Category

Quantitative Analysis

Sep 28
0
Smartkarma The Investment Intelligence Platform

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).

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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.

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Sep 23
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Sep 18th): SK Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Sep 18th): SK Hynix, DB HiTek, SIMMTECH, JEL, Samsung Elec (PREF)

KRX Short Interest Weekly (Sep 18th): SK Hynix, DB HiTek, SIMMTECH, JEL, Samsung Elec (PREF)

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Sep 18th. The aggregated short interest was USD18.1bn.
  • 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 SK Hynix, DB HiTek, SIMMTECH, JEL, Samsung Elec (PREF).

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Sep 21
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Sep 18th): SK Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Sep 18th): SK Hynix, Samsung Electronics, Samsung Elec (PREF), DOOSAN
  • A-H Premium Weekly (Sep 18th): Minsheng Bank, Air China, Ceb Bank, China East Air
  • Bursa Short Interest Weekly (Sep 18th): RHB Bank, JPG, Petronas Chemicals, Frontken
  • HK Short Interest Weekly: Tencent, Sun Hung Kai Properties, Ntes, CCB, Minimax, Zj Innolight, CNOOC
  • HK Connect Flows Weekly (Sep 18th): Knowledge Atlas, AIA, Innovent Bio, Beone Medicines, Cspc Pharma
  • TWSE Foreign Holding Weekly (Sep 18th): Wistron, TSMC, MediaTek, Nanya Technology, Nan Ya Plastics
  • Thailand Short Interest Weekly (Sep 18th): Delta Electronics, THAI AIRWAYS INTERNATIONAL, Bangchak
  • TWSE Short Interest Weekly (Sep 18th): Shin Kong Financial, Nan Ya Plastics, Global Unichip, UMC
  • A-Share Margin Trading Weekly (Sep 18th): CHINA MINSHENG BANKING, BOE, FUJIAN STAR-NET COMMUNICATION

KRX Foreign Holding Weekly (Sep 18th): SK Hynix, Samsung Electronics, Samsung Elec (PREF), DOOSAN

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Sep 18th. The aggregated holding was USD1,670.3bn.
  • We estimate that foreign flows to be outflows of USD8,838mln. 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, Samsung Elec (PREF), DOOSAN, Doosan Enerbility.

A-H Premium Weekly (Sep 18th): Minsheng Bank, Air China, Ceb Bank, China East Air

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 85.1% as of Sep 18th.
  • The average A-H premium changed by 1.6ppt week-on-week, led by consumer staples, communication services, information technology and offset by consumer discretionary, utilities, energy.
  • We highlight weekly changes in A-H premium for Minsheng Bank, Air China, Ceb Bank, China East Air.

Bursa Short Interest Weekly (Sep 18th): RHB Bank, JPG, Petronas Chemicals, Frontken

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Sep 18th. The aggregated short interest is USD1,478m.
  • 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 RHB Bank, JPG, Petronas Chemicals, Frontken, Kossan Rubber Industries.

HK Short Interest Weekly: Tencent, Sun Hung Kai Properties, Ntes, CCB, Minimax, Zj Innolight, CNOOC

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Sep 11th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Tencent, Sun Hung Kai Properties, Ntes, CCB, Minimax, Zj Innolight, China Mobile, CNOOC.

HK Connect Flows Weekly (Sep 18th): Knowledge Atlas, AIA, Innovent Bio, Beone Medicines, Cspc Pharma

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 18th.
  • 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, AIA, Innovent Bio, Beone Medicines, Zj Innolight, Hua Hong Semi, Cspc Pharma, Smic, Yofc, Akeso.

TWSE Foreign Holding Weekly (Sep 18th): Wistron, TSMC, MediaTek, Nanya Technology, Nan Ya Plastics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Sep 18th. The aggregated holding was USD2,281.9bn.
  • We estimate that foreign flows to be inflows of USD2,372mln. 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 Wistron, TSMC, MediaTek, Nanya Technology, Nan Ya Plastics.

Thailand Short Interest Weekly (Sep 18th): Delta Electronics, THAI AIRWAYS INTERNATIONAL, Bangchak

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Sep 18th. We estimate that they had an aggregated short interest worth USD3.4bn.
  • 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 Delta Electronics, THAI AIRWAYS INTERNATIONAL, Central Plaza Hotel, Bangchak, Advanced Info Service, Delta Electronics, Advanced Info Service.

TWSE Short Interest Weekly (Sep 18th): Shin Kong Financial, Nan Ya Plastics, Global Unichip, UMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 18th. The aggregated short interest was USD41.5bn.
  • 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 Shin Kong Financial, Nan Ya Plastics, Global Unichip, Winbond Electronics, UMC.

A-Share Margin Trading Weekly (Sep 18th): 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 18th. 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.

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Sep 19
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Sep 18th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Sep 18th): Tencent, Bidu, Link Reit

Hong Kong Buybacks Weekly (Sep 18th): Tencent, Bidu, Link Reit

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 18th 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), Link Reit (823 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), Kuaishou (1024 HK).

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Sep 18
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Sep 11th): Light & Wonder and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Sep 11th): Light & Wonder, Northern Star Resources, Predictive Discovery

ASX Short Interest Weekly (Sep 11th): Light & Wonder, Northern Star Resources, Predictive Discovery

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Sep 11th (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 Light & Wonder, Northern Star Resources, Predictive Discovery, Nextdc, Sigma Pharmaceuticals.

