Fri, Apr 3rd, 2026, 10:45UTC
Assessment - Shanghai Stock Exchange 50 in Pound sterling - 10/03/11 - RS = 19
⇐
⇓ instrument
freshest
⇓ Δday
10/03/11
⇓ Δwk
5/23/11
prc diff
Δ19
⇓ ∅-RS
L
SSE 50 ew
179.433
8/12/24
-0.09
169.001
187.566
-18.565
-9.90
-11.10
S
China Tourism
6.416
8/12/24
-1.36
1.333
1.160
0.172
14.85
2.71
Shanxi Xinghuacun
19.192
8/12/24
-1.14
2.641
2.314
0.326
14.11
13.56
S
IM Yili
2.443
8/12/24
0.66
0.609
0.536
0.073
13.52
3.05
S
Kweichow Moutai
144.080
8/12/24
-0.05
17.158
15.451
1.706
11.04
13.97
NARI Technology
2.361
8/12/24
1.555
1.408
0.147
10.45
5.13
Beijing Kingsoft
19.310
8/12/24
-0.91
-na-
China Telecom Corp
0.571
8/12/24
-1.56
-na-
China Three Gorges R
0.477
8/12/24
-0.21
-na-
Foshan Haitian F&F
3.560
8/12/24
-0.03
-na-
L
GigaDevice
7.845
8/12/24
0.09
-na-
L
Great Wall Motor
2.228
8/12/24
-0.31
-na-
Hygon
7.394
8/12/24
2.35
-na-
S
LONGi Green Energy
1.398
8/12/24
0.87
-na-
PowerChina
0.542
8/12/24
-0.55
-na-
L
SMIC
4.894
8/12/24
0.60
-na-
Shaanxi Coal
2.317
8/12/24
2.12
-na-
L
Trina Solar
1.740
8/12/24
0.58
-na-
L
Will Semiconductor
9.263
8/12/24
0.17
-na-
WuXi AppTec
4.152
8/12/24
-0.29
-na-
Zhejiang Huayou
2.233
8/12/24
-0.27
-na-
AECC Aviation Power
3.812
8/12/24
-0.13
1.427
1.365
0.062
4.52
-8.07
Wanhua Chemical
7.517
8/12/24
-0.91
1.339
1.283
0.057
4.43
1.20
Zijin Mining
1.541
8/12/24
0.13
0.451
0.443
0.008
1.88
-10.02
S
SAIC Motor Corp
1.378
8/12/24
-0.87
1.543
1.519
0.024
1.57
-5.42
⇓ instrument
freshest
⇓ Δday
10/03/11
⇓ Δwk
5/23/11
prc diff
Δ19
⇓ ∅-RS
S
Citic Secs
1.893
8/12/24
-0.11
1.171
1.178
-0.007
-0.57
-5.95
Zhangzhou Pientze
20.868
8/12/24
-0.60
1.502
1.521
-0.018
-1.20
0.98
China Unicom
0.447
8/12/24
-1.33
0.519
0.527
-0.008
-1.51
0.16
L
China Shenhua En
3.943
8/12/24
0.64
2.560
2.621
-0.060
-2.31
-0.09
L
Poly Developments
0.829
8/12/24
-3.39
0.507
0.523
-0.016
-3.09
-6.59
S
Jiangsu Hengrui Med
4.377
8/12/24
2.85
0.883
0.930
-0.046
-5.00
-7.72
Sany Heavy Industry
1.539
8/12/24
-0.45
1.496
1.576
-0.080
-5.09
-3.51
L
China State Constr
0.552
8/12/24
-0.18
0.339
0.362
-0.022
-6.20
-2.83
PetroChina
0.874
8/12/24
-0.34
0.966
1.031
-0.065
-6.33
-8.14
Ind and Comm Bk
0.601
8/12/24
1.18
0.396
0.423
-0.027
-6.36
-4.29
Agricultural Bank
0.466
8/12/24
0.65
0.249
0.272
-0.024
-8.64
-3.18
Bank of China
0.468
8/12/24
0.65
0.285
0.313
-0.028
-9.01
-7.59
L
China Pacific Ins
2.748
8/12/24
0.22
1.871
2.063
-0.192
-9.30
-12.52
China Northern Rare
1.688
8/12/24
-0.65
1.839
2.036
-0.197
-9.68
4.37
S
China Petrol&Chem
0.659
8/12/24
0.15
0.577
0.641
-0.065
