Category

Quantitative Analysis

Oct 09
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Oct 2nd): Northern Star Resources and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Oct 2nd): Northern Star Resources, Alcoa, Wesfarmers, Brambles, Suncorp
  • KRX Short Interest Weekly (Oct 2nd): HLB, DWEC, NAVER, Samsung Elec (PREF), Doosan Enerbility

ASX Short Interest Weekly (Oct 2nd): Northern Star Resources, Alcoa, Wesfarmers, Brambles, Suncorp

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Oct 2nd (reported today). The aggregated short interest was USD50.5bn.
  • 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 Northern Star Resources, Alcoa, Wesfarmers, Brambles, Suncorp.

KRX Short Interest Weekly (Oct 2nd): HLB, DWEC, NAVER, Samsung Elec (PREF), Doosan Enerbility

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Oct 2nd. The aggregated short interest was USD19.5bn.
  • 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 HLB, DWEC, NAVER, Samsung Elec (PREF), Doosan Enerbility.

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Oct 08
0
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Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Oct 2nd): Mitsubishi UFJ Financial and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Oct 2nd): Mitsubishi UFJ Financial, Advantest, Fujikura, Lasertec

JPX Margin Trading Weekly (Oct 2nd): Mitsubishi UFJ Financial, Advantest, Fujikura, Lasertec

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Oct 2nd. The aggregated net margin trading position is USD30,228m.
  • 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 UFJ Financial, Advantest, Fujikura, Lasertec, Simplex, Furukawa Electric, Tokyo Electron, Nagoya Railroad, Taiyo Yuden, Toyota Motor.

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Oct 05
0
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Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Oct 2nd): Shin Kong Financial and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Oct 2nd): Shin Kong Financial, Gold Circuit Electronics, Wistron
  • A-Share Margin Trading Weekly (Sep 30th): ANHUI JIANGHUAI AUTOMOBILE, SICHUAN EM TECHNOLOGY
  • KRX Foreign Holding Weekly (Oct 2nd): SK Hynix, Samsung Electronics, Woori Financial
  • HK Short Interest Weekly: Zijin Gold Intl, Alibaba, CCB, Trip.Com, Meituan, BOC, Wuxi Apptec
  • Thailand Short Interest Weekly (Oct 2nd): Bumrungrad Hospital, Delta Electronics, TISCO Financial
  • TWSE Foreign Holding Weekly (Oct 2nd): MediaTek, TSMC, Zhen Ding Technology, Winbond Electronics
  • Bursa Short Interest Weekly (Oct 2nd): Nestle (Malaysia), YTL Power International, IJM, Frontken

TWSE Short Interest Weekly (Oct 2nd): Shin Kong Financial, Gold Circuit Electronics, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Oct 2nd. The aggregated short interest was USD41.4bn.
  • 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 Shin Kong Financial, Gold Circuit Electronics, Wistron, Walsin Technology, Nanya Technology.

A-Share Margin Trading Weekly (Sep 30th): ANHUI JIANGHUAI AUTOMOBILE, SICHUAN EM TECHNOLOGY

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of A-share stocks as of Sep 30th. The aggregated net margin trading position is USD352,195m.
  • 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 ANHUI JIANGHUAI AUTOMOBILE, BEIJING COMPASS TECHNOLOGY DEVELOPMENT, SICHUAN EM TECHNOLOGY, ROCKCHIP ELECTRONICS, GUIZHOU REDSTAR DEVELOPING.

KRX Foreign Holding Weekly (Oct 2nd): SK Hynix, Samsung Electronics, Woori Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Oct 2nd. The aggregated holding was USD1,724.3bn.
  • We estimate that foreign flows to be outflows of USD6,402mln. 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, Woori Financial, SamsungElecMech, Doosan Enerbility.

HK Short Interest Weekly: Zijin Gold Intl, Alibaba, CCB, Trip.Com, Meituan, BOC, Wuxi Apptec

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Sep 25th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Zijin Gold Intl, Alibaba, CCB, Trip.Com, Meituan, BOC, Wuxi Apptec, Wanguo Gold Gp.

Thailand Short Interest Weekly (Oct 2nd): Bumrungrad Hospital, Delta Electronics, TISCO Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Oct 2nd. We estimate that they had an aggregated short interest worth USD3.3bn.
  • 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 Bumrungrad Hospital, Delta Electronics, TISCO Financial, Krungthai Card, CP ALL, Delta Electronics, CP ALL, Bumrungrad Hospital, Tisco Financial.

