Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Feb 28th): Elite Material and more

In today’s briefing:

  • TWSE Short Interest Weekly (Feb 28th): Elite Material, Lotes, Chung-Hsin Electric & Machinery Mfg
  • KRX Foreign Holding Weekly (Feb 28th): Kakao, Samsung Electronics, SK Hynix, Hyundai Motor
  • Thailand Short Interest Weekly (Feb 28th): Airports of Thailand, CP Foods, PTT, Bangkok Bank
  • TWSE Foreign Holding Weekly (Feb 28th): TSMC, Hon Hai Precision Industry, Quanta Computer


TWSE Short Interest Weekly (Feb 28th): Elite Material, Lotes, Chung-Hsin Electric & Machinery Mfg

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Feb 28th which has an aggregated short interest worth USD21.7bn.
  • 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 Elite Material, Lotes, Chung-Hsin Electric & Machinery Mfg, Pharmaessentia, Global Unichip.

KRX Foreign Holding Weekly (Feb 28th): Kakao, Samsung Electronics, SK Hynix, Hyundai Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Feb 28th which has an aggregated holding worth USD482.2bn.
  • We estimate that foreign flows to be outflows of USD951mln. 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 Kakao, Samsung Electronics, SK Hynix, Hyundai Motor.

Thailand Short Interest Weekly (Feb 28th): Airports of Thailand, CP Foods, PTT, Bangkok Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Feb 28th.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 Airports of Thailand, CP Foods, PTT, Bangkok Bank, PTT GlobalChem.

TWSE Foreign Holding Weekly (Feb 28th): TSMC, Hon Hai Precision Industry, Quanta Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Feb 28th which has an aggregated holding worth USD993.9bn.
  • We estimate that foreign flows to be outflows of USD3,316mln. 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, Hon Hai Precision Industry, Quanta Computer, Accton Technology, Unimicron Technology.

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