Category

Quantitative Analysis

Jun 04
0

Daily Brief Quantitative Analysis: HSI Index Earning Revision (May): Xiaomi and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HSI Index Earning Revision (May): Xiaomi, ICBC, Tencent, China Life, Meituan, Smic
  • JPX Margin Trading Weekly (May 30th): Kawasaki Heavy Industries, Mitsubishi Ufj Financial, Disco

HSI Index Earning Revision (May): Xiaomi, ICBC, Tencent, China Life, Meituan, Smic

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of HSI 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 Xiaomi, ICBC, Tencent, China Life, Meituan, Smic.

JPX Margin Trading Weekly (May 30th): Kawasaki Heavy Industries, Mitsubishi Ufj Financial, Disco

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of May 30th. The aggregated net margin trading position is USD17,220m.
  • We tabulate league tables for top/bottom net long/short of margin trading by value, net margin buy as multiple of ADT.
  • We highlight net margin buy/sell changes in Kawasaki Heavy Industries, Mitsubishi Ufj Financial, Disco, Hitachi, Toyota Industries, Skylark, Toyota Motor, Sanrio, Ihi, Create Sd.

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Jun 03
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (May): Inflows Slowed Down and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (May): Inflows Slowed Down
  • HSCEI Index Earning Revision (May): Xiaomi, ICBC, China Life, CCB, Meituan, Smic, Beigene
  • CSI 300 Earning Revision Analysis (May): Cosco Shipping, Longi Green, Tongwei, China Railway

Hong Kong Connect Flows (May): Inflows Slowed Down

By Ke Yan, CFA, FRM

  • We analyze the monthly Hong Kong Connect flows with our data engine.
  • We tabulate the top stocks by inflows, outflows, and holding by mainland investors.
  • We highlight flows of Tencent, Meituan, Xiaomi, CCB, China Mobile.

HSCEI Index Earning Revision (May): Xiaomi, ICBC, China Life, CCB, Meituan, Smic, Beigene

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of HSCEI 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 Xiaomi, ICBC, China Life, CCB, Meituan, Smic, Beigene.

CSI 300 Earning Revision Analysis (May): Cosco Shipping, Longi Green, Tongwei, China Railway

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 Cosco Shipping, Longi Green, Tongwei, China Railway, Trina Solar, Xinjiang Daqo, TCL Zhonghuan, Jiangsu Eastern Shenghong.

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Jun 02
0

Daily Brief Quantitative Analysis: HK Connect Flows Weekly (May 30th): Meituan and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Connect Flows Weekly (May 30th): Meituan, Horizon Robotics, CCB, China Mobile, CNOOC, Tencent
  • HK Short Interest Weekly: Meituan, Bilibili, Kingsoft
  • Thailand Short Interest Weekly (May 30th): Advanced Info Service, Gulf Energy Development
  • TWSE Foreign Holding Weekly (May 30th): Wiwynn, Asia Vital Components, TSMC, Wistron
  • TWSE Short Interest Weekly (May 30th): Mediatek, Cathay Financial, Ctbc Financial, TSMC
  • KRX Foreign Holding Weekly (May 30th): Sme, Hyundai Rotem, Samsung Heavy Industries
  • Bursa Short Interest Weekly (May 30th): Sime Darby, Genting Malaysia, Bumi Armada, Ammb

HK Connect Flows Weekly (May 30th): Meituan, Horizon Robotics, CCB, China Mobile, CNOOC, Tencent

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of May 30th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Meituan, Horizon Robotics, CCB, China Mobile, CNOOC, Tencent, Alibaba, Xiaomi, BYD, AIA.

HK Short Interest Weekly: Meituan, Bilibili, Kingsoft

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of May 23rd.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Meituan (3690 HK), Bilibili (9626 HK), Kingsoft (3888 HK).

Thailand Short Interest Weekly (May 30th): Advanced Info Service, Gulf Energy Development

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of May 30th. We estimate that they had an aggregated short interest worth USD2.2bn.
  • 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 Advanced Info Service, Gulf Energy Development, Central Pattana, Cp Axtra Nvdr, Bangkok Bank.

TWSE Foreign Holding Weekly (May 30th): Wiwynn, Asia Vital Components, TSMC, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of May 30th. The aggregated holding was USD1,003.0bn.
  • We estimate that foreign flows to be outflows of USD757mln. We tabulate the league tables for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in Wiwynn, Asia Vital Components, TSMC, Wistron, Asustek Computer, Cathay Financial, Mediatek, Wan Hai Lines, Ctbc Financial, UMC.

