Wed, Apr 1st, 2026, 7:56UTC
Assessment - Shanghai Stock Exchange 50 in Swiss Franc - 7/01/24 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/05/24
prc diff
Δ21
⇓ ∅-RS
L
SSE 50 ew
221.917
8/12/24
-0.09
231.617
-4.19
204.995
26.622
12.99
1.22
L
GigaDevice
9.702
8/12/24
0.09
11.715
-17.18
7.001
4.713
67.32
9.75
Cosco Shipping
1.535
8/12/24
0.49
1.963
-21.81
1.194
0.769
64.37
53.16
Zijin Mining
1.906
8/12/24
0.13
2.238
-14.86
1.470
0.769
52.29
36.34
China CSSC
4.715
8/12/24
-0.13
5.108
-7.70
3.672
1.436
39.11
33.77
L
Great Wall Motor
2.756
8/12/24
-0.31
3.137
-12.14
2.402
0.735
30.60
0.39
PetroChina
1.081
8/12/24
-0.34
1.294
-16.49
1.004
0.290
28.84
28.54
Sany Heavy Industry
1.903
8/12/24
-0.45
2.039
-6.63
1.586
0.453
28.55
10.26
L
Will Semiconductor
11.456
8/12/24
0.17
12.287
-6.76
9.576
2.711
28.31
2.26
Haier Smart Home
3.200
8/12/24
1.46
3.523
-9.16
2.777
0.746
26.87
19.34
AECC Aviation Power
4.715
8/12/24
-0.13
4.500
4.77
3.591
0.909
25.32
1.21
PowerChina
0.670
8/12/24
-0.55
0.705
-4.93
0.577
0.128
22.24
10.31
China Yangtze Pwr
3.621
8/12/24
-1.22
3.658
-1.02
2.993
0.665
22.22
26.10
L
China Shenhua En
4.876
8/12/24
0.64
5.618
-13.21
4.609
1.009
21.90
36.90
L
China Pacific Ins
3.399
8/12/24
0.22
3.541
-4.03
2.911
0.631
21.66
10.57
Wanhua Chemical
9.296
8/12/24
-0.91
10.212
-8.97
8.463
1.749
20.67
-0.96
NARI Technology
2.920
8/12/24
3.083
-5.31
2.557
0.527
20.61
9.53
China Northern Rare
2.087
8/12/24
-0.65
2.237
-6.71
1.911
0.326
17.07
-10.65
L
Industrial Bank
2.020
8/12/24
-0.55
2.202
-8.28
1.915
0.288
15.03
12.55
China Merchants Bank
3.985
8/12/24
-0.65
4.263
-6.52
3.712
0.551
14.85
9.32
Agricultural Bank
0.576
8/12/24
0.65
0.551
4.50
0.486
0.065
13.38
17.56
Ind and Comm Bk
0.743
8/12/24
1.18
0.722
2.92
0.639
0.083
12.94
18.48
Shaanxi Coal
2.865
8/12/24
2.12
3.334
-14.07
2.961
0.373
12.58
31.17
China Rwy Group
0.736
8/12/24
-1.33
0.815
-9.74
0.731
0.084
11.47
1.30
L
China Life
3.659
8/12/24
0.44
3.890
-5.93
3.509
0.381
10.86
0.55
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/05/24
prc diff
Δ21
⇓ ∅-RS
L
China State Constr
0.682
8/12/24
-0.18
0.675
1.10
0.610
0.065
10.58
3.18
Zhangzhou Pientze
25.809
8/12/24
-0.60
25.589
0.86
23.276
2.313
9.94
-15.22
L
SMIC
6.053
8/12/24
0.60
5.684
6.48
5.194
0.490
9.44
-4.25
S
China Petrol&Chem
0.815
8/12/24
0.15
0.793
2.82
0.728
0.065
8.96
7.52
China Unicom
0.553
8/12/24
-1.33
0.581
-4.70
0.535
0.045
8.44
0.60
Bank of China
0.578
8/12/24
0.65
0.579
-0.21
0.537
0.043
7.97
15.29
China Telecom Corp
0.706
8/12/24
-1.56
0.757
-6.72
0.710
0.047
6.67
8.06
S
Jiangsu Hengrui Med
5.414
8/12/24
2.85
4.749
14.01
4.521
0.228
5.04
-11.94
L
Ping An Ins
5.040
8/12/24
0.02
5.164
-2.40
4.917
0.247
5.02
-3.76
L
TBEA
1.654
8/12/24
0.23
1.732
-4.51
1.663
0.069
4.14
-6.08
China Three Gorges R
0.589
8/12/24
-0.21
0.556
6.03
0.534
0.022
4.05
-4.83
Hygon
9.145
8/12/24
2.35
8.744
4.58
8.425
0.319
3.79
5.77
S
SAIC Motor Corp
1.705
8/12/24
-0.87
1.720
-0.87
1.666
0.054
3.25
-3.40
L
Poly Developments
1.025
8/12/24
-3.39
1.155
-11.28
1.122
0.033
2.98
-11.49
Zhejiang Huayou
2.762
8/12/24
-0.27
2.773
-0.40
2.720
0.054
1.97
-31.44
Foshan Haitian F&F
4.402
8/12/24
-0.03
4.268
