Category

Quantitative Analysis

Nov 19
0

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Nov 14th): SoftBank and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Nov 14th): SoftBank, Mitsubishi Heavy Industries, Sanrio
  • KRX Short Interest Weekly (Nov 14th): Doosan Enerbility, HD HYUNDAI HEAVY INDUSTRIES, Alteogen

JPX Margin Trading Weekly (Nov 14th): SoftBank, Mitsubishi Heavy Industries, Sanrio

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Nov 14th. The aggregated net margin trading position is USD20,683m.
  • 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, Mitsubishi Heavy Industries, Sanrio, Mitsubishi UFJ Financial, Advantest, Kawasaki Heavy Industries, Disco, Sony, Kasumigaseki Capital, Fujikura, Softbank, Mitsubishi Heavy Industries, Sanrio.

KRX Short Interest Weekly (Nov 14th): Doosan Enerbility, HD HYUNDAI HEAVY INDUSTRIES, Alteogen

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Nov 14th. The aggregated short interest was USD11.9bn.
  • 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 Doosan Enerbility, HD HYUNDAI HEAVY INDUSTRIES, Alteogen, HanmiPharm, SK Hynix.

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Nov 17
0

Daily Brief Quantitative Analysis: TWSE Foreign Holding Weekly (Nov 14th): TSMC and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Foreign Holding Weekly (Nov 14th): TSMC, Cleanaway, Hon Hai Precision, Delta Electronics
  • HK Short Interest Weekly: AIA, Wuxi Apptec, HSCEI ETF
  • A-H Premium Weekly (Nov 14th): Ganfeng Lithium, Baiyunshan Pharma, China Life, CATL, ABC
  • KRX Foreign Holding Weekly (Nov 14th): SK Hynix, Celltrion, Alteogen, Samsung Electronics
  • HK Connect Flows Weekly (Nov 14th): Alibaba, Xiaomi, CNOOC, ICBC, Ping An Insurance, Petrochina
  • Thailand Short Interest Weekly (Nov 14th): Intouch, Bangkok Dusit, Quality Houses, CP AXTRA NVDR
  • Bursa Short Interest Weekly (Nov 14th): UEM Sunrise, Tenaga Nasional, Eco World Develop
  • TWSE Short Interest Weekly (Nov 14th): Jentech Precision Industrial, Asia Vital Components

TWSE Foreign Holding Weekly (Nov 14th): TSMC, Cleanaway, Hon Hai Precision, Delta Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 14th. The aggregated holding was USD1,348.9bn.
  • We estimate that foreign flows to be outflows of USD1,286mln. 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, Cleanaway, Hon Hai Precision, Delta Electronics, MediaTek, Cleanaway, TSMC, Hon Hai Precision, Delta Electronics, Mediatek.

HK Short Interest Weekly: AIA, Wuxi Apptec, HSCEI ETF

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Nov 7th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in AIA, Wuxi Apptec, HSCEI ETF.

A-H Premium Weekly (Nov 14th): Ganfeng Lithium, Baiyunshan Pharma, China Life, CATL, ABC

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 160 stocks over the last week. The average A-H premium was 61.1% as of Nov 14th.
  • The average A-H premium changed by -0.4ppt week-on-week, led by consumer staples, materials, information technology and offset by real estate, energy, utilities.
  • We highlight weekly changes in A-H premium for Ganfeng Lithium, Baiyunshan Pharma, China Life, CATL, ABC.

KRX Foreign Holding Weekly (Nov 14th): SK Hynix, Celltrion, Alteogen, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Nov 14th. The aggregated holding was USD813.3bn.
  • We estimate that foreign flows to be inflows of USD1,793mln. 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, Celltrion, Alteogen, Samsung Electronics, KB Financial.

HK Connect Flows Weekly (Nov 14th): Alibaba, Xiaomi, CNOOC, ICBC, Ping An Insurance, Petrochina

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 14th.
  • 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, Xiaomi, CNOOC, ICBC, Ping An Insurance, Petrochina.

Thailand Short Interest Weekly (Nov 14th): Intouch, Bangkok Dusit, Quality Houses, CP AXTRA NVDR

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Nov 14th. 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 Intouch, Bangkok Dusit, Quality Houses, CP AXTRA NVDR, Muangthai Capital, Muangthai Capital, Quality Houses, Bangkok Dusit.

