Category

Quantitative Analysis

Mar 28
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Mar 22nd): Samsung SDI and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Mar 22nd): Samsung SDI, Rainbow Robotics, Jyp Entertainment

KRX Short Interest Weekly (Mar 22nd): Samsung SDI, Rainbow Robotics, Jyp Entertainment

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Mar 22nd which has an aggregated short interest worth USD7.6bn.
  • 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 Samsung SDI, Rainbow Robotics, Jyp Entertainment.

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Mar 25
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Mar 22nd): Samsung Electronics and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Mar 22nd): Samsung Electronics, Hyundai Motor, Sk Hynix, Kia, Posco
  • TWSE Foreign Holding Weekly (Mar 22nd): TSMC, Unimicron Tech, Delta Elec, Quanta Computer, Hon Hai

KRX Foreign Holding Weekly (Mar 22nd): Samsung Electronics, Hyundai Motor, Sk Hynix, Kia, Posco

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX Stocks as of Mar 22nd which has an aggregated holding worth USD546.4bn.
  • We estimate that foreign flows to be inflows of USD1,746mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Samsung Electronics, Hyundai Motor, Sk Hynix, Kia, Posco, Naver.

TWSE Foreign Holding Weekly (Mar 22nd): TSMC, Unimicron Tech, Delta Elec, Quanta Computer, Hon Hai

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Mar 22nd which has an aggregated holding worth USD4,011.4bn.
  • We estimate that foreign flows to be outflows of USD4,790mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign instutions.
  • We highlight foreign changes in TSMC, Unimicron Tech, Delta Elec, Quanta Computer, Hon Hai, Evergreen Marine, Mediatek, Gigabyte Tech, Pegatron, Getac Holdings.

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Mar 24
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Mar 22nd): ZTE and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Mar 22nd): ZTE, CRCC Times Electric, Air China, Longyuan, Shanghai Fudan
  • HK Short Interest Weekly: Techtronic Ind, Zijin Mining, Innovent Bio, Kuaishou, Pacific Basin
  • Hong Kong Connect Flows (Mar 22nd): Bank Of China, China Mobile, Xiaomi, Zto Express, Tencent
  • Northbound Flows (Mar 22nd): CATL, Wuliangye, Midea, Wuxi Apptec, Moutai, Thunder Software
  • TWSE Short Interest Weekly (Mar 22nd): Evergreen Marine, Getac Holdings, Lite-On Tech, Nanya Tech

A-H Premium Weekly (Mar 22nd): ZTE, CRCC Times Electric, Air China, Longyuan, Shanghai Fudan

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 146 stocks over the last week. The average A-H premium was 124.6% as of Mar 22nd.
  • The average A-H premium changed by 1.4ppt week-on-week, led by consumer staples, information technology, utilities and offset by financials, health care.
  • We highlight weekly changes in A-H premium for ZTE, CRCC Times Electric, Air China, Longyuan, Shanghai Fudan, Hua Hong Semi.

HK Short Interest Weekly: Techtronic Ind, Zijin Mining, Innovent Bio, Kuaishou, Pacific Basin

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Mar 15th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Techtronic Ind, Zijin Mining, Innovent Bio, Kuaishou, Pacific Basin, Citic Sec, Link Reit, CKI.

Hong Kong Connect Flows (Mar 22nd): Bank Of China, China Mobile, Xiaomi, Zto Express, Tencent

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of March 22nd.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Bank Of China, China Mobile, Xiaomi, Zto Express, Tencent, Meituan.

Northbound Flows (Mar 22nd): CATL, Wuliangye, Midea, Wuxi Apptec, Moutai, Thunder Software

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of March 22nd.
  • We estimate the weekly outflows to be US$934.0 million, led by health care, materials, information technology, and offset by communication services, industrials, consumer staples.
  • We highlight flows for CATL, Wuliangye, Midea, Wuxi Apptec, Moutai, Thunder Software Technology.

TWSE Short Interest Weekly (Mar 22nd): Evergreen Marine, Getac Holdings, Lite-On Tech, Nanya Tech

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Mar 22nd which has an aggregated short interest worth USD73.8bn.
  • 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 Evergreen Marine, Getac Holdings, Lite-On Tech, Nanya Tech, Alchip Tech, TSMC, Chung-Hsin.

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Mar 23
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Mar 22nd): Aia and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Mar 22nd): Aia, Swire Pacific, Kuaishou Technology
  • ASX Short Interest Weekly (Mar 15th): CSL, Paladin Energy, Macquarie, Emerald Resource

Hong Kong Buybacks Weekly (Mar 22nd): Aia, Swire Pacific, Kuaishou Technology

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Mar 22nd 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), Swire Pacific (19 HK), Kuaishou Technology (1024 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Dongyue (189 HK), AIA (1299 HK), Kuaishou Technology (1024 HK).

ASX Short Interest Weekly (Mar 15th): CSL, Paladin Energy, Macquarie, Emerald Resource

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Mar 15th (reported today) which has an aggregated short interest worth USD19.1bn.
  • 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 CSL, Paladin Energy, Macquarie, Emerald Resource, IDP Education, BHP, ANZ, Wisetech Global.

