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Quantitative Analysis Archives | Page 25 of 74 | Smartkarma

Dec 28
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Dec 27th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Dec 27th): Tencent, Kuaishou Technology, AIA

Hong Kong Buybacks Weekly (Dec 27th): Tencent, Kuaishou Technology, AIA

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Dec 27th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Kuaishou Technology (1024 HK), AIA (1299 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), AIA (1299 HK), Kuaishou Technology (1024 HK).

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Dec 27
0

Daily Brief Quantitative Analysis: US 10-Year Treasuries OVERSOLD: Where to Enter LONG for a Potential Rally and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • US 10-Year Treasuries OVERSOLD: Where to Enter LONG for a Potential Rally

US 10-Year Treasuries OVERSOLD: Where to Enter LONG for a Potential Rally

By Nico Rosti

  • The 10 Yr US Treasury (GT10 GOVT) has been rising for 4 weeks now, while the  CBOT 10-Year T-Note Futures (ZN) have been falling for 3 weeks.
  • US 10 Year Treasuries Yields are currently in an uptrend, but our models indicate soon there will be a (temporary) pullback.
  • The pullback may offer an opportunity for US Treasuries buyers, to enter/re-enter at a better price.

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Dec 26
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Dec 20th):SCD and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Dec 20th):SCD, SKC, Yuhan

KRX Short Interest Weekly (Dec 20th):SCD, SKC, Yuhan

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Dec 20th which has an aggregated short interest worth USD3.5bn.
  • 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 SCD (000250 KS) , SKC (011790 KS) , Yuhan (000100 KS).

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Dec 23
0

Daily Brief Quantitative Analysis: Thailand Short Interest Weekly (Dec 20th): PTT and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Thailand Short Interest Weekly (Dec 20th): PTT, CP AXTRA NON-VOTING DR, Bangchak, Kasikornbank
  • KRX Foreign Holding Weekly (Dec 20th): Hyundai Glovis, SK Hynix, Samsung Electronics, Celltrion
  • TWSE Foreign Holding Weekly (Dec 20th): Alchip Technologies, TSMC, Asia Optical, Elite Material
  • TWSE Short Interest Weekly (Dec 20th): Yang Ming Marine, Wiwynn, Quanta Computer, Evergreen Marine

Thailand Short Interest Weekly (Dec 20th): PTT, CP AXTRA NON-VOTING DR, Bangchak, Kasikornbank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Dec 20th.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, CP AXTRA NON-VOTING DR, Bangchak, Kasikornbank, Gulf Energy Development.

KRX Foreign Holding Weekly (Dec 20th): Hyundai Glovis, SK Hynix, Samsung Electronics, Celltrion

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Dec 20th which has an aggregated holding worth USD449.4bn.
  • We estimate that foreign flows to be outflows of USD1,163mln. 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 Hyundai Glovis, SK Hynix, Samsung Electronics, Celltrion.

TWSE Foreign Holding Weekly (Dec 20th): Alchip Technologies, TSMC, Asia Optical, Elite Material

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Dec 20th which has an aggregated holding worth USD993.3bn.
  • We estimate that foreign flows to be outflows of USD1,219mln. 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 Alchip Technologies, TSMC, Asia Optical, Elite Material, Hon Hai Precision Industry, Yang Ming Marine, Quanta Computer, Asia Vital Components.

TWSE Short Interest Weekly (Dec 20th): Yang Ming Marine, Wiwynn, Quanta Computer, Evergreen Marine

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Dec 20th which has an aggregated short interest worth USD22.2bn.
  • 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 Yang Ming Marine, Wiwynn, Quanta Computer, Evergreen Marine, TSMC, Elite Material, Mitac, Bizlink.

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Dec 22
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Dec 20th):BeiGene and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Dec 20th):BeiGene, Chalco, ZOOMLION, MA STEEL, ZTE, CCCC
  • HK Short Interest Weekly: Hkex, Tracker Fund, Midea, Kuaishou, Jd, Bosideng
  • Hong Kong Connect Flows (Dec 20th): Alibaba, CCB, China Mobile, ICBC, Ping An Insurance, Meituan

A-H Premium Weekly (Dec 20th):BeiGene, Chalco, ZOOMLION, MA STEEL, ZTE, CCCC

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 150 stocks over the last week. The average A-H premium was 100.8% as of Dec 20th.
  • The average A-H premium changed by 0.3ppt week-on-week, led by health care, financials, information technology and offset by real estate, consumer staples, industrials.
  • We highlight weekly changes in A-H premium for BeiGene, Chalco, ZOOMLION, MA STEEL, ZTE, CCCC.

