Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: HK Connect Flows Weekly (Oct 3rd): Alibaba and more

In today’s briefing:

  • HK Connect Flows Weekly (Oct 3rd): Alibaba, Tencent, Horizon Robotics, Xiaomi, SMIC, China Mobile
  • TWSE Short Interest Weekly (Oct 3rd): Lite-On Technology, Elite Material, Zhen Ding Technology
  • Bursa Short Interest Weekly (Oct 3rd): VS Industry, KPJ Healthcare, Sime Darby, IHH Healthcare
  • KRX Foreign Holding Weekly (Oct 3rd): SK Hynix, Samsung Electronics, Samsung Elec (PREF), NAVER
  • Thailand Short Interest Weekly (Oct 3rd): Intouch, Gulf Energy Development, Bumrungrad Hospital
  • TWSE Foreign Holding Weekly (Oct 3rd): TSMC, MediaTek, Hon Hai Precision, Quanta Computer, Wistron


HK Connect Flows Weekly (Oct 3rd): Alibaba, Tencent, Horizon Robotics, Xiaomi, SMIC, China Mobile

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of October 3rd.
  • 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, Horizon Robotics, Xiaomi, SMIC, China Mobile, CCB.

TWSE Short Interest Weekly (Oct 3rd): Lite-On Technology, Elite Material, Zhen Ding Technology

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Oct 3rd. The aggregated short interest was USD26.6bn.
  • 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 Lite-On Technology, Elite Material, Zhen Ding Technology, Alchip Technologies, Sinopac Financial, Lite-On Technology, Elite Material, Zhen Ding Technology, Alchip Technologies, Sinopac Financial.

Bursa Short Interest Weekly (Oct 3rd): VS Industry, KPJ Healthcare, Sime Darby, IHH Healthcare

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of Oct 3rd. The aggregated short interest is USD398m.
  • 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 VS Industry, KPJ Healthcare, Sime Darby, IHH Healthcare, Guan Chong.

KRX Foreign Holding Weekly (Oct 3rd): SK Hynix, Samsung Electronics, Samsung Elec (PREF), NAVER

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Oct 3rd. The aggregated holding was USD743.8bn.
  • We estimate that foreign flows to be outflows of USD96mln. 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, Samsung Electronics, Samsung Elec (PREF), NAVER, HANWHA AEROSPACE.

Thailand Short Interest Weekly (Oct 3rd): Intouch, Gulf Energy Development, Bumrungrad Hospital

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Oct 3rd. We estimate that they had an aggregated short interest worth USD2.4bn.
  • 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, Bumrungrad Hospital, Bangkok Bank, Srisawad, Bangkok Bank, Bumrungrad Hospital, Srisawad, Gulf Energy Development.

TWSE Foreign Holding Weekly (Oct 3rd): TSMC, MediaTek, Hon Hai Precision, Quanta Computer, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Oct 3rd. The aggregated holding was USD1,352.5bn.
  • We estimate that foreign flows to be inflows of USD1,460mln. 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, MediaTek, Hon Hai Precision, Quanta Computer, Wistron, TSMC, Hon Hai Precision, Quanta Computer, Wistron, Mediatek.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars