Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Dec 13th): Naver and more

In today’s briefing:

  • KRX Foreign Holding Weekly (Dec 13th): Naver, Samsung Electronics, KB Financial
  • Thailand Short Interest Weekly (Dec 13th): PTT Global Chemical, Bangkok Bank
  • TWSE Foreign Holding Weekly (Dec 13th): Mediatek, Alchip Technologies, Hon Hai Precision Industry
  • TWSE Short Interest Weekly (Dec 13th): Hon Hai Precision Industry, King Yuan Electronics, Wiwynn


KRX Foreign Holding Weekly (Dec 13th): Naver, Samsung Electronics, KB Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Dec 13th which has an aggregated holding worth USD469.7bn.
  • We estimate that foreign flows to be outflows of USD582mln. 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 Naver, Samsung Electronics, KB Financial.

Thailand Short Interest Weekly (Dec 13th): PTT Global Chemical, Bangkok Bank

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Dec 13th.We estimate that they had an aggregated short interest worth USD2.1bn.
  • 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 PTT Global Chemical, Bangkok Bank.

TWSE Foreign Holding Weekly (Dec 13th): Mediatek, Alchip Technologies, Hon Hai Precision Industry

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Dec 13th which has an aggregated holding worth USD1,021.0bn.
  • We estimate that foreign flows to be outflows of USD704mln. 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 Mediatek, Alchip Technologies, Hon Hai Precision Industry, Quanta Computer, TSMC, Accton Technology.

TWSE Short Interest Weekly (Dec 13th): Hon Hai Precision Industry, King Yuan Electronics, Wiwynn

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Dec 13th which has an aggregated short interest worth USD22.3bn.
  • 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 Hon Hai Precision Industry, King Yuan Electronics, Wiwynn, Evergreen Marine, Yang Ming Marine, Elite Material.

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