Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: TWSE Foreign Holding Weekly (Jan 5th): Faraday Tech and more

In today’s briefing:

  • TWSE Foreign Holding Weekly (Jan 5th): Faraday Tech, Asustek Computer, Mediatek, Wistron, TSMC
  • TWSE Short Interest Weekly (Jan 5th): Wan Hai Lines, Silergy, Quanta Computer, Asustek Computer


TWSE Foreign Holding Weekly (Jan 5th): Faraday Tech, Asustek Computer, Mediatek, Wistron, TSMC

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jan 5th which has an aggregated holding worth USD700.2bn.
  • We estimate that foreign flows to be outflows of USD504mln. 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 Faraday Tech, Asustek Computer, Mediatek, Wistron, TSMC.

TWSE Short Interest Weekly (Jan 5th): Wan Hai Lines, Silergy, Quanta Computer, Asustek Computer

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Jan 5th which has an aggregated short interest worth USD13.4bn.
  • 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 Wan Hai Lines, Silergy, Quanta Computer, Asustek Computer, Asia Vital.

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