Category

Quantitative Analysis

Dec 29
0

Daily Brief Quantitative Analysis: “Buy the Worst” HSI Strategy: A Tragic 2023 and What About 2024? and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • “Buy the Worst” HSI Strategy: A Tragic 2023 and What About 2024?
  • Hong Kong Buybacks Weekly (Dec 22nd): Tencent, AIA, Li Ning

“Buy the Worst” HSI Strategy: A Tragic 2023 and What About 2024?

By Osbert Tang, CFA

Hong Kong Buybacks Weekly (Dec 22nd): Tencent, AIA, Li Ning

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 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), Li Ning (2331 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), Wuxi Biologics (2269 HK).

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Dec 28
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Dec 22nd): Hanwha Solutions, Samsung Electron, Hyundai Motor

KRX Short Interest Weekly (Dec 22nd): Hanwha Solutions, Samsung Electron, Hyundai Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Dec 22nd which has an aggregated short interest worth USD9.9bn.
  • 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 Hanwha Solutions, Samsung Electron, Hyundai Motor.

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Dec 25
0

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Techtronic Ind and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: Techtronic Ind, Link Reit, Jd, HSBC, Wuxi Bio, East Buy
  • Hong Kong Connect Flows (Dec 22nd): CNOOC, Tencent
  • A-H Premium Weekly (Dec 22nd): China Tourism, Ping An Insurance, China Southern, BYD
  • Northbound Flows (Dec 22nd): CATL, Chongqing Changan Automobile, CMB, Zhongji Innolight
  • TWSE Foreign Holding Weekly (Dec 22nd): TSMC, Yang Ming Marine, Quanta Computer, Bora Pharma, Wiwynn

HK Short Interest Weekly: Techtronic Ind, Link Reit, Jd, HSBC, Wuxi Bio, East Buy

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Dec 15th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Techtronic Ind, Link Reit, Jd, HSBC, Wuxi Bio, East Buy.

Hong Kong Connect Flows (Dec 22nd): CNOOC, Tencent

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of December 22nd.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We have highlighted Hong Kong Conncect flows for CNOOC and Tencent.

A-H Premium Weekly (Dec 22nd): China Tourism, Ping An Insurance, China Southern, BYD

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 127.6% as of Dec 22nd.
  • The average A-H premium changed by -0.9ppt week on week, led by communication services, real estate, utilities and offset by health care, consumer discretionary.
  • We highlight weekly changes in A-H premium for China Tourism, Ping An Insurance, China Southern, BYD, Fuyao Glass Industry.

Northbound Flows (Dec 22nd): CATL, Chongqing Changan Automobile, CMB, Zhongji Innolight

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of December 22nd.
  • We estimate the weekly outflows to be US$281.8 million, led by information technology, financials, and offset by industrials, materials, consumer discretionary.
  • We highlight flows for CATL, Chongqing Changan Automobile, CMB, Zhongji Innolight.

TWSE Foreign Holding Weekly (Dec 22nd): TSMC, Yang Ming Marine, Quanta Computer, Bora Pharma, Wiwynn

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Dec 22nd which has an aggregated holding worth USD701.2bn.
  • We tabulate league table for top changes by value for 1 week, one 4 weeks, 1 year and top stocks held by foreign instutions by dollar value.
  • We estimate that foreign flows to be inflows of USD679mln and highlight foreign changes in TSMC, Yang Ming Marine, Quanta Computer, Bora Pharma, Wiwynn, Cheng Shin, Novatek, Walsin Lihwa, Umc.

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Dec 24
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Dec 22nd): Inventec and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Dec 22nd): Inventec, Walsin Lihwa, Getac Holdings, Hon Hai, Wistron

TWSE Short Interest Weekly (Dec 22nd): Inventec, Walsin Lihwa, Getac Holdings, Hon Hai, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Dec 22nd which has an aggregated short interest worth USD14.6bn.
  • 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 Inventec, Walsin Lihwa, Getac Holdings, Hon Hai, Wistron, Quanta Computer, Wiwynn, Acer, TSMC.

