Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Jan 3rd):TEC and more

In today’s briefing:

  • A-H Premium Weekly (Jan 3rd):TEC, CanSinoBIO, SD GOLD, CRRC.
  • Hong Kong Connect Flows (Jan 3rd): SMIC, ICBC, China Mobile, Xiaomi, CNOOC, Meituan


A-H Premium Weekly (Jan 3rd):TEC, CanSinoBIO, SD GOLD, CRRC.

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 95.0% as of Jan 3rd.
  • The average A-H premium changed by -2.1ppt week-on-week, led by information technology, utilities, materials and offset by consumer staples, communication services.
  • We highlight weekly changes in A-H premium for TEC, CanSinoBIO, SD GOLD, CRRC.

Hong Kong Connect Flows (Jan 3rd): SMIC, ICBC, China Mobile, Xiaomi, CNOOC, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of January 3rd.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for SMIC, ICBC, China Mobile, Xiaomi, CNOOC, Meituan, Kuaishou Technology.

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