Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (May 12th): ANZ and more

In today’s briefing:

  • ASX Short Interest Weekly (May 12th): ANZ, Worley, Lynas, Macquarie, BHP, NAB, Medibank, South32
  • Emerging Market Funds: Same, Same, but Different?

ASX Short Interest Weekly (May 12th): ANZ, Worley, Lynas, Macquarie, BHP, NAB, Medibank, South32

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of May 12th (reported today) which has an aggregated short interest worth USD17.0bn.
  • 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 Anz Group Holdin, Worley, Lynas Rare Earth, Macquarie, Bhp, Natl Aust Bank, Medibank Private, South32, Woolworths.

Emerging Market Funds: Same, Same, but Different?

By Nicolas Rabener

  • Emerging markets offer divergent factor exposures across and within regions
  • And Smart beta ETFs do not necessarily offer high-factor exposures. 
  • It is all about fund selection. This research article was originally published at ETF Stream.

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