Category

Quantitative Analysis

Sep 12
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Sep 11th): Bilibili and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Sep 11th): Bilibili, Tencent, Bidu

Hong Kong Buybacks Weekly (Sep 11th): Bilibili, Tencent, Bidu

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Sep 11th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Bilibili (9626 HK), Tencent (700 HK), Bidu (9888 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Bilibili (9626 HK), Kuaishou (1024 HK).

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Sep 11
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Sep 4th): CAR and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Sep 4th): CAR, Cochlear, Predictive Discovery, Sonic Healthcare

ASX Short Interest Weekly (Sep 4th): CAR, Cochlear, Predictive Discovery, Sonic Healthcare

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Sep 4th (reported today). The aggregated short interest was USD51.0bn.
  • We tabulate league tables 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 CAR, Cochlear, Predictive Discovery, Sonic Healthcare, Qantas Airways.

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Sep 10
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Sep 4th): Kioxia and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Sep 4th): Kioxia, SoftBank, Advantest, Fujikura, Mitsubishi UFJ Financial
  • KRX Short Interest Weekly (Sep 4th): Samsung SDI, LG Display, Alteogen, OCI, SK Hynix

JPX Margin Trading Weekly (Sep 4th): Kioxia, SoftBank, Advantest, Fujikura, Mitsubishi UFJ Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Sep 4th. The aggregated net margin trading position is USD28,745m.
  • We tabulate league tables for top/bottom net long/short of margin trading by value, net margin buy as multiple of ADT.
  • We highlight net margin buy/sell changes in Kioxia, SoftBank, Advantest, Fujikura, Mitsubishi UFJ Financial, Mitsubishi Heavy Industries, Japan Airport Terminal, Lintec, Mizuho Financial, Tokyo Electron.

KRX Short Interest Weekly (Sep 4th): Samsung SDI, LG Display, Alteogen, OCI, SK Hynix

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Sep 4th. The aggregated short interest was USD18.6bn.
  • We tabulate league tables 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, LG Display, Alteogen, OCI, SK Hynix.

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Sep 07
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Sep 4th): SK Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Sep 4th): SK Hynix, Woori Financial, Samsung Electronics, Samsung SDI
  • A-Share Margin Trading Weekly (Sep 4th): CHINA MINSHENG BANKING, PING AN INSURANCE, INDUSTRIAL BANK
  • TWSE Short Interest Weekly (Sep 4th): Shin Kong Financial, Taiwan Cement, Wiwynn, LARGAN Precision
  • TWSE Foreign Holding Weekly (Sep 4th): Nanya Technology, Wiwynn, Winbond Electronics
  • HK Short Interest Weekly: Alibaba, Wuxi Apptec, China Resources Land, Zijin Gold Intl, Yofc, Minimax
  • A-H Premium Weekly (Sep 4th): China South Air, Remegen, China Telecom, Muyuan Foods, Conch Cement
  • Thailand Short Interest Weekly (Sep 4th): TMBThanachart Bank, Gulf Energy Development, Amata, SCC
  • HK Connect Flows Weekly (Sep 4th): Zj Innolight, Tencent, AIA, Minimax, Knowledge Atlas, Yofc, CCB
  • Bursa Short Interest Weekly (Sep 4th): RHB Bank, Greatech Technology, United Plantations, CIMB

KRX Foreign Holding Weekly (Sep 4th): SK Hynix, Woori Financial, Samsung Electronics, Samsung SDI

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Sep 4th. The aggregated holding was USD1,642.8bn.
  • We estimate that foreign flows to be outflows of USD2,855mln. 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, Woori Financial, Samsung Electronics, Samsung Elec (PREF), Samsung SDI.

A-Share Margin Trading Weekly (Sep 4th): CHINA MINSHENG BANKING, PING AN INSURANCE, INDUSTRIAL BANK

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of A-share stocks as of Sep 4th. The aggregated net margin trading position is USD353,626m.
  • We tabulate league tables for top/bottom net long/short of margin trading by value, net margin buy as multiple of ADT.
  • We highlight net margin buy/sell changes in CHINA MINSHENG BANKING, PING AN INSURANCE, INDUSTRIAL BANK, BANK OF BEIJING, HAOHUA CHEMICAL SCIENCE & TECHNOLOGY.

