Category

Quantitative Analysis

Apr 13
0

Daily Brief Quantitative Analysis: HK Connect Flows Weekly (Apr 11th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Connect Flows Weekly (Apr 11th): Tencent, Alibaba, Xiaomi, China Mobile, SMIC, HSBC

HK Connect Flows Weekly (Apr 11th): Tencent, Alibaba, Xiaomi, China Mobile, SMIC, HSBC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of April 11th.
  • 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, Alibaba, Xiaomi, China Mobile, SMIC, HSBC.

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Apr 12
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Apr 11th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Apr 11th): Tencent, Wuxi Biologics, China Hongqiao

Hong Kong Buybacks Weekly (Apr 11th): Tencent, Wuxi Biologics, China Hongqiao

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 11th 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), Wuxi Biologics (2269 HK), China Hongqiao (1378 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), CNBM (3323 HK), China Hongqiao (1378 HK).

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Apr 11
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Apr 4th): Lg Energy Solution and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Apr 4th): Lg Energy Solution, Samsung H.I., Hd Hyundai Heavy Industries
  • ASX Short Interest Weekly (Apr 4th): James Hardie Industries, Transurban, Coles

KRX Short Interest Weekly (Apr 4th): Lg Energy Solution, Samsung H.I., Hd Hyundai Heavy Industries

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Apr 4th which has an aggregated short interest worth USD4.9bn.
  • 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 Lg Energy Solution, Samsung H.I., Hd Hyundai Heavy Industries, Hd Hyundai Electric, Sk Innovation.

ASX Short Interest Weekly (Apr 4th): James Hardie Industries, Transurban, Coles

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Apr 4th (reported today) which has an aggregated short interest worth USD23.3bn.
  • 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 James Hardie Industries, Transurban, Coles, Northern Star Resources, Evolution Mining, Goodman.

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Apr 09
0

Daily Brief Quantitative Analysis: Northbound Flows (1Q2025): BYD and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Northbound Flows (1Q2025): BYD, Naura Technology, Cmb, Yangtze Power, Weichai Power

Northbound Flows (1Q2025): BYD, Naura Technology, Cmb, Yangtze Power, Weichai Power

By Ke Yan, CFA, FRM

  • We analyze the 1Q2025 Shanghai/Shenzhen northbound Connect flows with our data engine as the exchange changed the rule to only disclose north bound position once a quarter.
  • We estimate that the inflows in 1Q2025 were US$1,760 million and holdings were US$307 billion, compared to outflows of US$20 billion in 4Q. 
  • We highlight flows for BYD, Naura Technology, Cmb, Yangtze Power, Weichai Power.

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Apr 07
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Apr 4th): Joinn Lab and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Apr 4th): Joinn Lab, Beigene, Qinhuangdao Port, Sichuan Expressway
  • Thailand Short Interest Weekly (Apr 4th): Airports of Thailand, PTT E&P, Bangkok Bank, Kasikornbank
  • KRX Foreign Holding Weekly (Apr 4th): SK Hynix, Hyundai Motor, Samsung Electronics
  • TWSE Foreign Holding Weekly (Apr 4th): TSMC, Mediatek
  • TWSE Short Interest Weekly (Apr 4th): Asustek Computer, Alchip Technologies, Yang Ming Marine

A-H Premium Weekly (Apr 4th): Joinn Lab, Beigene, Qinhuangdao Port, Sichuan Expressway

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 150 stocks over the last week. The average A-H premium was 86.7% as of April 4th. 
  • The average A-H premium changed by 1.6ppt week-on-week, led by consumer staples.
  • We highlight weekly changes in A-H premium for Joinn Lab, Beigene, Qinhuangdao Port, Sichuan Expressway.

Thailand Short Interest Weekly (Apr 4th): Airports of Thailand, PTT E&P, Bangkok Bank, Kasikornbank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Apr 4th.We estimate that they had an aggregated short interest worth USD1.8bn.
  • 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 Airports of Thailand, PTT E&P, Bangkok Bank, Kasikornbank, CP ALL, CP AXTRA NVDR, Thai Oil, Supalai, Siri Prime Office Property Fd.

KRX Foreign Holding Weekly (Apr 4th): SK Hynix, Hyundai Motor, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Apr 4th which has an aggregated holding worth USD465.8bn.
  • We estimate that foreign flows to be outflows of USD2,455mln. 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, Hyundai Motor, Samsung Electronics.

TWSE Foreign Holding Weekly (Apr 4th): TSMC, Mediatek

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Apr 4th which has an aggregated holding worth USD 888 bn. 
  • We estimate that foreign flows to be outflows of USD1,173mln. 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 TSMC (2330 TT), Mediatek (2454 TT).

TWSE Short Interest Weekly (Apr 4th): Asustek Computer, Alchip Technologies, Yang Ming Marine

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Apr 4th which has an aggregated short of USD 20.5bn. 
  • We tabulate league table for top short by value and short as multiple of ADT.
  • We highlight short interest changes in Asustek Computer, Alchip Technologies, Yang Ming Marine, Unimicron Technology, King Yuan Electronics, Hiwin Technologies.

