Category

Quantitative Analysis

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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Mar 30
0

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Trip.Com and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: Trip.Com, Zto Express, Wuxi Apptec, Anta Sports, Midea

HK Short Interest Weekly: Trip.Com, Zto Express, Wuxi Apptec, Anta Sports, Midea

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Mar 21st.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Trip.Com, Zto Express, Wuxi Apptec, Anta Sports, Midea.

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Mar 28
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Mar 21st): Sigma Pharmaceuticals and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Mar 21st): Sigma Pharmaceuticals, Transurban, Woolworths, ANZ, Amcor
  • Hong Kong Buybacks Weekly (Mar 28th): Tencent, Kuaishou, Cosco Shipping

ASX Short Interest Weekly (Mar 21st): Sigma Pharmaceuticals, Transurban, Woolworths, ANZ, Amcor

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Mar 21st (reported today) which has an aggregated short interest worth USD22.8bn.
  • 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 Sigma Pharmaceuticals, Transurban, Woolworths, ANZ, Amcor, National Australia Bank, Westpac, Paladin Energy.

Hong Kong Buybacks Weekly (Mar 28th): Tencent, Kuaishou, Cosco Shipping

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 28th 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), Kuaishou (1024 HK), Cosco Shipping (1919 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were CNBM (3323 HK), Tencent (700 HK), Kuaishou (1024 HK).

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Mar 27
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Mar 21st): Mobis and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Mar 21st): Mobis, Korea Aerospace

KRX Short Interest Weekly (Mar 21st): Mobis, Korea Aerospace

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Mar 21st which has an aggregated short interest worth USD3.5bn.
  • 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 Mobis (012330 KS), Korea Aerospace (047810 KS).

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Mar 24
0

Daily Brief Quantitative Analysis: Thailand Short Interest Weekly (Mar 21st): PTT and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Thailand Short Interest Weekly (Mar 21st): PTT, SCC, Krung Thai Bank, True, Srisawad
  • KRX Foreign Holding Weekly (Mar 21st): Samsung Electronics, SK Hynix, Hanwha Aerospace
  • Hong Kong Connect Flows (Mar 21st): Ke, China Mobile, Alibaba, Kuaishou, BOC, CR Beer, SMIC
  • A-H Premium Weekly (Mar 21st): 47 Stocks at 52 Week High A-H Premium
  • HK Short Interest Weekly: Trip.Com, ABC, BYD
  • TWSE Foreign Holding Weekly (Mar 21st): Yang Ming, Hon Hai Precision Industry, TSMC, Quanta Computer
  • TWSE Short Interest Weekly (Mar 21st): Ctbc Financial, Asustek Computer, Mediatek, Alchip

Thailand Short Interest Weekly (Mar 21st): PTT, SCC, Krung Thai Bank, True, Srisawad

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Mar 21st.We estimate that they had an aggregated short interest worth USD2.0bn.
  • 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 PTT, SCC, Krung Thai Bank, True, Srisawad.

KRX Foreign Holding Weekly (Mar 21st): Samsung Electronics, SK Hynix, Hanwha Aerospace

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Mar 21st which has an aggregated holding worth USD500.4bn.
  • We estimate that foreign flows to be inflows of USD1,889mln. 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, Hanwha Aerospace.

Hong Kong Connect Flows (Mar 21st): Ke, China Mobile, Alibaba, Kuaishou, BOC, CR Beer, SMIC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of March 21st.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Ke, China Mobile, Alibaba, Kuaishou, BOC, China Resources Beer, SMIC, Meituan.

A-H Premium Weekly (Mar 21st): 47 Stocks at 52 Week High A-H Premium

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 83.3% as of Mar 21st.
  • The average A-H premium changed by -0.4ppt week-on-week, led by utilities, consumer discretionary, communication services and offset by consumer staples, financials.
  • We highlight weekly changes in A-H premium for Huadian Power, Livzon Pharma, Joinn Lab, Maanshan Iron&Steel, Datang Intl Power.

HK Short Interest Weekly: Trip.Com, ABC, BYD

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Mar 14th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Trip.Com (9961 HK), ABC (1288 HK), BYD (1211 HK).

TWSE Foreign Holding Weekly (Mar 21st): Yang Ming, Hon Hai Precision Industry, TSMC, Quanta Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Mar 21st which has an aggregated holding worth USD931.3bn.
  • We estimate that foreign flows to be outflows of USD1,594mln. 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 Yang Ming Marine, Hon Hai Precision Industry, TSMC, Quanta Computer.

TWSE Short Interest Weekly (Mar 21st): Ctbc Financial, Asustek Computer, Mediatek, Alchip

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Mar 21st which has an aggregated short interest worth USD21.1bn.
  • 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 Ctbc Financial, Asustek Computer, Mediatek, Alchip Technologies, Innolux, Elite Advanced Laser.

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Mar 22
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Mar 21st): China Hongqiao and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Mar 21st): China Hongqiao, Swire Pacific, Samsonite
  • ASX Short Interest Weekly (Mar 14th): Lottery, Telstra, Sigma Pharmaceuticals

Hong Kong Buybacks Weekly (Mar 21st): China Hongqiao, Swire Pacific, Samsonite

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 21st based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were China Hongqiao (1378 HK), Swire Pacific (19 HK), Samsonite (1910 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were CNBM (3323 HK), Swire Pacific (19 HK), China Hongqiao (1378 HK).

ASX Short Interest Weekly (Mar 14th): Lottery, Telstra, Sigma Pharmaceuticals

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Mar 14th (reported today) which has an aggregated short interest worth USD22.5bn.
  • 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 Lottery, Telstra, Sigma Pharmaceuticals.

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Mar 20
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Mar 14th): Skc and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Mar 14th): Skc, Korea Aerospace

KRX Short Interest Weekly (Mar 14th): Skc, Korea Aerospace

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Mar 14th which has an aggregated short interest worth USD3.6bn.
  • 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 Skc (011790 KS), Korea Aerospace (047810 KS).

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