Assessment - Shanghai Stock Exchange 50 in Japanese yen - 7/01/24 - RS = 26
⇐
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
1/01/24
prc diff
⇓ Δ26
⇓ ∅-RS
L
SSE 50 ew
39,680.197
8/12/24
-0.09
41,414.520
-4.19
35,435.218
5,979.302
16.87
7.97
S
Jiangsu Hengrui Med
967.999
8/12/24
2.85
849.079
14.01
901.796
-52.717
-5.85
-6.06
Hygon
1,635.149
8/12/24
2.35
1,563.486
4.58
1,442.714
120.772
8.37
13.04
Shaanxi Coal
512.287
8/12/24
2.12
596.153
-14.07
416.505
179.648
43.13
40.39
Haier Smart Home
572.191
8/12/24
1.46
629.876
-9.16
418.698
211.178
50.44
27.49
Ind and Comm Bk
132.897
8/12/24
1.18
129.126
2.92
95.304
33.822
35.49
26.57
S
LONGi Green Energy
309.059
8/12/24
0.87
311.721
-0.85
456.580
-144.859
-31.73
-32.60
S
IM Yili
540.242
8/12/24
0.66
576.185
-6.24
533.342
42.843
8.03
2.18
Agricultural Bank
102.946
8/12/24
0.65
98.508
4.50
72.574
25.934
35.73
25.62
Bank of China
103.389
8/12/24
0.65
103.611
-0.21
79.553
24.059
30.24
23.19
L
China Shenhua En
871.931
8/12/24
0.64
1,004.607
-13.21
625.056
379.550
60.72
46.46
L
SMIC
1,082.260
8/12/24
0.60
1,016.366
6.48
1,055.917
-39.551
-3.75
2.08
L
Trina Solar
384.715
8/12/24
0.58
379.834
1.29
568.831
-188.998
-33.23
-31.97
Cosco Shipping
274.448
8/12/24
0.49
350.991
-21.81
191.006
159.985
83.76
63.72
L
China Life
654.281
8/12/24
0.44
695.548
-5.93
565.242
130.306
23.05
7.17
L
TBEA
295.747
8/12/24
0.23
309.724
-4.51
275.144
34.580
12.57
0.08
L
China Pacific Ins
607.690
8/12/24
0.22
633.204
-4.03
474.126
159.078
33.55
17.95
L
Will Semiconductor
2,048.484
8/12/24
0.17
2,196.912
-6.76
2,127.584
69.327
3.26
9.10
S
China Petrol&Chem
145.766
8/12/24
0.15
141.772
2.82
111.254
30.518
27.43
14.73
Zijin Mining
340.785
8/12/24
0.13
400.245
-14.86
248.428
151.818
61.11
45.77
L
GigaDevice
1,734.766
8/12/24
0.09
2,094.632
-17.18
1,842.072
252.560
13.71
16.85
L
Ping An Ins
901.218
8/12/24
0.02
923.404
-2.40
803.502
119.903
14.92
2.58
NARI Technology
522.049
8/12/24
551.336
-5.31
445.016
106.319
23.89
16.89
S
Tongwei
414.223
8/12/24
417.995
-0.90
499.048
-81.054
-16.24
-24.46
Foshan Haitian F&F
787.179
8/12/24
-0.03
763.217
3.14
756.647
6.570
0.87
-4.31
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
1/01/24
prc diff
⇓ Δ26
⇓ ∅-RS
S
Kweichow Moutai
31,862.101
8/12/24
-0.05
31,957.060
-0.30
34,412.996
-2,455.936
-7.14
-9.79
S
Citic Secs
418.660
8/12/24
-0.11
403.795
3.68
406.137
-2.342
-0.58
-5.12
AECC Aviation Power
843.089
8/12/24
-0.13
804.706
4.77
745.283
59.423
7.97
7.91
China CSSC
843.089
8/12/24
-0.13
913.420
-7.70
594.153
319.268
53.73
42.92
L
China State Constr
122.026
8/12/24
-0.18
120.695
1.10
95.902
24.793
25.85
10.06
China Three Gorges R
105.386
8/12/24
-0.21
99.396
6.03
87.129
12.267
14.08
1.47
Zhejiang Huayou
493.873
8/12/24
-0.27
495.869
-0.40
656.558
-160.689
-24.47
-27.11
WuXi AppTec
918.079
8/12/24
-0.29
857.732
7.04
1,450.689
-592.957
-40.87
-32.62
L
Great Wall Motor
492.763
8/12/24
-0.31
560.876
-12.14
502.836
58.039
11.54
7.06
PetroChina
193.245
8/12/24
-0.34
231.406
-16.49
140.762
90.643
64.39
37.36
Sany Heavy Industry
340.342
8/12/24
-0.45
364.525
-6.63
274.546
89.979
32.77
17.59
L
Industrial Bank
361.197
8/12/24
-0.55
393.811
-8.28
323.195
70.616
21.85
20.16
PowerChina
119.807
8/12/24
-0.55
126.020
-4.93
97.497
28.523
29.26
17.64
Zhangzhou Pientze
4,614.802
8/12/24
-0.60
4,575.532
0.86
4,824.798
