Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: HSI to Find Strong Support Between 18.8K and 17.5K: Long-Term Uptrend Set to Restart and more

In today’s briefing:

  • HSI to Find Strong Support Between 18.8K and 17.5K: Long-Term Uptrend Set to Restart
  • A-H Premium Weekly (Jan 10th): Zoomlion, Livzon Pharm, CEA, CanSinoBIO
  • HK Short Interest Weekly: Alibaba, Smoore International
  • Hong Kong Connect Flows (Jan 10th): Tencent, China Mobile, ICBC, BOC, China Shenhua Energy, Meituan


HSI to Find Strong Support Between 18.8K and 17.5K: Long-Term Uptrend Set to Restart

By Nico Rosti

  • The Hang Seng Index started a stron uptrend in 2024 and rallied >40%, peaking in early October. From there it started to downtrend and digest the previous big move.
  • If you have a look at the Hang Seng Index WEEKLY chart below you can see we have traced an hypothetical trendline that could match the QUANTCHART WEEKLY supports area.
  • The index is at a critical juncture: the long-term uptrend could restart from here, so this could be a good opportunity to re-enter or to add positions to LONG holdings.

A-H Premium Weekly (Jan 10th): Zoomlion, Livzon Pharm, CEA, CanSinoBIO

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 150 stocks over the last week. The average A-H premium was 94.0% as of Jan 10th.
  • The average A-H premium changed by 0.5ppt week-on-week, led by real estate, consumer staples, consumer discretionary and offset by information technology, communication services, energy.
  • We highlight weekly changes in A-H premium for Zoomlion, Livzon Pharm, CEA, CanSinoBIO.

HK Short Interest Weekly: Alibaba, Smoore International

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jan 3rd.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Alibaba/9988 HK  and Smoore International/6969 HK.

Hong Kong Connect Flows (Jan 10th): Tencent, China Mobile, ICBC, BOC, China Shenhua Energy, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of January 10th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Tencent, China Mobile, ICBC, BOC, China Shenhua Energy, Meituan.

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