Category

Quantitative Analysis

Feb 22
0

Daily Brief Quantitative Analysis: Toyota’s (7203 JP) Outlook and Profit Targets for Imminent Rally and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Toyota’s (7203 JP) Outlook and Profit Targets for Imminent Rally

Toyota’s (7203 JP) Outlook and Profit Targets for Imminent Rally

By Nico Rosti

  • Strong Financials: Toyota Motor (7203 JP) Q3 earnings estimates, forecasting ¥47T revenue for FY 2025, but revenue growth (3.15%) lags behind the industry average (11.93%).
  • Strategic Expansion: Investments in EV production, U.S. facility upgrades, and battery supply chain development reinforce Toyota’s long-term growth strategy.
  • Analyst Outlook: Despite modest revenue growth, Toyota’s strong financials and EV push support a potential stock rebound from recent lows. Our model supports a LONG trade
    anticipating an imminent rebound/rally.

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Feb 21
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Feb 14th): Aristocrat Leisure and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Feb 14th): Aristocrat Leisure, Treasury Wine Estates
  • Hong Kong Buybacks Weekly (Feb 21st): Zhuzhou Crrc Times Electric, Swire Pacific, Cosco Shipping

ASX Short Interest Weekly (Feb 14th): Aristocrat Leisure, Treasury Wine Estates

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Feb 14th (reported today) which has an aggregated short interest worth USD24.0bn.
  • 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 Aristocrat Leisure, Treasury Wine Estates, Sigma Pharmaceuticals, Santos, A2 Milk Company, Nextdc.

Hong Kong Buybacks Weekly (Feb 21st): Zhuzhou Crrc Times Electric, Swire Pacific, 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 Feb 21st based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Crrc Times (3898 HK), Swire Pacific (19 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), HSBC (5 HK), Cosco Shipping (1919 HK).

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Feb 19
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Feb 14th): SK Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Feb 14th): SK Hynix, Hanwha Ocean

KRX Short Interest Weekly (Feb 14th): SK Hynix, Hanwha Ocean

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Feb 14th which has an aggregated short interest worth USD3.7bn.
  • 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 SK Hynix, Hanwha Ocean.

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Feb 17
0

Daily Brief Quantitative Analysis: The Nikkei 225 Walks a Tightrope—More Upside or the End of the Run? and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • The Nikkei 225 Walks a Tightrope—More Upside or the End of the Run?
  • KRX Foreign Holding Weekly (Feb 14th): Samsung Electronics, SK Hynix, KB Financial
  • Thailand Short Interest Weekly (Feb 14th): True
  • TWSE Foreign Holding Weekly (Feb 14th): TSMC
  • TWSE Short Interest Weekly (Feb 14th): Hon Hai Precision Industry, Mediatek

The Nikkei 225 Walks a Tightrope—More Upside or the End of the Run?

By Nico Rosti

  • One month ago, in a previous insight we theorized that the Nikkei 225 (NKY INDEX) may have started a rally in September 2024, and could reach > 40398.
  • However the index continued its yo-yo dance roughly between the 37800 and 40200 boundaries – it’s not rallying, it did rally in August and September, but that was it.
  • The question is at this point is: can the index go higher? if the index pulls back, where would it be a good price area to buy?

KRX Foreign Holding Weekly (Feb 14th): Samsung Electronics, SK Hynix, KB Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Feb 14th which has an aggregated holding worth USD494.2bn.
  • We estimate that foreign flows to be outflows of USD188mln. 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, KB Financial.

Thailand Short Interest Weekly (Feb 14th): True

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Feb 14th.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 True Corporation (TRUE TB).

TWSE Foreign Holding Weekly (Feb 14th): TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Feb 14th which has an aggregated holding worth USD1,015.5bn.
  • We estimate that foreign flows to be outflows of USD1,189mln. 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 (2330 TT).

TWSE Short Interest Weekly (Feb 14th): Hon Hai Precision Industry, Mediatek

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Feb 14th 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 Hon Hai Precision Industry, Mediatek.

