Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Sep 26th): Sanrio and more

In today’s briefing:

  • JPX Margin Trading Weekly (Sep 26th): Sanrio, Advantest, SoftBank, IHI, Kintetsu, Zensho
  • KRX Short Interest Weekly (Sep 26th): Kakao, Alteogen, Doosan Enerbility, SamsungElecMech


JPX Margin Trading Weekly (Sep 26th): Sanrio, Advantest, SoftBank, IHI, Kintetsu, Zensho

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Sep 26th. The aggregated net margin trading position is USD13,494m.
  • 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 Sanrio, Advantest, SoftBank, IHI, Kintetsu, Zensho, Mitsui O.S.K. Lines, Mitsubishi Heavy Industries, Tokyo Electron, Nagoya Railroad, Sanrio, Advantest, Softbank, Ihi.

KRX Short Interest Weekly (Sep 26th): Kakao, Alteogen, Doosan Enerbility, SamsungElecMech

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Sep 26th. The aggregated short interest was USD11.0bn.
  • 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 Kakao, Alteogen, Doosan Enerbility, SamsungElecMech, Samsung Electronics.

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