Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Dec 6th): SK Hynix and more

In today’s briefing:

  • KRX Foreign Holding Weekly (Dec 6th): SK Hynix, Naver, Samsung Electronics, KB Financial
  • Thailand Short Interest Weekly (Dec 6th): Carabao, Delta Electronics, SCC, SCG Packaging
  • TWSE Foreign Holding Weekly (Dec 6th): TSMC, Asia Vital Components, Mediatek, Elite Material
  • TWSE Short Interest Weekly (Dec 6th): Hon Hai Precision Industry, Asia Vital Components


KRX Foreign Holding Weekly (Dec 6th): SK Hynix, Naver, Samsung Electronics, KB Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Dec 6th which has an aggregated holding worth USD463.4bn.
  • We estimate that foreign flows to be outflows of USD711mln. 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 SK Hynix, Naver, Samsung Electronics, KB Financial.

Thailand Short Interest Weekly (Dec 6th): Carabao, Delta Electronics, SCC, SCG Packaging

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Dec 6th.We estimate that they had an aggregated short interest worth USD2.2bn.
  • 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 Carabao, Delta Electronics, SCC, SCG Packaging.

TWSE Foreign Holding Weekly (Dec 6th): TSMC, Asia Vital Components, Mediatek, Elite Material

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Dec 6th which has an aggregated holding worth USD1,025.5bn.
  • We estimate that foreign flows to be inflows of USD1,710mln. 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 TSMC, Asia Vital Components, Mediatek, Elite Material, China Airlines, Accton Technology, Hon Hai Precision Industry.

TWSE Short Interest Weekly (Dec 6th): Hon Hai Precision Industry, Asia Vital Components

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Dec 6th 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, Asia Vital Components, Elite Material, Asustek Computer.

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