Category

Quantitative Analysis

Jan 21
0

Daily Brief Quantitative Analysis: If the NIFTY Relief Rally Takes Off and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • If the NIFTY Relief Rally Takes Off, Check These Profit Targets

If the NIFTY Relief Rally Takes Off, Check These Profit Targets

By Nico Rosti

  • The NIFTY Index (NIFTY INDEX) may be at the start of a rally that may be a relief rally, or it may turn into something longer-term, later.
  • We focus on the short-term, WEEKLY forecast (1 to 4 weeks usually), the NIFTY is at the end of a correction that we had anticipated in a previous insight.
  • Now we want to see how far this rally can go during the next few weeks, spoiler: NOT FAR! There could be another pullback, after this rally.

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Jan 20
0

Daily Brief Quantitative Analysis: Thailand Short Interest Weekly (Jan 17th): Delta Electronics and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Thailand Short Interest Weekly (Jan 17th): Delta Electronics, Intouch, SCC, Central Pattana
  • TWSE Short Interest Weekly (Jan 17th): Hon Hai Precision Industry, Quanta Computer, Wistron
  • KRX Foreign Holding Weekly (Jan 17th): SK Hynix, Samsung Electronics
  • TWSE Foreign Holding Weekly (Jan 17th): Hon Hai Precision Industry, Quanta Computer, Mediatek

Thailand Short Interest Weekly (Jan 17th): Delta Electronics, Intouch, SCC, Central Pattana

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Jan 17th.We estimate that they had an aggregated short interest worth USD2.0bn.
  • 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 Delta Electronics, Intouch, SCC, Central Pattana, TMBThanachart Bank.

TWSE Short Interest Weekly (Jan 17th): Hon Hai Precision Industry, Quanta Computer, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Jan 17th which has an aggregated short interest worth USD21.5bn.
  • 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 Hon Hai Precision Industry, Quanta Computer, Wistron, Evergreen Marine, Wiwynn, Alchip Technologies, Bora Pharmaceuticals, Largan Precision.

KRX Foreign Holding Weekly (Jan 17th): SK Hynix, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Jan 17th which has an aggregated holding worth USD480.8bn.
  • We estimate that foreign flows to be inflows of USD50mln. We tabulate 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 SK Hynix, Samsung Electronics.

TWSE Foreign Holding Weekly (Jan 17th): Hon Hai Precision Industry, Quanta Computer, Mediatek

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jan 17th which has an aggregated holding worth USD1,034.8bn.
  • We estimate that foreign flows to be outflows of USD1,557mln. We tabulate 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 Hon Hai Precision Industry, Quanta Computer, Mediatek.

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Jan 19
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Jan 17th): Innocare Pharma and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Jan 17th): Innocare Pharma, China Eastern Airlines, Air China
  • HK Short Interest Weekly: Mnso, Ntes, HKEx, China Shenhua
  • Hong Kong Connect Flows (Jan 17th): Tencent, SMIC, Alibaba, Xiaomi, ICBC, Meituan

A-H Premium Weekly (Jan 17th): Innocare Pharma, China Eastern Airlines, Air China

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 150 stocks over the last week. The average A-H premium was 93.7% as of Jan 17th.
  • The average A-H premium changed by -0.3ppt week-on-week, led by financials, information technology, consumer discretionary and offset by consumer staples, energy.
  • We highlight weekly changes in A-H premium for Innocare Pharma, China Eastern Airlines, Air China.

HK Short Interest Weekly: Mnso, Ntes, HKEx, China Shenhua

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jan 10th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Mnso, Ntes, HKEx, China Shenhua.

Hong Kong Connect Flows (Jan 17th): Tencent, SMIC, Alibaba, Xiaomi, ICBC, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of January 17th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Tencent, SMIC, Alibaba, Xiaomi, ICBC, Meituan.

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Jan 18
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Jan 17th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Jan 17th): Tencent, AIA, Cosco Shipping

Hong Kong Buybacks Weekly (Jan 17th): Tencent, AIA, Cosco Shipping

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Jan 17th 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), Cosco Shipping (1919 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), Anta (2020 HK).

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Jan 17
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Jan 10th): BHP and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Jan 10th): BHP, Aristocrat Leisure, Origin Energy, Computershare, Dexus
  • TSMC (2330.TT) Posted Record Profits, But Our Model Flashes “OVERBOUGHT”: Should You Wait to Invest?