-10.07
-11.69
L
Industrial Bank
1.633
8/12/24
-0.55
0.824
0.917
-0.093
-10.14
-8.70
China Yangtze Pwr
2.928
8/12/24
-1.22
0.626
0.706
-0.080
-11.32
-12.19
S
Tongwei
1.873
8/12/24
0.339
0.385
-0.046
-11.87
-18.39
China Merchants Bank
3.223
8/12/24
-0.65
1.094
1.320
-0.226
-17.15
-13.05
L
China Life
2.959
8/12/24
0.44
1.496
1.813
-0.317
-17.51
-21.98
China CSSC
3.812
8/12/24
-0.13
2.494
3.026
-0.532
-17.58
-20.74
L
TBEA
1.337
8/12/24
0.23
0.970
1.202
-0.232
-19.29
-20.45
L
Ping An Ins
4.075
8/12/24
0.02
1.724
2.284
-0.559
-24.50
-27.09
Haier Smart Home
2.587
8/12/24
1.46
0.475
0.629
-0.154
-24.54
-22.91
China Rwy Group
0.595
8/12/24
-1.33
0.292
0.390
-0.098
-25.14
-25.70
⇓ instrument
freshest
⇓ Δday
10/03/11
⇓ Δwk
5/23/11
prc diff
Δ19
⇓ ∅-RS
Cosco Shipping
1.241
8/12/24
0.49
0.618
0.830
-0.212
-25.57
-27.99
SSE 50 - 35 out of 50 instruments rated - 10/03/11 / 5/23/11 - 9 did rise, Market-Ratio(19) in GBP = 25.71 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 in Pound sterling * A19 - 49/47 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06
1/09/06
7
- cash -
long
1/09/06
10/16/06
280
Anhui Conch Cement
100
42,885
0.233
0.370
0.136
59
15,853
82
short
10/16/06
10/23/06
7
Hua Xia Bank
100
92,719
0.171
0.161
0.182
0.011
6
16,838
2,216
long
10/23/06
11/13/06
21
Citic Secs
100
51,468
0.327
0.357
0.030
9
18,394
365
short
11/13/06
11/20/06
7
Shanghai Oriental
100
79,649
0.231
0.239
0.223
-0.008
-3
17,778
-83
long
11/20/06
1/21/08
427
Sinolink Secs
100
166,088
0.107
1.043
0.936
874
173,178
600
short
1/21/08
2/09/09
385
Shanghai Int Port
100
304,683
0.568
0.423
0.764
0.196
34
232,900
32
long
2/09/09
11/30/09
294
Kangmei Pharma
100
1,031,239
0.226
0.403
0.178
79
415,951
105
short
11/30/09
12/28/09
28
China Rwy Constr
100
507,943
0.819
0.841
0.797
-0.022
-3
404,831
-30
long
12/28/09
1/25/10
28
SAIC Motor Corp
100
213,414
1.897
1.490
-0.407
-21
318,011
-96
short
1/25/10
2/08/10
14
China Rwy Constr
100
412,971
0.770
0.805
0.735
-0.035
-5
303,534
-70
long
2/08/10
3/01/10
21
IM Yili
100
671,133
0.452
0.498
0.046
10
334,277
435
short
3/01/10
10/11/10
224
Poly Developments
100
532,511
0.628
0.539
0.732
0.104
17
389,585
28
long
10/11/10
12/13/10
63
China Northern Rare
100
242,362
1.607
1.494
-0.113
-7
362,135
-35
short
12/13/10
1/31/11
49
Shanghai Pudong
100
380,940
0.951
0.937
0.964
0.014
1
367,341
11
long
1/31/11
2/21/11
21
China Shipbuilding
100
435,150
0.844
0.826
-0.018
-2
359,540
-31
short
2/21/11
4/04/11
42
Shanghai Pudong
100
383,854
0.937
1.063
0.810
-0.126
-13
311,037
