Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Thailand Short Interest Weekly (Jan 24th): PTT Global Chemical and more

In today’s briefing:

  • Thailand Short Interest Weekly (Jan 24th): PTT Global Chemical, WHA, CP AXTRA NVDR
  • KRX Foreign Holding Weekly (Jan 24th): SK Hynix, Samsung Electronics, Hyundai Motor
  • TWSE Foreign Holding Weekly (Jan 24th): TSMC, UMC


Thailand Short Interest Weekly (Jan 24th): PTT Global Chemical, WHA, CP AXTRA NVDR

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Jan 24th.We estimate that they had an aggregated short interest worth USD2.0bn.
  • 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 PTT Global Chemical, WHA, CP AXTRA NVDR.

KRX Foreign Holding Weekly (Jan 24th): SK Hynix, Samsung Electronics, Hyundai Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Jan 24th which has an aggregated holding worth USD491.9bn.
  • We estimate that foreign flows to be outflows of USD743mln. 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, Samsung Electronics, Hyundai Motor.

TWSE Foreign Holding Weekly (Jan 24th): TSMC, UMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jan 24th which has an aggregated holding worth USD1,058.3bn.
  • We estimate that foreign flows to be inflows of USD573mln. 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 (2330 TT), UMC (2303 TT).

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