Share-o-matic - Assessment SSE 50 (Shanghai Stock Exchange 50)

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

	SSE 50 RS = 26 - B/S = 60/40

1/03/22	scale up chart	7/01/24

Transactions Shanghai Stock Exchange 50 in Japanese yen * 26 - 60/40 (2)

													⇐
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	50	9	531.879	311.707	907.569	375.690	71	13,381	64
					IM Yili	50	109	47.826	29.793	76.772	28.946	61	16,536	55
100							65						60
long	3/23/09	1/18/10	301		China Northern Rare	50	137	60.211	80.622		20.411	34	19,333	42
					Kangmei Pharma	50	223	37.082	61.231		24.150	65	24,718	84
100							50						63
short	1/18/10	3/01/10	42		China Rwy Constr	50	103	118.852	112.949	125.063	6.211	5	25,358	56
					China Rwy Group	50	154	80.963	77.343	84.752	3.789	5	25,941	49
100							5						52
long	3/01/10	3/15/10	14		IM Yili	50	192	67.473	63.448		-4.025	-6	25,168	-80
					AECC Aviation Power	50	68	190.683	178.265		-12.418	-7	24,324	-83
100							-6						-81
short	3/15/10	3/29/10	14		China Rwy Constr	50	109	111.366	115.844	106.888	-4.478	-4	23,836	-66
					Poly Developments	50	142	85.571	92.766	78.377	-7.195	-8	22,814	-90
100							-6						-81
long	3/29/10	4/19/10	21		IM Yili	50	161	70.681	77.100		6.419	9	23,848	353
					Kangmei Pharma	50	162	70.521	78.437		7.915	11	25,130	535
100							10						437
short	4/19/10	11/08/10	203		China Rwy Constr	50	115	108.639	92.435	127.685	19.045	18	27,320	34
					Poly Developments	50	166	75.693	78.718	72.669	-3.025	-4	26,818	-7
100							7						12
long	11/08/10	4/18/11	161		China Northern Rare	50	59	224.784	248.788		24.004	11	28,234	26
					Kangmei Pharma	50	122	110.975	90.452		-20.523	-18	25,730	-37
100							-4						-9
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/18/11	3/05/12	322		China Rwy Constr	50	146	87.715	57.416	134.005	46.290	53	32,489	62
					China Merchants Secs	50	67	191.090	168.350	216.901	25.811	14	34,218	15
100							33						38
long	3/05/12	7/23/12	140		IM Yili	50	172	99.113	79.449		-19.665	-20	30,836	-44
					Shanghai Oriental	50	75	227.324	170.764		-56.561	-25	26,594	-53
100							-22						-48
short	7/23/12	12/31/12	161		China Unicom	50	289	45.927	47.653	44.201	-1.726	-4	26,095	-8
					China Shipbuilding	50	229	58.000	64.944	51.056	-6.944	-12	24,505	-25
100							-8						-17
long	12/31/12	6/17/13	168		China Rwy Constr	50	141	86.864	71.327		-15.537	-18	22,314	-35
					Sinolink Secs	50	100	121.447	102.180		-19.267	-16	20,387	-31
100							-17						-33
short	6/17/13	12/23/13	189		China Life	50	44	230.629	252.061	209.198	-21.431	-9	19,444	-17
					China Northern Rare	50	41	249.466	250.917	248.015	-1.451	-1	19,385	-1
100							-5						-9
long	12/23/13	2/10/14	49		Shanghai Int Port	50	106	91.393	85.525		-5.869	-6	18,763	-39
					Shanghai Oriental	50	15	625.522	735.143		109.621	18	20,407	233
100							5						48
short	2/10/14	7/28/14	168		China Shenhua En	50	42	238.356	251.902	224.811	-13.546	-6	19,838	-12