-72
long
4/04/11
5/23/11
49
IM BaoTou Steel
100
1,162,098
0.268
0.233
-0.034
-13
271,343
-64
short
5/23/11
5/30/11
7
China Life
100
149,638
1.813
1.759
1.869
0.056
3
279,734
389
long
5/30/11
6/06/11
7
China Northern Rare
100
133,530
2.095
2.444
0.349
17
326,284
305,959
short
6/06/11
1/23/12
231
China Rwy Constr
100
579,671
0.563
0.420
0.755
0.192
34
437,710
59
long
1/23/12
3/19/12
56
China Minsheng Bk
100
789,779
0.554
0.526
-0.028
-5
415,804
-28
short
3/19/12
4/09/12
21
Anhui Conch Cement
100
255,744
1.626
1.675
1.576
-0.049
-3
403,156
-42
long
4/09/12
6/04/12
56
China Northern Rare
100
169,216
2.382
3.094
0.711
30
523,510
449
short
6/04/12
12/10/12
189
China Unicom
100
1,278,524
0.409
0.333
0.503
0.094
23
643,482
49
long
12/10/12
4/29/13
140
China Rwy Constr
100
1,115,241
0.577
0.534
-0.043
-7
595,604
-18
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
4/29/13
5/06/13
7
China Northern Rare
100
311,653
1.911
1.925
1.897
-0.014
-1
591,176
-32
long
5/06/13
5/13/13
7
China Minsheng Bk
100
667,560
0.886
0.900
0.014
2
600,800
132
short
5/13/13
11/04/13
175
China Northern Rare
100
300,017
2.003
1.809
2.217
0.215
11
665,168
24
long
11/04/13
12/23/13
49
Shanghai Oriental
100
178,732
3.722
3.674
-0.047
-1
656,700
-9
short
12/23/13
6/02/14
161
Poly Developments
100
1,224,054
0.536
0.480
0.600
0.063
12
734,311
29
long
6/02/14
6/23/14
21
Sinolink Secs
100
786,381
0.934
0.892
-0.042
-4
701,674
-55
short
6/23/14
7/07/14
14
Kangmei Pharma
100
1,019,064
0.689
0.690
0.687
-0.001
0
700,505
-4
long
7/07/14
8/03/15
392
AECC Aviation Power
100
296,354
2.364
4.987
2.623
111
1,477,909
100
short
8/03/15
1/04/16
154
China Northern Rare
100
1,010,450
1.463
1.316
1.625
0.163
11
1,642,285
28
long
1/04/16
1/11/16
7
Shanghai Pudong
100
887,414
1.851
1.785
-0.065
-4
1,584,200
-85
short
1/11/16
6/13/16
154
Haitong Secs
100
1,206,572
1.313
1.581
1.045
-0.268
-20
1,261,230
-42
long
6/13/16
8/01/16
49
Kweichow Moutai
100
44,345
28.441
35.080
6.640
23
1,555,667
377
short
8/01/16
8/15/16
14
Cosco Shipping
100
2,663,867
0.584
0.625
0.543
-0.041
-7
1,447,279
-85
long
8/15/16
12/26/16
133
Kweichow Moutai
100
38,807
37.293
38.016
0.722
2
1,475,308
5
short
12/26/16
1/09/17
14
Orient Secs
100
810,370
1.821
1.809
1.832
0.011
1
1,484,356
17
long
1/09/17
4/10/17
91
China Unicom
100
1,623,694
0.914
0.872
-0.042
-5
1,416,350
-17
short
4/10/17
4/17/17
7
Dongxing Secs
100
672,712
2.105
2.009
2.206
0.101
5
1,484,205
1,047
long
4/17/17
4/24/17
7
China Unicom
100
1,717,729
0.864
0.848
-0.016
-2
1,457,264
-62
short