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Feb 16
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Feb 14th): CMB and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Feb 14th): CMB, Weichai Power, Innocare Pharma
  • HK Short Interest Weekly: Baba, BYD, Xiaomi, Lenovo, Kingsoft, HKEx, Ntes, Ascentage-B, HSBC
  • Hong Kong Connect Flows (Feb 14th): Alibaba, ICBC, Geely Automobile, BYD, Black Sesame International

A-H Premium Weekly (Feb 14th): CMB, Weichai Power, Innocare Pharma

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 90.6% as of Feb 14th.
  • The average A-H premium changed by -1.1ppt week-on-week, led by health care, communication services, real estate and offset by consumer staples.
  • We highlight weekly changes in A-H premium for CMB, Weichai Power, Innocare Pharma.

HK Short Interest Weekly: Baba, BYD, Xiaomi, Lenovo, Kingsoft, HKEx, Ntes, Ascentage-B, HSBC

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Feb 7th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Baba, BYD, Xiaomi, Lenovo, Kingsoft, HKEx, Ntes, Ascentage-B, HSBC, Techtronic Ind.

Hong Kong Connect Flows (Feb 14th): Alibaba, ICBC, Geely Automobile, BYD, Black Sesame International

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of February 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, ICBC, Geely Automobile, BYD, Black Sesame International, Tencent.

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Feb 15
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Feb 14th): HSBC and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Feb 14th): HSBC, AIA, Zhuzhou Crrc Times Electric
  • ASX Short Interest Weekly (Feb 7th): Sigma Pharmaceuticals, Apa, Computershare, Origin Energy
  • China Mobile (941 HK) Skyrockets- Is It Too Late to Jump In?

Hong Kong Buybacks Weekly (Feb 14th): HSBC, AIA, Zhuzhou Crrc Times Electric

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 14th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were HSBC (5 HK), AIA (1299 HK), Zhuzhou Crrc Times Electric (3898 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), Tencent (700 HK), HSBC (5 HK).

ASX Short Interest Weekly (Feb 7th): Sigma Pharmaceuticals, Apa, Computershare, Origin Energy

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Feb 7th (reported today) which has an aggregated short interest worth USD23.3bn.
  • 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 Sigma Pharmaceuticals, Apa, Computershare, Origin Energy, Transurban.

China Mobile (941 HK) Skyrockets- Is It Too Late to Jump In?

By Nico Rosti

  • In our previous, recent insight about China Mobile (941 HK) we correctly predicted a pullback was about to happen (it happened right after we published the insight).
  • We said “The stock should end its pull back between 72.85 and 72.25, it can be bought again from these levels. ” Actually the pullback ended much earlier (at 74.90).
  • Then the stock took off furiously, but (tactical consideration, if you were planning to go LONG) it may be too late to enter. Our models say it is WEEKLYoverbought.

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Feb 12
0

Daily Brief Quantitative Analysis: HSI Rising and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HSI Rising, CSI 300 Stalled: No Divergence, No Arbitrage, Both Show a SELL Signal
  • KRX Short Interest Weekly (Feb 7th): SK Hynix, Samsung H.I.

HSI Rising, CSI 300 Stalled: No Divergence, No Arbitrage, Both Show a SELL Signal

By Nico Rosti

KRX Short Interest Weekly (Feb 7th): SK Hynix, Samsung H.I.

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Feb 7th 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, Samsung H.I..

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Feb 10
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Feb 7th): Naver and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Feb 7th): Naver, Samsung Electronics, Hd Hyundai Electric, Hyundai Motor
  • Gold Is Extremely OVERBOUGHT—Don’t Buy Now, Pullback on the Horizon!
  • Thailand Short Interest Weekly (Feb 7th): Kasikornbank, PTT, Bangkok Bank
  • TWSE Short Interest Weekly (Feb 7th): Alchip Technologies, Yageo, Wistron, Asmedia Technology
  • TWSE Foreign Holding Weekly (Feb 7th): Alchip Technologies, Hon Hai Precision Industry, TSMC

KRX Foreign Holding Weekly (Feb 7th): Naver, Samsung Electronics, Hd Hyundai Electric, Hyundai Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Feb 7th which has an aggregated holding worth USD481.4bn.
  • We estimate that foreign flows to be outflows of USD730mln. 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 Naver, Samsung Electronics, Hd Hyundai Electric, Hyundai Motor, SK Hynix.

