Category

Quantitative Analysis

May 12
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (May 9th): SK Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (May 9th): SK Hynix, Hanwha Aerospace, Samsung Electronics
  • Thailand Short Interest Weekly (May 9th): Airports Of Thailand, Advanced Info Service
  • TWSE Short Interest Weekly (May 9th): TSMC, Mediatek, Hon Hai Precision, Asia Vital Components
  • A-H Premium Weekly (May 9th): Datang Intl Power Gen, Beigene, CSSC O&M Engineering
  • Bursa Short Interest Weekly (May 9th): Tenaga Nasional, JYC Intl, Axiata, Sunway, Rhb Bank
  • TWSE Foreign Holding Weekly (May 9th): Reversal to Inflows, Led by TSMC

KRX Foreign Holding Weekly (May 9th): SK Hynix, Hanwha Aerospace, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of May 9th which has an aggregated holding worth USD502.5bn.
  • We estimate that foreign flows to be inflows of USD502mln. 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, Hanwha Aerospace, Samsung Electronics.

Thailand Short Interest Weekly (May 9th): Airports Of Thailand, Advanced Info Service

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of May 9th. 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 Airports Of Thailand, Advanced Info Service, Gulf Energy Development, Central Retail, Srisawad, Tmbthanachart Bank.

TWSE Short Interest Weekly (May 9th): TSMC, Mediatek, Hon Hai Precision, Asia Vital Components

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of May 9th which has an aggregated short interest worth USD22.0bn.
  • 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 TSMC, Mediatek, Hon Hai Precision, Asia Vital Components, Chailease, Compal Electronics.

A-H Premium Weekly (May 9th): Datang Intl Power Gen, Beigene, CSSC O&M Engineering

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 149 stocks over the last week. The average A-H premium was 84.2% as of May 9th.
  • The average A-H premium changed by -2.3ppt week-on-week, led by consumer staples, energy, consumer discretionary and offset by health care.
  • We highlight weekly changes in A-H premium for Datang Intl Power Gen, Beigene, CSSC O&M Engineering, Xinhua Winshare Publishing And Media.

Bursa Short Interest Weekly (May 9th): Tenaga Nasional, JYC Intl, Axiata, Sunway, Rhb Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of May 9th which has an aggregated short interest worth USD330m.
  • 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 Tenaga Nasional, JYC Intl, Axiata, Sunway, Rhb Bank.

TWSE Foreign Holding Weekly (May 9th): Reversal to Inflows, Led by TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of May 9th which has an aggregated holding worth USD969.9bn.
  • We estimate that foreign flows to be inflows of USD4,132mln. 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, SCSB, Asustek Computer, Ctbc Financial, Quanta Computer, Fubon Financial.

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May 11
0

Daily Brief Quantitative Analysis: HK Connect Flows Weekly (May 9th): Meituan and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Connect Flows Weekly (May 9th): Meituan, CCB, Alibaba, Beigene, Tencent, Xiaomi, SMIC

HK Connect Flows Weekly (May 9th): Meituan, CCB, Alibaba, Beigene, Tencent, Xiaomi, SMIC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of May 9th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Meituan, CCB, Alibaba, Beigene, Tencent, Xiaomi, SMIC, CSPC Pharma.

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May 10
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (May 9th): AIA and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (May 9th): AIA, China Hongqiao, Cosco Shipping

Hong Kong Buybacks Weekly (May 9th): AIA, China Hongqiao, 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 May 9th 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), China Hongqiao (1378 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), Tencent (700 HK), China Hongqiao (1378 HK).

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May 09
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: BYD, Meituan, Jd, Kingsoft, China Mobile, CNOOC
  • ASX Short Interest Weekly (May 2nd): Westpac, Nextdc, Goodman, Asx, South32

HK Short Interest Weekly: BYD, Meituan, Jd, Kingsoft, China Mobile, CNOOC

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Apr 25th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in BYD, Meituan, Jd, Kingsoft, China Mobile, CNOOC.

ASX Short Interest Weekly (May 2nd): Westpac, Nextdc, Goodman, Asx, South32

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of May 2nd (reported today) which has an aggregated short interest worth USD26.3bn.
  • 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 Westpac, Nextdc, Goodman, Asx, South32.

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May 07
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (May 2nd): Daewoo Shipbuilding and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (May 2nd): Daewoo Shipbuilding, Hyundai Heavy Industries, Isupetasys

KRX Short Interest Weekly (May 2nd): Daewoo Shipbuilding, Hyundai Heavy Industries, Isupetasys

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of May 2nd which has an aggregated short interest worth USD5.9bn.
  • 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 Daewoo Shipbuilding, Hyundai Heavy Industries, Isupetasys.

