Category

Quantitative Analysis

Nov 01
0

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Anta Sports and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: Anta Sports, Hkex, Shenzhou Intl, China Mobile
  • KRX Short Interest Weekly (Oct 27th): Samsung Biologic, Skc, Hotel Shilla Co, Ecopro

HK Short Interest Weekly: Anta Sports, Hkex, Shenzhou Intl, China Mobile

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Oct 20th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Anta Sports, Hkex, Shenzhou Intl, China Mobile.

KRX Short Interest Weekly (Oct 27th): Samsung Biologic, Skc, Hotel Shilla Co, Ecopro

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX Stocks as of Oct 27th 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 Samsung Biologic, Skc, Hotel Shilla Co, Ecopro, Posco Holdings I, Yuhan, Posco Dx.

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Oct 30
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Oct 27th): Beigene and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Oct 27th): Beigene, CMS, Guangzhou Auto, China Longyuan
  • Northbound Flows (Oct 27th): Moutai, CATL, Midea
  • TWSE Foreign Holding Weekly (Oct 27th): Taiwan Cement, TSMC, Hon Hai
  • Hong Kong Connect Flows (Oct 27th): Meituan, Semiconductor Manufacturing International, CNOOC

A-H Premium Weekly (Oct 27th): Beigene, CMS, Guangzhou Auto, China Longyuan

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 119.1% as of Oct 27th.
  • The average A-H premium changed by -1.7ppt week on week, led by utilities, consumer discretionary, industrials and offset by consumer staples.
  • We highlight weekly changes in A-H premium for Beigene, China Merchants Securities, Guangzhou Auto, China Longyuan.

Northbound Flows (Oct 27th): Moutai, CATL, Midea

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of October 27th.
  • We estimate the weekly outflows to be US$50.4 million, led by information technology, financials, and offset by materials, utilities, communication services.
  • We have highlighted northbound flows for Moutai, CATL and Midea.

TWSE Foreign Holding Weekly (Oct 27th): Taiwan Cement, TSMC, Hon Hai

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Oct 27th which has an aggregated holding worth USD603.3bn.
  • 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 outflows of USD1,558mln and highlight foreign changes in Taiwan Cement, TSMC, Hon Hai.

Hong Kong Connect Flows (Oct 27th): Meituan, Semiconductor Manufacturing International, CNOOC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of October 27th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Meituan, Semiconductor Manufacturing International and CNOOC.

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Oct 29
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Oct 27th): Nan Ya Printed and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Oct 27th): Nan Ya Printed, Asmedia Tech, Global Unichip, TSMC

TWSE Short Interest Weekly (Oct 27th): Nan Ya Printed, Asmedia Tech, Global Unichip, TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Oct 27th which has an aggregated short interest worth USD13.7bn.
  • 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 Nan Ya Printed, Asmedia Tech, Global Unichip, TSMC.

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Oct 28
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Oct 20th): Westpac and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Oct 20th): Westpac, ANZ, Macquarie, Insurance Austra, Liontown
  • Hong Kong Buybacks Weekly (Oct 27th): AIA, Kuaishou Technology, Dongfeng Motor

ASX Short Interest Weekly (Oct 20th): Westpac, ANZ, Macquarie, Insurance Austra, Liontown

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Oct 20th (reported today) which has an aggregated short interest worth USD16.2bn.
  • 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 Westpac, ANZ, Macquarie, Insurance Austra, Liontown, Bluescope Steel.

Hong Kong Buybacks Weekly (Oct 27th): AIA, Kuaishou Technology, Dongfeng Motor

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Oct 27th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), Kuaishou Technology (1024 HK), Dongfeng Motor (489 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), HSBC (5 HK).

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Oct 23
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (Oct 20th): Meituan and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (Oct 20th): Meituan
  • Northbound Flows (Oct 19th): BYD, Changan Auto, Zhongji Innolight, Moutai, Wuliangye
  • TWSE Foreign Holding Weekly (Oct 20th): Wistron, TSMC, Airoha Tech, Delta Elec, Taiwan Cement
  • A-H Premium Weekly (Oct 20th): Postal Savings, Byd, CICC
  • HK Short Interest Weekly: Wuxi Bio, AIA, Bidu

Hong Kong Connect Flows (Oct 20th): Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of October 20th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We have highlighted the flows for Meituan (3690 HK) .

