Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Dec 20th):BeiGene and more

In today’s briefing:

  • A-H Premium Weekly (Dec 20th):BeiGene, Chalco, ZOOMLION, MA STEEL, ZTE, CCCC
  • HK Short Interest Weekly: Hkex, Tracker Fund, Midea, Kuaishou, Jd, Bosideng
  • Hong Kong Connect Flows (Dec 20th): Alibaba, CCB, China Mobile, ICBC, Ping An Insurance, Meituan


A-H Premium Weekly (Dec 20th):BeiGene, Chalco, ZOOMLION, MA STEEL, ZTE, CCCC

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 100.8% as of Dec 20th.
  • The average A-H premium changed by 0.3ppt week-on-week, led by health care, financials, information technology and offset by real estate, consumer staples, industrials.
  • We highlight weekly changes in A-H premium for BeiGene, Chalco, ZOOMLION, MA STEEL, ZTE, CCCC.

HK Short Interest Weekly: Hkex, Tracker Fund, Midea, Kuaishou, Jd, Bosideng

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Dec 13th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Hkex, Tracker Fund, Midea, Kuaishou, Jd, Bosideng.

Hong Kong Connect Flows (Dec 20th): Alibaba, CCB, China Mobile, ICBC, Ping An Insurance, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of December 20th.
  • 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, Ping An Insurance, Meituan, Tencent.

💡 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