Category

Quantitative Analysis

Jun 18
0

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Jun 13th): Softbank and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Jun 13th): Softbank, Fast Retailing, Ihi, Advantest, Toyota Motor
  • KRX Short Interest Weekly (Jun 13th): Lg Energy Solution, Celltrion, Ecoprobm, Hanmi Semicon

JPX Margin Trading Weekly (Jun 13th): Softbank, Fast Retailing, Ihi, Advantest, Toyota Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Jun 13th. The aggregated net margin trading position is USD17,593m.
  • 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 Softbank, Fast Retailing, Ihi, Advantest, Toyota Motor, Isuzu Motors, Skylark, Fujikura, Nintendo, Mcdonald’s.

KRX Short Interest Weekly (Jun 13th): Lg Energy Solution, Celltrion, Ecoprobm, Hanmi Semicon

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Jun 13th. The aggregated short interest was USD7.6bn.
  • 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 Lg Energy Solution, Celltrion, Ecoprobm, Hanmi Semicon, Posco Chemical.

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Jun 16
0

Daily Brief Quantitative Analysis: HK Connect Flows Weekly (Jun 13th): BYD and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Connect Flows Weekly (Jun 13th): BYD, Meituan, CCB, Innovent Biologics, Petrochina, Tencent
  • A-H Premium Weekly (Jun 13th): Tigermed, Bank Of Chongqing, Sinopec Oilfield Service
  • HK Short Interest Weekly: Ping An, Catl, Cspc Pharma, Xpeng, Lenovo, Li Auto, Jd Health
  • TWSE Foreign Holding Weekly (Jun 13th): TSMC, Mediatek, Asia Vital Components
  • TWSE Short Interest Weekly (Jun 13th): Cathay Financial, Fubon Financial, Wistron, Yang Ming Marine
  • Bursa Short Interest Weekly (Jun 13th): Genting Malaysia, Axiata, Top Glove, Sp Setia, Dialog
  • KRX Foreign Holding Weekly (Jun 13th): SK Hynix, Samsung Electronics, Samsung SDI, Hanwha Aerospace
  • Thailand Short Interest Weekly (Jun 13th): TMBThanachart Bank, Bangkok Dusit

HK Connect Flows Weekly (Jun 13th): BYD, Meituan, CCB, Innovent Biologics, Petrochina, Tencent

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of June 13th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for BYD, Meituan, CCB, Innovent Biologics, Petrochina, Tencent, Xiaomi, Alibaba, Kuaishou, Xpeng.

A-H Premium Weekly (Jun 13th): Tigermed, Bank Of Chongqing, Sinopec Oilfield Service

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 155 stocks over the last week. The average A-H premium was 72.7% as of Jun 13th.
  • The average A-H premium changed by -5.0ppt week-on-week, led by consumer staples, energy, health care and offset by consumer discretionary, information technology.
  • We highlight weekly changes in A-H premium for Tigermed, Bank Of Chongqing, Sinopec Oilfield Service, Livzon Pharmaceutical, COSCO Shipping Energy.

HK Short Interest Weekly: Ping An, Catl, Cspc Pharma, Xpeng, Lenovo, Li Auto, Jd Health

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jun 6th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Ping An, Catl, Cspc Pharma, Xpeng, Lenovo, Li Auto, Jd Health.

TWSE Foreign Holding Weekly (Jun 13th): TSMC, Mediatek, Asia Vital Components

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jun 13th. The aggregated holding was USD1,057.0bn.
  • We estimate that foreign flows to be inflows of USD392mln. 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 TSMC, Mediatek, Asia Vital Components, United Integrated Services, Eva Airways, Cathay Financial, Fubon Financial, Yang Ming Marine, Chicony Electronics, Ctbc Financial.

TWSE Short Interest Weekly (Jun 13th): Cathay Financial, Fubon Financial, Wistron, Yang Ming Marine

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Jun 13th. The aggregated short interest was USD25.7bn.
  • 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 Cathay Financial, Fubon Financial, Wistron, Yang Ming Marine, Jinan Acetate Chemical, Novatek Microelectronics, Compeq Manufacturing, Nanya Technology.