					Poly Developments	50	115	89.855	103.230	76.480	-13.375	-15	18,300	-30
100							-10						-21
long	7/28/14	8/24/15	392		SAIC Motor Corp	50	31	291.087	284.610		-6.476	-2	18,099	-2
					Sinolink Secs	50	49	185.881	258.165		72.285	39	21,641	36
100							18						17
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/24/15	8/01/16	343		China Pacific Ins	50	29	367.090	411.600	322.581	-44.509	-12	20,350	-13
					SAIC Motor Corp	50	38	284.610	357.028	212.193	-72.418	-25	17,599	-27
100							-19						-20
long	8/01/16	9/19/16	49		Kweichow Moutai	50	1	4,732.009	4,589.643		-142.365	-3	17,456	-20
					SAIC Motor Corp	50	36	357.028	326.772		-30.256	-8	16,367	-48
100							-7						-42
short	9/19/16	10/31/16	42		Cosco Shipping	50	104	78.291	81.391	75.191	-3.100	-4	16,045	-30
					China Rwy Constr	50	58	140.067	159.532	120.602	-19.465	-14	14,916	-73
100							-9						-56
long	10/31/16	3/05/18	490		Kweichow Moutai	50	1	4,920.426	12,043.717		7,123.291	145	22,039	95
					China State Constr	50	89	111.100	151.192		40.093	36	25,607	26
100							72						50
short	3/05/18	2/04/19	336		Dongxing Secs	50	55	230.301	158.720	334.164	103.863	45	31,320	50
					Founder Secs	50	120	107.708	101.848	113.905	6.197	6	32,063	6
100							25						28
long	2/04/19	8/26/19	203		Huatai Secs	50	49	321.677	287.427		-34.250	-11	30,385	-18
					Shandong Gold	50	32	503.537	565.649		62.113	12	32,373	23
100							1						2
short	8/26/19	1/06/20	133		PetroChina	50	179	90.118	96.797	83.439	-6.679	-7	31,177	-19
					Bank of Shanghai	50	122	132.282	146.672	117.892	-14.390	-11	29,422	-27
100							-9						-23
long	1/06/20	1/27/20	21		Anhui Conch Cement	50	17	828.447	753.736		-74.711	-9	28,151	-81
					San’an Optoelectron	50	50	301.112	354.256		53.144	18	30,809	1,586
100							5						124
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/27/20	9/21/20	238		PetroChina	50	173	88.564	65.430	119.878	31.314	35	36,226	59
					China Comms Constr	50	117	131.904	119.005	146.201	14.297	11	37,899	17
100							23						37
long	9/21/20	1/11/21	112		Wanhua Chemical	50	16	1,170.034	1,747.295		577.261	49	47,135	269
					Zheshang Secs	50	77	247.554	232.662		-14.893	-6	45,988	-18
100							21						88
short	1/11/21	4/10/23	819		Shandong Gold	50	61	376.086	476.326	275.845	-100.240	-27	39,874	-13
					Shenzhen Goodix Tech	50	9	2,516.188	1,165.561	5,431.892	2,915.704	116	66,115	41
100							44						18
long	4/10/23	6/05/23	56		China Petrol&Chem	50	288	114.419	129.207		14.788	13	70,374	121
					Zijin Mining	50	131	252.150	221.835		-30.315	-12	66,403	-57
100							0						3
short	6/05/23	4/29/24	329		LONGi Green Energy	50	59	558.717	410.045	761.295	202.578	36	78,355	41
					Trina Solar	50	45	727.060	466.372	1,133.466	406.406	56	96,643	64
100							46						52
long	4/29/24	8/12/24	105		PetroChina	50	219	220.561	193.245		-27.316	-12	90,661	-37
					Zijin Mining	50	126	381.126	340.785		-40.340	-11	85,578	-32
100							-11						-35
accum	2/25/08	8/12/24	6669	days out of 7453 invested (89%)							756		85,578	12

