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 - The Shorts Must Be Crazy (On Some Names)!

Korea Short Interest - Candidates for Short Covering/New Shorts

Quantitative Analysis

South korea Auto components / Quantitative Analysis

<div><p>The Korea Exchange (KRX) publishes outstanding short position data daily with a two day lag. The data below is of the close of 18 October.</p></div><div><p>Current short notional on the KOSPI market is KRW 12,423bn (US$10.60bn) with the largest short notionals in <a href="https://www.smartkarma.com/entities/celltrion-inc" target="_blank" rel="noopener" data-smartkarma-citation="entities:991:1">Celltrion Inc (068270 KS)</a>, <a href="https://www.smartkarma.com/entities/samsung-biologics-co-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:22932:1">Samsung Biologics Co., (207940 KS)</a>, <a href="https://www.smartkarma.com/entities/samsung-electro-mechanics-co-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:539:1">Samsung Electro Mechanics Co, Ltd. (009150 KS)</a>,  <a href="https://www.smartkarma.com/entities/hyundai-motor-co" target="_blank" rel="noopener" data-smartkarma-citation="entities:155:1">Hyundai Motor Co (005380 KS)</a> and <a href="https://www.smartkarma.com/entities/hyundai-mobis-co-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:6089:1">Hyundai Mobis (012330 KS)</a>. </p></div><div><p>Stocks with the largest short percentage as a percentage of free float are <a href="https://www.smartkarma.com/entities/netmarble-corporation" target="_blank" rel="noopener" data-smartkarma-citation="entities:22839:1">Netmarble Corporation (251270 KS)</a>, <a href="https://www.smartkarma.com/entities/doosan-infracore-co-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:3982:1">Doosan Infracore (042670 KS)</a>, <a href="https://www.smartkarma.com/entities/celltrion-inc" target="_blank" rel="noopener" data-smartkarma-citation="entities:991:1">Celltrion Inc (068270 KS)</a>, <a href="https://www.smartkarma.com/entities/samsung-biologics-co-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:22932:1">Samsung Biologics Co., (207940 KS)</a> and <a href="https://www.smartkarma.com/entities/fila-korea-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:10699:1">Fila Korea Ltd (081660 KS)</a>. </p></div><div><p>Stocks with the largest increase in short interest over the last week were <a href="https://www.smartkarma.com/entities/samsung-electronics-pref-shares" target="_blank" rel="noopener" data-smartkarma-citation="entities:23591:1">Samsung Electronics Pref Shares (005935 KS)</a>, <a href="https://www.smartkarma.com/entities/feelux-co-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:5382:1">Feelux Co Ltd (033180 KS)</a>, <a href="https://www.smartkarma.com/entities/hana-financial-group" target="_blank" rel="noopener" data-smartkarma-citation="entities:12843:1">Hana Financial (086790 KS)</a> and <a href="https://www.smartkarma.com/entities/hyundai-motor-co" target="_blank" rel="noopener" data-smartkarma-citation="entities:155:1">Hyundai Motor Co (005380 KS)</a> while shorts were covered in <a href="https://www.smartkarma.com/entities/samsung-electro-mechanics-co-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:539:1">Samsung Electro Mechanics Co, Ltd. (009150 KS)</a>, <a href="https://www.smartkarma.com/entities/lg-chem-ltd" target="_blank" rel="noopener" data-smartkarma-citation="entities:3583:1">LG Chem Ltd (051910 KS)</a>, <a href="https://www.smartkarma.com/entities/amorepacific-group" target="_blank" rel="noopener" data-smartkarma-citation="entities:12179:1">Amorepacific Group (002790 KS)</a> and <a href="https://www.smartkarma.com/entities/lg-household-health-care" target="_blank" rel="noopener" data-smartkarma-citation="entities:6501:1">LG Household &amp; Health Care (051900 KS)</a>.   </p></div>

The Korea Exchange (KRX) publishes outstanding short position data daily with a two day lag. The data below is of the close of 18 October.Current short notional on the KOSPI market is KRW 12,423bn (US$10.60bn) with the largest short notionals in Celltrion Inc (068270 KS), Samsung Biologics Co., (207940 KS), Samsung Electro Mechanics Co, Ltd. (009150 KS),  Hyundai Motor Co (005380 KS) and Hyundai Mobis (012330 KS). Stocks with the largest short percentage as a percentage of free float are Netmarble Corporation (251270 KS), Doosan Infracore (042670 KS), Celltrion Inc (068270 KS), Samsung Biologics Co., (207940 KS) and Fila Korea Ltd (081660 KS). Stocks with the largest increase in short interest over the last week were Samsung Electronics Pref Shares (005935 KS), Feelux Co Ltd (033180 KS), Hana Financial (086790 KS) and Hyundai Motor Co (005380 KS) while shorts were covered in Samsung Electro Mechanics Co, Ltd. (009150 KS), LG Chem Ltd (051910 KS), Amorepacific Group (002790 KS) and LG Household &amp; Health Care (051900 KS).   

Samsung Electro Mechanics Co, Ltd. (009150 KS)

Korea Shorts - Autos & Parts