Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (May 25th): Tencent and more

In today’s briefing:

  • Hong Kong Connect Flows (May 25th): Tencent, China Mobile, Li Ning, China Construction Bank
  • Northbound Flows (May 25th): CATL, Luxshare Precision, Longi Green, CMB, Wuliangye, East Money
  • TWSE Short Interest Weekly (May 26th): Wistron, Yageo, Chunghwa Telecom, Wiwynn, Global Unichip

Hong Kong Connect Flows (May 25th): Tencent, China Mobile, Li Ning, China Construction Bank

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of May 25th.
  • 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, China Mobile, Li Ning, China Construction Bank.

Northbound Flows (May 25th): CATL, Luxshare Precision, Longi Green, CMB, Wuliangye, East Money

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of May 25th.
  • We estimate the weekly outflows to be US$2,561.1 million, led by materials, financials, and offset by communication services, utilities, energy.
  • We highlight flows for CATL, Luxshare Precision Industry, Longi Green, China Merchants Bank, Wuliangye Yibin, Ping An Insurance, Ping An Bank, East Money Information.

TWSE Short Interest Weekly (May 26th): Wistron, Yageo, Chunghwa Telecom, Wiwynn, Global Unichip

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of May 26th which has an aggregated short interest worth USD14.1bn.
  • 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 Wistron, Yageo, Chunghwa Telecom, Wiwynn, Global Unichip, Genius Elec, Nan Ya Printed, Lotus, Silergy.

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