Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: NIFTY Index Earning Revision (Sep): Wipro and more

In today’s briefing:

  • NIFTY Index Earning Revision (Sep): Wipro, BSE, HDFC Bank, InterGlobe Aviation, ICICI Bank
  • STAR50 Index Earning Revision (Sep): Biwin Storage, RAYTRON TECHNOLOGY, APT MEDICAL, TRINA SOLAR
  • CSI 300 Index Earning Revision (Sep): CHINA VANKE, CHINA RAILWAY CONSTRUCTION, COSCO SHIPPING
  • ASX Short Interest Weekly (Sep 25th): Steadfast, Wesfarmers, Macquarie, Ampol, BHP
  • CSI 100 Index Earning Revision (Sep): CHINA VANKE, COSCO SHIPPING, Longi Green, POWERCHINA
  • MS-Japan Index Earning Revision (Sep): Toyota Motor, Nippon Yusen Kabushiki Kaisha, Recruit


NIFTY Index Earning Revision (Sep): Wipro, BSE, HDFC Bank, InterGlobe Aviation, ICICI Bank

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of NIFTY in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on Wipro, BSE, HDFC Bank, InterGlobe Aviation, ICICI Bank, Adani Enterprises, Shriram Finance.

STAR50 Index Earning Revision (Sep): Biwin Storage, RAYTRON TECHNOLOGY, APT MEDICAL, TRINA SOLAR

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of STAR50 in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on Biwin Storage, RAYTRON TECHNOLOGY, APT MEDICAL, TRINA SOLAR, CAMBRICON, METAX INTEGRATED CIRCUITS, ASR MICROELECTRONICS, VeriSilicon.

CSI 300 Index Earning Revision (Sep): CHINA VANKE, CHINA RAILWAY CONSTRUCTION, COSCO SHIPPING

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of CSI 300 in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on CHINA VANKE, CHINA RAILWAY CONSTRUCTION, COSCO SHIPPING, CHINA STATE CONSTRUCTION ENGINEERING, Longi Green, CHONGQING ZHIFEI BIOLOGICAL PRODUCTS, WENS FOODSTUFF, KUNLUN TECH.

ASX Short Interest Weekly (Sep 25th): Steadfast, Wesfarmers, Macquarie, Ampol, BHP

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Sep 25th (reported today). The aggregated short interest was USD49.0bn.
  • We tabulate league tables for top short by value and short as multiple of ADT, as well as weekly increases & decreases in short value, short as multiple of ADT.
  • We highlight short interest changes in Steadfast, Wesfarmers, Macquarie, Ampol, BHP.

CSI 100 Index Earning Revision (Sep): CHINA VANKE, COSCO SHIPPING, Longi Green, POWERCHINA

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of CSI 100 in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on CHINA VANKE, COSCO SHIPPING, CHINA STATE CONSTRUCTION ENGINEERING, Longi Green, POWERCHINA, AVIC SHENYANG AIRCRAFT.

MS-Japan Index Earning Revision (Sep): Toyota Motor, Nippon Yusen Kabushiki Kaisha, Recruit

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-Japan in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on Toyota Motor, Nippon Yusen Kabushiki Kaisha, Mitsubishi UFJ Financial, Mitsui O.S.K. Lines, Recruit, Mitsubishi Chemical.

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