4/24/17
5/01/17
7
Dongxing Secs
100
761,961
1.913
1.935
1.890
-0.022
-1
1,440,260
-46
long
5/01/17
5/22/17
21
China Unicom
100
1,712,946
0.841
0.835
-0.006
-1
1,429,945
-12
short
5/22/17
5/29/17
7
AECC Aviation Power
100
492,900
2.901
2.795
3.012
0.111
4
1,484,469
604
long
5/29/17
12/04/17
189
China Unicom
100
1,748,640
0.849
0.799
-0.050
-6
1,396,427
-11
short
12/04/17
1/15/18
42
Tsinghua Tongfang
100
1,152,807
1.211
1.135
1.293
0.081
7
1,490,349
76
long
1/15/18
2/12/18
28
Kweichow Moutai
100
16,853
88.429
79.855
-8.574
-10
1,345,850
-74
short
2/12/18
2/26/18
14
Founder Secs
100
1,868,855
0.720
0.740
0.701
-0.020
-3
1,309,320
-51
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
2/26/18
3/05/18
7
Kweichow Moutai
100
15,522
84.349
81.897
-2.452
-3
1,271,256
-79
short
3/05/18
11/05/18
245
Founder Secs
100
1,735,718
0.732
0.625
0.859
0.126
17
1,490,635
27
long
11/05/18
12/10/18
35
Bank of Shanghai
100
1,101,309
1.354
1.326
-0.027
-2
1,460,535
-19
short
12/10/18
12/17/18
7
China Molybdenum
100
3,192,965
0.457
0.477
0.438
-0.020
-4
1,397,880
-90
long
12/17/18
12/24/18
7
China Rwy Constr
100
1,011,611
1.382
1.277
-0.105
-8
1,291,521
-98
short
12/24/18
1/21/19
28
China Molybdenum
100
2,868,366
0.450
0.447
0.453
0.003
1
1,299,944
9
long
1/21/19
2/04/19
14
Shandong Gold
100
386,542
3.363
3.515
0.152
5
1,358,649
216
short
2/04/19
2/18/19
14
San’an Optoelectron
100
1,139,709
1.192
1.469
0.915
-0.277
-23
1,042,834
-100
long
2/18/19
7/08/19
140
Shandong Gold
100
283,258
3.682
4.721
1.039
28
1,337,134
91
short
7/08/19
9/16/19
70
Bank of Shanghai
100
1,296,993
1.031
1.057
1.005
-0.026
-3
1,303,349
-12
long
9/16/19
9/23/19
7
Kweichow Moutai
100
10,411
125.183
129.884
4.701
4
1,352,295
584
short
9/23/19
10/14/19
21
Bank of Shanghai
100
1,303,145
1.038
1.097
0.978
-0.060
-6
1,274,737
-64
long
10/14/19
10/21/19
7
Kweichow Moutai
100
9,609
132.657
127.235
-5.422
-4
1,222,636
-89
short
10/21/19
12/16/19
56
PetroChina
100
1,852,875
0.660
0.619
0.703
0.043
7
1,302,571
51
long
12/16/19
1/27/20
42
San’an Optoelectron
100
618,519
2.106
2.488
0.382
18
1,539,140
326
short
1/27/20
7/06/20
161
China Comms Constr
100
1,661,166
0.927
0.998
0.855
-0.072
-8
1,419,799
-17
long
7/06/20
11/16/20
133
China Merchants Secs
100
425,711
3.335
2.452
-0.883
-26
1,043,987
-57
short
11/16/20
11/30/20
14
Shandong Gold
100
366,690
2.847
2.714
2.986
0.139
5
1,094,973
247
long
11/30/20
12/21/20
21
LONGi Green Energy
100
139,981
7.822
9.766
1.944
25
1,367,105
4,637
short
12/21/20
1/18/21
28
Shenzhen Goodix Tech
100
76,850
