Category

Quantitative Analysis

Aug 30
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Aug 23rd): Goodman and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Aug 23rd): Goodman, Fortescue, Bluescope Steel, Westgold Resources

ASX Short Interest Weekly (Aug 23rd): Goodman, Fortescue, Bluescope Steel, Westgold Resources

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Aug 23rd (reported today) which has an aggregated short interest worth USD24.7bn.
  • 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 Goodman, Fortescue, Bluescope Steel, Westgold Resources, Charter Hall, Aristocrat Leisure.

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Aug 28
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Aug 23rd): Hlb and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Aug 23rd): Hlb

KRX Short Interest Weekly (Aug 23rd): Hlb

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Aug 23rd which has an aggregated short interest worth USD5.2bn.
  • 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 estimate the short interests to be USD 5.2bn and highlight short interest changes in Hlb (028300 KS).

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Aug 26
0

Daily Brief Quantitative Analysis: TWSE Foreign Holding Weekly (Aug 23rd): Far Eastone Telecommunications and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Foreign Holding Weekly (Aug 23rd): Far Eastone Telecommunications
  • KRX Foreign Holding Weekly (Aug 23rd): Samsungelec, Sk Hynix, Hyundaimtr
  • TWSE Short Interest Weekly (Aug 23rd): Ctbc Financial Holding, Micro-Star International

TWSE Foreign Holding Weekly (Aug 23rd): Far Eastone Telecommunications

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Aug 23rd which has an aggregated holding worth USD967.8bn.
  • We estimate that foreign flows to be outflows of USD186mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Far Eastone Telecommunications, Taiwan Semiconductor Manufacturing, Ctbc Financial Holding.

KRX Foreign Holding Weekly (Aug 23rd): Samsungelec, Sk Hynix, Hyundaimtr

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Aug 23rd which has an aggregated holding worth USD593.0bn.
  • We estimate that foreign flows to be inflows of USD995mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Samsungelec (005930 KS), Sk Hynix (000660 KS), Hyundaimtr (005380 KS).

TWSE Short Interest Weekly (Aug 23rd): Ctbc Financial Holding, Micro-Star International

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Aug 23rd which has an aggregated short interest worth USD20.4bn.
  • 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 Ctbc Financial Holding, Micro-Star International, United Microelectronics Corporation, Wistron, Asia Vital Components, Evergreen Marine Corp Taiwan, Mega Financial Holding.

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Aug 24
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Aug 23rd): Tencent and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Aug 23rd): Tencent, Aia, Samsonite International

Hong Kong Buybacks Weekly (Aug 23rd): Tencent, Aia, Samsonite International

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Aug 23rd 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), Samsonite International (1910 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), Tencent (700 HK), Meituan (3690 HK).

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Aug 23
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Aug 16th): Pro Medicus and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Aug 16th): Pro Medicus, Seek, Goodman, Endeavour, BHP, Fortescue

ASX Short Interest Weekly (Aug 16th): Pro Medicus, Seek, Goodman, Endeavour, BHP, Fortescue

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Aug 16th (reported today) which has an aggregated short interest worth USD24.2bn.
  • 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 Pro Medicus, Seek, Goodman, Endeavour, BHP, Fortescue, Flight Centre.

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Aug 21
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Aug 16th): Sk Hynix and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Aug 16th): Sk Hynix

KRX Short Interest Weekly (Aug 16th): Sk Hynix

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Aug 16th which has an aggregated short interest worth USD5.3bn.
  • 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 Sk Hynix (000660 KS).

