Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Nov 15th): Naver and more

In today’s briefing:

  • KRX Foreign Holding Weekly (Nov 15th): Naver, Samsung Electronics
  • TWSE Short Interest Weekly (Nov 15th): Wiwynn, Hon Hai Precision Industry, Ase Industrial, Mitac
  • Thailand Short Interest Weekly (Nov 15th): Delta Electronics, Bumrungrad Hospital, CP ALL, SCC
  • TWSE Foreign Holding Weekly (Nov 15th): Eva Airways, Mitac, TSMC, Quanta Computer


KRX Foreign Holding Weekly (Nov 15th): Naver, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Nov 15th which has an aggregated holding worth USD468.9bn.
  • We estimate that foreign flows to be outflows of USD937mln. 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.

TWSE Short Interest Weekly (Nov 15th): Wiwynn, Hon Hai Precision Industry, Ase Industrial, Mitac

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 15th which has an aggregated short interest worth USD21.5bn.
  • 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 Wiwynn, Hon Hai Precision Industry, Ase Industrial, Mitac, Bizlink, Wistron, Alchip Technologies, Lite-On Technology.

Thailand Short Interest Weekly (Nov 15th): Delta Electronics, Bumrungrad Hospital, CP ALL, SCC

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Nov 15th.We estimate that they had an aggregated short interest worth USD2.3bn.
  • 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 Delta Electronics, Bumrungrad Hospital, CP ALL, SCC.

TWSE Foreign Holding Weekly (Nov 15th): Eva Airways, Mitac, TSMC, Quanta Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 15th which has an aggregated holding worth USD999.2bn.
  • We estimate that foreign flows to be outflows of USD2,830mln. 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 Eva Airways, Mitac, TSMC, Quanta Computer, Hon Hai Precision Industry, Chailease, UMC.

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