Category

Quantitative Analysis

Feb 13
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Feb 9th): Hyundai Motor and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Feb 9th): Hyundai Motor, Samsung Electronics, Kia, Sk Square

KRX Foreign Holding Weekly (Feb 9th): Hyundai Motor, Samsung Electronics, Kia, Sk Square

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX Stocks as of Feb 9th which has an aggregated holding worth USD509.9bn.
  • We estimate that foreign flows to be inflows of USD2,322mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign instistutions.
  • We highlight foreign changes in Hyundai Motor, Samsung Electronics, Kia, Sk Square, Samsung C&T.

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Feb 09
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Feb 2nd): Fortescue and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Feb 2nd): Fortescue, Rio Tinto, Wisetech Global
  • Hong Kong Buybacks Weekly (Feb 9th): Hsbc, Wuxi Biologics, Aia

ASX Short Interest Weekly (Feb 2nd): Fortescue, Rio Tinto, Wisetech Global

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Feb 2nd (reported today) which has an aggregated short interest worth USD18.3bn.
  • 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 Fortescue, Rio Tinto, Wisetech Global.

Hong Kong Buybacks Weekly (Feb 9th): Hsbc, Wuxi Biologics, 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 Feb 9th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were HSBC (5 HK), Wuxi Biologics (2269 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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Feb 07
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Feb 2nd): Korea Zinc and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Feb 2nd): Korea Zinc

KRX Short Interest Weekly (Feb 2nd): Korea Zinc

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Feb 2nd which has an aggregated short interest worth USD7.9bn.
  • 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 have highlighted short interest weekly changes in Korea Zinc.

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Jan 23
0

Daily Brief Quantitative Analysis: Tencent: Positive Technical Analysis Signals and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Tencent: Positive Technical Analysis Signals

Tencent: Positive Technical Analysis Signals

By Wium Malan, CFA

  • Despite near-term concerns, Tencent (700 HK) remains firmly amid an earnings upgrade cycle.
  • With Tencent touching on being oversold, near-term momentum indicators are displaying bullish signals.
  • Tencent currently trades more than one standard deviation below its rolling 5-year historic average PE ratio, and at its lowest level since listing nearly 20 years ago.

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Jan 22
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (Jan 19th): CCB and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (Jan 19th): CCB
  • A-H Premium Weekly (Jan 19th): Haier Smart, ICBC, China Vanke, ZTE, CR Group, CCCC
  • Northbound Flows (Jan 19th): BYD, Chongqing Changan Automobile, Wuliangye
  • HK Short Interest Weekly: Citic Sec

Hong Kong Connect Flows (Jan 19th): CCB

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of January 19th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight the weekly Hong Kong connect flows for CCB.

A-H Premium Weekly (Jan 19th): Haier Smart, ICBC, China Vanke, ZTE, CR Group, CCCC

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 129.2% as of Jan 19th.
  • The average A-H premium changed by 7.1ppt week-on-week, led by financials, materials, health care and offset by information technology.
  • We highlight weekly changes in A-H premium for Haier Smart H, ICBC, China Vanke, ZTE, China Rail Gr, China Com Cons, SMIC, China Longyuan.

Northbound Flows (Jan 19th): BYD, Chongqing Changan Automobile, Wuliangye

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of January 19th.
  • We estimate the weekly outflows to be US$3,217.1 million, led by materials, industrials, and offset by information technology, financials.
  • We highlight flows for BYD, Chongqing Changan Automobile, and Wuliangye.

HK Short Interest Weekly: Citic Sec

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jan 12th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight Hong Kong short weekly changes in Citic Sec.

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Jan 21
0

Daily Brief Quantitative Analysis: TWSE Foreign Holding Weekly (Jan 19th): TSMC and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Foreign Holding Weekly (Jan 19th): TSMC, Quanta Computer, Delta Elec, Global Unichip, Hon Hai
  • TWSE Short Interest Weekly (Jan 19th): Acer, Yageo, Quanta Computer, Faraday Tech, Asia Vital

TWSE Foreign Holding Weekly (Jan 19th): TSMC, Quanta Computer, Delta Elec, Global Unichip, Hon Hai

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jan 19th which has an aggregated holding worth USD714.3bn.
  • We estimate that foreign flows to be outflows of USD1,083mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign instutions.
  • We highlight foreign changes in TSMC, Quanta Computer, Delta Elec, Global Unichip, Hon Hai, Umc, Alchip Tech.

TWSE Short Interest Weekly (Jan 19th): Acer, Yageo, Quanta Computer, Faraday Tech, Asia Vital

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Jan 19th which has an aggregated short interest worth USD13.5bn.
  • 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 Acer, Yageo, Quanta Computer, Faraday Tech, Asia Vital, Gigabyte Tech.

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Jan 20
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Jan 19th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Jan 19th): Tencent, Meituan, Aia
  • ASX Short Interest Weekly (Jan 12th): Aristocrat Leisu, IDP Education, Fortescue, South32, BHP, CSL

Hong Kong Buybacks Weekly (Jan 19th): 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 Jan 19th 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).

ASX Short Interest Weekly (Jan 12th): Aristocrat Leisu, IDP Education, Fortescue, South32, BHP, CSL

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Jan 12th (reported today) which has an aggregated short interest worth USD18.6bn.
  • 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 Aristocrat Leisu, IDP Education, Fortescue, South32, Star Entertainme, BHP, CSL, Wesfarmers.

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Jan 19
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, 4Q2023

Global Emerging Markets: Reporting Season Summary, 4Q2023

By Wium Malan, CFA

  • During 4Q2023, the 200 largest weighted companies in the GEM index reported average EPS growth of +10.1%y/y, significantly up from the +3.5% reported during 3Q2023.
  • 63% of companies delivered positive EPS surprises, and only 55% delivered positive Sales surprises, continuing the reacceleration trend witnessed during 2023.
  • 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.

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Jan 17
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Jan 12th): Celltrion and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Jan 12th): Celltrion

KRX Short Interest Weekly (Jan 12th): Celltrion

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Jan 12th which has an aggregated short interest worth USD9.1bn.
  • 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 have highlighted KRX short interest weekly changes in Celltrion.

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Jan 15
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (Jan 12th): CNOOC and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (Jan 12th): CNOOC, Tencent
  • A-H Premium Weekly (Jan 12th): China Tourism, Ccb, Fuyao Glass, China Longyuan, Flat Glass Gro, SMIC
  • HK Short Interest Weekly: Baba, Petrochina, China Mobile
  • Northbound Flows (Jan 12th): Moutai, Longi Green

Hong Kong Connect Flows (Jan 12th): CNOOC, Tencent

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of January 12th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight the weekly Hong Kong connect flows for CNOOC, Tencent.

A-H Premium Weekly (Jan 12th): China Tourism, Ccb, Fuyao Glass, China Longyuan, Flat Glass Gro, SMIC

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 122.2% as of Jan 12th.
  • The average A-H premium changed by -0.9ppt week-on-week, led by communication services, information technology, financials and offset by consumer staples, real estate, utilities.
  • We highlight weekly changes in A-H premium for China Tourism, Ccb, Fuyao Glass In, China Longyuan, Flat Glass Gro, Smic.

HK Short Interest Weekly: Baba, Petrochina, China Mobile

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jan 5th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Baba, Petrochina, and China Mobile.

Northbound Flows (Jan 12th): Moutai, Longi Green

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of January 12th.
  • We estimate the weekly outflows to be US$374.5 million, led by financials, consumer staples, and offset by consumer discretionary, information technology, industrials.
  • We highlight northbound connect flows for Moutai and Longi Green.

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