Category

Quantitative Analysis

Sep 22
0

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Alibaba and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: Alibaba, China Pacific Insurance, Tencent, Bidu, Akeso
  • A-H Premium Weekly (Sep 19th): Zmj, Yankuang Energy, Liaoning Port, Haier Smart Home, Qingdao Port
  • HK Connect Flows Weekly (Sep 19th): Alibaba, Beigene, China Pacific Insurance
  • TWSE Short Interest Weekly (Sep 19th): Yageo, Winbond Electronics, MiTAC, Unimicron Technology
  • KRX Foreign Holding Weekly (Sep 19th): Samsung Electronics, SK Hynix, Samsung Elec (PREF), HYBE
  • Thailand Short Interest Weekly (Sep 19th): Intouch, Thai Oil, Gulf Energy Development
  • TWSE Foreign Holding Weekly (Sep 19th): Hon Hai Precision, Nanya Technology, TSMC
  • Bursa Short Interest Weekly (Sep 19th): CIMB, Gamuda, Sime Darby, VS Industry, Telekom Malaysia

HK Short Interest Weekly: Alibaba, China Pacific Insurance, Tencent, Bidu, Akeso

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Sep 12th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Alibaba, China Pacific Insurance, Tencent, Bidu, Akeso, Shandong Gold Mining.

A-H Premium Weekly (Sep 19th): Zmj, Yankuang Energy, Liaoning Port, Haier Smart Home, Qingdao Port

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 157 stocks over the last week. The average A-H premium was 57.0% as of Sep 19th.
  • The average A-H premium changed by -0.8ppt week-on-week, led by industrials, energy, health care and offset by real estate, consumer staples, utilities.
  • We highlight weekly changes in A-H premium for Zmj, Yankuang Energy, Liaoning Port, Haier Smart Home, Qingdao Port, China Minsheng Banking.

HK Connect Flows Weekly (Sep 19th): Alibaba, Beigene, China Pacific Insurance

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 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 Alibaba, Beigene, China Pacific Insurance, Duality Biotherapeutics, Xiaomi, Tencent, ICBC, Great Wall Motor.

TWSE Short Interest Weekly (Sep 19th): Yageo, Winbond Electronics, MiTAC, Unimicron Technology

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 19th. The aggregated short interest was USD27.4bn.
  • 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 Yageo, Winbond Electronics, MiTAC, Unimicron Technology, Asustek Computer, Yageo, Winbond Electronics, MiTAC, Unimicron Technology, Asustek Computer.

KRX Foreign Holding Weekly (Sep 19th): Samsung Electronics, SK Hynix, Samsung Elec (PREF), HYBE

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Sep 19th. The aggregated holding was USD718.2bn.
  • We estimate that foreign flows to be inflows of USD2,529mln. 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, SK Hynix, Samsung Elec (PREF), HYBE, Kakao.

Thailand Short Interest Weekly (Sep 19th): Intouch, Thai Oil, Gulf Energy Development

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Sep 19th. We estimate that they had an aggregated short interest worth USD2.5bn.
  • 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 Intouch, Thai Oil, Gulf Energy Development, Advanced Info Service, TISCO Financial, Thai Oil, Advanced Info Service, Tisco Financial, Gulf Energy Development.

TWSE Foreign Holding Weekly (Sep 19th): Hon Hai Precision, Nanya Technology, TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Sep 19th. The aggregated holding was USD1,278.2bn.
  • We estimate that foreign flows to be inflows of USD1,280mln. 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 Hon Hai Precision, Nanya Technology, TSMC, Unimicron Technology, Accton Technology, Hon Hai Precision, Nanya Technology, TSMC, Unimicron Technology, Accton Technology.

Bursa Short Interest Weekly (Sep 19th): CIMB, Gamuda, Sime Darby, VS Industry, Telekom Malaysia

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Sep 19th. The aggregated short interest is USD377m.
  • 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 CIMB, Gamuda, Sime Darby, VS Industry, Telekom Malaysia.