TWSE Short Interest Weekly (Sep 4th): Shin Kong Financial, Taiwan Cement, Wiwynn, LARGAN Precision

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 4th. The aggregated short interest was USD41.2bn.
  • We tabulate league tables 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 Shin Kong Financial, Taiwan Cement, Wiwynn, Winbond Electronics, LARGAN Precision.

TWSE Foreign Holding Weekly (Sep 4th): Nanya Technology, Wiwynn, Winbond Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Sep 4th. The aggregated holding was USD2,270.6bn.
  • We estimate that foreign flows to be outflows of USD1,773mln. We tabulate the league tables for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in Nanya Technology, Wiwynn, Winbond Electronics, Unimicron Technology, Quanta Computer.

HK Short Interest Weekly: Alibaba, Wuxi Apptec, China Resources Land, Zijin Gold Intl, Yofc, Minimax

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Aug 28th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Alibaba, Wuxi Apptec, China Resources Land, Zijin Gold Intl, Yofc, China Life, Minimax, China Mobile, Sensetime, Kingdee.

A-H Premium Weekly (Sep 4th): China South Air, Remegen, China Telecom, Muyuan Foods, Conch Cement

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 196 stocks over the last week. The average A-H premium was 81.8% as of Sep 4th.
  • The average A-H premium changed by 0.4ppt week-on-week, led by communication services, consumer staples, consumer discretionary and offset by energy, financials, utilities.
  • We highlight weekly changes in A-H premium for China South Air, Remegen, China Telecom, Muyuan Foods, Conch Cement, Minsheng Bank.

Thailand Short Interest Weekly (Sep 4th): TMBThanachart Bank, Gulf Energy Development, Amata, SCC

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Sep 4th. We estimate that they had an aggregated short interest worth USD3.1bn.
  • We tabulate league tables 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 TMBThanachart Bank, Gulf Energy Development, Amata, PTT GlobalChem, SCC, Gulf Energy Development, Amata, TMBThanachart Bank, Scc, Ptt Globalchem.

HK Connect Flows Weekly (Sep 4th): Zj Innolight, Tencent, AIA, Minimax, Knowledge Atlas, Yofc, CCB

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 4th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Zj Innolight, Tencent, AIA, Minimax, Knowledge Atlas, Yofc, Hua Hong Semi, CCB, Alibaba, ICBC.

Bursa Short Interest Weekly (Sep 4th): RHB Bank, Greatech Technology, United Plantations, CIMB

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Sep 4th. The aggregated short interest is USD1,541m.
  • We tabulate league tables 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 RHB Bank, Greatech Technology, United Plantations, CIMB, Tenaga Nasional.

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Sep 05
0
Smartkarma The Investment Intelligence Platform

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Sep 4th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Sep 4th): Tencent, Link Reit, Li Auto, Geekplus, Sf, Wasion, Miniso

Hong Kong Buybacks Weekly (Sep 4th): Tencent, Link Reit, Li Auto, Geekplus, Sf, Wasion, Miniso

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Sep 4th 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), Link Reit (823 HK), Li Auto (2015 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Link Reit (823 HK), Kuaishou (1024 HK).

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Sep 04
0
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Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Aug 28th): Steadfast and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Aug 28th): Steadfast, Brambles, Worley, Transurban, Charter Hall
  • MS-China Index Earning Revision (Aug): KINGBOARD HLDG, LI AUTO, XIAOMI, TRINA SOLAR, TENCENT, PDD
  • MS-India Index Earning Revision (Aug): Hindalco Industries, Adani Enterprises, Grasim Industries
  • MS-Indonesia Index Earning Revision (Aug): Telkom Indonesia, XL Axiata, Indo Tambangraya Megah
  • MS-Japan Index Earning Revision (Aug): Yamaha Motor, Orix, Advantest, Kioxia, Rakuten, Panasonic
  • NIFTY Index Earning Revision (Aug): Hindalco Industries, Tata Steel, Tata Motors Passenger Vehicles
  • MS-South Korea Index Earning Revision (Aug): KEPCO, LG Display, SK Hynix, LG Energy Solution
  • MS-Taiwan Index Earning Revision (Aug): Innolux, King Slide Works, Formosa Plastics, TSMC
  • MS-Australia Index Earning Revision (Aug): ANZ, CAR, Fortescue, Pro Medicus, BHP, Cochlear