ASX Short Interest Weekly (Jan 10th): BHP, Aristocrat Leisure, Origin Energy, Computershare, Dexus

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Jan 10th (reported today) which has an aggregated short interest worth USD22.0bn.
  • 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 BHP, Aristocrat Leisure, Origin Energy, Computershare, Dexus Property, Jb Hi-Fi.

TSMC (2330.TT) Posted Record Profits, But Our Model Flashes “OVERBOUGHT”: Should You Wait to Invest?

By Nico Rosti

  • Taiwan Semiconductor (TSMC) (2330 TT) logged record quarterly profits, but some tactical considerations stemming from our WEEKLY model analysis suggest the stock is short-term OVERBOUGHT.
  • Both the Time Model and the Price Model are indicating the stock does not have much room to go higher before a possible pullback, maybe 1-2 more weeks, target 1143.
  • The pullback will be an opportunity to buy at slightly discounted prices, rather than pile in at the highest possible price. The long-term outlook is bullish, buy-the dip.

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Jan 15
0

Daily Brief Quantitative Analysis: Time to Buy HDFC Bank (HDFCB IN) and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Time to Buy HDFC Bank (HDFCB IN)
  • KRX Short Interest Weekly (Jan 10th): Skc, Samsung Electronics

Time to Buy HDFC Bank (HDFCB IN)

By Nico Rosti

  • HDFC Bank (HDFCB IN) has corrected > 13% from its recent peak in mid-December. Our quantitative models indicate a deeply oversold state.
  • The stock has been down for 2 weeks and has reached >75% probability of WEEKLY trend reversal, according to our models.
  • If you are already holding this stock, this could be a good opportunity to buy/accumulate, if you want to hold it long-term. A bounce should come pretty soon.

KRX Short Interest Weekly (Jan 10th): Skc, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Jan 10th which has an aggregated short interest worth USD3.6bn.
  • 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 Skc (011790 KS), Samsung Electronics (005930 KS) .

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Jan 14
0

Daily Brief Quantitative Analysis: Fast Retailing (9983) Falling Fast: Reversal on the Horizon and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Fast Retailing (9983) Falling Fast: Reversal on the Horizon
  • Northbound Flows (4Q2023): $20bn Outflows in 4Q

Fast Retailing (9983) Falling Fast: Reversal on the Horizon

By Nico Rosti

  • Fast Retailing (9983 JP) has been falling for 2 weeks, despite recent revenues favorable numbers.
  • The stock appears short-term oversold, our models are signaling a high probability of WEEKLY reversal from the current levels.
  • Our models say a rally from current levels could reach between 49638 and 51936 (conservative targets). CHECK THE VIDEO PODCAST AT THE END OF THE INSIGHT (DETAILED ANALYSIS).

Northbound Flows (4Q2023): $20bn Outflows in 4Q

By Ke Yan, CFA, FRM

  • We analyze the 4Q2023 Shanghai/Shenzhen northbound Connect flows with our data engine as the exchange changed the rule to only disclose north bound position once a quarter.
  • We estimate that the outflows in 4Q2023 were US$20,921 million and holdings were US$302 billion.
  • We highlight flows for Moutai, Yangtze Power, Catl, Gree Electric Appliances, Sungrow Power Supply.

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Jan 13
0

Daily Brief Quantitative Analysis: Is the Nasdaq100 (NDX INDEX) Correction Over? A Restart of the Uptrend May Be Just Around the Corner and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Is the Nasdaq100 (NDX INDEX) Correction Over? A Restart of the Uptrend May Be Just Around the Corner
  • KRX Foreign Holding Weekly (Jan 10th): SK Hynix, Samsung Electronics, Lg Energy Solution
  • Thailand Short Interest Weekly (Jan 10th): Delta Electronics, PTT, Bangkok Bank, Krung Thai Bank
  • TWSE Foreign Holding Weekly (Jan 10th): Mediatek, Accton Technology, TSMC, Pharmaessentia
  • TWSE Short Interest Weekly (Jan 10th): Hon Hai Precision Industry, Wiwynn, Yang Ming Marine

Is the Nasdaq100 (NDX INDEX) Correction Over? A Restart of the Uptrend May Be Just Around the Corner

By Nico Rosti

  • The Nasdaq-100 Stock Index (NDX INDEX) has closed down for 2 weeks in a row. Our models say another WEEKLY Close down will push the probability of reversal to 80%.
  • From a price model perspective the NDX‘s correction has been mild, it did not even reach the 25% probability of reversal so far. Potentially a bullish indication.
  • If the NDX continues to trend down this week, look at the 20388 support price area to start accumulation, the probability of reversal will be >50% past that point.