17.789
18.049
17.529
-0.260
-1
1,347,107
-17
long
1/18/21
2/01/21
14
LONGi Green Energy
100
115,080
11.706
12.089
0.383
3
1,391,240
132
short
2/01/21
2/15/21
14
Shenzhen Goodix Tech
100
89,747
15.502
14.868
16.163
0.661
4
1,450,546
197
long
2/15/21
3/22/21
35
China Tourism
100
33,605
43.164
34.541
-8.623
-20
1,160,778
-90
short
3/22/21
12/13/21
266
Shenzhen Goodix Tech
100
93,270
12.445
12.677
12.214
-0.231
-2
1,139,193
-3
long
12/13/21
1/17/22
35
Wingtech Technology
100
69,367
16.423
13.966
-2.457
-15
968,753
-82
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield short
1/17/22
9/05/22
231
China Tourism
100
44,083
21.975
22.555
21.396
-0.580
-3
943,189
-4
long
9/05/22
9/19/22
14
China Shenhua En
100
231,301
4.078
3.939
-0.138
-3
911,193
-59
short
9/19/22
12/05/22
77
Wingtech Technology
100
134,180
6.791
6.716
6.866
0.075
1
921,271
5
long
12/05/22
12/26/22
21
China Unicom
100
1,502,228
0.613
0.569
-0.044
-7
854,706
-73
short
12/26/22
1/02/23
7
LONGi Green Energy
100
170,967
4.999
5.089
4.909
-0.090
-2
839,333
-61
long
1/02/23
4/24/23
112
China Life
100
187,763
4.470
4.210
-0.260
-6
790,554
-18
short
4/24/23
5/01/23
7
LONGi Green Energy
100
187,919
4.207
4.035
4.386
0.179
4
824,232
781
long
5/01/23
5/22/23
21
China Petrol&Chem
100
1,061,547
0.776
0.723
-0.053
-7
767,775
-71
short
5/22/23
7/31/23
70
LONGi Green Energy
100
201,168
3.817
3.250
4.482
0.666
17
901,658
131
long
7/31/23
8/14/23
14
PetroChina
100
1,045,676
0.862
0.851
-0.011
-1
889,693
-29
short
8/14/23
3/04/24
203
Foshan Haitian F&F
100
189,289
4.700
4.371
5.054
0.354
8
956,686
14
long
3/04/24
3/18/24
14
Shaanxi Coal
100
326,462
2.930
2.657
-0.273
-9
867,401
-92
short
3/18/24
3/25/24
7
WuXi AppTec
100
148,775
5.830
5.366
6.335
0.505
9
942,537
7,508
long
3/25/24
8/12/24
140
Shaanxi Coal
100
330,513
2.852
2.508
-0.344
-12
828,937
-28
accum 1/09/06
8/12/24 7389
days out of 7396 invested (100%)
8,189
828,937
24
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Sinolink Secs long 11/20/06 1/21/08 427 0.11 1.04 0.94 874.13
long 6/02/14 6/23/14 21 0.93 0.89 -0.04 -4.44 830.84
AECC Aviation Power long 7/07/14 8/03/15 392 2.36 4.99 2.62 110.98
short 5/22/17 5/29/17 7 2.90 2.79 3.01 0.11 3.81 119.02
Kangmei Pharma long 2/09/09 11/30/09 294 0.23 0.40 0.18 78.60
short 6/23/14 7/07/14 14 0.69 0.69 0.69 -0.00 -0.17 78.30
China Northern Rare long 10/11/10 12/13/10 63 1.61 1.49 -0.11 -7.05
long 5/30/11 6/06/11 7 2.09 2.44 0.35 16.64
long 4/09/12 6/04/12 56 2.38 3.09 0.71 29.85
short 4/29/13 5/06/13 7 1.91 1.93 1.90 -0.01 -0.74
