangmei Pharma	50	445,595		0.285	0.444		0.160	56	372,309	91
short	11/30/09	12/14/09	14				China Rwy Constr	100	412,868		0.902	0.895	0.909	0.007	1	375,256	23
12/14/09		1/11/10	28				- cash -
long	1/11/10	1/18/10	7				SAIC Motor Corp	50	107,226		1.750	1.785		0.035	2	379,028	182
							IM Yili	50	395,387		0.475	0.541		0.066	14	405,316	93,061
1/18/10		1/25/10	7				- cash -
	1/25/10	2/01/10	7				SAIC Motor Corp	50	119,396		1.697	1.581		-0.117	-7	391,375	-98
							IM Yili	50	390,858		0.518	0.537		0.018	4	398,500	506
2/01/10		2/22/10	21				- cash -
short	2/22/10	10/11/10	231				Poly Developments	100	588,812		0.677	0.616	0.743	0.066	10	437,547	16
10/11/10		10/18/10	7				- cash -
long	10/18/10	11/22/10	35				China Northern Rare	50	112,083		1.952	1.952		0.000	0	437,549	0
							Kangmei Pharma	50	265,556		0.824	0.991		0.167	20	481,859	584
11/22/10		11/29/10	7				- cash -
short	11/29/10	12/13/10	14				Shanghai Pudong	100	426,882		1.129	1.136	1.122	-0.007	-1	478,834	-15
12/13/10		12/20/10	7				- cash -
	12/20/10	1/03/11	14				Shanghai Pudong	100	439,625		1.089	1.098	1.080	-0.009	-1	474,752	-20
1/03/11		1/10/11	7				- cash -
	1/10/11	1/24/11	14				China Merchants Secs	100	282,188		1.682	1.522	1.860	0.178	11	524,927	1,273
1/24/11		2/14/11	21				- cash -
long	2/14/11	3/07/11	21				China Shipbuilding	50	273,105		0.961	0.950		-0.011	-1	521,956	-18
							Shanghai Oriental	50	189,583		1.384	1.550		0.165	12	553,317	611
3/07/11		6/06/11	91				- cash -
short	6/06/11	1/23/12	231				China Rwy Constr	100	875,867		0.632	0.505	0.790	0.158	25	691,497	42
1/23/12		3/12/12	49				- cash -
	3/12/12	3/26/12	14				China Rwy Group	100	2,105,532		0.328	0.313	0.345	0.017	5	726,619	264
3/26/12		5/07/12	42				- cash -
long	5/07/12	6/04/12	28				Poly Developments	50	415,308		0.875	0.933		0.059	7	750,956	133
							China Northern Rare	50	105,707		3.437	3.823		0.386	11	791,786	301
6/04/12		6/11/12	7				- cash -
short	6/11/12	12/10/12	182				China Unicom	100	1,559,739		0.508	0.413	0.624	0.116	23	972,498	51
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
12/10/12		1/14/13	35				- cash -
long	1/14/13	5/13/13	119				China Minsheng Bk	50	570,927		0.852	1.064		0.213	25	1,093,830	98
							Sinolink Secs	50	445,793		1.091	0.995		-0.095	-9	1,051,288	-24
5/13/13		11/18/13	189				- cash -
	11/18/13	12/30/13	42				Shanghai Int Port	50	910,525		0.577	0.630		0.053	9	1,099,336	114
							Shanghai Oriental	50	108,287		4.854	4.459		-0.395	-8	1,056,598	-52
short	12/30/13	5/26/14	147				Poly Developments	100	1,650,868		0.640	0.591	0.693	0.053	8	1,144,712	22
5/26/14		6/09/14	14				- cash -
