Share-o-matic - Portfolio

Wed, May 8th, 2024, 1:13UTC

Assessment - Shanghai Stock Exchange 50 - 5/06/24 - RS = 19

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/25/23	prc diff	⇓ Δ19	∅-RS
	L	SSE 50 ew	1,904.220	Tue	0.19	1,900.550	0.19	1,728.250	172.300	9.97	1.10
		Zijin Mining	17.450	Tue	-0.40	17.520	-0.40	12.180	5.340	43.84	38.36
		Haier Smart Home	31.280	Tue	-1.36	31.710	-1.36	20.620	11.090	53.78	36.77
	L	PetroChina	10.120	Tue	1.10	10.010	1.10	6.990	3.020	43.20	25.99
		China Shenhua En	39.930	Tue	0.96	39.550	0.96	31.310	8.240	26.32	23.24
		China CSSC	37.490	Tue	1.21	37.040	1.21	28.880	8.160	28.25	23.14
		Shaanxi Coal	23.990	Tue	0.42	23.890	0.42	20.590	3.300	16.03	19.91
		Cosco Shipping	12.070	Tue	0.42	12.020	0.42	9.750	2.270	23.28	18.85
	L	Shanxi Xinghuacun	270.120	Tue	0.42	269.000	0.42	224.970	44.030	19.57	17.60
		Agricultural Bank	4.380	Tue	0.69	4.350	0.69	3.670	0.680	18.53	16.60
		Hygon	76.580	Tue	-3.36	79.240	-3.36	72.610	6.630	9.13	16.09
		Sany Heavy Industry	16.870	Tue	-0.35	16.930	-0.35	13.240	3.690	27.87	12.97
		Bank of China	4.480	Tue		4.480		4.030	0.450	11.17	10.67
	L	China Merchants Bank	34.870	Tue	-0.03	34.880	-0.03	27.270	7.610	27.91	10.16
		China Yangtze Pwr	25.350	Tue	-0.47	25.470	-0.47	23.530	1.940	8.24	10.11
	L	Wanhua Chemical	91.960	Tue	0.02	91.940	0.02	76.830	15.110	19.67	9.66
		Ind and Comm Bk	5.400	Tue	0.56	5.370	0.56	4.820	0.550	11.41	9.35
	L	Jiangsu Hengrui Med	47.230	Tue	0.15	47.160	0.15	43.980	3.180	7.23	6.37
	L	Industrial Bank	16.820	Tue		16.820		14.560	2.260	15.52	6.06
	L	Will Semiconductor	103.940	Tue	0.88	103.030	0.88	106.470	-3.440	-3.23	5.86
		China Petrol&Chem	6.370	Tue	0.79	6.320	0.79	5.400	0.920	17.04	4.79
	L	IM Yili	28.350	Tue	-1.56	28.800	-1.56	25.810	2.990	11.58	4.31
	L	Great Wall Motor	26.520	Tue	1.03	26.250	1.03	24.500	1.750	7.14	3.67
	L	China Telecom Corp	5.900	Tue	0.17	5.890	0.17	5.150	0.740	14.37	2.67
		SAIC Motor Corp	14.560	Tue	-1.62	14.800	-1.62	13.290	1.510	11.36	2.65
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/25/23	prc diff	⇓ Δ19	∅-RS