TWSE Foreign Holding Weekly (Oct 2nd): MediaTek, TSMC, Zhen Ding Technology, Winbond Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Oct 2nd. The aggregated holding was USD2,366.8bn.
  • We estimate that foreign flows to be outflows of USD839mln. 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 MediaTek, TSMC, Zhen Ding Technology, Winbond Electronics, Delta Electronics.

Bursa Short Interest Weekly (Oct 2nd): Nestle (Malaysia), YTL Power International, IJM, Frontken

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Oct 2nd. The aggregated short interest is USD1,438m.
  • 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 Nestle (Malaysia), YTL Power International, IJM, Inari Amertron, Frontken.

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Oct 03
0
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Daily Brief Quantitative Analysis: NIKKEI 225 Index Earning Revision (Sep): Advantest and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • NIKKEI 225 Index Earning Revision (Sep): Advantest, Kioxia, Fujikura, Tokyo Electron, TDK, ARCHION
  • KOSPI 200 Index Earning Revision (Sep): Samsung Electronics, SK Innovation, KEPCO, S-Oil, KCC
  • MS-India Index Earning Revision (Sep): SWIGGY, HDFC Bank, Axis Bank, Reliance Industries
  • Hong Kong Buybacks Weekly (Oct 2nd): HSBC, Tencent, Bidu
  • MS-Japan Index Earning Revision (Sep): Toyota Motor, Nippon Yusen Kabushiki Kaisha, Recruit
  • MS-South Korea Index Earning Revision (Sep): SK Hynix, Samsung Electronics, KB Financial, KIH
  • MS-Taiwan Index Earning Revision (Sep): TSMC, UMC, Nanya Technology, Quanta Computer, Wiwynn
  • MS-Indonesia Index Earning Revision (Sep): Barito Pacific, Bukit Asam, Adaro Andalan Indonesia
  • MS-China Index Earning Revision (Sep): CCB, TENCENT, ICBC, CHINA LIFE, BOC, LONGFOR, Legend Biotech
  • MS-Australia Index Earning Revision (Sep): Woodside Energy, Santos, Rio Tinto, Qbe Insurance

NIKKEI 225 Index Earning Revision (Sep): Advantest, Kioxia, Fujikura, Tokyo Electron, TDK, ARCHION

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of NIKKEI 225 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 Advantest, Kioxia, Fujikura, Tokyo Electron, TDK, ARCHION, Nippon Yusen Kabushiki Kaisha, Mitsubishi Materials.

KOSPI 200 Index Earning Revision (Sep): Samsung Electronics, SK Innovation, KEPCO, S-Oil, KCC

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of KOSPI 200 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 Samsung Electronics, SK Innovation, KEPCO, S-Oil, KCC, LG Chem, SKCHEM.

MS-India Index Earning Revision (Sep): SWIGGY, HDFC Bank, Axis Bank, Reliance Industries

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-India 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 SWIGGY, HDFC Bank, Axis Bank, Reliance Industries, Bharti Airtel, Hindustan Petroleum, Adani Enterprises, GMR Airports.

Hong Kong Buybacks Weekly (Oct 2nd): HSBC, Tencent, Bidu

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Oct 2nd based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were HSBC (5 HK), Tencent (700 HK), Bidu (9888 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Bidu (9888 HK), Bilibili (9626 HK).

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.

MS-South Korea Index Earning Revision (Sep): SK Hynix, Samsung Electronics, KB Financial, KIH

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-South Korea 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 SK Hynix, Samsung Electronics, KB Financial, Hana Financial, KIH, LG Chem, SK Innovation, LG Energy Solution.

MS-Taiwan Index Earning Revision (Sep): TSMC, UMC, Nanya Technology, Quanta Computer, Wiwynn

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-Taiwan 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 TSMC, UMC, Nanya Technology, Quanta Computer, Phison Electronics, Wiwynn, Formosa Plastics.

MS-Indonesia Index Earning Revision (Sep): Barito Pacific, Bukit Asam, Adaro Andalan Indonesia

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-Indonesia 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 Barito Pacific, Bukit Asam, Adaro Andalan Indonesia, PT Indofood Sukses Makmur, Bank Central Asia, Merdeka Copper Gold.

