Share-o-matic - Assessment SSE 50 (Shanghai Stock Exchange 50)

Assessment - Shanghai Stock Exchange 50 - 1/07/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	SSE 50 ew	1,788.480	12/08	-0.09	1,866.650	-4.19	1,777.270	89.380	5.03	0.51
		Cosco Shipping	12.370	12/08	0.49	15.820	-21.81	9.580	6.240	65.14	44.56
		Shaanxi Coal	23.090	12/08	2.12	26.870	-14.07	20.890	5.980	28.63	31.67
	L	China Shenhua En	39.300	12/08	0.64	45.280	-13.21	31.350	13.930	44.43	31.06
		Zijin Mining	15.360	12/08	0.13	18.040	-14.86	12.460	5.580	44.78	28.15
		Haier Smart Home	25.790	12/08	1.46	28.390	-9.16	21.000	7.390	35.19	26.16
		China CSSC	38.000	12/08	-0.13	41.170	-7.70	29.800	11.370	38.15	23.74
		China Yangtze Pwr	29.180	12/08	-1.22	29.480	-1.02	23.340	6.140	26.31	18.53
		PetroChina	8.710	12/08	-0.34	10.430	-16.49	7.060	3.370	47.73	18.12
		Ind and Comm Bk	5.990	12/08	1.18	5.820	2.92	4.780	1.040	21.76	9.61
		Agricultural Bank	4.640	12/08	0.65	4.440	4.50	3.640	0.800	21.98	9.57
	L	China Pacific Ins	27.390	12/08	0.22	28.540	-4.03	23.780	4.760	20.02	9.20
	L	Industrial Bank	16.280	12/08	-0.55	17.750	-8.28	16.210	1.540	9.50	9.12
		Hygon	73.700	12/08	2.35	70.470	4.58	72.360	-1.890	-2.61	9.10
		Bank of China	4.660	12/08	0.65	4.670	-0.21	3.990	0.680	17.04	8.47
	L	GigaDevice	78.190	12/08	0.09	94.410	-17.18	92.390	2.020	2.19	8.17
		NARI Technology	23.530	12/08		24.850	-5.31	22.320	2.530	11.34	7.51
	L	Will Semiconductor	92.330	12/08	0.17	99.020	-6.76	106.710	-7.690	-7.21	6.30
		China Merchants Bank	32.120	12/08	-0.65	34.360	-6.52	27.820	6.540	23.51	6.17
		Sany Heavy Industry	15.340	12/08	-0.45	16.430	-6.63	13.770	2.660	19.32	3.70
		AECC Aviation Power	38.000	12/08	-0.13	36.270	4.77	37.380	-1.110	-2.97	3.61
		Wanhua Chemical	74.920	12/08	-0.91	82.300	-8.97	76.820	5.480	7.13	1.97
	L	China State Constr	5.500	12/08	-0.18	5.440	1.10	4.810	0.630	13.10	1.96
		Shanxi Xinghuacun	191.290	12/08	-1.14	207.060	-7.62	230.730	-23.670	-10.26	0.37
		PowerChina	5.400	12/08	-0.55	5.680	-4.93	4.890	0.790	16.16	0.15
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
	L	Great Wall Motor	22.210	12/08	-0.31	25.280	-12.14	25.220	0.060	0.24	-0.27
	S	China Petrol&Chem	6.570	12/08	0.15	6.390	2.82	5.580	0.810	14.52	-0.42
		China Telecom Corp	5.690	12/08	-1.56	6.100	-6.72	5.370	0.730	13.59	-0.56
	L	China Life	29.490	12/08	0.44	31.350	-5.93	28.350	3.000	10.58	-0.76
	S	SAIC Motor Corp	13.740	12/08	-0.87	13.860	-0.87	13.530	0.330	2.44	-1.22
	L	SMIC	48.780	12/08	0.60	45.810	6.48	52.960	-7.150	-13.50	-1.36
	S	IM Yili	24.350	12/08	0.66	25.970	-6.24	26.750	-0.780	-2.92	-2.06
		China Rwy Group	5.930	12/08	-1.33	6.570	-9.74	5.680	0.890	15.67	-2.48
		China Three Gorges R	4.750	12/08	-0.21	4.480	6.03	4.370	0.110	2.52	-3.11
	S	Jiangsu Hengrui Med	43.630	12/08	2.85	38.270	14.01	45.230	-6.960	-15.39	-3.34
	L	TBEA	13.330	12/08	0.23	13.960	-4.51	13.800	0.160	1.16	-3.97
		China Unicom	4.460	12/08	-1.33	4.680	-4.70	4.380	0.300	6.85	-4.30
	L	Ping An Ins	40.620	12/08	0.02	41.620	-2.40	40.300	1.320	3.28	-5.07
