Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Pan-Asia Index Rebalances/ Events/ Delta One

Quantitative Analysis

<div><p>Total short notional in Taiwan stocks is TWD 236,932 mm (~US$7.87 bn) as of 27 February 2020.</p></div><div><p>Over the week, the largest short positions were put on in <a href="https://www.smartkarma.com/entities/yageo-corporation" target="_blank" rel="noopener" data-smartkarma-citation="entities:13212:1">Yageo Corporation (2327 TT)</a>, <a href="https://www.smartkarma.com/entities/taiwan-semiconductor-manufac" target="_blank" rel="noopener" data-smartkarma-citation="entities:11230:1">Taiwan Semiconductor Manufacturing Company (TSMC) (2330 TT)</a>, <a href="https://www.smartkarma.com/entities/macronix-international" target="_blank" rel="noopener" data-smartkarma-citation="entities:3247:1">Macronix International (2337 TT)</a> and <a href="https://www.smartkarma.com/entities/merry-electronics-co-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:15538:1">Merry Electronics (2439 TT)</a> while shorts were covered in <a href="https://www.smartkarma.com/entities/largan-precision-co-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:9126:1">Largan Precision (3008 TT)</a>, <a href="https://www.smartkarma.com/entities/catcher-technology-co-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:4957:1">Catcher Technology (2474 TT)</a>, <a href="https://www.smartkarma.com/entities/mega-financial-holding-co-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:3463:1">Mega Financial Holding Co., (2886 TT)</a> and <a href="https://www.smartkarma.com/entities/unimicron-technology-corp" target="_blank" rel="noopener" data-smartkarma-citation="entities:18778:1">Unimicron Technology (3037 TT)</a>.   <a href="https://www.smartkarma.com/entities/hon-hai-precision-industry" target="_blank" rel="noopener" data-smartkarma-citation="entities:745:1"></a></p></div><div><p>We take a look at stocks with the biggest percentage increase in short interest year to date and have short notional of at least US$10m.</p></div>

Total short notional in Taiwan stocks is TWD 236,932 mm (~US$7.87 bn) as of 27 February 2020.Over the week, the largest short positions were put on in Yageo Corporation (2327 TT), Taiwan Semiconductor Manufacturing Company (TSMC) (2330 TT), Macronix International (2337 TT) and Merry Electronics (2439 TT) while shorts were covered in Largan Precision (3008 TT), Catcher Technology (2474 TT), Mega Financial Holding Co., (2886 TT) and Unimicron Technology (3037 TT).   We take a look at stocks with the biggest percentage increase in short interest year to date and have short notional of at least US$10m.

Taiwan - Stocks with the Largest YTD Increase in Short Interest

Taiwan

Taiwan Styrene Monomer Corporation manufactures styrene monomer which is an ingredient of polystyrene.  The Company primarily markets its products in Taiwan.  Through its subsidiaries,  Taiwan Styrene Monomer also sells LCDs (Liquid Crystal Displays).

Taiwan Styrene Monomer (1310 TT)

Taiwan - Stocks with the Largest YTD Increase in Short Interest

Total short notional in Taiwan stocks is TWD 236,932 mm (~US$7.87 bn) as of 27 February 2020.Over the week, the largest short positions were put on...

Brian Freitas