Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: A-H Premium Weekly (Oct 18th):TSINGTAO and more

In today’s briefing:

  • A-H Premium Weekly (Oct 18th):TSINGTAO, Goldwind, HAITONG, Guotai Junan Securities, Haohai, FMSH
  • HK Short Interest Weekly: Smic, Anta Sports, Cspc Pharma, Nci, Meituan, Tencent, Baba
  • Hong Kong Connect Flows (Oct 18th): Alibaba, CCB, SMIC, China Mobile, ICBC, Meituan, HKEx


A-H Premium Weekly (Oct 18th):TSINGTAO, Goldwind, HAITONG, Guotai Junan Securities, Haohai, FMSH

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 149 stocks over the last week. The average A-H premium was 98.3% as of Oct 18th.
  • The average A-H premium changed by 3.8ppt week-on-week, led by consumer discretionary, consumer staples, financials and offset by health care.
  • We highlight weekly changes in A-H premium for TSINGTAO, Goldwind, HAITONG, Guotai Junan Securities, Haohai, FMSH.

HK Short Interest Weekly: Smic, Anta Sports, Cspc Pharma, Nci, Meituan, Tencent, Baba

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Oct 10th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Smic, Anta Sports, Cspc Pharma, Nci, Meituan, Tencent, Baba.

Hong Kong Connect Flows (Oct 18th): Alibaba, CCB, SMIC, China Mobile, ICBC, Meituan, HKEx

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of October 18th.
  • 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, SMIC, China Mobile, ICBC, Meituan, HKEx, Kuaishou Technology, CICC, Citic Securities.

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