Category

Quantitative Analysis

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).

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

Sign Up for Free

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

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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.

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

Sign Up for Free

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

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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.

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

Sign Up for Free

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

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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.

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

Sign Up for Free

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

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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).

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

Sign Up for Free

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

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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.

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

Sign Up for Free

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

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


May 21
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (May 16th): Hanmi Semicon and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (May 16th): Hanmi Semicon, Celltrion, Alteogen, Hanjinkal

KRX Short Interest Weekly (May 16th): Hanmi Semicon, Celltrion, Alteogen, Hanjinkal

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of May 16th. The aggregated short interest was USD6.5bn.
  • 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 Hanmi Semicon, Celltrion, Alteogen, Hanjinkal, Lg Energy Solution, SK Hynix, Posco Future M, Samsung Electronics, Hanwha Vision.

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

Sign Up for Free

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

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


May 19
0

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Meituan and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: Meituan, AIA, Geely Auto, Jd, Cspc Pharma
  • A-H Premium Weekly (May 16th): Cosco Shipping Development, Qingdao Port International
  • Bursa Short Interest Weekly (May 16th): Dialog, Gamuda, Sime Darby Property, Inari Amertron, Wct
  • KRX Foreign Holding Weekly (May 16th): SK Hynix, Samsung Electronics, Hanwha Aerospace, Celltrion
  • Thailand Short Interest Weekly (May 16th): Tmbthanachart Bank, Scc, Advanced Info Service, CP ALL
  • TWSE Foreign Holding Weekly (May 16th): TSMC, Evergreen Marine, Yang Ming Marine, Ctbc Financial
  • TWSE Short Interest Weekly (May 16th): Tatung, Makalot Industrial, Wt Microelectronics

HK Short Interest Weekly: Meituan, AIA, Geely Auto, Jd, Cspc Pharma

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of May 9th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Meituan, AIA, Geely Auto, Jd, Cspc Pharma.

A-H Premium Weekly (May 16th): Cosco Shipping Development, Qingdao Port International

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 83.5% as of May 16th.
  • The average A-H premium changed by -0.8ppt week-on-week, led by energy, communication services, financials and offset by consumer staples.
  • We highlight weekly changes in A-H premium for Cosco Shipping Development, Qingdao Port International, Cosco Shipping, BYD.

Bursa Short Interest Weekly (May 16th): Dialog, Gamuda, Sime Darby Property, Inari Amertron, Wct

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of May 16th which has an aggregated short interest worth USD329m.
  • 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 Dialog, Gamuda, Sime Darby Property, Inari Amertron, Wct.

KRX Foreign Holding Weekly (May 16th): SK Hynix, Samsung Electronics, Hanwha Aerospace, Celltrion

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of May 16th which has an aggregated holding worth USD515.1bn.
  • We estimate that foreign flows to be inflows of USD739mln. 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, Hanwha Aerospace, Celltrion.

Thailand Short Interest Weekly (May 16th): Tmbthanachart Bank, Scc, Advanced Info Service, CP ALL

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of May 16th. We estimate that they had an aggregated short interest worth USD2.1bn.
  • 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 Tmbthanachart Bank, Scc, Advanced Info Service, CP ALL, Scb X.

TWSE Foreign Holding Weekly (May 16th): TSMC, Evergreen Marine, Yang Ming Marine, Ctbc Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of May 16th which has an aggregated holding worth USD1,018.6bn.
  • We estimate that foreign flows to be inflows of USD2,873mln. 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 TSMC, Evergreen Marine, Yang Ming Marine, Ctbc Financial, Quanta Computer.

TWSE Short Interest Weekly (May 16th): Tatung, Makalot Industrial, Wt Microelectronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of May 16th which has an aggregated short interest worth USD22.6bn.
  • 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 Tatung, Makalot Industrial, Wt Microelectronics, Gold Circuit Electronics.

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

Sign Up for Free

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

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


May 18
0

Daily Brief Quantitative Analysis: HK Connect Flows Weekly (May 16th): Biggest Weekly Outflows in a Year and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Connect Flows Weekly (May 16th): Biggest Weekly Outflows in a Year

HK Connect Flows Weekly (May 16th): Biggest Weekly Outflows in a Year

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of May 16th.
  • 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, BOC, CMB, China Shenhua Energy, CNOOC, Tencent, Xiaomi, SMIC, Cosco Shipping.

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

Sign Up for Free

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

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


May 17
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (May 16th): AIA and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (May 16th): AIA, China Hongqiao, Cosco Shipping

Hong Kong Buybacks Weekly (May 16th): AIA, China Hongqiao, 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 May 16th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), China Hongqiao (1378 HK), Cosco Shipping (1919 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), China Hongqiao (1378 HK), Cosco Shipping (1919 HK).

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

Sign Up for Free

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

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free