Beta by Country (Combined / Base / Periscope)
|
Country |
Daily Combined Beta |
Daily Base Beta |
Daily Periscope Beta |
Monthly Combined Beta |
Monthly Base Beta |
Monthly Periscope Beta |
Yearly Combined Beta |
Yearly Base Beta |
Yearly Periscope Beta |
| 0 |
Australia |
-10.9% |
-29.6% |
90.6% |
-13.1% |
-30.4% |
89.5% |
-15.1% |
-22.8% |
23.6% |
| 1 |
China |
22.5% |
11.0% |
39.3% |
20.9% |
10.5% |
36.5% |
4.7% |
-6.8% |
24.3% |
| 2 |
Hong Kong |
6.0% |
16.8% |
-55.0% |
5.7% |
16.5% |
-56.0% |
39.3% |
41.0% |
23.7% |
| 3 |
Indonesia |
35.7% |
35.7% |
0.0% |
35.9% |
35.9% |
0.0% |
41.5% |
41.5% |
0.0% |
| 4 |
Japan |
-0.1% |
-0.2% |
0.9% |
-1.3% |
-0.5% |
-7.6% |
0.1% |
-3.8% |
26.7% |
| 5 |
Korea |
6.0% |
94.1% |
5.1% |
5.5% |
94.1% |
4.6% |
9.6% |
43.0% |
8.8% |
| 6 |
Malaysia |
50.3% |
50.3% |
0.0% |
50.2% |
50.2% |
0.0% |
50.5% |
50.5% |
0.0% |
| 7 |
New Zealand |
-51.8% |
-51.8% |
0.0% |
-51.8% |
-51.8% |
0.0% |
-51.5% |
-51.5% |
-15.3% |
| 8 |
Philippines |
43.2% |
43.2% |
0.0% |
43.5% |
43.5% |
0.0% |
40.9% |
40.9% |
0.0% |
| 9 |
Singapore |
-75.8% |
-75.8% |
0.0% |
-75.6% |
-75.6% |
0.0% |
-67.4% |
-67.4% |
-57.7% |
| 10 |
Taiwan |
17.6% |
17.6% |
0.0% |
16.7% |
16.7% |
0.0% |
15.0% |
19.8% |
3.5% |
| 11 |
Thailand |
45.3% |
49.8% |
13.2% |
44.3% |
48.5% |
13.1% |
37.1% |
40.9% |
-8.8% |
| 12 |
Total |
8.6% |
5.4% |
20.2% |
7.5% |
4.9% |
16.9% |
8.2% |
4.4% |
20.5% |
Exposure by Country (Combined / Base / Periscope)
|
Country |
Combined Gross MV |
Combined Net MV |
Combined % Gross of GMV |
Combined % Net of GMV |
Base Gross MV |
Base Net MV |
Base % Gross of GMV |
Base % Net of GMV |
Periscope Gross MV |
Periscope Net MV |
Periscope % Gross of GMV |
Periscope % Net of GMV |
| 0 |
Japan |
19,144 |
-1,056 |
35.3 |
-1.9 |
16,730 |
-890 |
39.5 |
-2.1 |
2,413 |
-166 |
20.2 |
-1.4 |
| 1 |
China |
15,269 |
1,261 |
28.1 |
2.3 |
9,072 |
894 |
21.4 |
2.1 |
6,201 |
367 |
51.9 |
3.1 |
| 2 |
Hong Kong |
8,013 |
364 |
14.8 |
0.7 |
6,809 |
526 |
16.1 |
1.2 |
1,210 |
-162 |
10.1 |
-1.4 |
| 3 |
Australia |
3,751 |
-670 |
6.9 |
-1.2 |
3,168 |
-1,065 |
7.5 |
-2.5 |
583 |
395 |
4.9 |
3.3 |
| 4 |
Taiwan |
3,465 |
212 |
6.4 |
0.4 |
3,465 |
212 |
8.2 |
0.5 |
0 |
0 |
0.0 |
0.0 |
| 5 |
Korea |
1,407 |
-6 |
2.6 |
-0.0 |
14 |
14 |
0.0 |
0.0 |
1,393 |
-20 |
11.7 |
-0.2 |
| 6 |
Thailand |
1,201 |
1,109 |
2.2 |
2.0 |
