Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Mar 7th):Angang Steel and more

In today’s briefing:

  • A-H Premium Weekly (Mar 7th):Angang Steel, Hua Hong Semiconductor, Beigene, CHALCO
  • Hong Kong Connect Flows (Mar 7th): Alibaba, Tencent, China Mobile, CMB, BOC, HKEx


A-H Premium Weekly (Mar 7th):Angang Steel, Hua Hong Semiconductor, Beigene, CHALCO

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 84.4% as of Mar 7th.
  • The average A-H premium changed by -3.3ppt week-on-week, led by materials, industrials, real estate.
  • We highlight weekly changes in A-H premium for Angang Steel, Hua Hong Semiconductor, Beigene, CHALCO.

Hong Kong Connect Flows (Mar 7th): Alibaba, Tencent, China Mobile, CMB, BOC, HKEx

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of March 7th.
  • 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, China Mobile, CMB, BOC, HKEx, China Resources Beer, BYD Electronic.

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