Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Aug 30th): Sk Hynix and more

In today’s briefing:

  • KRX Foreign Holding Weekly (Aug 30th): Sk Hynix, Samsung Electronics
  • TWSE Short Interest Weekly (Aug 30th): Ctbc Financial, Century Iron And Steel Industrial
  • TWSE Foreign Holding Weekly (Aug 30th): Mega Financial Holding, TSMC


KRX Foreign Holding Weekly (Aug 30th): Sk Hynix, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Aug 30th which has an aggregated holding worth USD581.5bn.
  • We estimate that foreign flows to be outflows of USD1,386mln. 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 (000660 KS), Samsung Electronics (005930 KS).

TWSE Short Interest Weekly (Aug 30th): Ctbc Financial, Century Iron And Steel Industrial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Aug 30th which has an aggregated short interest worth USD20.7bn.
  • 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 Ctbc Financial, Century Iron And Steel Industrial, Bizlink Holding, Jinan Acetate Chemical, Lotus Pharmaceutical.

TWSE Foreign Holding Weekly (Aug 30th): Mega Financial Holding, TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Aug 30th which has an aggregated holding worth USD966.3bn.
  • We estimate that foreign flows to be outflows of USD1,127mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign holding changes in Mega Financial Holding, TSMC, Ctbc Financial Holding, Quanta Computer, Hon Hai Precision Industry.

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