Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Feb 14th): Aristocrat Leisure and more

In today’s briefing:

  • ASX Short Interest Weekly (Feb 14th): Aristocrat Leisure, Treasury Wine Estates
  • Hong Kong Buybacks Weekly (Feb 21st): Zhuzhou Crrc Times Electric, Swire Pacific, Cosco Shipping


ASX Short Interest Weekly (Feb 14th): Aristocrat Leisure, Treasury Wine Estates

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Feb 14th (reported today) which has an aggregated short interest worth USD24.0bn.
  • 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 Aristocrat Leisure, Treasury Wine Estates, Sigma Pharmaceuticals, Santos, A2 Milk Company, Nextdc.

Hong Kong Buybacks Weekly (Feb 21st): Zhuzhou Crrc Times Electric, Swire Pacific, Cosco Shipping

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Feb 21st based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Crrc Times (3898 HK), Swire Pacific (19 HK), Cosco Shipping (1919 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), HSBC (5 HK), Cosco Shipping (1919 HK).

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