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Quantitative Analysis Archives | Page 34 of 74 | Smartkarma

Jul 11
0

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Ping An and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: Ping An, Brilliance, Meituan, AIA

HK Short Interest Weekly: Ping An, Brilliance, Meituan, AIA

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jun 28th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Ping An, Brilliance China, Meituan, AIA.

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Jul 10
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Jul 5th): Hlb and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Jul 5th): Hlb, Posco

KRX Short Interest Weekly (Jul 5th): Hlb, Posco

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Jul 5th which has an aggregated short interest worth USD6.1bn.
  • 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 Hlb (028300 KS), Posco (005490 KS).

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Jul 08
0

Daily Brief Quantitative Analysis: A/H Premium Tracker (To 5 Jul 2024):  Spread Curve Torsion Still Strong and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A/H Premium Tracker (To 5 Jul 2024):  Spread Curve Torsion Still Strong
  • A-H Premium Weekly (Jul 5th): China Tourism, Ganfeng Lithium, China East Air, Petrochina
  • Hong Kong Connect Flows (Jul 5th): CCB, China Mobile, ICBC, CMB, Petrochina, Tencent
  • KRX Foreign Holding Weekly (Jul 5th): Samsung Electronics, Sk Hynix
  • Northbound Flows (Jul 5th): 4 Weeks of Outflows
  • TWSE Foreign Holding Weekly (Jul 5th): TSMC, Zhen Ding Tech, Realtek Semi, Cathay Financial
  • TWSE Short Interest Weekly (Jul 5th): Taiwan Mobile, Lite-On Tech, Far Eastone Tele, L&K Engineering

A/H Premium Tracker (To 5 Jul 2024):  Spread Curve Torsion Still Strong

By Travis Lundy

  • The New/Better A-H Premium Tracker has tables, charts, measures galore to track A/H premium positioning, southbound and northbound positioning/volatility in pairs over time, etc.
  • SOUTHBOUND inflow continues, albeit smaller. SOE Banks/Energy remain a big net buy. SOUTHBOUND Net buying as a percent of volume on SOE Banks and Energy is HUGE.
  • Wide spreads (high AH premium) saw H outperform, but narrow spreads saw Hs underperform significantly. Again.

A-H Premium Weekly (Jul 5th): China Tourism, Ganfeng Lithium, China East Air, Petrochina

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 146 stocks over the last week. The average A-H premium was 104.4% as of Jul 5th.
  • The average A-H premium changed by -1.2ppt week-on-week, led by consumer staples, information technology, health care and offset by communication services, real estate.
  • We highlight weekly changes in A-H premium for China Tourism, Ganfeng Lithium, China East Air, Petrochina.

Hong Kong Connect Flows (Jul 5th): CCB, China Mobile, ICBC, CMB, Petrochina, Tencent

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of July 5th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for CCB, China Mobile, ICBC, CMB, Petrochina, Tencent.

KRX Foreign Holding Weekly (Jul 5th): Samsung Electronics, Sk Hynix

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX Stocks as of Jul 5th which has an aggregated holding worth USD576.9bn.
  • We estimate that foreign flows to be inflows of USD409mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Samsung Electronics(005930 KS) , Sk Hynix(000660 KS) .

Northbound Flows (Jul 5th): 4 Weeks of Outflows

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of July 5th.
  • We estimate the weekly outflows to be US$1,769.7 million, led by information technology, materials, industrials, and offset by communication services, real estate, utilities.
  • We note that outflows have been consecutive for four weeks and highlight outflows for CATL (300750 CH).

TWSE Foreign Holding Weekly (Jul 5th): TSMC, Zhen Ding Tech, Realtek Semi, Cathay Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jul 5th which has an aggregated holding worth USD1,012.0bn.
  • We estimate that foreign flows to be inflows of USD531mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in TSMC, Zhen Ding Tech, Realtek Semi, Cathay Financial, Compeq Mfg, Far Eastone Tele, Taiwan Mobile, Lite-On Tech, Asia Vital, Novatek.