Bursa Short Interest Weekly (Jun 13th): Genting Malaysia, Axiata, Top Glove, Sp Setia, Dialog

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Jun 13th. The aggregated short interest is USD349m.
  • 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 Genting Malaysia, Axiata, Top Glove, Sp Setia, Dialog.

KRX Foreign Holding Weekly (Jun 13th): SK Hynix, Samsung Electronics, Samsung SDI, Hanwha Aerospace

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Jun 13th. The aggregated holding was USD583.2bn.
  • We estimate that foreign flows to be inflows of USD3,005mln. 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 SK Hynix, Samsung Electronics, Samsung SDI, Hanwha Aerospace, Hyundai Motor.

Thailand Short Interest Weekly (Jun 13th): TMBThanachart Bank, Bangkok Dusit

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Jun 13th. We estimate that they had an aggregated short interest worth USD2.0bn.
  • 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 TMBThanachart Bank, Bangkok Dusit.

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Jun 14
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Jun 13th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Jun 13th): Tencent, AIA, Guoquan Food
  • ASX Short Interest Weekly (Jun 6th): IDP Education, Sigma Pharmaceuticals, Evolution Mining, CSL

Hong Kong Buybacks Weekly (Jun 13th): Tencent, AIA, Guoquan Food

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Jun 13th 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), Guoquan Food (2517 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).

ASX Short Interest Weekly (Jun 6th): IDP Education, Sigma Pharmaceuticals, Evolution Mining, CSL

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Jun 6th (reported yesterday). The aggregated short interest was USD27.4bn.
  • 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 IDP Education, Sigma Pharmaceuticals, Evolution Mining, CSL.

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Jun 11
0

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Jun 6th): Advantest and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Jun 6th): Advantest, Sbi Sumishin Net Bank, Toyota Industries
  • KRX Short Interest Weekly (Jun 6th): Lg Energy Solution, Celltrion, Ecoprobm, Hanmi Semicon

JPX Margin Trading Weekly (Jun 6th): Advantest, Sbi Sumishin Net Bank, Toyota Industries

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Jun 6th. The aggregated net margin trading position is USD17,477m.
  • 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 Advantest, Sbi Sumishin Net Bank, Toyota Industries, Mitsubishi Ufj Financial, Softbank, Toyota Motor, Skylark, Keyence, Nippon Yusen Kabushiki Kaisha, Mitsubishi Heavy Industries.

KRX Short Interest Weekly (Jun 6th): Lg Energy Solution, Celltrion, Ecoprobm, Hanmi Semicon

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Jun 6th. The aggregated short interest was USD0.8bn.
  • 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 Lg Energy Solution, Celltrion, Ecoprobm Co.Ltd, Hanmi Semicon, Hlb.

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Jun 09
0

Daily Brief Quantitative Analysis: HK Connect Flows Weekly (Jun 6th): Meituan and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Connect Flows Weekly (Jun 6th): Meituan, CCB, CSPC Pharma, Alibaba, Petrochina, Tencent, Xiaomi
  • A-H Premium Weekly (Jun 6th): Jiangsu Expressway, Sichuan Expressway, CICC
  • HK Short Interest Weekly: Catl, Horizonrobot, ICBC
  • TWSE Foreign Holding Weekly (Jun 6th): First Financial, Mediatek, Asia Vital Components
  • Thailand Short Interest Weekly (Jun 6th): Delta Electronics, Advanced Info Service, Krungthai Card
  • TWSE Short Interest Weekly (Jun 6th): Cathay Financial, Ctbc Financial, Fubon Financial
  • Bursa Short Interest Weekly (Jun 6th): Sime Darby Property, Ytl, Genting Malaysia, Tenaga Nasional
  • Hong Kong Buybacks Weekly (Jun 6th): Tencent, AIA, Kuaishou
  • KRX Foreign Holding Weekly (Jun 6th): SK Hynix

HK Connect Flows Weekly (Jun 6th): Meituan, CCB, CSPC Pharma, Alibaba, Petrochina, Tencent, Xiaomi

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of June 6th.
  • 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, CCB, CSPC Pharma, Alibaba, Petrochina, Tencent, Xiaomi.

