Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Nov 8th): National Australia Bank and more

In today’s briefing:

  • ASX Short Interest Weekly (Nov 8th): National Australia Bank, Sigma Pharmaceuticals, Macquarie


ASX Short Interest Weekly (Nov 8th): National Australia Bank, Sigma Pharmaceuticals, Macquarie

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Nov 8th (reported today) which has an aggregated short interest worth USD25.2bn.
  • 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 National Australia Bank, Sigma Pharmaceuticals, Macquarie, Aristocrat Leisure, Evolution Mining.

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