Sun, 27th Sep 2026, 11:37UTC
Assessment - Shanghai Stock Exchange 50 in Dollar - 1/07/24 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
1/07/24
Δwk
5/02/24
prc diff
⇓ Δ21
⇓ ∅-RS
L
SSE 50 ew
245.585
12/08/24
-0.09
256.318
-4.19
235.667
20.652
8.76
-0.70
S
Jiangsu Hengrui Med
5.991
12/08/24
2.85
5.255
14.01
5.197
0.058
1.11
-13.60
WuXi AppTec
5.682
12/08/24
-0.29
5.309
7.04
6.702
-1.394
-20.79
-37.70
L
SMIC
6.698
12/08/24
0.60
6.290
6.48
5.971
0.319
5.35
-5.98
China Three Gorges R
0.652
12/08/24
-0.21
0.615
6.03
0.614
0.001
0.16
-6.62
AECC Aviation Power
5.218
12/08/24
-0.13
4.980
4.77
4.129
0.852
20.63
-0.66
Hygon
10.120
12/08/24
2.35
9.677
4.58
9.686
-0.009
-0.09
3.84
Agricultural Bank
0.637
12/08/24
0.65
0.610
4.50
0.559
0.051
9.14
15.30
S
Citic Secs
2.591
12/08/24
-0.11
2.499
3.68
2.804
-0.305
-10.88
-12.64
Foshan Haitian F&F
4.872
12/08/24
-0.03
4.724
3.14
4.878
-0.154
-3.16
-11.89
Ind and Comm Bk
0.823
12/08/24
1.18
0.799
2.92
0.735
0.064
8.71
16.24
S
China Petrol&Chem
0.902
12/08/24
0.15
0.877
2.82
0.837
0.041
4.89
5.47
S
China Tourism
8.781
12/08/24
-1.36
8.582
2.32
10.821
-2.239
-20.69
-31.03
L
Trina Solar
2.381
12/08/24
0.58
2.351
1.29
3.027
-0.676
-22.33
-37.13
L
China State Constr
0.755
12/08/24
-0.18
0.747
1.10
0.702
0.045
6.45
1.22
Zhangzhou Pientze
28.561
12/08/24
-0.60
28.318
0.86
26.758
1.560
5.83
-16.80
Bank of China
0.640
12/08/24
0.65
0.641
-0.21
0.617
0.024
3.93
13.12
S
Kweichow Moutai
197.198
12/08/24
-0.05
197.785
-0.30
226.509
-28.724
-12.68
-16.99
Zhejiang Huayou
3.057
12/08/24
-0.27
3.069
-0.40
3.127
-0.058
-1.84
-32.70
S
LONGi Green Energy
1.913
12/08/24
0.87
1.929
-0.85
2.525
-0.596
-23.59
-37.77
S
SAIC Motor Corp
1.887
12/08/24
-0.87
1.903
-0.87
1.915
-0.012
-0.61
-5.24
S
Tongwei
2.564
12/08/24
2.587
-0.90
3.311
-0.724
-21.88
-30.31
China Yangtze Pwr
4.007
12/08/24
-1.22
4.048
-1.02
3.441
0.607
17.65
23.72
L
Ping An Ins
5.578
12/08/24
0.02
5.715
-2.40
5.653
0.062
1.10
-5.58
L
China Pacific Ins
3.761
12/08/24
0.22
3.919
-4.03
3.346
0.573
17.12
8.45
⇓ instrument
freshest
⇓ Δday
1/07/24
Δwk
5/02/24
prc diff
⇓ Δ21
⇓ ∅-RS
L
TBEA
1.830
12/08/24
0.23
1.917
-4.51
1.912
0.005
0.25
-7.82
China Unicom
0.612
12/08/24
-1.33
0.643
-4.70
0.616
0.027
4.39
-1.29
PowerChina
0.741
12/08/24
-0.55
0.780
-4.93
0.663
0.117
17.67
8.24
NARI Technology
3.231
12/08/24
3.412
-5.31
2.939
0.473
16.10
7.47
L
China Life
4.049
12/08/24
0.44
4.305
-5.93
4.034
0.271
6.71
-1.39
Beijing Kingsoft
26.429
12/08/24
-0.91
28.150
-6.11
29.460
-1.310
-4.45
-34.41
S
IM Yili
3.344
12/08/24
0.66
3.566
-6.24
3.842
-0.276
-7.19
-6.04
China Merchants Bank
4.411
12/08/24
-0.65
4.718
-6.52
4.268
0.451
10.56
7.20
Sany Heavy Industry
2.106
12/08/24
-0.45
2.256
-6.63
1.823
0.433
23.74
8.12
China Northern Rare
2.310
12/08/24
-0.65
2.476
-6.71
2.197
0.279
12.69
-12.34
China Telecom Corp
0.781
12/08/24
-1.56
0.838
-6.72
0.816
0.022
2.69
6.00
L
Will Semiconductor
12.678
12/08/24
0.17
13.597
-6.76
11.009
2.588
23.51
0.36
Shanxi Xinghuacun
26.267
12/08/24
-1.14
28.432
-7.62
29.828
-1.396
-4.68
-11.83
China CSSC
5.218
12/08/24
-0.13
5.653
-7.70
4.222
1.432
33.91
31.21
L
Industrial Bank
2.235
12/08/24
-0.55
2.437
-8.28
2.201
0.236
10.73
10.41
