Category

Quantitative Analysis

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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Dec 31
0

Daily Brief Quantitative Analysis: Will Bitcoin Hold Above $90K? Key Support Levels to Watch This Week and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Will Bitcoin Hold Above $90K? Key Support Levels to Watch This Week

Will Bitcoin Hold Above $90K? Key Support Levels to Watch This Week

By Nico Rosti

  • Bitcoin (XBTUSD CURNCY)  has been pulling back for 2 weeks, and could fall for another week, strong support will be found after the 3rd WEEKLY close down.
  • From a price perspective, our model indicates that Bitcoin has currently 53% probability of WEEKLY reversal from the 93.5k support area, and strong support at 87568 (75%).
  • If the cryptocurrency starts to rally, it could go could to 98186 (75% probability of reversal). Higher prices are certainly possible but the resistance is strong ater 98186 (read on…).

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Dec 30
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Dec 27th): Evergreen Marine and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Dec 27th): Evergreen Marine, Yang Ming Marine, SCSB, Asia Vital
  • KRX Foreign Holding Weekly (Dec 27th): Samsung Electronics, KIA
  • Thailand Short Interest Weekly (Dec 27th): Bangchak, Gulf Energy Development
  • TWSE Foreign Holding Weekly (Dec 27th): TSMC, FENC, Mediatek, Elite Material, Alchip Technologies

TWSE Short Interest Weekly (Dec 27th): Evergreen Marine, Yang Ming Marine, SCSB, Asia Vital

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Dec 27th 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 Evergreen Marine, Yang Ming Marine, Shanghai Commercial & Savings Bank, Asia Vital Components, Alchip Technologies, Far Eastern New Century, Wiwynn, Walsin Lihwa.

KRX Foreign Holding Weekly (Dec 27th): Samsung Electronics, KIA

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Dec 27th which has an aggregated holding worth USD452.8bn.
  • We estimate that foreign flows to be outflows of USD840mln. 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, KIA.

Thailand Short Interest Weekly (Dec 27th): Bangchak, Gulf Energy Development

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Dec 27th.We estimate that they had an aggregated short interest worth USD2.1bn.
  • 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 Bangchak, Gulf Energy Development.

TWSE Foreign Holding Weekly (Dec 27th): TSMC, FENC, Mediatek, Elite Material, Alchip Technologies

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Dec 27th which has an aggregated holding worth USD1,030.0bn.
  • We estimate that foreign flows to be inflows of USD1,768mln. 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, Far Eastern New Century, Mediatek, Elite Material, Alchip Technologies, Yang Ming Marine, Evergreen Marine, Eva Airways, Hua Nan Financial.

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Dec 29
0

Daily Brief Quantitative Analysis: How Much Higher Can TSLA Go? A Pullback Could Hit in Two Weeks and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • How Much Higher Can TSLA Go? A Pullback Could Hit in Two Weeks
  • A-H Premium Weekly (Dec 27th): China Southern Air, Guolian Securities, GWM, SMIC, Pharmaron, ZTE
  • Hong Kong Connect Flows (Dec 27th): Tencent, SMIC, China Mobile, ICBC, Weimob, Alibaba

How Much Higher Can TSLA Go? A Pullback Could Hit in Two Weeks

By Nico Rosti

  • Tesla (TSLA US) has been completelly defying gravity law in the weeks past the US Elections. If you are a long-term TSLA holder you may want to cover soon.
  • The rally may encounter strong resistance in the next 2 weeks, a pullback could happen in that time frame.
  • The analysis of our QUANTCHARTS can help pinpoint the support levels where to add positions again to existing TSLA holdings.

A-H Premium Weekly (Dec 27th): China Southern Air, Guolian Securities, GWM, SMIC, Pharmaron, ZTE

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 97.3% as of Dec 27th.
  • The average A-H premium changed by -3.2ppt week-on-week, led by consumer staples, information technology, real estate.
  • We highlight weekly changes in A-H premium for China Southern Air, Guolian Securities, GWM, SMIC, Pharmaron, ZTE, Tigermed.

Hong Kong Connect Flows (Dec 27th): Tencent, SMIC, China Mobile, ICBC, Weimob, Alibaba

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of December 27th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Tencent, SMIC, China Mobile, ICBC, Weimob, Alibaba.

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Dec 28
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Dec 27th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Dec 27th): Tencent, Kuaishou Technology, AIA

Hong Kong Buybacks Weekly (Dec 27th): Tencent, Kuaishou Technology, 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 Dec 27th 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), Kuaishou Technology (1024 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), Kuaishou Technology (1024 HK).

