Sun, 27th Sep 2026, 11:35UTC
Assessment - Shanghai Stock Exchange 50 in Swiss Franc - 1/07/24 - RS = 26
⇐
⇓ instrument
freshest
⇓ Δday
1/07/24
Δwk
1/01/24
prc diff
⇓ Δ26
⇓ ∅-RS
L
SSE 50 ew
221.917
12/08/24
-0.09
231.617
-4.19
209.829
21.788
10.38
1.22
S
Jiangsu Hengrui Med
5.414
12/08/24
2.85
4.749
14.01
5.340
-0.591
-11.07
-11.94
WuXi AppTec
5.134
12/08/24
-0.29
4.797
7.04
8.590
-3.793
-44.16
-36.64
L
SMIC
6.053
12/08/24
0.60
5.684
6.48
6.253
-0.568
-9.09
-4.25
China Three Gorges R
0.589
12/08/24
-0.21
0.556
6.03
0.516
0.040
7.74
-4.83
AECC Aviation Power
4.715
12/08/24
-0.13
4.500
4.77
4.413
0.087
1.98
1.21
Hygon
9.145
12/08/24
2.35
8.744
4.58
8.543
0.201
2.35
5.77
Agricultural Bank
0.576
12/08/24
0.65
0.551
4.50
0.430
0.121
28.20
17.56
S
Citic Secs
2.341
12/08/24
-0.11
2.258
3.68
2.405
-0.147
-6.10
-11.02
Foshan Haitian F&F
4.402
12/08/24
-0.03
4.268
3.14
4.480
-0.212
-4.73
-10.23
Ind and Comm Bk
0.743
12/08/24
1.18
0.722
2.92
0.564
0.158
27.96
18.48
S
China Petrol&Chem
0.815
12/08/24
0.15
0.793
2.82
0.659
0.134
20.35
7.52
S
China Tourism
7.935
12/08/24
-1.36
7.755
2.32
9.881
-2.126
-21.51
-29.76
L
Trina Solar
2.152
12/08/24
0.58
2.124
1.29
3.368
-1.244
-36.93
-36.02
L
China State Constr
0.682
12/08/24
-0.18
0.675
1.10
0.568
0.107
18.86
3.18
Zhangzhou Pientze
25.809
12/08/24
-0.60
25.589
0.86
28.570
-2.981
-10.43
-15.22
Bank of China
0.578
12/08/24
0.65
0.579
-0.21
0.471
0.108
23.01
15.29
S
Kweichow Moutai
178.193
12/08/24
-0.05
178.724
-0.30
203.776
-25.051
-12.29
-15.42
Zhejiang Huayou
2.762
12/08/24
-0.27
2.773
-0.40
3.888
-1.115
-28.67
-31.44
S
LONGi Green Energy
1.728
12/08/24
0.87
1.743
-0.85
2.704
-0.960
-35.52
-36.64
S
SAIC Motor Corp
1.705
12/08/24
-0.87
1.720
-0.87
1.597
0.122
7.66
-3.40
S
Tongwei
2.317
12/08/24
2.338
-0.90
2.955
-0.617
-20.89
-29.02
China Yangtze Pwr
3.621
12/08/24
-1.22
3.658
-1.02
2.756
0.902
32.75
26.10
L
Ping An Ins
5.040
12/08/24
0.02
5.164
-2.40
4.758
0.406
8.54
-3.76
L
China Pacific Ins
3.399
12/08/24
0.22
3.541
-4.03
2.808
0.734
26.14
10.57
⇓ instrument
freshest
⇓ Δday
1/07/24
Δwk
1/01/24
prc diff
⇓ Δ26
⇓ ∅-RS
L
TBEA
1.654
12/08/24
0.23
1.732
-4.51
1.629
0.103
6.32
-6.08
China Unicom
0.553
12/08/24
-1.33
0.581
-4.70
0.517
0.064
12.30
0.60
PowerChina
0.670
12/08/24
-0.55
0.705
-4.93
0.577
0.127
22.08
10.31
NARI Technology
2.920
12/08/24
3.083
-5.31
2.635
0.448
17.01
9.53
L
China Life
3.659
12/08/24
0.44
3.890
-5.93
3.347
0.543
16.22
0.55
Beijing Kingsoft
23.882
12/08/24
-0.91
25.437
-6.11
35.824
-10.387
-28.99
-33.14
S
IM Yili
3.021
12/08/24
0.66
3.222
-6.24
3.158
0.064
2.03
-4.26
China Merchants Bank
3.985
12/08/24
-0.65
4.263
-6.52
3.284
0.979
29.80
9.32
Sany Heavy Industry
1.903
12/08/24
-0.45
2.039
-6.63
1.626
0.413
25.40
10.26
China Northern Rare
2.087
12/08/24
-0.65
2.237
-6.71
2.283
-0.046
-2.02
-10.65
China Telecom Corp
0.706
12/08/24
-1.56
0.757
-6.72
0.634
0.123
19.39
8.06
L
Will Semiconductor
11.456
12/08/24
0.17
12.287
-6.76
12.598
-0.312
-2.48
2.26
Shanxi Xinghuacun
23.736
12/08/24
-1.14
25.692
-7.62
27.241
-1.548
-5.68
-10.08
China CSSC
4.715
12/08/24
-0.13
5.108
-7.70
3.518
1.590
45.20