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Kweichow Moutai	long	8/01/16	9/19/16	49	4,732.01	4,589.64		-142.37	-3.01	50	-1.50
	long	10/31/16	3/05/18	490	4,920.43	12,043.72		7,123.29	144.77		72.38	69.79
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		57.94	57.94
China Life	short	2/25/08	3/23/09	392	531.88	311.71	907.57	375.69	70.63		35.32
	short	6/17/13	12/23/13	189	230.63	252.06	209.20	-21.43	-9.29		-4.65	29.03
Trina Solar	short	6/05/23	4/29/24	329	727.06	466.37	1,133.47	406.41	55.90		27.95	27.95
Kangmei Pharma	long	3/23/09	1/18/10	301	37.08	61.23		24.15	65.13		32.56
	long	3/29/10	4/19/10	21	70.52	78.44		7.92	11.22		5.61
	long	11/08/10	4/18/11	161	110.98	90.45		-20.52	-18.49		-9.25	27.06
Wanhua Chemical	long	9/21/20	1/11/21	112	1,170.03	1,747.29		577.26	49.34		24.67	24.67
China Northern Rare	long	3/23/09	1/18/10	301	60.21	80.62		20.41	33.90		16.95
	long	11/08/10	4/18/11	161	224.78	248.79		24.00	10.68		5.34
	short	6/17/13	12/23/13	189	249.47	250.92	248.02	-1.45	-0.58		-0.29	22.84
Dongxing Secs	short	3/05/18	2/04/19	336	230.30	158.72	334.16	103.86	45.10		22.55	22.55
IM Yili	short	2/25/08	3/23/09	392	47.83	29.79	76.77	28.95	60.52		30.26
	long	3/01/10	3/15/10	14	67.47	63.45		-4.03	-5.97		-2.98
	long	3/29/10	4/19/10	21	70.68	77.10		6.42	9.08		4.54
	long	3/05/12	7/23/12	140	99.11	79.45		-19.66	-19.84		-9.92	19.01
LONGi Green Energy	short	6/05/23	4/29/24	329	558.72	410.04	761.30	202.58	36.26		18.13	18.13
China State Constr	long	10/31/16	3/05/18	490	111.10	151.19		40.09	36.09		18.04	18.04
China Rwy Constr	short	1/18/10	3/01/10	42	118.85	112.95	125.06	6.21	5.23		2.61
	short	3/15/10	3/29/10	14	111.37	115.84	106.89	-4.48	-4.02		-2.01
	short	4/19/10	11/08/10	203	108.64	92.43	127.68	19.05	17.53		8.77
	short	4/18/11	3/05/12	322	87.72	57.42	134.01	46.29	52.77		26.39
	long	12/31/12	6/17/13	168	86.86	71.33		-15.54	-17.89		-8.94
	short	9/19/16	10/31/16	42	140.07	159.53	120.60	-19.46	-13.90		-6.95	17.11
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Sinolink Secs	long	12/31/12	6/17/13	168	121.45	102.18		-19.27	-15.86		-7.93
	long	7/28/14	8/24/15	392	185.88	258.17		72.28	38.89		19.44	9.97
San’an Optoelectron	long	1/06/20	1/27/20	21	301.11	354.26		53.14	17.65		8.82	8.82
China Merchants Secs	short	4/18/11	3/05/12	322	191.09	168.35	216.90	25.81	13.51		6.75	6.75
China Petrol&Chem	long	4/10/23	6/05/23	56	114.42	129.21		14.79	12.92		6.46	6.46
PetroChina	short	8/26/19	1/06/20	133	90.12	96.80	83.44	-6.68	-7.41		-3.71
	short	1/27/20	9/21/20	238	88.56	65.43	119.88	31.31	35.36		17.68
	long	4/29/24	8/12/24	105	220.56	193.24		-27.32	-12.38		-6.19	6.30
China Comms Constr	short	1/27/20	9/21/20	238	131.90	119.00	146.20	14.30	10.84		5.42	5.42
Founder Secs	short	3/05/18	2/04/19	336	107.71	101.85	113.91	6.20	5.75		2.88	2.88
China Rwy Group	short	1/18/10	3/01/10	42	80.96	77.34	84.75	3.79	4.68		2.34	2.34
China Unicom	short	7/23/12	12/31/12	161	45.93	47.65	44.20	-1.73	-3.76		-1.88	-1.88
Cosco Shipping	short	9/19/16	10/31/16	42	78.29	81.39	75.19	-3.10	-3.96		-1.98	-1.98
China Shenhua En	short	2/10/14	7/28/14	168	238.36	251.90	224.81	-13.55	-5.68		-2.84	-2.84
Zheshang Secs	long	9/21/20	1/11/21	112	247.55	232.66		-14.89	-6.02		-3.01	-3.01
Shanghai Int Port	long	12/23/13	2/10/14	49	91.39	85.52		-5.87	-6.42		-3.21	-3.21
AECC Aviation Power	long	3/01/10	3/15/10	14	190.68	178.27		-12.42	-6.51		-3.26	-3.26
Anhui Conch Cement	long	1/06/20	1/27/20	21	828.45	753.74		-74.71	-9.02		-4.51	-4.51
Shanghai Oriental	long	3/05/12	7/23/12	140	227.32	170.76		-56.56	-24.88		-12.44
	long	12/23/13	2/10/14	49	625.52	735.14		109.62	17.52		8.76	-4.77
Huatai Secs	long	2/04/19	8/26/19	203	321.68	287.43		-34.25	-10.65		-5.32	-5.32
Bank of Shanghai	short	8/26/19	1/06/20	133	132.28	146.67	117.89	-14.39	-10.88		-5.44	-5.44
China Shipbuilding	short	7/23/12	12/31/12	161	58.00	64.94	51.06	-6.94	-11.97		-5.99	-5.99
China Pacific Ins	short	8/24/15	8/01/16	343	367.09	411.60	322.58	-44.51	-12.12		-6.06	-6.06
Shandong Gold	long	2/04/19	8/26/19	203	503.54	565.65		62.11	12.34		6.17
	short	1/11/21	4/10/23	819	376.09	476.33	275.85	-100.24	-26.65		-13.33	-7.98
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Zijin Mining	long	4/10/23	6/05/23	56	252.15	221.84		-30.31	-12.02		-6.01
	long	4/29/24	8/12/24	105	381.13	340.79		-40.34	-10.58		-5.29	-10.99
Poly Developments	short	3/15/10	3/29/10	14	85.57	92.77	78.38	-7.19	-8.41		-4.20
	short	4/19/10	11/08/10	203	75.69	78.72	72.67	-3.02	-4.00		-2.00
	short	2/10/14	7/28/14	168	89.86	103.23	76.48	-13.38	-14.89		-7.44	-13.11
SAIC Motor Corp	long	7/28/14	8/24/15	392	291.09	284.61		-6.48	-2.22		-1.11
	short	8/24/15	8/01/16	343	284.61	357.03	212.19	-72.42	-25.44		-12.72
	long	8/01/16	9/19/16	49	357.03	326.77		-30.26	-8.47		-4.24	-17.35

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)


	is taking down something concerning