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Mar 21
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Mar 15th): Sk Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Mar 15th): Sk Hynix, Posco Dx, Kum Yang, Samsung Biologic, Samsung SDI

KRX Short Interest Weekly (Mar 15th): Sk Hynix, Posco Dx, Kum Yang, Samsung Biologic, Samsung SDI

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Mar 15th which has an aggregated short interest worth USD7.5bn.
  • 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 Sk Hynix, Posco Dx, Kum Yang, Samsung Biologic, Samsung SDI, Kia, Hyundai Motor.

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Mar 18
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Mar 15th): Hyundai Motor and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Mar 15th): Hyundai Motor, Naver, Celltrion
  • TWSE Foreign Holding Weekly (Mar 15th): Hon Hai, Quanta Computer, Qisda, Wiwynn, Ctbc Financial

KRX Foreign Holding Weekly (Mar 15th): Hyundai Motor, Naver, Celltrion

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX Stocks as of Mar 15th which has an aggregated holding worth USD526.1bn.
  • We estimate that foreign flows to be inflows of USD704mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Hyundai Motor, Naver, Celltrion Inc.

TWSE Foreign Holding Weekly (Mar 15th): Hon Hai, Quanta Computer, Qisda, Wiwynn, Ctbc Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Mar 15th which has an aggregated holding worth USD3,904.8bn.
  • We estimate that foreign flows to be outflows of USD91mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign instutions.
  • We highlight foreign changes in Hon Hai, Quanta Computer, Qisda, Wiwynn, Ctbc Financial, TSMC, Evergreen Marine, Alchip Tech, Lite-On Tech, Novatek.

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Mar 17
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Mar 15th): Air China and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Mar 15th): Air China, QHD Port, Datang Intl, Wuxi Apptec, PetroChina, CGN Power
  • HK Short Interest Weekly: Zijin Mining, Techtronic Ind, CNOOC, Kuaishou, HSBC, Trip.Com
  • Hong Kong Connect Flows (Mar 15th): BOC, Tencent, CNOOC, Zto Express, Kuaishou, Anta Sports
  • Northbound Flows (Mar 15th): $5bn of Inflows Last Week
  • TWSE Short Interest Weekly (Mar 15th): Wistron, Hon Hai, Asia Vital, Wt, Umc, Unimicron Tech, Wiwynn

A-H Premium Weekly (Mar 15th): Air China, QHD Port, Datang Intl, Wuxi Apptec, PetroChina, CGN Power

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 146 stocks over the last week. The average A-H premium was 123.2% as of Mar 15th.
  • The average A-H premium changed by -0.1ppt week-on-week, led by communication services, utilities, energy and offset by consumer staples, real estate, health care.
  • We highlight weekly changes in A-H premium for Air China, QHD Port, Datang Intl, Wuxi Apptec, PetroChina, CGN Power.

HK Short Interest Weekly: Zijin Mining, Techtronic Ind, CNOOC, Kuaishou, HSBC, Trip.Com

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Mar 8th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Zijin Mining, Techtronic Ind, CNOOC, Kuaishou, HSBC, Trip.Com.

Hong Kong Connect Flows (Mar 15th): BOC, Tencent, CNOOC, Zto Express, Kuaishou, Anta Sports

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of March 15th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Bank Of China, Tencent, CNOOC, Zto Express, Kuaishou Technology, Anta Sports Products.

Northbound Flows (Mar 15th): $5bn of Inflows Last Week

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of March 15th.
  • We estimate the weekly inflows to be US$5,038.2 million, led by industrials, consumer discretionary, consumer staples sectors.
  • We highlight flows for CATL, Wuliangye, China Tourism, Moutai, Midea.

TWSE Short Interest Weekly (Mar 15th): Wistron, Hon Hai, Asia Vital, Wt, Umc, Unimicron Tech, Wiwynn

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Mar 15th which has an aggregated short interest worth USD70.1bn.
  • 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 Wistron, Hon Hai, Asia Vital, Wt, Umc, Unimicron Tech, Wiwynn, Mediatek.

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Mar 16
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Mar 15th): Aia and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Mar 15th): Aia, Swire Pacific, Kuaishou Technology

Hong Kong Buybacks Weekly (Mar 15th): Aia, Swire Pacific, Kuaishou Technology

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Mar 15th 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), Swire Pacific (19 HK), Kuaishou Technology (1024 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Dongyue (189 HK), AIA (1299 HK), Kuaishou Technology (1024 HK).

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Mar 15
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Mar 8th): ANZ and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Mar 8th): ANZ, BHP, IDP Education, Woodside Energy, Macquarie, CSL

ASX Short Interest Weekly (Mar 8th): ANZ, BHP, IDP Education, Woodside Energy, Macquarie, CSL

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Mar 8th (reported today) which has an aggregated short interest worth USD19.8bn.
  • 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 ANZ, BHP, IDP Education, Woodside Energy, Macquarie, CSL, Aristocrat Leisu.

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Mar 13
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Mar 8th): Enchem and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Mar 8th): Enchem, Hmm

KRX Short Interest Weekly (Mar 8th): Enchem, Hmm

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Mar 8th which has an aggregated short interest worth USD7.7bn.
  • 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 Enchem Co Ltd, and Hmm Co Ltd.

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