3.14
4.243
0.026
0.60
-10.23
Beijing Kingsoft
23.882
8/12/24
-0.91
25.437
-6.11
25.626
-0.189
-0.74
-33.14
Shanxi Xinghuacun
23.736
8/12/24
-1.14
25.692
-7.62
25.946
-0.254
-0.98
-10.08
S
IM Yili
3.021
8/12/24
0.66
3.222
-6.24
3.342
-0.120
-3.59
-4.26
S
Citic Secs
2.341
8/12/24
-0.11
2.258
3.68
2.439
-0.181
-7.42
-11.02
S
Kweichow Moutai
178.193
8/12/24
-0.05
178.724
-0.30
197.029
-18.305
-9.29
-15.42
S
China Tourism
7.935
8/12/24
-1.36
7.755
2.32
9.413
-1.658
-17.61
-29.76
WuXi AppTec
5.134
8/12/24
-0.29
4.797
7.04
5.830
-1.033
-17.72
-36.64
S
Tongwei
2.317
8/12/24
2.338
-0.90
2.880
-0.543
-18.84
-29.02
L
Trina Solar
2.152
8/12/24
0.58
2.124
1.29
2.633
-0.508
-19.31
-36.02
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/05/24
prc diff
Δ21
⇓ ∅-RS
S
LONGi Green Energy
1.728
8/12/24
0.87
1.743
-0.85
2.196
-0.453
-20.62
-36.64
SSE 50 - 50 out of 50 instruments rated - 7/01/24 / 2/05/24 - 40 did rise, Market-Ratio(21) in CHF = 80.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 in Swiss Franc * L21 - 83/68 (2)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
1/02/06
4/10/06
98
- cash -
long
4/10/06
10/09/06
182
Citic Secs
50
10,992
0.455
0.819
0.364
80
14,005
225
Kweichow Moutai
50
1,196
4.179
6.701
2.522
60
17,021
158
100
70
191
10/09/06
11/06/06
28
- cash -
11/06/06
1/21/08
441
China CSSC
50
4,839
1.758
17.412
15.653
890
92,768
567
Sinolink Secs
50
35,472
0.240
2.240
2.000
834
163,715
535
100
862
551
1/21/08
3/23/09
427
- cash -
3/23/09
11/30/09
252
China Northern Rare
50
115,682
0.708
0.958
0.250
35
192,657
55
Kangmei Pharma
50
187,840
0.436
0.669
0.234
54
236,549
86
100
44
70
11/30/09
1/11/10
42
- cash -
1/11/10
1/18/10
7
SAIC Motor Corp
50
45,819
2.581
2.634
0.052
2
238,951
185
IM Yili
50
168,951
0.700
0.798
0.098
14
255,549
94,054
100
8
5,518
1/18/10
1/25/10
7
- cash -
1/25/10
2/01/10
7
SAIC Motor Corp
50
51,130
2.499
2.324
-0.175
-7
246,622
-98
IM Yili
50
167,379
0.763
0.789
0.026
3
250,962
471
100
-2
-61
2/01/10
10/18/10
259
- cash -
10/18/10
11/22/10
35
China Northern Rare
50
47,957
2.616
2.649
0.033
1
252,536
14
Kangmei Pharma
50
113,626
1.104
1.345
0.240
22
279,842
679
100
12
211
11/22/10
2/14/11
84
- cash -
2/14/11
3/07/11
21
China Shipbuilding
50
110,415
1.267
1.229
-0.038
-3
275,625
-41
Shanghai Oriental
50
76,648
1.826
2.005
0.179
10
289,362
409
100
3
79
3/07/11
5/07/12
427
- cash -
5/07/12
6/04/12
28
Poly Developments
50
137,674
1.051
1.121
0.070
7
299,054
133
China Northern Rare
50
35,042
4.129
4.593
0.464
11
315,313
301
100
9
206
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
6/04/12
1/14/13
224
- cash -
1/14/13
5/13/13
119
China Minsheng Bk
50
151,868
1.038
1.323
0.285
27
358,613
110
Sinolink Secs
50
118,582
1.330
1.238
-0.092
-7
347,711
-20
100
10
35
5/13/13
11/18/13
189
- cash -
11/18/13
12/30/13
42
Shanghai Int Port
50
244,264
0.712
0.772
0.060
8
362,371
102
Shanghai Oriental
50
29,050
5.985
5.462
-0.522
-9
347,199
-55
100
0
-1
12/30/13
8/04/14
217
- cash -
8/04/14
7/27/15
357
Founder Technology
50
300,247
0.578
1.152
0.574
99
519,571
102
Sinolink Secs
50
105,013
1.653
2.706
1.053
64
630,164
66
100
81
84
7/27/15
10/24/16
455
- cash -
10/24/16
