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Quantitative Analysis Archives | Page 26 of 74 | Smartkarma

Dec 14
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Dec 13th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Dec 13th): Tencent, AIA, Kuaishou Technology
  • EQD | NIFTY at a Fork: Is the Rally Over? or Can It Stretch for 3 More Weeks?

Hong Kong Buybacks Weekly (Dec 13th): Tencent, AIA, Kuaishou Technology

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 13th 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), Kuaishou Technology (1024 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).

EQD | NIFTY at a Fork: Is the Rally Over? or Can It Stretch for 3 More Weeks?

By Nico Rosti

  • The NIFTY Index has been rallying more than 5% since its bottom 4 weeks ago. However the index has not returned to its all time high (26277).
  • Our models indicate that the index is starting to be overbought, but is not yet super-overbought, so the question is: will it continue higher? Or will it pullback soon?
  • This coming week will be crucial to sustain momentum and possibly accelerate, our models say that when this pattern is encountered the index can rally up to 7-8 weeks.

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Dec 13
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Dec 6th): Apa and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Dec 6th): Apa, Champion Iron, Pro Medicus, BHP, National Australia Bank

ASX Short Interest Weekly (Dec 6th): Apa, Champion Iron, Pro Medicus, BHP, National Australia Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Dec 6th (reported today) which has an aggregated short interest worth USD22.9bn.
  • 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 Apa, Champion Iron, Pro Medicus, BHP, National Australia Bank, Goodman.

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Dec 11
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Dec 6th): Lg Energy Solution and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Dec 6th): Lg Energy Solution, Samsung Electronics, KB Financial

KRX Short Interest Weekly (Dec 6th): Lg Energy Solution, Samsung Electronics, KB Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Dec 6th which has an aggregated short interest worth USD3.8bn.
  • 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 Lg Energy Solution, Samsung Electronics, KB Financial.

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Dec 09
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Dec 6th): SK Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Dec 6th): SK Hynix, Naver, Samsung Electronics, KB Financial
  • Thailand Short Interest Weekly (Dec 6th): Carabao, Delta Electronics, SCC, SCG Packaging
  • TWSE Foreign Holding Weekly (Dec 6th): TSMC, Asia Vital Components, Mediatek, Elite Material
  • TWSE Short Interest Weekly (Dec 6th): Hon Hai Precision Industry, Asia Vital Components

KRX Foreign Holding Weekly (Dec 6th): SK Hynix, Naver, Samsung Electronics, KB Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Dec 6th which has an aggregated holding worth USD463.4bn.
  • We estimate that foreign flows to be outflows of USD711mln. 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, Naver, Samsung Electronics, KB Financial.

Thailand Short Interest Weekly (Dec 6th): Carabao, Delta Electronics, SCC, SCG Packaging

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Dec 6th.We estimate that they had an aggregated short interest worth USD2.2bn.
  • 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 Carabao, Delta Electronics, SCC, SCG Packaging.

TWSE Foreign Holding Weekly (Dec 6th): TSMC, Asia Vital Components, Mediatek, Elite Material

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Dec 6th which has an aggregated holding worth USD1,025.5bn.
  • We estimate that foreign flows to be inflows of USD1,710mln. 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, Asia Vital Components, Mediatek, Elite Material, China Airlines, Accton Technology, Hon Hai Precision Industry.

TWSE Short Interest Weekly (Dec 6th): Hon Hai Precision Industry, Asia Vital Components

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Dec 6th 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, Asia Vital Components, Elite Material, Asustek Computer.

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Dec 07
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Dec 6th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Dec 6th): Tencent, AIA, Kuaishou Technology

Hong Kong Buybacks Weekly (Dec 6th): Tencent, AIA, Kuaishou Technology

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 6th 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), Kuaishou Technology (1024 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), Cosco Shipping (1919 HK).

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Dec 06
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Nov 29th): Transurban and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Nov 29th): Transurban, Mineral Resources, Wisetech Global, Macquarie

ASX Short Interest Weekly (Nov 29th): Transurban, Mineral Resources, Wisetech Global, Macquarie

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 29th (reported today) which has an aggregated short interest worth USD23.8bn.
  • 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 Transurban, Mineral Resources, Wisetech Global, Macquarie, Pilbara Minerals, Ampol, Dexus Property, ANZ.

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Dec 04
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Nov 29th):Korea Zinc and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Nov 29th):Korea Zinc, JYP, SK Hynix

KRX Short Interest Weekly (Nov 29th):Korea Zinc, JYP, SK Hynix

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Nov 29th which has an aggregated short interest worth USD4.2bn.
  • 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 Korea Zinc, JYP, SK Hynix.

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Dec 03
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (November): Top Monthly Inflows in 12 Months and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (November): Top Monthly Inflows in 12 Months

Hong Kong Connect Flows (November): Top Monthly Inflows in 12 Months

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 into Alibaba, Tencent, Xiaomi, CCB, Ping An, and outflows from PICC P&C, BYD, CNOOC.

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Dec 02
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Nov 29th): Naver and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Nov 29th): Naver, Samsung Electronics, Alteogen
  • TWSE Short Interest Weekly (Nov 29th): Hon Hai, Wan Hai Lines, Wiwynn, Winbond Electronics, Lite-On
  • Hong Kong Connect Flows (Nov 29th): Alibaba, Ping An Insurance, China Mobile, Meituan
  • TWSE Foreign Holding Weekly (Nov 29th): Catcher Technology, TSMC, Hon Hai, Asustek Computer, UMC
  • Thailand Short Interest Weekly (Nov 29th): Bumrungrad, Energy Absolute, Delta Electronics, Banpu

KRX Foreign Holding Weekly (Nov 29th): Naver, Samsung Electronics, Alteogen

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Nov 29th which has an aggregated holding worth USD481.3bn.
  • We estimate that foreign flows to be outflows of USD748mln. 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, Alteogen.

TWSE Short Interest Weekly (Nov 29th): Hon Hai, Wan Hai Lines, Wiwynn, Winbond Electronics, Lite-On

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 29th which has an aggregated short interest worth USD21.6bn.
  • 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 Hon Hai Precision Industry, Wan Hai Lines, Wiwynn, Winbond Electronics, Lite-On Technology, Elite Material, Foxconn Technology.

Hong Kong Connect Flows (Nov 29th): Alibaba, Ping An Insurance, China Mobile, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 29th.
  • 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, Ping An Insurance, China Mobile, Meituan.

TWSE Foreign Holding Weekly (Nov 29th): Catcher Technology, TSMC, Hon Hai, Asustek Computer, UMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 29th which has an aggregated holding worth USD969.3bn.
  • We estimate that foreign flows to be outflows of USD2,625mln. 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 Catcher Technology, TSMC, Hon Hai Precision Industry, Asustek Computer, UMC, Mediatek.

Thailand Short Interest Weekly (Nov 29th): Bumrungrad, Energy Absolute, Delta Electronics, Banpu

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Nov 29th.We estimate that they had an aggregated short interest worth USD2.2bn.
  • 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 Bumrungrad Hospital, Energy Absolute, Delta Electronics, Banpu, SCC, PTT Global Chemical.

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Dec 01
0

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Kuaishou and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: Kuaishou, Jd, Xpeng, CMB

HK Short Interest Weekly: Kuaishou, Jd, Xpeng, CMB

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Nov 22nd.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Kuaishou Technology, Jd.com, Xpeng, CMB.

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