short 5/13/13 11/04/13 175 2.00 1.81 2.22 0.21 10.71
short 8/03/15 1/04/16 154 1.46 1.32 1.63 0.16 11.12 71.92
LONGi Green Energy long 11/30/20 12/21/20 21 7.82 9.77 1.94 24.85
long 1/18/21 2/01/21 14 11.71 12.09 0.38 3.28
short 12/26/22 1/02/23 7 5.00 5.09 4.91 -0.09 -1.80
short 4/24/23 5/01/23 7 4.21 4.03 4.39 0.18 4.26
short 5/22/23 7/31/23 70 3.82 3.25 4.48 0.67 17.44 55.04
Anhui Conch Cement long 1/09/06 10/16/06 280 0.23 0.37 0.14 58.53
short 3/19/12 4/09/12 21 1.63 1.68 1.58 -0.05 -3.04 53.71
Shandong Gold long 1/21/19 2/04/19 14 3.36 3.51 0.15 4.52
long 2/18/19 7/08/19 140 3.68 4.72 1.04 28.22
short 11/16/20 11/30/20 14 2.85 2.71 2.99 0.14 4.88 40.56
Shanghai Int Port short 1/21/08 2/09/09 385 0.57 0.42 0.76 0.20 34.49 34.49
Poly Developments short 3/01/10 10/11/10 224 0.63 0.54 0.73 0.10 16.55
short 12/23/13 6/02/14 161 0.54 0.48 0.60 0.06 11.82 30.32
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Founder Secs short 2/12/18 2/26/18 14 0.72 0.74 0.70 -0.02 -2.71
short 3/05/18 11/05/18 245 0.73 0.62 0.86 0.13 17.26 14.07
IM Yili long 2/08/10 3/01/10 21 0.45 0.50 0.05 10.13 10.13
Kweichow Moutai long 6/13/16 8/01/16 49 28.44 35.08 6.64 23.35
long 8/15/16 12/26/16 133 37.29 38.02 0.72 1.94
long 1/15/18 2/12/18 28 88.43 79.85 -8.57 -9.70
long 2/26/18 3/05/18 7 84.35 81.90 -2.45 -2.91
long 9/16/19 9/23/19 7 125.18 129.88 4.70 3.76
long 10/14/19 10/21/19 7 132.66 127.24 -5.42 -4.09 9.71
Citic Secs long 10/23/06 11/13/06 21 0.33 0.36 0.03 9.24 9.24
WuXi AppTec short 3/18/24 3/25/24 7 5.83 5.37 6.34 0.51 8.66 8.66
Foshan Haitian F&F short 8/14/23 3/04/24 203 4.70 4.37 5.05 0.35 7.53 7.53
Tsinghua Tongfang short 12/04/17 1/15/18 42 1.21 1.13 1.29 0.08 6.73 6.73
China Rwy Constr short 11/30/09 12/28/09 28 0.82 0.84 0.80 -0.02 -2.67
short 1/25/10 2/08/10 14 0.77 0.81 0.74 -0.04 -4.55
short 6/06/11 1/23/12 231 0.56 0.42 0.76 0.19 34.15
long 12/10/12 4/29/13 140 0.58 0.53 -0.04 -7.44
long 12/17/18 12/24/18 7 1.38 1.28 -0.11 -7.61 6.57
Hua Xia Bank short 10/16/06 10/23/06 7 0.17 0.16 0.18 0.01 6.21 6.21
PetroChina short 10/21/19 12/16/19 56 0.66 0.62 0.70 0.04 6.54
long 7/31/23 8/14/23 14 0.86 0.85 -0.01 -1.33 5.12
Dongxing Secs short 4/10/17 4/17/17 7 2.11 2.01 2.21 0.10 4.79
short 4/24/17 5/01/17 7 1.91 1.93 1.89 -0.02 -1.17 3.57
Shenzhen Goodix Tech short 12/21/20 1/18/21 28 17.79 18.05 17.53 -0.26 -1.46
short 2/01/21 2/15/21 14 15.50 14.87 16.16 0.66 4.26
short 3/22/21 12/13/21 266 12.45 12.68 12.21 -0.23 -1.86 0.83
