Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: TWSE Foreign Holding Weekly (Jan 19th): TSMC and more

In today’s briefing:

  • TWSE Foreign Holding Weekly (Jan 19th): TSMC, Quanta Computer, Delta Elec, Global Unichip, Hon Hai
  • TWSE Short Interest Weekly (Jan 19th): Acer, Yageo, Quanta Computer, Faraday Tech, Asia Vital


TWSE Foreign Holding Weekly (Jan 19th): TSMC, Quanta Computer, Delta Elec, Global Unichip, Hon Hai

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jan 19th which has an aggregated holding worth USD714.3bn.
  • We estimate that foreign flows to be outflows of USD1,083mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign instutions.
  • We highlight foreign changes in TSMC, Quanta Computer, Delta Elec, Global Unichip, Hon Hai, Umc, Alchip Tech.

TWSE Short Interest Weekly (Jan 19th): Acer, Yageo, Quanta Computer, Faraday Tech, Asia Vital

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Jan 19th which has an aggregated short interest worth USD13.5bn.
  • 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 Acer, Yageo, Quanta Computer, Faraday Tech, Asia Vital, Gigabyte Tech.

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