TWSE Short Interest Weekly (Jul 5th): Taiwan Mobile, Lite-On Tech, Far Eastone Tele, L&K Engineering

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Jul 5th 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 Taiwan Mobile, Lite-On Tech, Far Eastone Tele, L&K Engineering, Evergreen Marine, ASE, Hon Hai, Asia Vital.

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Jul 06
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Jul 5th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Jul 5th): Tencent, Meituan, Aia

Hong Kong Buybacks Weekly (Jul 5th): Tencent, Meituan, 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 Jul 5th 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), Meituan (3690 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), Meituan (3690 HK), AIA (1299 HK).

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Jul 05
0

Daily Brief Quantitative Analysis: Global Emerging Markets: Reporting Season Summary and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Global Emerging Markets: Reporting Season Summary, 2Q2024
  • ASX Short Interest Weekly (Jun 28th): Macquarie, Westpac, CSL, Pro Medicus, Yancoal Australia

Global Emerging Markets: Reporting Season Summary, 2Q2024

By Wium Malan, CFA

  • During 2Q2024, the 200 largest weighted companies in the GEM index reported average EPS growth of +7.1%y/y, down slightly from the +8.7% reported during 1Q2024.
  • Overall, 61% of companies delivered positive EPS surprises, and 57% delivered positive Sales surprises, a marked improvement from the previous quarter.
  • Historically, there has been a significant difference in relative share price performance between the largest positive versus negative surprise generators, for 3 months after the reporting date.

ASX Short Interest Weekly (Jun 28th): Macquarie, Westpac, CSL, Pro Medicus, Yancoal Australia

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Jun 28th (reported today) which has an aggregated short interest worth USD19.5bn.
  • 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 Macquarie, Westpac, CSL, Pro Medicus, Yancoal Australi, Telstra, Insurance Australia.

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Jul 03
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Jun 28th): Lg Electronics and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Jun 28th): Lg Electronics, Hyundai Motor

KRX Short Interest Weekly (Jun 28th): Lg Electronics, Hyundai Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Jun 28th which has an aggregated short interest worth USD5.9bn.
  • 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 Lg Electronics, Hyundai Motor.

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Jul 02
0

Daily Brief Quantitative Analysis: A/H Premium Tracker (To 28 Jun 2024):  AH Premia Still Rebounding But Wide Spreads Narrowing and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A/H Premium Tracker (To 28 Jun 2024):  AH Premia Still Rebounding But Wide Spreads Narrowing

A/H Premium Tracker (To 28 Jun 2024):  AH Premia Still Rebounding But Wide Spreads Narrowing

By Travis Lundy

  • The New/Better A-H Premium Tracker has tables, charts, measures galore to track A/H premium positioning, southbound and northbound positioning/volatility in pairs over time, etc.
  • SOUTHBOUND inflow continues, albeit smaller. Banks remain a big net buy. SOEs prominent in low overall SOUTHBOUND volume. 
  • Wide spreads (high AH premium) saw H outperform, but narrow spreads saw Hs underperform quite significantly.

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Jul 01
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (Jun 28th): CCB and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (Jun 28th): CCB, ICBC, Tencent
  • A-H Premium Weekly (Jun 28th): China Tourism, Ganfeng Lithium, Air China, PetroChina, China Telecom
  • Northbound Flows (Jun 28th): Foxconn Industrial Internet, Wanhua Chemical, BYD
  • KRX Foreign Holding Weekly (Jun 28th): Samsung Electronics, Sk Hynix, Samsung SDI, Celltrion
  • HK Short Interest Weekly: Zijin Mining, Lenovo, HSBC, Kuaishou, CK Asset, Yankuang Energy
  • TWSE Short Interest Weekly (Jun 28th): Innolux, Evergreen Marine, Largan Precision, Ap Memory Tech
  • TWSE Foreign Holding Weekly (Jun 28th): Highwealth, Acer, King Yuan Elec, Bora Pharma, Auo, TSMC

Hong Kong Connect Flows (Jun 28th): CCB, ICBC, Tencent

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of June 28th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for CCB (939 HK), ICBC (1398 HK), Tencent (700 HK).

