Category

Quantitative Analysis

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.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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).

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free


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.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars
Sign Up for Free