Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: TWSE Foreign Holding Weekly (May 2nd): TSMC and more

In today’s briefing:

  • TWSE Foreign Holding Weekly (May 2nd): TSMC, Quanta Computer, Hon Hai Precision, Ctbc Financial
  • TWSE Short Interest Weekly (May 2nd): Winbond Electronics, China Motor, Ap Memory Technology
  • Bursa Short Interest Weekly (May 2nd): Ctos Digital, Eco World Develop, Berjaya, Drb – Hicom, Ytl
  • KRX Foreign Holding Weekly (May 2nd): Daewoo Shipbuilding, Kakao, Samsung Electronics
  • Thailand Short Interest Weekly (May 2nd): Delta Electronics, Scc, Krung Thai Bank


TWSE Foreign Holding Weekly (May 2nd): TSMC, Quanta Computer, Hon Hai Precision, Ctbc Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of May 2nd which has an aggregated holding worth USD944.4bn.
  • We estimate that foreign flows to be inflows of USD1,396mln. 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, Quanta Computer, Hon Hai Precision, Ctbc Financial, Mediatek.

TWSE Short Interest Weekly (May 2nd): Winbond Electronics, China Motor, Ap Memory Technology

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of May 2nd which has an aggregated short interest worth USD21.3bn.
  • 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 Winbond Electronics, China Motor, Ap Memory Technology.

Bursa Short Interest Weekly (May 2nd): Ctos Digital, Eco World Develop, Berjaya, Drb – Hicom, Ytl

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Bursa stocks as of May 2nd which has an aggregated short interest worth USD0.3bn.
  • 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 Ctos Digital, Eco World Develop, Berjaya, Drb – Hicom, Ytl.

KRX Foreign Holding Weekly (May 2nd): Daewoo Shipbuilding, Kakao, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of May 2nd which has an aggregated holding worth USD497.4bn.
  • We estimate that foreign flows to be inflows of USD580mln. 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 Daewoo Shipbuilding, Kakao, Samsung Electronics, Hanwha Aerospace.

Thailand Short Interest Weekly (May 2nd): Delta Electronics, Scc, Krung Thai Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of May 2nd. We estimate that they had an aggregated short interest worth USD1.9bn.
  • 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 Delta Electronics, Scc, Krung Thai Bank, Gulf Energy Development, Tisco Financial, True, Cp Foods, Central Retail.

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