A-H Premium Weekly (Jun 28th): China Tourism, Ganfeng Lithium, Air China, PetroChina, China Telecom

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 146 stocks over the last week. The average A-H premium was 104.9% as of Jun 28th.
  • The average A-H premium changed by 1.3ppt week-on-week, led by materials, consumer discretionary, energy and offset by real estate, health care, consumer staples.
  • We highlight weekly changes in A-H premium for China Tourism, Ganfeng Lithium, Air China, PetroChina, China Telecom.

Northbound Flows (Jun 28th): Foxconn Industrial Internet, Wanhua Chemical, BYD

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of June 28th.
  • We estimate the weekly outflows to be US$1,763.0 million, led by information technology, consumer staples, consumer discretionary, and offset by utilities.
  • We highlight flows for Foxconn Industrial Internet, Zhejiang Sanhua Intelligent Controls, Wanhua Chemical, BYD.

KRX Foreign Holding Weekly (Jun 28th): Samsung Electronics, Sk Hynix, Samsung SDI, Celltrion

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX Stocks as of Jun 28th which has an aggregated holding worth USD564.4bn.
  • We estimate that foreign flows to be inflows of USD33mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Samsung Electronics, Sk Hynix, Samsung SDI, Celltrion.

HK Short Interest Weekly: Zijin Mining, Lenovo, HSBC, Kuaishou, CK Asset, Yankuang Energy

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jun 21st.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Zijin Mining, Lenovo, HSBC, Kuaishou, CK Asset, Yankuang Energy, China Longyuan.

TWSE Short Interest Weekly (Jun 28th): Innolux, Evergreen Marine, Largan Precision, Ap Memory Tech

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Jun 28th which has an aggregated short interest worth USD100.9bn.
  • 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 Innolux, Evergreen Marine, Largan Precision, Ap Memory Tech, Wistron, Highwealth, Hon Hai, Synnex Tech Intl, Inventec.

TWSE Foreign Holding Weekly (Jun 28th): Highwealth, Acer, King Yuan Elec, Bora Pharma, Auo, TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jun 28th which has an aggregated holding worth USD4,832.6bn.
  • We estimate that foreign flows to be outflows of USD11,267mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Highwealth, Acer, King Yuan Elec, Bora Pharma, Auo, TSMC, Novatek, Mediatek, Chailease, Umc.

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Jun 29
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Jun 21st): Telstra and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Jun 21st): Telstra, BHP, Aristocrat Leisure, Sonic Healthcare
  • Hong Kong Buybacks Weekly (Jun 28th): Tencent, Meituan, Aia

ASX Short Interest Weekly (Jun 21st): Telstra, BHP, Aristocrat Leisure, Sonic Healthcare

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Jun 21st (reported today) which has an aggregated short interest worth USD19.1bn.
  • 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 Telstra, BHP, Aristocrat Leisu, Sonic Healthcare, Treasury Wine, Fortescue, Westpac, NAB, ANZ.

Hong Kong Buybacks Weekly (Jun 28th): Tencent, Meituan, 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 Jun 28th 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), Meituan (3690 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), Meituan (3690 HK), AIA (1299 HK).

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Jun 27
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Jun 21st): Sk Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Jun 21st): Sk Hynix, Samsung Electronics, Hyundai Motor, Kia, Enchem

KRX Short Interest Weekly (Jun 21st): Sk Hynix, Samsung Electronics, Hyundai Motor, Kia, Enchem

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Jun 21st which has an aggregated short interest worth USD5.8bn.
  • 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 Sk Hynix, Samsung Electronics, Hyundai Motor, Kia, Enchem.

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