Assessment - Shanghai Stock Exchange 50 in Pound sterling - 7/01/24 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/05/24
prc diff
⇓ Δ21
∅-RS
L
SSE 50 ew
194.264
8/12/24
-0.09
202.754
-4.19
187.938
14.817
7.88
-1.05
Cosco Shipping
1.344
8/12/24
0.49
1.718
-21.81
1.095
0.623
56.94
49.59
Shaanxi Coal
2.508
8/12/24
2.12
2.919
-14.07
2.715
0.204
7.50
28.17
L
China Shenhua En
4.269
8/12/24
0.64
4.918
-13.21
4.226
0.693
16.40
33.76
Zijin Mining
1.668
8/12/24
0.13
1.959
-14.86
1.348
0.612
45.41
33.10
Haier Smart Home
2.801
8/12/24
1.46
3.084
-9.16
2.545
0.538
21.14
16.54
China CSSC
4.128
8/12/24
-0.13
4.472
-7.70
3.367
1.105
32.83
30.63
China Yangtze Pwr
3.170
8/12/24
-1.22
3.202
-1.02
2.744
0.458
16.70
23.26
PetroChina
0.946
8/12/24
-0.34
1.133
-16.49
0.921
0.212
23.02
25.51
Ind and Comm Bk
0.651
8/12/24
1.18
0.632
2.92
0.586
0.046
7.84
15.82
Agricultural Bank
0.504
8/12/24
0.65
0.482
4.50
0.445
0.037
8.26
14.88
L
China Pacific Ins
2.975
8/12/24
0.22
3.100
-4.03
2.669
0.431
16.17
8.09
L
Industrial Bank
1.768
8/12/24
-0.55
1.928
-8.28
1.755
0.173
9.83
10.02
Hygon
8.005
8/12/24
2.35
7.654
4.58
7.724
-0.070
-0.90
3.38
Bank of China
0.506
8/12/24
0.65
0.507
-0.21
0.492
0.015
3.09
12.71
L
GigaDevice
8.493
8/12/24
0.09
10.255
-17.18
6.419
3.836
59.77
7.36
NARI Technology
2.556
8/12/24
2.699
-5.31
2.344
0.355
15.16
7.07
L
Will Semiconductor
10.029
8/12/24
0.17
10.755
-6.76
8.779
1.976
22.51
0.02
China Merchants Bank
3.489
8/12/24
-0.65
3.732
-6.52
3.403
0.329
9.67
6.82
Sany Heavy Industry
1.666
8/12/24
-0.45
1.785
-6.63
1.454
0.331
22.74
7.73
AECC Aviation Power
4.128
8/12/24
-0.13
3.940
4.77
3.292
0.647
19.66
-1.04
Wanhua Chemical
8.138
8/12/24
-0.91
8.939
-8.97
7.758
1.181
15.22
-3.20
L
China State Constr
0.597
8/12/24
-0.18
0.591
1.10
0.560
0.031
5.59
0.85
Shanxi Xinghuacun
20.778
8/12/24
-1.14
22.491
-7.62
23.787
-1.296
-5.45
-12.10
PowerChina
0.587
8/12/24
-0.55
0.617
-4.93
0.529
0.088
16.71
7.84
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/05/24
prc diff
⇓ Δ21
∅-RS
L
Great Wall Motor
2.412
8/12/24
-0.31
2.746
-12.14
2.202
0.544
24.70
-1.83
S
China Petrol&Chem
0.714
8/12/24
0.15
0.694
2.82
0.667
0.027
4.04
5.07
China Telecom Corp
0.618
8/12/24
-1.56
0.663
-6.72
0.651
0.012
1.86
5.63
L
China Life
3.203
8/12/24
0.44
3.405
-5.93
3.217
0.188
5.85
-1.69
S
SAIC Motor Corp
1.492
8/12/24
-0.87
1.505
-0.87
1.527
-0.022
-1.42
-5.55
L
SMIC
5.298
8/12/24
0.60
4.976
6.48
4.762
0.214
4.49
-6.27
S
IM Yili
2.645
8/12/24
0.66
2.821
-6.24
3.064
-0.243
-7.94
-6.39
China Rwy Group
0.644
8/12/24
-1.33
0.714
-9.74
0.670
0.043
6.44
-1.03
China Three Gorges R
0.516
8/12/24
-0.21
0.487
6.03
0.490
-0.003
-0.65
-6.96
S
Jiangsu Hengrui Med
4.739
8/12/24
2.85
4.157
14.01
4.145
0.012
0.30
-13.89
L
TBEA
1.448
8/12/24
0.23
1.516
-4.51
1.525
-0.009
-0.56
-8.22
China Unicom
0.484
8/12/24
-1.33
0.508
-4.70
0.491
0.017
3.55
-1.64
L
Ping An Ins
4.412
8/12/24
0.02
4.521
-2.40
4.508
0.013
0.28
-5.90
Foshan Haitian F&F
3.854
8/12/24
-0.03
3.737
3.14
3.890
-0.153
-3.94
-12.24
L
Poly Developments
0.897
8/12/24
-3.39
1.011
-11.28
1.028
-0.017
-1.67
-13.42
S
