Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: TWSE Foreign Holding Weekly (Sep 20th): TSMC and more

In today’s briefing:

  • TWSE Foreign Holding Weekly (Sep 20th): TSMC, Shin Kong Financial, Evergreen Marine Corp Taiwan
  • KRX Foreign Holding Weekly (Sep 20th): Alteogen, Samsung Electronics, Sk Hynix
  • TWSE Short Interest Weekly (Sep 20th): Ase Industrial, Century Iron And Steel Industrial


TWSE Foreign Holding Weekly (Sep 20th): TSMC, Shin Kong Financial, Evergreen Marine Corp Taiwan

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Sep 20th which has an aggregated holding worth USD971.7bn.
  • We estimate that foreign flows to be inflows of USD1,487mln. 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, Shin Kong Financial, Evergreen Marine Corp Taiwan, Mediatek, Hon Hai Precision Industry, Ase Industrial.

KRX Foreign Holding Weekly (Sep 20th): Alteogen, Samsung Electronics, Sk Hynix

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Sep 20th which has an aggregated holding worth USD544.0bn.
  • We estimate that foreign flows to be outflows of USD1,602mln. 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 Alteogen, Samsung Electronics, Sk Hynix.

TWSE Short Interest Weekly (Sep 20th): Ase Industrial, Century Iron And Steel Industrial

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Sep 20th which has an aggregated short interest worth USD20.8bn.
  • 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 Ase Industrial, Century Iron And Steel Industrial, Jentech Precision Industrial, Eva Airways, Shin Kong Financial, King Slide Works.

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