Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (May 9th): SK Hynix and more

In today’s briefing:

  • KRX Foreign Holding Weekly (May 9th): SK Hynix, Hanwha Aerospace, Samsung Electronics
  • Thailand Short Interest Weekly (May 9th): Airports Of Thailand, Advanced Info Service
  • TWSE Short Interest Weekly (May 9th): TSMC, Mediatek, Hon Hai Precision, Asia Vital Components
  • A-H Premium Weekly (May 9th): Datang Intl Power Gen, Beigene, CSSC O&M Engineering
  • Bursa Short Interest Weekly (May 9th): Tenaga Nasional, JYC Intl, Axiata, Sunway, Rhb Bank
  • TWSE Foreign Holding Weekly (May 9th): Reversal to Inflows, Led by TSMC


KRX Foreign Holding Weekly (May 9th): SK Hynix, Hanwha Aerospace, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of May 9th which has an aggregated holding worth USD502.5bn.
  • We estimate that foreign flows to be inflows of USD502mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in SK Hynix, Hanwha Aerospace, Samsung Electronics.

Thailand Short Interest Weekly (May 9th): Airports Of Thailand, Advanced Info Service

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of May 9th. We estimate that they had an aggregated short interest worth USD2.1bn.
  • We tabulate league table 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 Airports Of Thailand, Advanced Info Service, Gulf Energy Development, Central Retail, Srisawad, Tmbthanachart Bank.

TWSE Short Interest Weekly (May 9th): TSMC, Mediatek, Hon Hai Precision, Asia Vital Components

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of May 9th which has an aggregated short interest worth USD22.0bn.
  • We tabulate league table 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 TSMC, Mediatek, Hon Hai Precision, Asia Vital Components, Chailease, Compal Electronics.

A-H Premium Weekly (May 9th): Datang Intl Power Gen, Beigene, CSSC O&M Engineering

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 149 stocks over the last week. The average A-H premium was 84.2% as of May 9th.
  • The average A-H premium changed by -2.3ppt week-on-week, led by consumer staples, energy, consumer discretionary and offset by health care.
  • We highlight weekly changes in A-H premium for Datang Intl Power Gen, Beigene, CSSC O&M Engineering, Xinhua Winshare Publishing And Media.

Bursa Short Interest Weekly (May 9th): Tenaga Nasional, JYC Intl, Axiata, Sunway, Rhb Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of May 9th which has an aggregated short interest worth USD330m.
  • We tabulate league table 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 Tenaga Nasional, JYC Intl, Axiata, Sunway, Rhb Bank.

TWSE Foreign Holding Weekly (May 9th): Reversal to Inflows, Led by TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of May 9th which has an aggregated holding worth USD969.9bn.
  • We estimate that foreign flows to be inflows of USD4,132mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in TSMC, SCSB, Asustek Computer, Ctbc Financial, Quanta Computer, Fubon Financial.

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