		Foshan Haitian F&F	35.480	12/08	-0.03	34.400	3.14	37.950	-3.550	-9.35	-7.66
	L	Poly Developments	8.260	12/08	-3.39	9.310	-11.28	9.900	-0.590	-5.96	-8.24
	S	Citic Secs	18.870	12/08	-0.11	18.200	3.68	20.370	-2.170	-10.65	-9.79
	S	Kweichow Moutai	1,436.100	12/08	-0.05	1,440.380	-0.30	1,726.000	-285.620	-16.55	-10.62
		Zhangzhou Pientze	208.000	12/08	-0.60	206.230	0.86	241.990	-35.760	-14.78	-10.83
		China Northern Rare	16.820	12/08	-0.65	18.030	-6.71	19.340	-1.310	-6.77	-12.84
		Beijing Kingsoft	192.470	12/08	-0.91	205.000	-6.11	303.430	-98.430	-32.44	-17.22
	S	Tongwei	18.670	12/08		18.840	-0.90	25.030	-6.190	-24.73	-22.83
	S	China Tourism	63.950	12/08	-1.36	62.500	2.32	83.690	-21.190	-25.32	-24.31
	S	LONGi Green Energy	13.930	12/08	0.87	14.050	-0.85	22.900	-8.850	-38.65	-26.11
	L	Trina Solar	17.340	12/08	0.58	17.120	1.29	28.530	-11.410	-39.99	-26.26
		Zhejiang Huayou	22.260	12/08	-0.27	22.350	-0.40	32.930	-10.580	-32.13	-26.70
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	∅-RS
		WuXi AppTec	41.380	12/08	-0.29	38.660	7.04	72.760	-34.100	-46.87	-29.23
SSE 50 - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 30 did rise, Market-Ratio(26) = 60.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

	SSE 50 RS = 26 - B/S = 60/40

6/01/20	scale up chart	1/07/24

Transactions Shanghai Stock Exchange 50 * 26 - 60/40 (2)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		25/02/08	784		- cash -
short	25/02/08	23/03/09	392		China Life	50	141	35.440	22.180	56.627	21.187	60	12,987	55
					IM Yili	50	1,569	3.187	2.120	4.790	1.603	50	15,503	46
100							55						50
long	23/03/09	18/01/10	301		China Northern Rare	50	1,809	4.284	6.064		1.780	42	18,723	52
					Kangmei Pharma	50	2,938	2.639	4.606		1.967	75	24,503	97
100							58						74
short	18/01/10	1/03/10	42		China Rwy Constr	50	1,370	8.940	8.660	9.229	0.289	3	24,899	32
					China Rwy Group	50	2,012	6.090	5.930	6.254	0.164	3	25,229	26
100							3						29
long	1/03/10	15/03/10	14		IM Yili	50	2,438	5.173	4.780		-0.393	-8	24,271	-87
					AECC Aviation Power	50	862	14.620	13.430		-1.190	-8	23,245	-89
100							-8						-88
short	15/03/10	29/03/10	14		China Rwy Constr	50	1,385	8.390	8.550	8.230	-0.160	-2	23,023	-39
					Poly Developments	50	1,803	6.447	6.847	6.047	-0.400	-6	22,302	-81
100							-4						-66
long	29/03/10	19/04/10	21		IM Yili	50	2,137	5.217	5.663		0.447	9	23,256	317
					Kangmei Pharma	50	2,142	5.205	5.762		0.557	11	24,449	485
100							10						394
short	19/04/10	8/11/10	203		China Rwy Constr	50	1,531	7.980	7.570	8.412	0.432	5	25,110	10
					Poly Developments	50	2,199	5.560	6.447	4.673	-0.887	-16	23,160	-27
100							-5						-9
long	8/11/10	18/04/11	161		China Northern Rare	50	629	18.409	19.542		1.133	6	23,873	15
					Kangmei Pharma	50	1,274	9.088	7.105		-1.983	-22	21,346	-43
100							-8						-17
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	18/04/11	5/03/12	322		China Rwy Constr	50	1,549	6.890	4.420	10.740	3.850	56	27,311	65
					China Merchants Secs	50	711	15.010	12.960	17.384	2.374	16	28,999	18
100							36						42
