Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Dec 5th): LCB and more

In today’s briefing:

  • KRX Short Interest Weekly (Dec 5th): LCB, Alteogen, Hyundai Motor, Samsung F&M Insurance, HanmiPharm
  • JPX Margin Trading Weekly (Dec 5th): Carta, Toyoda Gosei, Lasertec, Advantest, SoftBank, Mitsui E&S


KRX Short Interest Weekly (Dec 5th): LCB, Alteogen, Hyundai Motor, Samsung F&M Insurance, HanmiPharm

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Dec 5th. The aggregated short interest was USD11.8bn.
  • 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 LCB, Alteogen, Hyundai Motor, Samsung F&M Insurance, HanmiPharm.

JPX Margin Trading Weekly (Dec 5th): Carta, Toyoda Gosei, Lasertec, Advantest, SoftBank, Mitsui E&S

By Ke Yan, CFA, FRM

  • We analyzed the changes in margin trading positions of JPX stocks as of Dec 5th. The aggregated net margin trading position is USD19,761m.
  • 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 Carta, Toyoda Gosei, Lasertec, Advantest, SoftBank, Mitsui E&S, Mitsubishi UFJ Financial, Disco, Daihen, Nintendo, Carta, Toyoda Gosei, Lasertec, Advantest, Softbank.

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