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Sep 17
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Sep 11th): DB HiTek and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Sep 11th): DB HiTek, SK Hynix, WONIK IPS, KEPCO E&C, Hanmi Semi

KRX Short Interest Weekly (Sep 11th): DB HiTek, SK Hynix, WONIK IPS, KEPCO E&C, Hanmi Semi

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Sep 11th. The aggregated short interest was USD18.8bn.
  • 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 DB HiTek, SK Hynix, WONIK IPS, KEPCO E&C, Hanmi Semi.

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Sep 16
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Sep 11th): Kioxia and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Sep 11th): Kioxia, SoftBank, Advantest, Mitsubishi UFJ Financial, Lintec

JPX Margin Trading Weekly (Sep 11th): Kioxia, SoftBank, Advantest, Mitsubishi UFJ Financial, Lintec

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Sep 11th. The aggregated net margin trading position is USD30,193m.
  • 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 Kioxia, SoftBank, Advantest, Mitsubishi UFJ Financial, Lintec, Nintendo, Japan Airport Terminal, Tokyo Electron, Disco, Sumitomo Mitsui Financial.

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Sep 14
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: HK Connect Flows Weekly (Sep 11th): Smic and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Connect Flows Weekly (Sep 11th): Smic, Bidu, Hua Hong Semi, Zj Innolight, Xiaomi, Tencent
  • Bursa Short Interest Weekly (Sep 11th): Malayan Banking, RHB Bank, YTL, Greatech Technology, Genting
  • TWSE Short Interest Weekly (Sep 11th): Shin Kong Financial, Alchip Technologies, Winbond Electronics
  • HK Short Interest Weekly: Tencent, Cathay Pacific Airways, Kingdee, Meituan, Ntes, Knowledge Atlas
  • KRX Foreign Holding Weekly (Sep 11th): SK Hynix, SKSQUARE, Samsung Elec (PREF), KAL, EO Technics
  • TWSE Foreign Holding Weekly (Sep 11th): TSMC, Delta Electronics, ASE Industrial, MediaTek, Wistron
  • A-Share Margin Trading Weekly (Sep 11th): PING AN INSURANCE, SAIC MOTOR, CITIC SECURITIES, Moutai
  • Thailand Short Interest Weekly (Sep 11th): Bangchak, Thai Oil, PTT GlobalChem, Indorama Ventures
  • A-H Premium Weekly (Sep 11th): Minsheng Bank, Innocare Pharma, Yofc, Citic Sec

HK Connect Flows Weekly (Sep 11th): Smic, Bidu, Hua Hong Semi, Zj Innolight, Xiaomi, Tencent

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 11th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Smic, Bidu, Hua Hong Semi, Zj Innolight, Xiaomi, Tencent, China Mobile, Innovent Bio, Zijin Mining.

Bursa Short Interest Weekly (Sep 11th): Malayan Banking, RHB Bank, YTL, Greatech Technology, Genting

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Sep 11th. The aggregated short interest is USD1,499m.
  • 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 Malayan Banking, RHB Bank, YTL, Greatech Technology, Genting.

TWSE Short Interest Weekly (Sep 11th): Shin Kong Financial, Alchip Technologies, Winbond Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 11th. The aggregated short interest was USD39.6bn.
  • 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 Shin Kong Financial, Alchip Technologies, Winbond Electronics, Asia Vital Components, Nanya Technology.

HK Short Interest Weekly: Tencent, Cathay Pacific Airways, Kingdee, Meituan, Ntes, Knowledge Atlas

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Sep 4th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Tencent, Cathay Pacific Airways, Kingdee, Meituan, Ntes, Knowledge Atlas, ABC, Shandong Gold Mining Co Lt, Sinotruk.

KRX Foreign Holding Weekly (Sep 11th): SK Hynix, SKSQUARE, Samsung Elec (PREF), KAL, EO Technics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Sep 11th. The aggregated holding was USD1,714.2bn.
  • We estimate that foreign flows to be inflows of USD1,692mln. 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, SKSQUARE, Samsung Elec (PREF), KAL, EO Technics.

TWSE Foreign Holding Weekly (Sep 11th): TSMC, Delta Electronics, ASE Industrial, MediaTek, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Sep 11th. The aggregated holding was USD2,267.8bn.
  • We estimate that foreign flows to be inflows of USD938mln. 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, ASE Industrial, MediaTek, Wistron.

A-Share Margin Trading Weekly (Sep 11th): PING AN INSURANCE, SAIC MOTOR, CITIC SECURITIES, Moutai

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of A-share stocks as of Sep 11th. The aggregated net margin trading position is USD352,965m.
  • 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 PING AN INSURANCE, SAIC MOTOR, CITIC SECURITIES, Moutai, FEILONG AUTO COMPONENTS.

Thailand Short Interest Weekly (Sep 11th): Bangchak, Thai Oil, PTT GlobalChem, Indorama Ventures

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Sep 11th. We estimate that they had an aggregated short interest worth USD3.2bn.
  • 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 Bangchak, Thai Oil, PTT GlobalChem, Indorama Ventures, Kiatnakin Phatra Bank, Thai Oil, Ptt Globalchem, Indorama Ventures, Bangchak, Kiatnakin Phatra Bank.

A-H Premium Weekly (Sep 11th): Minsheng Bank, Innocare Pharma, Yofc, Citic Sec

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 196 stocks over the last week. The average A-H premium was 83.5% as of Sep 11th.
  • The average A-H premium changed by 1.7ppt week-on-week, led by real estate, information technology, materials.
  • We highlight weekly changes in A-H premium for Minsheng Bank, Innocare Pharma, Yofc, Citic Sec.

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