Thu, Sep 18th, 2025, 17:18UTC
Assessment - Shanghai Stock Exchange 50 in Euro - 7/01/24 - RS = 19
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
2/19/24
prc diff
⇓ Δ19
⇓ ∅-RS
L
SSE 50 ew
228.958
8/12/24
-0.09
238.965
-4.19
232.606
6.359
2.73
0.19
S
Jiangsu Hengrui Med
5.585
8/12/24
2.85
4.899
14.01
5.372
-0.473
-8.80
-12.83
WuXi AppTec
5.297
8/12/24
-0.29
4.949
7.04
6.454
-1.505
-23.31
-37.14
L
SMIC
6.245
8/12/24
0.60
5.865
6.48
5.779
0.085
1.47
-5.14
China Three Gorges R
0.608
8/12/24
-0.21
0.574
6.03
0.598
-0.025
-4.14
-5.80
AECC Aviation Power
4.865
8/12/24
-0.13
4.643
4.77
4.218
0.425
10.08
0.19
Hygon
9.435
8/12/24
2.35
9.021
4.58
11.089
-2.068
-18.65
4.71
Agricultural Bank
0.594
8/12/24
0.65
0.568
4.50
0.526
0.042
8.04
16.35
S
Citic Secs
2.416
8/12/24
-0.11
2.330
3.68
2.689
-0.359
-13.34
-11.86
Foshan Haitian F&F
4.542
8/12/24
-0.03
4.404
3.14
4.872
-0.468
-9.60
-11.15
Ind and Comm Bk
0.767
8/12/24
1.18
0.745
2.92
0.680
0.066
9.64
17.29
S
China Petrol&Chem
0.841
8/12/24
0.15
0.818
2.82
0.810
0.008
1.02
6.40
S
China Tourism
8.187
8/12/24
-1.36
8.001
2.32
10.998
-2.997
-27.25
-30.44
L
Trina Solar
2.220
8/12/24
0.58
2.192
1.29
3.055
-0.863
-28.25
-36.62
L
China State Constr
0.704
8/12/24
-0.18
0.696
1.10
0.668
0.028
4.26
2.12
Zhangzhou Pientze
26.628
8/12/24
-0.60
26.401
0.86
27.377
-0.976
-3.56
-16.08
Bank of China
0.597
8/12/24
0.65
0.598
-0.21
0.582
0.016
2.80
14.14
S
Kweichow Moutai
183.847
8/12/24
-0.05
184.395
-0.30
218.621
-34.227
-15.66
-16.25
Zhejiang Huayou
2.850
8/12/24
-0.27
2.861
-0.40
3.282
-0.421
-12.81
-32.14
S
LONGi Green Energy
1.783
8/12/24
0.87
1.799
-0.85
2.603
-0.805
-30.91
-37.25
S
SAIC Motor Corp
1.759
8/12/24
-0.87
1.774
-0.87
1.876
-0.102
-5.43
-4.38
S
Tongwei
2.390
8/12/24
2.412
-0.90
3.353
-0.941
-28.06
-29.71
China Yangtze Pwr
3.736
8/12/24
-1.22
3.774
-1.02
3.249
0.524
16.14
24.84
L
Ping An Ins
5.200
8/12/24
0.02
5.328
-2.40
5.510
-0.182
-3.30
-4.73
L
China Pacific Ins
3.506
8/12/24
0.22
3.654
-4.03
3.395
0.258
7.61
9.44
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
2/19/24
prc diff
⇓ Δ19
⇓ ∅-RS
L
TBEA
1.706
8/12/24
0.23
1.787
-4.51
1.915
-0.128
-6.67
-7.06
China Unicom
0.571
8/12/24
-1.33
0.599
-4.70
0.605
-0.006
-0.93
-0.41
PowerChina
0.691
8/12/24
-0.55
0.727
-4.93
0.643
0.084
13.01
9.19
NARI Technology
3.012
8/12/24
3.181
-5.31
2.926
0.255
8.73
8.42
L
China Life
3.775
8/12/24
0.44
4.013
-5.93
3.995
0.019
0.46
-0.48
