Category

Quantitative Analysis

Sep 07
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Sep 6th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Sep 6th): Tencent, Meituan, AIA
  • ASX Short Interest Weekly (Aug 30th): Fortescue, Woodside Energy, National Australia Bank, Westpac

Hong Kong Buybacks Weekly (Sep 6th): Tencent, Meituan, 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 Sep 6th 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), Meituan (3690 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), Meituan (3690 HK).

ASX Short Interest Weekly (Aug 30th): Fortescue, Woodside Energy, National Australia Bank, Westpac

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Aug 30th (reported today) which has an aggregated short interest worth USD25.3bn.
  • We tabulate league table 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 Fortescue, Woodside Energy, National Australia Bank, Westpac, Aurizon, CSL, Bluescope Steel.

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Sep 04
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Aug 30th): Samsung Electronics and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Aug 30th): Samsung Electronics, Hlb, Yuhan

KRX Short Interest Weekly (Aug 30th): Samsung Electronics, Hlb, Yuhan

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Aug 30th which has an aggregated short interest worth USD5.1bn.
  • We tabulate league table 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 Samsung Electronics, Hlb, Yuhan.

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Sep 02
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Aug 30th): Sk Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Aug 30th): Sk Hynix, Samsung Electronics
  • TWSE Short Interest Weekly (Aug 30th): Ctbc Financial, Century Iron And Steel Industrial
  • TWSE Foreign Holding Weekly (Aug 30th): Mega Financial Holding, TSMC

KRX Foreign Holding Weekly (Aug 30th): Sk Hynix, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Aug 30th which has an aggregated holding worth USD581.5bn.
  • We estimate that foreign flows to be outflows of USD1,386mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Sk Hynix (000660 KS), Samsung Electronics (005930 KS).

TWSE Short Interest Weekly (Aug 30th): Ctbc Financial, Century Iron And Steel Industrial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Aug 30th which has an aggregated short interest worth USD20.7bn.
  • We tabulate league table 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 Ctbc Financial, Century Iron And Steel Industrial, Bizlink Holding, Jinan Acetate Chemical, Lotus Pharmaceutical.

TWSE Foreign Holding Weekly (Aug 30th): Mega Financial Holding, TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Aug 30th which has an aggregated holding worth USD966.3bn.
  • We estimate that foreign flows to be outflows of USD1,127mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign holding changes in Mega Financial Holding, TSMC, Ctbc Financial Holding, Quanta Computer, Hon Hai Precision Industry.

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Aug 31
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Aug 30th): Tencent, Aia, Kuaishou Technology

Hong Kong Buybacks Weekly (Aug 30th): Tencent, Aia, Kuaishou Technology

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Aug 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), Kuaishou Technology (1024 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), Hang Seng Bank (11 HK).

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Aug 30
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Aug 23rd): Goodman and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Aug 23rd): Goodman, Fortescue, Bluescope Steel, Westgold Resources

ASX Short Interest Weekly (Aug 23rd): Goodman, Fortescue, Bluescope Steel, Westgold Resources

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Aug 23rd (reported today) which has an aggregated short interest worth USD24.7bn.
  • We tabulate league table 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 Goodman, Fortescue, Bluescope Steel, Westgold Resources, Charter Hall, Aristocrat Leisure.

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Aug 28
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Aug 23rd): Hlb and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Aug 23rd): Hlb

KRX Short Interest Weekly (Aug 23rd): Hlb

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Aug 23rd which has an aggregated short interest worth USD5.2bn.
  • We tabulate league table 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 estimate the short interests to be USD 5.2bn and highlight short interest changes in Hlb (028300 KS).

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Aug 26
0

Daily Brief Quantitative Analysis: TWSE Foreign Holding Weekly (Aug 23rd): Far Eastone Telecommunications and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Foreign Holding Weekly (Aug 23rd): Far Eastone Telecommunications
  • KRX Foreign Holding Weekly (Aug 23rd): Samsungelec, Sk Hynix, Hyundaimtr
  • TWSE Short Interest Weekly (Aug 23rd): Ctbc Financial Holding, Micro-Star International

TWSE Foreign Holding Weekly (Aug 23rd): Far Eastone Telecommunications

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Aug 23rd which has an aggregated holding worth USD967.8bn.
  • We estimate that foreign flows to be outflows of USD186mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Far Eastone Telecommunications, Taiwan Semiconductor Manufacturing, Ctbc Financial Holding.

KRX Foreign Holding Weekly (Aug 23rd): Samsungelec, Sk Hynix, Hyundaimtr

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Aug 23rd which has an aggregated holding worth USD593.0bn.
  • We estimate that foreign flows to be inflows of USD995mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Samsungelec (005930 KS), Sk Hynix (000660 KS), Hyundaimtr (005380 KS).

TWSE Short Interest Weekly (Aug 23rd): Ctbc Financial Holding, Micro-Star International

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Aug 23rd which has an aggregated short interest worth USD20.4bn.
  • We tabulate league table 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 Ctbc Financial Holding, Micro-Star International, United Microelectronics Corporation, Wistron, Asia Vital Components, Evergreen Marine Corp Taiwan, Mega Financial Holding.

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Aug 24
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Aug 23rd): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Aug 23rd): Tencent, Aia, Samsonite International

Hong Kong Buybacks Weekly (Aug 23rd): Tencent, Aia, Samsonite International

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Aug 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), AIA (1299 HK), Samsonite International (1910 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), Tencent (700 HK), Meituan (3690 HK).

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Aug 23
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Aug 16th): Pro Medicus and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Aug 16th): Pro Medicus, Seek, Goodman, Endeavour, BHP, Fortescue

ASX Short Interest Weekly (Aug 16th): Pro Medicus, Seek, Goodman, Endeavour, BHP, Fortescue

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Aug 16th (reported today) which has an aggregated short interest worth USD24.2bn.
  • We tabulate league table 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 Pro Medicus, Seek, Goodman, Endeavour, BHP, Fortescue, Flight Centre.

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Aug 21
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Aug 16th): Sk Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Aug 16th): Sk Hynix

KRX Short Interest Weekly (Aug 16th): Sk Hynix

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Aug 16th which has an aggregated short interest worth USD5.3bn.
  • We tabulate league table 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 Sk Hynix (000660 KS).

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