Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Apr 25th): Shanghai Petrochemical and more

In today’s briefing:

  • A-H Premium Weekly (Apr 25th): Shanghai Petrochemical, Datang Intl Power Gen, Beigene
  • Bursa Short Interest Weekly (Apr 25th): Tenaga Nasional, Mr DIY, Genting, Dialog
  • KRX Foreign Holding Weekly (Apr 25th): Shift Up, Leeno Industrial, SK Hynix, Samsung Electronics
  • Thailand Short Interest Weekly (Apr 25th): Delta Electronics, Krung Thai Bank, Ptt E&P, Kasikornbank
  • TWSE Foreign Holding Weekly (Apr 25th): TSMC
  • TWSE Short Interest Weekly (Apr 25th): Nanya Technology, Pharmaessentia, MSI


A-H Premium Weekly (Apr 25th): Shanghai Petrochemical, Datang Intl Power Gen, Beigene

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 149 stocks over the last week. The average A-H premium was 87.8% as of Apr 25th.
  • The average A-H premium changed by -2.7ppt week-on-week, led by health care, financials, energy and offset by communication services.
  • We highlight weekly changes in A-H premium for Shanghai Petrochemical, Datang Intl Power Gen, Beigene, Maanshan Iron & Steel.

Bursa Short Interest Weekly (Apr 25th): Tenaga Nasional, Mr DIY, Genting, Dialog

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Apr 25th which has an aggregated short interest worth USD0.3bn.
  • 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 Tenaga Nasional, Mr DIY, Genting, Dialog, Top Glove.

KRX Foreign Holding Weekly (Apr 25th): Shift Up, Leeno Industrial, SK Hynix, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Apr 25th which has an aggregated holding worth USD480.8bn.
  • We estimate that foreign flows to be inflows of USD322mln. 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 Shift Up, Leeno Industrial, SK Hynix, Samsung Electronics.

Thailand Short Interest Weekly (Apr 25th): Delta Electronics, Krung Thai Bank, Ptt E&P, Kasikornbank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Apr 25th. We estimate that they had an aggregated short interest worth USD1.9bn.
  • 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 Delta Electronics, Krung Thai Bank, Ptt E&P, Kasikornbank, Scc, Gulf Energy Development.

TWSE Foreign Holding Weekly (Apr 25th): TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Apr 25th which has an aggregated holding worth USD845.1bn.
  • We estimate that foreign flows to be inflows of USD721mln. 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).

TWSE Short Interest Weekly (Apr 25th): Nanya Technology, Pharmaessentia, MSI

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Apr 25th which has an aggregated short interest worth USD19.5bn.
  • 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 Nanya Technology, Pharmaessentia, Micro-Star International.

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