Wanhua Chemical
10.288
12/08/24
-0.91
11.301
-8.97
9.729
1.572
16.16
-2.88
Haier Smart Home
3.541
12/08/24
1.46
3.898
-9.16
3.192
0.706
22.13
16.96
China Rwy Group
0.814
12/08/24
-1.33
0.902
-9.74
0.841
0.061
7.31
-0.64
L
Poly Developments
1.134
12/08/24
-3.39
1.278
-11.28
1.290
-0.011
-0.87
-13.12
L
Great Wall Motor
3.050
12/08/24
-0.31
3.471
-12.14
2.761
0.710
25.72
-1.53
L
China Shenhua En
5.396
12/08/24
0.64
6.218
-13.21
5.299
0.919
17.34
34.23
Shaanxi Coal
3.171
12/08/24
2.12
3.690
-14.07
3.405
0.285
8.37
28.65
Zijin Mining
2.109
12/08/24
0.13
2.477
-14.86
1.690
0.787
46.60
33.61
PetroChina
1.196
12/08/24
-0.34
1.432
-16.49
1.155
0.277
24.02
25.98
L
GigaDevice
10.737
12/08/24
0.09
12.964
-17.18
8.049
4.915
61.07
7.70
⇓ instrument
freshest
⇓ Δday
1/07/24
Δwk
5/02/24
prc diff
⇓ Δ21
⇓ ∅-RS
Cosco Shipping
1.699
12/08/24
0.49
2.172
-21.81
1.373
0.799
58.22
50.17
SSE 50 - 50 out of 50 instruments rated - 1/07/24 / 5/02/24 - 35 did rise, Market-Ratio(21) in USD = 70.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 in Dollar * L21 - 83/68 (2)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
2/01/06
10/04/06
98
- cash -
long
10/04/06
9/10/06
182
Citic Secs
50
14,306
0.349
0.650
0.301
86
14,300
247
Kweichow Moutai
50
1,557
3.211
5.317
2.106
66
17,579
175
100
76
210
9/10/06
6/11/06
28
- cash -
6/11/06
21/01/08
441
China CSSC
50
6,267
1.402
15.850
14.447
1,030
108,121
644
Sinolink Secs
50
45,937
0.191
2.039
1.848
966
192,999
609
100
998
626
21/01/08
23/03/09
427
- cash -
23/03/09
30/11/09
252
China Northern Rare
50
153,755
0.628
0.953
0.325
52
242,983
83
Kangmei Pharma
50
249,660
0.387
0.666
0.279
72
312,731
120
100
62
101
30/11/09
11/01/10
42
- cash -
11/01/10
18/01/10
7
SAIC Motor Corp
50
62,004
2.522
2.567
0.046
2
315,554
154
IM Yili
50
228,635
0.684
0.778
0.094
14
337,103
83,773
100
8
4,905
18/01/10
25/01/10
7
- cash -
25/01/10
1/02/10
7
SAIC Motor Corp
50
70,218
2.400
2.191
-0.209
-9
322,412
-99
IM Yili
50
229,867
0.733
0.744
0.011
1
324,896
114
100
-4
-85
1/02/10
18/10/10
259
- cash -
18/10/10
22/11/10
35
China Northern Rare
50
59,537
2.729
2.670
-0.059
-2
321,400
-20
Kangmei Pharma
50
141,057
1.152
1.355
0.203
18
350,095
445
100
8
118
22/11/10
14/02/11
84
- cash -
14/02/11
7/03/11
21
China Shipbuilding
50
134,444
1.302
1.329
0.027
2
353,734
43
Shanghai Oriental
50
93,328
1.876
2.168
0.292
16
381,014
1,140
100
9
335
7/03/11
7/05/12
427
- cash -
7/05/12
4/06/12
28
Poly Developments
50
166,518
1.144
1.159
0.015
1
383,580
19
China Northern Rare
50
42,383
4.495
4.749
0.254
6
394,360
105
100
4
57
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
4/06/12
14/01/13
224
- cash -
14/01/13
13/05/13
119
China Minsheng Bk
50
173,499
1.136
1.382
0.246
22
437,025
82
Sinolink Secs
50
135,473
1.455
1.293
-0.163
-11
415,000
-30
100
5
17
13/05/13
18/11/13
189
- cash -
18/11/13
30/12/13
42
Shanghai Int Port
50
266,129
0.780
0.869
0.090
11
438,830
157
Shanghai Oriental
50
31,650
6.556
6.152
-0.404
-6
426,052
-42
100
3
26
30/12/13
4/08/14
217
- cash -
4/08/14
27/07/15
357
Founder Technology
50
334,044
0.638
1.197
0.559
88
612,862
90
Sinolink Secs
50
116,834
1.823
2.811
0.988
54
728,275
56
100
71
73
27/07/15
24/10/16
455
- cash -
24/10/16
