Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Li Ning and more

In today’s briefing:

  • HK Short Interest Weekly: Li Ning, Ccb, Beigene, Hworld, Hutchmed
  • A-H Premium Weekly (Feb 3rd): Great Wall Motor, CICC, Shanghai Haohai, Chalieco, Cosco Ship
  • Hong Kong Connect Flows (Feb 3rd): Meituan, Sensetime, Tencent, CCB, HKEx
  • Northbound Flows (Feb 3rd): CATL, CMB, Longi Green, Ping An Insurance, Byd, Kweichow Moutai
  • TWSE Short Interest Weekly (Feb 3rd): Cathay Financial, Novatek, Evergreen Marine, Mediatek

HK Short Interest Weekly: Li Ning, Ccb, Beigene, Hworld, Hutchmed

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jan 27th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Li Ning, Ccb, Beigene, Hworld, Hutchmed.

A-H Premium Weekly (Feb 3rd): Great Wall Motor, CICC, Shanghai Haohai, Chalieco, Cosco Ship

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 143 stocks over the last week. The average A-H premium was 109.4% as of Feb 3rd.
  • The average A-H premium changed by 6.3ppt week on week, led by consumer staples, real estate, materials.
  • We highlight weekly changes in A-H premium for Great Wall Motor, CICC, Shanghai Haohai, Chalieco, Cosco Ship.

Hong Kong Connect Flows (Feb 3rd): Meituan, Sensetime, Tencent, CCB, HKEx

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of February 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 Meituan, Sensetime, Tencent, China Construction Bank, Hong Kong Exchanges And Clearing.

Northbound Flows (Feb 3rd): CATL, CMB, Longi Green, Ping An Insurance, Byd, Kweichow Moutai

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of February 3rd.
  • We estimate the weekly inflows to be US$5,078.8 million, led by industrials, financials, information technology sectors, and offset by utilities, real estate.
  • We highlight flows for CATL, CMB, Longi Green, Ping An Insurance, Byd, Kweichow Moutai.

TWSE Short Interest Weekly (Feb 3rd): Cathay Financial, Novatek, Evergreen Marine, Mediatek

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Feb 3rd which has an aggregated short interest worth USD12.1bn.
  • 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 Cathay Financial, Novatek, Evergreen Marine, Mediatek, China Devt.

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