Share-o-matic - The Engine for Profitable Investing and Trading

Assessment - Shanghai Stock Exchange 50 - 25/10/21 - RS = 26

		⇓instrument	freshest		⇓ Δday	25/10/21	⇓ Δwk	26/04/21	prc diff	⇓ Δ26	∅-RS
		SSE 50 ew	2,551.840	07:00	-0.66	2,568.790	-0.66	2,570.810	-2.020	-0.08	-2.69
	L	PetroChina	5.850	07:00	-1.02	5.910	-1.02	4.170	1.740	41.73	29.17
	L	China Shenhua En	21.860	07:00	-2.19	22.350	-2.19	19.240	3.110	16.16	17.76
		China Molybdenum	6.390	07:00	-0.62	6.430	-0.62	5.790	0.640	11.05	10.00
		San’an Optoelectron	32.400	07:00	1.63	31.880	1.63	24.990	6.890	27.57	9.81
		China Merchants Bank	55.300	07:00	1.30	54.590	1.30	52.070	2.520	4.84	9.39
	L	Guotai Junan Secs	18.020	07:00	-1.85	18.360	-1.85	15.710	2.650	16.87	6.55
		Wanhua Chemical	109.260	07:00	-1.23	110.620	-1.23	108.750	1.870	1.72	5.22
	L	China Petrol&Chem	4.420	07:00	-0.67	4.450	-0.67	4.210	0.240	5.70	4.79
	L	IM Yili	40.560	07:00	0.15	40.500	0.15	39.620	0.880	2.22	3.54
	L	Postal Savings Bank	5.320	07:00	-0.56	5.350	-0.56	5.430	-0.080	-1.47	2.50
		Haitong Secs	12.300	07:00	-0.73	12.390	-0.73	10.740	1.650	15.36	2.28
	L	Wingtech Technology	101.040	07:00	-1.14	102.200	-1.14	94.940	7.260	7.65	1.66
		China Shipbuilding	4.190	07:00	-1.18	4.240	-1.18	4.110	0.130	3.16	1.32
		LONGi Green Energy	86.400	07:00	-1.82	88.000	-1.82	91.480	-3.480	-3.80	0.03
	S	WuXi AppTec	138.800	07:00	-0.36	139.300	-0.36	147.180	-7.880	-5.35	-0.58
		China Tourism	265.000	07:00	0.20	264.470	0.20	298.440	-33.970	-11.38	-0.75
	L	Citic Secs	25.260	07:00	-1.52	25.650	-1.52	23.050	2.600	11.28	-1.06
		Bank of Comm	4.540	07:00	-0.44	4.560	-0.44	4.870	-0.310	-6.37	-1.39
	L	Poly Developments	13.050	07:00	-3.26	13.490	-3.26	14.000	-0.510	-3.64	-1.76
		SAIC Motor Corp	20.730	07:00	-1.14	20.970	-1.14	19.830	1.140	5.75	-1.94
		Kweichow Moutai	1,861.050	07:00	-0.64	1,873.030	-0.64	2,077.820	-204.790	-9.86	-2.46
		China Rwy Constr	7.600	07:00	-0.39	7.630	-0.39	7.780	-0.150	-1.93	-2.86
	L	Bank of China	3.060	07:00	-0.33	3.070	-0.33	3.250	-0.180	-5.54	-3.14
	L	Huatai Secs	16.100	07:00	-2.31	16.480	-2.31	16.410	0.070	0.43	-3.37
		⇓instrument	freshest		⇓ Δday	25/10/21	⇓ Δwk	26/04/21	prc diff	⇓ Δ26	∅-RS
	L	China Life	32.300	07:00	-1.31	32.730	-1.31	31.030	1.700	5.48	-3.49
	L	Shandong Gold	20.130	07:00	0.70	19.990	0.70	20.010	-0.020	-0.10	-4.79
		China State Constr	4.660	07:00	-0.64	4.690	-0.64	5.020	-0.330	-6.57	-5.21
		Industrial Bank	19.380	07:00	-1.37	19.650	-1.37	21.550	-1.900	-8.82	-5.40
		Haier Smart Home	26.550	07:00	-1.41	26.930	-1.41	32.470	-5.540	-17.06	-5.54
	L	China Unicom	4.080	07:00	-0.73	4.110	-0.73	4.200	-0.090	-2.14	-5.89
	L	Agricultural Bank	2.940	07:00	-0.68	2.960	-0.68	3.240	-0.280	-8.64	-6.04
		Ind and Comm Bk	4.700	07:00	-0.42	4.720	-0.42	5.270	-0.550	-10.44	-6.27
	S	Shanghai Fosun	50.910	07:00	-0.74	51.290	-0.74	49.480	1.810	3.66	-6.47
		Shanghai Int AP	50.800	07:00	2.19	49.710	2.19	53.250	-3.540	-6.65	-7.41
	S	Shanghai Pudong	9.030	07:00		9.030		10.300	-1.270	-12.33	-8.44
		China Everbright Bk	3.460	07:00	-0.57	3.480	-0.57	3.850	-0.370	-9.61	-8.76
	L	China Pacific Ins	29.180	07:00	-1.08	29.500	-1.08	32.620	-3.120	-9.56	-10.38
	L	China Secs	29.450	07:00	-1.37	29.860	-1.37	28.800	1.060	3.68	-10.57
		People's Insurance	5.210	07:00	-0.95	5.260	-0.95	5.870	-0.610	-10.39	-10.87
	L	New China Life	42.850	07:00	-0.74	43.170	-0.74	45.780	-2.610	-5.70	-11.23
	S	Yonyou Network Tech	31.750	07:00	-2.88	32.690	-2.88	33.830	-1.140	-3.37	-12.31
		Foxconn Industrial	11.430	07:00	0.44	11.380	0.44	14.350	-2.970	-20.70	-12.74
		Beijing-Shanghai HSR	4.600	07:00	-0.22	4.610	-0.22	5.790	-1.180	-20.38	-14.28
		China Minsheng Bk	3.920	07:00	-0.76	3.950	-0.76	4.820	-0.870	-18.05	-15.62
	L	Shenzhen Goodix Tech	107.000	07:00	0.85	106.100	0.85	108.310	-2.210	-2.04	-15.70
		Anhui Conch Cement	38.950	07:00	-0.59	39.180	-0.59	49.570	-10.390	-20.96	-17.80
		Hongta Secs	11.220	07:00	-1.67	11.410	-1.67	13.480	-2.070	-15.36	-18.74
		Sany Heavy Industry	24.660	07:00	-0.84	24.870	-0.84	31.850	-6.980	-21.92	-19.33
		Ping An Ins	52.170	07:00	-1.95	53.210	-1.95	72.890	-19.680	-27.00	-22.38
		⇓instrument	freshest		⇓ Δday	25/10/21	⇓ Δwk	26/04/21	prc diff	⇓ Δ26	∅-RS
		Jiangsu Hengrui Med	49.400	07:00	-3.53	51.210	-3.53	81.520	-30.310	-37.18	-30.83
SSE 50 - 50 out of 50 instruments rated - 25/10/21 / 26/04/21 - 18 did rise, Market-Ratio(26) = 36.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

