Category

Quantitative Analysis

Oct 01
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Sep 29th): Unimicron Tech and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Sep 29th): Unimicron Tech, Largan Precision, Wistron, Gigabyte Tech

TWSE Short Interest Weekly (Sep 29th): Unimicron Tech, Largan Precision, Wistron, Gigabyte Tech

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 29th which has an aggregated short interest worth USD13.4bn.
  • 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 Unimicron Tech, Largan Precision, Wistron, Gigabyte Tech, Faraday Tech.

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Sep 30
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Sep 29th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Sep 29th): Tencent, Aia, Xiaomi

Hong Kong Buybacks Weekly (Sep 29th): Tencent, Aia, Xiaomi

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Sep 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), Xiaomi (1810 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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Sep 29
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Sep 22nd): Wesfarmers and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Sep 22nd): Wesfarmers, Macquarie, Bluescope Steel, Woodside Energy, BHP

ASX Short Interest Weekly (Sep 22nd): Wesfarmers, Macquarie, Bluescope Steel, Woodside Energy, BHP

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Sep 22nd (reported today) which has an aggregated short interest worth USD15.5bn.
  • 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 Wesfarmers, Macquarie, Bluescope Steel, Woodside Energy, BHP.

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Sep 25
0

Daily Brief Quantitative Analysis: Northbound Flows (Sep 22nd): BYD and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Northbound Flows (Sep 22nd): BYD, CATL, Zijin Mining, Mindray
  • Hong Kong Connect Flows (Sep 22nd): China Mobile, ICBC, Innovent Biologics
  • A-H Premium Weekly (Sep 22nd): Wuapptec Co Ltd, Fuyao Glass Industry, Tianqi Lithium Corporation
  • EQD | HSI WEEKLY Bounce Will Face These Resistance Levels
  • EQD | VIX Index WEEKLY: Has Volatility Already Peaked?
  • HK Short Interest Weekly: Innovent Bio, Trip.Com, Nio, Baba, Zto Express, HSBC

Northbound Flows (Sep 22nd): BYD, CATL, Zijin Mining, Mindray

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of September 22nd.
  • We estimate the weekly inflows to be US$47.4 million, led by consumer discretionary, information technology, financials sectors, and offset by materials, health care.
  • We highlight flows for BYD, CATL, Zijin Mining and Mindray.

Hong Kong Connect Flows (Sep 22nd): China Mobile, ICBC, Innovent Biologics

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 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 China Mobile, ICBC and Innovent Biologics.

A-H Premium Weekly (Sep 22nd): Wuapptec Co Ltd, Fuyao Glass Industry, Tianqi Lithium Corporation

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 115.7% as of Sep 22nd.
  • The average A-H premium changed by -1.1ppt week on week, led by energy, industrials, communication services and offset by consumer discretionary.
  • We highlight weekly changes in A-H premium for Wuapptec Co Ltd, Fuyao Glass Industry, Tianqi Lithium Corporation.

EQD | HSI WEEKLY Bounce Will Face These Resistance Levels

By Nico Rosti

  • The Hang Seng Index is approaching WEEKLY OVERSOLD territory, but it is in a clear downtrend, so when it bounces it could be a good occasion to go SHORT. 
  • The trade can be placed between this week and the next 2 weeks, with this week and the next being the most probable time for the reversal to happen.
  • Based on MRM WEEKLY model readings, the target price area where to enter the SHORT trade is 18553-19494.

EQD | VIX Index WEEKLY: Has Volatility Already Peaked?

By Nico Rosti

  • The VIX INDEX last week reversed up and briefly touched 17, it’s OVERBOUGHT according to MRM WEEKLY SHORT model.
  • VIX Index could pull back a bit this week, then go up again, but not much higher than 18. Volatility should end this coming week, or early the following week.
  • WEEKLY and MONTHLY OVERSOLD MRM reading on global markets suggest an imminent bounce, possibly a lasting MONTHLY bounce – unless all of a sudden the market enters a Bear Market.