ASX Short Interest Weekly (Aug 28th): Steadfast, Brambles, Worley, Transurban, Charter Hall

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Aug 28th (reported today). The aggregated short interest was USD50.8bn.
  • We tabulate league tables 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 Steadfast, Brambles, Worley, Transurban, Charter Hall.

MS-China Index Earning Revision (Aug): KINGBOARD HLDG, LI AUTO, XIAOMI, TRINA SOLAR, TENCENT, PDD

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-China in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on KINGBOARD HLDG, LI AUTO, XIAOMI, TRINA SOLAR, TENCENT, CHINA LIFE, GCL TECHNOLOGY, PDD.

MS-India Index Earning Revision (Aug): Hindalco Industries, Adani Enterprises, Grasim Industries

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-India in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on Hindalco Industries, Adani Enterprises, Grasim Industries, Reliance Industries, Axis Bank, ICICI Bank, HDFC Bank, Tata Motors Passenger Vehicles.

MS-Indonesia Index Earning Revision (Aug): Telkom Indonesia, XL Axiata, Indo Tambangraya Megah

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-Indonesia in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on Telkom Indonesia, XL Axiata, Indo Tambangraya Megah, Mitra Adiperkasa, Astra Intl, GoTo Gojek Tokopedia, Merdeka Copper Gold, Charoen Pokphand Indonesia.

MS-Japan Index Earning Revision (Aug): Yamaha Motor, Orix, Advantest, Kioxia, Rakuten, Panasonic

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-Japan in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on Yamaha Motor, Orix, Advantest, Kioxia, Rakuten, Kawasaki Kisen Kaisha, Panasonic, JFE.

NIFTY Index Earning Revision (Aug): Hindalco Industries, Tata Steel, Tata Motors Passenger Vehicles

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of NIFTY in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on Hindalco Industries, Tata Steel, Tata Motors Passenger Vehicles, Adani Enterprises, Grasim Industries, State Bank of India, ITC.

MS-South Korea Index Earning Revision (Aug): KEPCO, LG Display, SK Hynix, LG Energy Solution

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-South Korea in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on KEPCO, LG Display, SK Hynix, LG Energy Solution, SKSQUARE, POSCO INTERNATIONAL, Samsung Electronics, ECOPROBM.

MS-Taiwan Index Earning Revision (Aug): Innolux, King Slide Works, Formosa Plastics, TSMC

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-Taiwan in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on Innolux, King Slide Works, Formosa Plastics, TSMC, Nanya Technology, Phison Electronics, Winbond Electronics, Yang Ming Marine.

MS-Australia Index Earning Revision (Aug): ANZ, CAR, Fortescue, Pro Medicus, BHP, Cochlear

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of MS-Australia in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on ANZ, CAR, Fortescue, Pro Medicus, BHP, Vicinity Centres Re, Cochlear.

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Sep 02
0
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Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Aug 28th): Kioxia and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Aug 28th): Kioxia, Seikoh Giken, Mitsubishi UFJ Financial, Advantest
  • KRX Short Interest Weekly (Aug 28th): KEPCO E&C, Silicon2, HyundaiEng&Const, Hyundai Motor

JPX Margin Trading Weekly (Aug 28th): Kioxia, Seikoh Giken, Mitsubishi UFJ Financial, Advantest

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Aug 28th. The aggregated net margin trading position is USD29,092m.
  • We tabulate league tables for top/bottom net long/short of margin trading by value, net margin buy as multiple of ADT.
  • We highlight net margin buy/sell changes in Kioxia, Seikoh Giken, Mitsubishi UFJ Financial, Advantest, Create Restaurants, Sumitomo Mitsui Financial, Yoshinoya, Nintendo, Mizuho Financial, Bic Camera.

