Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Jan 17th): Innocare Pharma and more

In today’s briefing:

  • A-H Premium Weekly (Jan 17th): Innocare Pharma, China Eastern Airlines, Air China
  • HK Short Interest Weekly: Mnso, Ntes, HKEx, China Shenhua
  • Hong Kong Connect Flows (Jan 17th): Tencent, SMIC, Alibaba, Xiaomi, ICBC, Meituan


A-H Premium Weekly (Jan 17th): Innocare Pharma, China Eastern Airlines, Air China

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 93.7% as of Jan 17th.
  • The average A-H premium changed by -0.3ppt week-on-week, led by financials, information technology, consumer discretionary and offset by consumer staples, energy.
  • We highlight weekly changes in A-H premium for Innocare Pharma, China Eastern Airlines, Air China.

HK Short Interest Weekly: Mnso, Ntes, HKEx, China Shenhua

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jan 10th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Mnso, Ntes, HKEx, China Shenhua.

Hong Kong Connect Flows (Jan 17th): Tencent, SMIC, Alibaba, Xiaomi, ICBC, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of January 17th.
  • 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, SMIC, Alibaba, Xiaomi, ICBC, Meituan.

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