Beijing Kingsoft
24.640
8/12/24
-0.91
26.244
-6.11
31.795
-5.551
-17.46
-33.85
S
IM Yili
3.117
8/12/24
0.66
3.325
-6.24
3.653
-0.328
-8.99
-5.22
China Merchants Bank
4.112
8/12/24
-0.65
4.399
-6.52
4.077
0.321
7.88
8.17
Sany Heavy Industry
1.964
8/12/24
-0.45
2.103
-6.63
1.823
0.280
15.36
9.09
China Northern Rare
2.153
8/12/24
-0.65
2.308
-6.71
2.389
-0.081
-3.40
-11.58
China Telecom Corp
0.728
8/12/24
-1.56
0.781
-6.72
0.774
0.007
0.93
6.97
L
Will Semiconductor
11.820
8/12/24
0.17
12.676
-6.76
11.044
1.632
14.78
1.24
Shanxi Xinghuacun
24.489
8/12/24
-1.14
26.507
-7.62
28.990
-2.483
-8.56
-11.00
China CSSC
4.865
8/12/24
-0.13
5.271
-7.70
4.244
1.027
24.20
32.35
L
Industrial Bank
2.084
8/12/24
-0.55
2.272
-8.28
2.086
0.186
8.91
11.41
Wanhua Chemical
9.591
8/12/24
-0.91
10.536
-8.97
9.621
0.915
9.51
-2.00
Haier Smart Home
3.302
8/12/24
1.46
3.634
-9.16
3.041
0.594
19.53
18.04
China Rwy Group
0.759
8/12/24
-1.33
0.841
-9.74
0.818
0.024
2.88
0.23
L
Poly Developments
1.057
8/12/24
-3.39
1.192
-11.28
1.265
-0.073
-5.78
-12.37
L
Great Wall Motor
2.843
8/12/24
-0.31
3.236
-12.14
2.847
0.389
13.67
-0.63
L
China Shenhua En
5.031
8/12/24
0.64
5.797
-13.21
5.133
0.663
12.92
35.50
Shaanxi Coal
2.956
8/12/24
2.12
3.440
-14.07
3.271
0.168
5.15
29.85
Zijin Mining
1.966
8/12/24
0.13
2.309
-14.86
1.657
0.652
39.38
34.84
PetroChina
1.115
8/12/24
-0.34
1.335
-16.49
1.115
0.220
19.71
27.15
L
GigaDevice
10.010
8/12/24
0.09
12.086
-17.18
8.633
3.453
40.00
8.63
⇓ instrument
freshest
⇓ Δday
7/01/24
Δwk
2/19/24
prc diff
⇓ Δ19
⇓ ∅-RS
Cosco Shipping
1.584
8/12/24
0.49
2.025
-21.81
1.326
0.700
52.78
51.53
SSE 50 - 50 out of 50 instruments rated - 7/01/24 / 2/19/24 - 28 did rise, Market-Ratio(19) in EUR = 56.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 in Euro * 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
67,291
0.149
0.192
0.043
29
12,905
88
5/29/06
1/21/08
602
Citic Secs
100
26,591
0.485
2.518
2.033
419
66,953
171
1/21/08
1/26/09
371
- cash -
1/26/09
2/02/09
7
TBEA
100
54,621
1.226
1.232
0.006
0
67,284
29
2/02/09
2/09/09
7
- cash -
2/09/09
6/22/09
133
TBEA
100
49,081
1.371
1.385
0.014
1
67,953
3
6/22/09
11/09/09
140
Poly Developments
100
76,176
0.892
0.851
-0.041
-5
64,849
-11
11/09/09
12/07/09
28
SAIC Motor Corp
100
34,306
1.890
1.948
0.058
3
66,830
48
12/07/09
12/28/09
21
- cash -
12/28/09
2/01/10
35
SAIC Motor Corp
100
31,792
2.102
1.581
-0.521
-25
50,251
-95
2/01/10