	6/09/14	6/16/14	7				China Northern Rare	100	756,249		1.514	1.515	1.513	-0.001	0	1,143,828	-4
6/16/14		6/23/14	7				- cash -
	6/23/14	6/30/14	7				Kangmei Pharma	100	1,326,981		0.862	0.880	0.844	-0.018	-2	1,119,972	-67
6/30/14		8/04/14	35				- cash -
long	8/04/14	7/27/15	357				Founder Technology	50	1,178,685		0.475	1.079		0.604	127	1,831,696	131
							Sinolink Secs	50	412,252		1.358	2.534		1.176	87	2,316,334	89
short	7/27/15	12/28/15	154				China Northern Rare	100	1,045,995		2.214	1.968	2.492	0.277	13	2,606,307	32
12/28/15		1/11/16	14				- cash -
	1/11/16	6/06/16	147				Haitong Secs	100	1,482,227		1.758	2.069	1.448	-0.311	-18	2,145,970	-38
6/06/16		6/27/16	21				- cash -
	6/27/16	7/04/16	7				Cosco Shipping	100	3,120,792		0.688	0.701	0.675	-0.013	-2	2,105,287	-63
7/04/16		7/11/16	7				- cash -
	7/11/16	7/18/16	7				Cosco Shipping	100	2,987,405		0.705	0.723	0.686	-0.019	-3	2,049,958	-75
7/18/16		7/25/16	7				- cash -
	7/25/16	8/15/16	21				Cosco Shipping	100	2,867,754		0.715	0.719	0.710	-0.004	-1	2,037,253	-10
8/15/16		10/24/16	70				- cash -
long	10/24/16	1/02/17	70				Kweichow Moutai	50	24,943		40.837	46.015		5.178	13	2,166,396	86
							China State Constr	50	1,155,670		0.881	1.219		0.337	38	2,556,348	442
1/02/17		2/20/17	49				- cash -
	2/20/17	3/27/17	35				China State Constr	50	1,027,476		1.244	1.252		0.008	1	2,564,328	7
							China Comms Constr	50	513,738		2.488	2.446		-0.042	-2	2,542,701	-16
3/27/17		4/03/17	7				- cash -
short	4/03/17	4/10/17	7				Dongxing Secs	100	1,015,338		2.504	2.467	2.542	0.038	2	2,581,294	119
4/10/17		5/22/17	42				- cash -
	5/22/17	6/05/17	14				AECC Aviation Power	100	768,939		3.357	3.159	3.567	0.210	6	2,743,114	388
6/05/17		6/19/17	14				- cash -
	6/19/17	7/03/17	14				Shandong Gold	100	728,368		3.766	3.728	3.804	0.038	1	2,771,005	30
7/03/17		11/27/17	147				- cash -
	11/27/17	1/15/18	49				Tsinghua Tongfang	100	1,950,959		1.420	1.277	1.580	0.160	11	3,082,515	121
1/15/18		2/12/18	28				- cash -
	2/12/18	2/26/18	14				Founder Secs	100	3,802,745		0.811	0.839	0.782	-0.028	-4	2,974,508	-61
2/26/18		3/05/18	7				- cash -
	3/05/18	11/05/18	245				Founder Secs	100	3,618,553		0.822	0.714	0.947	0.125	15	3,426,770	23
11/05/18		12/24/18	49				- cash -
	12/24/18	1/21/19	28				China Molybdenum	100	6,828,901		0.502	0.508	0.496	-0.006	-1	3,387,135	-14
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/21/19		1/28/19	7				- cash -
	1/28/19	2/11/19	14				San’an Optoelectron	100	2,643,474		1.281	1.571	0.992	-0.290	-23	2,621,005	-100
2/11/19		3/04/19	21				- cash -
