Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Sep 13th): Samsung Electronics and more

In today’s briefing:

  • KRX Foreign Holding Weekly (Sep 13th): Samsung Electronics, Sk Hynix
  • TWSE Foreign Holding Weekly (Sep 13th): Quanta Computer, TSMC, Ctbc Financial
  • TWSE Short Interest Weekly (Sep 13th): Quanta Computer, TSMC, Ase Industrial


KRX Foreign Holding Weekly (Sep 13th): Samsung Electronics, Sk Hynix

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Sep 13th which has an aggregated holding worth USD544.5bn.
  • We estimate that foreign flows to be outflows of USD1,610mln. 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 Samsung Electronics, Sk Hynix.

TWSE Foreign Holding Weekly (Sep 13th): Quanta Computer, TSMC, Ctbc Financial

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Sep 13th which has an aggregated holding worth USD938.6bn.
  • We estimate that foreign flows to be outflows of USD1,475mln. 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 Quanta Computer, TSMC, Ctbc Financial, Hon Hai Precision Industry.

TWSE Short Interest Weekly (Sep 13th): Quanta Computer, TSMC, Ase Industrial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 13th which has an aggregated short interest worth USD20.2bn.
  • 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 Quanta Computer, TSMC, Ase Industrial, Zhen Ding Technology Holding, Shin Kong Financial, Mediatek.

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