Category

Quantitative Analysis

Aug 18
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: BYD, Tencent, Wuxi Apptec, China Shenhua Energy, Beigene
  • TWSE Foreign Holding Weekly (Aug 15th): Hon Hai Precision, Quanta Computer, TSMC, Wistron
  • A-H Premium Weekly (Aug 15th): MCC, Jiangxi Copper, Ganfeng Lithium, Csc Financial, Fosun Pharma
  • KRX Foreign Holding Weekly (Aug 15th): SK Hynix, NAVER, Samsung Electronics, Kakao, Hanwha Ocean
  • Thailand Short Interest Weekly (Aug 15th): Intouch, Muangthai Capital, Bangkok Dusit, PTT GlobalChem
  • TWSE Short Interest Weekly (Aug 15th): Taishin Financial, Lite-On Technology, Taiwan Glass Ind
  • Bursa Short Interest Weekly (Aug 15th): Petronas Chemicals, Mr D I Y Group M Bhd, KPJ Healthcare
  • HK Connect Flows Weekly (Aug 15th): Xiaomi, Kuaishou, Wuxi Biologics, Alibaba, BYD Electronic, Anta

HK Short Interest Weekly: BYD, Tencent, Wuxi Apptec, China Shenhua Energy, Beigene

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Aug 8th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in BYD, Tencent, Wuxi Apptec, China Shenhua Energy, Beigene.

TWSE Foreign Holding Weekly (Aug 15th): Hon Hai Precision, Quanta Computer, TSMC, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Aug 15th. The aggregated holding was USD1,197.2bn.
  • We estimate that foreign flows to be inflows of USD373mln. 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, Quanta Computer, TSMC, Wistron, Zhen Ding Technology, Hon Hai Precision, Zhen Ding Technology, Quanta Computer, TSMC, Wistron.

A-H Premium Weekly (Aug 15th): MCC, Jiangxi Copper, Ganfeng Lithium, Csc Financial, Fosun Pharma

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 54.6% as of Aug 15th.
  • The average A-H premium changed by -4.2ppt week-on-week, led by real estate, financials, materials.
  • We highlight weekly changes in A-H premium for MCC, Jiangxi Copper, Ganfeng Lithium, Csc Financial, Fosun Pharma.

KRX Foreign Holding Weekly (Aug 15th): SK Hynix, NAVER, Samsung Electronics, Kakao, Hanwha Ocean

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Aug 15th. The aggregated holding was USD653.4bn.
  • We estimate that foreign flows to be inflows of USD772mln. 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, NAVER, Samsung Electronics, Kakao, Hanwha Ocean.

Thailand Short Interest Weekly (Aug 15th): Intouch, Muangthai Capital, Bangkok Dusit, PTT GlobalChem

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Aug 15th. 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, Muangthai Capital, Bangkok Dusit, PTT GlobalChem, CP ALL, CP ALL, Bangkok Dusit, Muangthai Capital.

TWSE Short Interest Weekly (Aug 15th): Taishin Financial, Lite-On Technology, Taiwan Glass Ind

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Aug 15th. 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 Taishin Financial, Lite-On Technology, Taiwan Glass Ind, Zhen Ding Technology, Mega Financial, Taishin Financial, Lite-On Technology, Taiwan Glass Ind, Zhen Ding Technology.

Bursa Short Interest Weekly (Aug 15th): Petronas Chemicals, Mr D I Y Group M Bhd, KPJ Healthcare

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Aug 15th. The aggregated short interest is USD421m.
  • 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 Petronas Chemicals, Mr D I Y Group M Bhd, KPJ Healthcare, Tenaga Nasional, Hartalega.

HK Connect Flows Weekly (Aug 15th): Xiaomi, Kuaishou, Wuxi Biologics, Alibaba, BYD Electronic, Anta

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of August 15th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Xiaomi, Kuaishou, Wuxi Biologics, Alibaba, BYD Electronic, Anta, China Mobile, China Life, Zai Lab.