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Sep 20
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Sep 19th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Sep 19th): Tencent, Hang Seng Bank, Mgm China
  • ASX Short Interest Weekly (Sep 12th): Sayona Mining, ANZ, Woolworths, Westpac, Xero

Hong Kong Buybacks Weekly (Sep 19th): Tencent, Hang Seng Bank, Mgm China

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 19th 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), Hang Seng Bank (11 HK), Mgm China (2282 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), China Hongqiao (1378 HK), Hang Seng Bank (11 HK).

ASX Short Interest Weekly (Sep 12th): Sayona Mining, ANZ, Woolworths, Westpac, Xero

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Sep 12th (reported today). The aggregated short interest was USD26.9bn.
  • 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 Sayona Mining, ANZ, Woolworths, Westpac, Xero.

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Sep 18
0

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Sep 12th): SoftBank and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Sep 12th): SoftBank, Advantest, Tokyo Electron, Disco, Sanrio
  • KRX Short Interest Weekly (Sep 12th): Doosan Fuel Cell, HMM, Samsung Electronics, Hyundai Motor

JPX Margin Trading Weekly (Sep 12th): SoftBank, Advantest, Tokyo Electron, Disco, Sanrio

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Sep 12th. The aggregated net margin trading position is USD16,380m.
  • 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 SoftBank, Advantest, Tokyo Electron, Disco, Sanrio, Mitsubishi Heavy Industries, IHI, Timee, Furukawa Electric, Lasertec, Softbank, Advantest, Tokyo Electron, Disco, Sanrio.

KRX Short Interest Weekly (Sep 12th): Doosan Fuel Cell, HMM, Samsung Electronics, Hyundai Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Sep 12th. The aggregated short interest was USD11.2bn.
  • 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 Doosan Fuel Cell, HMM, Samsung Electronics, Hyundai Motor, SK Hynix.

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Sep 15
0

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Horizon Robotics and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: Horizon Robotics, Tencent, CCB, Shandong Gold Mining
  • A-H Premium Weekly (Sep 12th): China Longyuan Power, Fudan Microelectronics, Zijin Mining
  • HK Connect Flows Weekly (Sep 12th): Alibaba, Horizon Robotics, Pop Mart Intl, BYD, Meituan
  • KRX Foreign Holding Weekly (Sep 12th): SK Hynix, Hanwha Ocean, Samsung Electronics, Kakaopay
  • Bursa Short Interest Weekly (Sep 12th): Malaysian Resources, Sime Darby, Bumi Armada, Genting
  • Thailand Short Interest Weekly (Sep 12th): Intouch, Amata, Advanced Info Service, Bangkok Dusit
  • TWSE Foreign Holding Weekly (Sep 12th): TSMC, Hon Hai Precision, MediaTek, Delta Electronics
  • TWSE Short Interest Weekly (Sep 12th): Lite-On Technology, MiTAC, Accton Technology, Elite Material

HK Short Interest Weekly: Horizon Robotics, Tencent, CCB, Shandong Gold Mining

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Sep 5th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Horizon Robotics, Tencent, CCB, Shandong Gold Mining.

A-H Premium Weekly (Sep 12th): China Longyuan Power, Fudan Microelectronics, Zijin Mining

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 157 stocks over the last week. The average A-H premium was 57.8% as of Sep 12th.
  • The average A-H premium changed by -2.5ppt week-on-week, led by information technology, consumer staples, financials and offset by consumer discretionary.
  • We highlight weekly changes in A-H premium for China Longyuan Power, Fudan Microelectronics, Zijin Mining, CSSC O&M Engineering, Baiyunshan Pharma, SMIC.

HK Connect Flows Weekly (Sep 12th): Alibaba, Horizon Robotics, Pop Mart Intl, BYD, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 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 Alibaba, Horizon Robotics, Pop Mart Intl, BYD, Meituan, Ping An Insurance, Akeso, China Telecom, Xiaomi, Kuaishou.