TWSE Short Interest Weekly (May 30th): Mediatek, Cathay Financial, Ctbc Financial, TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of May 30th. The aggregated short interest was USD23.9bn.
  • 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 Mediatek, Cathay Financial, Ctbc Financial, TSMC, Yang Ming Marine, Tatung, Asia Vital Components.

KRX Foreign Holding Weekly (May 30th): Sme, Hyundai Rotem, Samsung Heavy Industries

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of May 30th. The aggregated holding was USD537.8bn.
  • We estimate that foreign flows to be inflows of USD964mln. We tabulates the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in Sme, Hyundai Rotem, Samsung Heavy Industries, Doosan Enerbility, Kakao, SK Hynix.

Bursa Short Interest Weekly (May 30th): Sime Darby, Genting Malaysia, Bumi Armada, Ammb

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of May 30th. The aggregated short interest is USD360m.
  • 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 Sime Darby, Genting Malaysia, Bumi Armada, Ammb, Genetec Technology.

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Jun 01
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (May 30th): Tigermed and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (May 30th): Tigermed, Fosun Pharma, Cosco Shipping, CSSC O&M Engineering

A-H Premium Weekly (May 30th): Tigermed, Fosun Pharma, Cosco Shipping, CSSC O&M Engineering

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 154 stocks over the last week. The average A-H premium was 79.2% as of May 30th.
  • The average A-H premium changed by -1.3ppt week-on-week, led by health care, information technology, utilities and offset by consumer staples, materials.
  • We highlight weekly changes in A-H premium for Tigermed, Fosun Pharma, Cosco Shipping, CSSC O&M Engineering, Joinn Lab, Livzon Pharmaceutical.

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May 31
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (May 30th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (May 30th): Tencent, AIA, Meituan

Hong Kong Buybacks Weekly (May 30th): Tencent, AIA, Meituan

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on May 30th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), AIA (1299 HK), Meituan (3690 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), AIA (1299 HK), Cosco Shipping (1919 HK).

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May 30
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (May 23rd): National Australia Bank and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (May 23rd): National Australia Bank, Goodman, ANZ, Asx

ASX Short Interest Weekly (May 23rd): National Australia Bank, Goodman, ANZ, Asx

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of May 23rd (reported today). The aggregated short interest was USD26.7bn.
  • 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 National Australia Bank, Goodman, ANZ, Asx.

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May 28
0

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (May 23rd): Mitsubishi Heavy Industries and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (May 23rd): Mitsubishi Heavy Industries, Kusuri No Aoki, Toyota Industries
  • KRX Short Interest Weekly (May 23rd): Celltrion, Hanmi Semi, Meritz Financi

JPX Margin Trading Weekly (May 23rd): Mitsubishi Heavy Industries, Kusuri No Aoki, Toyota Industries

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of May 23rd. The aggregated net margin trading position is USD16,904m.
  • We tabulate league tables for top/bottom net long/short of margin trading by value, net margin buy as multiple of ADT.
  • We highlight net margin buy/sell changes in Mitsubishi Heavy Industries, Kusuri No Aoki, Toyota Industries, Fujikura, Sompo, Sumitomo Mitsui Financial, Furukawa Electric, Softbank, Advantest, Mizuho Financial.

KRX Short Interest Weekly (May 23rd): Celltrion, Hanmi Semi, Meritz Financi

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of May 23rd. The aggregated short interest was USD6.7bn.
  • 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 Celltrion, Hanmi Semi, Meritz Financi, Samsung Fire & Marine Insurance, Hd Hyundai Electric, Posco Future M, Kakao.

