Assessment - Shanghai Stock Exchange 50 - 6/27/22 - RS = 26
⇐
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
12/27/21
prc diff
⇓ Δ26
∅-RS
L
SSE 50 ew
2,341.110
07:00
1.53
2,320.540
0.89
2,539.430
-218.890
-8.62
-3.53
China Shenhua En
33.300
07:00
1.00
32.420
2.71
22.800
9.620
42.19
40.51
Poly Developments
17.460
07:00
0.92
16.590
5.24
15.290
1.300
8.50
16.59
Shanghai Int AP
56.700
07:00
1.89
52.070
8.89
45.990
6.080
13.22
10.37
L
Kweichow Moutai
2,045.000
07:00
1.83
2,010.550
1.71
2,131.820
-121.270
-5.69
10.32
L
China Life
31.080
07:00
1.87
31.450
-1.18
30.270
1.180
3.90
10.03
L
China Secs
28.910
07:00
2.26
28.800
0.38
28.980
-0.180
-0.62
7.51
China State Constr
5.320
07:00
0.76
5.420
-1.85
5.010
0.410
8.18
6.78
Bank of Comm
4.980
07:00
-0.20
4.960
0.40
4.570
0.390
8.53
5.37
L
People's Insurance
5.060
07:00
0.60
5.130
-1.36
4.700
0.430
9.15
5.36
L
Bank of China
3.260
07:00
3.250
0.31
3.060
0.190
6.21
4.59
Haier Smart Home
27.460
07:00
2.39
27.300
0.59
28.910
-1.610
-5.57
4.53
L
China Molybdenum
5.730
07:00
0.17
5.980
-4.18
5.520
0.460
8.33
3.85
PetroChina
5.300
07:00
-0.19
5.390
-1.67
4.950
0.440
8.89
2.87
L
IM Yili
38.950
07:00
2.37
38.700
0.65
41.950
-3.250
-7.75
2.26
Beijing-Shanghai HSR
5.020
07:00
0.60
4.850
3.51
4.730
0.120
2.54
1.13
L
China Tourism
232.930
07:00
6.34
214.400
8.64
220.000
-5.600
-2.55
1.03
L
Agricultural Bank
3.020
07:00
3.010
0.33
2.940
0.070
2.38
0.89
L
Ind and Comm Bk
4.770
07:00
4.710
1.27
4.660
0.050
1.07
0.29
China Rwy Constr
7.900
07:00
0.13
7.780
1.54
7.840
-0.060
-0.77
-0.55
L
Wanhua Chemical
96.990
07:00
2.67
95.650
1.40
101.650
-6.000
-5.90
-1.01
S
Postal Savings Bank
5.390
07:00
1.32
5.200
3.65
5.220
-0.020
-0.38
-1.48
Industrial Bank
19.900
07:00
1.22
19.360
2.79
18.850
0.510
2.71
-1.80
S
Shandong Gold
18.560
07:00
18.830
-1.43
18.490
0.340
1.84
-2.32
L
SAIC Motor Corp
17.810
07:00
-0.61
18.410
-3.26
20.810
-2.400
-11.53
-3.10
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
12/27/21
prc diff
⇓ Δ26
∅-RS
S
China Petrol&Chem
4.080
07:00
-0.49
4.100
-0.49
4.250
-0.150
-3.53
-3.77
L
China Everbright Bk
3.010
07:00
-0.33
3.210
-6.23
3.330
-0.120
-3.60
-4.12
L
China Minsheng Bk
3.720
07:00
3.690
0.81
3.900
-0.210
-5.38
-5.94
L
Citic Secs
21.660
07:00
1.17
21.800
-0.64
26.000
-4.200
-16.15
-6.19
L
Ping An Ins
46.690
07:00
-0.21
46.800
-0.24
49.980
-3.180
-6.36
-6.52
Huatai Secs
14.200
07:00
0.50
14.470
-1.87
17.330
-2.860
-16.50
-7.29
L
Shanghai Pudong
8.010
07:00
-0.50
7.970
0.50
8.560
-0.590
-6.89
-7.31
China Shipbuilding
3.710
07:00
0.27
3.730
-0.54
4.160
-0.430
-10.34
-7.40
L
China Pacific Ins
23.530
07:00
0.86
23.550
-0.08
27.130
-3.580
-13.20
-8.20
Guotai Junan Secs
15.200
07:00
0.53
15.170
0.20
17.620
-2.450
-13.90
-8.84
China Unicom
3.460
07:00
0.29
3.480
-0.57
3.930
-0.450
-11.45
-10.37
Foxconn Industrial
9.840
07:00
9.770
0.72
12.080
-2.310
-19.12
-11.24
L
WuXi AppTec
103.990
07:00
2.52
103.460
0.51
114.190
-10.730
-9.40
-12.53
Haitong Secs
9.810
07:00
0.51
9.760
0.51
12.110
-2.350
-19.41
-12.71
China Merchants Bank
42.200
07:00
2.90
41.250
2.30
49.330
-8.080
-16.38
-13.09
New China Life
32.190
07:00
1.48
32.310
-0.37
38.540
-6.230
-16.17
-13.10
L
Hongta Secs
9.130
07:00
0.22
9.340
-2.25
11.280
-1.940
-17.20
-13.42
Anhui Conch Cement
35.280
07:00
1.79
34.330
2.77
41.490
-7.160
-17.26
-13.49
Sany Heavy Industry
19.060
07:00
3.59
18.570
2.64
23.510
-4.940
-21.01
-13.78
S
Shanghai Fosun
44.090
07:00
4.23
43.320
1.78
50.150
-6.830
-13.62
-15.87
San’an Optoelectron
24.580
07:00