HK Short Interest Weekly: Hkex, Tracker Fund, Midea, Kuaishou, Jd, Bosideng

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Dec 13th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Hkex, Tracker Fund, Midea, Kuaishou, Jd, Bosideng.

Hong Kong Connect Flows (Dec 20th): Alibaba, CCB, China Mobile, ICBC, Ping An Insurance, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of December 20th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Alibaba, CCB, China Mobile, ICBC, Ping An Insurance, Meituan, Tencent.

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Dec 21
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Dec 20th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Dec 20th): Tencent, AIA, Anta Sports Products

Hong Kong Buybacks Weekly (Dec 20th): Tencent, AIA, Anta Sports Products

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Dec 20th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), AIA (1299 HK), Anta Sports Products (2020 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), AIA (1299 HK), Kuaishou Technology (1024 HK).

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Dec 20
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Dec 13th): Pilbara Minerals and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Dec 13th): Pilbara Minerals, Xero, Apa, Coles, Wisetech Global

ASX Short Interest Weekly (Dec 13th): Pilbara Minerals, Xero, Apa, Coles, Wisetech Global

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Dec 13th (reported today) which has an aggregated short interest worth USD21.8bn.
  • 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 Pilbara Minerals, Xero, Apa, Coles, Wisetech Global.

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Dec 19
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Dec 13th):SEM and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Dec 13th):SEM, KT&G, Samsung C&T

KRX Short Interest Weekly (Dec 13th):SEM, KT&G, Samsung C&T

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Dec 13th which has an aggregated short interest worth USD3.7bn.
  • 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 SEM, KT&G, Samsung C&T.

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Dec 16
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Dec 13th): Naver and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Dec 13th): Naver, Samsung Electronics, KB Financial
  • Thailand Short Interest Weekly (Dec 13th): PTT Global Chemical, Bangkok Bank
  • TWSE Foreign Holding Weekly (Dec 13th): Mediatek, Alchip Technologies, Hon Hai Precision Industry
  • TWSE Short Interest Weekly (Dec 13th): Hon Hai Precision Industry, King Yuan Electronics, Wiwynn

KRX Foreign Holding Weekly (Dec 13th): Naver, Samsung Electronics, KB Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Dec 13th which has an aggregated holding worth USD469.7bn.
  • We estimate that foreign flows to be outflows of USD582mln. 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 Naver, Samsung Electronics, KB Financial.

Thailand Short Interest Weekly (Dec 13th): PTT Global Chemical, Bangkok Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Dec 13th.We estimate that they had an aggregated short interest worth USD2.1bn.
  • 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, Bangkok Bank.

TWSE Foreign Holding Weekly (Dec 13th): Mediatek, Alchip Technologies, Hon Hai Precision Industry

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Dec 13th which has an aggregated holding worth USD1,021.0bn.
  • We estimate that foreign flows to be outflows of USD704mln. 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 Mediatek, Alchip Technologies, Hon Hai Precision Industry, Quanta Computer, TSMC, Accton Technology.

TWSE Short Interest Weekly (Dec 13th): Hon Hai Precision Industry, King Yuan Electronics, Wiwynn

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Dec 13th which has an aggregated short interest worth USD22.3bn.
  • 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 Hon Hai Precision Industry, King Yuan Electronics, Wiwynn, Evergreen Marine, Yang Ming Marine, Elite Material.

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Dec 15
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Dec 13th):ZOOMLION and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Dec 13th):ZOOMLION, QDP, BeiGene, INNOCARE, TEC, MA STEEL, AIR CHINA
  • HK Short Interest Weekly: Midea, Xpeng, Jd, Meituan, Tracker Fund, HSBC
  • Hong Kong Connect Flows (Dec 13th): Alibaba, CCB, China Mobile, ICBC, Byd Electronic (International)

A-H Premium Weekly (Dec 13th):ZOOMLION, QDP, BeiGene, INNOCARE, TEC, MA STEEL, AIR CHINA

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 150 stocks over the last week. The average A-H premium was 101.0% as of Dec 13th.
  • The average A-H premium changed by -1.9ppt week-on-week, led by consumer staples, consumer discretionary, industrials and offset by real estate.
  • We highlight weekly changes in A-H premium for ZOOMLION, QDP, BeiGene, INNOCARE, TEC, MA STEEL, AIR CHINA.

HK Short Interest Weekly: Midea, Xpeng, Jd, Meituan, Tracker Fund, HSBC

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Dec 6th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Xpeng, Jd, Meituan, Tracker Fund, HSBC.

Hong Kong Connect Flows (Dec 13th): Alibaba, CCB, China Mobile, ICBC, Byd Electronic (International)

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of December 13th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Alibaba, CCB, China Mobile, ICBC, Byd Electronic (International), Meituan, Wuxi Biologics, Tencent.

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