-249.266
-5.17
-9.69
China Merchants Bank
712.632
8/12/24
-0.65
762.330
-6.52
554.675
207.654
37.44
16.67
China Northern Rare
373.178
8/12/24
-0.65
400.023
-6.71
385.601
14.422
3.74
-4.83
S
SAIC Motor Corp
304.843
8/12/24
-0.87
307.506
-0.87
269.761
37.744
13.99
3.07
Beijing Kingsoft
4,270.245
8/12/24
-0.91
4,548.242
-6.11
6,049.789
-1,501.546
-24.82
-28.90
Wanhua Chemical
1,662.216
8/12/24
-0.91
1,825.953
-8.97
1,531.638
294.315
19.22
5.61
Shanxi Xinghuacun
4,244.065
8/12/24
-1.14
4,593.947
-7.62
4,600.296
-6.349
-0.14
-3.99
China Yangtze Pwr
647.403
8/12/24
-1.22
654.059
-1.02
465.353
188.706
40.55
34.74
China Rwy Group
131.566
8/12/24
-1.33
145.766
-9.74
113.248
32.518
28.71
8.01
China Unicom
98.952
8/12/24
-1.33
103.833
-4.70
87.328
16.505
18.90
7.28
S
China Tourism
1,418.830
8/12/24
-1.36
1,386.659
2.32
1,668.612
-281.952
-16.90
-25.27
China Telecom Corp
126.241
8/12/24
-1.56
135.338
-6.72
107.067
28.271
26.40
15.32
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
1/01/24
prc diff
⇓ Δ26
⇓ ∅-RS
L
Poly Developments
183.261
8/12/24
-3.39
206.557
-11.28
197.386
9.171
4.65
-5.76
SSE 50 - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 37 did rise, Market-Ratio(26) in JPY = 74.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán
Technical Chart
Transactions Shanghai Stock Exchange 50 in Japanese yen * 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
1/02/06
2/25/08
784
- cash -
short
2/25/08
3/23/09
392
China Life
100
18
531.879
311.707
907.569
375.690
71
16,762
64
long
3/23/09
1/18/10
301
China Northern Rare
100
278
60.211
80.622
20.411
34
22,437
42
short
1/18/10
3/01/10
42
China Rwy Constr
100
188
118.852
112.949
125.063
6.211
5
23,604
56
long
3/01/10
3/15/10
14
IM Yili
100
349
67.473
63.448
-4.025
-6
22,200
-80
short
3/15/10
3/29/10
14
Poly Developments
100
259
85.571
92.766
78.377
-7.195
-8
20,336
-90
long
3/29/10
4/19/10
21
IM Yili
100
287
70.681
77.100
6.419
9
22,178
353
short
4/19/10
11/08/10
203
Poly Developments
100
293
75.693
78.718
72.669
-3.025
-4
21,292
-7
long
11/08/10
4/18/11
161
China Northern Rare
100
94
224.784
248.788
24.004
11
23,548
26
short
4/18/11
3/05/12
322
China Merchants Secs
100
123
191.090
168.350
216.901
25.811
14
26,723
15
long
3/05/12
7/23/12
140
Shanghai Oriental
100
117
227.324
170.764
-56.561
-25
20,106
-53
short
7/23/12
12/31/12
161
China Shipbuilding
100
346
58.000
64.944
51.056
-6.944
-12
17,703
-25
long
12/31/12
6/17/13
168
Sinolink Secs
100
145
121.447
102.180
-19.267
-16
14,909
-31
short
6/17/13
12/23/13
189
China Northern Rare
100
59
249.466
250.917
248.015
-1.451
-1
14,824
-1
long
12/23/13
2/10/14
49
Shanghai Int Port
100
162
91.393
85.525
-5.869
-6
13,873
-39
short
2/10/14
7/28/14
168
Poly Developments
100
154
89.855
103.230
76.480
-13.375
-15
11,813
-30
long
7/28/14
8/24/15
392
Sinolink Secs
100
63
185.881
258.165
72.285
39
16,367
36
short
8/24/15
8/01/16
343
SAIC Motor Corp
100
57
284.610
357.028
212.193
-72.418
-25
12,239
-27
long
8/01/16
9/19/16
49
Kweichow Moutai
100
2
4,732.009
4,589.643
-142.365
-3
11,954
-20
short
9/19/16
10/31/16
42
Cosco Shipping
100
152
78.291
81.391
75.191
-3.100
-4
11,483
-30
long
10/31/16
3/05/18
490
Kweichow Moutai
100
2
4,920.426
12,043.717
7,123.291
145
25,730
95
short
3/05/18
2/04/19
336
Founder Secs
100
238
107.708
101.848
113.905
6.197
6
27,205
6