KRX Foreign Holding Weekly (Sep 12th): SK Hynix, Hanwha Ocean, Samsung Electronics, Kakaopay

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Sep 12th. The aggregated holding was USD694.4bn.
  • We estimate that foreign flows to be inflows of USD1,835mln. 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, Hanwha Ocean, Samsung Electronics, kakaopay, HANWHA AEROSPACE.

Bursa Short Interest Weekly (Sep 12th): Malaysian Resources, Sime Darby, Bumi Armada, Genting

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Sep 12th. The aggregated short interest is USD365m.
  • 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 Malaysian Resources, Sime Darby, Bumi Armada, Genting, Yinson.

Thailand Short Interest Weekly (Sep 12th): Intouch, Amata, Advanced Info Service, Bangkok Dusit

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Sep 12th. We estimate that they had an aggregated short interest worth USD2.5bn.
  • 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 Intouch, Amata, Advanced Info Service, Bangkok Dusit, Central Pattana, Bangkok Dusit, Central Pattana, Advanced Info Service.

TWSE Foreign Holding Weekly (Sep 12th): TSMC, Hon Hai Precision, MediaTek, Delta Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Sep 12th. The aggregated holding was USD1,263.9bn.
  • We estimate that foreign flows to be inflows of USD4,850mln. 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, Hon Hai Precision, MediaTek, Delta Electronics, Wistron, TSMC, Hon Hai Precision, Mediatek, Wistron, Delta Electronics.

TWSE Short Interest Weekly (Sep 12th): Lite-On Technology, MiTAC, Accton Technology, Elite Material

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 12th. The aggregated short interest was USD26.9bn.
  • 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 Lite-On Technology, MiTAC, Accton Technology, Elite Material, Wiwynn, Lite-On Technology, MiTAC, Accton Technology, Elite Material, Wiwynn.

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Sep 12
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Sep 5th): Goodman and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Sep 5th): Goodman, Ramsay Health Care, WiseTech Global, Origin Energy
  • Hong Kong Buybacks Weekly (Sep 12th): Tencent, Hang Seng Bank, China Hongqiao

ASX Short Interest Weekly (Sep 5th): Goodman, Ramsay Health Care, WiseTech Global, Origin Energy

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Sep 5th (reported today). The aggregated short interest was USD26.0bn.
  • 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 Goodman, Ramsay Health Care, WiseTech Global, Origin Energy, Ampol.

Hong Kong Buybacks Weekly (Sep 12th): Tencent, Hang Seng Bank, 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 Sep 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), Hang Seng Bank (11 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), China Hongqiao (1378 HK), Hang Seng Bank (11 HK).

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Sep 10
0

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Sep 5th): Nidec and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Sep 5th): Nidec, Disco, Mitsubishi Heavy Industries, Furukawa Electric
  • KRX Short Interest Weekly (Sep 5th): Kakaopay, L&F, NAVER, SK Hynix, Alteogen

JPX Margin Trading Weekly (Sep 5th): Nidec, Disco, Mitsubishi Heavy Industries, Furukawa Electric

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Sep 5th. The aggregated net margin trading position is USD17,638m.
  • 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 Nidec, Disco, Mitsubishi Heavy Industries, Furukawa Electric, Fast Retailing, Tokyo Electron, Nintendo, Hitachi, Kioxia, Lasertec, Nidec, Disco, Mitsubishi Heavy Industries, Furukawa Electric.

KRX Short Interest Weekly (Sep 5th): Kakaopay, L&F, NAVER, SK Hynix, Alteogen

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Sep 5th. The aggregated short interest was USD10.8bn.
  • 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 kakaopay, L&F, NAVER, SK Hynix, Alteogen.