long	3/04/19	7/08/19	126				Huatai Secs	50	419,002		3.128	2.748		-0.380	-12	2,461,912	-31
							China Galaxy Secs	50	839,418		1.561	1.458		-0.104	-7	2,374,907	-18
7/08/19		9/30/19	84				- cash -
short	9/30/19	10/14/19	14				Bank of Shanghai	100	1,979,707		1.200	1.253	1.147	-0.053	-4	2,269,735	-69
10/14/19		10/21/19	7				- cash -
	10/21/19	12/09/19	49				PetroChina	100	2,952,902		0.769	0.726	0.814	0.045	6	2,403,663	53
12/09/19		1/27/20	49				- cash -
	1/27/20	6/08/20	133				China Comms Constr	100	2,188,363		1.098	0.969	1.246	0.147	13	2,725,825	41
6/08/20		6/15/20	7				- cash -
	6/15/20	7/06/20	21				PetroChina	100	5,154,580		0.529	0.595	0.463	-0.066	-12	2,385,540	-90
7/06/20		8/17/20	42				- cash -
long	8/17/20	8/24/20	7				San’an Optoelectron	50	332,548		3.587	3.308		-0.279	-8	2,292,750	-99
							Zheshang Secs	50	598,912		1.992	1.835		-0.156	-8	2,199,089	-99
8/24/20		11/09/20	77				- cash -
short	11/09/20	11/30/20	21				Shandong Gold	100	664,905		3.307	3.033	3.607	0.300	9	2,398,382	352
11/30/20		12/07/20	7				- cash -
	12/07/20	1/11/21	35				Shandong Gold	100	788,576		3.041	2.967	3.118	0.076	3	2,458,387	29
1/11/21		3/29/21	77				- cash -
	3/29/21	11/22/21	238				Shenzhen Goodix Tech	100	177,378		13.860	15.725	11.994	-1.866	-13	2,127,463	-20
11/22/21		11/29/21	7				- cash -
	11/29/21	12/06/21	7				Jiangsu Hengrui Med	100	299,660		7.100	6.852	7.356	0.257	4	2,204,362	537
12/06/21		1/10/22	35				- cash -
	1/10/22	9/12/22	245				China Tourism	100	76,872		28.676	27.217	30.212	1.537	5	2,322,478	8
9/12/22		9/19/22	7				- cash -
	9/19/22	12/05/22	77				Wingtech Technology	100	299,869		7.745	7.796	7.694	-0.051	-1	2,307,073	-3
12/05/22		12/26/22	21				- cash -
	12/26/22	1/02/23	7				LONGi Green Energy	100	406,412		5.677	5.753	5.600	-0.076	-1	2,275,994	-51
1/02/23		4/10/23	98				- cash -
	4/10/23	4/17/23	7				Trina Solar	100	337,045		6.753	6.702	6.804	0.051	1	2,293,293	48
4/17/23		5/15/23	28				- cash -
	5/15/23	7/31/23	77				LONGi Green Energy	100	512,516		4.475	3.797	5.274	0.799	18	2,702,808	118
7/31/23		8/07/23	7				- cash -
	8/07/23	2/26/24	203				Foshan Haitian F&F	100	468,700		5.767	5.151	6.456	0.689	12	3,025,881	23
2/26/24		6/10/24	105				- cash -
long	6/10/24	8/12/24	63				Cosco Shipping	50	685,129		2.208	1.584		-0.625	-28	2,597,900	-85
							Zijin Mining	50	662,755		2.283	1.966		-0.316	-14	2,388,172	-58
accum	4/10/06	8/12/24	5309	days out of 7199 invested (74%)										23,782		2,388,172	46

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Sinolink Secs	long	11/06/06	1/21/08	441	0.15	1.39		1.24	826.79	50	413.40
	long	1/14/13	5/13/13	119	1.09	1.00		-0.10	-8.75		-4.37
