Category

Quantitative Analysis

Apr 22
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, Meituan, Zhaojin Mining
  • A-H Premium Weekly (Apr 19th): Fosun Pharma, China Southern Air, CICC, Ganfeng Lithium, Joinn Lab
  • Northbound Flows (Apr 19th): Zijin Mining, China Tourism, Foxconn Industrial Internet
  • TWSE Foreign Holding Weekly (Apr 19th): Wt, Hon Hai, Wiwynn, Tatung, Lotes, TSMC, Mediatek, Umc
  • KRX Foreign Holding Weekly (Apr 19th): Samsung Electronics, Sk Hynix, Kia
  • Hong Kong Connect Flows (Apr 19th): China Mobile, Bank Of China, Tencent, Petrochina, HSBC
  • TWSE Short Interest Weekly (Apr 19th): TSMC, Wiwynn, Tatung, Umc, Teco Elec & Mach, Quanta Computer

HK Short Interest Weekly: Tencent, Meituan, Zhaojin Mining

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Apr 12th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Tencent (700 HK), Meituan (3690 HK), Zhaojin Mining (1818 HK).

A-H Premium Weekly (Apr 19th): Fosun Pharma, China Southern Air, CICC, Ganfeng Lithium, Joinn Lab

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 147 stocks over the last week. The average A-H premium was 132.0% as of Apr 19th.
  • The average A-H premium changed by 2.7ppt week-on-week, led by consumer staples, financials, materials and offset by communication services, energy.
  • We highlight weekly changes in A-H premium for Fosun Pharma, China Southern Air, CICC, Ganfeng Lithium, Joinn Lab.

Northbound Flows (Apr 19th): Zijin Mining, China Tourism, Foxconn Industrial Internet

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of April 19th.
  • We estimate the weekly outflows to be US$876.3 million, led by information technology, industrials, materials, and offset by financials, health care, real estate.
  • We highlight flows for Zijin Mining, China Tourism, Foxconn Industrial Internet, China Citic Bank, Zhongji Innolight.

TWSE Foreign Holding Weekly (Apr 19th): Wt, Hon Hai, Wiwynn, Tatung, Lotes, TSMC, Mediatek, Umc

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Apr 19th which has an aggregated holding worth USD3,728.3bn.
  • We estimate that foreign flows to be outflows of USD18,944mln. 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 Wt, Hon Hai, Wiwynn, Tatung, Lotes, TSMC, Mediatek, Umc, Alchip Tech, Wistron.

KRX Foreign Holding Weekly (Apr 19th): Samsung Electronics, Sk Hynix, Kia

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX Stocks as of Apr 19th which has an aggregated holding worth USD508.9bn.
  • We estimate that foreign flows to be inflows of USD85mln. 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, Sk Hynix, Kia.

Hong Kong Connect Flows (Apr 19th): China Mobile, Bank Of China, Tencent, Petrochina, HSBC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of April 19th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for China Mobile, Bank Of China, Tencent, Petrochina, ICBC,  HSBC.

TWSE Short Interest Weekly (Apr 19th): TSMC, Wiwynn, Tatung, Umc, Teco Elec & Mach, Quanta Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Apr 19th which has an aggregated short interest worth USD79.3bn.
  • 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 TSMC, Wiwynn, Tatung, Umc, Teco Elec & Mach, Quanta Computer, Wt, Bora Pharma.

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Apr 20
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Apr 19th): Meituan and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Apr 19th): Meituan, Tencent, CK Asset
  • ASX Short Interest Weekly (Apr 12th): Rio Tinto, Computershare, NAB, Wisetech Global, South32

Hong Kong Buybacks Weekly (Apr 19th): Meituan, Tencent, CK Asset

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 19th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Meituan (3690 HK), Tencent (700 HK), CK Asset (1113 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Meituan (3690 HK), AIA (1299 HK).

ASX Short Interest Weekly (Apr 12th): Rio Tinto, Computershare, NAB, Wisetech Global, South32

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Apr 12th (reported today) which has an aggregated short interest worth USD19.0bn.
  • 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 Rio Tinto, Computershare, NAB, Wisetech Global, South32.

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Apr 18
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Apr 12th): HMM and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Apr 12th): HMM, LG Electronics

KRX Short Interest Weekly (Apr 12th): HMM, LG Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Apr 12th which has an aggregated short interest worth USD6.7bn.
  • 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 HMM, LG Electronics .

