Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: HSI Index Earning Revision (Sep): BYD and more

In today’s briefing:

  • HSI Index Earning Revision (Sep): BYD, BOC, ALIBABA, MEITUAN, China Life, LONGFOR, China Life, BOC
  • Hong Kong Buybacks Weekly (Oct 3rd): Tencent, Anta, Hang Seng Bank
  • ASX Short Interest Weekly (Sep 26th): Washington H Soul Pattinson&Co, Northern Star Resources


HSI Index Earning Revision (Sep): BYD, BOC, ALIBABA, MEITUAN, China Life, LONGFOR, China Life, BOC

By Ke Yan, CFA, FRM

  • We analysed the earning revision of component stocks of HSI 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 BYD, BOC, ALIBABA, MEITUAN, China Life, LONGFOR, China Life, BOC, BYD, Baba, Meituan, Longfor.

Hong Kong Buybacks Weekly (Oct 3rd): Tencent, Anta, Hang Seng Bank

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 3rd based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Anta (2020 HK), Hang Seng Bank (11 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Anta (2020 HK), Hang Seng Bank (11 HK).

ASX Short Interest Weekly (Sep 26th): Washington H Soul Pattinson&Co, Northern Star Resources

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Sep 26th (reported today). The aggregated short interest was USD27.4bn.
  • 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 Washington H Soul Pattinson&Co, Northern Star Resources, Telix Pharmaceuticals, Goodman, TPG Telecom.

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