Citic Secs
2.050
8/12/24
-0.11
1.977
3.68
2.236
-0.259
-11.60
-12.92
S
Kweichow Moutai
155.988
8/12/24
-0.05
156.453
-0.30
180.635
-24.182
-13.39
-17.27
Zhangzhou Pientze
22.593
8/12/24
-0.60
22.401
0.86
21.339
1.061
4.97
-17.09
China Northern Rare
1.827
8/12/24
-0.65
1.958
-6.71
1.752
0.206
11.78
-12.64
Beijing Kingsoft
20.906
8/12/24
-0.91
22.267
-6.11
23.493
-1.226
-5.22
-34.64
S
Tongwei
2.028
8/12/24
2.046
-0.90
2.641
-0.594
-22.51
-30.55
S
China Tourism
6.946
8/12/24
-1.36
6.789
2.32
8.629
-1.841
-21.33
-31.27
S
LONGi Green Energy
1.513
8/12/24
0.87
1.526
-0.85
2.014
-0.487
-24.21
-37.98
L
Trina Solar
1.883
8/12/24
0.58
1.860
1.29
2.414
-0.554
-22.96
-37.35
Zhejiang Huayou
2.418
8/12/24
-0.27
2.428
-0.40
2.493
-0.066
-2.64
-32.94
⇓ instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/05/24
prc diff
⇓ Δ21
∅-RS
WuXi AppTec
4.495
8/12/24
-0.29
4.199
7.04
5.345
-1.146
-21.43
-37.83
SSE 50 - 50 out of 50 instruments rated - 7/01/24 / 2/05/24 - 33 did rise, Market-Ratio(21) in GBP = 66.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 in Pound sterling * 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
24,926
0.201
0.347
0.147
73
13,661
201
Kweichow Moutai
50
2,712
1.843
2.842
0.999
54
16,372
138
100
64
169
10/09/06
11/06/06
28
- cash -
11/06/06
1/21/08
441
China CSSC
50
11,096
0.738
8.105
7.367
999
98,118
627
Sinolink Secs
50
81,327
0.101
1.043
0.942
936
174,730
592
100
967
610
1/21/08
3/23/09
427
- cash -
3/23/09
11/30/09
252
China Northern Rare
50
201,344
0.434
0.577
0.143
33
203,556
51
Kangmei Pharma
50
326,933
0.267
0.403
0.136
51
248,059
82
100
42
66
11/30/09
1/11/10
42
- cash -
1/11/10
1/18/10
7
SAIC Motor Corp
50
78,853
1.573
1.579
0.006
0
248,526
22
IM Yili
50
290,762
0.427
0.479
0.052
12
263,638
40,036
100
6
2,295
1/18/10
1/25/10
7
- cash -
1/25/10
2/01/10
7
SAIC Motor Corp
50
88,462
1.490
1.372
-0.118
-8
253,158
-99
IM Yili
50
289,594
0.455
0.466
0.011
2
256,223
231
100
-3
-77
2/01/10
10/18/10
259
- cash -
10/18/10
11/22/10
35
China Northern Rare
50
75,071
1.707
1.671
-0.036
-2
253,528
-20
Kangmei Pharma
50
177,864
0.720
0.848
0.128
18
276,233
448
100
8
119
11/22/10
2/14/11
84
- cash -
2/14/11
3/07/11
21
China Shipbuilding
50
169,837
0.813
0.817
0.004
0
276,864
8
Shanghai Oriental
50
117,897
1.171
1.333
0.161
14
295,852
838
100
7
230
3/07/11
5/07/12
427
- cash -
5/07/12
6/04/12
28
Poly Developments
50
208,788
0.708
0.755
0.047
7
305,625
130
China Northern Rare
50
53,142
2.784
3.094
0.310
11
322,107
296
100
9
203
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
228,575
0.705
0.900
0.195
28
366,770
112
Sinolink Secs
50
178,477
0.902
0.842
-0.061
-7
355,948
-19
100
11
36
5/13/13
11/18/13
189
- cash -
11/18/13
12/30/13
42
Shanghai Int Port
50
367,666
0.484
0.527
0.043
9
371,637
108
Shanghai Oriental
50
43,726
4.070
3.728
-0.342
-8
356,679
-53
100
0
2
12/30/13
8/04/14
217
- cash -
8/04/14
7/27/15
357
Founder Technology
50
471,520
0.378
0.769
0.391
103
541,067
107
Sinolink Secs
50
164,917
1.081
1.807
0.725
67
660,683
69
100
85
88
7/27/15
10/24/16
455
- cash -
10/24/16
1/02/17
70
Kweichow Moutai
50
8,963
36.856