Northbound Flows (Oct 19th): BYD, Changan Auto, Zhongji Innolight, Moutai, Wuliangye

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of October 19th.
  • We estimate the weekly outflows to be US$3,259.2 million, led by materials, industrials, and offset by consumer discretionary, utilities.
  • We highlight flows for BYD, Chongqing Changan Automobile, Zhongji Innolight, Moutai, Wuliangye, Ping An Insurance, CATL, Haitian Flavouring, Longi Green, CMB.

TWSE Foreign Holding Weekly (Oct 20th): Wistron, TSMC, Airoha Tech, Delta Elec, Taiwan Cement

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Oct 20th which has an aggregated holding worth USD627.4bn.
  • 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 outflows of USD974mln and highlight foreign changes in Wistron, TSMC, Airoha Tech, Delta Elec, Taiwan Cement.

A-H Premium Weekly (Oct 20th): Postal Savings, Byd, CICC

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 120.6% as of Oct 20th.
  • The average A-H premium changed by 2.0ppt week on week, led by consumer staples, financials, industrials and offset by information technology, communication services, consumer discretionary.
  • We highlight weekly changes in A-H premium for Postal Savings, Byd and CICC.

HK Short Interest Weekly: Wuxi Bio, AIA, Bidu

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Oct 13th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Wuxi Bio, AIA and Bidu.

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Oct 22
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Oct 20th): Quanta Computer and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Oct 20th): Quanta Computer, Alchip Tech, ASE, Largan Precision, Novatek

TWSE Short Interest Weekly (Oct 20th): Quanta Computer, Alchip Tech, ASE, Largan Precision, Novatek

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Oct 20th which has an aggregated short interest worth USD14.2bn.
  • 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 Quanta Computer, Alchip Tech, ASE, Largan Precision, Novatek, Lite-On Tech, Accton Tech.

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Oct 21
0

Daily Brief Quantitative Analysis: Naspers & Prosus: Discounts Widen as Market Sells off + WisdomTree Oct Rebalance Price Moves (JSE) and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Naspers & Prosus: Discounts Widen as Market Sells off + WisdomTree Oct Rebalance Price Moves (JSE)
  • Hong Kong Buybacks Weekly (Oct 20th): Aia, Hsbc, Tencent
  • ASX Short Interest Weekly (Oct 13th): Pilbara Minerals, Domino’S Pizza E, Computershare, ANZ, Igo

Naspers & Prosus: Discounts Widen as Market Sells off + WisdomTree Oct Rebalance Price Moves (JSE)

By Charlotte van Tiddens, CFA

  • Since the close on Monday, both discounts have widened by over 2 percentage points Naspers (NPN SJ)Prosus NV (PRX NA).
  • Naspers’ discount to Prosus’ MV is back at 11.8% after reaching 10.4% on Monday. Naspers’ discount is trading at 46% and Prosus’ discount is trading at 40%.
  • The annual WisdomTree rebalance took place in the closing auction on Wednesday. Turnover on the JSE for the day was R20bn ($1.05bn), 1.12 times the 5-day average.

Hong Kong Buybacks Weekly (Oct 20th): Aia, Hsbc, Tencent

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Oct 20th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), HSBC (5 HK), Tencent (700 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), HSBC (5 HK).

ASX Short Interest Weekly (Oct 13th): Pilbara Minerals, Domino’S Pizza E, Computershare, ANZ, Igo

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Oct 13th (reported today) which has an aggregated short interest worth USD16.3bn.
  • 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 Pilbara Minerals, Domino’S Pizza E, Computershare, ANZ, Igo.