1.40
23.810
3.23
37.300
-13.490
-36.17
-16.81
L
Jiangsu Hengrui Med
37.090
07:00
4.42
35.560
4.30
50.410
-14.850
-29.46
-16.93
LONGi Green Energy
66.630
07:00
3.85
64.580
3.17
78.140
-13.560
-17.35
-17.37
Wingtech Technology
85.110
07:00
8.21
73.290
16.13
136.300
-63.010
-46.23
-23.21
Yonyou Network Tech
21.710
07:00
-2.56
20.350
6.68
36.310
-15.960
-43.95
-28.32
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
12/27/21
prc diff
⇓ Δ26
∅-RS
Shenzhen Goodix Tech
61.930
07:00
2.62
58.940
5.07
105.300
-46.360
-44.03
-32.86
SSE 50 - 50 out of 50 instruments rated - 6/27/22 / 12/27/21 - 15 did rise, Market-Ratio(26) = 30.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
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
1/02/06
2/25/08
784
- cash -
short
2/25/08
3/23/09
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
3/23/09
1/18/10
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
1/18/10
3/01/10
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
3/01/10
3/15/10
14
IM Yili
50
2,438
5.173
4.780
-0.393
-8
24,271
-87
AVIC Aviation Engine
50
862
14.620
13.430
-1.190
-8
23,245
-89
100
-8
-88
short
3/15/10
3/29/10
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
3/29/10
4/19/10
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
4/19/10
11/08/10
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
11/08/10
4/18/11
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
4/18/11
3/05/12
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
3/05/12
7/23/12
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
7/23/12
12/31/12
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
12/31/12
6/17/13
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
6/17/13
12/23/13
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
12/23/13
2/10/14
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
2/10/14
7/28/14
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
7/28/14
8/24/15
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
8/24/15
8/01/16
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
8/01/16
9/19/16
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
9/19/16
10/31/16
42
China Cosco
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
10/31/16
3/05/18
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
3/05/18
2/04/19
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
2/04/19
8/26/19
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
8/26/19
1/06/20
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
1/06/20
1/27/20
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
1/27/20
9/21/20
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
9/21/20
1/11/21
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
1/11/21
6/30/22
535
Shandong Gold
50
655
23.390
18.560
29.477
6.087
26
34,631
17
Shenzhen Goodix Tech
50
97
156.490
61.930
395.432
238.942
153
57,808
88
100
89
54
accum 2/25/08
6/30/22 5239
days out of 6023 invested (87%)
478
57,808
13
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Shenzhen Goodix Tech short 1/11/21 6/30/22 535 156.49 61.93 395.43 238.94 152.69 50 76.34 76.34
Kweichow Moutai long 8/01/16 9/19/16 49 306.96 300.15 -6.81 -2.22 -1.11
long 10/31/16 3/05/18 490 317.99 720.11 402.12 126.46 63.23 61.42
China Northern Rare long 3/23/09 1/18/10 301 4.28 6.06 1.78 41.55 20.77
long 11/08/10 4/18/11 161 18.41 19.54 1.13 6.16 3.08
short 6/17/13 12/23/13 189 16.33 14.63 18.23 1.90 11.62 5.81 31.72
China Life short 2/25/08 3/23/09 392 35.44 22.18 56.63 21.19 59.78 29.89