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Dec 23
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Dec 22nd): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Dec 22nd): Tencent, Aia, Li Ning

Hong Kong Buybacks Weekly (Dec 22nd): Tencent, Aia, Li Ning

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 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), Li Ning (2331 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), Wuxi Biologics (2269 HK).

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Dec 22
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Dec 15th): BHP and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Dec 15th): BHP, Rio Tinto, Macquarie, Wisetech Global, Fortescue, Westpac

ASX Short Interest Weekly (Dec 15th): BHP, Rio Tinto, Macquarie, Wisetech Global, Fortescue, Westpac

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Dec 15th (reported today) which has an aggregated short interest worth USD20.1bn.
  • 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 BHP, Rio Tinto, Macquarie, Wisetech Global, Fortescue, Westpac, ANZ, Qantas Airways.

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Dec 21
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Dec 15th): HLB and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Dec 15th): HLB, Lg Electronics, Samsung C&T, Samsung Electron

KRX Short Interest Weekly (Dec 15th): HLB, Lg Electronics, Samsung C&T, Samsung Electron

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Dec 15th which has an aggregated short interest worth USD10.4bn.
  • 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, Lg Electronics, Samsung C&T, Samsung Electron, Posco Holdings I, Sk Hynix.

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Dec 18
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Dec 15th): CMB, China Tourism, Ping An Insurance, BYD
  • Hong Kong Connect Flows (Dec 15th): Meituan, Tencent
  • Northbound Flows (Dec 15th): China Yangtze Power, Mindray, BYD, Wuliangye
  • TWSE Foreign Holding Weekly (Dec 15th): TSMC, Largan Precision, Evergreen Marine
  • HK Short Interest Weekly: JD, Microport, Wuxi Apptec, AIA

A-H Premium Weekly (Dec 15th): CMB, China Tourism, Ping An Insurance, BYD

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 129.1% as of Dec 15th.
  • The average A-H premium changed by 0.2ppt week on week, led by consumer staples, communication services, real estate and offset by utilities, health care, information technology.
  • We highlight weekly changes in A-H premium for CMB, China Tourism, Ping An Insurance, BYD.

Hong Kong Connect Flows (Dec 15th): Meituan, Tencent

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of December 15th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight Hong Kong Conncect flows for Meituan and Tencent.

Northbound Flows (Dec 15th): China Yangtze Power, Mindray, BYD, Wuliangye

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of December 15th.
  • We estimate the weekly outflows to be US$2,746.9 million, led by consumer staples, information technology, and offset by utilities, real estate.
  • We highlight flows for China Yangtze Power, Mindray, BYD, Wuliangye, Inner Mongolia Yili Industrial, Chongqing Sokon Industry Group Stock, Ping An Insurance.

TWSE Foreign Holding Weekly (Dec 15th): TSMC, Largan Precision, Evergreen Marine

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Dec 15th which has an aggregated holding worth USD701.6bn.
  • We tabulate league table for top changes by value for 1 week, one 4 weeks, 1 year and top stocks held by foreign instutions by dollar value.
  • We estimate that foreign flows to be inflows of USD2,114mln and highlight foreign changes in TSMC, Largan Precision, Evergreen Marine, Far Eastone Telecom.

HK Short Interest Weekly: JD, Microport, Wuxi Apptec, AIA

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Dec 8th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in JD, Microport, Wuxi Apptec, AIA.

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Dec 17
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Dec 15th): Gigabyte Tech and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Dec 15th): Gigabyte Tech, Novatek, Faraday Tech, Quanta Computer

TWSE Short Interest Weekly (Dec 15th): Gigabyte Tech, Novatek, Faraday Tech, Quanta Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Dec 15th which has an aggregated short interest worth USD15.4bn.
  • 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 Gigabyte Tech, Novatek, Faraday Tech, Quanta Computer, Giant Manufactur, Nanya Tech.

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Dec 16
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Dec 15th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Dec 15th): Tencent, AIA, Wuxi Biologics

Hong Kong Buybacks Weekly (Dec 15th): Tencent, AIA, Wuxi Biologics

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 15th 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), Wuxi Biologics (2269 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), China Petroleum & Chemical (386 HK).

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