In today’s briefing:
- KRX Short Interest Weekly (Jun 14th): L&F, Samsung SDI, Samsung C&T, Sk Hynix, Hyundai Motor
- Garrett DeSimone, Head of Quantitative Research at OptionMetrics
KRX Short Interest Weekly (Jun 14th): L&F, Samsung SDI, Samsung C&T, Sk Hynix, Hyundai Motor
- We analyzed the changes in short interest of KRX Stocks as of Jun 14th which has an aggregated short interest worth USD5.8bn.
- 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 L&F, Samsung SDI, Samsung C&T, Sk Hynix, Hyundai Motor.
Garrett DeSimone, Head of Quantitative Research at OptionMetrics
- Dissertation findings show that earnings event risk premium for single stocks makes straddles punitive to own
- Discussion on inflated S&P 500 implied volume levels before macro events like CPI, nonfarm payrolls report, and FOMC meetings
- Recent work on implied dividends shows very little risk premium in dividends, market charging almost nothing for bearing risk of disappointing dividends
This content is sourced through publicly available sources and has been machine generated. Information displayed is for general informational purposes only.
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