Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: KRX Foreign Holding Weekly (Sep 27th): Sk Hynix and more

In today’s briefing:

  • KRX Foreign Holding Weekly (Sep 27th): Sk Hynix, Naver, Hyundai Motor, Samsung Electronics
  • TWSE Foreign Holding Weekly (Sep 27th): TSMC, Evergreen Marine Corp Taiwan
  • TWSE Short Interest Weekly (Sep 27th): Ase Industrial, Mediatek, Alchip Technologies


KRX Foreign Holding Weekly (Sep 27th): Sk Hynix, Naver, Hyundai Motor, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Sep 27th which has an aggregated holding worth USD565.8bn.
  • We estimate that foreign flows to be outflows of USD805mln. 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, Hyundai Motor, Samsung Electronics.

TWSE Foreign Holding Weekly (Sep 27th): TSMC, Evergreen Marine Corp Taiwan

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Sep 27th which has an aggregated holding worth USD1,017.5bn.
  • We estimate that foreign flows to be inflows of USD3,224mln. 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, Evergreen Marine Corp Taiwan, Hon Hai Precision Industry, Wan Hai Lines, Jinan Acetate Chemical, Asmedia Technology, Ase Industrial.

TWSE Short Interest Weekly (Sep 27th): Ase Industrial, Mediatek, Alchip Technologies

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 27th which has an aggregated short interest worth USD21.1bn.
  • 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 Ase Industrial, Mediatek, Alchip Technologies, Quanta Computer, Eva Airways, Realtek Semiconductor.

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