	long	8/04/14	7/27/15	357	1.36	2.53		1.18	86.54		43.27	603.38
China CSSC	long	11/06/06	1/21/08	441	1.10	10.84		9.74	883.04		441.52	441.52
Shanghai Int Port	short	1/21/08	2/09/09	385	0.76	0.48	1.20	0.44	57.43	100	57.43
	long	11/18/13	12/30/13	42	0.58	0.63		0.05	9.14	50	4.57	64.62
Founder Technology	long	8/04/14	7/27/15	357	0.48	1.08		0.60	127.10		63.55	63.55
China Northern Rare	long	3/23/09	11/30/09	252	0.46	0.64		0.17	37.52		18.76
	long	10/18/10	11/22/10	35	1.95	1.95		0.00	0.00		0.00
	long	5/07/12	6/04/12	28	3.44	3.82		0.39	11.24		5.62
	short	6/09/14	6/16/14	7	1.51	1.51	1.51	-0.00	-0.08	100	-0.08
	short	7/27/15	12/28/15	154	2.21	1.97	2.49	0.28	12.52		12.52	41.03
Citic Secs	long	4/10/06	10/09/06	182	0.29	0.52		0.23	78.50	50	39.25	39.25
Kangmei Pharma	long	3/23/09	11/30/09	252	0.28	0.44		0.16	56.08		28.04
	long	10/18/10	11/22/10	35	0.82	0.99		0.17	20.25		10.13
	short	6/23/14	6/30/14	7	0.86	0.88	0.84	-0.02	-2.09	100	-2.09	38.06
Kweichow Moutai	long	4/10/06	10/09/06	182	2.66	4.22		1.56	58.92	50	29.46
	long	10/24/16	1/02/17	70	40.84	46.01		5.18	12.68		6.34	37.66
China Rwy Constr	short	11/30/09	12/14/09	14	0.90	0.89	0.91	0.01	0.79	100	0.79
	short	6/06/11	1/23/12	231	0.63	0.51	0.79	0.16	24.97		24.97	25.96
Poly Developments	short	2/22/10	10/11/10	231	0.68	0.62	0.74	0.07	9.80		9.80
	long	5/07/12	6/04/12	28	0.87	0.93		0.06	6.70	50	3.35
	short	12/30/13	5/26/14	147	0.64	0.59	0.69	0.05	8.34	100	8.34	22.94
China Unicom	short	6/11/12	12/10/12	182	0.51	0.41	0.62	0.12	22.82		22.82	22.82
China State Constr	long	10/24/16	1/02/17	70	0.88	1.22		0.34	38.28	50	19.14
	long	2/20/17	3/27/17	35	1.24	1.25		0.01	0.62		0.31	19.51
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
LONGi Green Energy	short	12/26/22	1/02/23	7	5.68	5.75	5.60	-0.08	-1.35	100	-1.35
	short	5/15/23	7/31/23	77	4.47	3.80	5.27	0.80	17.86		17.86	16.27
Shandong Gold	short	6/19/17	7/03/17	14	3.77	3.73	3.80	0.04	1.02		1.02
	short	11/09/20	11/30/20	21	3.31	3.03	3.61	0.30	9.06		9.06
	short	12/07/20	1/11/21	35	3.04	2.97	3.12	0.08	2.50		2.50	12.93
China Minsheng Bk	long	1/14/13	5/13/13	119	0.85	1.06		0.21	24.95	50	12.48	12.48
China Comms Constr	long	2/20/17	3/27/17	35	2.49	2.45		-0.04	-1.69		-0.85
	short	1/27/20	6/08/20	133	1.10	0.97	1.25	0.15	13.40	100	13.40	12.44
Foshan Haitian F&F	short	8/07/23	2/26/24	203	5.77	5.15	6.46	0.69	11.95		11.95	11.95
Tsinghua Tongfang	short	11/27/17	1/15/18	49	1.42	1.28	1.58	0.16	11.24		11.24	11.24
Founder Secs	short	2/12/18	2/26/18	14	0.81	0.84	0.78	-0.03	-3.50		-3.50
	short	3/05/18	11/05/18	245	0.82	0.71	0.95	0.12	15.20		15.20	11.17
