Category

Quantitative Analysis

Dec 01
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Nov 24th): CommBank and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Nov 24th): CommBank, Pilbara Minerals, Rio Tinto, Xero, NAB, Pro Medicus

ASX Short Interest Weekly (Nov 24th): CommBank, Pilbara Minerals, Rio Tinto, Xero, NAB, Pro Medicus

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 24th (reported today) which has an aggregated short interest worth USD19.8bn.
  • 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 Commonw Bk Austr, Pilbara Minerals, Rio Tinto, Xero, NAB, Pro Medicus.

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Nov 27
0

Daily Brief Quantitative Analysis: TWSE Foreign Holding Weekly (Nov 24th): TSMC and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Foreign Holding Weekly (Nov 24th): TSMC, Mediatek, Wistron
  • A-H Premium Weekly (Nov 24th): Angang Steel, Gwmotor, YOFC, Sinopec Oilfield
  • Northbound Flows (Nov 24th): Chongqing Changan Automobile, Sokon, Sungrow Power, BYD
  • HK Short Interest Weekly: AIA, Baba, Beigene
  • Hong Kong Connect Flows (Nov 24th): Xpeng, Tencent, Meituan, Li Auto

TWSE Foreign Holding Weekly (Nov 24th): TSMC, Mediatek, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 24th which has an aggregated holding worth USD675.5bn.
  • 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 USD1,213mln and highlight foreign changes in TSMC, Mediatek, Wistron.

A-H Premium Weekly (Nov 24th): Angang Steel, Gwmotor, YOFC, Sinopec Oilfield

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 Nov 24th.
  • The average A-H premium changed by 0.9ppt week on week, led by information technology, real estate, consumer discretionary and offset by consumer staples, communication services, energy.
  • We highlight weekly changes in A-H premium for Angang Steel, Gwmotor, YOFC, Sinopec Oilfield.

Northbound Flows (Nov 24th): Chongqing Changan Automobile, Sokon, Sungrow Power, BYD

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of November 24th.
  • We estimate the weekly outflows to be US$432.1 million, led by information technology, materials, and offset by health care, consumer discretionary, consumer staples.
  • We highlight flows for Chongqing Changan Automobile, Chongqing Sokon Industry Group Stock, Sungrow Power Supply, BYD.

HK Short Interest Weekly: AIA, Baba, Beigene

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Nov 17th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight weekly short changes in AIA, Baba and Beigene.

Hong Kong Connect Flows (Nov 24th): Xpeng, Tencent, Meituan, Li Auto

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 24th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Xpeng, Tencent, Meituan and Li Auto.

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Nov 26
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Nov 24th): Lite-On Tech and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Nov 24th): Lite-On Tech, Compeq Mfg, Inventec, Gigabyte Tech

TWSE Short Interest Weekly (Nov 24th): Lite-On Tech, Compeq Mfg, Inventec, Gigabyte Tech

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 24th which has an aggregated short interest worth USD15.0bn.
  • 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 Lite-On Tech, Compeq Mfg, Inventec, Gigabyte Tech.

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Nov 25
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Nov 24th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Nov 24th): Tencent, Aia, China Petroleum & Chemical
  • ASX Short Interest Weekly (Nov 17th): ANZ, CSL, Domino’s Pizza, BHP, Rio Tinto, Telstra

Hong Kong Buybacks Weekly (Nov 24th): Tencent, Aia, China Petroleum & Chemical

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 24th 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), China Petroleum & Chemical (386 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), Tencent (700 HK), China Petroleum & Chemical (386 HK).

ASX Short Interest Weekly (Nov 17th): ANZ, CSL, Domino’s Pizza, BHP, Rio Tinto, Telstra

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 17th (reported today) which has an aggregated short interest worth USD18.5bn.
  • 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 ANZ, CSL, Domino’s Pizza, BHP, Rio Tinto, Telstra.

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Nov 23
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Nov 17th): Short Covers for Celltrion and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Nov 17th): Short Covers for Celltrion, Celltrion Health, Amorepacific

KRX Short Interest Weekly (Nov 17th): Short Covers for Celltrion, Celltrion Health, Amorepacific

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Nov 17th which has an aggregated short interest worth USD11.9bn.
  • 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 Celltrion, Celltrion Health, Amorepacific.

