Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: HK Short Interest Weekly: Trip.Com and more

In today’s briefing:

  • HK Short Interest Weekly: Trip.Com, Anta Sports, Sunac, China Tower, HKEx
  • KRX Foreign Holding Weekly (Mar 14th): Hanwha Aerospace, Hanwha Ocean, Samsung Electronics
  • TWSE Foreign Holding Weekly (Mar 14th): TSMC, Mediatek, Asustek, Hon Hai, Quanta Computer
  • TWSE Short Interest Weekly (Mar 14th): Nanya Technology, Bora Pharmaceuticals, Jinan Acetate


HK Short Interest Weekly: Trip.Com, Anta Sports, Sunac, China Tower, HKEx

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Mar 7th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Trip.Com, Anta Sports, Sunac, China Tower, HKEx, CSOP HSTECH 2X ETF.

KRX Foreign Holding Weekly (Mar 14th): Hanwha Aerospace, Hanwha Ocean, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Mar 14th which has an aggregated holding worth USD483.5bn.
  • We estimate that foreign flows to be outflows of USD1,135mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in Hanwha Aerospace, Hanwha Ocean, Samsung Electronics.

TWSE Foreign Holding Weekly (Mar 14th): TSMC, Mediatek, Asustek, Hon Hai, Quanta Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Mar 14th which has an aggregated holding worth USD919.9bn.
  • We estimate that foreign flows to be outflows of USD3,912mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight changes of foreign holdings in TSMC, Mediatek, Asustek Computer, Hon Hai Precision Industry, Quanta Computer.

TWSE Short Interest Weekly (Mar 14th): Nanya Technology, Bora Pharmaceuticals, Jinan Acetate

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Mar 14th which has an aggregated short interest worth USD21.0bn.
  • 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 Nanya Technology, Bora Pharmaceuticals, Jinan Acetate Chemical, China Steel, Alchip Technologies.

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