Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Aug 22nd): SoftBank and more

In today’s briefing:

  • JPX Margin Trading Weekly (Aug 22nd): SoftBank, Mitsubishi UFJ Financial, Sanrio, Disco
  • KRX Short Interest Weekly (Aug 22nd): COSMAX, SAMSUNG LIFE, SK Hynix, Hyundai Motor


JPX Margin Trading Weekly (Aug 22nd): SoftBank, Mitsubishi UFJ Financial, Sanrio, Disco

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Aug 22nd. The aggregated net margin trading position is USD15,656m.
  • We tabulate league tables for top/bottom net long/short of margin trading by value, net margin buy as multiple of ADT.
  • We highlight net margin buy/sell changes in SoftBank, Mitsubishi UFJ Financial, Sanrio, Disco, Tokyo Electron, IHI, Fujikura, Kawasaki Heavy Industries, Lasertec, Mitsubishi Heavy Industries, Softbank, Mitsubishi Ufj Financial, Sanrio.

KRX Short Interest Weekly (Aug 22nd): COSMAX, SAMSUNG LIFE, SK Hynix, Hyundai Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Aug 22nd. The aggregated short interest was USD10.3bn.
  • 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 COSMAX, SAMSUNG LIFE, SK Hynix, Hyundai Motor, HD HYUNDAI HEAVY INDUSTRIES.

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