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Aug 16
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Aug 15th): Hang Seng Bank and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Aug 15th): Hang Seng Bank, Mgm China, Yum China
  • ASX Short Interest Weekly (Aug 8th): Wesfarmers, Infratil, Iluka Resources, Bigtincan, Auswide Bank

Hong Kong Buybacks Weekly (Aug 15th): Hang Seng Bank, Mgm China, Yum 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 Aug 15th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Hang Seng Bank, Mgm China, Yum China.
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Hang Seng Bank (11 HK), Yum China (9987 HK), Vitasoy (345 HK).

ASX Short Interest Weekly (Aug 8th): Wesfarmers, Infratil, Iluka Resources, Bigtincan, Auswide Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Aug 8th (reported today). The aggregated short interest was USD25.9bn.
  • 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 Wesfarmers, Infratil, Iluka Resources, Bigtincan, Auswide Bank.

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Aug 14
0

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Aug 8th): Furukawa Electric and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Aug 8th): Furukawa Electric, Disco, Mitsubishi Heavy Industries, SoftBank

JPX Margin Trading Weekly (Aug 8th): Furukawa Electric, Disco, Mitsubishi Heavy Industries, SoftBank

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Aug 8th. The aggregated net margin trading position is USD15,664m.
  • 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 Furukawa Electric, Disco, Mitsubishi Heavy Industries, SoftBank, Advantest, Tokyo Electron, Nintendo, IHI, Chugai Pharmaceutical, Toyota Motor, Furukawa Electric, Disco, Mitsubishi Heavy Industries.

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Aug 13
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Aug 8th): Silicon2 and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Aug 8th): Silicon2, NAVER, LG Chem, KakaoBank, POSCO FUTURE M

KRX Short Interest Weekly (Aug 8th): Silicon2, NAVER, LG Chem, KakaoBank, POSCO FUTURE M

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Aug 8th. The aggregated short interest was USD10.0bn.
  • 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 Silicon2, NAVER, LG Chem, KakaoBank, POSCO FUTURE M.

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Aug 11
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Aug 8th): Metallurgical Corporation Of China and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Aug 8th): Metallurgical Corporation Of China, Shandong Gold Mining
  • HK Short Interest Weekly: Meituan, Li Auto, TraHK HSI ETF
  • HK Connect Flows Weekly (Aug 8th): Tencent, Kuaishou, Alibaba, Meituan, Li Auto, China Mobile
  • KRX Foreign Holding Weekly (Aug 8th): Samsung Electronics, NAVER, KEPCO, Kakao, HYUNDAI ROTEM
  • TWSE Foreign Holding Weekly (Aug 8th): TSMC, Hon Hai Precision, Quanta Computer, Taishin Financial
  • Thailand Short Interest Weekly (Aug 8th): Intouch, Bangkok Bank, Home Product Center, PTT GlobalChem
  • TWSE Short Interest Weekly (Aug 8th): Lite-On Technology, CTBC Financial, Taishin Financial
  • Bursa Short Interest Weekly (Aug 8th): Top Glove, Inari Amertron, YTL, Hartalega, Frontken

A-H Premium Weekly (Aug 8th): Metallurgical Corporation Of China, Shandong Gold 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 58.9% as of Aug 8th.
  • The average A-H premium changed by -2.3ppt week-on-week, led by materials, health care, utilities.
  • We highlight weekly changes in A-H premium for Metallurgical Corporation Of China, Shandong Gold Mining, China Shenhua Energy, Tianqi Lithium.

HK Short Interest Weekly: Meituan, Li Auto, TraHK HSI ETF

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Aug 1st.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Meituan, Li Auto, TraHK HSI ETF.

HK Connect Flows Weekly (Aug 8th): Tencent, Kuaishou, Alibaba, Meituan, Li Auto, China Mobile

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of August 8th.
  • 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, Kuaishou, Alibaba, Meituan, Li Auto, China Mobile.

KRX Foreign Holding Weekly (Aug 8th): Samsung Electronics, NAVER, KEPCO, Kakao, HYUNDAI ROTEM

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Aug 8th. The aggregated holding was USD649.4bn.
  • We estimate that foreign flows to be outflows of USD271mln. 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, NAVER, KEPCO, Kakao, HYUNDAI ROTEM.