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May 26
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (May 23rd): CATL and Hengrui Listing Lowered Premium and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (May 23rd): CATL and Hengrui Listing Lowered Premium
  • HK Short Interest Weekly: AIA, Sinopec, Bilibili, Jd, HSBC
  • Bursa Short Interest Weekly (May 23rd): Petronas Chemicals, Top Glove, Genting Malaysia, Gamuda
  • TWSE Foreign Holding Weekly (May 23rd): Bizlink, TSMC, Ctbc Financial, Yang Ming Marine, Wistron
  • KRX Foreign Holding Weekly (May 23rd): Hyosung Heavy, SK Hynix, Samsung Electronics
  • HK Connect Flows Weekly (May 23rd): CCB, China Mobile, Meituan, BOC, CMB, Tencent, Xiaomi
  • Thailand Short Interest Weekly (May 23rd): Advanced Info Service, Minor International
  • TWSE Short Interest Weekly (May 23rd): Cathay Financial, Gigabyte Technology, Nanya Technology

A-H Premium Weekly (May 23rd): CATL and Hengrui Listing Lowered Premium

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 149 stocks over the last week. The average A-H premium was 81.5% as of May 23rd.
  • The average A-H premium changed by -2.2ppt week-on-week, led by health care, consumer discretionary, industrials and offset by consumer staples, real estate, utilities.
  • We highlight weekly changes in A-H premium for Asymchem Lab, Shanghai Junshi Biosciences, Remegen, Fuyao Glass, Jiangxi Copper.

HK Short Interest Weekly: AIA, Sinopec, Bilibili, Jd, HSBC

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of May 16th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in AIA, Sinopec, Bilibili, Jd, HSBC.

Bursa Short Interest Weekly (May 23rd): Petronas Chemicals, Top Glove, Genting Malaysia, Gamuda

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of May 23rd. The aggregated short interest is USD344m.
  • 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 Petronas Chemicals, Top Glove, Genting Malaysia, Gamuda, Tenaga Nasional.

TWSE Foreign Holding Weekly (May 23rd): Bizlink, TSMC, Ctbc Financial, Yang Ming Marine, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of May 23rd. The aggregated holding was USD1,015.2bn.
  • We estimate that foreign flows to be inflows of USD826mln. We tabulate the league tables for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in Bizlink, TSMC, Ctbc Financial, Yang Ming Marine, Wistron, Mediatek.

KRX Foreign Holding Weekly (May 23rd): Hyosung Heavy, SK Hynix, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of May 23rd. The aggregated holding was USD519.5bn.
  • We estimate that foreign flows to be outflows of USD210mln. We tabulates the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in Hyosung Heavy, SK Hynix, Samsung Electronics.

HK Connect Flows Weekly (May 23rd): CCB, China Mobile, Meituan, BOC, CMB, Tencent, Xiaomi

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of May 23rd.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for CCB, China Mobile, Meituan, BOC, CMB, Tencent, Xiaomi.

Thailand Short Interest Weekly (May 23rd): Advanced Info Service, Minor International

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of May 23rd. We estimate that they had an aggregated short interest worth USD2.2bn.
  • 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 Advanced Info Service, Minor International, Central Pattana, Gulf Energy Development, True, Osotspa.

TWSE Short Interest Weekly (May 23rd): Cathay Financial, Gigabyte Technology, Nanya Technology

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of May 23rd. The aggregated short interest was USD22.5bn.
  • 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 Cathay Financial, Gigabyte Technology, Nanya Technology, Tatung.

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May 23
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (May 16th): BHP and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (May 16th): BHP, Asx, Westpac, Northern Star Resources
  • Hong Kong Buybacks Weekly (May 23rd): Tencent, Bilibili, AIA

ASX Short Interest Weekly (May 16th): BHP, Asx, Westpac, Northern Star Resources

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of May 16th (reported today). The aggregated short interest was USD26.3bn.
  • 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 BHP, Asx, Westpac, Northern Star Resources, Sigma Pharmaceuticals, Santos.

Hong Kong Buybacks Weekly (May 23rd): Tencent, Bilibili, AIA

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on May 23rd based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Bilibili (9626 HK), AIA (1299 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), AIA (1299 HK), Bilibili (9626 HK).

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May 22
0

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (May 16th): Dena and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (May 16th): Dena, Rakuten, Sumitomo Mitsui Financial, Toyota Motor

JPX Margin Trading Weekly (May 16th): Dena, Rakuten, Sumitomo Mitsui Financial, Toyota Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of May 16th. The aggregated net margin trading position is USD16,876m.
  • We tabulate league tables for top/bottom net long/short of margin trading by value, margin trading position as multiples of ADT.
  • We highlight net margin buy/sell changes in Dena, Rakuten, Sumitomo Mitsui Financial, Toyota Motor, Mitsui O.S.K. Lines, Kawasaki Heavy Industries, Mitsubishi Ufj Financial, Nippon Yusen Kabushiki Kaisha.

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