Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Dec 27th): Evergreen Marine and more

In today’s briefing:

  • TWSE Short Interest Weekly (Dec 27th): Evergreen Marine, Yang Ming Marine, SCSB, Asia Vital
  • KRX Foreign Holding Weekly (Dec 27th): Samsung Electronics, KIA
  • Thailand Short Interest Weekly (Dec 27th): Bangchak, Gulf Energy Development
  • TWSE Foreign Holding Weekly (Dec 27th): TSMC, FENC, Mediatek, Elite Material, Alchip Technologies


TWSE Short Interest Weekly (Dec 27th): Evergreen Marine, Yang Ming Marine, SCSB, Asia Vital

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Dec 27th which has an aggregated short interest worth USD21.7bn.
  • 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 Evergreen Marine, Yang Ming Marine, Shanghai Commercial & Savings Bank, Asia Vital Components, Alchip Technologies, Far Eastern New Century, Wiwynn, Walsin Lihwa.

KRX Foreign Holding Weekly (Dec 27th): Samsung Electronics, KIA

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Dec 27th which has an aggregated holding worth USD452.8bn.
  • We estimate that foreign flows to be outflows of USD840mln. 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 Samsung Electronics, KIA.

Thailand Short Interest Weekly (Dec 27th): Bangchak, Gulf Energy Development

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of Stock Exchange of Thailand as of Dec 27th.We estimate that they had an aggregated short interest worth USD2.1bn.
  • 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 Bangchak, Gulf Energy Development.

TWSE Foreign Holding Weekly (Dec 27th): TSMC, FENC, Mediatek, Elite Material, Alchip Technologies

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Dec 27th which has an aggregated holding worth USD1,030.0bn.
  • We estimate that foreign flows to be inflows of USD1,768mln. 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, Far Eastern New Century, Mediatek, Elite Material, Alchip Technologies, Yang Ming Marine, Evergreen Marine, Eva Airways, Hua Nan Financial.

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