Category

Quantitative Analysis

Jan 11
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Jan 10th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Jan 10th): Tencent, Anta Sports Products, AIA
  • ASX Short Interest Weekly (Jan 3rd): Paladin Energy, Santos, Ramsay Health Care, Amcor

Hong Kong Buybacks Weekly (Jan 10th): Tencent, Anta Sports Products, 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 Jan 10th 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), Anta Sports Products (2020 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), Anta Sports Products (2020 HK).

ASX Short Interest Weekly (Jan 3rd): Paladin Energy, Santos, Ramsay Health Care, Amcor

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Jan 3rd (reported today) 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 Paladin Energy, Santos, Ramsay Health Care, Amcor.

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Jan 09
0

Daily Brief Quantitative Analysis: The KOSPI Is Not Out of the Woods: WEEKLY Overbought Model Suggests an Impending Pullback and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • The KOSPI Is Not Out of the Woods: WEEKLY Overbought Model Suggests an Impending Pullback

The KOSPI Is Not Out of the Woods: WEEKLY Overbought Model Suggests an Impending Pullback

By Nico Rosti

  • The KOSPI 200 INDEX has interrupted its rally in July 2024 and it may appear ready to restart rallying, however in the very short term we have 2 possible scenarios.
  • SCENARIO 1: the index may rally a bit higher, towards 356, but it would be quite overbought, like >85% probability of reversal.
  • SCENARIO 2: the index could pullback at the beginning of the next week (or before this week’s end),  and then, after a modest pullback, start a longer-term uptrend.

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Jan 08
0

Daily Brief Quantitative Analysis: Thailand Short Interest Weekly (Jan 3rd): Cal-Comp Electronics and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Thailand Short Interest Weekly (Jan 3rd): Cal-Comp Electronics, JMT Network Services, VGI
  • HK Short Interest Weekly: Weimob, Byd Electronic, Meituan, Baba
  • KRX Short Interest Weekly (Jan 3rd): Samsung Biologics
  • TWSE Foreign Holding Weekly (Jan 3rd): TSMC, Hon Hai Precision Industry

Thailand Short Interest Weekly (Jan 3rd): Cal-Comp Electronics, JMT Network Services, VGI

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Jan 3rd.We estimate that they had an aggregated short interest worth USD1.9bn.
  • 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 Cal-Comp Electronics, JMT Network Services, VGI, Delta Electronics, CP ALL, Kasikornbank, SCC.

HK Short Interest Weekly: Weimob, Byd Electronic, Meituan, Baba

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Dec 27th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Weimob, Byd Electronic, Meituan, Baba.

KRX Short Interest Weekly (Jan 3rd): Samsung Biologics

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Jan 3rd which has an aggregated short interest worth USD3.5bn.
  • 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 Samsung Biologics (207940 KS).

TWSE Foreign Holding Weekly (Jan 3rd): TSMC, Hon Hai Precision Industry

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jan 3rd which has an aggregated holding worth USD1,009.9bn.
  • We estimate that foreign flows to be outflows of USD1,298mln. 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.

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Jan 07
0

Daily Brief Quantitative Analysis: Nikkei 225 Started To Trend Up: Where to Buy the Dip? and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Nikkei 225 Started To Trend Up: Where to Buy the Dip?

Nikkei 225 Started To Trend Up: Where to Buy the Dip?

By Nico Rosti

  • After spending the last few months going nowhere, the Nikkei 225 INDEX may have started to trend up in September 2024, now showing a series of progressively higher WEEKLY highs.
  • Currently the Nikkei 225 is pulling back (two weeks down in a row at the moment of writing), but this has to be confirmed at the Close, on Friday.
  • This pullback could be an opportunity to add positions at a favorable price and ride the uptrend to a new high > 40398 (latest high from 2 weeks ago).

