Quantitative Research

A-H Premium Weekly (May 8th): Datang Power, Eastroc, Montage Tech, China Life, Midea, Fuyao Glass

08 May 2026 By Ke Yan, CFA
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Abstract: We analyzed A-H premium changes across 180 dual-listed A-H stocks as of May 8th, finding an average premium of 70.1%, up 0.2ppt week-on-week and 1.9ppt over four weeks. The average premium widened modestly, with 85 stocks seeing increases and 95 decreases. Utilities led sector gains (+7.4ppt), driven by strong A-share outperformance, while Information Technology saw the sharpest sector compression (-5.2ppt). Among individual stocks, Datang Power posted the largest absolute and z-score increase (+35.0ppt, z=4.4), hitting a 52-week high at 112.0%, while Eastroc surged +20.9ppt (z=2.5) to 36.7%, also at a 52-week high. On the downside, Montage Tech fell -11.6ppt (z=-1.9) to -35.5%, a 52-week low, China Life dropped -9.7ppt (z=-1.1) to 37.4%, also a 52-week low, Fuyao Glass compressed -6.5ppt (z=-2.6) to 7.1%, and Midea widened +4.7ppt (z=2.7) to 8.5%.

MIDEA (300 HK) DATANG POWER (991 HK) MONTAGE TECH (6809 HK) Fuyao Glass (3606 HK) EASTROC (9980 HK) China Life (2628 HK)

Highlighted Stocks

MIDEA, DATANG POWER, MONTAGE TECH, Fuyao Glass, EASTROC, China Life

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