KRX Short Interest Weekly (Aug 28th): KEPCO E&C, Silicon2, HyundaiEng&Const, Hyundai Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Aug 28th. The aggregated short interest was USD19.4bn.
  • We tabulate league tables 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 KEPCO E&C, Silicon2, HyundaiEng&Const, Hyundai Motor, Doosan Enerbility.

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Sep 01
0
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Daily Brief Quantitative Analysis: HSCEI Index Earning Revision (Aug): Kuaishou and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HSCEI Index Earning Revision (Aug): Kuaishou, PING AN, CHINA LIFE, XPENG, XIAOMI, BIDU, LI AUTO
  • HS TECH Index Earning Revision (Aug): Kuaishou, XPENG, XIAOMI, BIDU, LI AUTO, SMIC
  • HSI Index Earning Revision (Aug): XINYI SOLAR, Kuaishou, CK HUTCHISON, PING AN, CHINA LIFE, XIAOMI

HSCEI Index Earning Revision (Aug): Kuaishou, PING AN, CHINA LIFE, XPENG, XIAOMI, BIDU, LI AUTO

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of HSCEI in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on Kuaishou, PING AN, CHINA LIFE, XPENG, XIAOMI, BIDU, BEONE MEDICINES, LI AUTO.

HS TECH Index Earning Revision (Aug): Kuaishou, XPENG, XIAOMI, BIDU, LI AUTO, SMIC

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of HS TECH in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on Kuaishou, XPENG, XIAOMI, BIDU, LI AUTO, SMIC.

HSI Index Earning Revision (Aug): XINYI SOLAR, Kuaishou, CK HUTCHISON, PING AN, CHINA LIFE, XIAOMI

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of HSI in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on XINYI SOLAR, Kuaishou, CK HUTCHISON, PING AN, CHINA LIFE, XIAOMI, LI AUTO, BEONE MEDICINES.

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Aug 31
0
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Daily Brief Quantitative Analysis: A-H Premium Weekly (Aug 28th): Gwmotor and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Aug 28th): Gwmotor, China Mobile, Remegen, Fuyao Glass, Minsheng Bank
  • TWSE Foreign Holding Weekly (Aug 28th): TSMC, E.SUN Financial, Nanya Technology, MediaTek
  • HK Short Interest Weekly: Alibaba, Hua Hong Semi, Xiaomi, Kingboard Laminates, Cspc Pharma, 3Sbio
  • A-Share Margin Trading Weekly (Aug 28th): JENKEM TECHNOLOGY, PING AN INSURANCE, INDUSTRIAL BANK
  • TWSE Short Interest Weekly (Aug 28th): Shin Kong Financial, Jentech Precision Industrial, FOSITEK
  • HK Connect Flows Weekly (Aug 28th): Alibaba, Smic, Hua Hong Semi, Akeso, Yofc, Cspc Pharma, Minimax
  • KRX Foreign Holding Weekly (Aug 28th): SK Hynix, Samsung Electronics, Alteogen, Samsung Elec (PREF)
  • Thailand Short Interest Weekly (Aug 28th): Central Pattana, Bumrungrad Hospital, Bangkok Bank
  • HSI Index Earning Revision (Aug): XINYI SOLAR, Kuaishou, CK HUTCHISON, PING AN, CHINA LIFE, XIAOMI
  • Bursa Short Interest Weekly (Aug 28th): KPJ Healthcare, CIMB, Greatech Technology, Frontken

A-H Premium Weekly (Aug 28th): Gwmotor, China Mobile, Remegen, Fuyao Glass, Minsheng Bank

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 196 stocks over the last week. The average A-H premium was 81.4% as of Aug 28th.
  • The average A-H premium changed by 1.6ppt week-on-week, led by consumer discretionary, energy, real estate and offset by utilities, financials.
  • We highlight weekly changes in A-H premium for Gwmotor, China Mobile, Remegen, Fuyao Glass, Minsheng Bank.