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

2/01/17	scale up chart	25/10/21

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
					AVIC Aviation Engine	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		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	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	26/10/21	288		Shandong Gold	50	655	23.390	20.130	27.178	3.788	16	33,125	21
					Shenzhen Goodix Tech	50	97	156.490	107.000	228.870	72.380	46	40,146	62
100							31						41
accum	25/02/08	26/10/21	4992	days out of 5776 invested (86%)							301		40,146	11

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Kweichow Moutai	long	1/08/16	19/09/16	49	306.96	300.15		-6.81	-2.22	50	-1.11
	long	31/10/16	5/03/18	490	317.99	720.11		402.12	126.46		63.23	61.42
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
Shenzhen Goodix Tech	short	11/01/21	26/10/21	288	156.49	107.00	228.87	72.38	46.25		23.13	23.13
Wanhua Chemical	long	21/09/20	11/01/21	112	76.00	108.67		32.67	42.99		21.49	21.49
Shandong Gold	long	4/02/19	26/08/19	203	30.90	38.10		7.20	23.30		11.65
	short	11/01/21	26/10/21	288	23.39	20.13	27.18	3.79	16.19		8.10	20.69
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
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	14.82
China State Constr	long	31/10/16	5/03/18	490	7.18	9.04		1.86	25.91		12.95	12.95
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
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
China Cosco	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
AVIC Aviation Engine	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
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
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
	Guotai Junan Secs	recording started
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)


	is taking down something concerning