	L	China Pacific Ins	27.150	Tue	0.93	26.900	0.93	22.820	4.080	17.88	2.32
	L	Kweichow Moutai	1,770.000	Tue	0.56	1,760.200	0.56	1,670.000	90.200	5.40	1.90
	L	China State Constr	5.410	Tue	-0.18	5.420	-0.18	4.710	0.710	15.07	0.47
		NARI Technology	23.230	Tue	0.39	23.140	0.39	21.450	1.690	7.88	-0.82
	L	China Rwy Group	6.610	Tue	-0.30	6.630	-0.30	5.510	1.120	20.33	-0.90
	L	China Life	31.600	Tue	-0.19	31.660	-0.19	27.650	4.010	14.50	-1.96
	L	China Unicom	4.670	Tue	0.21	4.660	0.21	4.220	0.440	10.43	-2.23
	L	China Three Gorges R	4.700	Tue	-0.84	4.740	-0.84	4.320	0.420	9.72	-2.26
		PowerChina	5.140	Tue	-0.96	5.190	-0.96	4.690	0.500	10.66	-2.69
	L	Foshan Haitian F&F	39.730	Tue	0.13	39.680	0.13	36.200	3.480	9.61	-2.72
	L	Zhangzhou Pientze	242.980	Tue	0.01	242.960	0.01	235.800	7.160	3.04	-4.38
	L	Ping An Ins	42.590	Tue	0.24	42.490	0.24	39.100	3.390	8.67	-4.68
	L	Beijing Kingsoft	297.000	Tue	-5.11	313.000	-5.11	312.030	0.970	0.31	-4.74
		AECC Aviation Power	35.950	Tue	2.92	34.930	2.92	36.300	-1.370	-3.77	-4.85
		China Northern Rare	20.290	Tue	3.15	19.670	3.15	18.780	0.890	4.74	-6.46
	S	Citic Secs	19.120	Tue	-0.47	19.210	-0.47	19.850	-0.640	-3.22	-8.33
	L	GigaDevice	84.030	Tue	2.55	81.940	2.55	89.140	-7.200	-8.08	-8.43
	L	TBEA	14.380	Tue		14.380		13.320	1.060	7.96	-9.04
	S	SMIC	42.710	Tue	0.35	42.560	0.35	53.010	-10.450	-19.71	-14.34
	L	Zhejiang Huayou	29.390	Tue	1.24	29.030	1.24	31.030	-2.000	-6.45	-17.95
	L	Poly Developments	9.270	Tue	4.98	8.830	4.98	9.540	-0.710	-7.44	-19.99
	L	China Tourism	75.720	Tue	-0.71	76.260	-0.71	78.850	-2.590	-3.28	-21.31
	L	LONGi Green Energy	18.770	Tue	1.40	18.510	1.40	20.980	-2.470	-11.77	-23.00
		Tongwei	22.380	Tue	1.63	22.020	1.63	23.740	-1.720	-7.25	-23.01
		Trina Solar	21.440	Tue	0.19	21.400	0.19	26.360	-4.960	-18.82	-27.73
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/25/23	prc diff	⇓ Δ19	∅-RS
	S	WuXi AppTec	45.650	Tue	-0.28	45.780	-0.28	72.160	-26.380	-36.56	-30.55
SSE 50 - 50 out of 50 instruments rated - 5/06/24 / 12/25/23 - 38 did rise, Market-Ratio(19) = 76.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