KRX Foreign Holding Weekly (Jan 10th): SK Hynix, Samsung Electronics, Lg Energy Solution

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Jan 10th which has an aggregated holding worth USD476.0bn.
  • We estimate that foreign flows to be inflows of USD1,290mln. We tabulate 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 SK Hynix, Samsung Electronics, Lg Energy Solution.

Thailand Short Interest Weekly (Jan 10th): Delta Electronics, PTT, Bangkok Bank, Krung Thai Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Jan 10th.We estimate that they had an aggregated short interest worth USD1.9bn.
  • 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 Delta Electronics, PTT, Bangkok Bank, Krung Thai Bank, SCB X.

TWSE Foreign Holding Weekly (Jan 10th): Mediatek, Accton Technology, TSMC, Pharmaessentia

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jan 10th which has an aggregated holding worth USD1,021.4bn.
  • We estimate that foreign flows to be inflows of USD118mln. We tabulate 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 Mediatek, Accton Technology, TSMC, Pharmaessentia, Hon Hai Precision Industry, Evergreen Marine.

TWSE Short Interest Weekly (Jan 10th): Hon Hai Precision Industry, Wiwynn, Yang Ming Marine

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Jan 10th which has an aggregated short interest worth USD20.8bn.
  • 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 Hon Hai Precision Industry, Wiwynn, Yang Ming Marine, Evergreen Marine, Hiwin Technologies, Alchip Technologies.

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Jan 12
0

Daily Brief Quantitative Analysis: HSI to Find Strong Support Between 18.8K and 17.5K: Long-Term Uptrend Set to Restart and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HSI to Find Strong Support Between 18.8K and 17.5K: Long-Term Uptrend Set to Restart
  • A-H Premium Weekly (Jan 10th): Zoomlion, Livzon Pharm, CEA, CanSinoBIO
  • HK Short Interest Weekly: Alibaba, Smoore International
  • Hong Kong Connect Flows (Jan 10th): Tencent, China Mobile, ICBC, BOC, China Shenhua Energy, Meituan

HSI to Find Strong Support Between 18.8K and 17.5K: Long-Term Uptrend Set to Restart

By Nico Rosti

  • The Hang Seng Index started a stron uptrend in 2024 and rallied >40%, peaking in early October. From there it started to downtrend and digest the previous big move.
  • If you have a look at the Hang Seng Index WEEKLY chart below you can see we have traced an hypothetical trendline that could match the QUANTCHART WEEKLY supports area.
  • The index is at a critical juncture: the long-term uptrend could restart from here, so this could be a good opportunity to re-enter or to add positions to LONG holdings.

A-H Premium Weekly (Jan 10th): Zoomlion, Livzon Pharm, CEA, CanSinoBIO

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 150 stocks over the last week. The average A-H premium was 94.0% as of Jan 10th.
  • The average A-H premium changed by 0.5ppt week-on-week, led by real estate, consumer staples, consumer discretionary and offset by information technology, communication services, energy.
  • We highlight weekly changes in A-H premium for Zoomlion, Livzon Pharm, CEA, CanSinoBIO.

HK Short Interest Weekly: Alibaba, Smoore International

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jan 3rd.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Alibaba/9988 HK  and Smoore International/6969 HK.

Hong Kong Connect Flows (Jan 10th): Tencent, China Mobile, ICBC, BOC, China Shenhua Energy, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of January 10th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Tencent, China Mobile, ICBC, BOC, China Shenhua Energy, Meituan.

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Jan 11
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Jan 10th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Jan 10th): Tencent, Anta Sports Products, AIA
  • ASX Short Interest Weekly (Jan 3rd): Paladin Energy, Santos, Ramsay Health Care, Amcor

Hong Kong Buybacks Weekly (Jan 10th): Tencent, Anta Sports Products, 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 Jan 10th 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), Anta Sports Products (2020 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), Anta Sports Products (2020 HK).

ASX Short Interest Weekly (Jan 3rd): Paladin Energy, Santos, Ramsay Health Care, Amcor

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Jan 3rd (reported today) which has an aggregated short interest worth USD21.7bn.
  • 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 Paladin Energy, Santos, Ramsay Health Care, Amcor.

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