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 |
-10.8% |
-29.5% |
90.6% |
-12.9% |
-30.3% |
89.6% |
-15.1% |
-22.9% |
24.4% |
| 1 |
China |
24.8% |
13.8% |
40.8% |
21.4% |
10.9% |
37.0% |
5.0% |
-6.6% |
24.5% |
| 2 |
Hong Kong |
4.6% |
15.3% |
-55.0% |
5.6% |
16.3% |
-55.9% |
38.8% |
40.7% |
22.0% |
| 3 |
Indonesia |
34.0% |
34.0% |
0.0% |
35.7% |
35.7% |
0.0% |
41.0% |
41.0% |
0.0% |
| 4 |
Japan |
-0.2% |
-0.3% |
0.9% |
-1.2% |
-0.4% |
-6.6% |
0.1% |
-3.8% |
26.3% |
| 5 |
Korea |
6.0% |
94.1% |
5.1% |
5.6% |
94.1% |
4.7% |
9.6% |
43.4% |
8.7% |
| 6 |
Malaysia |
50.2% |
50.2% |
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% |
43.4% |
43.4% |
0.0% |
41.0% |
41.0% |
0.0% |
| 9 |
Singapore |
-75.2% |
-75.2% |
0.0% |
-75.5% |
-75.5% |
0.0% |
-67.5% |
-67.5% |
-57.7% |
| 10 |
Taiwan |
16.9% |
16.9% |
0.0% |
16.7% |
16.7% |
0.0% |
15.0% |
19.8% |
3.5% |
| 11 |
Thailand |
45.3% |
49.8% |
13.2% |
44.4% |
48.7% |
13.1% |
37.2% |
41.0% |
-8.4% |
| 12 |
Total |
9.0% |
5.6% |
20.9% |
7.6% |
5.0% |
17.3% |
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 |
19,230 |
-945 |
35.6 |
-1.7 |
16,817 |
-778 |
39.9 |
-1.8 |
2,413 |
-166 |
20.3 |
-1.4 |
| 1 |
China |
15,097 |
1,465 |
27.9 |
2.7 |
8,954 |
1,045 |
21.2 |
2.5 |
6,147 |
420 |
51.7 |
3.5 |
| 2 |
Hong Kong |
7,951 |
286 |
14.7 |
0.5 |
6,747 |
448 |
16.0 |
1.1 |
1,210 |
-162 |
10.2 |
-1.4 |
| 3 |
Australia |
3,746 |
-656 |
6.9 |
-1.2 |
3,163 |
-1,051 |
7.5 |
-2.5 |
583 |
395 |
4.9 |
3.3 |
| 4 |
Taiwan |
3,476 |
190 |
6.4 |
0.4 |
3,476 |
190 |
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 |
2.1 |
1,055 |
1,055 |
2.5 |
2.5 |
146 |
54 |
1.2 |
0.5 |
| 7 |
Malaysia |
680 |
680 |
1.3 |
1.3 |
680 |
680 |
1.6 |
1.6 |
0 |
0 |
0.0 |
0.0 |
| 8 |
Singapore |
648 |
-648 |
1.2 |
-1.2 |
648 |
-648 |
1.5 |
-1.5 |
0 |
0 |
0.0 |
0.0 |
| 9 |
Indonesia |
303 |
303 |
0.6 |
0.6 |
303 |
303 |
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 |
155 |
-155 |
0.3 |
-0.3 |
155 |
-155 |
0.4 |
-0.4 |
0 |
0 |
0.0 |
0.0 |
| 12 |
Total |
54,083 |
1,811 |
100.0 |
3.3 |
42,199 |
1,290 |
100.0 |
3.1 |
11,893 |
521 |
100.0 |
4.4 |
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 |
15,726 |
30 |
103 |
4,627 |
132 |
449 |
44,255 |
1,074 |
3,670 |
| 1 |
China |
-21,010 |
318 |
702 |
307,082 |
1,355 |
4,216 |
162,638 |
11,389 |
53,230 |
| 2 |
Hong Kong |
33,970 |
113 |
514 |
101,100 |
490 |
2,249 |
65,140 |
4,384 |
10,440 |
| 3 |
Indonesia |
-2,049 |
25 |
