Category

Quantitative Analysis

Dec 07
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Dec 6th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Dec 6th): Tencent, AIA, Kuaishou Technology

Hong Kong Buybacks Weekly (Dec 6th): 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 6th 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), Cosco Shipping (1919 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 06
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Nov 29th): Transurban and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Nov 29th): Transurban, Mineral Resources, Wisetech Global, Macquarie

ASX Short Interest Weekly (Nov 29th): Transurban, Mineral Resources, Wisetech Global, Macquarie

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 29th (reported today) which has an aggregated short interest worth USD23.8bn.
  • 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 Transurban, Mineral Resources, Wisetech Global, Macquarie, Pilbara Minerals, Ampol, Dexus Property, ANZ.

💡 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 04
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Nov 29th):Korea Zinc and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Nov 29th):Korea Zinc, JYP, SK Hynix

KRX Short Interest Weekly (Nov 29th):Korea Zinc, JYP, SK Hynix

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Nov 29th which has an aggregated short interest worth USD4.2bn.
  • 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 Korea Zinc, JYP, SK Hynix.

💡 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 03
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (November): Top Monthly Inflows in 12 Months and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (November): Top Monthly Inflows in 12 Months

Hong Kong Connect Flows (November): Top Monthly Inflows in 12 Months

By Ke Yan, CFA, FRM

  • We analyze the monthly Hong Kong Connect flows with our data engine.
  • We tabulate the top stocks by inflows, outflows, and holding by mainland investors.
  • We highlight inflows into Alibaba, Tencent, Xiaomi, CCB, Ping An, and outflows from PICC P&C, BYD, CNOOC.

💡 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 02
0

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Nov 29th): Naver and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Foreign Holding Weekly (Nov 29th): Naver, Samsung Electronics, Alteogen
  • TWSE Short Interest Weekly (Nov 29th): Hon Hai, Wan Hai Lines, Wiwynn, Winbond Electronics, Lite-On
  • Hong Kong Connect Flows (Nov 29th): Alibaba, Ping An Insurance, China Mobile, Meituan
  • TWSE Foreign Holding Weekly (Nov 29th): Catcher Technology, TSMC, Hon Hai, Asustek Computer, UMC
  • Thailand Short Interest Weekly (Nov 29th): Bumrungrad, Energy Absolute, Delta Electronics, Banpu

KRX Foreign Holding Weekly (Nov 29th): Naver, Samsung Electronics, Alteogen

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Nov 29th which has an aggregated holding worth USD481.3bn.
  • We estimate that foreign flows to be outflows of USD748mln. 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, Alteogen.

TWSE Short Interest Weekly (Nov 29th): Hon Hai, Wan Hai Lines, Wiwynn, Winbond Electronics, Lite-On

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 29th which has an aggregated short interest worth USD21.6bn.
  • 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 Hon Hai Precision Industry, Wan Hai Lines, Wiwynn, Winbond Electronics, Lite-On Technology, Elite Material, Foxconn Technology.

Hong Kong Connect Flows (Nov 29th): Alibaba, Ping An Insurance, China Mobile, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 29th.
  • 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, Ping An Insurance, China Mobile, Meituan.

TWSE Foreign Holding Weekly (Nov 29th): Catcher Technology, TSMC, Hon Hai, Asustek Computer, UMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 29th which has an aggregated holding worth USD969.3bn.
  • We estimate that foreign flows to be outflows of USD2,625mln. 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 Catcher Technology, TSMC, Hon Hai Precision Industry, Asustek Computer, UMC, Mediatek.

Thailand Short Interest Weekly (Nov 29th): Bumrungrad, Energy Absolute, Delta Electronics, Banpu

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Nov 29th.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 Bumrungrad Hospital, Energy Absolute, Delta Electronics, Banpu, SCC, PTT Global Chemical.

💡 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 01
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, Jd, Xpeng, CMB

HK Short Interest Weekly: Kuaishou, Jd, Xpeng, CMB

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Nov 22nd.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Kuaishou Technology, Jd.com, Xpeng, CMB.