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Apr 15
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Apr 12th): GWM and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Apr 12th): GWM, Beigene, Cansino, First Tractor
  • TWSE Short Interest Weekly (Apr 12th): Chung-Hsin, Wt, Tatung, Elite Material, Mediatek
  • Hong Kong Connect Flows (Apr 12th): China Mobile, Xiaomi, Bank Of China
  • KRX Foreign Holding Weekly (Apr 12th): Samsung Electronics, Hyundai Motor, Sk Hynix
  • TWSE Foreign Holding Weekly (Apr 12th): TSMC, Hon Hai, ASE, Wiwynn, Eva Airways, Evergreen Marine
  • Northbound Flows (Apr 12th): Boe Technology, Moutai, China Tourism, Gree Electric Appliances

A-H Premium Weekly (Apr 12th): GWM, Beigene, Cansino, First Tractor

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 123.4% as of Apr 12th.
  • The average A-H premium changed by -9.4ppt week-on-week, led by health care, utilities, information technology and offset by consumer staples.
  • We highlight weekly changes in A-H premium for GWM, Beigene, Cansino, First Tractor.

TWSE Short Interest Weekly (Apr 12th): Chung-Hsin, Wt, Tatung, Elite Material, Mediatek

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Apr 12th which has an aggregated short interest worth USD81.0bn.
  • 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 Chung-Hsin, Wt, Tatung, Elite Material, Mediatek, Chicony Elec, Ctbc Financial.

Hong Kong Connect Flows (Apr 12th): China Mobile, Xiaomi, Bank Of China

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of April 12th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for China Mobile, Xiaomi, Bank Of China.

KRX Foreign Holding Weekly (Apr 12th): Samsung Electronics, Hyundai Motor, Sk Hynix

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX Stocks as of Apr 12th which has an aggregated holding worth USD534.3bn.
  • We estimate that foreign flows to be inflows of USD1,200mln. 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.

TWSE Foreign Holding Weekly (Apr 12th): TSMC, Hon Hai, ASE, Wiwynn, Eva Airways, Evergreen Marine

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Apr 12th which has an aggregated holding worth USD4,077.8bn.
  • We estimate that foreign flows to be outflows of USD473mln. 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, Hon Hai, ASE, Wiwynn, Eva Airways, Evergreen Marine, Wistron, Quanta Computer, Wt, Mediatek.

Northbound Flows (Apr 12th): Boe Technology, Moutai, China Tourism, Gree Electric Appliances

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of April 12th.
  • We estimate the weekly outflows to be US$1,587.8 million, led by consumer staples, consumer discretionary, health care, and offset by materials.
  • We highlight flows for Boe Technology, Moutai, China Tourism, Gree Electric Appliances.

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Apr 13
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Apr 5th): BHP and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Apr 5th): BHP, Treasury Wine, Northern Star Re, Flight Centre, Macquarie
  • Hong Kong Buybacks Weekly (Apr 12th): Tencent, Meituan, CK Asset

ASX Short Interest Weekly (Apr 5th): BHP, Treasury Wine, Northern Star Re, Flight Centre, Macquarie

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Apr 5th (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 BHP, Treasury Wine, Northern Star Re, Flight Centre, Macquarie, Woodside Energy, Netwealth.

Hong Kong Buybacks Weekly (Apr 12th): Tencent, Meituan, CK Asset

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 12th 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), Meituan (3690 HK), CK Asset (1113 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), Meituan (3690 HK).

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Apr 11
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Apr 5th): Eo Technics and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Apr 5th): Eo Technics

KRX Short Interest Weekly (Apr 5th): Eo Technics

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Apr 5th which has an aggregated short interest worth USD6.9bn.
  • 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 estimate the week on week changes of short interest to be -6.9% and highlight short interest changes in Eo Technics.