MS-China Index Earning Revision (Sep): CCB, TENCENT, ICBC, CHINA LIFE, BOC, LONGFOR, Legend Biotech

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-China 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 CCB, TENCENT, ICBC, CHINA LIFE, BOC, LONGFOR, Legend Biotech, CANMAX TECHNOLOGIES.

MS-Australia Index Earning Revision (Sep): Woodside Energy, Santos, Rio Tinto, Qbe Insurance

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-Australia 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 Woodside Energy, Santos, Rio Tinto, Qbe Insurance, Aristocrat Leisure.

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Oct 02
0
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Daily Brief Quantitative Analysis: NIFTY Index Earning Revision (Sep): Wipro and more

By | Daily Briefs, Quantitative Analysis

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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Sep 30
0
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Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Sep 25th): SIMMTECH and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Sep 25th): SIMMTECH, HANWHA SYSTEMS, LG Electronics, Doosan Enerbility

KRX Short Interest Weekly (Sep 25th): SIMMTECH, HANWHA SYSTEMS, LG Electronics, Doosan Enerbility

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Sep 25th. The aggregated short interest was USD18.7bn.
  • 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 SIMMTECH, HANWHA SYSTEMS, LG Electronics, Doosan Enerbility, HyundaiEng&Const.

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Sep 29
0
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Daily Brief Quantitative Analysis: HS TECH Index Earning Revision (Sep): BIDU and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HS TECH Index Earning Revision (Sep): BIDU, TONGCHENG TRAVEL, TRIP.COM, MINIMAX, Kuaishou, LI AUTO
  • HSI Index Earning Revision (Sep): AIA, LI AUTO, PING AN, ICBC, ORIENT OVERSEAS (INTERNATIONAL), BIDU
  • HSCEI Index Earning Revision (Sep): ICBC, PING AN, BIDU, NTES, CCB, LI AUTO, HORIZONROBOT, MEITUAN

HS TECH Index Earning Revision (Sep): BIDU, TONGCHENG TRAVEL, TRIP.COM, MINIMAX, Kuaishou, LI AUTO

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of HS TECH 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 BIDU, TONGCHENG TRAVEL, TRIP.COM, MINIMAX, Kuaishou, LI AUTO, SENSETIME, NIO.

HSI Index Earning Revision (Sep): AIA, LI AUTO, PING AN, ICBC, ORIENT OVERSEAS (INTERNATIONAL), BIDU

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 AIA, LI AUTO, PING AN, ICBC, ORIENT OVERSEAS (INTERNATIONAL), LONGFOR, WEICHAI POWER, BIDU.

HSCEI Index Earning Revision (Sep): ICBC, PING AN, BIDU, NTES, CCB, LI AUTO, HORIZONROBOT, MEITUAN

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 ICBC, PING AN, BIDU, NTES, CCB, LI AUTO, HORIZONROBOT, MEITUAN.

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Sep 28
0
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Daily Brief Quantitative Analysis: HK Connect Flows Weekly (Sep 24th): Knowledge Atlas and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Connect Flows Weekly (Sep 24th): Knowledge Atlas, Bidu, AIA, Chinagoldintl, Hua Hong Semi, CNOOC
  • Bursa Short Interest Weekly (Sep 25th): CIMB, Guan Chong, Frontken, AMMB, TIME Dotcom
  • KRX Foreign Holding Weekly (Sep 25th): Samsung Electronics, SK Hynix, SamsungElecMech, SKSQUARE
  • A-Share Margin Trading Weekly (Sep 24th): CHINA MINSHENG BANKING, BOE, FUJIAN STAR-NET COMMUNICATION
  • A-H Premium Weekly (Sep 25th): Innocare Pharma, Vgt, ABC, Yofc
  • TWSE Short Interest Weekly (Sep 25th): Shin Kong Financial, Zhen Ding Technology, ASE Industrial
  • HK Short Interest Weekly: Lenovo, Knowledge Atlas, ABC, AIA, HKEx, China Resources Land, Trip.Com
  • Thailand Short Interest Weekly (Sep 25th): Delta Electronics, Minor International, Bangkok Dusit
  • TWSE Foreign Holding Weekly (Sep 24th): MediaTek, Unimicron Technology, ASE Industrial

HK Connect Flows Weekly (Sep 24th): Knowledge Atlas, Bidu, AIA, Chinagoldintl, Hua Hong Semi, CNOOC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 24th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Knowledge Atlas, Bidu, AIA, Chinagoldintl, Hua Hong Semi, CNOOC, China Resources Land, Petrochina, Xiaomi.