💡 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


Nov 29
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Nov 22nd): Amcor and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Nov 22nd): Amcor, Evolution Mining, ANZ, Seven
  • Hong Kong Buybacks Weekly (Nov 29th): Tencent, AIA, Kuaishou Technology

ASX Short Interest Weekly (Nov 22nd): Amcor, Evolution Mining, ANZ, Seven

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 22nd (reported today) which has an aggregated short interest worth USD24.5bn.
  • 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 Amcor, Evolution Mining, ANZ, Seven.

Hong Kong Buybacks Weekly (Nov 29th): 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 Nov 29th 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), Cosco Shipping (1919 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


Nov 27
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Nov 22nd): Hanwha Aerospace, Posco

KRX Short Interest Weekly (Nov 22nd): Hanwha Aerospace, Posco

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Nov 22nd which has an aggregated short interest worth USD4.2bn.
  • 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 Hanwha Aerospace (012450 KS), Posco (004590 KS).

💡 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


Nov 25
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (Nov 22nd): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (Nov 22nd): Tencent, Alibaba, Meituan, Ping An Insurance, Xiaomi
  • Thailand Short Interest Weekly (Nov 22nd): Bumrungrad Hospital, True
  • HK Short Interest Weekly: Tencent, CCB, China Mobile, AIA
  • KRX Foreign Holding Weekly (Nov 22nd): Naver, SK Hynix, Samsung Electronics
  • TWSE Foreign Holding Weekly (Nov 22nd): Yang Ming Marine, TSMC, Hon Hai Precision, Quanta, Asustek
  • TWSE Short Interest Weekly (Nov 22nd): Mitac, Quanta Computer, Hon Hai Precision, First Financial

Hong Kong Connect Flows (Nov 22nd): Tencent, Alibaba, Meituan, Ping An Insurance, Xiaomi

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 22nd.
  • 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, Meituan, Ping An Insurance, Xiaomi.

Thailand Short Interest Weekly (Nov 22nd): Bumrungrad Hospital, True

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Nov 22nd.We estimate that they had an aggregated short interest worth USD2.3bn.
  • 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 Bumrungrad Hospital (BH TB), True (TRUE TB).

HK Short Interest Weekly: Tencent, CCB, China Mobile, AIA

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Nov 15th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Tencent, CCB, China Mobile, AIA.

KRX Foreign Holding Weekly (Nov 22nd): Naver, SK Hynix, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Nov 22nd which has an aggregated holding worth USD491.7bn.
  • We estimate that foreign flows to be outflows of USD772mln. 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, SK Hynix, Samsung Electronics.

TWSE Foreign Holding Weekly (Nov 22nd): Yang Ming Marine, TSMC, Hon Hai Precision, Quanta, Asustek

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 22nd which has an aggregated holding worth USD1,003.7bn.
  • We estimate that foreign flows to be outflows of USD1,568mln. 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 Yang Ming Marine, TSMC, Hon Hai Precision Industry, Quanta Computer, Asustek Computer.

TWSE Short Interest Weekly (Nov 22nd): Mitac, Quanta Computer, Hon Hai Precision, First Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 22nd which has an aggregated short interest worth USD21.9bn.
  • 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 Mitac, Quanta Computer, Hon Hai Precision Industry, First Financial, Eva Airways, Yageo, Ta Chen Stainless Pipe.

💡 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


Nov 24
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Nov 22nd): InnoCare and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Nov 22nd): InnoCare, Shanghai Pharma, First Tractor, Air China

A-H Premium Weekly (Nov 22nd): InnoCare, Shanghai Pharma, First Tractor, 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 103.7% as of Nov 22nd.
  • The average A-H premium changed by -1.0ppt week-on-week, led by communication services, industrials, financials and offset by consumer staples, health care, utilities.
  • We highlight weekly changes in A-H premium for InnoCare, Shanghai Pharma, First Tractor, Air China.

💡 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