Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Jun 7th): Novatek and more

In today’s briefing:

  • TWSE Short Interest Weekly (Jun 7th): Novatek, Eva Airways, Alchip Tech, Realtek
  • TWSE Foreign Holding Weekly (Jun 7th): Realtek Semi, Asmedia Tech, Global Unichip, Yang Ming Marine
  • KRX Foreign Holding Weekly (Jun 7th): Alteogen, Naver


TWSE Short Interest Weekly (Jun 7th): Novatek, Eva Airways, Alchip Tech, Realtek

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Jun 7th which has an aggregated short interest worth USD101.7bn.
  • 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 Novatek, Eva Airways, Alchip Tech, Realtek Semi, Powerchip Semico, Asustek Computer, Nan Ya Printed.

TWSE Foreign Holding Weekly (Jun 7th): Realtek Semi, Asmedia Tech, Global Unichip, Yang Ming Marine

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Jun 7th which has an aggregated holding worth USD4,400.2bn.
  • We estimate that foreign flows to be outflows of USD12,832mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Realtek Semi, Asmedia Tech, Global Unichip, Yang Ming Marine, Tripod Tech, TSMC, Ctbc Financial, Hon Hai, Asustek Computer, Umc.

KRX Foreign Holding Weekly (Jun 7th): Alteogen, Naver

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX Stocks as of Jun 7th which has an aggregated holding worth USD542.4bn.
  • We estimate that foreign flows to be outflows of USD266mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
  • We highlight foreign changes in Alteogen Inc (196170 KS), Naver Corp (035420 KS).

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