1,055 |
1,055 |
2.5 |
2.5 |
146 |
54 |
1.2 |
0.5 |
| 7 |
Malaysia |
693 |
693 |
1.3 |
1.3 |
693 |
693 |
1.6 |
1.6 |
0 |
0 |
0.0 |
0.0 |
| 8 |
Singapore |
649 |
-649 |
1.2 |
-1.2 |
649 |
-649 |
1.5 |
-1.5 |
0 |
0 |
0.0 |
0.0 |
| 9 |
Indonesia |
309 |
309 |
0.6 |
0.6 |
309 |
309 |
0.7 |
0.7 |
0 |
0 |
0.0 |
0.0 |
| 10 |
Philippines |
189 |
189 |
0.3 |
0.3 |
189 |
189 |
0.4 |
0.4 |
0 |
0 |
0.0 |
0.0 |
| 11 |
New Zealand |
157 |
-157 |
0.3 |
-0.3 |
157 |
-157 |
0.4 |
-0.4 |
0 |
0 |
0.0 |
0.0 |
| 12 |
Total |
54,246 |
1,598 |
100.0 |
2.9 |
42,309 |
1,130 |
100.0 |
2.7 |
11,946 |
468 |
100.0 |
3.9 |
PROBLEM:These stocks have no beta in our system
|
internal_ric |
assetKey |
country |
strategy |
| 72837 |
429A.T |
@TEKSC1 |
Japan |
Periscope |
| 72838 |
2026.HK |
@PONYA2 |
Hong Kong |
Periscope |
| 72839 |
2788.HK |
@CHUAN16 |
Hong Kong |
Periscope |
| 72840 |
6031.HK |
@SANYH10 |
Hong Kong |
Periscope |
| 72841 |
9927.HK |
@SERES4 |
Hong Kong |
Periscope |
| 72848 |
301632.SZ |
@GUANG483 |
China |
Periscope |
| 72866 |
MRDIYT.BK |
@MRDIY2 |
Thailand |
Periscope |
| 80968 |
2269.HK |
@WUXIB5 |
Hong Kong |
Base |
| 85254 |
1114.HK |
@BRILL9 |
Hong Kong |
Base |
Combined PNL By Country
|
Country |
Daily PNL |
Daily Funding Cost |
Daily Borrow Cost |
Monthly PNL |
Monthly Funding Cost |
Monthly Borrow Cost |
Yearly PNL |
Yearly Funding Cost |
Yearly Borrow Cost |
| 0 |
Australia |
10,816 |
10 |
34 |
-11,098 |
102 |
346 |
28,529 |
1,043 |
3,567 |
| 1 |
China |
77,636 |
105 |
246 |
328,092 |
1,037 |
3,514 |
183,648 |
11,071 |
52,528 |
| 2 |
Hong Kong |
18,287 |
38 |
173 |
67,130 |
377 |
1,735 |
31,171 |
4,271 |
9,925 |
| 3 |
Indonesia |
2,792 |
8 |
0 |
-6,816 |
85 |
0 |
-11,573 |
151 |
0 |
| 4 |
Japan |
53,913 |
65 |
144 |
-61,663 |
652 |
1,349 |
-118,997 |
6,147 |
13,025 |
| 5 |
Korea |
-10,437 |
0 |
0 |
10,553 |
2 |
0 |
-87,603 |
47 |
327 |
| 6 |
Malaysia |
9,862 |
17 |
0 |
17,873 |
167 |
0 |
-24,677 |
766 |
0 |
| 7 |
New Zealand |
-1,444 |
0 |
2 |
-6,109 |
0 |
22 |
-13,864 |
0 |
226 |
| 8 |
Philippines |
48 |
5 |
0 |
11,076 |
48 |
0 |
407 |
360 |
27 |
| 9 |
Singapore |
-466 |
0 |
14 |
-22,325 |
0 |
142 |
-66,487 |
8 |
1,207 |
| 10 |
Taiwan |
33,604 |
24 |
51 |
97,127 |
233 |
618 |
148,088 |
2,600 |
6,616 |
| 11 |
Thailand |
798 |
15 |
0 |
17,181 |
144 |
0 |
74,051 |
1,635 |
528 |
| 12 |
Total |
195,410 |
288 |