33.77
L
Industrial Bank
2.020
12/08/24
-0.55
2.202
-8.28
1.914
0.289
15.08
12.55
Wanhua Chemical
9.296
12/08/24
-0.91
10.212
-8.97
9.070
1.142
12.60
-0.96
Haier Smart Home
3.200
12/08/24
1.46
3.523
-9.16
2.479
1.043
42.08
19.34
China Rwy Group
0.736
12/08/24
-1.33
0.815
-9.74
0.671
0.145
21.57
1.30
L
Poly Developments
1.025
12/08/24
-3.39
1.155
-11.28
1.169
-0.014
-1.17
-11.49
L
Great Wall Motor
2.756
12/08/24
-0.31
3.137
-12.14
2.978
0.159
5.35
0.39
L
China Shenhua En
4.876
12/08/24
0.64
5.618
-13.21
3.701
1.917
51.80
36.90
Shaanxi Coal
2.865
12/08/24
2.12
3.334
-14.07
2.466
0.868
35.18
31.17
Zijin Mining
1.906
12/08/24
0.13
2.238
-14.86
1.471
0.767
52.16
36.34
PetroChina
1.081
12/08/24
-0.34
1.294
-16.49
0.834
0.461
55.27
28.54
L
GigaDevice
9.702
12/08/24
0.09
11.715
-17.18
10.908
0.807
7.40
9.75
⇓ instrument
freshest
⇓ Δday
1/07/24
Δwk
1/01/24
prc diff
⇓ Δ26
⇓ ∅-RS
Cosco Shipping
1.535
12/08/24
0.49
1.963
-21.81
1.131
0.832
73.55
53.16
SSE 50 - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 33 did rise, Market-Ratio(26) in CHF = 66.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 in Swiss Franc * 26 - 60/40 (1)
⇐
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
100
1,857
5.385
3.663
7.915
2.530
47
14,699
43
long
23/03/09
18/01/10
301
China Northern Rare
100
20,773
0.708
0.911
0.204
29
18,927
36
short
18/01/10
1/03/10
42
China Rwy Constr
100
14,091
1.343
1.363
1.323
-0.020
-1
18,647
-12
long
1/03/10
15/03/10
14
IM Yili
100
22,900
0.814
0.741
-0.073
-9
16,966
-91
short
15/03/10
29/03/10
14
Poly Developments
100
16,979
0.999
1.067
0.931
-0.068
-7
15,812
-84
long
29/03/10
19/04/10
21
IM Yili
100
19,444
0.813
0.888
0.075
9
17,271
364
short
19/04/10
8/11/10
203
Poly Developments
100
19,805
0.872
0.931
0.813
-0.059
-7
16,104
-12
long
8/11/10
18/04/11
161
China Northern Rare
100
6,057
2.658
2.671
0.012
0
16,177
1
short
18/04/11
5/03/12
322
China Merchants Secs
100
7,886
2.051
1.881
2.236
0.185
9
17,638
10
long
5/03/12
23/07/12
140
Shanghai Oriental
100
6,942
2.540
2.150
-0.390
-15
14,927
-35
short
23/07/12
31/12/12
161
China Shipbuilding
100
20,441
0.730
0.691
0.772
0.042
6
15,779
13
long
31/12/12
17/06/13
168
Sinolink Secs
100
12,214
1.292
1.000
-0.292
-23
12,218
-43
short
17/06/13
23/12/13
189
China Northern Rare
100
5,002
2.442
2.155
2.768
0.326
13
13,848
27
long
23/12/13
10/02/14
49
Shanghai Int Port
100
17,645
0.785
0.750
-0.035
-4
13,238
-29
short
10/02/14
28/07/14
168
Poly Developments
100
16,794
0.788
0.916
0.660
-0.128
-16
11,091
-32
long
28/07/14
24/08/15
392
Sinolink Secs
100
6,724
1.650
2.029
0.380
23
13,645
21
short
24/08/15
1/08/16
343
SAIC Motor Corp
100
6,099
2.237
3.377
1.097
-1.140
-51
6,691
-53
long
1/08/16
19/09/16
49
Kweichow Moutai
100
149
44.763
44.122
-0.642
-1
6,595
-10
short
19/09/16
31/10/16
42
Cosco Shipping
100
8,763
0.753
0.768
0.738
-0.015
-2
6,463
-16
long
31/10/16
5/03/18
490
Kweichow Moutai
100
139
46.416
106.586
60.171
130
14,827
86
short
5/03/18
4/02/19
336
Founder Secs
100
15,554
0.953
0.925
0.982
0.029
3
15,281
3
long
4/02/19
26/08/19
203
Huatai Secs
100
5,230
2.921
2.653
-0.269
-9
13,876
