Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: HK Short Interest: Wuxi Biologics and more

In today’s briefing:

  • HK Short Interest: Wuxi Biologics, Techtronic, Tencent, XPeng
  • Hong Kong Connect Flows: Tencent, Wuxi Biologics, China Mobile
  • A-H Premium Weekly: Chalco, Huaxin Cement, Chongqing Iron, CMS, Cosco Ship Eng, QHD Port
  • Northbound Flows: Huayou Cobalt, CMB, Zhongtian Tech, TCL

HK Short Interest: Wuxi Biologics, Techtronic, Tencent, XPeng

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Jul 22nd. 
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short interests changes in Wuxi Biologics, Techtronic, Tencent, XPeng.

Hong Kong Connect Flows: Tencent, Wuxi Biologics, China Mobile

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding as of July  29th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Tencent, Wuxi Biologics, and China Mobile.

A-H Premium Weekly: Chalco, Huaxin Cement, Chongqing Iron, CMS, Cosco Ship Eng, QHD Port

By Ke Yan, CFA, FRM

  • We analyse the changes of A/H premium on 141 stocks over the last week.
  • Average A/H premium changed by 1.3ppt last week, led by consumer staple, consumer discretionary and offset by financials and materials.
  • We highlight stocks reached 52 week high of A-H premium: Chalco, Huaxin Cement, Chongqing Iron, CMS, Cosco Ship Eng, QHD Port.

Northbound Flows: Huayou Cobalt, CMB, Zhongtian Tech, TCL

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding as of July 29th. 
  • Inflows into information technology were offset by outflows from industrials and consumer staple.
  • We highlight weekly flows for Zhejiang Huayou Cobalt, CMB, Zhongtian Tech, TCL, Zhejiang Sanhua, Sungrow Power and SF Holding.

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