1/02/17
70
Kweichow Moutai
50
7,090
44.435
49.277
4.842
11
664,495
71
China State Constr
50
328,560
0.959
1.305
0.346
36
778,238
399
100
23
201
1/02/17
2/20/17
49
- cash -
2/20/17
3/27/17
35
China State Constr
50
293,928
1.324
1.340
0.016
1
782,949
13
China Comms Constr
50
146,964
2.648
2.618
-0.030
-1
778,594
-11
100
0
0
3/27/17
3/04/19
707
- cash -
3/04/19
7/08/19
126
Huatai Secs
50
109,867
3.543
3.061
-0.482
-14
725,621
-35
China Galaxy Secs
50
220,105
1.769
1.624
-0.145
-8
693,706
-22
100
-11
-28
7/08/19
8/17/20
406
- cash -
8/17/20
8/24/20
7
San’an Optoelectron
50
89,962
3.856
3.555
-0.301
-8
666,649
-99
Zheshang Secs
50
162,019
2.141
1.972
-0.169
-8
639,338
-99
100
-8
-99
8/24/20
6/10/24
1386
- cash -
6/10/24
8/12/24
63
Cosco Shipping
50
150,184
2.129
1.535
-0.594
-28
550,185
-85
Zijin Mining
50
145,279
2.200
1.906
-0.294
-13
507,403
-57
100
-21
-74
accum 4/10/06
8/12/24 2389
days out of 7394 invested (32%)
4,974
507,403
82
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
Sinolink Secs long 11/06/06 1/21/08 441 0.24 2.24 2.00 833.53 50 416.77
1/14/13 5/13/13 119 1.33 1.24 -0.09 -6.91 -3.46
8/04/14 7/27/15 357 1.65 2.71 1.05 63.71 31.85 557.81
China CSSC 11/06/06 1/21/08 441 1.76 17.41 15.65 890.19 445.10 445.10
Founder Technology 8/04/14 7/27/15 357 0.58 1.15 0.57 99.29 49.65 49.65
Kangmei Pharma 3/23/09 11/30/09 252 0.44 0.67 0.23 53.62 26.81
10/18/10 11/22/10 35 1.10 1.34 0.24 21.76 10.88 40.61
Citic Secs 4/10/06 10/09/06 182 0.45 0.82 0.36 80.10 40.05 40.05
Kweichow Moutai 4/10/06 10/09/06 182 4.18 6.70 2.52 60.34 30.17
10/24/16 1/02/17 70 44.44 49.28 4.84 10.90 5.45 37.26
China Northern Rare 3/23/09 11/30/09 252 0.71 0.96 0.25 35.36 17.68
10/18/10 11/22/10 35 2.62 2.65 0.03 1.25 0.63
5/07/12 6/04/12 28 4.13 4.59 0.46 11.24 5.62 25.07
China State Constr 10/24/16 1/02/17 70 0.96 1.31 0.35 36.10 18.05
2/20/17 3/27/17 35 1.32 1.34 0.02 1.21 0.61 18.76
China Minsheng Bk 1/14/13 5/13/13 119 1.04 1.32 0.29 27.46 13.73 13.73
IM Yili 1/11/10 1/18/10 7 0.70 0.80 0.10 14.03 7.02
1/25/10 2/01/10 7 0.76 0.79 0.03 3.40 1.70 8.83
Shanghai Int Port 11/18/13 12/30/13 42 0.71 0.77 0.06 8.43 4.22 4.22
Poly Developments 5/07/12 6/04/12 28 1.05 1.12 0.07 6.70 3.35 3.35
Shanghai Oriental 2/14/11 3/07/11 21 1.83 2.00 0.18 9.82 4.91
11/18/13 12/30/13 42 5.98 5.46 -0.52 -8.73 -4.36 0.33
China Comms Constr 2/20/17 3/27/17 35 2.65 2.62 -0.03 -1.12 -0.56 -0.56
China Shipbuilding 2/14/11 3/07/11 21 1.27 1.23 -0.04 -3.01 -1.51 -1.51
SAIC Motor Corp 1/11/10 1/18/10 7 2.58 2.63 0.05 2.03 1.02
1/25/10 2/01/10 7 2.50 2.32 -0.17 -6.99 -3.49 -2.51
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
San’an Optoelectron 8/17/20 8/24/20 7 3.86 3.55 -0.30 -7.80 -3.90 -3.90
Zheshang Secs 8/17/20 8/24/20 7 2.14 1.97 -0.17 -7.87 -3.94 -3.94
China Galaxy Secs 3/04/19 7/08/19 126 1.77 1.62 -0.14 -8.20 -4.10 -4.10
Zijin Mining 6/10/24 8/12/24 63 2.20 1.91 -0.29 -13.38 -6.69 -6.69
Huatai Secs 3/04/19 7/08/19 126 3.54 3.06 -0.48 -13.61 -6.80 -6.80
Cosco Shipping 6/10/24 8/12/24 63 2.13 1.53 -0.59 -27.89 -13.94 -13.94
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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