-16
short
26/08/19
6/01/20
133
Bank of Shanghai
100
11,365
1.221
1.311
1.130
-0.090
-7
12,848
-19
long
6/01/20
27/01/20
21
San’an Optoelectron
100
4,772
2.692
3.152
0.460
17
15,041
1,448
short
27/01/20
21/09/20
238
China Comms Constr
100
12,818
1.173
1.041
1.323
0.150
13
16,958
20
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
21/09/20
11/01/21
112
Zheshang Secs
100
7,832
2.165
1.986
-0.179
-8
15,554
-25
short
11/01/21
10/04/23
819
Shenzhen Goodix Tech
100
724
21.476
7.938
58.102
36.625
171
42,071
56
long
10/04/23
5/06/23
56
China Petrol&Chem
100
53,986
0.779
0.837
0.058
7
45,211
60
short
5/06/23
29/04/24
329
Trina Solar
100
9,593
4.712
2.721
8.162
3.450
73
78,305
84
long
29/04/24
12/08/24
105
Zijin Mining
100
35,218
2.223
1.906
-0.317
-14
67,123
-41
accum 25/02/08
12/08/24 6789
days out of 7573 invested (90%)
571
67,123
11
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Shenzhen Goodix Tech short 11/01/21 10/04/23 819 21.48 7.94 58.10 36.63 170.54 170.54
Kweichow Moutai long 1/08/16 19/09/16 49 44.76 44.12 -0.64 -1.43
long 31/10/16 5/03/18 490 46.42 106.59 60.17 129.63 126.34
Trina Solar short 5/06/23 29/04/24 329 4.71 2.72 8.16 3.45 73.21 73.21
China Life short 25/02/08 23/03/09 392 5.38 3.66 7.92 2.53 46.99 46.99
China Northern Rare long 23/03/09 18/01/10 301 0.71 0.91 0.20 28.76
long 8/11/10 18/04/11 161 2.66 2.67 0.01 0.46
short 17/06/13 23/12/13 189 2.44 2.15 2.77 0.33 13.34 46.61
San’an Optoelectron long 6/01/20 27/01/20 21 2.69 3.15 0.46 17.07 17.07
China Comms Constr short 27/01/20 21/09/20 238 1.17 1.04 1.32 0.15 12.74 12.74
China Merchants Secs short 18/04/11 5/03/12 322 2.05 1.88 2.24 0.19 9.03 9.03
China Petrol&Chem long 10/04/23 5/06/23 56 0.78 0.84 0.06 7.46 7.46
China Shipbuilding short 23/07/12 31/12/12 161 0.73 0.69 0.77 0.04 5.70 5.70
Founder Secs short 5/03/18 4/02/19 336 0.95 0.92 0.98 0.03 3.06 3.06
IM Yili long 1/03/10 15/03/10 14 0.81 0.74 -0.07 -9.01
long 29/03/10 19/04/10 21 0.81 0.89 0.08 9.23 -0.61
China Rwy Constr short 18/01/10 1/03/10 42 1.34 1.36 1.32 -0.02 -1.48 -1.48
Cosco Shipping short 19/09/16 31/10/16 42 0.75 0.77 0.74 -0.02 -2.01 -2.01
Shanghai Int Port long 23/12/13 10/02/14 49 0.78 0.75 -0.03 -4.40 -4.40
Sinolink Secs long 31/12/12 17/06/13 168 1.29 1.00 -0.29 -22.57
long 28/07/14 24/08/15 392 1.65 2.03 0.38 23.02 -4.74
Bank of Shanghai short 26/08/19 6/01/20 133 1.22 1.31 1.13 -0.09 -7.41 -7.41
Zheshang Secs long 21/09/20 11/01/21 112 2.17 1.99 -0.18 -8.28 -8.28
Huatai Secs long 4/02/19 26/08/19 203 2.92 2.65 -0.27 -9.19 -9.19
Zijin Mining long 29/04/24 12/08/24 105 2.22 1.91 -0.32 -14.28 -14.28
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Shanghai Oriental long 5/03/12 23/07/12 140 2.54 2.15 -0.39 -15.37 -15.37
Poly Developments short 15/03/10 29/03/10 14 1.00 1.07 0.93 -0.07 -6.81
short 19/04/10 8/11/10 203 0.87 0.93 0.81 -0.06 -6.76
short 10/02/14 28/07/14 168 0.79 0.92 0.66 -0.13 -16.22 -27.20
SAIC Motor Corp short 24/08/15 1/08/16 343 2.24 3.38 1.10 -1.14 -50.97 -50.97
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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