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Quantitative Analysis Archives | Page 27 of 74 | Smartkarma

Nov 29
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Nov 22nd): Amcor and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Nov 22nd): Amcor, Evolution Mining, ANZ, Seven
  • Hong Kong Buybacks Weekly (Nov 29th): Tencent, AIA, Kuaishou Technology

ASX Short Interest Weekly (Nov 22nd): Amcor, Evolution Mining, ANZ, Seven

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 22nd (reported today) which has an aggregated short interest worth USD24.5bn.
  • 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 Amcor, Evolution Mining, ANZ, Seven.

Hong Kong Buybacks Weekly (Nov 29th): 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 Nov 29th 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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Nov 27
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Nov 22nd): Hanwha Aerospace and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Nov 22nd): Hanwha Aerospace, Posco

KRX Short Interest Weekly (Nov 22nd): Hanwha Aerospace, Posco

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Nov 22nd 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 Hanwha Aerospace (012450 KS), Posco (004590 KS).

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Nov 25
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (Nov 22nd): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (Nov 22nd): Tencent, Alibaba, Meituan, Ping An Insurance, Xiaomi
  • Thailand Short Interest Weekly (Nov 22nd): Bumrungrad Hospital, True
  • HK Short Interest Weekly: Tencent, CCB, China Mobile, AIA
  • KRX Foreign Holding Weekly (Nov 22nd): Naver, SK Hynix, Samsung Electronics
  • TWSE Foreign Holding Weekly (Nov 22nd): Yang Ming Marine, TSMC, Hon Hai Precision, Quanta, Asustek
  • TWSE Short Interest Weekly (Nov 22nd): Mitac, Quanta Computer, Hon Hai Precision, First Financial

Hong Kong Connect Flows (Nov 22nd): Tencent, Alibaba, Meituan, Ping An Insurance, Xiaomi

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 22nd.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Tencent, Alibaba, Meituan, Ping An Insurance, Xiaomi.

Thailand Short Interest Weekly (Nov 22nd): Bumrungrad Hospital, True

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Nov 22nd.We estimate that they had an aggregated short interest worth USD2.3bn.
  • 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 Bumrungrad Hospital (BH TB), True (TRUE TB).

HK Short Interest Weekly: Tencent, CCB, China Mobile, AIA

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Nov 15th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Tencent, CCB, China Mobile, AIA.

KRX Foreign Holding Weekly (Nov 22nd): Naver, SK Hynix, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Nov 22nd which has an aggregated holding worth USD491.7bn.
  • We estimate that foreign flows to be outflows of USD772mln. 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, SK Hynix, Samsung Electronics.

TWSE Foreign Holding Weekly (Nov 22nd): Yang Ming Marine, TSMC, Hon Hai Precision, Quanta, Asustek

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 22nd which has an aggregated holding worth USD1,003.7bn.
  • We estimate that foreign flows to be outflows of USD1,568mln. 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 Yang Ming Marine, TSMC, Hon Hai Precision Industry, Quanta Computer, Asustek Computer.

TWSE Short Interest Weekly (Nov 22nd): Mitac, Quanta Computer, Hon Hai Precision, First Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 22nd which has an aggregated short interest worth USD21.9bn.
  • 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 Mitac, Quanta Computer, Hon Hai Precision Industry, First Financial, Eva Airways, Yageo, Ta Chen Stainless Pipe.

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Nov 24
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Nov 22nd): InnoCare and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Nov 22nd): InnoCare, Shanghai Pharma, First Tractor, Air China

A-H Premium Weekly (Nov 22nd): InnoCare, Shanghai Pharma, First Tractor, 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 103.7% as of Nov 22nd.
  • The average A-H premium changed by -1.0ppt week-on-week, led by communication services, industrials, financials and offset by consumer staples, health care, utilities.
  • We highlight weekly changes in A-H premium for InnoCare, Shanghai Pharma, First Tractor, Air China.

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Nov 22
0

Daily Brief Quantitative Analysis: EQD | HKEX Weekly Equity Options off to a Strong Start and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • EQD | HKEX Weekly Equity Options off to a Strong Start
  • ASX Short Interest Weekly (Nov 15th): ANZ, James Hardie Industries, Endeavour, Goodman
  • Hong Kong Buybacks Weekly (Nov 22nd): Tencent, AIA, Kuaishou Technology

EQD | HKEX Weekly Equity Options off to a Strong Start

By Nicholas Pezolano

  • HKEX has launched weekly stock options for 10 listed equities on 2024-11-04.
  • We explore recent HKEX volume trends and believe this may be a positive catalyst for HKEX.
  • HKEX may prove to be a catalyst for more equity option product development in the region.