long
2/04/19
8/26/19
203
Huatai Secs
100
84
321.677
287.427
-34.250
-11
24,328
-18
short
8/26/19
1/06/20
133
Bank of Shanghai
100
183
132.282
146.672
117.892
-14.390
-11
21,694
-27
long
1/06/20
1/27/20
21
San’an Optoelectron
100
72
301.112
354.256
53.144
18
25,521
1,586
short
1/27/20
9/21/20
238
China Comms Constr
100
193
131.904
119.005
146.201
14.297
11
28,280
17
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
9/21/20
1/11/21
112
Zheshang Secs
100
114
247.554
232.662
-14.893
-6
26,582
-18
short
1/11/21
4/10/23
819
Shenzhen Goodix Tech
100
10
2,516.188
1,165.561
5,431.892
2,915.704
116
55,739
41
long
4/10/23
6/05/23
56
China Petrol&Chem
100
487
114.419
129.207
14.788
13
62,941
121
short
6/05/23
4/29/24
329
Trina Solar
100
86
727.060
466.372
1,133.466
406.406
56
97,892
64
long
4/29/24
8/12/24
105
Zijin Mining
100
256
381.126
340.785
-40.340
-11
87,565
-32
accum 2/25/08
8/12/24 6669
days out of 7453 invested (89%)
776
87,565
13
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Kweichow Moutai long 8/01/16 9/19/16 49 4,732.01 4,589.64 -142.37 -3.01
long 10/31/16 3/05/18 490 4,920.43 12,043.72 7,123.29 144.77 137.41
Shenzhen Goodix Tech short 1/11/21 4/10/23 819 2,516.19 1,165.56 5,431.89 2,915.70 115.88 115.88
China Life short 2/25/08 3/23/09 392 531.88 311.71 907.57 375.69 70.63 70.63
Trina Solar short 6/05/23 4/29/24 329 727.06 466.37 1,133.47 406.41 55.90 55.90
China Northern Rare long 3/23/09 1/18/10 301 60.21 80.62 20.41 33.90
long 11/08/10 4/18/11 161 224.78 248.79 24.00 10.68
short 6/17/13 12/23/13 189 249.47 250.92 248.02 -1.45 -0.58 47.34
San’an Optoelectron long 1/06/20 1/27/20 21 301.11 354.26 53.14 17.65 17.65
Sinolink Secs long 12/31/12 6/17/13 168 121.45 102.18 -19.27 -15.86
long 7/28/14 8/24/15 392 185.88 258.17 72.28 38.89 16.85
China Merchants Secs short 4/18/11 3/05/12 322 191.09 168.35 216.90 25.81 13.51 13.51
China Petrol&Chem long 4/10/23 6/05/23 56 114.42 129.21 14.79 12.92 12.92
China Comms Constr short 1/27/20 9/21/20 238 131.90 119.00 146.20 14.30 10.84 10.84
Founder Secs short 3/05/18 2/04/19 336 107.71 101.85 113.91 6.20 5.75 5.75
China Rwy Constr short 1/18/10 3/01/10 42 118.85 112.95 125.06 6.21 5.23 5.23
IM Yili long 3/01/10 3/15/10 14 67.47 63.45 -4.03 -5.97
long 3/29/10 4/19/10 21 70.68 77.10 6.42 9.08 2.57
Cosco Shipping short 9/19/16 10/31/16 42 78.29 81.39 75.19 -3.10 -3.96 -3.96
Zheshang Secs long 9/21/20 1/11/21 112 247.55 232.66 -14.89 -6.02 -6.02
Shanghai Int Port long 12/23/13 2/10/14 49 91.39 85.52 -5.87 -6.42 -6.42
Zijin Mining long 4/29/24 8/12/24 105 381.13 340.79 -40.34 -10.58 -10.58
Huatai Secs long 2/04/19 8/26/19 203 321.68 287.43 -34.25 -10.65 -10.65
Bank of Shanghai short 8/26/19 1/06/20 133 132.28 146.67 117.89 -14.39 -10.88 -10.88
China Shipbuilding short 7/23/12 12/31/12 161 58.00 64.94 51.06 -6.94 -11.97 -11.97
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Shanghai Oriental long 3/05/12 7/23/12 140 227.32 170.76 -56.56 -24.88 -24.88
Poly Developments short 3/15/10 3/29/10 14 85.57 92.77 78.38 -7.19 -8.41
short 4/19/10 11/08/10 203 75.69 78.72 72.67 -3.02 -4.00
short 2/10/14 7/28/14 168 89.86 103.23 76.48 -13.38 -14.89 -25.16
SAIC Motor Corp short 8/24/15 8/01/16 343 284.61 357.03 212.19 -72.42 -25.44 -25.44
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)
write an annotation