Quantitative Research

A-H Premium Weekly (May 15th): Datang Power, CIMC, Beone Medicines, Midea, Weichai Power

15 May 2026 By Ke Yan, CFA
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Abstract: We analyzed A-H premium changes across 182 dual-listed A-H stocks as of May 15th, finding an average A-H premium of 71.9%, up 1.7ppt week-on-week and 4.2ppt over the past four weeks. Premium increases outpaced decreases, with 110 stocks widening and 72 narrowing. Sector gains were led by Utilities (+17.6ppt) and Consumer Staples (+9.0ppt), while Real Estate (-5.4ppt) and Communication Services (-1.5ppt) saw the largest contractions. The standout mover was Datang Power (601991 CH / 991 HK), whose A-H premium surged 91.0ppt to 203.0%, a 52-week high, driven by a 43% gain in the A-share versus flat H-share performance. Other notable increases include Yantai North Andre Juice (+51.2ppt), CIMC (+13.8ppt, z-score 3.4), and Beone Medicines (+12.3ppt), while Midea (-4.8ppt, z-score -2.6), Beijing North Star (-20.6ppt), and Sicc (-18.8ppt) posted the most statistically significant declines.

BEONE MEDICINES (6160 HK) CHINA TELECOM (728 HK) MIDEA (300 HK) CIMC (2039 HK) DATANG POWER (991 HK) WEICHAI POWER (2338 HK)

Highlighted Stocks

BEONE MEDICINES, CHINA TELECOM, MIDEA, CIMC, DATANG POWER, WEICHAI POWER

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