In today’s briefing:
- Screening for GEMs: October 2022
- Hong Kong Connect Flows Monthly: $4.4bn Inflows in September
- Northbound Flows Monthly (September): CMB, Gree, CATL, Moutai
Screening for GEMs: October 2022
- An overview (and output) of our machine learning-driven GEM screening model, which seeks to find the best medium-term long ideas within the top100 stocks in the MSCI GEM Index.
- The model is based on 1) a quantitative multifactor screening model, enhanced by two AI Technology-based approaches; 2) a Deep Neural Network model, and 3) a Recurrent Neural Network model.
- Developed over roughly 4 years and implemented in its current state for over 2 years, the model has a solid real-world alpha-generating performance track record, discussed in detail below.
Hong Kong Connect Flows Monthly: $4.4bn Inflows in September
- We analyze the monthly Hong Kong Connect flows with our data engine for the month of September.
- We tabulate the top stocks by inflows, outlfows, and holding by mainland investors.
- We highlight inflows into Tencent, Wuxi Biologics, China Mobile, CNOOC, BYD and outflows from Geely, Sunny Optical, Kuaishou, HKEx.
Northbound Flows Monthly (September): CMB, Gree, CATL, Moutai
- We analyze the monthly Shanghai/Shenzhen northbound Connect flows for September with our data engine.
- We estimate the monthly outflows to be USD 1,383.9 million, led by industrial, financial and consumer staple sectors.
- We highlight inflows into Gree, Qinghai Salt Lake, Bank of Jiangsu, S.F. Holding, Daqin Railway, and outflows from CMB, CALT, Zhejiang Sanhua, Moutai, BOE.
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