Bursa Short Interest Weekly (Nov 14th): UEM Sunrise, Tenaga Nasional, Eco World Develop

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Nov 14th. The aggregated short interest is USD444m.
  • 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 UEM Sunrise, Tenaga Nasional, Eco World Develop, Genting Malaysia, CIMB.

TWSE Short Interest Weekly (Nov 14th): Jentech Precision Industrial, Asia Vital Components

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 14th. The aggregated short interest was USD28.4bn.
  • 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 Jentech Precision Industrial, Asia Vital Components, WT Microelectronics, Accton Technology, Nanya Technology, Jentech Precision Industrial, Asia Vital Components, WT Microelectronics, Accton Technology, Nanya Technology.

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Nov 15
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Nov 14th): China Feihe and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Nov 14th): China Feihe, Cosco Shipping, Sinopec

Hong Kong Buybacks Weekly (Nov 14th): China Feihe, Cosco Shipping, Sinopec

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Nov 14th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were China Feihe (6186 HK), Cosco Shipping (1919 HK), Sinopec (386 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Xiaomi (1810 HK), China Feihe (6186 HK), Cosco Shipping (1919 HK).

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Nov 14
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Nov 7th): James Hardie Industries and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Nov 7th): James Hardie Industries, Resmed Inc DRC, Charter Hall

ASX Short Interest Weekly (Nov 7th): James Hardie Industries, Resmed Inc DRC, Charter Hall

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 7th (reported today). The aggregated short interest was USD26.6bn.
  • 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 James Hardie Industries, Resmed Inc DRC, Charter Hall, Steadfast, Dexus Property.

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Nov 12
0

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Nov 7th): SoftBank and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Nov 7th): SoftBank, Advantest, Fujikura, Sanrio, Socionext
  • KRX Short Interest Weekly (Nov 7th): NAVER, SAMSUNG SDS, L&F, Samsung SDI, Alteogen

JPX Margin Trading Weekly (Nov 7th): SoftBank, Advantest, Fujikura, Sanrio, Socionext

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Nov 7th. The aggregated net margin trading position is USD20,487m.
  • 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, Advantest, Fujikura, Sanrio, Socionext, Mitsubishi Heavy Industries, Nintendo, Recruit, IHI, Nippon Telegraph and Telephone, Softbank, Advantest, Fujikura, Sanrio, Socionext.

KRX Short Interest Weekly (Nov 7th): NAVER, SAMSUNG SDS, L&F, Samsung SDI, Alteogen

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Nov 7th. The aggregated short interest was USD11.9bn.
  • 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 NAVER, SAMSUNG SDS, L&F, Samsung SDI, Alteogen.

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Nov 10
0

Daily Brief Quantitative Analysis: Thailand Short Interest Weekly (Nov 7th): Intouch and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Thailand Short Interest Weekly (Nov 7th): Intouch, Bumrungrad Hospital, Bangkok Bank, Bangkok Dusit
  • A-H Premium Weekly (Nov 7th): Beone Medicines, China Eastern Airlines, China Citic Bank
  • HK Connect Flows Weekly (Nov 7th): Xiaomi, CNOOC, SMIC, Meituan, ICBC, China Mobile, Tencent
  • KRX Foreign Holding Weekly (Nov 7th): SK Hynix, Doosan Enerbility, NAVER, Hanwha Ocean, SKSQUARE
  • TWSE Foreign Holding Weekly (Nov 7th): TSMC, Delta Electronics, MediaTek, Fubon Financial
  • TWSE Short Interest Weekly (Nov 7th): Yageo, Macronix Intl, WT Microelectronics, TSMC
  • Bursa Short Interest Weekly (Nov 7th): Ekovest, Frontken, YTL Power International, Westports
  • HK Short Interest Weekly: Csop Hsi (2X Inv), TraHK HSI ETF, Akeso

Thailand Short Interest Weekly (Nov 7th): Intouch, Bumrungrad Hospital, Bangkok Bank, Bangkok Dusit

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Nov 7th. We estimate that they had an aggregated short interest worth USD2.3bn.
  • 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 Intouch, Bumrungrad Hospital, Bangkok Bank, Bangkok Dusit, True, Bangkok Dusit, Bumrungrad Hospital, True, Bangkok Bank.

