Abstract: We analyzed short interest data for the Stock Exchange of Thailand as of May 15th, covering stocks with minimum market capitalization of USD100 million and minimum short interest of USD5 million, finding aggregate short interest of USD3,117m. Aggregate short interest increased 2.5% week-on-week, outpacing the SET50 index gain of 0.8%. On the increase side, Delta Electronics (DELTA TB) saw the largest rise in short value at +USD34m, followed by Minor International (MINT TB) at +USD15m and Bangkok Bank (BBL TB) at +USD15m. On the decrease side, Krung Thai Bank (KTB TB) recorded the largest short cover at -USD16m (-14.9%), followed by PTT E&P (PTTEP TB) at -USD7m. By z-score, Com7 (COM7 TB) showed the most statistically significant short build at +3.0 standard deviations, while Amata (AMATA TB) and Minor International each rose by +2.2 to +2.5 standard deviations.
Bangkok Bank, Minor International, Com7, Krung Thai Bank, Amata
A weekly review of short interest on the Stock Exchange of Thailand. Each issue tabulates the largest shorts by value and as a multiple of average daily turnover, plus the week's biggest increases and decreases, then picks out the names where positioning moved most. All issues of Thailand Short Interest Weekly →
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