Gold Is Extremely OVERBOUGHT—Don’t Buy Now, Pullback on the Horizon!

By Nico Rosti

  • In a previous insight we predicted that Gold (GOLD COMDTY) was about to rally. Since then, Gold has been rising for 6 consecutive weeks.
  • Our tactical quantitative models indicate that Gold (GOLD COMDTY) is OVERBOUGHT from a WEEKLY perspective, i.e. we expect a pullback that will last 1 or more weeks.
  • In this insight we will discuss both how much it can still rise and where to buy if there is a pullback, i.e. the support levels.

Thailand Short Interest Weekly (Feb 7th): Kasikornbank, PTT, Bangkok Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Feb 7th.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 Kasikornbank, PTT, Bangkok Bank, Bangkok Expressway and Metro, Carabao, Delta Electronics, CP ALL, Minor International, Gulf Energy Development.

TWSE Short Interest Weekly (Feb 7th): Alchip Technologies, Yageo, Wistron, Asmedia Technology

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Feb 7th which has an aggregated short interest worth USD22.4bn.
  • 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 Alchip Technologies, Yageo, Wistron, Asmedia Technology, Fortune Electric, Htc, Elite Advanced Laser, Lite-On Technology.

TWSE Foreign Holding Weekly (Feb 7th): Alchip Technologies, Hon Hai Precision Industry, TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Feb 7th which has an aggregated holding worth USD1,047.9bn.
  • We estimate that foreign flows to be outflows of USD1,496mln. 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 Alchip Technologies, Hon Hai Precision Industry, TSMC, Quanta Computer, Unimicron Technology, Wistron.

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Feb 09
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Feb 7th): ZTE and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Feb 7th): ZTE, Pharmaron Beijing, SMIC, Hua Hong Semiconductor
  • HK Short Interest Weekly: Kingsoft, Fe Horizon, Smic
  • Hong Kong Connect Flows (Feb 7th): ICBC, Tencent, Xiaomi

A-H Premium Weekly (Feb 7th): ZTE, Pharmaron Beijing, SMIC, Hua Hong Semiconductor

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 91.6% as of Feb 7th.
  • The average A-H premium changed by -0.5ppt week-on-week, led by information technology, consumer staples, communication services and offset by real estate, utilities, health care.
  • We highlight weekly changes in A-H premium for ZTE, Pharmaron Beijing, SMIC, Hua Hong Semiconductor, Shandong Gold Mining.

HK Short Interest Weekly: Kingsoft, Fe Horizon, Smic

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jan 28th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Kingsoft/3888 HK, Fe Horizon/3360 HK, Smic/981 HK.

Hong Kong Connect Flows (Feb 7th): ICBC, Tencent, Xiaomi

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of February 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 ICBC/1398 HK, Tencent/700 HK, Xiaomi/1810 HK.

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Feb 08
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Feb 7th): AIA and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Feb 7th): AIA, HSBC, Cosco Shipping
  • While TSLA US Is Falling, BYD (1211HK) Is Rising (Maybe a Bit Too Fast!)

Hong Kong Buybacks Weekly (Feb 7th): AIA, HSBC, 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 Feb 7th 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), HSBC (5 HK), Cosco Shipping (1919 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), HSBC (5 HK).

While TSLA US Is Falling, BYD (1211HK) Is Rising (Maybe a Bit Too Fast!)

By Nico Rosti

  • BYD (1211 HK) has experienced a significant surge in recent days, primarily due to investor anticipation surrounding the company’s imminent announcement of its autonomous-driving strategy.
  • On Monday, at its Shenzhen headquarters, BYD is expected to unveil plans to integrate self-driving technology into its more affordable vehicle models, aiming to make autonomous-driving features a reality.
  • However, our models indicate a severe OVERBOUGHT WEEKLY state, and that means that the stock has already priced in any possible good news that could come on Monday.

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