TWSE Foreign Holding Weekly (Aug 28th): TSMC, E.SUN Financial, Nanya Technology, MediaTek

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Aug 28th. The aggregated holding was USD2,277.2bn.
  • We estimate that foreign flows to be inflows of USD3,814mln. We tabulate the league tables for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in TSMC, E.SUN Financial, Nanya Technology, Unimicron Technology, MediaTek.

HK Short Interest Weekly: Alibaba, Hua Hong Semi, Xiaomi, Kingboard Laminates, Cspc Pharma, 3Sbio

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Aug 21st.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Alibaba, Hua Hong Semi, Xiaomi, Kingboard Laminates, Cspc Pharma, China Life, 3Sbio.

A-Share Margin Trading Weekly (Aug 28th): JENKEM TECHNOLOGY, PING AN INSURANCE, INDUSTRIAL BANK

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of A-share stocks as of Aug 28th. The aggregated net margin trading position is USD355,387m.
  • We tabulate league tables for top/bottom net long/short of margin trading by value, net margin buy as multiple of ADT.
  • We highlight net margin buy/sell changes in JENKEM TECHNOLOGY, PING AN INSURANCE, INDUSTRIAL BANK, HUATAI SECURITIES, Mindray.

TWSE Short Interest Weekly (Aug 28th): Shin Kong Financial, Jentech Precision Industrial, FOSITEK

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Aug 28th. The aggregated short interest was USD43.9bn.
  • We tabulate league tables 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 Shin Kong Financial, Jentech Precision Industrial, Winbond Electronics, Evergreen Marine, FOSITEK.

HK Connect Flows Weekly (Aug 28th): Alibaba, Smic, Hua Hong Semi, Akeso, Yofc, Cspc Pharma, Minimax

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of August 28th.
  • 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, Smic, Hua Hong Semi, Akeso, Yofc, Cspc Pharma, Innovent Bio, Minimax, Kuaishou, Ping An.

KRX Foreign Holding Weekly (Aug 28th): SK Hynix, Samsung Electronics, Alteogen, Samsung Elec (PREF)

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Aug 28th. The aggregated holding was USD1,632.1bn.
  • We estimate that foreign flows to be outflows of USD5,652mln. 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, Samsung Electronics, Alteogen, Samsung Elec (PREF), Hyundai Motor.

Thailand Short Interest Weekly (Aug 28th): Central Pattana, Bumrungrad Hospital, Bangkok Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Aug 28th. We estimate that they had an aggregated short interest worth USD3.2bn.
  • We tabulate league tables 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 Central Pattana, Bumrungrad Hospital, Bangkok Bank, Sri Trang Agro-Industry, Global Power Synergy, Central Pattana, Global Power Synergy, Bangkok Bank, Bumrungrad Hospital.

HSI Index Earning Revision (Aug): XINYI SOLAR, Kuaishou, CK HUTCHISON, PING AN, CHINA LIFE, XIAOMI

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of HSI in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on XINYI SOLAR, Kuaishou, CK HUTCHISON, PING AN, CHINA LIFE, XIAOMI, LI AUTO, BEONE MEDICINES.

Bursa Short Interest Weekly (Aug 28th): KPJ Healthcare, CIMB, Greatech Technology, Frontken

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Aug 28th. The aggregated short interest is USD1,555m.
  • We tabulate league tables 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 KPJ Healthcare, CIMB, Greatech Technology, Lafarge Malayan Cement, Frontken.

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Aug 29
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Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Aug 28th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Aug 28th): Tencent, Kuaishou, Link Reit, J&T Express, Tuhu Car

Hong Kong Buybacks Weekly (Aug 28th): Tencent, Kuaishou, Link Reit, J&T Express, Tuhu Car

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Aug 28th 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 (1024 HK), Link Reit (823 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Link Reit (823 HK), Kuaishou (1024 HK).

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
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