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Sep 08
0

Daily Brief Quantitative Analysis: HK Short Interest Weekly: China Hongqiao and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: China Hongqiao, Xiaomi, Meituan, Hua Hong Semiconductor
  • A-H Premium Weekly (Sep 5th): China Zheshang Bank, China Communications Construction, Goldwind
  • TWSE Foreign Holding Weekly (Aug 29th): TSMC, Hon Hai Precision, Delta Electronics, Quanta Computer
  • KRX Foreign Holding Weekly (Sep 5th): SK Hynix, Samsung Electronics, NAVER, HYUNDAI ROTEM, Mobis
  • Bursa Short Interest Weekly (Sep 5th): Sime Darby, IJM, Telekom Malaysia, Icon Offshore, UEM Sunrise
  • HK Connect Flows Weekly (Sep 5th): Alibaba, Ping An Insurance, Xiaomi, Tencent, Pop Mart Intl
  • Thailand Short Interest Weekly (Sep 5th): Intouch, Kasikornbank, Bangkok Dusit, Supalai
  • TWSE Short Interest Weekly (Sep 5th): Jentech Precision Industrial, Wiwynn, Realtek Semiconductor

HK Short Interest Weekly: China Hongqiao, Xiaomi, Meituan, Hua Hong Semiconductor

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Aug 29th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in TraHK HSI ETF, China Hongqiao, Xiaomi, Meituan, Hua Hong Semiconductor, Horizon Robotics.

A-H Premium Weekly (Sep 5th): China Zheshang Bank, China Communications Construction, Goldwind

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 157 stocks over the last week. The average A-H premium was 60.1% as of Sep 5th.
  • The average A-H premium changed by -0.9ppt week-on-week, led by utilities, energy, health care and offset by real estate, consumer discretionary.
  • We highlight weekly changes in A-H premium for China Zheshang Bank, China Communications Construction, Goldwind, Weichai Power.

TWSE Foreign Holding Weekly (Aug 29th): TSMC, Hon Hai Precision, Delta Electronics, Quanta Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Aug 29th. The aggregated holding was USD1,163.6bn.
  • We estimate that foreign flows to be inflows of USD428mln. 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, Hon Hai Precision, Delta Electronics, Quanta Computer, Global Unichip, TSMC, Hon Hai Precision, Global Unichip, Delta Electronics, Quanta Computer.

KRX Foreign Holding Weekly (Sep 5th): SK Hynix, Samsung Electronics, NAVER, HYUNDAI ROTEM, Mobis

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Sep 5th. The aggregated holding was USD644.3bn.
  • We estimate that foreign flows to be inflows of USD33mln. 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, NAVER, HYUNDAI ROTEM, Mobis.

Bursa Short Interest Weekly (Sep 5th): Sime Darby, IJM, Telekom Malaysia, Icon Offshore, UEM Sunrise

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Sep 5th. The aggregated short interest is USD368m.
  • 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 Sime Darby, IJM, Telekom Malaysia, Icon Offshore, UEM Sunrise.

HK Connect Flows Weekly (Sep 5th): Alibaba, Ping An Insurance, Xiaomi, Tencent, Pop Mart Intl

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 5th.
  • 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, Ping An Insurance, Xiaomi, Tencent, Pop Mart Intl, Shandong Gold Mining, Horizon Robotics, ZTE, China Hongqiao, Kuaishou.

Thailand Short Interest Weekly (Sep 5th): Intouch, Kasikornbank, Bangkok Dusit, Supalai

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Sep 5th. We estimate that they had an aggregated short interest worth USD2.3bn.
  • 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 Intouch, Kasikornbank, Bangkok Dusit, Supalai, Advanced Info Service, Kasikornbank, Bangkok Dusit, Advanced Info Service, Supalai.

TWSE Short Interest Weekly (Sep 5th): Jentech Precision Industrial, Wiwynn, Realtek Semiconductor

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 5th. The aggregated short interest was USD25.8bn.
  • 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 Jentech Precision Industrial, Wiwynn, Realtek Semiconductor, Hon Hai Precision, Kaori Heat Treatment, Jentech Precision Industrial, Wiwynn, Realtek Semiconductor, Hon Hai Precision, Kaori Heat Treatment.

