Category

Quantitative Analysis

Mar 07
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Feb 28th): ANZ and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Feb 28th): ANZ, National Australia Bank, Brambles, Westpac, Seek

ASX Short Interest Weekly (Feb 28th): ANZ, National Australia Bank, Brambles, Westpac, Seek

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Feb 28th (reported today) which has an aggregated short interest worth USD22.3bn.
  • 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 ANZ, National Australia Bank, Brambles, Westpac, Seek, Endeavour, Mirvac, Mineral Resources.

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Mar 06
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Feb 28th): SK Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Feb 28th): SK Hynix, L&F, Skbs, Posco Dx

KRX Short Interest Weekly (Feb 28th): SK Hynix, L&F, Skbs, Posco Dx

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Feb 28th 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 SK Hynix, L&F, Skbs, Posco Dx.

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Mar 04
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (February): $6bn Inflows into Alibaba and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (February): $6bn Inflows into Alibaba

Hong Kong Connect Flows (February): $6bn Inflows into Alibaba

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 inflows into Alibaba, Li Auto, China Mobile and outflows from Tencent.

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Mar 03
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Feb 28th): Elite Material and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Feb 28th): Elite Material, Lotes, Chung-Hsin Electric & Machinery Mfg
  • KRX Foreign Holding Weekly (Feb 28th): Kakao, Samsung Electronics, SK Hynix, Hyundai Motor
  • Thailand Short Interest Weekly (Feb 28th): Airports of Thailand, CP Foods, PTT, Bangkok Bank
  • TWSE Foreign Holding Weekly (Feb 28th): TSMC, Hon Hai Precision Industry, Quanta Computer

TWSE Short Interest Weekly (Feb 28th): Elite Material, Lotes, Chung-Hsin Electric & Machinery Mfg

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Feb 28th 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 Elite Material, Lotes, Chung-Hsin Electric & Machinery Mfg, Pharmaessentia, Global Unichip.

KRX Foreign Holding Weekly (Feb 28th): Kakao, Samsung Electronics, SK Hynix, Hyundai Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Feb 28th which has an aggregated holding worth USD482.2bn.
  • We estimate that foreign flows to be outflows of USD951mln. 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 Kakao, Samsung Electronics, SK Hynix, Hyundai Motor.

Thailand Short Interest Weekly (Feb 28th): Airports of Thailand, CP Foods, PTT, Bangkok Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Feb 28th.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 Airports of Thailand, CP Foods, PTT, Bangkok Bank, PTT GlobalChem.

TWSE Foreign Holding Weekly (Feb 28th): TSMC, Hon Hai Precision Industry, Quanta Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Feb 28th which has an aggregated holding worth USD993.9bn.
  • We estimate that foreign flows to be outflows of USD3,316mln. 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, Hon Hai Precision Industry, Quanta Computer, Accton Technology, Unimicron Technology.

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Mar 02
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Feb 28th): Anhui Conch Cement and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Feb 28th): Anhui Conch Cement, China Galaxy Securities, Pharmaron Beijing
  • HK Short Interest Weekly: BYD, HSTECH ETF, Kingdee Int’L
  • Hong Kong Connect Flows (Feb 28th): Alibaba, Tencent, Li Auto, Xiaomi, SMIC, CNOOC

A-H Premium Weekly (Feb 28th): Anhui Conch Cement, China Galaxy Securities, Pharmaron Beijing

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 87.7% as of Feb 28th.
  • The average A-H premium changed by -0.6ppt week-on-week, led by materials, information technology, energy and offset by consumer staples, utilities, financials.
  • We highlight weekly changes in A-H premium for Anhui Conch Cement, China Galaxy Securities, Pharmaron Beijing, Maanshan Iron & Steel and Air China.

HK Short Interest Weekly: BYD, HSTECH ETF, Kingdee Int’L

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Feb 21st.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in BYD, HSTECH ETF and Kingdee Int’L.   

Hong Kong Connect Flows (Feb 28th): Alibaba, Tencent, Li Auto, Xiaomi, SMIC, CNOOC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of February 28th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Alibaba, Tencent, Li Auto, Xiaomi, SMIC, CNOOC.

