Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Apr 7th): China Vanke and more

In today’s briefing:

  • A-H Premium Weekly (Apr 7th): China Vanke, China Rail Group, Huatai Securities, Yankuang Energy
  • Northbound Flows (Apr 6th): East Money, Muyuan Foods, CTG, Ping An Insurance, Hundsun, CMB, Foxconn

A-H Premium Weekly (Apr 7th): China Vanke, China Rail Group, Huatai Securities, Yankuang Energy

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 143 stocks over the last week. The average A-H premium was 117.4% as of Apr 7th.
  • The average A-H premium changed by 3.5ppt week on week, led by communication services, health care, real estate and offset by utilities.
  • We highlight weekly changes in A-H premium for China Vanke, China Rail Group, Huatai Securities, Yankuang Energy, CRRC, CICC, GWM.

Northbound Flows (Apr 6th): East Money, Muyuan Foods, CTG, Ping An Insurance, Hundsun, CMB, Foxconn

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of April 6th.
  • We estimate the weekly outflows to be US$412.5 million, led by information technology, materials, and offset by financials, consumer staples, industrials.
  • We highlight flows for East Money Information, Muyuan Foods, China Tourism Group Duty Free, Ping An Insurance, Hundsun Technologies, China Merchants Bank, Foxconn Industrial Internet.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars