Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Dec 16th): Wiwynn Corp and more

In today’s briefing:

  • TWSE Short Interest Weekly (Dec 16th): Wiwynn Corp
  • A-H Premium Weekly (Dec 16th): Weichai Power, Fuyao Glass, Tianqi Lithium
  • Northbound Flows (Dec 16th): CMB, Shanghai Intl Airport, Tongwei
  • Hong Kong Connect Flows (Dec 16th): Meituan, Tencent, China Mobile

TWSE Short Interest Weekly (Dec 16th): Wiwynn Corp

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Dec 16th which has an aggregated short interest worth USD14.0bn.
  • 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.
  • Overall short interests decreased by 1.5% WOW. We highlight short interest changes in Wiwynn Corp.

A-H Premium Weekly (Dec 16th): Weichai Power, Fuyao Glass, Tianqi Lithium

By Ke Yan, CFA, FRM

  • We analyse the changes of A-H premium on 142 stocks over the last week. The average A-H premium was 113.5% as of Dec 16th.
  • The average A-H premium changed by -1.9ppt weeok on week, led by health care, consumer discretionary, energy and offset by consumer staples, real estate.
  • We highlight weekly changes in A-H premium for Weichai Power, Fuyao Glass, Tianqi Lithium, Cansino Biologics, Air China, Cosco Ship Holding.

Northbound Flows (Dec 16th): CMB, Shanghai Intl Airport, Tongwei

By Ke Yan, CFA, FRM

  • We analyze the weekly Shanghai/Shenzhen northbound Connect flows with our data engine for holding position as of December 16th.
  • We estimate the weekly inflows to be US$101.5 million, led by financials, consumer staples, communication services sectors, and offset by industrials, materials.
  • We highlight flows for China Merchants Bank, Shanghai Intl Airport, Tongwei.

Hong Kong Connect Flows (Dec 16th): Meituan, Tencent, China Mobile

By Ke Yan, CFA, FRM

  • We analyze the weekly Hong Kong Connect flows with our data engine for holding position as of December 16th.
  • The top stocks by inflows and outflows were tabulated for all market, HSCEI, mid cap and s/mid cap groups.
  • We highlight inflows into Meituan, Tencent, and outflows from China Mobile.

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