663 |
441,021 |
2,847 |
7,726 |
142,693 |
28,100 |
87,976 |
Base PNL By Country
|
Country |
Daily PNL |
Daily Funding Cost |
Daily Borrow Cost |
Monthly PNL |
Monthly Funding Cost |
Monthly Borrow Cost |
Yearly PNL |
Yearly Funding Cost |
Yearly Borrow Cost |
| 0 |
Australia |
-9,648 |
10 |
34 |
-87,838 |
102 |
346 |
79,110 |
1,043 |
3,567 |
| 1 |
China |
11,564 |
105 |
246 |
-18,580 |
1,037 |
3,514 |
-670,064 |
11,071 |
52,528 |
| 2 |
Hong Kong |
15,506 |
38 |
173 |
36,724 |
377 |
1,735 |
-214,424 |
4,271 |
9,925 |
| 3 |
Indonesia |
2,792 |
8 |
0 |
-6,816 |
85 |
0 |
-11,573 |
151 |
0 |
| 4 |
Japan |
16,837 |
65 |
144 |
-109,050 |
652 |
1,349 |
-162,692 |
6,147 |
13,025 |
| 5 |
Korea |
28 |
0 |
0 |
1,579 |
2 |
0 |
-19,027 |
47 |
327 |
| 6 |
Malaysia |
9,862 |
17 |
0 |
17,873 |
167 |
0 |
-24,677 |
766 |
0 |
| 7 |
New Zealand |
-1,444 |
0 |
2 |
-6,109 |
0 |
22 |
-13,928 |
0 |
226 |
| 8 |
Philippines |
48 |
5 |
0 |
11,076 |
48 |
0 |
407 |
360 |
27 |
| 9 |
Singapore |
-466 |
0 |
14 |
-22,325 |
0 |
142 |
-66,590 |
8 |
1,207 |
| 10 |
Taiwan |
33,604 |
24 |
51 |
97,127 |
233 |
618 |
129,434 |
2,600 |
6,616 |
| 11 |
Thailand |
951 |
15 |
0 |
14,655 |
144 |
0 |
76,921 |
1,635 |
528 |
| 12 |
Total |
79,636 |
288 |
663 |
-71,685 |
2,847 |
7,726 |
-897,103 |
28,100 |
87,976 |
Periscope PNL By Country
|
Country |
Daily PNL |
Daily Funding Cost |
Daily Borrow Cost |
Monthly PNL |
Monthly Funding Cost |
Monthly Borrow Cost |
Yearly PNL |
Yearly Funding Cost |
Yearly Borrow Cost |
| 0 |
Australia |
20,464 |
0 |
0 |
76,740 |
0 |
0 |
-50,581 |
0 |
0 |
| 1 |
China |
66,072 |
0 |
0 |
346,672 |
0 |
0 |
853,712 |
0 |
0 |
| 2 |
Hong Kong |
2,781 |
0 |
0 |
30,406 |
0 |
0 |
245,595 |
0 |
0 |
| 3 |
Indonesia |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 4 |
Japan |
37,075 |
0 |
0 |
47,388 |
0 |
0 |
43,695 |
0 |
0 |
| 5 |
Korea |
-10,465 |
0 |
0 |
8,974 |
0 |
0 |
-68,575 |
0 |
0 |
| 6 |
Malaysia |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 7 |
New Zealand |
0 |
0 |
0 |
0 |
0 |
0 |
65 |
0 |
0 |
| 8 |
Philippines |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 9 |
Singapore |
0 |
0 |
0 |
0 |
0 |
0 |
104 |
0 |
0 |
| 10 |
Taiwan |
0 |
0 |
0 |
0 |
0 |
0 |
18,654 |
0 |
0 |
| 11 |
Thailand |
-153 |
0 |
0 |
2,526 |
0 |
0 |
-2,870 |
0 |
0 |
| 12 |
Total |
115,774 |
0 |
0 |
512,707 |
0 |
0 |
1,039,797 |
0 |
0 |