Abstract: We analyzed short interest changes on the Stock Exchange of Thailand as of August 14th, covering stocks with minimum market capitalization of USD100 million and minimum short interest of USD5 million, and estimate aggregated short interest of USD3,177 million. Total short interest increased 0.7% week-on-week, while the SET50 index declined 0.6%, indicating a net bearish tilt against the market. The largest short by value was Delta Electronics (DELTA TB) at USD393 million, followed by Airports of Thailand (AOT TB) at USD189 million and PTT E&P (PTTEP TB) at USD161 million. The biggest weekly increase in short value was Advanced Info Service (ADVANC TB), which saw short interest fall by USD15.6 million (-12.6%), while TMBThanachart Bank (TTB TB) saw the largest increase, up USD11 million (+32.8%), and Thai Oil (TOP TB) rose USD8.5 million (+21.2%). On a z-score basis, TMBThanachart Bank showed the most statistically significant build-up at +2.5 standard deviations, while THAI AIRWAYS INTERNATIONAL (THAI TB) recorded the sharpest ADT-adjusted reduction at -0.37x ADT.
PTT Oil and Retail, THAI AIRWAYS INTERNATIONAL, TMBThanachart Bank, Advanced Info Service, Thai Oil
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