	SSE 50 RS = 19 - B/S = 46/46

1/06/20	scale up chart	5/06/24

Transactions Shanghai Stock Exchange 50 * L19 - 46 ex 12 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	5/29/06	147		Tongwei	100	7,035	1.421	1.960	0.539	38	13,790	122
	5/29/06	1/21/08	602		Citic Secs	100	2,780	4.960	26.660	21.700	438	74,116	177
1/21/08		1/26/09	371		- cash -
	1/26/09	2/02/09	7		TBEA	100	6,806	10.889	10.793	-0.096	-1	73,460	-37
2/02/09		2/09/09	7		- cash -
	2/09/09	6/22/09	133		TBEA	100	6,060	12.121	13.192	1.071	9	79,951	26
	6/22/09	11/09/09	140		Poly Developments	100	9,406	8.500	8.633	0.133	2	81,205	4
	11/09/09	12/07/09	28		SAIC Motor Corp	100	4,236	19.170	19.760	0.590	3	83,704	48
12/07/09		12/28/09	21		- cash -
	12/28/09	2/01/10	35		SAIC Motor Corp	100	4,059	20.620	14.960	-5.660	-27	60,730	-96
2/01/10		2/08/10	7		- cash -
	2/08/10	3/01/10	21		IM Yili	100	12,556	4.837	5.173	0.337	7	64,957	222
3/01/10		9/27/10	210		- cash -
	9/27/10	10/04/10	7		China Northern Rare	100	4,123	15.751	17.069	1.318	8	70,390	6,499
10/04/10		10/11/10	7		- cash -
	10/11/10	2/28/11	140		China Northern Rare	100	4,113	17.111	16.224	-0.887	-5	66,743	-13
2/28/11		4/04/11	35		- cash -
	4/04/11	5/23/11	49		China Northern Rare	100	3,088	21.613	21.453	-0.160	-1	66,249	-5
5/23/11		5/30/11	7		- cash -
	5/30/11	6/13/11	14		China Northern Rare	100	2,950	22.450	25.723	3.273	15	75,905	3,376
6/13/11		2/13/12	245		- cash -
	2/13/12	3/26/12	42		IM Yili	100	10,299	7.370	7.643	0.273	4	78,720	37
3/26/12		4/16/12	21		- cash -
	4/16/12	6/25/12	70		China Northern Rare	100	3,381	23.277	28.467	5.190	22	96,267	186
6/25/12		12/10/12	168		- cash -
	12/10/12	5/13/13	154		Great Wall Motor	100	15,128	6.363	12.553	6.190	97	189,910	400
5/13/13		11/04/13	175		- cash -
	11/04/13	12/23/13	49		LONGi Green Energy	100	61,555	3.085	2.968	-0.118	-4	182,677	-25
12/23/13		6/16/14	175		- cash -
	6/16/14	6/23/14	7		Tongwei	100	38,057	4.800	4.585	-0.215	-4	174,495	-91
6/23/14		7/07/14	14		- cash -
	7/07/14	12/01/14	147		AECC Aviation Power	100	6,946	25.120	27.310	2.190	9	189,706	23
	12/01/14	8/03/15	245		China Rwy Group	100	38,402	4.940	13.310	8.370	169	511,131	338
8/03/15		1/04/16	154		- cash -
	1/04/16	1/11/16	7		Zhangzhou Pientze	100	12,378	41.293	35.693	-5.600	-14	441,814	-100
1/11/16		5/30/16	140		- cash -
	5/30/16	5/15/17	350		Zhejiang Huayou	100	35,279	12.523	18.035	5.512	44	636,254	46
	5/15/17	7/24/17	70		China Unicom	100	85,174	7.470	7.470	0.000	0	636,254	0
	7/24/17	3/26/18	245		Zhejiang Huayou	100	23,602	26.957	51.708	24.751	92	1,220,418	164
3/26/18		11/12/18	231		- cash -
	11/12/18	11/19/18	7		NARI Technology	100	67,989	17.950	18.030	0.080	0	1,225,857	26
11/19/18		12/17/18	28		- cash -
	12/17/18	12/24/18	7		NARI Technology	100	65,588	18.690	18.250	-0.440	-2	1,196,999	-71
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
