Enhanced Recommendations with Borrow Data Only

Generated on: 2025-06-12 16:30:05

Signal Date: 2025-06-12

Borrow Data Filter

This report shows ONLY recommendations with valid borrow availability data

Base Filter: Abs_Net_Flows_3M_ADVT_days > 1 (excluding 2587 HK)

Additional Filter: Must have valid borrow_avail data from GS CN Availability file

Original Recommendations: 37

With Borrow Data: 13

Summary Statistics

Total Recommendations with Borrow Data: 13

With Price Data: 13

With ret2d Data: 13

With ret3d Data: 13

With Trading Lot Size Data: 0

All have Borrow Data: 13

Trade Calculations (Borrow Data Only)

Total BUY Amount: $10,000,000 across 3 recommendations ($3,333,333 each)

Total SELL Amount: $10,000,000 across 10 recommendations ($1,000,000 each)

Qty Rounding: Quantities rounded to nearest 100 shares

SELL quantities and USD amounts are negative

Enhanced Recommendations with Borrow Data

# Source BBG_Ticker Company_Name Sector Mkt_Cap_USD_mn Net_Flows_3M_ADVT_days Abs_Net_Flows_3M_ADVT_days Price_Open Price_Close Price_VWAP ret2d ret3d trading_lot_size borrow_avail borrow_utilization current_position_qty current_position_value qty_to_trade usd_to_trade External_RIC AssetKey
1 BUY 688608 CG Bestechnic (Shanghai) (A) Tech Hardware & Semis 6,288 3.9 3.9 386.90 367.36 376.19 -4.58% -4.58% - 4,356 - 5,100 $260,459 9,100 $3,342,977 688608.SH @BESTE6
2 SELL 002007 CS Hualan Biological (A) Health Care 3,561 -3.9 3.9 16.36 16.52 16.47 1.41% 1.41% - 60,935 99.3% 0 $0 -60,500 $-999,460 002007.ZK @HUALA1
3 SELL 600755 CG Xiamen International Trade Group (A) Capital Goods 1,854 -3.2 3.2 6.24 6.35 6.29 2.42% 2.42% - 1,273,382 12.4% 0 $0 -157,500 $-1,000,125 600755.SH @XIAME7
4 SELL 002240 CS Shenzhen Chengxin Lithium (A) Chemicals & Other Materials 1,501 -2.3 2.3 12.00 11.88 11.86 1.28% 1.28% - 11,079 760.0% 0 $0 -84,200 $-1,000,296 002240.ZK @GUANG112
5 SELL 002555 CS 37 Interactive Entertainment (A) Internet/Media & Entertainment 3,287 -2.2 2.2 14.87 15.06 15.05 2.87% 2.87% - 1,394,222 4.8% 0 $0 -66,400 $-999,984 002555.ZK @WUHUS1
6 SELL 002128 CS Dian Tou Energy (A) Energy 6,061 -2.2 2.2 19.75 19.61 19.61 -1.65% -1.65% - 30,219 168.8% 0 $0 -51,000 $-1,000,110 002128.ZK @HUOLI1
7 SELL 600642 CG Shenergy (A) Utilities 5,990 -1.9 1.9 8.74 8.76 8.75 0.23% 0.23% - 47,686 239.5% 0 $0 -114,200 $-1,000,392 600642.SH @SHENE1
8 SELL 002407 CS Do-Fluoride Chemicals (A) Chemicals & Other Materials 1,911 -1.8 1.8 11.96 11.87 11.84 0.42% 0.42% - 362,218 23.2% 0 $0 -84,200 $-999,454 002407.ZK @DOFLU1
9 BUY 300972 CS Fujian Wanchen Biotechnology Group (A) Consumer Staples 4,907 1.4 1.4 189.28 194.46 191.26 6.04% 6.04% - 301,106 - 0 $0 17,100 $3,325,266 300972.ZK @FUJIA89
10 SELL 601567 CG Ningbo Sanxing Medical Electric (A) Capital Goods 4,355 -1.3 1.3 22.45 22.30 22.48 0.17% 0.17% - 814,674 5.5% 0 $0 -44,800 $-999,040 601567.SH @NINGB31
11 SELL 1797 HK East Buy Consumer Staples 1,731 -1.3 1.3 12.96 12.82 12.82 -1.38% -1.38% - 1,732,360 4.5% 0 $0 -78,000 $-999,960 1797.HK @KOOLE1
12 SELL 600438 CG Tongwei (A) Tech Hardware & Semis 10,213 -1.2 1.2 16.11 16.00 15.96 0.25% 0.25% - 376,587 16.6% 0 $0 -62,500 $-1,000,000 600438.SH @TONGW1
13 BUY 601600 CG Aluminum Corp. of China (A) Metals & Mining 12,275 1.2 1.2 6.94 6.92 6.94 1.17% 1.17% - 7,272,424 - 0 $0 481,700 $3,333,364 601600.SH @ALUMI31

Data Sources:

Color Legend:

Green background = Buy recommendations

Red background = Sell recommendations

Filtering Notes

This report is a filtered subset of the main Enhanced Recommendations report

Only recommendations with valid borrow availability data are shown here

Trade calculations are recalculated based on the filtered set only

View Full Enhanced Recommendations Report