Category

Quantitative Analysis

Apr 16
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Apr 11th): Lg Energy Solution and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Apr 11th): Lg Energy Solution, Sk Innovation, Hanmi Semi

KRX Short Interest Weekly (Apr 11th): Lg Energy Solution, Sk Innovation, Hanmi Semi

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Apr 11th which has an aggregated short interest worth USD5.0bn.
  • 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 Lg Energy Solution, Sk Innovation, Hanmi Semi, Hd Hyundai Heavy Industries, Alteogen, Samsung Electronics, SK Hynix, Posco, Naver, Hana Financial.

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Apr 14
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Apr 11th): Beigene and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Apr 11th): Beigene, China Oilfield Services, Dfzq, Innocare Pharma, China Life
  • HK Short Interest Weekly: Pop Mart, Beigene, Xiaomi
  • Thailand Short Interest Weekly (Apr 11th): WHA, SCC
  • TWSE Foreign Holding Weekly (Apr 11th): Quanta Computer, TSMC, Ctbc Financial
  • KRX Foreign Holding Weekly (Apr 11th): SK Hynix, Samsung Electronics, Hyundai Motor
  • TWSE Short Interest Weekly (Apr 11th): Mediatek, United Integrated Services

A-H Premium Weekly (Apr 11th): Beigene, China Oilfield Services, Dfzq, Innocare Pharma, China Life

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 90.4% as of Apr 11th.
  • The average A-H premium changed by 3.7ppt week-on-week, led by financials, health care, energy and offset by consumer discretionary.
  • We highlight weekly changes in A-H premium for Beigene, China Oilfield Services, Dfzq, Innocare Pharma, China Life, Csc Financial.

HK Short Interest Weekly: Pop Mart, Beigene, Xiaomi

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Apr 3rd.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Tracker Fund, Pop Mart, Beigene, Hscei Etf, Xiaomi.

Thailand Short Interest Weekly (Apr 11th): WHA, SCC

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Apr 11th. We estimate that they had an aggregated short interest worth USD1.7bn.
  • 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 WHA Corporation PCL , Siam Cement PLC.

TWSE Foreign Holding Weekly (Apr 11th): Quanta Computer, TSMC, Ctbc Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Apr 11th which has an aggregated holding worth USD842.1bn.
  • We estimate that foreign flows to be outflows of USD1,406mln. 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 Quanta Computer, TSMC, Ctbc Financial.

KRX Foreign Holding Weekly (Apr 11th): SK Hynix, Samsung Electronics, Hyundai Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Apr 11th which has an aggregated holding worth USD461.3bn.
  • We estimate that foreign flows to be outflows of USD3,277mln. 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, Samsung Electronics, Hyundai Motor, Samsung Biologics.

TWSE Short Interest Weekly (Apr 11th): Mediatek, United Integrated Services

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Apr 11th which has an aggregated short interest worth USD18.8bn.
  • 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 Mediatek, United Integrated Services.

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Apr 13
0

Daily Brief Quantitative Analysis: HK Connect Flows Weekly (Apr 11th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Connect Flows Weekly (Apr 11th): Tencent, Alibaba, Xiaomi, China Mobile, SMIC, HSBC

HK Connect Flows Weekly (Apr 11th): Tencent, Alibaba, Xiaomi, China Mobile, SMIC, HSBC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of April 11th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Tencent, Alibaba, Xiaomi, China Mobile, SMIC, HSBC.

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Apr 12
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Apr 11th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Apr 11th): Tencent, Wuxi Biologics, China Hongqiao

Hong Kong Buybacks Weekly (Apr 11th): Tencent, Wuxi Biologics, China Hongqiao

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Apr 11th 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), Wuxi Biologics (2269 HK), China Hongqiao (1378 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), CNBM (3323 HK), China Hongqiao (1378 HK).

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Apr 11
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Apr 4th): Lg Energy Solution and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Apr 4th): Lg Energy Solution, Samsung H.I., Hd Hyundai Heavy Industries
  • ASX Short Interest Weekly (Apr 4th): James Hardie Industries, Transurban, Coles

KRX Short Interest Weekly (Apr 4th): Lg Energy Solution, Samsung H.I., Hd Hyundai Heavy Industries

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Apr 4th which has an aggregated short interest worth USD4.9bn.
  • 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 Energy Solution, Samsung H.I., Hd Hyundai Heavy Industries, Hd Hyundai Electric, Sk Innovation.

ASX Short Interest Weekly (Apr 4th): James Hardie Industries, Transurban, Coles

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Apr 4th (reported today) which has an aggregated short interest worth USD23.3bn.
  • 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 James Hardie Industries, Transurban, Coles, Northern Star Resources, Evolution Mining, Goodman.