2/01/17
70
Kweichow Moutai
50
8,106
44.921
48.141
3.220
7
754,374
43
China State Constr
50
375,570
0.970
1.275
0.306
32
869,145
317
100
19
151
2/01/17
20/02/17
49
- cash -
20/02/17
27/03/17
35
China State Constr
50
329,967
1.317
1.360
0.043
3
883,300
40
China Comms Constr
50
164,984
2.634
2.657
0.023
1
887,124
10
100
2
24
27/03/17
4/03/19
707
- cash -
4/03/19
8/07/19
126
Huatai Secs
50
125,112
3.545
3.084
-0.462
-13
829,385
-33
China Galaxy Secs
50
250,647
1.770
1.636
-0.134
-8
795,801
-20
100
-10
-27
8/07/19
17/08/20
406
- cash -
17/08/20
24/08/20
7
San’an Optoelectron
50
93,463
4.257
3.905
-0.352
-8
762,900
-99
Zheshang Secs
50
168,327
2.364
2.167
-0.197
-8
729,709
-99
100
-8
-99
24/08/20
10/06/24
1386
- cash -
10/06/24
12/08/24
63
Cosco Shipping
50
153,740
2.373
1.699
-0.675
-28
625,995
-86
Zijin Mining
50
148,719
2.453
2.109
-0.344
-14
574,812
-58
100
-21
-75
accum 10/04/06
12/08/24 2568
days out of 7573 invested (34%)
5,648
574,812
78
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Sinolink Secs long 6/11/06 21/01/08 441 0.19 2.04 1.85 965.56 50 482.78
14/01/13 13/05/13 119 1.46 1.29 -0.16 -11.17 -5.58
4/08/14 27/07/15 357 1.82 2.81 0.99 54.18 27.09 599.28
China CSSC 6/11/06 21/01/08 441 1.40 15.85 14.45 1,030.24 515.12 515.12
Kangmei Pharma 23/03/09 30/11/09 252 0.39 0.67 0.28 72.28 36.14
18/10/10 22/11/10 35 1.15 1.36 0.20 17.66 8.83 48.16
Founder Technology 4/08/14 27/07/15 357 0.64 1.20 0.56 87.69 43.85 43.85
Citic Secs 10/04/06 9/10/06 182 0.35 0.65 0.30 86.00 43.00 43.00
Kweichow Moutai 10/04/06 9/10/06 182 3.21 5.32 2.11 65.59 32.80
24/10/16 2/01/17 70 44.92 48.14 3.22 7.17 3.58 37.55
China Northern Rare 23/03/09 30/11/09 252 0.63 0.95 0.33 51.80 25.90
18/10/10 22/11/10 35 2.73 2.67 -0.06 -2.15 -1.08
7/05/12 4/06/12 28 4.49 4.75 0.25 5.66 2.83 28.07
China State Constr 24/10/16 2/01/17 70 0.97 1.28 0.31 31.52 15.76
20/02/17 27/03/17 35 1.32 1.36 0.04 3.26 1.63 17.64
China Minsheng Bk 14/01/13 13/05/13 119 1.14 1.38 0.25 21.64 10.82 10.82
IM Yili 11/01/10 18/01/10 7 0.68 0.78 0.09 13.78 6.89
25/01/10 1/02/10 7 0.73 0.74 0.01 1.47 0.74 7.68
Shanghai Int Port 18/11/13 30/12/13 42 0.78 0.87 0.09 11.48 5.74 5.74
Shanghai Oriental 14/02/11 7/03/11 21 1.88 2.17 0.29 15.58 7.79
18/11/13 30/12/13 42 6.56 6.15 -0.40 -6.16 -3.08 4.47
China Shipbuilding 14/02/11 7/03/11 21 1.30 1.33 0.03 2.08 1.04 1.04
Poly Developments 7/05/12 4/06/12 28 1.14 1.16 0.02 1.35 0.67 0.67
China Comms Constr 20/02/17 27/03/17 35 2.63 2.66 0.02 0.88 0.44 0.44
SAIC Motor Corp 11/01/10 18/01/10 7 2.52 2.57 0.05 1.81 0.90
25/01/10 1/02/10 7 2.40 2.19 -0.21 -8.72 -4.36 -3.49
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
China Galaxy Secs 4/03/19 8/07/19 126 1.77 1.64 -0.13 -7.57 -3.79 -3.79
San’an Optoelectron 17/08/20 24/08/20 7 4.26 3.91 -0.35 -8.27 -4.13 -4.13
Zheshang Secs 17/08/20 24/08/20 7 2.36 2.17 -0.20 -8.34 -4.17 -4.17
Huatai Secs 4/03/19 8/07/19 126 3.55 3.08 -0.46 -13.02 -6.51 -6.51
Zijin Mining 10/06/24 12/08/24 63 2.45 2.11 -0.34 -14.03 -7.01 -7.01
Cosco Shipping 10/06/24 12/08/24 63 2.37 1.70 -0.67 -28.43 -14.21 -14.21
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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