Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Oct 24th): IHI and more

In today’s briefing:

  • JPX Margin Trading Weekly (Oct 24th): IHI, Kawasaki Heavy Industries, Lasertec, Fujikura
  • KRX Short Interest Weekly (Oct 24th): Samsung Electronics, Alteogen, MIRAE ASSET SEC, SK Hynix


JPX Margin Trading Weekly (Oct 24th): IHI, Kawasaki Heavy Industries, Lasertec, Fujikura

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Oct 24th. The aggregated net margin trading position is USD17,881m.
  • 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 IHI, Kawasaki Heavy Industries, Lasertec, Fujikura, Mitsubishi UFJ Financial, Kobe Bussan, Sanrio, SoftBank, Fast Retailing, Mitsubishi Heavy Industries, Ihi, Kawasaki Heavy Industries.

KRX Short Interest Weekly (Oct 24th): Samsung Electronics, Alteogen, MIRAE ASSET SEC, SK Hynix

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Oct 24th. The aggregated short interest was USD12.4bn.
  • 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 Samsung Electronics, Alteogen, MIRAE ASSET SEC, SK Hynix, POSCO FUTURE M.

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