China Merchants Secs	short	1/10/11	1/24/11	14	1.68	1.52	1.86	0.18	10.57		10.57	10.57
IM Yili	long	1/11/10	1/18/10	7	0.47	0.54		0.07	14.01	50	7.01
	long	1/25/10	2/01/10	7	0.52	0.54		0.02	3.52		1.76	8.89
AECC Aviation Power	short	5/22/17	6/05/17	14	3.36	3.16	3.57	0.21	6.27	100	6.27	6.27
China Tourism	short	1/10/22	9/12/22	245	28.68	27.22	30.21	1.54	5.36		5.36	5.36
China Rwy Group	short	3/12/12	3/26/12	14	0.33	0.31	0.35	0.02	5.08		5.08	5.08
Jiangsu Hengrui Med	short	11/29/21	12/06/21	7	7.10	6.85	7.36	0.26	3.61		3.61	3.61
Shanghai Oriental	long	2/14/11	3/07/11	21	1.38	1.55		0.17	11.95	50	5.97
	long	11/18/13	12/30/13	42	4.85	4.46		-0.39	-8.13		-4.07	1.67
Dongxing Secs	short	4/03/17	4/10/17	7	2.50	2.47	2.54	0.04	1.52	100	1.52	1.52
Trina Solar	short	4/10/23	4/17/23	7	6.75	6.70	6.80	0.05	0.76		0.76	0.76
China Shipbuilding	long	2/14/11	3/07/11	21	0.96	0.95		-0.01	-1.13	50	-0.57	-0.57
Wingtech Technology	short	9/19/22	12/05/22	77	7.74	7.80	7.69	-0.05	-0.66	100	-0.66	-0.66
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
China Molybdenum	short	12/24/18	1/21/19	28	0.50	0.51	0.50	-0.01	-1.16		-1.16	-1.16
Shanghai Pudong	short	11/29/10	12/13/10	14	1.13	1.14	1.12	-0.01	-0.63		-0.63
	short	12/20/10	1/03/11	14	1.09	1.10	1.08	-0.01	-0.85		-0.85	-1.47
SAIC Motor Corp	long	1/11/10	1/18/10	7	1.75	1.79		0.04	2.01	50	1.01
	long	1/25/10	2/01/10	7	1.70	1.58		-0.12	-6.88		-3.44	-2.47
China Galaxy Secs	long	3/04/19	7/08/19	126	1.56	1.46		-0.10	-6.64		-3.32	-3.32
Zheshang Secs	long	8/17/20	8/24/20	7	1.99	1.84		-0.16	-7.85		-3.93	-3.93
Bank of Shanghai	short	9/30/19	10/14/19	14	1.20	1.25	1.15	-0.05	-4.43	100	-4.43	-4.43
Huatai Secs	long	3/04/19	7/08/19	126	3.13	2.75		-0.38	-12.14	50	-6.07	-6.07
Zijin Mining	long	6/10/24	8/12/24	63	2.28	1.97		-0.32	-13.86		-6.93	-6.93
PetroChina	short	10/21/19	12/09/19	49	0.77	0.73	0.81	0.05	5.90	100	5.90
	short	6/15/20	7/06/20	21	0.53	0.59	0.46	-0.07	-12.48		-12.48	-7.32
Shenzhen Goodix Tech	short	3/29/21	11/22/21	238	13.86	15.73	11.99	-1.87	-13.46		-13.46	-13.46
Haitong Secs	short	1/11/16	6/06/16	147	1.76	2.07	1.45	-0.31	-17.66		-17.66	-17.66
Cosco Shipping	short	6/27/16	7/04/16	7	0.69	0.70	0.67	-0.01	-1.90		-1.90
	short	7/11/16	7/18/16	7	0.70	0.72	0.69	-0.02	-2.63		-2.63
	short	7/25/16	8/15/16	21	0.71	0.72	0.71	-0.00	-0.62		-0.62
	long	6/10/24	8/12/24	63	2.21	1.58		-0.62	-28.29	50	-14.14	-18.49
San’an Optoelectron	short	1/28/19	2/11/19	14	1.28	1.57	0.99	-0.29	-22.62	100	-22.62
	long	8/17/20	8/24/20	7	3.59	3.31		-0.28	-7.78	50	-3.89	-25.63

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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