Abstract: We analyzed short interest data for the Stock Exchange of Thailand as of May 29th, covering stocks with minimum market capitalization of USD100 million and minimum short interest of USD5 million. Aggregate short interest totaled USD3,276m, up 2.9% week-on-week, outpacing the SET50 index gain of 0.8%. The largest short positions were held in Delta Electronics (USD443m), Airports of Thailand (USD262m), and Advanced Info Service (USD188m). The largest weekly increases in short value were in Delta Electronics (+USD48m), Airports of Thailand (+USD17m), and CP ALL (+USD14m). Notable decreases were seen in PTT E&P (-USD12m), TMBThanachart Bank (-USD7m, -16.9%), and Cal-Comp Electronics (-USD2.5m, -16.4%), while Energy Absolute saw the sharpest rise in short intensity, with a z-score of +4.3 and short shares as a percentage of shares outstanding rising to 3.27%.
TMBThanachart Bank, Energy Absolute, CP ALL, KCE Electronics, Cal-Comp Electronics
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