long	5/03/12	23/07/12	140		IM Yili	50	1,900	7.630	6.383		-1.247	-16	26,630	-37
					Shanghai Oriental	50	828	17.500	13.720		-3.780	-22	23,500	-47
100							-19						-42
short	23/07/12	31/12/12	161		China Unicom	50	3,184	3.690	3.500	3.890	0.200	5	24,138	13
					China Shipbuilding	50	2,521	4.660	4.770	4.550	-0.110	-2	23,861	-5
100							2						4
long	31/12/12	17/06/13	168		China Rwy Constr	50	1,869	6.380	4.670		-1.710	-27	20,665	-49
					Sinolink Secs	50	1,338	8.920	6.690		-2.230	-25	17,681	-46
100							-26						-48
short	17/06/13	23/12/13	189		China Life	50	585	15.100	14.700	15.511	0.411	3	17,921	5
					China Northern Rare	50	541	16.333	14.633	18.231	1.898	12	18,948	24
100							7						14
long	23/12/13	10/02/14	49		Shanghai Int Port	50	1,777	5.330	5.070		-0.260	-5	18,486	-31
					Shanghai Oriental	50	259	36.480	43.580		7.100	19	20,325	276
100							7						69
short	10/02/14	28/07/14	168		China Shenhua En	50	719	14.130	15.300	12.960	-1.170	-8	19,483	-17
					Poly Developments	50	1,908	5.327	6.270	4.383	-0.943	-18	17,684	-35
100							-13						-26
long	28/07/14	24/08/15	392		SAIC Motor Corp	50	500	17.680	15.390		-2.290	-13	16,539	-12
					Sinolink Secs	50	783	11.290	13.960		2.670	24	18,629	22
100							5						5
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	24/08/15	1/08/16	343		China Pacific Ins	50	469	19.850	26.700	13.000	-6.850	-35	15,417	-36
					SAIC Motor Corp	50	605	15.390	23.160	7.620	-7.770	-50	10,716	-53
100							-42						-45
long	1/08/16	19/09/16	49		Kweichow Moutai	50	17	306.960	300.150		-6.810	-2	10,600	-15
					SAIC Motor Corp	50	237	23.160	21.370		-1.790	-8	10,176	-45
100							-5						-32
short	19/09/16	31/10/16	42		Cosco Shipping	50	993	5.120	5.260	4.980	-0.140	-3	10,037	-21
					China Rwy Constr	50	555	9.160	10.310	8.010	-1.150	-13	9,398	-69
100							-8						-50
long	31/10/16	5/03/18	490		Kweichow Moutai	50	14	317.990	720.110		402.120	126	15,028	84
					China State Constr	50	688	7.180	9.040		1.860	26	16,308	19
100							74						51
short	5/03/18	4/02/19	336		Dongxing Secs	50	592	13.770	9.740	19.467	5.697	41	19,681	46
					Founder Secs	50	1,266	6.440	6.250	6.636	0.196	3	19,929	3
100							22						24
long	4/02/19	26/08/19	203		Huatai Secs	50	504	19.740	19.360		-0.380	-2	19,737	-3
					Shandong Gold	50	322	30.900	38.100		7.200	23	22,055	46
100							11						20
short	26/08/19	6/01/20	133		PetroChina	50	1,816	6.070	6.230	5.910	-0.160	-3	21,765	-7
					Bank of Shanghai	50	1,238	8.910	9.440	8.380	-0.530	-6	21,109	-15
100							-4						-11
long	6/01/20	27/01/20	21		Anhui Conch Cement	50	197	53.320	48.000		-5.320	-10	20,061	-84
					San’an Optoelectron	50	547	19.380	22.560		3.180	16	21,800	1,302
100							3						75
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	27/01/20	21/09/20	238		PetroChina	50	1,932	5.640	4.250	7.485	1.845	33	25,364	54
					China Comms Constr	50	1,298	8.400	7.730	9.128	0.728	9	26,309	14
100							21						33
long	21/09/20	11/01/21	112		Wanhua Chemical	50	173	76.000	108.670		32.670	43	31,961	221
					Zheshang Secs	50	818	16.080	14.470		-1.610	-10	30,644	-29