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Dec 27
0

Daily Brief Quantitative Analysis: US 10-Year Treasuries OVERSOLD: Where to Enter LONG for a Potential Rally and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • US 10-Year Treasuries OVERSOLD: Where to Enter LONG for a Potential Rally

US 10-Year Treasuries OVERSOLD: Where to Enter LONG for a Potential Rally

By Nico Rosti

  • The 10 Yr US Treasury (GT10 GOVT) has been rising for 4 weeks now, while the  CBOT 10-Year T-Note Futures (ZN) have been falling for 3 weeks.
  • US 10 Year Treasuries Yields are currently in an uptrend, but our models indicate soon there will be a (temporary) pullback.
  • The pullback may offer an opportunity for US Treasuries buyers, to enter/re-enter at a better price.

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Dec 26
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Dec 20th):SCD and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Dec 20th):SCD, SKC, Yuhan

KRX Short Interest Weekly (Dec 20th):SCD, SKC, Yuhan

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Dec 20th 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 SCD (000250 KS) , SKC (011790 KS) , Yuhan (000100 KS).

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Dec 23
0

Daily Brief Quantitative Analysis: Thailand Short Interest Weekly (Dec 20th): PTT and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Thailand Short Interest Weekly (Dec 20th): PTT, CP AXTRA NON-VOTING DR, Bangchak, Kasikornbank
  • KRX Foreign Holding Weekly (Dec 20th): Hyundai Glovis, SK Hynix, Samsung Electronics, Celltrion
  • TWSE Foreign Holding Weekly (Dec 20th): Alchip Technologies, TSMC, Asia Optical, Elite Material
  • TWSE Short Interest Weekly (Dec 20th): Yang Ming Marine, Wiwynn, Quanta Computer, Evergreen Marine

Thailand Short Interest Weekly (Dec 20th): PTT, CP AXTRA NON-VOTING DR, Bangchak, Kasikornbank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Dec 20th.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 PTT, CP AXTRA NON-VOTING DR, Bangchak, Kasikornbank, Gulf Energy Development.

KRX Foreign Holding Weekly (Dec 20th): Hyundai Glovis, SK Hynix, Samsung Electronics, Celltrion

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Dec 20th which has an aggregated holding worth USD449.4bn.
  • We estimate that foreign flows to be outflows of USD1,163mln. 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 Hyundai Glovis, SK Hynix, Samsung Electronics, Celltrion.

TWSE Foreign Holding Weekly (Dec 20th): Alchip Technologies, TSMC, Asia Optical, Elite Material

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Dec 20th which has an aggregated holding worth USD993.3bn.
  • We estimate that foreign flows to be outflows of USD1,219mln. 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, TSMC, Asia Optical, Elite Material, Hon Hai Precision Industry, Yang Ming Marine, Quanta Computer, Asia Vital Components.

TWSE Short Interest Weekly (Dec 20th): Yang Ming Marine, Wiwynn, Quanta Computer, Evergreen Marine

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Dec 20th which has an aggregated short interest worth USD22.2bn.
  • 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 Yang Ming Marine, Wiwynn, Quanta Computer, Evergreen Marine, TSMC, Elite Material, Mitac, Bizlink.

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Dec 22
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Dec 20th):BeiGene and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Dec 20th):BeiGene, Chalco, ZOOMLION, MA STEEL, ZTE, CCCC
  • HK Short Interest Weekly: Hkex, Tracker Fund, Midea, Kuaishou, Jd, Bosideng
  • Hong Kong Connect Flows (Dec 20th): Alibaba, CCB, China Mobile, ICBC, Ping An Insurance, Meituan

A-H Premium Weekly (Dec 20th):BeiGene, Chalco, ZOOMLION, MA STEEL, ZTE, CCCC

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 100.8% as of Dec 20th.
  • The average A-H premium changed by 0.3ppt week-on-week, led by health care, financials, information technology and offset by real estate, consumer staples, industrials.
  • We highlight weekly changes in A-H premium for BeiGene, Chalco, ZOOMLION, MA STEEL, ZTE, CCCC.

HK Short Interest Weekly: Hkex, Tracker Fund, Midea, Kuaishou, Jd, Bosideng

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Dec 13th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Hkex, Tracker Fund, Midea, Kuaishou, Jd, Bosideng.

Hong Kong Connect Flows (Dec 20th): Alibaba, CCB, China Mobile, ICBC, Ping An Insurance, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of December 20th.
  • 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, CCB, China Mobile, ICBC, Ping An Insurance, Meituan, Tencent.

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Dec 21
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Dec 20th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Dec 20th): Tencent, AIA, Anta Sports Products

Hong Kong Buybacks Weekly (Dec 20th): Tencent, AIA, Anta Sports Products

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Dec 20th 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), AIA (1299 HK), Anta Sports Products (2020 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), Kuaishou Technology (1024 HK).

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