Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Nov 29th): Naver and more

In today’s briefing:

  • KRX Foreign Holding Weekly (Nov 29th): Naver, Samsung Electronics, Alteogen
  • TWSE Short Interest Weekly (Nov 29th): Hon Hai, Wan Hai Lines, Wiwynn, Winbond Electronics, Lite-On
  • Hong Kong Connect Flows (Nov 29th): Alibaba, Ping An Insurance, China Mobile, Meituan
  • TWSE Foreign Holding Weekly (Nov 29th): Catcher Technology, TSMC, Hon Hai, Asustek Computer, UMC
  • Thailand Short Interest Weekly (Nov 29th): Bumrungrad, Energy Absolute, Delta Electronics, Banpu


KRX Foreign Holding Weekly (Nov 29th): Naver, Samsung Electronics, Alteogen

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Nov 29th which has an aggregated holding worth USD481.3bn.
  • We estimate that foreign flows to be outflows of USD748mln. 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, Alteogen.

TWSE Short Interest Weekly (Nov 29th): Hon Hai, Wan Hai Lines, Wiwynn, Winbond Electronics, Lite-On

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Nov 29th which has an aggregated short interest worth USD21.6bn.
  • 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 Hon Hai Precision Industry, Wan Hai Lines, Wiwynn, Winbond Electronics, Lite-On Technology, Elite Material, Foxconn Technology.

Hong Kong Connect Flows (Nov 29th): Alibaba, Ping An Insurance, China Mobile, Meituan

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of November 29th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Alibaba, Ping An Insurance, China Mobile, Meituan.

TWSE Foreign Holding Weekly (Nov 29th): Catcher Technology, TSMC, Hon Hai, Asustek Computer, UMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Nov 29th which has an aggregated holding worth USD969.3bn.
  • We estimate that foreign flows to be outflows of USD2,625mln. 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 Catcher Technology, TSMC, Hon Hai Precision Industry, Asustek Computer, UMC, Mediatek.

Thailand Short Interest Weekly (Nov 29th): Bumrungrad, Energy Absolute, Delta Electronics, Banpu

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Nov 29th.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 Bumrungrad Hospital, Energy Absolute, Delta Electronics, Banpu, SCC, PTT Global Chemical.

💡 Before it’s here, it’s on Smartkarma

Sign Up for Free

The Smartkarma Preview Pass is your entry to the Independent Investment Research Network

  • ✓ Unlimited Research Summaries
  • ✓ Personalised Alerts
  • ✓ Custom Watchlists
  • ✓ Company Data and News
  • ✓ Events & Webinars