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May 05
0

Daily Brief Quantitative Analysis: TWSE Foreign Holding Weekly (May 2nd): TSMC and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Foreign Holding Weekly (May 2nd): TSMC, Quanta Computer, Hon Hai Precision, Ctbc Financial
  • TWSE Short Interest Weekly (May 2nd): Winbond Electronics, China Motor, Ap Memory Technology
  • Bursa Short Interest Weekly (May 2nd): Ctos Digital, Eco World Develop, Berjaya, Drb – Hicom, Ytl
  • KRX Foreign Holding Weekly (May 2nd): Daewoo Shipbuilding, Kakao, Samsung Electronics
  • Thailand Short Interest Weekly (May 2nd): Delta Electronics, Scc, Krung Thai Bank

TWSE Foreign Holding Weekly (May 2nd): TSMC, Quanta Computer, Hon Hai Precision, Ctbc Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of May 2nd which has an aggregated holding worth USD944.4bn.
  • We estimate that foreign flows to be inflows of USD1,396mln. 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, Quanta Computer, Hon Hai Precision, Ctbc Financial, Mediatek.

TWSE Short Interest Weekly (May 2nd): Winbond Electronics, China Motor, Ap Memory Technology

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of May 2nd which has an aggregated short interest worth USD21.3bn.
  • 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 Winbond Electronics, China Motor, Ap Memory Technology.

Bursa Short Interest Weekly (May 2nd): Ctos Digital, Eco World Develop, Berjaya, Drb – Hicom, Ytl

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of May 2nd which has an aggregated short interest worth USD0.3bn.
  • 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 Ctos Digital, Eco World Develop, Berjaya, Drb – Hicom, Ytl.

KRX Foreign Holding Weekly (May 2nd): Daewoo Shipbuilding, Kakao, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of May 2nd which has an aggregated holding worth USD497.4bn.
  • We estimate that foreign flows to be inflows of USD580mln. 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 Daewoo Shipbuilding, Kakao, Samsung Electronics, Hanwha Aerospace.

Thailand Short Interest Weekly (May 2nd): Delta Electronics, Scc, Krung Thai Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of May 2nd. 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 Delta Electronics, Scc, Krung Thai Bank, Gulf Energy Development, Tisco Financial, True, Cp Foods, Central Retail.

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May 04
0

Daily Brief Quantitative Analysis: HK Connect Flows Weekly (May 2nd): Meituan and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Connect Flows Weekly (May 2nd): Meituan, Tencent, Ping An Insurance, BYD, SMIC, China Mobile

HK Connect Flows Weekly (May 2nd): Meituan, Tencent, Ping An Insurance, BYD, SMIC, China Mobile

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of May 2nd.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Meituan, Tencent, Ping An Insurance, BYD, SMIC, China Mobile.

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May 03
0

Daily Brief Quantitative Analysis: Japan CorpGovReports: TSE “Mgmt Conscious Blah Blah” (May25) and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Japan CorpGovReports: TSE “Mgmt Conscious Blah Blah” (May25), Minor Updates

Japan CorpGovReports: TSE “Mgmt Conscious Blah Blah” (May25), Minor Updates

By Travis Lundy

  • TSE-Listed companies are asked to file “Management Conscious of Capital Cost/Stock Price” awareness reports/policies. Many have. Some are still working on it. And policies change, and CGR reports are updated.
  • 370 new CGRs filed since 1-Apr-25. Our tools show every report, links to every document, and a diff file tool. Input a name, see the changes in the reports.
  • The JPX Council of Experts met on 22 April. Mgmt Conscious updates came this month. Parent-sub follow-ups in Fall/Winter 2025. Slow. ‘Going Private’ policy is under public comment now.

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May 02
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Apr 25th): National Australia Bank and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Apr 25th): National Australia Bank, Wesfarmers
  • Hong Kong Buybacks Weekly (Apr 17th): AIA, Tencent, Wuxi Biologics
  • Hong Kong Connect Flows (April): US$22bn Inflows

ASX Short Interest Weekly (Apr 25th): National Australia Bank, Wesfarmers

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Apr 25th (reported today) which has an aggregated short interest worth USD24.8bn.
  • 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 National Australia Bank, Wesfarmers.

Hong Kong Buybacks Weekly (Apr 17th): AIA, Tencent, Wuxi Biologics

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Apr 18th 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), Tencent (700 HK), Wuxi Biologics (2269 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), China Hongqiao (1378 HK), Kuaishou (1024 HK).

Hong Kong Connect Flows (April): US$22bn Inflows

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 flows of Alibaba, TraHK HSI ETF, Tencent, Meituan, HSCEI ETF.

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Apr 30
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Apr 18th): BHP and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Apr 18th): BHP, Sigma Pharmaceuticals, Alcoa
  • HK Short Interest Weekly: Anta Sports, Pop Mart, Baba, Trip.Com, HSBC

ASX Short Interest Weekly (Apr 18th): BHP, Sigma Pharmaceuticals, Alcoa

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Apr 18th (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 BHP, Sigma Pharmaceuticals, Alcoa.

HK Short Interest Weekly: Anta Sports, Pop Mart, Baba, Trip.Com, HSBC

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Apr 17th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Anta Sports, Pop Mart, Baba, Trip.Com, HSBC.

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