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Nov 20
0

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Kuaishou and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: Kuaishou, Yum China, Hkex, Petrochina
  • A-H Premium Weekly (Nov 17th): Ganfeng Lithium, BYD, CICC, Shanghai Fudan, Huahong
  • TWSE Foreign Holding Weekly (Nov 17th): TSMC, WT, Evergreen Marine, Via Tech, Quanta Computer
  • Hong Kong Connect Flows (Nov 17th): Meituan, Tencent, Xiaomi
  • Northbound Flows (Nov 17th): Luxshare Precision, Mindray, Ping An Insurance

HK Short Interest Weekly: Kuaishou, Yum China, Hkex, Petrochina

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Nov 10th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Kuaishou, Yum China, Hkex, Petrochina.

A-H Premium Weekly (Nov 17th): Ganfeng Lithium, BYD, CICC, Shanghai Fudan, Huahong

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 121.3% as of Nov 17th.
  • The average A-H premium changed by -0.3ppt week on week, led by consumer discretionary, communication services, utilities and offset by real estate, energy, materials.
  • We highlight weekly changes in A-H premium for Ganfeng Lithium, Byd Company, CICC, Shanghai Fudan, Huahong.

TWSE Foreign Holding Weekly (Nov 17th): TSMC, WT, Evergreen Marine, Via Tech, Quanta Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 17th which has an aggregated holding worth USD664.7bn.
  • 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 USD2,654mln and highlight foreign changes in TSMC, Wt, Evergreen Marine, Via Tech, Quanta Computer.

Hong Kong Connect Flows (Nov 17th): Meituan, Tencent, Xiaomi

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 17th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight Hongkong connect flows for Meituan, Tencent and Xiaomi.

Northbound Flows (Nov 17th): Luxshare Precision, Mindray, Ping An Insurance

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of November 17th.
  • We estimate the weekly outflows to be US$652.6 million, led by financials, industrials, and offset by information technology, utilities.
  • We highlight flows for Luxshare Precision, Mindray, Ping An Insurance.

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Nov 19
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Nov 17th): Asustek Computer and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Nov 17th): Asustek Computer, TSMC, Via Tech, Wistron, Gigabyte Tech

TWSE Short Interest Weekly (Nov 17th): Asustek Computer, TSMC, Via Tech, Wistron, Gigabyte Tech

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 17th which has an aggregated short interest worth USD14.9bn.
  • 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 Asustek Computer, TSMC, Via Tech, Wistron, Gigabyte Tech, Compal Elec, Mediatek, Accton Tech.

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Nov 18
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Nov 17th): AIA and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Nov 17th): AIA, United Energy, China Petroleum & Chemical

Hong Kong Buybacks Weekly (Nov 17th): AIA, United Energy, China Petroleum & Chemical

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 17th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies repurchased the most shares from the market were AIA (1299 HK), United Energy (467 HK), China Petroleum & Chemical (386 HK).
  • In the past 30 days, the top 3 companies repurchased the most shares from the market were AIA (1299 HK), China Petroleum & Chemical (386 HK), Dongfeng Motor (489 HK).

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Nov 17
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Nov 10th): CSL and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Nov 10th): CSL, BHP, Imugene, Wisetech Global, Macquarie

ASX Short Interest Weekly (Nov 10th): CSL, BHP, Imugene, Wisetech Global, Macquarie

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 10th (reported today) which has an aggregated short interest worth USD18.1bn.
  • 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 CSL, BHP, Imugene, Wisetech Global, Macquarie.

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Nov 16
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Nov 10th): Short Covers for LG Energy and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Nov 10th): Short Covers for LG Energy, Kakao, Krafton, Amorepacific

KRX Short Interest Weekly (Nov 10th): Short Covers for LG Energy, Kakao, Krafton, Amorepacific

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Nov 10th which has an aggregated short interest worth USD12.0bn.
  • 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 Medytox, Lg Energy Solution, Kakao, Krafton, Amorepacific.

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