Abstract: We analyzed short interest data for the Stock Exchange of Thailand as of October 2nd, covering stocks with minimum market capitalization of USD100 million and minimum short interest of USD5 million, with aggregate short interest totaling USD3,285m. Short interest fell 7.4% from USD3,547m the prior week, a larger move than the SET50 index, which declined 2.7% over the same period. Delta Electronics (DELTA TB) saw the largest absolute reduction, with short value falling USD82m (-12.9%) to USD553m, though it remained the most shorted name on the exchange at 4.6x ADT. Bumrungrad Hospital (BH TB) recorded the most notable increase, with short value rising USD9m (+15.3%) to USD65m and short positioning adding 0.32x ADT. TISCO Financial (TISCO TB) posted the sharpest percentage decline, with short value dropping USD14m (-39.6%) to USD22m, the largest z-score decrease on the exchange at -3.8 standard deviations.
CP ALL, Bumrungrad Hospital, Krungthai Card, TISCO Financial, Delta Electronics
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.
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