ASX Short Interest Weekly (Nov 15th): ANZ, James Hardie Industries, Endeavour, Goodman

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 15th (reported today) which has an aggregated short interest worth USD24.6bn.
  • 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 ANZ, James Hardie Industries, Endeavour, Goodman.

Hong Kong Buybacks Weekly (Nov 22nd): 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 Nov 22nd 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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Nov 20
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Nov 15th): Korzinc and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Nov 15th): Korzinc, Posco, Alteogen, Doosan Enerbility

KRX Short Interest Weekly (Nov 15th): Korzinc, Posco, Alteogen, Doosan Enerbility

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Nov 15th which has an aggregated short interest worth USD4.1bn.
  • 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 Korzinc, Posco, Alteogen, Doosan Enerbility .

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Nov 18
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Nov 15th): Naver and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Nov 15th): Naver, Samsung Electronics
  • TWSE Short Interest Weekly (Nov 15th): Wiwynn, Hon Hai Precision Industry, Ase Industrial, Mitac
  • Thailand Short Interest Weekly (Nov 15th): Delta Electronics, Bumrungrad Hospital, CP ALL, SCC
  • TWSE Foreign Holding Weekly (Nov 15th): Eva Airways, Mitac, TSMC, Quanta Computer

KRX Foreign Holding Weekly (Nov 15th): Naver, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Nov 15th which has an aggregated holding worth USD468.9bn.
  • We estimate that foreign flows to be outflows of USD937mln. 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.

TWSE Short Interest Weekly (Nov 15th): Wiwynn, Hon Hai Precision Industry, Ase Industrial, Mitac

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 15th which has an aggregated short interest worth USD21.5bn.
  • 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 Wiwynn, Hon Hai Precision Industry, Ase Industrial, Mitac, Bizlink, Wistron, Alchip Technologies, Lite-On Technology.

Thailand Short Interest Weekly (Nov 15th): Delta Electronics, Bumrungrad Hospital, CP ALL, SCC

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Nov 15th.We estimate that they had an aggregated short interest worth USD2.3bn.
  • 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 Delta Electronics, Bumrungrad Hospital, CP ALL, SCC.

TWSE Foreign Holding Weekly (Nov 15th): Eva Airways, Mitac, TSMC, Quanta Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 15th which has an aggregated holding worth USD999.2bn.
  • We estimate that foreign flows to be outflows of USD2,830mln. 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 Eva Airways, Mitac, TSMC, Quanta Computer, Hon Hai Precision Industry, Chailease, UMC.

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Nov 17
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Nov 15th):Chalco and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Nov 15th):Chalco, CICC, HUAHONG GROUP, CanSinoBIO
  • HK Short Interest Weekly: Xpeng, Citic Sec, Anta Sports, HSBC, Mnso
  • Hong Kong Connect Flows (Nov 15th): Alibaba, Xiaomi, SMIC, Tencent, Ping An Insurance, HKEx, CNOOC

A-H Premium Weekly (Nov 15th):Chalco, CICC, HUAHONG GROUP, CanSinoBIO

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 104.8% as of Nov 15th.
  • The average A-H premium changed by 6.9ppt week-on-week, led by financials, information technology, consumer discretionary and offset by communication services.
  • We highlight weekly changes in A-H premium for Chalco, CICC, HUAHONG GROUP, CanSinoBIO.

HK Short Interest Weekly: Xpeng, Citic Sec, Anta Sports, HSBC, Mnso

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Nov 8th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Xpeng, Citic Sec, Anta Sports, HSBC, Mnso.

Hong Kong Connect Flows (Nov 15th): Alibaba, Xiaomi, SMIC, Tencent, Ping An Insurance, HKEx, CNOOC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 15th.
  • 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, Xiaomi, SMIC, Tencent, Ping An Insurance, HKEx, CNOOC.

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Nov 16
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Nov 15th): AIA and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Nov 15th): AIA, Cosco Shipping, Sinopec

Hong Kong Buybacks Weekly (Nov 15th): AIA, Cosco Shipping, Sinopec

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Nov 15th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), Cosco Shipping (1919 HK), Sinopec (386 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), Cosco Shipping (1919 HK), Swire Pacific (19 HK).

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Nov 15
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Nov 8th): National Australia Bank and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Nov 8th): National Australia Bank, Sigma Pharmaceuticals, Macquarie

ASX Short Interest Weekly (Nov 8th): National Australia Bank, Sigma Pharmaceuticals, Macquarie

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 8th (reported today) which has an aggregated short interest worth USD25.2bn.
  • 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 National Australia Bank, Sigma Pharmaceuticals, Macquarie, Aristocrat Leisure, Evolution Mining.

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