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Sep 06
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Sep 5th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Sep 5th): Tencent, China Hongqiao, Hang Seng Bank

Hong Kong Buybacks Weekly (Sep 5th): Tencent, China Hongqiao, Hang Seng Bank

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 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), China Hongqiao (1378 HK), Hang Seng Bank (11 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), China Hongqiao (1378 HK), Hang Seng Bank (11 HK).

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Sep 05
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Aug 29th): Reece and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Aug 29th): Reece, Flight Centre, Sigma Pharmaceuticals, Goodman

ASX Short Interest Weekly (Aug 29th): Reece, Flight Centre, Sigma Pharmaceuticals, Goodman

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Aug 29th (reported today). The aggregated short interest was USD26.3bn.
  • 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 Reece, Flight Centre, Sigma Pharmaceuticals, Goodman, Wesfarmers.

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Sep 03
0

Daily Brief Quantitative Analysis: STAR50 Index Earning Revision (Aug): JINKO SOLAR and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • STAR50 Index Earning Revision (Aug): JINKO SOLAR, Xinjiang Daqo, CAMBRICON, Ninebot
  • JPX Margin Trading Weekly (Aug 29th): Ryohin Keikaku, Disco, Yoshinoya, Advantest
  • CSI 100 Index Earning Revision (Aug): CAMBRICON, CHINA VANKE, ZIJIN MINING, TONGWEI
  • CSI 300 Index Earning Revision (Aug): CHINA VANKE, BANK OF NANJING, BANK OF HANGZHOU
  • KRX Short Interest Weekly (Aug 29th): LIG Nex1, Alteogen, Samsung F&M Ins, SK Hynix, SKC

STAR50 Index Earning Revision (Aug): JINKO SOLAR, Xinjiang Daqo, CAMBRICON, Ninebot

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of STAR50 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 JINKO SOLAR, Xinjiang Daqo, CAMBRICON TECHNOLOGIES, Ninebot, TRINA SOLAR, Cambricon Technologies, Ninebot, Trina Solar, Jinko Solar, Xinjiang Daqo.

JPX Margin Trading Weekly (Aug 29th): Ryohin Keikaku, Disco, Yoshinoya, Advantest

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Aug 29th. The aggregated net margin trading position is USD17,417m.
  • 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 Ryohin Keikaku, Disco, Yoshinoya, Advantest, Mitsubishi Heavy Industries, Mitsubishi UFJ Financial, Fast Retailing, Nintendo, Fujikura, Furukawa Electric, Ryohin Keikaku, Disco, Yoshinoya, Advantest.

CSI 100 Index Earning Revision (Aug): CAMBRICON, CHINA VANKE, ZIJIN MINING, TONGWEI

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of CSI 100 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 CAMBRICON TECHNOLOGIES, CHINA VANKE, ZIJIN MINING, TONGWEI, CSCE, CHONGQING ZHIFEI BIOLOGICAL PRODUCTS, TCL TECHNOLOGY, Zijin Mining, Tcl Technology, China Vanke.

CSI 300 Index Earning Revision (Aug): CHINA VANKE, BANK OF NANJING, BANK OF HANGZHOU

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of CSI 300 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 CHINA VANKE, BANK OF NANJING, BANK OF HANGZHOU, 360 SECURITY TECHNOLOGY, JA SOLAR TECHNOLOGY, CHINA STATE CONSTRUCTION ENGINEERING, Xinjiang Daqo, CCB, Bank Of Nanjing, CCB.

KRX Short Interest Weekly (Aug 29th): LIG Nex1, Alteogen, Samsung F&M Ins, SK Hynix, SKC

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Aug 29th. The aggregated short interest was USD10.4bn.
  • 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 LIG Nex1, Alteogen, SamsungF&MIns, SK Hynix, SKC.

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