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Aug 19
0

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Aug 16th): TSMC and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • TWSE Short Interest Weekly (Aug 16th): TSMC, Fortune Elec, Hon Hai, Far Eastone Tele
  • Hong Kong Connect Flows (Aug 16th): Tencent, China Mobile
  • KRX Foreign Holding Weekly (Aug 16th): Samsung Electronics, Sk Hynix, Naver
  • Northbound Flows (Aug 16th): CATL
  • HK Short Interest Weekly: Baba, HSBC, Ntes, AIA, Bidu, Galaxy Ent
  • TWSE Foreign Holding Weekly (Aug 16th): TSMC, Umc, Yageo, Evergreen Marine
  • A-H Premium Weekly (Aug 16th):Asymchem Lab, Air China, GAC Group, Hua Hong Semi

TWSE Short Interest Weekly (Aug 16th): TSMC, Fortune Elec, Hon Hai, Far Eastone Tele

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Aug 16th which has an aggregated short interest worth USD19.4bn.
  • 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 TSMC, Fortune Elec, Hon Hai, Far Eastone Tele, Chunghwa Telecom.

Hong Kong Connect Flows (Aug 16th): Tencent, China Mobile

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of August 16th.
  • 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 (700 HK) , China Mobile (941 HK) .

KRX Foreign Holding Weekly (Aug 16th): Samsung Electronics, Sk Hynix, Naver

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Aug 16th which has an aggregated holding worth USD550.5bn.
  • We estimate that foreign flows to be inflows of USD260mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Samsung Electronics, Sk Hynix, Naver.

Northbound Flows (Aug 16th): CATL

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of August 16th.
  • We estimate the weekly outflows to be US$600.9 million, led by materials, industrials, consumer discretionary, and offset by financials, communication services, health care.
  • Outflows were driven by Material, Industries and Consumer Discretionary sectors. We highlight flows for CATL (300750 CH).

HK Short Interest Weekly: Baba, HSBC, Ntes, AIA, Bidu, Galaxy Ent

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Aug 9th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Baba, HSBC, Ntes, AIA, Bidu, Galaxy Ent.

TWSE Foreign Holding Weekly (Aug 16th): TSMC, Umc, Yageo, Evergreen Marine

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Aug 16th which has an aggregated holding worth USD955.9bn.
  • We estimate that foreign flows to be inflows of USD2,501mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in TSMC, Umc, Yageo, Evergreen Marine.

A-H Premium Weekly (Aug 16th):Asymchem Lab, Air China, GAC Group, Hua Hong Semi

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 145 stocks over the last week. The average A-H premium was 112.2% as of Aug 16th.
  • The average A-H premium changed by 0.9ppt week-on-week, led by health care, financials, utilities and offset by communication services, real estate.
  • We highlight weekly changes in A-H premium for Asymchem Lab, Air China, GAC Group, Hua Hong Semi.

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Aug 17
0

Daily Brief Quantitative Analysis: Hong Kong Buybacks Weekly (Aug 16th): Aia and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • Hong Kong Buybacks Weekly (Aug 16th): Aia, Hang Seng Bank, Swire Pacific

Hong Kong Buybacks Weekly (Aug 16th): Aia, Hang Seng Bank, Swire Pacific

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Aug 16th 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), Hang Seng Bank (11 HK), Swire Pacific (19 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were AIA (1299 HK), Meituan (3690 HK), HSBC (5 HK).

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Aug 16
0

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Aug 9th): CSL and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • ASX Short Interest Weekly (Aug 9th): CSL, Qbe Insurance, Macquarie, Agl Energy, Telstra

ASX Short Interest Weekly (Aug 9th): CSL, Qbe Insurance, Macquarie, Agl Energy, Telstra

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Aug 9th (reported today) which has an aggregated short interest worth USD20.6bn.
  • 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 CSL, Qbe Insurance, Macquarie, Agl Energy, Telstra.

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Aug 14
0

Daily Brief Quantitative Analysis: KRX Short Interest Weekly (Aug 9th): Celltrion and more

By | Daily Briefs, Quantitative Analysis

In today’s briefing:

  • KRX Short Interest Weekly (Aug 9th): Celltrion, Sk Hynix, Samsung Heavy Industries, L&F, Posco

KRX Short Interest Weekly (Aug 9th): Celltrion, Sk Hynix, Samsung Heavy Industries, L&F, Posco

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Aug 9th which has an aggregated short interest worth USD5.1bn.
  • 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 Celltrion, Sk Hynix, Samsung Heavy Industries, L&F, Posco.

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