12/24/18		1/21/19	28		- cash -
	1/21/19	2/04/19	14		LONGi Green Energy	100	66,902	17.892	17.932	0.040	0	1,199,701	6
2/04/19		2/18/19	14		- cash -
	2/18/19	7/15/19	147		Tongwei	100	97,775	12.270	13.590	1.320	11	1,328,764	29
7/15/19		8/05/19	21		- cash -
	8/05/19	8/12/19	7		Will Semiconductor	100	26,954	49.296	52.593	3.296	7	1,417,613	2,822
8/12/19		9/09/19	28		- cash -
	9/09/19	11/04/19	56		Will Semiconductor	100	18,174	78.000	81.370	3.370	4	1,478,866	32
11/04/19		11/18/19	14		- cash -
	11/18/19	11/25/19	7		Will Semiconductor	100	15,988	92.496	84.074	-8.422	-9	1,344,212	-99
11/25/19		12/16/19	21		- cash -
	12/16/19	1/27/20	42		Will Semiconductor	100	12,171	110.437	139.630	29.193	26	1,699,520	668
1/27/20		2/17/20	21		- cash -
	2/17/20	2/24/20	7		GigaDevice	100	10,475	162.245	205.102	42.857	26	2,148,447	> 999,999
2/24/20		3/02/20	7		- cash -
	3/02/20	3/09/20	7		GigaDevice	100	11,951	179.765	150.980	-28.785	-16	1,804,438	-100
3/09/20		6/15/20	98		- cash -
	6/15/20	6/22/20	7		GigaDevice	100	11,738	153.721	168.893	15.172	10	1,982,527	13,437
6/22/20		7/06/20	14		- cash -
	7/06/20	5/31/21	329		China Tourism	100	9,861	201.030	334.500	133.470	66	3,298,675	76
5/31/21		6/14/21	14		- cash -
	6/14/21	6/21/21	7		Cosco Shipping	100	127,460	25.880	27.150	1.270	5	3,460,549	1,116
6/21/21		7/19/21	28		- cash -
	7/19/21	8/16/21	28		Cosco Shipping	100	155,530	22.250	20.590	-1.660	-7	3,202,369	-64
8/16/21		9/06/21	21		- cash -
	9/06/21	9/27/21	21		China Northern Rare	100	60,708	52.750	44.200	-8.550	-16	2,683,316	-95
9/27/21		10/25/21	28		- cash -
	10/25/21	11/08/21	14		Trina Solar	100	40,229	66.700	72.490	5.790	9	2,916,241	776
11/08/21		11/15/21	7		- cash -
	11/15/21	11/29/21	14		Trina Solar	100	41,189	70.800	72.770	1.970	3	2,997,384	105
11/29/21		12/06/21	7		- cash -
	12/06/21	1/17/22	42		Trina Solar	100	42,752	70.110	67.370	-2.740	-4	2,880,243	-29
1/17/22		9/05/22	231		- cash -
	9/05/22	9/19/22	14		Shaanxi Coal	100	117,417	24.530	22.930	-1.600	-7	2,692,376	-83
9/19/22		12/05/22	77		- cash -
	12/05/22	12/12/22	7		China Unicom	100	517,764	5.200	5.080	-0.120	-2	2,630,244	-70
12/12/22		1/09/23	28		- cash -
	1/09/23	5/22/23	133		China Unicom	100	528,161	4.980	4.980	0.000	0	2,630,244	0
	5/22/23	5/29/23	7		Beijing Kingsoft	100	6,347	414.360	415.960	1.600	0	2,640,400	22
5/29/23		6/19/23	21		- cash -
	6/19/23	6/26/23	7		Beijing Kingsoft	100	5,455	484.000	477.710	-6.290	-1	2,606,088	-49
6/26/23		7/31/23	35		- cash -
	7/31/23	8/14/23	14		Beijing Kingsoft	100	6,418	406.000	409.000	3.000	1	2,625,342	21
8/14/23		3/04/24	203		- cash -
	3/04/24	3/18/24	14		Shaanxi Coal	100	97,997	26.790	24.340	-2.450	-9	2,385,249	-92
3/18/24		3/25/24	7		- cash -
	3/25/24	5/07/24	43		Shaanxi Coal	100	91,775	25.990	23.990	-2.000	-8	2,201,699	-49
accum	1/02/06	5/07/24	3712	days out of 6701 invested (55%)						21,917		2,201,699	70