TWSE Foreign Holding Weekly (Aug 8th): TSMC, Hon Hai Precision, Quanta Computer, Taishin Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Aug 8th. The aggregated holding was USD1,194.8bn.
  • We estimate that foreign flows to be inflows of USD1,623mln. 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, Quanta Computer, Taishin Financial, Wistron, TSMC, Hon Hai Precision, Quanta Computer, Wistron, Taishin Financial.

Thailand Short Interest Weekly (Aug 8th): Intouch, Bangkok Bank, Home Product Center, PTT GlobalChem

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Aug 8th. 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, Bangkok Bank, Home Product Center, PTT GlobalChem, VGI, Bangkok Bank, Home Product Center, Ptt Globalchem.

TWSE Short Interest Weekly (Aug 8th): Lite-On Technology, CTBC Financial, Taishin Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Aug 8th. The aggregated short interest was USD25.3bn.
  • 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 Lite-On Technology, CTBC Financial, Taishin Financial, Realtek Semiconductor, ASE Industrial, Lite-On Technology, CTBC Financial, Taishin Financial, Realtek Semiconductor, ASE Industrial.

Bursa Short Interest Weekly (Aug 8th): Top Glove, Inari Amertron, YTL, Hartalega, Frontken

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Aug 8th. The aggregated short interest is USD405m.
  • 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 Top Glove, Inari Amertron, YTL, Hartalega, Frontken.

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Aug 09
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Aug 8th): Hang Seng Bank and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Aug 8th): Hang Seng Bank, Xinyi Glass, Yum China

Hong Kong Buybacks Weekly (Aug 8th): Hang Seng Bank, Xinyi Glass, Yum 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 Aug 8th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were HSB (11 HK), Xinyi Glass (868 HK), Yum China (9987 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), Wuxi Biologics (2269 HK).

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Aug 08
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Aug 1st): Ramelius Resources and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Aug 1st): Ramelius Resources, Bluescope Steel, Boss Energy, Coles

ASX Short Interest Weekly (Aug 1st): Ramelius Resources, Bluescope Steel, Boss Energy, Coles

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Aug 1st (reported today). The aggregated short interest was USD24.9bn.
  • 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 Ramelius Resources, Bluescope Steel, Boss Energy, Coles, National Australia Bank.

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Aug 06
0

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Aug 1st): Tokyo Electron and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • JPX Margin Trading Weekly (Aug 1st): Tokyo Electron, Advantest, Hitachi, SoftBank, Fujikura
  • KRX Short Interest Weekly (Aug 1st): HANWHA SOLUTIONS, Hyundai Motor, Samsung SDI, LG H&H

JPX Margin Trading Weekly (Aug 1st): Tokyo Electron, Advantest, Hitachi, SoftBank, Fujikura

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Aug 1st. The aggregated net margin trading position is USD16,072m.
  • 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 Tokyo Electron, Advantest, Hitachi, SoftBank, Fujikura, Japan Tobacco, Sumitomo Mitsui Financial, IHI, Shimano, Capcom, Tokyo Electron, Advantest, Hitachi, Softbank, Fujikura, Japan Tobacco.

KRX Short Interest Weekly (Aug 1st): HANWHA SOLUTIONS, Hyundai Motor, Samsung SDI, LG H&H

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Aug 1st. The aggregated short interest was USD9.7bn.
  • 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 HANWHA SOLUTIONS, Hyundai Motor, Samsung SDI, LG H&H, Hanwha Vision.

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Aug 05
0

Daily Brief Quantitative Analysis: CSI 300 Index Earning Revision (Jul): Wuxi Apptec and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • CSI 300 Index Earning Revision (Jul): Wuxi Apptec, Eoptolink Technology, Ping An Insurance

CSI 300 Index Earning Revision (Jul): Wuxi Apptec, Eoptolink Technology, Ping An Insurance

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 Wuxi Apptec, Eoptolink Technology, Ping An Insurance, Muyuan Foods, China Vanke, Jinko Solar, Xinjiang Daqo.