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Apr 09
0

Daily Brief Quantitative Analysis: Northbound Flows (1Q2025): BYD and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Northbound Flows (1Q2025): BYD, Naura Technology, Cmb, Yangtze Power, Weichai Power

Northbound Flows (1Q2025): BYD, Naura Technology, Cmb, Yangtze Power, Weichai Power

By Ke Yan, CFA, FRM

  • We analyze the 1Q2025 Shanghai/Shenzhen northbound Connect flows with our data engine as the exchange changed the rule to only disclose north bound position once a quarter.
  • We estimate that the inflows in 1Q2025 were US$1,760 million and holdings were US$307 billion, compared to outflows of US$20 billion in 4Q. 
  • We highlight flows for BYD, Naura Technology, Cmb, Yangtze Power, Weichai Power.

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Apr 07
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Apr 4th): Joinn Lab and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Apr 4th): Joinn Lab, Beigene, Qinhuangdao Port, Sichuan Expressway
  • Thailand Short Interest Weekly (Apr 4th): Airports of Thailand, PTT E&P, Bangkok Bank, Kasikornbank
  • KRX Foreign Holding Weekly (Apr 4th): SK Hynix, Hyundai Motor, Samsung Electronics
  • TWSE Foreign Holding Weekly (Apr 4th): TSMC, Mediatek
  • TWSE Short Interest Weekly (Apr 4th): Asustek Computer, Alchip Technologies, Yang Ming Marine

A-H Premium Weekly (Apr 4th): Joinn Lab, Beigene, Qinhuangdao Port, Sichuan Expressway

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 86.7% as of April 4th. 
  • The average A-H premium changed by 1.6ppt week-on-week, led by consumer staples.
  • We highlight weekly changes in A-H premium for Joinn Lab, Beigene, Qinhuangdao Port, Sichuan Expressway.

Thailand Short Interest Weekly (Apr 4th): Airports of Thailand, PTT E&P, Bangkok Bank, Kasikornbank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Apr 4th.We estimate that they had an aggregated short interest worth USD1.8bn.
  • 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 Airports of Thailand, PTT E&P, Bangkok Bank, Kasikornbank, CP ALL, CP AXTRA NVDR, Thai Oil, Supalai, Siri Prime Office Property Fd.

KRX Foreign Holding Weekly (Apr 4th): SK Hynix, Hyundai Motor, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Apr 4th which has an aggregated holding worth USD465.8bn.
  • We estimate that foreign flows to be outflows of USD2,455mln. 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, Hyundai Motor, Samsung Electronics.

TWSE Foreign Holding Weekly (Apr 4th): TSMC, Mediatek

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Apr 4th which has an aggregated holding worth USD 888 bn. 
  • We estimate that foreign flows to be outflows of USD1,173mln. 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 (2330 TT), Mediatek (2454 TT).

TWSE Short Interest Weekly (Apr 4th): Asustek Computer, Alchip Technologies, Yang Ming Marine

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Apr 4th which has an aggregated short of USD 20.5bn. 
  • We tabulate league table for top short by value and short as multiple of ADT.
  • We highlight short interest changes in Asustek Computer, Alchip Technologies, Yang Ming Marine, Unimicron Technology, King Yuan Electronics, Hiwin Technologies.

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Apr 06
0

Daily Brief Quantitative Analysis: HK Connect Flows Weekly (Apr 3rd): Pop Mart Intl and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Connect Flows Weekly (Apr 3rd): Pop Mart Intl, China Mobile, Meituan, Alibaba, CMB

HK Connect Flows Weekly (Apr 3rd): Pop Mart Intl, China Mobile, Meituan, Alibaba, CMB

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of April 3rd.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Pop Mart International, China Mobile, Meituan, Alibaba, CMB, Xiaomi.

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Apr 05
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Apr 4th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Apr 4th): Tencent, China Hongqiao, Kuaishou

Hong Kong Buybacks Weekly (Apr 4th): Tencent, China Hongqiao, Kuaishou

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Apr 4th 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), China Hongqiao (1378 HK), Kuaishou (1024 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), CNBM (3323 HK), China Hongqiao (1378 HK).

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Apr 04
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Mar 28th): Commonwealth Bank Of Australia and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Mar 28th): Commonwealth Bank Of Australia, James Hardie Industries

ASX Short Interest Weekly (Mar 28th): Commonwealth Bank Of Australia, James Hardie Industries

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Mar 28th (reported today) which has an  aggregated short interest worth USD 23.9bn.
  • We tabulate league table for top short by value and short as multiple of ADT.
  • We highlight short interest changes in Commonwealth Bank Of Australia, James Hardie Industries, Westpac, Suncorp, ANZ, Macquarie.

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