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% |
-29.2% |
90.4% |
-12.6% |
-30.1% |
89.7% |
-15.0% |
-23.0% |
25.2% |
| 1 |
China |
22.4% |
10.9% |
38.9% |
21.5% |
10.9% |
37.1% |
5.2% |
-6.4% |
24.7% |
| 2 |
Hong Kong |
6.0% |
16.6% |
-54.5% |
5.7% |
16.4% |
-55.7% |
38.4% |
40.3% |
20.4% |
| 3 |
Indonesia |
33.6% |
33.6% |
0.0% |
35.5% |
35.5% |
0.0% |
40.5% |
40.5% |
0.0% |
| 4 |
Japan |
0.3% |
0.2% |
1.0% |
-1.0% |
-0.4% |
-5.8% |
0.1% |
-3.7% |
25.9% |
| 5 |
Korea |
5.9% |
94.1% |
5.0% |
5.6% |
94.1% |
4.7% |
9.5% |
43.7% |
8.6% |
| 6 |
Malaysia |
50.1% |
50.1% |
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 |
-74.5% |
-74.5% |
0.0% |
-75.4% |
-75.4% |
0.0% |
-67.6% |
-67.6% |
-57.7% |
| 10 |
Taiwan |
16.0% |
16.0% |
0.0% |
16.6% |
16.6% |
0.0% |
15.0% |
19.7% |
3.5% |
| 11 |
Thailand |
45.3% |
49.8% |
13.2% |
44.5% |
48.8% |
13.1% |
37.3% |
41.1% |
-8.0% |
| 12 |
Total |
8.6% |
5.4% |
20.0% |
7.7% |
5.0% |
17.6% |
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 |
-799 |
35.6 |
-1.5 |
16,814 |
-639 |
39.9 |
-1.5 |
2,416 |
-160 |
20.3 |
-1.3 |
| 1 |
China |
15,060 |
1,238 |
27.9 |
2.3 |
8,911 |
897 |
21.1 |
2.1 |
6,153 |
341 |
51.8 |
2.9 |
| 2 |
Hong Kong |
7,957 |
330 |
14.7 |
0.6 |
6,776 |
481 |
16.1 |
1.1 |
1,187 |
-152 |
10.0 |
-1.3 |
| 3 |
Australia |
3,742 |
-660 |
6.9 |
-1.2 |
3,164 |
-1,050 |
7.5 |
-2.5 |
578 |
390 |
4.9 |
3.3 |
| 4 |
Taiwan |
3,470 |
145 |
6.4 |
0.3 |
3,470 |
145 |
8.2 |
0.3 |
0 |
0 |
0.0 |
0.0 |
| 5 |
Korea |
1,424 |
2 |
2.6 |
0.0 |
14 |
14 |
0.0 |
0.0 |
1,409 |
-12 |
11.9 |
-0.1 |
| 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 |
672 |
672 |
1.2 |
1.2 |
672 |
672 |
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 |
293 |
293 |
0.5 |
0.5 |
293 |
293 |
0.7 |
0.7 |
0 |
0 |
0.0 |
0.0 |
| 10 |
Philippines |
187 |
187 |
0.3 |
0.3 |
187 |
187 |
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 |
54,039 |
1,714 |
100.0 |
3.2 |
42,159 |
1,253 |
100.0 |
3.0 |
11,889 |
461 |
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 |
-11,698 |
10 |
35 |
-7,153 |
142 |
484 |
32,474 |
1,084 |
3,705 |
| 1 |
China |
-40,660 |
106 |
225 |
266,422 |
1,461 |
4,441 |
121,978 |
11,495 |
53,455 |
| 2 |
Hong Kong |
-22,544 |
37 |
172 |
78,560 |
526 |
2,422 |
42,600 |
4,421 |
10,612 |
| 3 |
Indonesia |
3,412 |
8 |
0 |
-5,453 |
119 |
0 |
-10,210 |
184 |
0 |
| 4 |
Japan |
