Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Meituan and more

In today’s briefing:

  • HK Short Interest Weekly: Meituan, AIA, Geely Auto, Jd, Cspc Pharma
  • A-H Premium Weekly (May 16th): Cosco Shipping Development, Qingdao Port International
  • Bursa Short Interest Weekly (May 16th): Dialog, Gamuda, Sime Darby Property, Inari Amertron, Wct
  • KRX Foreign Holding Weekly (May 16th): SK Hynix, Samsung Electronics, Hanwha Aerospace, Celltrion
  • Thailand Short Interest Weekly (May 16th): Tmbthanachart Bank, Scc, Advanced Info Service, CP ALL
  • TWSE Foreign Holding Weekly (May 16th): TSMC, Evergreen Marine, Yang Ming Marine, Ctbc Financial
  • TWSE Short Interest Weekly (May 16th): Tatung, Makalot Industrial, Wt Microelectronics


HK Short Interest Weekly: Meituan, AIA, Geely Auto, Jd, Cspc Pharma

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of May 9th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Meituan, AIA, Geely Auto, Jd, Cspc Pharma.

A-H Premium Weekly (May 16th): Cosco Shipping Development, Qingdao Port International

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 149 stocks over the last week. The average A-H premium was 83.5% as of May 16th.
  • The average A-H premium changed by -0.8ppt week-on-week, led by energy, communication services, financials and offset by consumer staples.
  • We highlight weekly changes in A-H premium for Cosco Shipping Development, Qingdao Port International, Cosco Shipping, BYD.

Bursa Short Interest Weekly (May 16th): Dialog, Gamuda, Sime Darby Property, Inari Amertron, Wct

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of May 16th which has an aggregated short interest worth USD329m.
  • 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 Dialog, Gamuda, Sime Darby Property, Inari Amertron, Wct.

KRX Foreign Holding Weekly (May 16th): SK Hynix, Samsung Electronics, Hanwha Aerospace, Celltrion

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of May 16th which has an aggregated holding worth USD515.1bn.
  • We estimate that foreign flows to be inflows of USD739mln. 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, Hanwha Aerospace, Celltrion.

Thailand Short Interest Weekly (May 16th): Tmbthanachart Bank, Scc, Advanced Info Service, CP ALL

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of May 16th. We estimate that they had an aggregated short interest worth USD2.1bn.
  • 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 Tmbthanachart Bank, Scc, Advanced Info Service, CP ALL, Scb X.

TWSE Foreign Holding Weekly (May 16th): TSMC, Evergreen Marine, Yang Ming Marine, Ctbc Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of May 16th which has an aggregated holding worth USD1,018.6bn.
  • We estimate that foreign flows to be inflows of USD2,873mln. 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 TSMC, Evergreen Marine, Yang Ming Marine, Ctbc Financial, Quanta Computer.

TWSE Short Interest Weekly (May 16th): Tatung, Makalot Industrial, Wt Microelectronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of May 16th which has an aggregated short interest worth USD22.6bn.
  • 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 Tatung, Makalot Industrial, Wt Microelectronics, Gold Circuit Electronics.

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