Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (May 23rd): Mitsubishi Heavy Industries and more

In today’s briefing:

  • JPX Margin Trading Weekly (May 23rd): Mitsubishi Heavy Industries, Kusuri No Aoki, Toyota Industries
  • KRX Short Interest Weekly (May 23rd): Celltrion, Hanmi Semi, Meritz Financi


JPX Margin Trading Weekly (May 23rd): Mitsubishi Heavy Industries, Kusuri No Aoki, Toyota Industries

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of May 23rd. The aggregated net margin trading position is USD16,904m.
  • 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 Mitsubishi Heavy Industries, Kusuri No Aoki, Toyota Industries, Fujikura, Sompo, Sumitomo Mitsui Financial, Furukawa Electric, Softbank, Advantest, Mizuho Financial.

KRX Short Interest Weekly (May 23rd): Celltrion, Hanmi Semi, Meritz Financi

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of May 23rd. The aggregated short interest was USD6.7bn.
  • 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 Celltrion, Hanmi Semi, Meritz Financi, Samsung Fire & Marine Insurance, Hd Hyundai Electric, Posco Future M, Kakao.

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