Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: ASX Short Interest Weekly (Sep 6th): Macquarie and more

In today’s briefing:

  • ASX Short Interest Weekly (Sep 6th): Macquarie, Fortescue, Mirvac, Insurance Australia, BHP


ASX Short Interest Weekly (Sep 6th): Macquarie, Fortescue, Mirvac, Insurance Australia, BHP

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of ASX Stocks as of Sep 6th (reported today) which has an aggregated short interest worth USD24.3bn.
  • 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 Macquarie, Fortescue, Mirvac, Insurance Australia, BHP, Wesfarmers, CSL.

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