In today’s briefing:
- ASX Short Interest Weekly (Jul 26th): Woodside Energy, Fortescue, ANZ, CSL, Altium, Telstra
- Screening for GEMs: August 2024
ASX Short Interest Weekly (Jul 26th): Woodside Energy, Fortescue, ANZ, CSL, Altium, Telstra
- We analyzed the changes in short interest of ASX Stocks as of Jul 26th (reported today) which has an aggregated short interest worth USD20.3bn.
- We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases & decreases in short value, short as multiple of ADT.
- We highlight short interest changes in Woodside Energy, Fortescue, ANZ, CSL, Altium, Telstra.
Screening for GEMs: August 2024
- An overview (and output) of our machine learning-driven GEM screening model, which seeks to find the best medium-term long ideas within the top 100 stocks in the MSCI GEM Index.
- The model is based on 1) a quantitative multifactor screening model, enhanced by two AI Technology-based approaches; 2) a Deep Neural Network model, and 3) a Recurrent Neural Network model.
- Developed over roughly 4 years and implemented in its current state for over 3 years, the model has a solid real-world alpha-generating performance track record, discussed in detail below.
💡 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
