Category

Quantitative Analysis

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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Mar 11
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Mar 8th): Sk Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Mar 8th): Sk Hynix, Hyundai Motor, Kb Financial Gro, Naver

KRX Foreign Holding Weekly (Mar 8th): Sk Hynix, Hyundai Motor, Kb Financial Gro, Naver

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX Stocks as of Mar 8th which has an aggregated holding worth USD533.0bn.
  • We estimate that foreign flows to be inflows of USD185mln. 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 Sk Hynix, Hyundai Motor, Kb Financial Gro, Naver.

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Mar 10
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Mar 8th): TSMC and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Mar 8th): TSMC, ASE, Mediatek, Yageo, Faraday Tech, Chung-Hsin, Momo.Com
  • A-H Premium Weekly (Mar 8th): CNOOC, Air China, China Southern Air, Guangzhou Auto
  • HK Short Interest Weekly: Meituan, Shk Ppt, Baba, Bud Apac, New World Dev
  • Hong Kong Connect Flows (Mar 8th): Meituan, China Mobile, CNOOC
  • Northbound Flows (Mar 8th): China Yangtze Power, CATL, Tongwei, Foxconn Industrial Internet

TWSE Short Interest Weekly (Mar 8th): TSMC, ASE, Mediatek, Yageo, Faraday Tech, Chung-Hsin, Momo.Com

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Mar 8th which has an aggregated short interest worth USD69.7bn.
  • 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 TSMC, ASE, Mediatek, Yageo, Faraday Tech, Chung-Hsin, Momo.Com.

A-H Premium Weekly (Mar 8th): CNOOC, Air China, China Southern Air, Guangzhou Auto

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 8th.
  • The average A-H premium changed by -1.4ppt week-on-week, led by consumer staples, industrials, financials and offset by information technology, consumer discretionary, energy.
  • We highlight weekly changes in A-H premium for CNOOC, Air China, China Southern Air, Guangzhou Auto.

HK Short Interest Weekly: Meituan, Shk Ppt, Baba, Bud Apac, New World Dev

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Mar 1st.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Meituan, Shk Ppt, Baba, Bud Apac, New World Dev.

Hong Kong Connect Flows (Mar 8th): Meituan, China Mobile, CNOOC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of March 8th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for thre stocks, Meituan, China Mobile, and CNOOC.

Northbound Flows (Mar 8th): China Yangtze Power, CATL, Tongwei, 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 March 8th.
  • We estimate the weekly outflows to be US$376.5 million, led by information technology, consumer discretionary, and offset by industrials, utilities, financials.
  • We highlight flows for China Yangtze Power, CATL, Tongwei, Foxconn Industrial Internet.

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Mar 09
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Mar 1st): Commonw Bk Austr and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Mar 1st): Commonw Bk Austr, Rio Tinto, Seven Group Hold, Wesfarmers, Igo
  • Hong Kong Buybacks Weekly (Mar 8th): Dongyue, Aia, Kuaishou Technology

ASX Short Interest Weekly (Mar 1st): Commonw Bk Austr, Rio Tinto, Seven Group Hold, Wesfarmers, Igo

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Mar 1st (reported today) which has an aggregated short interest worth USD19.3bn.
  • 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 Commonw Bk Austr, Rio Tinto, Seven Group Hold, Wesfarmers, Igo, Yancoal Australi, Macquarie, Xero, Lovisa.

Hong Kong Buybacks Weekly (Mar 8th): Dongyue, Aia, 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 8th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Dongyue (189 HK), AIA (1299 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), HSBC (5 HK).

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Mar 07
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Mar 1st): Samsung SDI and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Mar 1st): Samsung SDI, Hyundai Mipo Doc, Hotel Shilla, Amorepacific

KRX Short Interest Weekly (Mar 1st): Samsung SDI, Hyundai Mipo Doc, Hotel Shilla, Amorepacific

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Mar 1st 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 Samsung SDI, Hyundai Mipo Doc, Hotel Shilla, Amorepacific Cor.

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Mar 06
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (February): CNOOC and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (February): CNOOC, China Telecom, China Mobile, Li Auto, Meituan
  • Northbound Flows (Feb): $9.3bn Inflows in Feb

Hong Kong Connect Flows (February): CNOOC, China Telecom, China Mobile, Li Auto, Meituan

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 into CNOOC, China Telecom, China Mobile, Li Auto, Meituan. 

Northbound Flows (Feb): $9.3bn Inflows in Feb

By Ke Yan, CFA, FRM

  • We analyze the monthly Shanghai/Shenzhen northbound Connect flows with our data engine.
  • The monthly inflows of US$9.3bn tops the monthly inflows in the past 12 months. The inflows were led by the financials, consumer staples, and industrial sectors.
  • We highlight inflows into Moutai, Ping An, CMB, ICBC, Wuliangye.

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