Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Apr 18th): Remegen and more

In today’s briefing:

  • A-H Premium Weekly (Apr 18th): Remegen, Shandong Gold Mining, Innocare Pharma
  • TWSE Foreign Holding Weekly (Apr 18th): SCSB, TSMC, Evergreen Marine, Quanta Computer
  • TWSE Short Interest Weekly (Apr 18th): Yang Ming Marine, Hon Hai Precision, Global Unichip
  • KRX Foreign Holding Weekly (Apr 18th): Hdhms, Celltrion, SK Hynix, Samsung Electronics
  • Thailand Short Interest Weekly (Apr 18th): Advanced Info Service, PTT Oil and Retail


A-H Premium Weekly (Apr 18th): Remegen, Shandong Gold Mining, Innocare Pharma

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 18th.
  • The average A-H premium changed by -0.5ppt week-on-week, led by health care, consumer staples, materials and offset by real estate, energy, consumer discretionary.
  • We highlight weekly changes in A-H premium for Remegen, Shandong Gold Mining, Innocare Pharma, China Oilfield Services.

TWSE Foreign Holding Weekly (Apr 18th): SCSB, TSMC, Evergreen Marine, Quanta Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Apr 18th which has an aggregated holding worth USD815.1bn.
  • We estimate that foreign flows to be outflows of USD2,916mln. 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 SCSB, TSMC, Evergreen Marine, Quanta Computer, Hon Hai Precision.

TWSE Short Interest Weekly (Apr 18th): Yang Ming Marine, Hon Hai Precision, Global Unichip

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Apr 18th which has an aggregated short interest worth USD19.1bn.
  • 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 Yang Ming Marine, Hon Hai Precision, Global Unichip, Unimicron Technology.

KRX Foreign Holding Weekly (Apr 18th): Hdhms, Celltrion, SK Hynix, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Apr 18th which has an aggregated holding worth USD474.6bn.
  • We estimate that foreign flows to be outflows of USD41mln. 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 Hdhms, Celltrion, SK Hynix, Samsung Electronics, Hyundai Motor.

Thailand Short Interest Weekly (Apr 18th): Advanced Info Service, PTT Oil and Retail

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Apr 18th. We estimate that they had an aggregated short interest worth USD1.8bn.
  • 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 Advanced Info Service, PTT Oil and Retail.

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