Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Northbound Flows (Mar): $3.7bn of Inflows and more

In today’s briefing:

  • Northbound Flows (Mar): $3.7bn of Inflows
  • Hong Kong Connect Flows (Mar): 12 Month High of $9.8bn Inflows
  • ASX Short Interest Weekly (Mar 29th): Brambles, Bellevue Gold, Domino’s Pizza


Northbound Flows (Mar): $3.7bn of Inflows

By Ke Yan, CFA, FRM

  • We analyze the monthly Shanghai/Shenzhen northbound Connect flows with our data engine.
  • Industrials, Consumer Staples, Financials led the inflows while Health Care led the outflows.
  • We highlight flows for CATL, Wuliangye, Midea, Zijin Mining, Will Semi, Wuxi Apptec, Foxconn, Mindray.

Hong Kong Connect Flows (Mar): 12 Month High of $9.8bn Inflows

By Ke Yan, CFA, FRM

  • We analyze the monthly Hong Kong Connect flows with our data engine.
  • We tabulate the top stocks by inflows, outflows, and holding by mainland investors.
  • We highlight inflows for Bank of China, Tencent, China Mobile, CNOOC, ZTO, Anta.

ASX Short Interest Weekly (Mar 29th): Brambles, Bellevue Gold, Domino’s Pizza

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Mar 29th (reported today) which has an aggregated short interest worth USD18.6bn.
  • 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 Brambles, Bellevue Gold, Domino’s Pizza.

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