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Jan 06
0

Daily Brief Quantitative Analysis: NIFTY Index Not Ready to Rally: A Pullback Will Come First and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • NIFTY Index Not Ready to Rally: A Pullback Will Come First
  • TWSE Short Interest Weekly (Jan 3rd): Realtek Semiconductor, Wisdom Marine Lines, Wiwynn
  • KRX Foreign Holding Weekly (Jan 3rd): Samsung Electronics

NIFTY Index Not Ready to Rally: A Pullback Will Come First

By Nico Rosti

  • The NIFTY Index (NIFTY INDEX) has been rallying up for 2 weeks: our QUANTCHARTS WEEKLY time model indicate there is little room left to go higher (+1 more week).
  • From the perspective of the WEEKLY price model, the NIFTY has reached overbought levels (75% probability of reversal) during the past week, but it could still go a bit higher.
  • Even if the index can rally a bit more this week, we suggest you wait for the pullback, before adding more LONG positions (the rally should continue after the pullback).

TWSE Short Interest Weekly (Jan 3rd): Realtek Semiconductor, Wisdom Marine Lines, Wiwynn

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Jan 3rd which has an aggregated short interest worth USD21.1bn.
  • 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 Realtek Semiconductor, Wisdom Marine Lines, Wiwynn, Eva Airways, Yang Ming Marine.

KRX Foreign Holding Weekly (Jan 3rd): Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Jan 3rd which has an aggregated holding worth USD457.4bn.
  • We estimate that foreign flows to be outflows of USD259mln. 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 (005930 KS) .

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Jan 05
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Jan 3rd):TEC and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Jan 3rd):TEC, CanSinoBIO, SD GOLD, CRRC.
  • Hong Kong Connect Flows (Jan 3rd): SMIC, ICBC, China Mobile, Xiaomi, CNOOC, Meituan

A-H Premium Weekly (Jan 3rd):TEC, CanSinoBIO, SD GOLD, CRRC.

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 95.0% as of Jan 3rd.
  • The average A-H premium changed by -2.1ppt week-on-week, led by information technology, utilities, materials and offset by consumer staples, communication services.
  • We highlight weekly changes in A-H premium for TEC, CanSinoBIO, SD GOLD, CRRC.

Hong Kong Connect Flows (Jan 3rd): SMIC, ICBC, China Mobile, Xiaomi, CNOOC, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of January 3rd.
  • 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, ICBC, China Mobile, Xiaomi, CNOOC, Meituan, Kuaishou Technology.

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Jan 04
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Jan 3rd): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Jan 3rd): Tencent, Anta Sports Products, AIA

Hong Kong Buybacks Weekly (Jan 3rd): Tencent, Anta Sports Products, 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 Jan 3rd 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), Anta Sports Products (2020 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), Anta Sports Products (2020 HK).

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Jan 03
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (December): $10.7bn Inflows Led by Banks and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (December): $10.7bn Inflows Led by Banks

Hong Kong Connect Flows (December): $10.7bn Inflows Led by Banks

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 CCB, Alibaba, China Mobile, ICBC, ABC.

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Jan 02
0

Daily Brief Quantitative Analysis: Gold May Be Ready to Restart Its Rally and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Gold May Be Ready to Restart Its Rally

Gold May Be Ready to Restart Its Rally

By Nico Rosti

  • Gold (GOLD COMDTY) has been pulling back for 2 weeks, this week was slightly up at the Close on Tuesday 31st of December, but it could close the week down.
  • In a previous insight in mid-December, we advised holding off on entering a LONG position in Gold and waiting for a more favorable opportunity. Now the time may be right.
  • If this WEEKLY Close for Gold is negative (or if Gold reaches an oversold support before Friday), the odds for a rally would start to look quite good.

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Jan 01
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: Tencent, Weimob, AIA, Jd, Hkex

HK Short Interest Weekly: Tencent, Weimob, AIA, Jd, Hkex

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Dec 20th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Tencent,  Weimob, AIA, Jd, Hkex.

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