Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Hong Kong Connect Flows (Oct 21st): $3.2bn Inflows and more

In today’s briefing:

  • Hong Kong Connect Flows (Oct 21st): $3.2bn Inflows
  • TWSE Short Interest Weekly (Oct 21st): AUO Corp, Innolux, Hon Hai, Taiwan Cement, Wiwynn
  • HK Short Interest Weekly: AIA, Li Auto, Wuxi Biologics, SHK PPT, CMB
  • Northbound Flows (Oct 21st): BOE, Moutai, Ping An, Yili, China Tourism, Longi Green

Hong Kong Connect Flows (Oct 21st): $3.2bn Inflows

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of October 21st.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight inflows into Tencent Holding Limited, Meituan, Wuxi Biologics.

TWSE Short Interest Weekly (Oct 21st): AUO Corp, Innolux, Hon Hai, Taiwan Cement, Wiwynn

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Oct 21st which has an aggregated short interest worth USD11.6bn.
  • 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 AUO Corp, Innolux, Hon Hai, Taiwan Cement, Wiwynn. 

HK Short Interest Weekly: AIA, Li Auto, Wuxi Biologics, SHK PPT, CMB

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Oct 14th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in AIA, Li Auto, Wuxi Biologics, SHK PPT, CMB.

Northbound Flows (Oct 21st): BOE, Moutai, Ping An, Yili, China Tourism, Longi Green

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of October 21st.
  • We estimate the weekly outflows to be US$4,305.1 million, led by consumer staples, financials, and offset by energy, utilities.
  • We highlight flows for BOE, Moutai, Ping An, Yili,  China Tourism, Longi Green.

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