Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: JPX Margin Trading Weekly (Sep 5th): Nidec and more

In today’s briefing:

  • JPX Margin Trading Weekly (Sep 5th): Nidec, Disco, Mitsubishi Heavy Industries, Furukawa Electric
  • KRX Short Interest Weekly (Sep 5th): Kakaopay, L&F, NAVER, SK Hynix, Alteogen


JPX Margin Trading Weekly (Sep 5th): Nidec, Disco, Mitsubishi Heavy Industries, Furukawa Electric

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Sep 5th. The aggregated net margin trading position is USD17,638m.
  • 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 Nidec, Disco, Mitsubishi Heavy Industries, Furukawa Electric, Fast Retailing, Tokyo Electron, Nintendo, Hitachi, Kioxia, Lasertec, Nidec, Disco, Mitsubishi Heavy Industries, Furukawa Electric.

KRX Short Interest Weekly (Sep 5th): Kakaopay, L&F, NAVER, SK Hynix, Alteogen

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Sep 5th. The aggregated short interest was USD10.8bn.
  • 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 kakaopay, L&F, NAVER, SK Hynix, Alteogen.

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