2/08/10
7
- cash -
2/08/10
3/01/10
21
IM Yili
100
97,063
0.518
0.557
0.039
8
54,023
252
3/01/10
9/27/10
210
- cash -
9/27/10
10/04/10
7
China Northern Rare
100
31,021
1.741
1.850
0.108
6
57,388
2,235
10/04/10
10/11/10
7
- cash -
10/11/10
2/28/11
140
China Northern Rare
100
31,195
1.840
1.795
-0.045
-2
55,988
-6
2/28/11
4/04/11
35
- cash -
4/04/11
5/23/11
49
China Northern Rare
100
24,153
2.318
2.334
0.016
1
56,374
5
5/23/11
5/30/11
7
- cash -
5/30/11
6/13/11
14
China Northern Rare
100
23,338
2.415
2.766
0.351
15
64,561
3,333
6/13/11
2/13/12
245
- cash -
2/13/12
3/26/12
42
IM Yili
100
72,745
0.888
0.912
0.024
3
66,337
27
3/26/12
4/16/12
21
- cash -
4/16/12
6/25/12
70
China Northern Rare
100
23,505
2.822
3.589
0.766
27
84,351
250
6/25/12
12/10/12
168
- cash -
12/10/12
5/13/13
154
Great Wall Motor
100
107,756
0.783
1.558
0.775
99
167,876
411
5/13/13
11/04/13
175
- cash -
11/04/13
12/23/13
49
LONGi Green Energy
100
448,426
0.374
0.357
-0.017
-5
160,080
-30
12/23/13
6/16/14
175
- cash -
6/16/14
6/23/14
7
Tongwei
100
281,804
0.568
0.541
-0.027
-5
152,567
-92
6/23/14
7/07/14
14
- cash -
7/07/14
12/01/14
147
AECC Aviation Power
100
51,267
2.976
3.559
0.584
20
182,483
56
12/01/14
8/03/15
245
China Rwy Group
100
283,425
0.644
1.956
1.313
204
554,518
424
8/03/15
1/04/16
154
- cash -
1/04/16
1/11/16
7
Zhangzhou Pientze
100
95,050
5.834
5.005
-0.829
-14
475,722
-100
1/11/16
5/30/16
140
- cash -
5/30/16
5/15/17
350
Zhejiang Huayou
100
278,697
1.707
2.385
0.678
40
664,791
42
5/15/17
7/24/17
70
China Unicom
100
672,853
0.988
0.951
-0.037
-4
639,818
-18
7/24/17
3/26/18
245
Zhejiang Huayou
100
186,453
3.432
6.622
3.191
93
1,234,738
166
3/26/18
11/12/18
231
- cash -
11/12/18
11/19/18
7
NARI Technology
100
538,276
2.294
2.268
-0.026
-1
1,220,879
-44
11/19/18
12/17/18
28
- cash -
12/17/18
12/24/18
7
NARI Technology
100
511,312
2.388
2.318
-0.069
-3
1,185,458
-78
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
511,662
2.317
2.326
0.009
0
1,190,293
11
2/04/19
2/18/19
14
- cash -
2/18/19
7/15/19
147
Tongwei
100
742,482
1.603
1.755
0.152
10
1,303,409
25
7/15/19
8/05/19
21
- cash -
8/05/19
8/12/19
7
Will Semiconductor
100
208,635
6.247
6.665
0.418
7
1,390,564
2,822
8/12/19
9/09/19
28
- cash -
9/09/19
11/04/19
56
Will Semiconductor
100
140,306
9.911
10.391
0.480
5
1,457,875
36
11/04/19
11/18/19
14
- cash -
11/18/19
11/25/19
7
Will Semiconductor
100
122,682
11.883
10.859
-1.024
-9
1,332,198