A-H Premium Weekly (Jun 6th): Jiangsu Expressway, Sichuan Expressway, CICC

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 155 stocks over the last week. The average A-H premium was 78.0% as of Jun 6th.
  • The average A-H premium changed by -0.8ppt week-on-week, led by consumer staples, industrials, utilities and offset by real estate, information technology, energy.
  • We highlight weekly changes in A-H premium for Jl Mag Rare-Earth, Jiangsu Expressway, Sichuan Expressway, CICC.

HK Short Interest Weekly: Catl, Horizonrobot, ICBC

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of May 30th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Catl, Horizonrobot, ICBC, Fl2 Csop Hsi, Fi2 Csop Hsi.

TWSE Foreign Holding Weekly (Jun 6th): First Financial, Mediatek, Asia Vital Components

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jun 6th. The aggregated holding was USD1,016.4bn.
  • We estimate that foreign flows to be outflows of USD4,467mln. 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 First Financial, Mediatek, Asia Vital Components, Novatek Microelectronics, Jinan Acetate Chemical, Cathay Financial, TSMC, Ctbc Financial, Yang Ming Marine, Fubon Financial.

Thailand Short Interest Weekly (Jun 6th): Delta Electronics, Advanced Info Service, Krungthai Card

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Jun 6th. We estimate that they had an aggregated short interest worth USD1.9bn.
  • 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 Delta Electronics, Advanced Info Service, Krungthai Card, CP ALL, Ptt.

TWSE Short Interest Weekly (Jun 6th): Cathay Financial, Ctbc Financial, Fubon Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Jun 6th. The aggregated short interest was USD24.1bn.
  • 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, Ctbc Financial, Fubon Financial, Yang Ming Marine, Catcher Technology, Novatek Microelectronics, Gigabyte Technology, SCSB, Ase Industrial, Inventec.

Bursa Short Interest Weekly (Jun 6th): Sime Darby Property, Ytl, Genting Malaysia, Tenaga Nasional

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Jun 6th. The aggregated short interest is USD362m.
  • 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 Property, Ytl, Genting Malaysia, Tenaga Nasional, Petronas Chemicals.

Hong Kong Buybacks Weekly (Jun 6th): Tencent, AIA, Kuaishou

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Jun 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), AIA (1299 HK), Kuaishou (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), Cosco Shipping (1919 HK).

KRX Foreign Holding Weekly (Jun 6th): SK Hynix

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Jun 6th. The aggregated holding was USD571.3bn.
  • We estimate that foreign flows to be inflows of USD829mln. 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 SK Hynix (000660 KS).

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Jun 06
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (May 30th): Sigma Pharmaceuticals and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (May 30th): Sigma Pharmaceuticals, Evolution Mining, Westpac, Goodman

ASX Short Interest Weekly (May 30th): Sigma Pharmaceuticals, Evolution Mining, Westpac, Goodman

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of May 30th (reported today). The aggregated short interest was USD27.2bn.
  • 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 Sigma Pharmaceuticals, Evolution Mining, Westpac, Goodman, Wisetech Global, Rio Tinto, Treasury Wine Estates, Gpt, National Australia Bank.

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Jun 05
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HS TECH Index Earning Revision (May): Xiaomi, Ntes, Meituan, Jd, Smic, Horizonrobot
  • KRX Short Interest Weekly (May 30th): Hanwha Systems, Samsungf&Mins, Daewoo Shipbuilding

HS TECH Index Earning Revision (May): Xiaomi, Ntes, Meituan, Jd, Smic, Horizonrobot

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 Xiaomi, Ntes – S, Meituan, Jd – Sw, Smic, Horizonrobot, Hua Hong Semi.

KRX Short Interest Weekly (May 30th): Hanwha Systems, Samsungf&Mins, Daewoo Shipbuilding

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of May 30th. The aggregated short interest was USD6.9bn.
  • 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 Hanwha Systems, Samsungf&Mins, Daewoo Shipbuilding, Meritz Financi, Samsung Heavy Industries, Samsung Electronics, SK Hynix, Ecopro Mat.

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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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