Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (May 5th): CCB and more

In today’s briefing:

  • A-H Premium Weekly (May 5th): CCB, BOC, Sinopec, China Shenhua, CMOC, CRRC, China Southern Airlines
  • Northbound Flows (May 5th): Kweichow Moutai, Foxconn Industrial Internet, Gree Electric Appliances

A-H Premium Weekly (May 5th): CCB, BOC, Sinopec, China Shenhua, CMOC, CRRC, China Southern Airlines

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 111.2% as of May 5th.
  • The average A-H premium changed by -0.3ppt week on week, led by consumer staples, communication services, health care and offset by real estate, energy, information technology.
  • We highlight weekly changes in A-H premium for CCB, BOC, Sinopec, China Shenhua, CMOC, CRRC, China Southern Airlines, CSC Financials.

Northbound Flows (May 5th): Kweichow Moutai, Foxconn Industrial Internet, Gree Electric Appliances

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of May 5th.
  • We estimate the weekly outflows to be US$75.1 million, led by information technology, materials, and offset by financials, consumer staples, health care.
  • We highlight flows for Kweichow Moutai, Foxconn Industrial Internet, Gree Electric Appliances.

💡 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