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Orient Secs short 12/26/16 1/09/17 14 1.82 1.81 1.83 0.01 0.61 0.61
China Unicom short 6/04/12 12/10/12 189 0.41 0.33 0.50 0.09 22.92
long 1/09/17 4/10/17 91 0.91 0.87 -0.04 -4.58
long 4/17/17 4/24/17 7 0.86 0.85 -0.02 -1.82
long 5/01/17 5/22/17 21 0.84 0.83 -0.01 -0.72
long 5/29/17 12/04/17 189 0.85 0.80 -0.05 -5.93
long 12/05/22 12/26/22 21 0.61 0.57 -0.04 -7.23 -0.22
China Shipbuilding long 1/31/11 2/21/11 21 0.84 0.83 -0.02 -2.12 -2.12
China Life short 5/23/11 5/30/11 7 1.81 1.76 1.87 0.06 3.09
long 1/02/23 4/24/23 112 4.47 4.21 -0.26 -5.81 -2.90
China Shenhua En long 9/05/22 9/19/22 14 4.08 3.94 -0.14 -3.39 -3.39
China Minsheng Bk long 1/23/12 3/19/12 56 0.55 0.53 -0.03 -5.00
long 5/06/13 5/13/13 7 0.89 0.90 0.01 1.63 -3.46
China Molybdenum short 12/10/18 12/17/18 7 0.46 0.48 0.44 -0.02 -4.29
short 12/24/18 1/21/19 28 0.45 0.45 0.45 0.00 0.65 -3.67
Shanghai Oriental short 11/13/06 11/20/06 7 0.23 0.24 0.22 -0.01 -3.35
long 11/04/13 12/23/13 49 3.72 3.67 -0.05 -1.27 -4.58
China Petrol&Chem long 5/01/23 5/22/23 21 0.78 0.72 -0.05 -6.85 -6.85
Cosco Shipping short 8/01/16 8/15/16 14 0.58 0.62 0.54 -0.04 -6.97 -6.97
China Comms Constr short 1/27/20 7/06/20 161 0.93 1.00 0.85 -0.07 -7.75 -7.75
San’an Optoelectron short 2/04/19 2/18/19 14 1.19 1.47 0.92 -0.28 -23.24
long 12/16/19 1/27/20 42 2.11 2.49 0.38 18.16 -9.30
Bank of Shanghai long 11/05/18 12/10/18 35 1.35 1.33 -0.03 -2.02
short 7/08/19 9/16/19 70 1.03 1.06 1.00 -0.03 -2.53
short 9/23/19 10/14/19 21 1.04 1.10 0.98 -0.06 -5.74 -9.97
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
IM BaoTou Steel long 4/04/11 5/23/11 49 0.27 0.23 -0.03 -12.76 -12.76
Wingtech Technology long 12/13/21 1/17/22 35 16.42 13.97 -2.46 -14.96
short 9/19/22 12/05/22 77 6.79 6.72 6.87 0.08 1.11 -14.02
Shanghai Pudong short 12/13/10 1/31/11 49 0.95 0.94 0.96 0.01 1.44
short 2/21/11 4/04/11 42 0.94 1.06 0.81 -0.13 -13.49
long 1/04/16 1/11/16 7 1.85 1.79 -0.07 -3.54 -15.35
Shaanxi Coal long 3/04/24 3/18/24 14 2.93 2.66 -0.27 -9.33
long 3/25/24 8/12/24 140 2.85 2.51 -0.34 -12.05 -20.26
Haitong Secs short 1/11/16 6/13/16 154 1.31 1.58 1.05 -0.27 -20.39 -20.39
SAIC Motor Corp long 12/28/09 1/25/10 28 1.90 1.49 -0.41 -21.45 -21.45
China Tourism long 2/15/21 3/22/21 35 43.16 34.54 -8.62 -19.98
short 1/17/22 9/05/22 231 21.98 22.56 21.40 -0.58 -2.64 -22.09
China Merchants Secs long 7/06/20 11/16/20 133 3.34 2.45 -0.88 -26.47 -26.47
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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