Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Nov 28th): SBI and more

In today’s briefing:

  • JPX Margin Trading Weekly (Nov 28th): SBI, Advantest, Furukawa Electric, Mizuho Financial, Lasertec
  • KRX Short Interest Weekly (Nov 28th): Hanwha Ocean, SK Hynix, Kakaopay, NAVER


JPX Margin Trading Weekly (Nov 28th): SBI, Advantest, Furukawa Electric, Mizuho Financial, Lasertec

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Nov 28th. The aggregated net margin trading position is USD19,551m.
  • 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 SBI, Advantest, Furukawa Electric, Mizuho Financial, Lasertec, Fujikura, Toyoda Gosei, Mitsubishi Electric, Mitsui E&S, Daihen, Sbi, Advantest, Furukawa Electric, Mizuho Financial.

KRX Short Interest Weekly (Nov 28th): Hanwha Ocean, SK Hynix, Kakaopay, NAVER

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Nov 28th. The aggregated short interest was USD11.5bn.
  • 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 Hanwha Ocean, SK Hynix, kakaopay, NAVER, HD HYUNDAI HEAVY INDUSTRIES.

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