37,737 |
66 |
151 |
5,426 |
914 |
1,930 |
-51,908 |
6,409 |
13,606 |
| 5 |
Korea |
90 |
0 |
0 |
18,885 |
3 |
0 |
-79,270 |
48 |
327 |
| 6 |
Malaysia |
4,420 |
17 |
0 |
18,473 |
234 |
0 |
-24,078 |
834 |
0 |
| 7 |
New Zealand |
1,276 |
0 |
2 |
-4,317 |
0 |
30 |
-12,072 |
0 |
234 |
| 8 |
Philippines |
-3,754 |
5 |
0 |
3,600 |
69 |
0 |
-7,070 |
381 |
27 |
| 9 |
Singapore |
-3,115 |
0 |
16 |
-24,902 |
0 |
201 |
-69,064 |
8 |
1,266 |
| 10 |
Taiwan |
9,958 |
24 |
54 |
115,241 |
329 |
819 |
166,202 |
2,695 |
6,816 |
| 11 |
Thailand |
0 |
14 |
0 |
15,975 |
202 |
0 |
72,845 |
1,693 |
528 |
| 12 |
Total |
-24,879 |
288 |
655 |
480,756 |
3,999 |
10,327 |
182,428 |
29,252 |
90,576 |
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 |
-13,457 |
10 |
35 |
-80,205 |
142 |
484 |
86,743 |
1,084 |
3,705 |
| 1 |
China |
-49,384 |
106 |
225 |
-58,099 |
1,461 |
4,441 |
-709,583 |
11,495 |
53,455 |
| 2 |
Hong Kong |
-6,604 |
37 |
172 |
53,797 |
526 |
2,422 |
-197,351 |
4,421 |
10,612 |
| 3 |
Indonesia |
3,412 |
8 |
0 |
-5,453 |
119 |
0 |
-10,210 |
184 |
0 |
| 4 |
Japan |
22,923 |
66 |
151 |
-62,755 |
914 |
1,930 |
-116,397 |
6,409 |
13,606 |
| 5 |
Korea |
72 |
0 |
0 |
2,031 |
3 |
0 |
-18,575 |
48 |
327 |
| 6 |
Malaysia |
4,420 |
17 |
0 |
18,473 |
234 |
0 |
-24,078 |
834 |
0 |
| 7 |
New Zealand |
1,276 |
0 |
2 |
-4,317 |
0 |
30 |
-12,136 |
0 |
234 |
| 8 |
Philippines |
-3,754 |
5 |
0 |
3,600 |
69 |
0 |
-7,070 |
381 |
27 |
| 9 |
Singapore |
-3,115 |
0 |
16 |
-24,902 |
0 |
201 |
-69,168 |
8 |
1,266 |
| 10 |
Taiwan |
9,958 |
24 |
54 |
115,241 |
329 |
819 |
147,548 |
2,695 |
6,816 |
| 11 |
Thailand |
0 |
14 |
0 |
13,507 |
202 |
0 |
75,774 |
1,693 |
528 |
| 12 |
Total |
-34,253 |
288 |
655 |
-29,084 |
3,999 |
10,327 |
-854,503 |
29,252 |
90,576 |
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 |
1,759 |
0 |
0 |
73,053 |
0 |
0 |
-54,269 |
0 |
0 |
| 1 |
China |
8,723 |
0 |
0 |
324,521 |
0 |
0 |
831,561 |
0 |
0 |
| 2 |
Hong Kong |
-15,940 |
0 |
0 |
24,763 |
0 |
0 |
239,952 |
0 |
0 |
| 3 |
Indonesia |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 4 |
Japan |
14,814 |
0 |
0 |
68,181 |
0 |
0 |
64,488 |
0 |
0 |
| 5 |
Korea |
18 |
0 |
0 |
16,855 |
0 |
0 |
-60,695 |
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 |
0 |
0 |
0 |
2,467 |
0 |
0 |
-2,929 |
0 |
0 |
| 12 |
Total |
9,375 |
0 |
0 |
509,840 |
0 |
0 |
1,036,930 |
0 |
0 |