Category

Quantitative Analysis

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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Sep 15
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Sep 8th): BHP and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Sep 8th): BHP, Woodside Energy, Rio Tinto, Igo, NAB, Insurance Austra

ASX Short Interest Weekly (Sep 8th): BHP, Woodside Energy, Rio Tinto, Igo, NAB, Insurance Austra

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Sep 8th (reported today) which has an aggregated short interest worth USD15.8bn.
  • 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 BHP, Woodside Energy, Rio Tinto, Igo, NAB, Insurance Austra, Qbe Insurance, Ventia Services.

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Sep 13
0

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

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: Tencent, Li Auto, Baba, China Mobile, Evergrande

HK Short Interest Weekly: Tencent, Li Auto, Baba, China Mobile, Evergrande

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Sep 1st.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Tencent, Li Auto, Baba, China Mobile, Evergrande.

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Sep 11
0

Daily Brief Quantitative Analysis: Quiddity HK Connect SOUTHBOUND Flows (Week to 8Sep23) Banks and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Quiddity HK Connect SOUTHBOUND Flows (Week to 8Sep23) Banks, Brokers, Telcos, Energy, and Vanke
  • Hong Kong Connect Flows (Sep 8th): ICBC, CNOOC, CCB, HKEx, China Petroleum & Chemical
  • Northbound Flows (Sep 8th): BYD, Longi Green
  • A-H Premium Weekly (Sep 8th): Huadian Power, Huaneng Power, Shanghai Electric, China Longyuan

Quiddity HK Connect SOUTHBOUND Flows (Week to 8Sep23) Banks, Brokers, Telcos, Energy, and Vanke

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 and charts. We welcome feedback on how to make it more useful going forward.

Hong Kong Connect Flows (Sep 8th): ICBC, CNOOC, CCB, HKEx, China Petroleum & Chemical

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 8th.
  • 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, CNOOC, CCB, HKEx, China Petroleum & Chemical.

Northbound Flows (Sep 8th): BYD, Longi Green

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of September 8th.
  • We estimate the weekly outflows to be US$719.1 million, led by health care, information technology, and offset by materials, consumer discretionary, energy.
  • We highlight flows for BYD, Longi Green, ZTE, Zhongji Innolight.

A-H Premium Weekly (Sep 8th): Huadian Power, Huaneng Power, Shanghai Electric, 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 114.4% as of Sep 8th.
  • The average A-H premium changed by -3.9ppt week on week, led by real estate, consumer staples, communication services and offset by consumer discretionary.
  • We highlight weekly changes in A-H premium for Huadian Power, Huaneng Power, Shanghai Elect, China Longyuan, Aluminum Corp.

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Sep 10
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Sep 8th): Realtek Semi and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Sep 8th): Realtek Semi, Faraday Tech, Auo, Asustek Computer, Mediatek

TWSE Short Interest Weekly (Sep 8th): Realtek Semi, Faraday Tech, Auo, Asustek Computer, Mediatek

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 8th which has an aggregated short interest worth USD13.3bn.
  • 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 Realtek Semi, Faraday Tech, Auo, Asustek Computer, Mediatek, Lite-On Tech, Elite Material.

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Sep 09
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Sep 8th): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Sep 8th): Tencent, Aia, Country Garden Services

Hong Kong Buybacks Weekly (Sep 8th): 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 8th 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), CK Asset (1113 HK).

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Sep 08
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Sep 1st): Mineral Resource and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Sep 1st): Mineral Resource, BHP, Fortescue Metals, Macquarie

ASX Short Interest Weekly (Sep 1st): Mineral Resource, BHP, Fortescue Metals, Macquarie

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Sep 1st (reported today) which has an aggregated short interest worth USD15.7bn.
  • 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 Mineral Resource, BHP, Fortescue Metals, Macquarie, Wisetech Global, CSL, Asx, Alumina.

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Sep 07
0

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (August): $8.8bn Outflows and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Connect Flows (August): $8.8bn Outflows
  • Northbound Flows Monthly (August): $12.8bn Outflows

Hong Kong Connect Flows (August): $8.8bn Outflows

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 Meituan, CCB, China Mobile, CNOOC, HKEX.

Northbound Flows Monthly (August): $12.8bn Outflows

By Ke Yan, CFA, FRM

  • We analyze the monthly Shanghai/Shenzhen northbound Connect flows with our data engine.
  • We estimate the outflows to be $12.8bn in August and consumer staples, and financials sectors led the outflows.
  • We highlight flows for CATL, Wuxi Wapptec, Fuyao Glass, Foxconn Industrial, CMB, Wuliangye, Mindray, Moutai, Longi Green.

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Sep 06
0

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Wuxi Apptec and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • HK Short Interest Weekly: Wuxi Apptec, Baba, Anta Sports, HKex

HK Short Interest Weekly: Wuxi Apptec, Baba, Anta Sports, HKex

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Aug 25th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Wuxi Apptec, Baba, Anta Sports, Hkex.

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Sep 04
0

Daily Brief Quantitative Analysis: A-H Premium Weekly (Sep 1st):Zhejiang Shiba and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • A-H Premium Weekly (Sep 1st):Zhejiang Shiba, Cansino Biolog, Nanjing Panda, China Railway
  • Hong Kong Connect Flows (Sep 1st): Meituan, Xpeng, CNOOC, HKEx, Kuaishou Technology
  • Northbound Flows (Sep 1st): BYD, CATL, Wuliangye, Citic Securities, Ping An Bank, Moutai

A-H Premium Weekly (Sep 1st):Zhejiang Shiba, Cansino Biolog, Nanjing Panda, China Railway

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 119.3% as of Sep 1st.
  • The average A-H premium changed by 2.6ppt week on week, led by information technology, consumer discretionary, health care and offset by financials, utilities.
  • We highlight weekly changes in A-H premium for Zhejiang Shiba, Cansino Biolog, Nanjing Panda, China Railway, Hua Hong Semi and Cc Securities.

Hong Kong Connect Flows (Sep 1st): Meituan, Xpeng, CNOOC, HKEx, Kuaishou Technology

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of September 1st.
  • 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, Xpeng, CNOOC, HKEx, Kuaishou Technology.

Northbound Flows (Sep 1st): BYD, CATL, Wuliangye, Citic Securities, Ping An Bank, Moutai

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of September 1st.
  • We estimate the weekly outflows to be US$2,251.0 million, led by financials, consumer staples, and offset by consumer discretionary, information technology, health care.
  • We highlight flows for BYD, CATL, Wuliangye, Citic Securities, Ping An Bank, Moutai, East Money Information, Haitian Flavouring.

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