-99
11/25/19
12/16/19
21
- cash -
12/16/19
1/27/20
42
Will Semiconductor
100
93,978
14.175
18.258
4.083
29
1,715,865
802
1/27/20
2/17/20
21
- cash -
2/17/20
2/24/20
7
GigaDevice
100
79,963
21.458
26.893
5.435
25
2,150,479
> 999,999
2/24/20
3/02/20
7
- cash -
3/02/20
3/09/20
7
GigaDevice
100
92,928
23.141
18.959
-4.182
-18
1,761,819
-100
3/09/20
6/15/20
98
- cash -
6/15/20
6/22/20
7
GigaDevice
100
91,677
19.218
21.225
2.007
10
1,945,826
17,666
6/22/20
7/06/20
14
- cash -
7/06/20
5/31/21
329
China Tourism
100
76,807
25.334
42.956
17.622
70
3,299,339
80
5/31/21
6/14/21
14
- cash -
6/14/21
6/21/21
7
Cosco Shipping
100
988,743
3.337
3.523
0.186
6
3,483,479
1,598
6/21/21
7/19/21
28
- cash -
7/19/21
8/16/21
28
Cosco Shipping
100
1,198,723
2.906
2.708
-0.198
-7
3,246,484
-60
8/16/21
9/06/21
21
- cash -
9/06/21
9/27/21
21
China Northern Rare
100
471,684
6.883
5.852
-1.031
-15
2,760,365
-94
9/27/21
10/25/21
28
- cash -
10/25/21
11/08/21
14
Trina Solar
100
306,702
9.000
9.789
0.788
9
3,002,169
793
11/08/21
11/15/21
7
- cash -
11/15/21
11/29/21
14
Trina Solar
100
308,091
9.744
10.112
0.368
4
3,115,506
163
11/29/21
12/06/21
7
- cash -
12/06/21
1/17/22
42
Trina Solar
100
319,602
9.748
9.301
-0.447
-5
2,972,586
-34
1/17/22
9/05/22
231
- cash -
9/05/22
9/19/22
14
Shaanxi Coal
100
834,420
3.562
3.271
-0.292
-8
2,729,035
-89
9/19/22
12/05/22
77
- cash -
12/05/22
12/12/22
7
China Unicom
100
3,833,612
0.712
0.691
-0.021
-3
2,649,806
-78
12/12/22
1/09/23
28
- cash -
1/09/23
5/22/23
133
China Unicom
100
3,871,430
0.684
0.655
-0.030
-4
2,535,271
-11
5/22/23
5/29/23
7
Beijing Kingsoft
100
46,528
54.488
54.905
0.417
1
2,554,668
49
5/29/23
6/19/23
21
- cash -
6/19/23
6/26/23
7
Beijing Kingsoft
100
41,265
61.908
60.501
-1.407
-2
2,496,625
-70
6/26/23
7/31/23
35
- cash -
7/31/23
8/14/23
14
Beijing Kingsoft
100
48,347
51.639
51.574
-0.065
0
2,493,475
-3
8/14/23
3/04/24
203
- cash -
3/04/24
3/18/24
14
Shaanxi Coal
100
727,631
3.427
3.111
-0.316
-9
2,263,386
-92
3/18/24
3/25/24
7
- cash -
3/25/24
8/12/24
140
Shaanxi Coal
100
680,452
3.326
2.956
-0.370
-11
2,011,375
-26
accum 1/02/06
8/12/24 4210
days out of 7199 invested (58%)
20,014
2,011,375
58
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 0.49 2.52 2.03 418.83 418.83
China Rwy Group 12/01/14 8/03/15 245 0.64 1.96 1.31 203.87 203.87
Zhejiang Huayou 5/30/16 5/15/17 350 1.71 2.39 0.68 39.74
7/24/17 3/26/18 245 3.43 6.62 3.19 92.98 169.68