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Oct 16
0

Daily Brief Quantitative Analysis: Northbound Flows (Oct 13th): Longi Green and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Northbound Flows (Oct 13th): Longi Green, China Tourism, Iflytek, Ping An Insurance
  • A-H Premium Weekly (Oct 13th): Wuapptec, Tsingtao Brew, China Telecom, China Southern
  • TWSE Foreign Holding Weekly (Oct 13th): TSMC, Mediatek, Quanta Computer, Wistron
  • HK Short Interest Weekly: Wuxi Bio, Xpeng, Mnso, Bidu, Meituan, China Mobile, Baba
  • Hong Kong Connect Flows (Oct 13th): Meituan, Tencent

Northbound Flows (Oct 13th): Longi Green, China Tourism, Iflytek, 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 October 13th.
  • We estimate the weekly outflows to be US$1,898.6 million, led by industrials, information technology, and offset by consumer discretionary, health care.
  • We highlight flows for Longi Green, China Tourism, Iflytek, Ping An Insurance.

A-H Premium Weekly (Oct 13th): Wuapptec, Tsingtao Brew, China Telecom, China Southern

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 118.6% as of Oct 13th.
  • The average A-H premium changed by -6.8ppt week on week, led by energy, health care, materials and offset by consumer staples.
  • We highlight weekly changes in A-H premium for Wuapptec, Tsingtao Brew, China Telecom and China Southern.

TWSE Foreign Holding Weekly (Oct 13th): TSMC, Mediatek, Quanta Computer, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Oct 13th which has an aggregated holding worth USD638.7bn.
  • 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 USD1,177mln and highlight foreign changes in TSMC, Mediatek, Quanta Computer, Wistron.

HK Short Interest Weekly: Wuxi Bio, Xpeng, Mnso, Bidu, Meituan, China Mobile, Baba

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Sep 29th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Wuxi Bio, Xpeng, Mnso, Bidu, Meituan, China Mobile, Baba.

Hong Kong Connect Flows (Oct 13th): Meituan, Tencent

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of October 13th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight weekly Hong Kong Connect flows for Meituan and Tencent.

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Oct 15
0

Daily Brief Quantitative Analysis: Quiddity HK Connect SOUTHBOUND Flows (Week to 13Oct23) :  Meituan Bought and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Quiddity HK Connect SOUTHBOUND Flows (Week to 13Oct23) :  Meituan Bought, Tencent Sold
  • Quiddity Mainland Connect NORTHBOUND Flows (To 13Oct23) : Innolight/BYD IN, but Net Selling Again.
  • TWSE Short Interest Weekly (Oct 13th): Largan Precision, Alchip Tech, Nanya Tech, Delta Electronics

Quiddity HK Connect SOUTHBOUND Flows (Week to 13Oct23) :  Meituan Bought, Tencent Sold

By Travis Lundy

  • This is the brand spanking new Quiddity HK Connect SOUTHBOUND Monitor. We work off the same presentation as the A/H Premium Monitor and Mainland Connect NORTHBOUND Monitor.
  • The data on liquid names is presented for 5 days and four weeks and anything seen can be ranked in tables or selected and charted (names, sectors, outperformance, etc).
  • We like the nifty interactive tables+charts (please play with them!) and we welcome feedback. This 4-day week saw HKD 9bn+ of net buying. That makes 12 weeks of net inflows.

Quiddity Mainland Connect NORTHBOUND Flows (To 13Oct23) : Innolight/BYD IN, but Net Selling Again.

By Travis Lundy

  • This is the brand spanking new Quiddity Mainland Connect NORTHBOUND Monitor. We work off the same presentation as the A/H Premium Monitor and HK Connect SOUTHBOUND Monitor.
  • The data on liquid names is presented for 5 days and 4 weeks and anything seen can be ranked in tables or selected and charted (names, sectors, outperformance, etc).
  • Please play with nifty interactive tables+charts. We welcome feedback. This 5-day week saw RMB 13bn+ of net selling. Back to the trenches!

TWSE Short Interest Weekly (Oct 13th): Largan Precision, Alchip Tech, Nanya Tech, Delta Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Oct 13th which has an aggregated short interest worth USD11.7bn.
  • 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 Largan Precision, Alchip Tech, Nanya Tech, Delta Elec.

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Oct 14
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Oct 13th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Oct 13th): Tencent, Aia, Hsbc

Hong Kong Buybacks Weekly (Oct 13th): Tencent, Aia, Hsbc

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Oct 13th 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), HSBC (5 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), Xiaomi (1810 HK).

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