Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Thailand Short Interest Weekly (Mar 21st): PTT and more

In today’s briefing:

  • Thailand Short Interest Weekly (Mar 21st): PTT, SCC, Krung Thai Bank, True, Srisawad
  • KRX Foreign Holding Weekly (Mar 21st): Samsung Electronics, SK Hynix, Hanwha Aerospace
  • Hong Kong Connect Flows (Mar 21st): Ke, China Mobile, Alibaba, Kuaishou, BOC, CR Beer, SMIC
  • A-H Premium Weekly (Mar 21st): 47 Stocks at 52 Week High A-H Premium
  • HK Short Interest Weekly: Trip.Com, ABC, BYD
  • TWSE Foreign Holding Weekly (Mar 21st): Yang Ming, Hon Hai Precision Industry, TSMC, Quanta Computer
  • TWSE Short Interest Weekly (Mar 21st): Ctbc Financial, Asustek Computer, Mediatek, Alchip


Thailand Short Interest Weekly (Mar 21st): PTT, SCC, Krung Thai Bank, True, Srisawad

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Mar 21st.We estimate that they had an aggregated short interest worth USD2.0bn.
  • 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 PTT, SCC, Krung Thai Bank, True, Srisawad.

KRX Foreign Holding Weekly (Mar 21st): Samsung Electronics, SK Hynix, Hanwha Aerospace

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Mar 21st which has an aggregated holding worth USD500.4bn.
  • We estimate that foreign flows to be inflows of USD1,889mln. 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, Hanwha Aerospace.

Hong Kong Connect Flows (Mar 21st): Ke, China Mobile, Alibaba, Kuaishou, BOC, CR Beer, SMIC

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of March 21st.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight flows for Ke, China Mobile, Alibaba, Kuaishou, BOC, China Resources Beer, SMIC, Meituan.

A-H Premium Weekly (Mar 21st): 47 Stocks at 52 Week High A-H Premium

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 150 stocks over the last week. The average A-H premium was 83.3% as of Mar 21st.
  • The average A-H premium changed by -0.4ppt week-on-week, led by utilities, consumer discretionary, communication services and offset by consumer staples, financials.
  • We highlight weekly changes in A-H premium for Huadian Power, Livzon Pharma, Joinn Lab, Maanshan Iron&Steel, Datang Intl Power.

HK Short Interest Weekly: Trip.Com, ABC, BYD

By Ke Yan, CFA, FRM

  • We analyzed the latest HK SFC report for aggregate short position as of Mar 14th.
  • Top short increases and decreases were tabulated for one week and four week period. 
  • We highlight short changes in Trip.Com (9961 HK), ABC (1288 HK), BYD (1211 HK).

TWSE Foreign Holding Weekly (Mar 21st): Yang Ming, Hon Hai Precision Industry, TSMC, Quanta Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Mar 21st which has an aggregated holding worth USD931.3bn.
  • We estimate that foreign flows to be outflows of USD1,594mln. 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 Yang Ming Marine, Hon Hai Precision Industry, TSMC, Quanta Computer.

TWSE Short Interest Weekly (Mar 21st): Ctbc Financial, Asustek Computer, Mediatek, Alchip

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Mar 21st 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 Ctbc Financial, Asustek Computer, Mediatek, Alchip Technologies, Innolux, Elite Advanced Laser.

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