Category

Quantitative Analysis

Nov 18
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Nov 17th): AIA and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Nov 17th): AIA, United Energy, China Petroleum & Chemical

Hong Kong Buybacks Weekly (Nov 17th): AIA, United Energy, China Petroleum & Chemical

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Nov 17th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies repurchased the most shares from the market were AIA (1299 HK), United Energy (467 HK), China Petroleum & Chemical (386 HK).
  • In the past 30 days, the top 3 companies repurchased the most shares from the market were AIA (1299 HK), China Petroleum & Chemical (386 HK), Dongfeng Motor (489 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
Sign Up for Free


Nov 17
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Nov 10th): CSL and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Nov 10th): CSL, BHP, Imugene, Wisetech Global, Macquarie

ASX Short Interest Weekly (Nov 10th): CSL, BHP, Imugene, Wisetech Global, Macquarie

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 10th (reported today) which has an aggregated short interest worth USD18.1bn.
  • 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, BHP, Imugene, Wisetech Global, Macquarie.

💡 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
Sign Up for Free


Nov 16
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Nov 10th): Short Covers for LG Energy and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Nov 10th): Short Covers for LG Energy, Kakao, Krafton, Amorepacific

KRX Short Interest Weekly (Nov 10th): Short Covers for LG Energy, Kakao, Krafton, Amorepacific

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Nov 10th which has an aggregated short interest worth USD12.0bn.
  • 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 Medytox, Lg Energy Solution, Kakao, Krafton, Amorepacific.

💡 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
Sign Up for Free


Nov 14
0

Daily Brief Quantitative Analysis: The Week Ahead: No Shortage of Potential Catalysts; Tencent (700) Reports and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • The Week Ahead: No Shortage of Potential Catalysts; Tencent (700) Reports, MSC Index Changes, US CPI

The Week Ahead: No Shortage of Potential Catalysts; Tencent (700) Reports, MSC Index Changes, US CPI

By Charlotte van Tiddens, CFA

  • The week ahead is packed with economic, index and earnings releases.
  • MSC announce index changes tomorrow evening for the November rebalance (30 Nov). We highlight potential deletions from MSC SA below (ANG, GRT, ARI, NPH).
  • Tencent is due to release earnings on Wednesday after the Hong Kong close. The market is expecting a robust set of results.

💡 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
Sign Up for Free


Nov 13
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (Nov 10th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (Nov 10th): Tencent, China Mobile, CNOOC
  • TWSE Foreign Holding Weekly (Nov 10th): TSMC, Taiwan Cement, Wistron
  • HK Short Interest Weekly: HSBC, Haidilao, China Mobile
  • Northbound Flows (Nov 10th): BYD, Ping An Insurance, Eoptolink Technology, Zhongji Innolight
  • A-H Premium Weekly (Nov 10th): Ping An Insurance, Ganfeng Lithium, GWM, China Longyuan

Hong Kong Connect Flows (Nov 10th): Tencent, 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 November 10th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight the flows for Tencent, China Mobile and CNOOC.

TWSE Foreign Holding Weekly (Nov 10th): TSMC, Taiwan Cement, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 10th which has an aggregated holding worth USD633.0bn.
  • We tabulate league table for top changes by value for 1 week, one 4 weeks, 1 year and top stocks held by foreign instutions by dollar value.
  • We estimate that foreign flows to be inflows of USD512mln and highlight foreign changes in TSMC, Taiwan Cement, Wistron.

HK Short Interest Weekly: HSBC, Haidilao, China Mobile

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Nov 3rd.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in HSBC, Haidilao and China Mobile.

Northbound Flows (Nov 10th): BYD, Ping An Insurance, Eoptolink Technology, Zhongji Innolight

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of November 10th.
  • We estimate the weekly outflows to be US$1,078.3 million, led by information technology, industrials, and offset by consumer staples, communication services, real estate.
  • We highlight flows for BYD, Ping An Insurance, Eoptolink Technology, Zhongji Innolight.

A-H Premium Weekly (Nov 10th): Ping An Insurance, Ganfeng Lithium, GWM, China Longyuan

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 121.6% as of Nov 10th.
  • The average A-H premium changed by 3.1ppt week on week, led by information technology, utilities, communication services and offset by consumer discretionary, real estate.
  • We highlight weekly changes in A-H premium for Ping An Insurance, Ganfeng Lithium, Gwmotor, China Longyuan.

