Abstract: We analyzed short interest data for the Stock Exchange of Thailand as of August 7th, covering stocks with minimum market capitalization of USD100 million and minimum short interest of USD5 million. Aggregate short interest stood at USD3,148m, down from USD3,309m a week prior. Short interest decreased 4.9% over the week, outpacing the SET50 index decline of 0.3%, indicating broad short covering. The largest weekly decrease was Delta Electronics (DELTA TB), where short value fell USD69m (-15.5%) to USD378m, remaining the most shorted stock by value. Other notable decreases include Airports of Thailand (AOT TB, -USD17m), PTT E&P (PTTEP TB, -USD17m), Gulf Energy Development (GULF TB, -USD16m), and SCC (SCC TB, -USD14m). On the increase side, Kasikornbank (KBANK TB) added USD5m in short value, while Bangkok Chain Hospital (BCH TB) saw the largest z-score increase (+1.9 sigma) and the biggest ADT multiple gain (+0.50x ADT).
Gulf Energy Development, Delta Electronics, CP ALL, SCC, PTT E&P
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