Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Oct 31st): HSBC and more

In today’s briefing:

  • Hong Kong Buybacks Weekly (Oct 31st): HSBC, China Feihe, Lianlian
  • TOPIX CORE 30 Index Earning Revision (Oct): Recruit, Hitachi, Sony Financial, Toyota Motor, SoftBank
  • ASX Short Interest Weekly (Oct 24th): Reece, Bluescope Steel, APA, Transurban, Sigma Pharmaceuticals


Hong Kong Buybacks Weekly (Oct 31st): HSBC, China Feihe, Lianlian

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Oct 31st 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), China Feihe (6186 HK), Lianlian (2598 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Xiaomi (1810 HK), Linklogis (9959 HK).

TOPIX CORE 30 Index Earning Revision (Oct): Recruit, Hitachi, Sony Financial, Toyota Motor, SoftBank

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of TOPIX CORE 30 in the past month.
  • We tabulated stocks with the top impact on index’s EPS, stocks’ EPS revision, and revenue revision.
  • We highlighted EPS revision on Recruit, Hitachi, Sony Financial, Toyota Motor, SoftBank, Sumitomo Mitsui Financial, Mitsubishi UFJ Financial, Toyota Motor, Mitsubishi Ufj Financial, Hitachi, Softbank, Sumitomo Mitsui Financial, Recruit.

ASX Short Interest Weekly (Oct 24th): Reece, Bluescope Steel, APA, Transurban, Sigma Pharmaceuticals

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Oct 24th (reported today). The aggregated short interest was USD27.5bn.
  • 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 Reece, Bluescope Steel, APA, Transurban, Sigma Pharmaceuticals.

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