Abstract: We analyzed short interest data for the Stock Exchange of Thailand as of July 24th, covering stocks with minimum market capitalization of USD100 million and minimum short interest of USD5 million, and estimate aggregate short interest of USD3,246 million. Aggregate short interest increased 3.5% week-on-week, outpacing the SET50 index gain of 0.4%. The largest short by value was Delta Electronics (DELTA TB) at USD453 million, followed by Airports of Thailand (AOT TB) at USD210 million and PTT E&P (PTTEP TB) at USD179 million. The biggest weekly increases in short value were Delta Electronics (DELTA TB) at +USD38 million and Krung Thai Bank (KTB TB) at +USD31 million, while the sharpest z-score increase was Gunkul Engineering (GUNKUL TB) at +5.9 standard deviations. The largest weekly decreases in short value were Airports of Thailand (AOT TB) at -USD18 million and Bangkok Bank (BBL TB) at -USD13 million. Notable increases in short intensity (xADT) were seen in THAI AIRWAYS INTERNATIONAL (THAI TB) at +0.47x ADT and CP Foods (CPF TB) at +0.48x ADT.
THAI AIRWAYS INTERNATIONAL, Krung Thai Bank, Gunkul Engineering, Bumrungrad Hospital, CP Foods
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