Index Rebal/Special Situations, Quiddity Advisors

Janaghan Jeyakumar, CFA

Index Rebal/Special Situations

Quiddity Advisors

Pan-Asia Catalysts/Events

Index Rebalance

<ul>
<li>In this insight, we take look at Quiddity's expectations for index changes and capping flows for the TDIV Index for the June 2024 index rebal event.</li>
<li>Since my last insight, my index change expectations and flow expectations have changed significantly.</li>
<li>My latest estimate for one-way flow in June 2024 is US$1.06bn (down from US$1.22bn a month ago).</li>
</ul>


In this insight, we take look at Quiddity's expectations for index changes and capping flows for the TDIV Index for the June 2024 index rebal event.
Since my last insight, my index change expectations and flow expectations have changed significantly.
My latest estimate for one-way flow in June 2024 is US$1.06bn (down from US$1.22bn a month ago).


Quiddity Leaderboard TDIV Jun 24: LONGs up 6% Vs SHORTs in a Month; Time to Update

Asia Pac ECM and Index Rebal, Shenton Research

Ke Yan, CFA, FRM

Asia Pac ECM and Index Rebal

Asia Pac IPO & Placement Research, China Biotech

DZT Research

DZT Research is an independent Asia Pacific equity specialist. Our quantitative research covers index rebalancing flows, alongside exchange data analytics accross Asia Pacific. On the equity capital markets side, we focus on Asia Pacific ECM, especially biotech and TMT. Our lead analyst is frequently cited by international media.

Quantitative Analysis

<ul>
<li>We analyzed the changes in short interest of TWSE Stocks as of Mar 15th which has an aggregated short interest worth USD70.1bn.</li>
<li>We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in Wistron, Hon Hai, Asia Vital, Wt, Umc, Unimicron Tech, Wiwynn, Mediatek.</li>
</ul>


We analyzed the changes in short interest of TWSE Stocks as of Mar 15th which has an aggregated short interest worth USD70.1bn.
We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in Wistron, Hon Hai, Asia Vital, Wt, Umc, Unimicron Tech, Wiwynn, Mediatek.


TWSE Short Interest Weekly (Mar 15th): Wistron, Hon Hai, Asia Vital, Wt, Umc, Unimicron Tech, Wiwynn

<ul>
<li>We analyzed the changes in short interest of TWSE Stocks as of Mar 8th which has an aggregated short interest worth USD69.7bn.</li>
<li>We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in TSMC, ASE, Mediatek, Yageo, Faraday Tech, Chung-Hsin, Momo.Com.</li>
</ul>


We analyzed the changes in short interest of TWSE Stocks as of Mar 8th which has an aggregated short interest worth USD69.7bn.
We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in TSMC, ASE, Mediatek, Yageo, Faraday Tech, Chung-Hsin, Momo.Com.


TWSE Short Interest Weekly (Mar 8th): TSMC, ASE, Mediatek, Yageo, Faraday Tech, Chung-Hsin, Momo.Com

<ul>
<li>We analyzed the changes in short interest of TWSE Stocks as of Mar 1st which has an aggregated short interest worth USD68.0bn.</li>
<li>We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in Wiwynn, Lite-On Tech, TSMC, Shihlin Elec&amp;Eng, Evergreen Marine, Lotus.</li>
</ul>


We analyzed the changes in short interest of TWSE Stocks as of Mar 1st which has an aggregated short interest worth USD68.0bn.
We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in Wiwynn, Lite-On Tech, TSMC, Shihlin Elec&amp;Eng, Evergreen Marine, Lotus.


TWSE Short Interest Weekly (Mar 1st): Wiwynn, Lite-On Tech, TSMC, Shihlin Elec&Eng, Evergreen Marine

<ul>
<li>We analyzed the changes in short interest of TWSE Stocks as of Feb 23rd which has an aggregated short interest worth USD66.3bn.</li>
<li>We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in Novatek, Faraday Tech, Realtek Semi, Shihlin Elec&amp;Eng, Asmedia Tech, TSMC, Global Unichip, Alchip Tech.</li>
</ul>


We analyzed the changes in short interest of TWSE Stocks as of Feb 23rd which has an aggregated short interest worth USD66.3bn.
We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in Novatek, Faraday Tech, Realtek Semi, Shihlin Elec&amp;Eng, Asmedia Tech, TSMC, Global Unichip, Alchip Tech.


TWSE Short Interest Weekly (Feb 23rd): Novatek, Faraday Tech, Realtek Semi, Shihlin Elec&Eng, TSMC

Taiwan

Walsin Lihwa Corp. manufactures and markets electric wires and cables. The Company's products include bare copper cables, power cables, and aluminum alloy transmission line conductors.  Walsin Lihwa sells its products in Taiwan and exports to Southeast Asia, Hong Kong, China, Korea, and Japan.

Price Gauge
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Walsin Lihwa (1605 TT)

Quiddity Leaderboard TDIV Jun 24: LONGs up 6% Vs SHORTs in a Month; Time to Update

I expect the Top 5 inflow names to outperform the Top 5 outflow names over the next few weeks. The base date for the June 2024 review is 27th May...

Janaghan Jeyakumar, CFA

TWSE Short Interest Weekly (Mar 15th): Wistron, Hon Hai, Asia Vital, Wt, Umc, Unimicron Tech, Wiwynn

We analyzed TWSE short interest report for the past week and highlighted short interest changes in Wistron, Hon Hai, Asia Vital, Wt, Umc, Unimicron...

Ke Yan, CFA, FRM

TWSE Short Interest Weekly (Mar 8th): TSMC, ASE, Mediatek, Yageo, Faraday Tech, Chung-Hsin, Momo.Com

We analyzed TWSE short interest report for the past week and highlighted short interest changes in TSMC, ASE, Mediatek, Yageo, Faraday Tech, Chung...

Ke Yan, CFA, FRM

TWSE Short Interest Weekly (Mar 1st): Wiwynn, Lite-On Tech, TSMC, Shihlin Elec&Eng, Evergreen Marine

We analyzed TWSE short interest report for the past week and highlighted short interest changes in Wiwynn, Lite-On Tech, TSMC, Shihlin Elec&Eng,...

Ke Yan, CFA, FRM

TWSE Short Interest Weekly (Feb 23rd): Novatek, Faraday Tech, Realtek Semi, Shihlin Elec&Eng, TSMC

We analyzed TWSE short interest report for the past week and highlighted short interest changes in Novatek, Faraday Tech, Realtek Semi, Shihlin...

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)