ANALYSIS: IN August 2007, shares market on KASE was falliing under the influence of crisis on global financial markets

17.09.07 20:08
/IRBIS, Natalya Horoshevskaya, September 17, 07/ - In August 2007, 1,836 deals were registered in shares in all sectors, including deals, made on the special trading floor of the regional financial center of Almaty (STF RFCA) on Kazakhstan stock exchange (KASE) for a total of KZT37,981.1m. or $303.6 m. at the current exchange rate on dates, on which deals were made. The specified amount makes 69.8% of the month turnover of the market of corporate securities on KASE (in July - 66.1%) and 1.0% of the entire month exchange turnover (1.9%). Statistic characteristic of shares market on KASE in August and July of year 2007 ------------------------------------------------------------------------- Month: ------------------- Trend August July August 2007 Indicator 2007 2007 to July 2007 ---------------------------------------- --------- --------- ------------ Trades volume, th. USD 303,566.3 521,253.6 -41.8% Trades volume, m KZT 37,981.2 63,611.2 -40.3% Including on offerings, th. USD - - Х including on offerings, m. KZT - - Х including on STF RFCA, th. USD 1,329.8 326.3 +307.5% including on STF RFCA, m. KZT 167.1 39.9 +319.3% Number of deals 1,836 2,221 -17.3% Number of instruments, involved in deals 52 51 +2.0% Stake of nego deals (number), % 2.2 2.5 -0.3,пп Stake of nego deals (volume), % 10.3 11.0 -0.7,пп Part of pension assets, % on gross 9.5 6.1 +3.4,пп Part of physical entities, % on gross 26.9 26.3 +0.6,пп Number of exchange's members, 49 57 -14.0% who made deals Market concentration, %* 43.5 58.5 -14.9,пп ------------------------------------------------------------------------- *it is specified percentage out of the entire shares turnover, which is numbered by most traded securities (their number is 5% out of the total number of share denominations, included in traded lists of KASE) August on Kazakhstani Exchange of share instruments turned to be difficult for investors. The growing distrust towards Kazakhstani banks (which mainly form the KASE trading list) that was evoked by the crisis in the U.S. and by the considerable level of dependence of the local financial institutions on foreign borrowing has lead to reduction in the shares' market turnover and an outflow of capital in other sectors of Exchange business, particularly, in operations with currencies. The KASE_Shares index, as it is shown below in the table, had a negative dynamics during the whole analyzed month. Shares of Kazakhstani banks and industrial leaders of the country were falling in price on KASE same as on international markets. To a big extent, that gave a correlation of KASE_Shares index with other more well-known global inexes. In the analyzed month, price parameters of the common stocks of Exploration Production KazMunayGas JSC, Halyk saving bank of Kazakhstan JSC, Kazkommertsbank JSC, Kazakhtelecom JSC, and Alliance bank JSC have decreased by 3.9%, 6.1%, 20.8%, 6.1% and 24.9% respectively. Since by the results of August, the total stake of these instruments in the KASE_Shares index's basket exceeded 75%, the given statistics caused a negative trend of Kazakhstani index over the mentioned period. On European markets, GDR prices for the common shares of Exploration Production KazMunayGas JSC, Halyk saving bank of Kazakhstan JSC, Kazkommertsbank JSC, Kazakhtelecom JSC, and Bank TuranAlem JSC have deceased by 10.8%, 12.7%, 12.8%, 7.0% and 3.5% respectively over the month. The liquidity crisis on the global markets and crisis expectations in Kazakhstan had negative influence on price dynamics and KASE_Shares behaviour although the interregnal situation remained under control and far from being critical. The tentative of local investors to buy up the cheapened shares at the beginning of the third decade of August and consequent return of the index on its pre-crisis points have not let the KASE_Shares index fix on a level above 2,650 and change the direction. The last days of August and the first days of September, the index continued to fall following the price reductions of the market's favorites. Overall, by the results of August, the growth of weighted average day prices was shown only by 23% of share denominations involved in deals, 71% of shares showed reduction, 4% - unchanged trend; prices of 2% of share denominations had nothing to be compared with. The corresponding indicators of July are: 43%, 45%, 2%, and 10%. Shares of "the second echelon" demonstrated the