💡 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
Sign Up for Free


Nov 12
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Nov 10th): Alchip Tech and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Nov 10th): Alchip Tech, Gigabyte Tech, Gold Circuit, Taiwan Cement

TWSE Short Interest Weekly (Nov 10th): Alchip Tech, Gigabyte Tech, Gold Circuit, Taiwan Cement

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 10th which has an aggregated short interest worth USD14.4bn.
  • 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 Alchip Tech, Gigabyte Tech, Gold Circuit, Taiwan Cement, Ap Memory Tech, Hon Hai.

💡 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
Sign Up for Free


Nov 11
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Nov 10th): Aia and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Nov 10th): Aia, China Petroleum & Chemical, Esr
  • ASX Short Interest Weekly (Nov 3rd): Wisetech Global, BHP, Rio Tinto, Wesfarmers, Whitehaven Coal

Hong Kong Buybacks Weekly (Nov 10th): Aia, China Petroleum & Chemical, Esr

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Nov 10th 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 Petroleum & Chemical (386 HK), Esr (1821 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), HSBC (5 HK).

ASX Short Interest Weekly (Nov 3rd): Wisetech Global, BHP, Rio Tinto, Wesfarmers, Whitehaven Coal

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 3rd (reported today) which has an aggregated short interest worth USD18.5bn.
  • 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 Wisetech Global, BHP, Rio Tinto, Wesfarmers, Whitehaven Coal, Northern Star Re, Invocare.

💡 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
Sign Up for Free


Nov 08
0

Daily Brief Quantitative Analysis: KRX Shorts: Top Changes Prior to Short Ban and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Shorts: Top Changes Prior to Short Ban

KRX Shorts: Top Changes Prior to Short Ban

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Nov 3rd which has an aggregated short interest worth USD12.7bn.
  • 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 Ecopro, Samsung Sdi Co, Sk Hynix, Jusung Engineeri, Hyundai Bioscien, Leeno Industrial.

💡 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
Sign Up for Free


Nov 06
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Nov 3rd): Ganfeng Lithium and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Nov 3rd): Ganfeng Lithium, CMS, Wuxi Apptec
  • Hong Kong Connect Flows (Nov 3rd): Li Ning, SMIC, Xiaomi
  • TWSE Foreign Holding Weekly (Nov 3rd): Alchip Tech, TSMC, Hon Hai, Taiwan Cement
  • HK Short Interest Weekly: Yankuang Energy, CCB, Bidu, Petrochina
  • Northbound Flows (Nov 3rd): Moutai, China Yangtze Power, Maxscend Microelectronics, Mindray

A-H Premium Weekly (Nov 3rd): Ganfeng Lithium, CMS, Wuxi Apptec

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 117.6% as of Nov 3rd.
  • The average A-H premium changed by -1.5ppt week on week, led by utilities, information technology, communication services and offset by energy.
  • We highlight weekly changes in A-H premium for Ganfeng Lithium, China Merchant Securities and Wuapptec.

Hong Kong Connect Flows (Nov 3rd): Li Ning, SMIC, Xiaomi

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 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 Li Ning, Semiconductor Manufacturing International, Xiaomi, Wuxi Biologics, Kuaishou Technology.

TWSE Foreign Holding Weekly (Nov 3rd): Alchip Tech, TSMC, Hon Hai, Taiwan Cement

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 3rd which has an aggregated holding worth USD625.6bn.
  • We tabulate league table for top changes by value for 1 week, one 4 weeks, 1 year and top stocks held by foreign instutions by dollar value.
  • We estimate that foreign flows to be outflows of USD137mln and highlight foreign changes in Alchip Tech, TSMC, Hon Hai, Taiwan Cement.

HK Short Interest Weekly: Yankuang Energy, CCB, Bidu, Petrochina

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Oct 27th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Yankuang Energy, CCB, Bidu, Petrochina.

Northbound Flows (Nov 3rd): Moutai, China Yangtze Power, Maxscend Microelectronics, Mindray

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of November 3rd.
  • We estimate the weekly inflows to be US$100.5 million, led by consumer staples, information technology, health care sectors, and offset by industrials, consumer discretionary.
  • We highlight flows for Moutai, China Yangtze Power, Maxscend Microelectronics, Mindray, Wuliangye, BYD.

💡 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
Sign Up for Free


Nov 05
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Nov 3rd): Alchip Tech and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Nov 3rd): Alchip Tech, Via Tech, Wiwynn, Taiwan Cement, Wistron

TWSE Short Interest Weekly (Nov 3rd): Alchip Tech, Via Tech, Wiwynn, Taiwan Cement, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 3rd which has an aggregated short interest worth USD14.3bn.
  • 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 Alchip Tech, Via Tech, Wiwynn, Taiwan Cement, Wistron, Century Iron.

💡 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
Sign Up for Free