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Apr 10
0

Daily Brief Quantitative Analysis: Hong Kong: Q1 Short Interest Recap and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong: Q1 Short Interest Recap

Hong Kong: Q1 Short Interest Recap

By Brian Freitas

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Apr 08
0

Daily Brief Quantitative Analysis: TWSE Foreign Holding Weekly (Apr 5th): TSMC and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Foreign Holding Weekly (Apr 5th): TSMC, Wiwynn, Bora Pharma, Wistron, Faraday Tech, Lite-On
  • Northbound Flows (Apr 3rd): CATL, Moutai
  • TWSE Short Interest Weekly (Mar 29th): Evergreen Marine, United Integrate, Chicony Elec, Unimicron
  • A-H Premium Weekly (Apr 5th): 21 Stocks at 1Y High
  • Hong Kong Connect Flows (Apr 3rd): Tencent, Bank Of China, Xiaomi

TWSE Foreign Holding Weekly (Apr 5th): TSMC, Wiwynn, Bora Pharma, Wistron, Faraday Tech, Lite-On

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Apr 5th which has an aggregated holding worth USD3,983.2bn.
  • We estimate that foreign flows to be outflows of USD232mln. 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, Wiwynn, Bora Pharma, Wistron, Faraday Tech, Lite-On Tech, Alchip Tech, Hon Hai, Asia Vital, Quanta Computer.

Northbound Flows (Apr 3rd): CATL, Moutai

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of April 3rd.
  • We estimate the weekly outflows to be US$448.8 million, led by consumer discretionary, information technology, consumer staples, and offset by industrials, utilities, communication services.
  • We highlight flows for CATL, Moutai. Note that the connect was closed for three days last week due to exchange holidays.

TWSE Short Interest Weekly (Mar 29th): Evergreen Marine, United Integrate, Chicony Elec, Unimicron

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Mar 29th which has an aggregated short interest worth USD76.9bn.
  • 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 Evergreen Marine, United Integrate, Chicony Elec, Unimicron Tech, Hon Hai, Global Unichip, Asia Vital.

A-H Premium Weekly (Apr 5th): 21 Stocks at 1Y High

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 132.9% as of Apr 5th.
  • The average A-H premium changed by 5.3ppt week-on-week, led by consumer staples, health care, real estate.
  • We analyzed A-H premium changes in the past week and highlight A-H premium changes for Baiyunshan, Jiangxi Copper, ZTE, Fosun Pharma, Air China, Joinn Lab.

Hong Kong Connect Flows (Apr 3rd): Tencent, Bank Of China, Xiaomi

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of April 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 Tencent Holdings, Bank Of China, Xiaomi.

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Apr 06
0

Daily Brief Quantitative Analysis: Global Emerging Markets: Reporting Season Summary and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Global Emerging Markets: Reporting Season Summary, 1Q2024
  • Hong Kong Buybacks Weekly (Apr 5th): Tencent, CK Asset, Xiaomi

Global Emerging Markets: Reporting Season Summary, 1Q2024

By Wium Malan, CFA

  • During 1Q2024, the 200 largest weighted companies in the GEM index reported average EPS growth of +8.7%y/y, down slightly from the +10.1% reported during 4Q2023.
  • Only 47% of companies delivered positive EPS surprises, and only 44% delivered positive Sales surprises, a sharp correction from the positive trend witnessed during 2023.
  • Historically, there has been a significant difference in relative share price performance between the largest positive versus negative surprise generators, for 3 months after the reporting date.

Hong Kong Buybacks Weekly (Apr 5th): Tencent, CK Asset, Xiaomi

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 5th 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), CK Asset (1113 HK), Xiaomi (1810 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), CK Asset (1113 HK).

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Apr 05
0

Daily Brief Quantitative Analysis: Northbound Flows (Mar): $3.7bn of Inflows and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Northbound Flows (Mar): $3.7bn of Inflows
  • Hong Kong Connect Flows (Mar): 12 Month High of $9.8bn Inflows
  • ASX Short Interest Weekly (Mar 29th): Brambles, Bellevue Gold, Domino’s Pizza

Northbound Flows (Mar): $3.7bn of Inflows

By Ke Yan, CFA, FRM

  • We analyze the monthly Shanghai/Shenzhen northbound Connect flows with our data engine.
  • Industrials, Consumer Staples, Financials led the inflows while Health Care led the outflows.
  • We highlight flows for CATL, Wuliangye, Midea, Zijin Mining, Will Semi, Wuxi Apptec, Foxconn, Mindray.

Hong Kong Connect Flows (Mar): 12 Month High of $9.8bn 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 inflows for Bank of China, Tencent, China Mobile, CNOOC, ZTO, Anta.

ASX Short Interest Weekly (Mar 29th): Brambles, Bellevue Gold, Domino’s Pizza

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Mar 29th (reported today) which has an aggregated short interest worth USD18.6bn.
  • 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 Brambles, Bellevue Gold, Domino’s Pizza.

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