Daily BriefsQuantitative Analysis

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

In today’s briefing:

  • HK Short Interest Weekly: Meituan, Gcl Tech, Link Reit, Sensetime, Trip.Com, Hsbc, Baba, Wuxi Apptec
  • A-H Premium Weekly (Mar 24th): Dongfang Electric, CEEC, Great Wall Motor
  • Hong Kong Connect Flows (Mar 24th): Meituan, Tencent, Bilibili
  • Northbound Flows (Mar 24th): Boe, CATL, Moutai, Shenzhen Inovance, Luxshare

HK Short Interest Weekly: Meituan, Gcl Tech, Link Reit, Sensetime, Trip.Com, Hsbc, Baba, Wuxi Apptec

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Mar 17th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Meituan, Gcl Tech, Link Reit, Sensetime, Trip.Com, Hsbc, Baba, Wuxi Apptec.

A-H Premium Weekly (Mar 24th): Dongfang Electric, CEEC, Great Wall Motor

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 114.1% as of Mar 24th.
  • The average A-H premium changed by 0.6ppt week on week, led by information technology, industrials, utilities and offset by communication services, consumer discretionary, energy.
  • We highlight weekly changes in A-H premium for Dongfang Electric, CEEC, Great Wall Motor.

Hong Kong Connect Flows (Mar 24th): Meituan, Tencent, Bilibili

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of March 24th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We estimate that the total inflows were USD3.3bn last week and highlight flows for Meituan, Tencent, Bilibili.

Northbound Flows (Mar 24th): Boe, CATL, Moutai, Shenzhen Inovance, Luxshare

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of March 24th.
  • We estimate the weekly inflows to be US$1,685.1 million, led by industrials, information technology, health care sectors, and offset by energy, financials.
  • We highlight flows for Boe Technology, Contemporary Amperex Technology, Kweichow Moutai, Shenzhen Inovance Technology, Luxshare Precision Industry, Hithink Royalflush Information Network, China Shenhua Energy, Foxconn Industrial Internet, Ping An Insurance.

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