0 |
-8,865 |
110 |
0 |
-13,622 |
176 |
0 |
| 4 |
Japan |
29,470 |
196 |
430 |
-32,192 |
848 |
1,779 |
-89,527 |
6,343 |
13,455 |
| 5 |
Korea |
8,243 |
1 |
0 |
18,796 |
2 |
0 |
-79,360 |
48 |
327 |
| 6 |
Malaysia |
-3,820 |
51 |
0 |
14,053 |
218 |
0 |
-28,497 |
817 |
0 |
| 7 |
New Zealand |
518 |
0 |
6 |
-5,591 |
0 |
28 |
-13,345 |
0 |
232 |
| 8 |
Philippines |
-3,723 |
16 |
0 |
7,354 |
64 |
0 |
-3,316 |
376 |
27 |
| 9 |
Singapore |
538 |
0 |
43 |
-21,787 |
0 |
185 |
-65,949 |
8 |
1,250 |
| 10 |
Taiwan |
8,156 |
72 |
147 |
105,283 |
305 |
765 |
156,244 |
2,671 |
6,763 |
| 11 |
Thailand |
-1,206 |
43 |
0 |
15,975 |
187 |
0 |
72,845 |
1,678 |
528 |
| 12 |
Total |
64,814 |
865 |
1,945 |
505,835 |
3,711 |
9,671 |
207,507 |
28,965 |
89,921 |
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 |
21,201 |
30 |
103 |
-66,638 |
132 |
449 |
100,311 |
1,074 |
3,670 |
| 1 |
China |
9,865 |
318 |
702 |
-8,715 |
1,355 |
4,216 |
-660,199 |
11,389 |
53,230 |
| 2 |
Hong Kong |
23,674 |
113 |
514 |
60,398 |
490 |
2,249 |
-190,750 |
4,384 |
10,440 |
| 3 |
Indonesia |
-2,049 |
25 |
0 |
-8,865 |
110 |
0 |
-13,622 |
176 |
0 |
| 4 |
Japan |
23,467 |
196 |
430 |
-85,583 |
848 |
1,779 |
-139,225 |
6,343 |
13,455 |
| 5 |
Korea |
381 |
1 |
0 |
1,959 |
2 |
0 |
-18,647 |
48 |
327 |
| 6 |
Malaysia |
-3,820 |
51 |
0 |
14,053 |
218 |
0 |
-28,497 |
817 |
0 |
| 7 |
New Zealand |
518 |
0 |
6 |
-5,591 |
0 |
28 |
-13,410 |
0 |
232 |
| 8 |
Philippines |
-3,723 |
16 |
0 |
7,354 |
64 |
0 |
-3,316 |
376 |
27 |
| 9 |
Singapore |
538 |
0 |
43 |
-21,787 |
0 |
185 |
-66,052 |
8 |
1,250 |
| 10 |
Taiwan |
8,156 |
72 |
147 |
105,283 |
305 |
765 |
137,590 |
2,671 |
6,763 |
| 11 |
Thailand |
-1,147 |
43 |
0 |
13,507 |
187 |
0 |
75,774 |
1,678 |
528 |
| 12 |
Total |
77,060 |
865 |
1,945 |
5,375 |
3,711 |
9,671 |
-820,043 |
28,965 |
89,921 |
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 |
-5,475 |
0 |
0 |
71,265 |
0 |
0 |
-56,056 |
0 |
0 |
| 1 |
China |
-30,875 |
0 |
0 |
315,798 |
0 |
0 |
822,837 |
0 |
0 |
| 2 |
Hong Kong |
10,296 |
0 |
0 |
40,702 |
0 |
0 |
255,890 |
0 |
0 |
| 3 |
Indonesia |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 4 |
Japan |
6,003 |
0 |
0 |
53,391 |
0 |
0 |
49,698 |
0 |
0 |
| 5 |
Korea |
7,862 |
0 |
0 |
16,837 |
0 |
0 |
-60,713 |
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 |
-59 |
0 |
0 |
2,467 |
0 |
0 |
-2,929 |
0 |
0 |
| 12 |
Total |
-12,247 |
0 |
0 |
500,460 |
0 |
0 |
1,027,550 |
0 |
0 |