Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Apr 11th): Beigene and more

In today’s briefing:

  • A-H Premium Weekly (Apr 11th): Beigene, China Oilfield Services, Dfzq, Innocare Pharma, China Life
  • HK Short Interest Weekly: Pop Mart, Beigene, Xiaomi
  • Thailand Short Interest Weekly (Apr 11th): WHA, SCC
  • TWSE Foreign Holding Weekly (Apr 11th): Quanta Computer, TSMC, Ctbc Financial
  • KRX Foreign Holding Weekly (Apr 11th): SK Hynix, Samsung Electronics, Hyundai Motor
  • TWSE Short Interest Weekly (Apr 11th): Mediatek, United Integrated Services


A-H Premium Weekly (Apr 11th): Beigene, China Oilfield Services, Dfzq, Innocare Pharma, China Life

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 90.4% as of Apr 11th.
  • The average A-H premium changed by 3.7ppt week-on-week, led by financials, health care, energy and offset by consumer discretionary.
  • We highlight weekly changes in A-H premium for Beigene, China Oilfield Services, Dfzq, Innocare Pharma, China Life, Csc Financial.

HK Short Interest Weekly: Pop Mart, Beigene, Xiaomi

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Apr 3rd.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Tracker Fund, Pop Mart, Beigene, Hscei Etf, Xiaomi.

Thailand Short Interest Weekly (Apr 11th): WHA, SCC

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Apr 11th. We estimate that they had an aggregated short interest worth USD1.7bn.
  • 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 WHA Corporation PCL , Siam Cement PLC.

TWSE Foreign Holding Weekly (Apr 11th): Quanta Computer, TSMC, Ctbc Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Apr 11th which has an aggregated holding worth USD842.1bn.
  • We estimate that foreign flows to be outflows of USD1,406mln. 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 Quanta Computer, TSMC, Ctbc Financial.

KRX Foreign Holding Weekly (Apr 11th): SK Hynix, Samsung Electronics, Hyundai Motor

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Apr 11th which has an aggregated holding worth USD461.3bn.
  • We estimate that foreign flows to be outflows of USD3,277mln. 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 SK Hynix, Samsung Electronics, Hyundai Motor, Samsung Biologics.

TWSE Short Interest Weekly (Apr 11th): Mediatek, United Integrated Services

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Apr 11th which has an aggregated short interest worth USD18.8bn.
  • 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 Mediatek, United Integrated Services.

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