Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Feb 14th): CMB and more

In today’s briefing:

  • A-H Premium Weekly (Feb 14th): CMB, Weichai Power, Innocare Pharma
  • HK Short Interest Weekly: Baba, BYD, Xiaomi, Lenovo, Kingsoft, HKEx, Ntes, Ascentage-B, HSBC
  • Hong Kong Connect Flows (Feb 14th): Alibaba, ICBC, Geely Automobile, BYD, Black Sesame International


A-H Premium Weekly (Feb 14th): CMB, Weichai Power, Innocare Pharma

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 90.6% as of Feb 14th.
  • The average A-H premium changed by -1.1ppt week-on-week, led by health care, communication services, real estate and offset by consumer staples.
  • We highlight weekly changes in A-H premium for CMB, Weichai Power, Innocare Pharma.

HK Short Interest Weekly: Baba, BYD, Xiaomi, Lenovo, Kingsoft, HKEx, Ntes, Ascentage-B, HSBC

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Feb 7th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Baba, BYD, Xiaomi, Lenovo, Kingsoft, HKEx, Ntes, Ascentage-B, HSBC, Techtronic Ind.

Hong Kong Connect Flows (Feb 14th): Alibaba, ICBC, Geely Automobile, BYD, Black Sesame International

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of February 14th.
  • 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, ICBC, Geely Automobile, BYD, Black Sesame International, Tencent.

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