A-H Premium Weekly (Nov 7th): Beone Medicines, China Eastern Airlines, China Citic Bank

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 157 stocks over the last week. The average A-H premium was 61.6% as of Nov 7th.
  • The average A-H premium changed by -0.4ppt week-on-week, led by consumer staples, communication services, health care and offset by utilities, materials.
  • We highlight weekly changes in A-H premium for Beone Medicines, China Eastern Airlines, China Citic Bank, Foshan Haitian Flavouring And Food.

HK Connect Flows Weekly (Nov 7th): Xiaomi, CNOOC, SMIC, Meituan, ICBC, China Mobile, Tencent

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 7th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Xiaomi, CNOOC, SMIC, Meituan, ICBC, China Mobile, Tencent, Hua Hong Semiconductor.

KRX Foreign Holding Weekly (Nov 7th): SK Hynix, Doosan Enerbility, NAVER, Hanwha Ocean, SKSQUARE

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Nov 7th. The aggregated holding was USD818.4bn.
  • We estimate that foreign flows to be outflows of USD3,227mln. 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, Doosan Enerbility, NAVER, Hanwha Ocean, SKSQUARE.

TWSE Foreign Holding Weekly (Nov 7th): TSMC, Delta Electronics, MediaTek, Fubon Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 7th. The aggregated holding was USD1,377.2bn.
  • We estimate that foreign flows to be outflows of USD2,766mln. 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, Delta Electronics, MediaTek, Fubon Financial, Nanya Technology, Fubon Financial, TSMC, Delta Electronics, Mediatek, Nanya Technology.

TWSE Short Interest Weekly (Nov 7th): Yageo, Macronix Intl, WT Microelectronics, TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 7th. The aggregated short interest was USD27.6bn.
  • 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 Yageo, Macronix Intl, WT Microelectronics, TSMC, Unimicron Technology, Yageo, Macronix Intl, WT Microelectronics, TSMC, Unimicron Technology.

Bursa Short Interest Weekly (Nov 7th): Ekovest, Frontken, YTL Power International, Westports

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Nov 7th. The aggregated short interest is USD441m.
  • 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 Ekovest, Frontken, YTL Power International, Westports, Genting Malaysia.

HK Short Interest Weekly: Csop Hsi (2X Inv), TraHK HSI ETF, Akeso

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Oct 31st.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Csop Hsi (2X Inv), TraHK HSI ETF, Akeso.

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Nov 08
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Nov 7th): Cosco Shipping and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Nov 7th): Cosco Shipping, China Feihe, Sinopec

Hong Kong Buybacks Weekly (Nov 7th): Cosco Shipping, China Feihe, Sinopec

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Nov 7th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Cosco Shipping (1919 HK), China Feihe (6186 HK), Sinopec (386 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Xiaomi (1810 HK), China Feihe (6186 HK).

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Nov 07
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Oct 31st): CSL and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Oct 31st): CSL, Mineral Resources, Bluescope Steel, ALS

ASX Short Interest Weekly (Oct 31st): CSL, Mineral Resources, Bluescope Steel, ALS

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Oct 31st (reported today). The aggregated short interest was USD27.3bn.
  • 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 CSL, Mineral Resources, Bluescope Steel, ALS, Vicinity Centres Re.

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Nov 06
0

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Oct 31st): Advantest and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Oct 31st): Advantest, Kobe Bussan, Disco, Mitsubishi UFJ Financial

JPX Margin Trading Weekly (Oct 31st): Advantest, Kobe Bussan, Disco, Mitsubishi UFJ Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Oct 31st. The aggregated net margin trading position is USD18,547m.
  • 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, Kobe Bussan, Disco, Mitsubishi UFJ Financial, Fujikura, Kioxia, Keyence, Tokyo Electron, IHI, Socionext, Advantest, Kobe Bussan, Disco, Mitsubishi Ufj Financial, Fujikura.

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Nov 05
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Oct 31st): SAMSUNG LIFE and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Oct 31st): SAMSUNG LIFE, HYBE, Samsung Electronics, Samsung SDI, SKC

KRX Short Interest Weekly (Oct 31st): SAMSUNG LIFE, HYBE, Samsung Electronics, Samsung SDI, SKC

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Oct 31st. The aggregated short interest was USD12.2bn.
  • 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 SAMSUNG LIFE, HYBE, Samsung Electronics, Samsung SDI, SKC.

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