In today’s briefing:
- HK Short Interest Weekly: BOC, Petrochina, Li Auto, ICBC, Hkex
- Hong Kong Connect Flows (May 31st): BOC, CNOOC, ABC, Xiaomi, Petrochina
- A-H Premium Weekly (May 31st): PetroChina, Chinalco, Tsingtao Brewery, Huanneg Power, Huahong Semi
- TWSE Short Interest Weekly (May 31st): Novatek, Asia Vital, Faraday Tech, Chunghwa Telecom
- Northbound Flows (May 31st): Zijin Mining, China Yangtze Power, Montage Technology, Moutai, CMB
- KRX Foreign Holding Weekly (May 31st): Sk Hynix, Samsung Electronics
- TWSE Foreign Holding Weekly (May 31st): TSMC, Hon Hai, Yang Ming Marine, Novatek, Evergreen Marine
- Screening for GEMs: June 2024
HK Short Interest Weekly: BOC, Petrochina, Li Auto, ICBC, Hkex
- We analyzed the latest HK SFC report for aggregate short position as of May 24th.
- Top short increases and decreases were tabulated for one week and four week period.
- We highlight short changes in BOC, Petrochina, Li Auto, ICBC, Hkex.
Hong Kong Connect Flows (May 31st): BOC, CNOOC, ABC, Xiaomi, Petrochina
- We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of May 31st.
- The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
- We highlight flows for BOC, CNOOC, Agricultural Bank Of China, Xiaomi Corporation, Petrochina.
A-H Premium Weekly (May 31st): PetroChina, Chinalco, Tsingtao Brewery, Huanneg Power, Huahong Semi
- We analyse the changes of A-H premium on 147 stocks over the last week. The average A-H premium was 107.4% as of May 31st.
- The average A-H premium changed by 1.3ppt week-on-week, led by financials, consumer discretionary, health care and offset by information technology.
- We highlight weekly changes in A-H premium for PetroChina, Chinalco, Tsingtao Brewery, Huanneg Power, Huahong Semi, CICC, Ganfeng Lithium.
TWSE Short Interest Weekly (May 31st): Novatek, Asia Vital, Faraday Tech, Chunghwa Telecom
- We analyzed the changes in short interest of TWSE Stocks as of May 31st which has an aggregated short interest worth USD102.2bn.
- 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 Novatek, Asia Vital, Faraday Tech, Chunghwa Telecom, Ctbc Financial, Evergreen Marine, Mitac, Yang Ming Marine.
Northbound Flows (May 31st): Zijin Mining, China Yangtze Power, Montage Technology, Moutai, CMB
- We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of May 31st.
- We estimate the weekly outflows to be US$860.8 million, led by consumer staples, financials, health care, and offset by information technology, materials, utilities.
- We highlight flows for Zijin Mining, China Yangtze Power, Montage Technology, Moutai, CMB.
KRX Foreign Holding Weekly (May 31st): Sk Hynix, Samsung Electronics
- We analyzed the changes in foreign holdings of KRX Stocks as of May 31st which has an aggregated holding worth USD515.2bn.
- We estimate that foreign flows to be outflows of USD1,106mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
- We highlight foreign changes in Sk Hynix, Doosan Enerbility, Hd Hyundai Elect, Samsung Electronics, Lg Chem, Samsung SDI.
TWSE Foreign Holding Weekly (May 31st): TSMC, Hon Hai, Yang Ming Marine, Novatek, Evergreen Marine
- We analyzed the changes in foreign holdings of TWSE Stocks as of May 31st which has an aggregated holding worth USD4,207.5bn.
- We estimate that foreign flows to be outflows of USD14,520mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
- We highlight foreign changes in Realtek Semi, Mediatek, Synnex Tech Intl, Asustek Computer, Tripod Tech, TSMC, Hon Hai, Yang Ming Marine, Novatek, Evergreen Marine.
Screening for GEMs: June 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
