Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Oct 28th): CSL and more

In today’s briefing:

  • ASX Short Interest Weekly (Oct 28th): CSL, Woodside, Macquarie, Rio Tinto
  • Hong Kong Buybacks Weekly (Nov 4th): AIA, PetroChina, CNOOC

ASX Short Interest Weekly (Oct 28th): CSL, Woodside, Macquarie, Rio Tinto

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Oct 28th (reported today) which has an aggregated short interest worth USD18.0bn.
  • 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 CSL, Woodside, Macquarie, Rio Tinto, New Hope, South32, Medibank.

Hong Kong Buybacks Weekly (Nov 4th): AIA, PetroChina, CNOOC

By Ke Yan, CFA, FRM

  • We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Nov 4th based on HKEx daily reports.
  • In the past 7 days, the top 3 companies that repurchased the most shares from the market were Aia (1299 HK), China Petroleum & Chemical (386 HK), Cnooc (883 HK).
  • In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Aia (1299 HK), Wuxi Biologics (2269 HK).

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