Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: TWSE Short Interest Weekly (Oct 11th): Hon Hai Precision Industry and more

In today’s briefing:

  • TWSE Short Interest Weekly (Oct 11th): Hon Hai Precision Industry, Global Unichip, Via Technologies
  • KRX Foreign Holding Weekly (Oct 11th): Sk Hynix, Hanwha Aerospace, Korzinc, Samsung Electronics
  • TWSE Foreign Holding Weekly (Oct 11th): TSMC, Fubon Financial, Quanta Computer, Wistron


TWSE Short Interest Weekly (Oct 11th): Hon Hai Precision Industry, Global Unichip, Via Technologies

By Ke Yan, CFA, FRM

  • We analyzed the changes in short interest of TWSE Stocks as of Oct 11th which has an aggregated short interest worth USD20.2bn.
  • 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 Hon Hai Precision Industry, Global Unichip, Via Technologies, Wan Hai Lines, Taiwan Cement, Shin Kong Financial.

KRX Foreign Holding Weekly (Oct 11th): Sk Hynix, Hanwha Aerospace, Korzinc, Samsung Electronics

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of KRX stocks as of Oct 11th which has an aggregated holding worth USD532.4bn.
  • We estimate that foreign flows to be inflows of USD61mln. 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 Sk Hynix, Hanwha Aerospace, Korzinc, Samsung Electronics, Samsung Elec (PREF).

TWSE Foreign Holding Weekly (Oct 11th): TSMC, Fubon Financial, Quanta Computer, Wistron

By Ke Yan, CFA, FRM

  • We analyzed the changes in foreign holdings of TWSE Stocks as of Oct 11th which has an aggregated holding worth USD1,014.8bn.
  • We estimate that foreign flows to be inflows of USD1,158mln. 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, Fubon Financial, Quanta Computer, Wistron.

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