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Apr 06
0

Daily Brief Quantitative Analysis: HK Connect Flows Weekly (Apr 3rd): Pop Mart Intl and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Connect Flows Weekly (Apr 3rd): Pop Mart Intl, China Mobile, Meituan, Alibaba, CMB

HK Connect Flows Weekly (Apr 3rd): Pop Mart Intl, China Mobile, Meituan, Alibaba, CMB

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 Pop Mart International, China Mobile, Meituan, Alibaba, CMB, Xiaomi.

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Apr 05
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Apr 4th): Tencent, China Hongqiao, Kuaishou

Hong Kong Buybacks Weekly (Apr 4th): Tencent, China Hongqiao, Kuaishou

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 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), China Hongqiao (1378 HK), Kuaishou (1024 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), CNBM (3323 HK), China Hongqiao (1378 HK).

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Apr 04
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Mar 28th): Commonwealth Bank Of Australia and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Mar 28th): Commonwealth Bank Of Australia, James Hardie Industries

ASX Short Interest Weekly (Mar 28th): Commonwealth Bank Of Australia, James Hardie Industries

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Mar 28th (reported today) which has an  aggregated short interest worth USD 23.9bn.
  • We tabulate league table for top short by value and short as multiple of ADT.
  • We highlight short interest changes in Commonwealth Bank Of Australia, James Hardie Industries, Westpac, Suncorp, ANZ, Macquarie.

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Apr 02
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Mar 28th): Samsung Electronics and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Mar 28th): Samsung Electronics, Shinhan Group, KB Financial
  • Hong Kong Connect Flows (March): $24 Bn Monthly Inflows

KRX Short Interest Weekly (Mar 28th): Samsung Electronics, Shinhan Group, KB Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Mar 28th which has an aggregated short of USD 3.6bn.
  • We tabulate league table for top short by value and short as multiple of ADT.
  • We highlight short interest changes in Samsung Electronics, Shinhan Group, KB Financial, Samsung Biologics.

Hong Kong Connect Flows (March): $24 Bn Monthly 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 flows of Alibaba, China Mobile, Xiaomi, Guotai Junan, Ke.

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Mar 31
0

Daily Brief Quantitative Analysis: Thailand Short Interest Weekly (Mar 28th): CP AXTRA and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Thailand Short Interest Weekly (Mar 28th): CP AXTRA, Thai Oil, Central Pattana, Indorama Ventures
  • TWSE Foreign Holding Weekly (Mar 28th): TSMC, Hon Hai Precision, Quanta Computer, Asustek Computer
  • Gold Miners:  Off the Radar
  • KRX Foreign Holding Weekly (Mar 28th): Samsung Electronics, Hanwha Aerospace, SK Hynix
  • TWSE Short Interest Weekly (Mar 28th): Quanta Computer, Eva Airways, Macronix Intl
  • A-H Premium Weekly (Mar 28th): Great Wall Motor, China Oilfield Services, Tsingtao Brewery, Cmoc

Thailand Short Interest Weekly (Mar 28th): CP AXTRA, Thai Oil, Central Pattana, Indorama Ventures

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Mar 28th.We estimate that they had an aggregated short interest worth USD0.8bn.
  • 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 CP AXTRA NVDR, Thai Oil, Central Pattana, Indorama Ventures, PTT E&P, Airports of Thailand, Kasikornbank, Bangkok Bank, CP ALL.

TWSE Foreign Holding Weekly (Mar 28th): TSMC, Hon Hai Precision, Quanta Computer, Asustek Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Mar 28th which has an aggregated holding worth USD902.6bn.
  • We estimate that foreign flows to be outflows of USD2,403mln. 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 TSMC, Hon Hai Precision Industry, Quanta Computer, Asustek Computer, Eva Airways.

Gold Miners:  Off the Radar

By Steven Holden

  • Despite gold hitting record highs this month, ownership of key gold mining stocks among EM managers remains muted.
  • AngloGold Ashanti and Harmony Gold Mining have both experienced consistent gains in ownership since their 2023 lows.
  • Oaktree, Overstone and Vontobel EM strategies hold some of the larger portfolio positions in select Gold stocks.

KRX Foreign Holding Weekly (Mar 28th): Samsung Electronics, Hanwha Aerospace, SK Hynix

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Mar 28th which has an aggregated holding worth USD490.5bn.
  • We estimate that foreign flows to be inflows of USD1,292mln. 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 Samsung Electronics, Hanwha Aerospace, SK Hynix, Hyundai Motor, Kia.

TWSE Short Interest Weekly (Mar 28th): Quanta Computer, Eva Airways, Macronix Intl

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Mar 28th which has an aggregated short interest worth USD20.8bn.
  • 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 Quanta Computer, Eva Airways, Macronix International, Sinopac Financial, Largan Precision, Chang Hwa Commercial Bank.

A-H Premium Weekly (Mar 28th): Great Wall Motor, China Oilfield Services, Tsingtao Brewery, Cmoc

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 150 stocks over the last week.
  • The average A-H premium was 85.0% as of Mar 28th. The average A-H premium changed by 1.8ppt week-on-week, led by real estate, communication services, financials.
  • We highlight weekly changes in A-H premium for Great Wall Motor, China Oilfield Services, Tsingtao Brewery, Cmoc, Xinhua Winshare Publishing And Media.

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