Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Dec 13th):ZOOMLION and more

In today’s briefing:

  • A-H Premium Weekly (Dec 13th):ZOOMLION, QDP, BeiGene, INNOCARE, TEC, MA STEEL, AIR CHINA
  • HK Short Interest Weekly: Midea, Xpeng, Jd, Meituan, Tracker Fund, HSBC
  • Hong Kong Connect Flows (Dec 13th): Alibaba, CCB, China Mobile, ICBC, Byd Electronic (International)


A-H Premium Weekly (Dec 13th):ZOOMLION, QDP, BeiGene, INNOCARE, TEC, MA STEEL, AIR CHINA

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 101.0% as of Dec 13th.
  • The average A-H premium changed by -1.9ppt week-on-week, led by consumer staples, consumer discretionary, industrials and offset by real estate.
  • We highlight weekly changes in A-H premium for ZOOMLION, QDP, BeiGene, INNOCARE, TEC, MA STEEL, AIR CHINA.

HK Short Interest Weekly: Midea, Xpeng, Jd, Meituan, Tracker Fund, HSBC

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Dec 6th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Xpeng, Jd, Meituan, Tracker Fund, HSBC.

Hong Kong Connect Flows (Dec 13th): Alibaba, CCB, China Mobile, ICBC, Byd Electronic (International)

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of December 13th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Alibaba, CCB, China Mobile, ICBC, Byd Electronic (International), Meituan, Wuxi Biologics, Tencent.

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