Category

Quantitative Analysis

Jul 25
0

Daily Brief Quantitative Analysis: A-H Premium Weekly: COSCO Ship Eng and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly: COSCO Ship Eng, YOFC, CSSC Offshore, Shanghai Fudan, China Suntien
  • HK Short Interest: BYD, Fosun Pharma, GF Securities
  • Hong Kong Connect Flows: 11 Weeks of Inflows
  • Northbound Flows: Yunnan Energy New Material, Zhejiang Huayou Cobalt, BOE Technology

A-H Premium Weekly: COSCO Ship Eng, YOFC, CSSC Offshore, Shanghai Fudan, China Suntien

By Ke Yan, CFA, FRM

  • We analyse the changes of A/H premium on 141 stocks over the last week.
  • Increase in the A-H premium in Utilities (+4.4ppt) and Real Estate (+2.1ppt) were offset by the decline of A-H premium in Consumer Discretionary (+6.1ppt) and Health Care (-2.1ppt) sectors.
  • We highlight A-H premium changes in COSCO Ship Eng, YOFC, CSSC Offshore, Shanghai Fudan, China Suntien.

HK Short Interest: BYD, Fosun Pharma, GF Securities

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jul 15th. 
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight week on week short interest increases in BYD, Fosun Pharma, GF Securities.

Hong Kong Connect Flows: 11 Weeks of Inflows

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight Tencent and BYD that dominated the inflows last week.

Northbound Flows: Yunnan Energy New Material, Zhejiang Huayou Cobalt, BOE Technology

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine.
  • Outflows from consumer discretionary and consumer staple were offset by the inflows into material and energy.
  • We highlight inflows into Yunnan Energy New Material, Zhejiang Huayou Cobalt, BOE Technology and etc.

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Jul 23
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks: AIA and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks: AIA, Pop Mart, Great Wall Motor

Hong Kong Buybacks: AIA, Pop Mart, Great Wall Motor

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Jul 22nd 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), Pop Mart (9992 HK), Great Wall Motor (2333 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Aia (1299 HK), Great Wall Motor (2333 HK).

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Jul 18
0

Daily Brief Quantitative Analysis: A-H Premium Weekly: Steel & Cement at 52w High and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly: Steel & Cement at 52w High, Great Wall Motor, Longyuan
  • Hong Kong Connect Flows: Tencent, Geely, Meituan, Wuxi Biologics
  • HK Short Interest: Innovent Biologics, Yeahka, CR Beer, Great Wall Motor
  • Northbound Flows: Mindray, Tianjin Zhonghuan, BYD, Banks

A-H Premium Weekly: Steel & Cement at 52w High, Great Wall Motor, Longyuan

By Ke Yan, CFA, FRM

  • We analyse the changes of A/H premium on 140 stocks over the last week.
  • A-H premium declined by 0.5ppt week on week, mainly due to consumer discretionary, communication services and financials, offset by consumer staple and material. 
  • We highlight A-H premium for Steel & Cement companies, Great Wall Motor, and Longyuan.

Hong Kong Connect Flows: Tencent, Geely, Meituan, Wuxi Biologics

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight weekly flows of Tencent, Geely, Meituan, Wuxi Biologics.

HK Short Interest: Innovent Biologics, Yeahka, CR Beer, Great Wall Motor

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jul 8th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short interest changes in Innovent Biologics, Yeahka, CR Beer, Great Wall Motor.

Northbound Flows: Mindray, Tianjin Zhonghuan, BYD, Banks

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine.
  • Banks led the outflow as offshore investors are concerned about the risk from property sectors.
  • We highlight inflows into Mindray, Tianjin Zhonghuan, BYD and outflows from banks.

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Jul 16
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks: Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks: Tencent, AIA, ESR Cayman

Hong Kong Buybacks: Tencent, AIA, ESR Cayman

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Jul 15th 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), Aia (1299 HK), Esr (1821 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Aia (1299 HK), Great Wall Motor (2333 HK).

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Jul 13
0

Daily Brief Quantitative Analysis: Crypto Tokens: Does Security Selection Matter? and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Crypto Tokens: Does Security Selection Matter?

Crypto Tokens: Does Security Selection Matter?

By Nicolas Rabener

  • More than 80% of cryptocurrency tokens trade below their first trading price
  • Tokens are diverse in their functions, but all types have been losing money consistently
  • Token financing seems to be more beneficial for the issuer than investors

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