Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Thailand Short Interest Weekly (Jan 3rd): Cal-Comp Electronics and more

In today’s briefing:

  • Thailand Short Interest Weekly (Jan 3rd): Cal-Comp Electronics, JMT Network Services, VGI
  • HK Short Interest Weekly: Weimob, Byd Electronic, Meituan, Baba
  • KRX Short Interest Weekly (Jan 3rd): Samsung Biologics
  • TWSE Foreign Holding Weekly (Jan 3rd): TSMC, Hon Hai Precision Industry


Thailand Short Interest Weekly (Jan 3rd): Cal-Comp Electronics, JMT Network Services, VGI

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Jan 3rd.We estimate that they had an aggregated short interest worth USD1.9bn.
  • 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 Cal-Comp Electronics, JMT Network Services, VGI, Delta Electronics, CP ALL, Kasikornbank, SCC.

HK Short Interest Weekly: Weimob, Byd Electronic, Meituan, Baba

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Dec 27th.
  • Top short increases and decreases were tabulated for one week and four week period.
  • We highlight short changes in Weimob, Byd Electronic, Meituan, Baba.

KRX Short Interest Weekly (Jan 3rd): Samsung Biologics

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of KRX stocks as of Jan 3rd which has an aggregated short interest worth USD3.5bn.
  • 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 Samsung Biologics (207940 KS).

TWSE Foreign Holding Weekly (Jan 3rd): TSMC, Hon Hai Precision Industry

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jan 3rd which has an aggregated holding worth USD1,009.9bn.
  • We estimate that foreign flows to be outflows of USD1,298mln. 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, Hon Hai Precision Industry.

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