Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Feb 28th): Anhui Conch Cement and more

In today’s briefing:

  • A-H Premium Weekly (Feb 28th): Anhui Conch Cement, China Galaxy Securities, Pharmaron Beijing
  • HK Short Interest Weekly: BYD, HSTECH ETF, Kingdee Int’L
  • Hong Kong Connect Flows (Feb 28th): Alibaba, Tencent, Li Auto, Xiaomi, SMIC, CNOOC


A-H Premium Weekly (Feb 28th): Anhui Conch Cement, China Galaxy Securities, Pharmaron Beijing

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 87.7% as of Feb 28th.
  • The average A-H premium changed by -0.6ppt week-on-week, led by materials, information technology, energy and offset by consumer staples, utilities, financials.
  • We highlight weekly changes in A-H premium for Anhui Conch Cement, China Galaxy Securities, Pharmaron Beijing, Maanshan Iron & Steel and Air China.

HK Short Interest Weekly: BYD, HSTECH ETF, Kingdee Int’L

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Feb 21st.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in BYD, HSTECH ETF and Kingdee Int’L.   

Hong Kong Connect Flows (Feb 28th): Alibaba, Tencent, Li Auto, Xiaomi, SMIC, CNOOC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of February 28th.
  • 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, Tencent, Li Auto, Xiaomi, SMIC, CNOOC.

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