Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Bursa Short Interest Weekly (Nov 21st): Frontken and more

In today’s briefing:

  • Bursa Short Interest Weekly (Nov 21st): Frontken, Eco World Develop, Astro Malaysia
  • HK Connect Flows Weekly (Nov 21st): Alibaba, Xiaomi, Xpeng, CCB, SMIC, China Shenhua Energy
  • A-H Premium Weekly (Nov 21st): Tianqi Lithium, BOC, CSSC O&M Engineering, China Coal Energy, CATL
  • Thailand Short Interest Weekly (Nov 21st): Intouch, Gulf Energy Development, Minor International
  • TWSE Foreign Holding Weekly (Nov 21st): TSMC, Hon Hai Precision, Fubon Financial, ASE Industrial
  • TWSE Short Interest Weekly (Nov 21st): King Yuan Electronics, MediaTek, Asustek Computer
  • HK Short Interest Weekly: Xpeng
  • KRX Foreign Holding Weekly (Nov 21st): SK Hynix, Doosan Enerbility, HD HYUNDAI HEAVY INDUSTRIES


Bursa Short Interest Weekly (Nov 21st): Frontken, Eco World Develop, Astro Malaysia

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Nov 21st. The aggregated short interest is USD450m.
  • We tabulate league tables 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 Frontken, Eco World Develop, Astro Malaysia, Genting Malaysia, Telekom Malaysia.

HK Connect Flows Weekly (Nov 21st): Alibaba, Xiaomi, Xpeng, CCB, SMIC, China Shenhua Energy

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 21st.
  • 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, Xiaomi, Xpeng, CCB, SMIC, China Shenhua Energy.

A-H Premium Weekly (Nov 21st): Tianqi Lithium, BOC, CSSC O&M Engineering, China Coal Energy, CATL

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 160 stocks over the last week. The average A-H premium was 63.5% as of Nov 21st.
  • The average A-H premium changed by 2.5ppt week-on-week, led by information technology, materials, financials and offset by health care.
  • We highlight weekly changes in A-H premium for Tianqi Lithium, BOC, CSSC O&M Engineering, China Coal Energy, CATL, Sinopec.

Thailand Short Interest Weekly (Nov 21st): Intouch, Gulf Energy Development, Minor International

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Nov 21st. We estimate that they had an aggregated short interest worth USD2.3bn.
  • We tabulate league tables 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 Intouch, Gulf Energy Development, Minor International, Advanced Info Service, CP AXTRA NVDR, Minor International, Advanced Info Service, Gulf Energy Development, Cp Axtra Nvdr.

TWSE Foreign Holding Weekly (Nov 21st): TSMC, Hon Hai Precision, Fubon Financial, ASE Industrial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 21st. The aggregated holding was USD1,288.6bn.
  • We estimate that foreign flows to be outflows of USD4,241mln. We tabulate the league tables for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in TSMC, Hon Hai Precision, Fubon Financial, ASE Industrial, Alchip Technologies, Ase Industrial, TSMC, Hon Hai Precision, Fubon Financial, Alchip Technologies.

TWSE Short Interest Weekly (Nov 21st): King Yuan Electronics, MediaTek, Asustek Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 21st. The aggregated short interest was USD28.0bn.
  • We tabulate league tables 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 King Yuan Electronics, MediaTek, Asustek Computer, Nan Ya Plastics, Zhen Ding Technology, King Yuan Electronics, MediaTek, Asustek Computer, Nan Ya Plastics, Zhen Ding Technology.

HK Short Interest Weekly: Xpeng

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Nov 14th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Xpeng (9868 HK), TraHK HSI ETF (2800 HK).

KRX Foreign Holding Weekly (Nov 21st): SK Hynix, Doosan Enerbility, HD HYUNDAI HEAVY INDUSTRIES

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Nov 21st. The aggregated holding was USD776.5bn.
  • We estimate that foreign flows to be outflows of USD3,001mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in SK Hynix, Doosan Enerbility, HD HYUNDAI HEAVY INDUSTRIES, KB Financial, Samsung Elec (PREF).

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