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Citic Secs	long	5/29/06	1/21/08	602	4.96	26.66	21.70	437.50	437.50
Zhejiang Huayou		5/30/16	5/15/17	350	12.52	18.03	5.51	44.01
		7/24/17	3/26/18	245	26.96	51.71	24.75	91.82	176.23
China Rwy Group		12/01/14	8/03/15	245	4.94	13.31	8.37	169.43	169.43
Great Wall Motor		12/10/12	5/13/13	154	6.36	12.55	6.19	97.28	97.28
China Tourism		7/06/20	5/31/21	329	201.03	334.50	133.47	66.39	66.39
Tongwei		1/02/06	5/29/06	147	1.42	1.96	0.54	37.90
		6/16/14	6/23/14	7	4.80	4.59	-0.22	-4.48
		2/18/19	7/15/19	147	12.27	13.59	1.32	10.76	45.90
Will Semiconductor		8/05/19	8/12/19	7	49.30	52.59	3.30	6.69
		9/09/19	11/04/19	56	78.00	81.37	3.37	4.32
		11/18/19	11/25/19	7	92.50	84.07	-8.42	-9.11
		12/16/19	1/27/20	42	110.44	139.63	29.19	26.43	27.90
China Northern Rare		9/27/10	10/04/10	7	15.75	17.07	1.32	8.37
		10/11/10	2/28/11	140	17.11	16.22	-0.89	-5.18
		4/04/11	5/23/11	49	21.61	21.45	-0.16	-0.74
		5/30/11	6/13/11	14	22.45	25.72	3.27	14.58
		4/16/12	6/25/12	70	23.28	28.47	5.19	22.30
		9/06/21	9/27/21	21	52.75	44.20	-8.55	-16.21	19.75
GigaDevice		2/17/20	2/24/20	7	162.25	205.10	42.86	26.41
		3/02/20	3/09/20	7	179.77	150.98	-28.79	-16.01
		6/15/20	6/22/20	7	153.72	168.89	15.17	9.87	16.65
IM Yili		2/08/10	3/01/10	21	4.84	5.17	0.34	6.96
		2/13/12	3/26/12	42	7.37	7.64	0.27	3.71	10.93
AECC Aviation Power		7/07/14	12/01/14	147	25.12	27.31	2.19	8.72	8.72
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
TBEA		1/26/09	2/02/09	7	10.89	10.79	-0.10	-0.88
		2/09/09	6/22/09	133	12.12	13.19	1.07	8.84	7.87
Trina Solar		10/25/21	11/08/21	14	66.70	72.49	5.79	8.68
		11/15/21	11/29/21	14	70.80	72.77	1.97	2.78
		12/06/21	1/17/22	42	70.11	67.37	-2.74	-3.91	7.34
Poly Developments		6/22/09	11/09/09	140	8.50	8.63	0.13	1.57	1.57
Beijing Kingsoft		5/22/23	5/29/23	7	414.36	415.96	1.60	0.39
		6/19/23	6/26/23	7	484.00	477.71	-6.29	-1.30
		7/31/23	8/14/23	14	406.00	409.00	3.00	0.74	-0.19
NARI Technology		11/12/18	11/19/18	7	17.95	18.03	0.08	0.45
		12/17/18	12/24/18	7	18.69	18.25	-0.44	-2.35	-1.92
China Unicom		5/15/17	7/24/17	70	7.47	7.47	0.00	0.00
		12/05/22	12/12/22	7	5.20	5.08	-0.12	-2.31
		1/09/23	5/22/23	133	4.98	4.98	0.00	0.00	-2.31
Cosco Shipping		6/14/21	6/21/21	7	25.88	27.15	1.27	4.91
		7/19/21	8/16/21	28	22.25	20.59	-1.66	-7.46	-2.92
LONGi Green Energy		11/04/13	12/23/13	49	3.09	2.97	-0.12	-3.81
		1/21/19	2/04/19	14	17.89	17.93	0.04	0.23	-3.59
Zhangzhou Pientze		1/04/16	1/11/16	7	41.29	35.69	-5.60	-13.56	-13.56
Shaanxi Coal		9/05/22	9/19/22	14	24.53	22.93	-1.60	-6.52
		3/04/24	3/18/24	14	26.79	24.34	-2.45	-9.15
		3/25/24	5/07/24	43	25.99	23.99	-2.00	-7.70	-21.61
SAIC Motor Corp		11/09/09	12/07/09	28	19.17	19.76	0.59	3.08
		12/28/09	2/01/10	35	20.62	14.96	-5.66	-27.45	-25.22

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)


	is taking down something concerning