100							16						64
short	11/01/21	10/04/23	819		Shandong Gold	50	655	23.390	24.520	22.260	-1.130	-5	29,904	-2
					Shenzhen Goodix Tech	50	97	156.490	60.000	408.152	251.662	161	54,315	53
100							78						29
long	10/04/23	5/06/23	56		China Petrol&Chem	50	4,610	5.890	6.570		0.680	12	57,450	104
					Zijin Mining	50	2,092	12.980	11.280		-1.700	-13	53,893	-60
100							-1						-5
short	5/06/23	29/04/24	329		LONGi Green Energy	50	948	28.410	19.000	42.480	14.070	50	67,232	56
					Trina Solar	50	729	36.970	21.610	63.248	26.278	71	86,388	81
100							60						69
long	29/04/24	12/08/24	105		PetroChina	50	4,226	10.220	8.710		-1.510	-15	80,007	-43
					Zijin Mining	50	2,446	17.660	15.360		-2.300	-13	74,381	-38
100							-14						-41
accum	25/02/08	12/08/24	6084	days out of 6868 invested (89%)							644		74,381	13

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Shenzhen Goodix Tech	short	11/01/21	10/04/23	819	156.49	60.00	408.15	251.66	160.82	50	80.41	80.41
Kweichow Moutai	long	1/08/16	19/09/16	49	306.96	300.15		-6.81	-2.22		-1.11
	long	31/10/16	5/03/18	490	317.99	720.11		402.12	126.46		63.23	61.42
Trina Solar	short	5/06/23	29/04/24	329	36.97	21.61	63.25	26.28	71.08		35.54	35.54
China Northern Rare	long	23/03/09	18/01/10	301	4.28	6.06		1.78	41.55		20.77
	long	8/11/10	18/04/11	161	18.41	19.54		1.13	6.16		3.08
	short	17/06/13	23/12/13	189	16.33	14.63	18.23	1.90	11.62		5.81	31.72
China Life	short	25/02/08	23/03/09	392	35.44	22.18	56.63	21.19	59.78		29.89
	short	17/06/13	23/12/13	189	15.10	14.70	15.51	0.41	2.72		1.36	31.66
Kangmei Pharma	long	23/03/09	18/01/10	301	2.64	4.61		1.97	74.55		37.28
	long	29/03/10	19/04/10	21	5.20	5.76		0.56	10.69		5.35
	long	8/11/10	18/04/11	161	9.09	7.11		-1.98	-21.82		-10.91	28.84
LONGi Green Energy	short	5/06/23	29/04/24	329	28.41	19.00	42.48	14.07	49.53		24.76	24.76
Wanhua Chemical	long	21/09/20	11/01/21	112	76.00	108.67		32.67	42.99		21.49	21.49
Dongxing Secs	short	5/03/18	4/02/19	336	13.77	9.74	19.47	5.70	41.38		20.69	20.69
IM Yili	short	25/02/08	23/03/09	392	3.19	2.12	4.79	1.60	50.32		25.16
	long	1/03/10	15/03/10	14	5.17	4.78		-0.39	-7.60		-3.80
	long	29/03/10	19/04/10	21	5.22	5.66		0.45	8.56		4.28
	long	5/03/12	23/07/12	140	7.63	6.38		-1.25	-16.34		-8.17	15.30
China State Constr	long	31/10/16	5/03/18	490	7.18	9.04		1.86	25.91		12.95	12.95
Shandong Gold	long	4/02/19	26/08/19	203	30.90	38.10		7.20	23.30		11.65
	short	11/01/21	10/04/23	819	23.39	24.52	22.26	-1.13	-4.83		-2.42	8.95
San’an Optoelectron	long	6/01/20	27/01/20	21	19.38	22.56		3.18	16.41		8.20	8.20
China Merchants Secs	short	18/04/11	5/03/12	322	15.01	12.96	17.38	2.37	15.82		7.91	7.91
China Rwy Constr	short	18/01/10	1/03/10	42	8.94	8.66	9.23	0.29	3.23		1.62
	short	15/03/10	29/03/10	14	8.39	8.55	8.23	-0.16	-1.91		-0.95
	short	19/04/10	8/11/10	203	7.98	7.57	8.41	0.43	5.42		2.71
	short	18/04/11	5/03/12	322	6.89	4.42	10.74	3.85	55.88		27.94
	long	31/12/12	17/06/13	168	6.38	4.67		-1.71	-26.80		-13.40
	short	19/09/16	31/10/16	42	9.16	10.31	8.01	-1.15	-12.55		-6.28	7.34