Bursa Short Interest Weekly (Sep 25th): CIMB, Guan Chong, Frontken, AMMB, TIME Dotcom

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Sep 25th. The aggregated short interest is USD1,514m.
  • 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 CIMB, Guan Chong, Frontken, AMMB, TIME Dotcom.

KRX Foreign Holding Weekly (Sep 25th): Samsung Electronics, SK Hynix, SamsungElecMech, SKSQUARE

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Sep 25th. The aggregated holding was USD1,755.4bn.
  • We estimate that foreign flows to be inflows of USD1,304mln. 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 Samsung Electronics, SK Hynix, SamsungElecMech, SKSQUARE, LG Electronics.

A-Share Margin Trading Weekly (Sep 24th): CHINA MINSHENG BANKING, BOE, FUJIAN STAR-NET COMMUNICATION

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of A-share stocks as of Sep 24th. The aggregated net margin trading position is USD352,843m.
  • 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 CHINA MINSHENG BANKING, BOE, FUJIAN STAR-NET COMMUNICATION, CATL, JIANGSU HENGRUI MEDICINE.

A-H Premium Weekly (Sep 25th): Innocare Pharma, Vgt, ABC, Yofc

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 195 stocks over the last week. The average A-H premium was 85.5% as of Sep 25th.
  • The average A-H premium changed by 0.5ppt week-on-week, led by communication services, real estate, materials and offset by industrials.
  • We highlight weekly changes in A-H premium for Innocare Pharma, Vgt, ABC, Yofc.

TWSE Short Interest Weekly (Sep 25th): Shin Kong Financial, Zhen Ding Technology, ASE Industrial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 25th. The aggregated short interest was USD41.3bn.
  • 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 Shin Kong Financial, Zhen Ding Technology, ASE Industrial, Nan Ya Plastics, Wistron.

HK Short Interest Weekly: Lenovo, Knowledge Atlas, ABC, AIA, HKEx, China Resources Land, Trip.Com

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Sep 18th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Lenovo, Knowledge Atlas, ABC, AIA, HKEx, China Resources Land, Trip.Com, Bidu, Cicc.

Thailand Short Interest Weekly (Sep 25th): Delta Electronics, Minor International, Bangkok Dusit

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Sep 25th. We estimate that they had an aggregated short interest worth USD3.5bn.
  • 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 Delta Electronics, Minor International, Bangkok Dusit, Gulf Energy Development, IRPC, Delta Electronics, Gulf Energy Development, Bangkok Dusit, Irpc, Minor International.

TWSE Foreign Holding Weekly (Sep 24th): MediaTek, Unimicron Technology, ASE Industrial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Sep 24th. The aggregated holding was USD2,357.7bn.
  • We estimate that foreign flows to be inflows of USD3,743mln. 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 MediaTek, Unimicron Technology, Kinsus Interconnect Technology, ASE Industrial, PharmaEssentia.

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Sep 26
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Sep 25th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Sep 25th): Tencent, Bidu, Xiaomi, Bosideng

Hong Kong Buybacks Weekly (Sep 25th): Tencent, Bidu, Xiaomi, Bosideng

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 25th 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), Bidu (9888 HK), Xiaomi (1810 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Bilibili (9626 HK), Bidu (9888 HK).

💡 Before it’s here, it’s on Smartkarma

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The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

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  • ✓ Events & Webinars
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Sep 25
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Sep 18th): Codan and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Sep 18th): Codan, Sunrise Energy Metals, TPG Telecom, Qbe Insurance

ASX Short Interest Weekly (Sep 18th): Codan, Sunrise Energy Metals, TPG Telecom, Qbe Insurance

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Sep 18th (reported today). The aggregated short interest was USD49.8bn.
  • 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 Codan, Sunrise Energy Metals, TPG Telecom, Qbe Insurance, EQ Resources.

💡 Before it’s here, it’s on Smartkarma

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The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
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  • ✓ Company Data and News
  • ✓ Events & Webinars
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