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Aug 04
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: BYD, TraHK HSI ETF, Sino Biopharmaceutical
  • HK Connect Flows Weekly (Aug 1st): CCB, China Life, Tencent, Li Auto, China Mobile, Xiaomi
  • A-H Premium Weekly (Aug 1st): China Telecom, CIMC, Anjoy Food, China Everbright Bank
  • TWSE Short Interest Weekly (Aug 1st): Nan Ya Plastics, Taishin Financial, Wistron, ASE Industrial
  • TWSE Foreign Holding Weekly (Aug 1st): TSMC, Quanta Computer, Hon Hai Precision, Taishin Financial
  • KRX Foreign Holding Weekly (Aug 1st): Samsung Electronics, Hanwha Ocean, Hyundai Motor, NAVER
  • STAR50 Index Earning Revision (Jul): Xinjiang Daqo, Hwatsing Technology, Jinko Solar, Transsion
  • Thailand Short Interest Weekly (Aug 1st): Intouch, Bumrungrad Hospital, VGI, SCB X
  • Bursa Short Interest Weekly (Aug 1st): YTL, Gamuda, Tenaga Nasional, PPB, Cahya Mata Sarawak
  • HSI Index Earning Revision (Jul): Jd, CCB, Meituan, BOC, ICBC, Xinyi Solar, Bidu

HK Short Interest Weekly: BYD, TraHK HSI ETF, Sino Biopharmaceutical

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jul 25th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in BYD, TraHK HSI ETF, Sino Biopharmaceutical.

HK Connect Flows Weekly (Aug 1st): CCB, China Life, Tencent, Li Auto, China Mobile, Xiaomi

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of August 1st.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for CCB, China Life, Tencent, Li Auto, China Mobile, Xiaomi, Pop Mart Intl, BYD, Anta, ABC.

A-H Premium Weekly (Aug 1st): China Telecom, CIMC, Anjoy Food, China Everbright Bank

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 61.4% as of Aug 1st.
  • The average A-H premium changed by 3.6ppt week-on-week, led by real estate, consumer staples, health care and offset by materials.
  • We highlight weekly changes in A-H premium for China Telecom, CIMC, Anjoy Food, China Everbright Bank, Zhengzhou Coal Mining Machinery, BYD.

TWSE Short Interest Weekly (Aug 1st): Nan Ya Plastics, Taishin Financial, Wistron, ASE Industrial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Aug 1st. The aggregated short interest was USD25.2bn.
  • 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 Nan Ya Plastics, Taishin Financial, Wistron, ASE Industrial, King Yuan Electronics, Nan Ya Plastics, Taishin Financial, Wistron, ASE Industrial, King Yuan Electronics.

TWSE Foreign Holding Weekly (Aug 1st): TSMC, Quanta Computer, Hon Hai Precision, Taishin Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Aug 1st. The aggregated holding was USD1,155.3bn.
  • We estimate that foreign flows to be inflows of USD659mln. 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, Quanta Computer, Hon Hai Precision, Taishin Financial, MediaTek, TSMC, Quanta Computer, Hon Hai Precision, Taishin Financial, Mediatek.

KRX Foreign Holding Weekly (Aug 1st): Samsung Electronics, Hanwha Ocean, Hyundai Motor, NAVER

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Aug 1st. The aggregated holding was USD626.1bn.
  • We estimate that foreign flows to be inflows of USD2,003mln. 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 Ocean, Hyundai Motor, NAVER, Samsung H.I..

STAR50 Index Earning Revision (Jul): Xinjiang Daqo, Hwatsing Technology, Jinko Solar, Transsion

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 Xinjiang Daqo, Hwatsing Technology, Jinko Solar, Transsion, Montage Technology.

Thailand Short Interest Weekly (Aug 1st): Intouch, Bumrungrad Hospital, VGI, SCB X

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Aug 1st. We estimate that they had an aggregated short interest worth USD2.1bn.
  • 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, Bumrungrad Hospital, VGI, SCB X, Home Product Center, Bumrungrad Hospital, Home Product Center, Vgi, Scb X.

Bursa Short Interest Weekly (Aug 1st): YTL, Gamuda, Tenaga Nasional, PPB, Cahya Mata Sarawak

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Aug 1st. The aggregated short interest is USD397m.
  • 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 YTL, Gamuda, Tenaga Nasional, PPB, Cahya Mata Sarawak.

HSI Index Earning Revision (Jul): Jd, CCB, Meituan, BOC, ICBC, Xinyi Solar, Bidu

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of HSI 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 Jd, CCB, Meituan, BOC, ICBC, Xinyi Solar, Bidu.

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