short 6/17/13 12/23/13 189 15.10 14.70 15.51 0.41 2.72 1.36 31.66
Kangmei Pharma long 3/23/09 1/18/10 301 2.64 4.61 1.97 74.55 37.28
long 3/29/10 4/19/10 21 5.20 5.76 0.56 10.69 5.35
long 11/08/10 4/18/11 161 9.09 7.11 -1.98 -21.82 -10.91 28.84
Shandong Gold long 2/04/19 8/26/19 203 30.90 38.10 7.20 23.30 11.65
short 1/11/21 6/30/22 535 23.39 18.56 29.48 6.09 26.02 13.01 26.18
Wanhua Chemical long 9/21/20 1/11/21 112 76.00 108.67 32.67 42.99 21.49 21.49
Dongxing Secs short 3/05/18 2/04/19 336 13.77 9.74 19.47 5.70 41.38 20.69 20.69
IM Yili short 2/25/08 3/23/09 392 3.19 2.12 4.79 1.60 50.32 25.16
long 3/01/10 3/15/10 14 5.17 4.78 -0.39 -7.60 -3.80
long 3/29/10 4/19/10 21 5.22 5.66 0.45 8.56 4.28
long 3/05/12 7/23/12 140 7.63 6.38 -1.25 -16.34 -8.17 15.30
PetroChina short 8/26/19 1/06/20 133 6.07 6.23 5.91 -0.16 -2.64 -1.32
short 1/27/20 9/21/20 238 5.64 4.25 7.48 1.84 32.71 16.35 14.82
China State Constr long 10/31/16 3/05/18 490 7.18 9.04 1.86 25.91 12.95 12.95
San’an Optoelectron long 1/06/20 1/27/20 21 19.38 22.56 3.18 16.41 8.20 8.20
China Merchants Secs short 4/18/11 3/05/12 322 15.01 12.96 17.38 2.37 15.82 7.91 7.91
China Rwy Constr short 1/18/10 3/01/10 42 8.94 8.66 9.23 0.29 3.23 1.62
short 3/15/10 3/29/10 14 8.39 8.55 8.23 -0.16 -1.91 -0.95
short 4/19/10 11/08/10 203 7.98 7.57 8.41 0.43 5.42 2.71
short 4/18/11 3/05/12 322 6.89 4.42 10.74 3.85 55.88 27.94
long 12/31/12 6/17/13 168 6.38 4.67 -1.71 -26.80 -13.40
short 9/19/16 10/31/16 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 di % total
China Comms Constr short 1/27/20 9/21/20 238 8.40 7.73 9.13 0.73 8.67 4.33 4.33
China Unicom short 7/23/12 12/31/12 161 3.69 3.50 3.89 0.20 5.43 2.71 2.71
Founder Secs short 3/05/18 2/04/19 336 6.44 6.25 6.64 0.20 3.04 1.52 1.52
China Rwy Group short 1/18/10 3/01/10 42 6.09 5.93 6.25 0.16 2.70 1.35 1.35
Huatai Secs long 2/04/19 8/26/19 203 19.74 19.36 -0.38 -1.93 -0.96 -0.96
China Shipbuilding short 7/23/12 12/31/12 161 4.66 4.77 4.55 -0.11 -2.36 -1.18 -1.18
China Cosco short 9/19/16 10/31/16 42 5.12 5.26 4.98 -0.14 -2.73 -1.37 -1.37
Shanghai Oriental long 3/05/12 7/23/12 140 17.50 13.72 -3.78 -21.60 -10.80
long 12/23/13 2/10/14 49 36.48 43.58 7.10 19.46 9.73 -2.12
Sinolink Secs long 12/31/12 6/17/13 168 8.92 6.69 -2.23 -25.00 -12.50
long 7/28/14 8/24/15 392 11.29 13.96 2.67 23.65 11.82 -2.15
Shanghai Int Port long 12/23/13 2/10/14 49 5.33 5.07 -0.26 -4.88 -2.44 -2.44
Bank of Shanghai short 8/26/19 1/06/20 133 8.91 9.44 8.38 -0.53 -5.95 -2.97 -2.97
AVIC Aviation Engine long 3/01/10 3/15/10 14 14.62 13.43 -1.19 -8.14 -4.07 -4.07
China Shenhua En short 2/10/14 7/28/14 168 14.13 15.30 12.96 -1.17 -8.28 -4.14 -4.14
Anhui Conch Cement long 1/06/20 1/27/20 21 53.32 48.00 -5.32 -9.98 -4.99 -4.99
Zheshang Secs long 9/21/20 1/11/21 112 16.08 14.47 -1.61 -10.01 -5.01 -5.01
China Pacific Ins short 8/24/15 8/01/16 343 19.85 26.70 13.00 -6.85 -34.51 -17.25 -17.25
Poly Developments short 3/15/10 3/29/10 14 6.45 6.85 6.05 -0.40 -6.20 -3.10
short 4/19/10 11/08/10 203 5.56 6.45 4.67 -0.89 -15.95 -7.97
short 2/10/14 7/28/14 168 5.33 6.27 4.38 -0.94 -17.71 -8.85 -18.72
SAIC Motor Corp long 7/28/14 8/24/15 392 17.68 15.39 -2.29 -12.95 -6.48
short 8/24/15 8/01/16 343 15.39 23.16 7.62 -7.77 -50.49 -25.24
long 8/01/16 9/19/16 49 23.16 21.37 -1.79 -7.73 -3.86 -32.79
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
Guotai Junan Secs recording started
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)
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