HK Short Interest Weekly: Innovent Bio, Trip.Com, Nio, Baba, Zto Express, HSBC

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Sep 15th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Innovent Bio, Trip.Com, Nio, Baba, Zto Express, HSBC.

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Sep 24
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Sep 22nd): Accton Tech and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Sep 22nd): Accton Tech, Alchip Tech, Ap Memory Tech, Asmedia Tech

TWSE Short Interest Weekly (Sep 22nd): Accton Tech, Alchip Tech, Ap Memory Tech, Asmedia Tech

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 22nd which has an aggregated short interest worth USD13.6bn.
  • 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 Accton Tech, Alchip Tech, Ap Memory Tech, Asmedia Tech, Bizlink Holding, Faraday Tech.

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Sep 23
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Sep 22nd): Tencent, Aia, China Petroleum & Chemical

Hong Kong Buybacks Weekly (Sep 22nd): 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 Sep 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), China Petroleum & Chemical (386 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), Country Garden Services (6098 HK).

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Sep 22
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Sep 15th): NAB and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Sep 15th): NAB, Newcrest Mining, Pilbara Minerals, Perpetual

ASX Short Interest Weekly (Sep 15th): NAB, Newcrest Mining, Pilbara Minerals, Perpetual

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Sep 15th (reported today) which has an aggregated short interest worth USD0.0bn.
  • 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 NAB, Newcrest Mining, Pilbara Minerals, Perpetual, Sonic Healthcare, Metcash.

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Sep 18
0

Daily Brief Quantitative Analysis: Northbound Flows (Sep 15th): Six Weeks of Outflows and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Northbound Flows (Sep 15th): Six Weeks of Outflows
  • HK Short Interest Weekly: ICBC, Xiaomi, Petrochina, CCB, Li Auto, Baba, Aac Tech
  • A-H Premium Weekly (Sep 15th): Postal Savings, Sinopec Corp, Shanghai Fudan, Sinopec Oilfield
  • Hong Kong Connect Flows (Sep 15th): ICBC, Innovent Biologics, CCB, Sunac China

Northbound Flows (Sep 15th): Six Weeks of Outflows

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of September 15th.
  • We estimate the weekly outflows to be US$2,170.6 million, led by industrials, information technology, and offset by health care, consumer discretionary, utilities.
  • We highlight flows for Zhongji Innolight, CATL, Moutai, Wuliangye, Longi Green, Boe Technology, China Tourism, China Petroleum And Chemical.

HK Short Interest Weekly: ICBC, Xiaomi, Petrochina, CCB, Li Auto, Baba, Aac Tech

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Sep 8th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in ICBC, Xiaomi, Petrochina, CCB, Li Auto, Baba, Aac Tech.

A-H Premium Weekly (Sep 15th): Postal Savings, Sinopec Corp, Shanghai Fudan, 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 116.7% as of Sep 15th.
  • The average A-H premium changed by 2.3ppt week on week, led by energy, real estate, industrials and offset by communication services, information technology.
  • We highlight weekly changes in A-H premium for Postal Savings, Sinopec Corp, Shanghai Fudan, Sinopec Oilfield, Remegen Co Ltd.

Hong Kong Connect Flows (Sep 15th): ICBC, Innovent Biologics, CCB, Sunac China

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 15th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for ICBC, Innovent Biologics, CCB, Sunac China.

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Sep 17
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Sep 15th): Wiwynn and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Sep 15th): Wiwynn, Alchip Tech, Realtek Semi

TWSE Short Interest Weekly (Sep 15th): Wiwynn, Alchip Tech, Realtek Semi

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 15th which has an aggregated short interest worth USD14.0bn.
  • 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 Wiwynn, Alchip Tech, Realtek Semi.

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Sep 16
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Sep 15th): Tencent, Aia, Country Garden Services

Hong Kong Buybacks Weekly (Sep 15th): Tencent, Aia, Country Garden Services

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Sep 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), Country Garden Services (6098 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), Country Garden Services (6098 HK).

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