Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Highly experienced ex-Delta One trader with 17 years of experience trading arbitrage and related strategies across Asian markets.

Exempt Financial Adviser (EFA) under CrossASEAN Research Pte Ltd.

It is important to note that the information provided by Periscope Analytics is based on publicly available data and own knowledge, which has been gathered and synthesized from a variety of sources. While every effort has been made to ensure the accuracy and completeness of the information provided, it is not guaranteed to be free from errors or omissions.

All forecasts and estimates are based on information that has been obtained from public sources that are considered to be reliable. The sources include, but are not limited to, company announcements, exchange filings, ETF and other passive investment vehicle holdings, and free float and volume data from third-party data providers. Periscope Analytics does not guarantee the accuracy and completeness of the forecasts, estimates and/or other information.

Pan-Asia Index Rebalances/ Events/ Delta One

Korea - Massive Covering on Hyundai Motor, Shorts Increase on SK Companies

Korea - Shorts Cover Hyundai Motor and Hyundai Mobis

Korea - Shorts Increase on Amore Corp, Decrease on Amore Group

Quantitative Analysis

Using the KRX short data report released daily, we take a look at the short interest on Korea listed names for the year.
For stocks with short interest of more than KRW 5bn, we take a look at the short interest evolution for stocks with the largest market cap, those with the largest short notional, those with the largest short interest as a percentage of free float, and those with the highest returns and biggest losses for the year. We also take a look at the moves in short interest for some of the larger KOSDAQ names.
Lots of pretty (and some not so pretty) charts in each section so you don't have to read a thousand words.

Using the KRX short data report released daily, we take a look at the short interest on Korea listed names for the year.
For stocks with short interest of more than KRW 5bn, we take a look at the short interest evolution for stocks with the largest market cap, those with the largest short notional, those with the largest short interest as a percentage of free float, and those with the highest returns and biggest losses for the year. We also take a look at the moves in short interest for some of the larger KOSDAQ names.
Lots of pretty (and some not so pretty) charts in each section so you don't have to read a thousand words.

Samsung Electro Mechanics Co, Ltd. (009150 KS)

Lotte Tour Development Co, Ltd. (032350 KS)

Korea - 2019 Short Interest Recap