In today’s briefing:
- Trend Following in Equities
- ASX Short Interest Weekly (May 19th): Wesfarmers, Coles, Xero, ANZ, Bhp, Woolworths, Newcrest
- Hong Kong Buybacks Weekly (May 26th): Tencent, AIA, CK Asset
Trend Following in Equities
- Long-Only trend following in equities was more effective than long-short trend following in the US
- Same for European and Asian stock markets. Perhaps explained by the negative skewness of stock markets.
- The trend is my friend, right? May 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener.
ASX Short Interest Weekly (May 19th): Wesfarmers, Coles, Xero, ANZ, Bhp, Woolworths, Newcrest
- We analyzed the changes in short interest of ASX Stocks as of May 19th (reported today) which has an aggregated short interest worth USD16.8bn.
- 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 Wesfarmers, Coles, Xero, ANZ, Bhp, Woolworths, Newcrest Mining.
Hong Kong Buybacks Weekly (May 26th): Tencent, AIA, CK Asset
- We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on May 26th based on HKEx daily reports.
- In the past 7 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Aia (1299 HK), Ck Asset (1113 HK).
- In the past 30 days, the top 3 companies that repurchased the most shares from the market were Aia (1299 HK), Tencent (700 HK), Yihai International (1579 HK).
💡 Before it’s here, it’s on Smartkarma
Sign Up for Free
The Smartkarma Preview Pass is your entry to the Independent Investment Research Network
- ✓ Unlimited Research Summaries
- ✓ Personalised Alerts
- ✓ Custom Watchlists
- ✓ Company Data and News
- ✓ Events & Webinars