Great Wall Motor 12/10/12 5/13/13 154 0.78 1.56 0.78 99.02 99.02
China Tourism 7/06/20 5/31/21 329 25.33 42.96 17.62 69.56 69.56
Tongwei 1/02/06 5/29/06 147 0.15 0.19 0.04 29.05
6/16/14 6/23/14 7 0.57 0.54 -0.03 -4.69
2/18/19 7/15/19 147 1.60 1.76 0.15 9.50 34.68
Will Semiconductor 8/05/19 8/12/19 7 6.25 6.67 0.42 6.69
9/09/19 11/04/19 56 9.91 10.39 0.48 4.84
11/18/19 11/25/19 7 11.88 10.86 -1.02 -8.62
12/16/19 1/27/20 42 14.18 18.26 4.08 28.80 31.64
China Northern Rare 9/27/10 10/04/10 7 1.74 1.85 0.11 6.23
10/11/10 2/28/11 140 1.84 1.79 -0.04 -2.44
4/04/11 5/23/11 49 2.32 2.33 0.02 0.69
5/30/11 6/13/11 14 2.42 2.77 0.35 14.52
4/16/12 6/25/12 70 2.82 3.59 0.77 27.16
9/06/21 9/27/21 21 6.88 5.85 -1.03 -14.97 29.21
AECC Aviation Power 7/07/14 12/01/14 147 2.98 3.56 0.58 19.61 19.61
GigaDevice 2/17/20 2/24/20 7 21.46 26.89 5.44 25.33
3/02/20 3/09/20 7 23.14 18.96 -4.18 -18.07
6/15/20 6/22/20 7 19.22 21.22 2.01 10.44 13.40
IM Yili 2/08/10 3/01/10 21 0.52 0.56 0.04 7.51
2/13/12 3/26/12 42 0.89 0.91 0.02 2.75 10.46
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Trina Solar 10/25/21 11/08/21 14 9.00 9.79 0.79 8.76
11/15/21 11/29/21 14 9.74 10.11 0.37 3.78
12/06/21 1/17/22 42 9.75 9.30 -0.45 -4.59 7.69
TBEA 1/26/09 2/02/09 7 1.23 1.23 0.01 0.49
2/09/09 6/22/09 133 1.37 1.38 0.01 1.00 1.49
Cosco Shipping 6/14/21 6/21/21 7 3.34 3.52 0.19 5.58
7/19/21 8/16/21 28 2.91 2.71 -0.20 -6.80 -1.60
Beijing Kingsoft 5/22/23 5/29/23 7 54.49 54.90 0.42 0.77
6/19/23 6/26/23 7 61.91 60.50 -1.41 -2.27
7/31/23 8/14/23 14 51.64 51.57 -0.07 -0.13 -1.65
NARI Technology 11/12/18 11/19/18 7 2.29 2.27 -0.03 -1.12
12/17/18 12/24/18 7 2.39 2.32 -0.07 -2.90 -3.99
LONGi Green Energy 11/04/13 12/23/13 49 0.37 0.36 -0.02 -4.64
1/21/19 2/04/19 14 2.32 2.33 0.01 0.41 -4.26
Poly Developments 6/22/09 11/09/09 140 0.89 0.85 -0.04 -4.57 -4.57
China Unicom 5/15/17 7/24/17 70 0.99 0.95 -0.04 -3.76
12/05/22 12/12/22 7 0.71 0.69 -0.02 -2.90
1/09/23 5/22/23 133 0.68 0.65 -0.03 -4.32 -10.59
Zhangzhou Pientze 1/04/16 1/11/16 7 5.83 5.00 -0.83 -14.21 -14.21
SAIC Motor Corp 11/09/09 12/07/09 28 1.89 1.95 0.06 3.06
12/28/09 2/01/10 35 2.10 1.58 -0.52 -24.81 -22.51
Shaanxi Coal 9/05/22 9/19/22 14 3.56 3.27 -0.29 -8.19
3/04/24 3/18/24 14 3.43 3.11 -0.32 -9.23
3/25/24 8/12/24 140 3.33 2.96 -0.37 -11.13 -25.94
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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