Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Feb 14th): HSBC and more

In today’s briefing:

  • Hong Kong Buybacks Weekly (Feb 14th): HSBC, AIA, Zhuzhou Crrc Times Electric
  • ASX Short Interest Weekly (Feb 7th): Sigma Pharmaceuticals, Apa, Computershare, Origin Energy
  • China Mobile (941 HK) Skyrockets- Is It Too Late to Jump In?


Hong Kong Buybacks Weekly (Feb 14th): HSBC, AIA, Zhuzhou Crrc Times Electric

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Feb 14th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were HSBC (5 HK), AIA (1299 HK), Zhuzhou Crrc Times Electric (3898 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), Tencent (700 HK), HSBC (5 HK).

ASX Short Interest Weekly (Feb 7th): Sigma Pharmaceuticals, Apa, Computershare, Origin Energy

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Feb 7th (reported today) which has an aggregated short interest worth USD23.3bn.
  • 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 Sigma Pharmaceuticals, Apa, Computershare, Origin Energy, Transurban.

China Mobile (941 HK) Skyrockets- Is It Too Late to Jump In?

By Nico Rosti

  • In our previous, recent insight about China Mobile (941 HK) we correctly predicted a pullback was about to happen (it happened right after we published the insight).
  • We said “The stock should end its pull back between 72.85 and 72.25, it can be bought again from these levels. ” Actually the pullback ended much earlier (at 74.90).
  • Then the stock took off furiously, but (tactical consideration, if you were planning to go LONG) it may be too late to enter. Our models say it is WEEKLYoverbought.

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