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Mar 01
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Feb 28th): Swire Pacific and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Feb 28th): Swire Pacific, Aac Technologies, Swire Properties

Hong Kong Buybacks Weekly (Feb 28th): Swire Pacific, Aac Technologies, Swire Properties

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Feb 28th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Swire Pacific (19 HK), Aac Technologies (2018 HK), Swire Properties (1972 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), HSBC (5 HK), Zhuzhou Crrc Times Electric (3898 HK).

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Feb 28
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Feb 21st): Origin Energy and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Feb 21st): Origin Energy, Goodman, Aristocrat Leisure, Wesfarmers

ASX Short Interest Weekly (Feb 21st): Origin Energy, Goodman, Aristocrat Leisure, Wesfarmers

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Feb 21st (reported today) which has an aggregated short interest worth USD23.6bn.
  • 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 Origin Energy, Goodman, Aristocrat Leisure, Wesfarmers.

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Feb 26
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Feb 21st): Alteogen and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Feb 21st): Alteogen, Skc, Samsung Electronics

KRX Short Interest Weekly (Feb 21st): Alteogen, Skc, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Feb 21st which has an aggregated short interest worth USD3.9bn.
  • 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 Alteogen, Skc, Samsung Electronics.

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Feb 25
0

Daily Brief Quantitative Analysis: TSLA: Time to Buy? and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TSLA: Time to Buy?

TSLA: Time to Buy?

By Nico Rosti

  • Tesla (TSLA US) has been falling for 5 weeks in a row, this would be the sixth. Our quantitative proprietary models indicate a deeply oversold stock, possibly ready to rally.
  • A new vehicle launch, a long-awaited cheaper EV (sub $30,000) expected this year, plus refreshed Model Y sales, and unsupervised full self-driving could be good catalysts.
  • Musk’s approval ratings keep sliding daily, but many analysts think that is irrelevant and the stock’s growth story remains intact (at least in investors’ eyes…). Time to BUY?

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Feb 24
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Feb 21st): SK Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Feb 21st): SK Hynix, Hd Hyundai Heavy Industries, Hyundai Motor
  • The KOSPI 200’s Rally: Profit Targets, Where to BUY
  • Thailand Short Interest Weekly (Feb 21st): Airports of Thailand, Delta Electronics, Bangkok Bank
  • TWSE Foreign Holding Weekly (Feb 21st): TSMC, Wistron, Ase Industrial, Phoenix Silicon International
  • TWSE Short Interest Weekly (Feb 21st): Winbond Electronics, Unimicron Technology, Elite Material

KRX Foreign Holding Weekly (Feb 21st): SK Hynix, Hd Hyundai Heavy Industries, Hyundai Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Feb 21st which has an aggregated holding worth USD508.9bn.
  • We estimate that foreign flows to be outflows of USD389mln. 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, Hd Hyundai Heavy Industries, Hyundai Motor.

The KOSPI 200’s Rally: Profit Targets, Where to BUY

By Nico Rosti

  • The KOSPI 200 (KOSPI2 INDEX EQUITY) had been in a downtrend since June 2024 and only recently started to rally again for periods longer than 1 week.
  • We don’t know if the index is back to Bull Market mode, but if it is the rallies will followed by brief pullbacks, and these are opportunities to buy.
  • At the moment the KOSPI 200 is overbought, we are not saying it cannot go a bit higher but the upside should be somehow limited.

Thailand Short Interest Weekly (Feb 21st): Airports of Thailand, Delta Electronics, Bangkok Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Feb 21st.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 Airports of Thailand, Delta Electronics, Bangkok Bank, Thai Union.

TWSE Foreign Holding Weekly (Feb 21st): TSMC, Wistron, Ase Industrial, Phoenix Silicon International

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Feb 21st which has an aggregated holding worth USD1,040.8bn.
  • We estimate that foreign flows to be inflows of USD650mln. 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, Wistron, Ase Industrial, Phoenix Silicon International, Quanta Computer, Accton Technology, Alchip Technologies, Delta Electronics, Pharmaessentia.

TWSE Short Interest Weekly (Feb 21st): Winbond Electronics, Unimicron Technology, Elite Material

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Feb 21st which has an aggregated short interest worth USD22.3bn.
  • 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 Winbond Electronics, Unimicron Technology, Elite Material, Hon Hai Precision Industry, Mediatek.

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