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
PetroChina	short	26/08/19	6/01/20	133	6.07	6.23	5.91	-0.16	-2.64		-1.32
	short	27/01/20	21/09/20	238	5.64	4.25	7.48	1.84	32.71		16.35
	long	29/04/24	12/08/24	105	10.22	8.71		-1.51	-14.77		-7.39	6.34
China Petrol&Chem	long	10/04/23	5/06/23	56	5.89	6.57		0.68	11.54		5.77	5.77
China Comms Constr	short	27/01/20	21/09/20	238	8.40	7.73	9.13	0.73	8.67		4.33	4.33
China Unicom	short	23/07/12	31/12/12	161	3.69	3.50	3.89	0.20	5.43		2.71	2.71
Founder Secs	short	5/03/18	4/02/19	336	6.44	6.25	6.64	0.20	3.04		1.52	1.52
China Rwy Group	short	18/01/10	1/03/10	42	6.09	5.93	6.25	0.16	2.70		1.35	1.35
Huatai Secs	long	4/02/19	26/08/19	203	19.74	19.36		-0.38	-1.93		-0.96	-0.96
China Shipbuilding	short	23/07/12	31/12/12	161	4.66	4.77	4.55	-0.11	-2.36		-1.18	-1.18
Cosco Shipping	short	19/09/16	31/10/16	42	5.12	5.26	4.98	-0.14	-2.73		-1.37	-1.37
Shanghai Oriental	long	5/03/12	23/07/12	140	17.50	13.72		-3.78	-21.60		-10.80
	long	23/12/13	10/02/14	49	36.48	43.58		7.10	19.46		9.73	-2.12
Sinolink Secs	long	31/12/12	17/06/13	168	8.92	6.69		-2.23	-25.00		-12.50
	long	28/07/14	24/08/15	392	11.29	13.96		2.67	23.65		11.82	-2.15
Shanghai Int Port	long	23/12/13	10/02/14	49	5.33	5.07		-0.26	-4.88		-2.44	-2.44
Bank of Shanghai	short	26/08/19	6/01/20	133	8.91	9.44	8.38	-0.53	-5.95		-2.97	-2.97
AECC Aviation Power	long	1/03/10	15/03/10	14	14.62	13.43		-1.19	-8.14		-4.07	-4.07
China Shenhua En	short	10/02/14	28/07/14	168	14.13	15.30	12.96	-1.17	-8.28		-4.14	-4.14
Anhui Conch Cement	long	6/01/20	27/01/20	21	53.32	48.00		-5.32	-9.98		-4.99	-4.99
Zheshang Secs	long	21/09/20	11/01/21	112	16.08	14.47		-1.61	-10.01		-5.01	-5.01
Zijin Mining	long	10/04/23	5/06/23	56	12.98	11.28		-1.70	-13.10		-6.55
	long	29/04/24	12/08/24	105	17.66	15.36		-2.30	-13.02		-6.51	-12.63
China Pacific Ins	short	24/08/15	1/08/16	343	19.85	26.70	13.00	-6.85	-34.51		-17.25	-17.25
Poly Developments	short	15/03/10	29/03/10	14	6.45	6.85	6.05	-0.40	-6.20		-3.10
	short	19/04/10	8/11/10	203	5.56	6.45	4.67	-0.89	-15.95		-7.97
	short	10/02/14	28/07/14	168	5.33	6.27	4.38	-0.94	-17.71		-8.85	-18.72
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
SAIC Motor Corp	long	28/07/14	24/08/15	392	17.68	15.39		-2.29	-12.95		-6.48
	short	24/08/15	1/08/16	343	15.39	23.16	7.62	-7.77	-50.49		-25.24
	long	1/08/16	19/09/16	49	23.16	21.37		-1.79	-7.73		-3.86	-32.79

Annotations

28/07/17	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
28/12/16	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
29/12/15	SSE 50	complete analysis
28/12/15	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
28/08/15	SSE 50	complete analysis
27/07/15	Ping An Ins	forward stock split 10:20 (twenty for ten)
17/07/15	Kweichow Moutai	forward stock split 10:11 (eleven for ten)
16/07/15	Qingdao Haier	forward stock split 10:20 (twenty for ten)
1/06/15	IM Yili	foreward stock split 10:20 (twenty for ten)
11/05/15	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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