39.200
2.344
6
681,696
38
China State Constr
50
415,271
0.795
1.038
0.243
31
782,545
301
100
18
142
1/02/17
2/20/17
49
- cash -
2/20/17
3/27/17
35
China State Constr
50
370,165
1.057
1.083
0.026
2
791,985
28
China Comms Constr
50
185,083
2.114
2.115
0.001
0
792,200
1
100
1
14
3/27/17
3/04/19
707
- cash -
3/04/19
7/08/19
126
Huatai Secs
50
147,331
2.688
2.462
-0.226
-8
758,896
-22
China Galaxy Secs
50
295,162
1.342
1.306
-0.036
-3
748,306
-8
100
-6
-15
7/08/19
8/17/20
406
- cash -
8/17/20
8/24/20
7
San’an Optoelectron
50
115,183
3.248
2.987
-0.262
-8
718,182
-99
Zheshang Secs
50
207,444
1.804
1.657
-0.147
-8
687,786
-99
100
-8
-99
8/24/20
6/10/24
1386
- cash -
6/10/24
8/12/24
63
Cosco Shipping
50
184,383
1.865
1.344
-0.521
-28
591,635
-85
Zijin Mining
50
178,363
1.928
1.668
-0.260
-13
545,321
-57
100
-21
-74
accum 4/10/06
8/12/24 2273
days out of 7278 invested (31%)
5,353
545,321
90
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 0.10 1.04 0.94 935.83 50 467.92
1/14/13 5/13/13 119 0.90 0.84 -0.06 -6.72 -3.36
8/04/14 7/27/15 357 1.08 1.81 0.73 67.07 33.54 632.89
China CSSC 11/06/06 1/21/08 441 0.74 8.10 7.37 998.70 499.35 499.35
Founder Technology 8/04/14 7/27/15 357 0.38 0.77 0.39 103.39 51.70 51.70
Citic Secs 4/10/06 10/09/06 182 0.20 0.35 0.15 73.23 36.62 36.62
Kangmei Pharma 3/23/09 11/30/09 252 0.27 0.40 0.14 50.94 25.47
10/18/10 11/22/10 35 0.72 0.85 0.13 17.72 8.86 36.59
Kweichow Moutai 4/10/06 10/09/06 182 1.84 2.84 1.00 54.22 27.11
10/24/16 1/02/17 70 36.86 39.20 2.34 6.36 3.18 31.15
China Northern Rare 3/23/09 11/30/09 252 0.43 0.58 0.14 33.00 16.50
10/18/10 11/22/10 35 1.71 1.67 -0.04 -2.10 -1.05
5/07/12 6/04/12 28 2.78 3.09 0.31 11.14 5.57 21.69
China State Constr 10/24/16 1/02/17 70 0.80 1.04 0.24 30.53 15.26
2/20/17 3/27/17 35 1.06 1.08 0.03 2.41 1.21 16.65
China Minsheng Bk 1/14/13 5/13/13 119 0.70 0.90 0.20 27.73 13.87 13.87
IM Yili 1/11/10 1/18/10 7 0.43 0.48 0.05 12.18 6.09
1/25/10 2/01/10 7 0.46 0.47 0.01 2.32 1.16 7.33
Shanghai Int Port 11/18/13 12/30/13 42 0.48 0.53 0.04 8.82 4.41 4.41
Poly Developments 5/07/12 6/04/12 28 0.71 0.76 0.05 6.61 3.30 3.30
Shanghai Oriental 2/14/11 3/07/11 21 1.17 1.33 0.16 13.75 6.87
11/18/13 12/30/13 42 4.07 3.73 -0.34 -8.40 -4.20 2.38
China Shipbuilding 2/14/11 3/07/11 21 0.81 0.82 0.00 0.46 0.23 0.23
China Comms Constr 2/20/17 3/27/17 35 2.11 2.12 0.00 0.06 0.03 0.03
China Galaxy Secs 3/04/19 7/08/19 126 1.34 1.31 -0.04 -2.67 -1.34 -1.34
instrument L/S date buy date sell days prc buy prc sell prc diff d % spl di % total
SAIC Motor Corp 1/11/10 1/18/10 7 1.57 1.58 0.01 0.38 0.19
1/25/10 2/01/10 7 1.49 1.37 -0.12 -7.95 -3.98 -3.79
San’an Optoelectron 8/17/20 8/24/20 7 3.25 2.99 -0.26 -8.05 -4.03 -4.03
Zheshang Secs 8/17/20 8/24/20 7 1.80 1.66 -0.15 -8.12 -4.06 -4.06
Huatai Secs 3/04/19 7/08/19 126 2.69 2.46 -0.23 -8.41 -4.20 -4.20
Zijin Mining 6/10/24 8/12/24 63 1.93 1.67 -0.26 -13.47 -6.73 -6.73
Cosco Shipping 6/10/24 8/12/24 63 1.87 1.34 -0.52 -27.96 -13.98 -13.98
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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