maximal trends as of month results. EKTN has grown by 292.7%, RMXR has fallen in price by 71.4%. Below are given the tables, characterizing the shares market of KASE in the analyzed month more fully. Changes in list of shares, traded on KASE, in August 2007 (end of month, change over the month) --------------------------------------------------- Shares: Issuers: Category of ------------ Instruments ------------ admission number trend number trend number trend ------------ ------ ----- ------ ----- ------ ----- A 47 -1 47 -1 31 -1 B 48 0 48 0 39 0 ------------ ------ ----- ------ ----- ------ ----- A+B 95 -1 95 -1 69 -1 ------------ ------ ----- ------ ----- ------ ----- N 5 0 5 0 5 0 A+B+N 100 -1 100 -1 74 0 ------------ ------ ----- ------ ----- ------ ----- C (STF RFCA) 18 0 18 0 10 0 A+B+C+N 100 -1 118 -1 74 0 --------------------------------------------------- Notes: "A", "B" - categories of the official list of KASE; "C" - the category of the official list of the special trading floor of the regional financial center of Almaty (STF RFCA); "А+В" - the official list of KASE; "А+В+N" - the main trading floor of KASE; "A+B+C+N" - totally on KASE, including STF RFCA; in connection with launching STF RFCA, within a security (share) of one denomination two exchange instruments can go with, which are different with the trading code, conditions of trades performance and of payment completion. Changes of KASE_Shares for different periods to the moment of trades' closing on August 29, 2007 (basis actual/365) ----------------------------------------------------- Change: ------------- Period % % APR --------------------------------------- ------ ------ For previous 30 days -3.6 -44.3 Since the beginning of the current year +7.9 +11.9 (since January 1, 07) For the last 365 days (year) +45.2 +45.2 For year 2006 +274.1 +274.1 Since the beginning of year 2005 +303.7 +182.6 ----------------------------------------------------- Main indicators of exchange market of purchase and sales of shares in August of year 2007 --------------------------------------------------------------------- Market ca- Volume of Volume of Number of pitalization, Index deals, deals, deals Data m. USD KASE_Shares th. USD m. KZT ------------- ------------- ----------- --------- --------- --------- July 31, 07 67,375.55 2,708.14 7,654.8 946.0 86 August 1, 07 67,340.05 2,697.17 8,199.6 1,011.1 106 August 2, 07 67,242.32 2,674.45 5,376.6 662.8 30 August 3, 07 66,907.30 2,686.54 6,956.6 862.2 67 August 6, 07 66,349.28 2,669.75 12,363.9 1,538.4 52 August 7, 07 66,247.39 2,661.47 3,074.4 383.5 97 August 8, 07 65,699.83 2,612.54 4,786.7 596.1 98 August 9, 07 65,656.87 2,705.98 39,654.2 4,947.3 172 August 10, 07 65,039.85 2,635.24 16,560.3 2,070.0 102 August 13, 07 64,841.50 2,592.03 1,048.7 131.3 32 August 14, 07 64,050.22 2,572.25 6,021.3 755.7 72 August 15, 07 63,705.22 2,558.25 24,239.7 3,035.3 85 August 16, 07 62,494.37 2,506.15 47,645.9 5,974.8 99 August 17, 07 61,468.02 2,419.45 11,178.8 1,397.5 78 August 20, 07 61,858.11 2,387.34 25,073.2 3,134.6 66 August 21, 07 61,991.52 2,419.38 8,054.9 1,007.2 99 August 22, 07 65,266.36 2,625.73 22,466.2 2,810.7 144 August 23, 07 62,223.39 2,666.61 4,480.1 561.3 90 August 24, 07 62,141.16 2,653.11 18,968.1 2,381.6 88 August 27, 07 61,544.44 2,630.06 2,272.6 286.2 39 August 27, 07 61,225.97 2,623.17 17,252.5 2,174.7 101 August 28, 07 59,600.69 2,609.43 17,892.1 2,258.9 119 August 29, 07 -7,774.9 -98.71 , , ------------- ------------- ----------- --------- --------- --------- Trend -11.5 -3.6 , , % -0.1 +0.3 . . , --------------------------------------------------------------------- Results of trades in shares on KASE in August 2007 in purchase and sales sector (including nego deals) -------------------------------------------------------------------------------- Price, tenge per share: --------------------------------------------------------- on last deal for last 365 days: Volume Num- ---------------- -------------------- of deals, ber Shares trend th. de- code min. max. price % min. max. USD als ------ --------- --------- --------- ------ --------- ---------- --------- ----- ALKZ 1,400.0 1,400.01 1,400.0 1,400.00 3,500.01 3,092.6 4 AMGZ 46,000.0 46,000.0 46,000.0 0 44,500.00 105,000.00 27.5 1 ASAV 48,225.0 83,639.5 83,639.50 34,351.00 83,639.50 185.0 7 ASBN 37,500.0 62,700.0 37,550.0 -24.9 11,100.00 69,000.00 298.5 19 ASBNp1 16,200.0 19,000.0 16,200.0 -15.6 10,000.00 25,000.00 126.0 8 ASFI 10,500.0 12,500.0 10,500.0 -23.9 8,100.00 14,000.00 106.5 5 ASFIp 10,000.0 11,500.0 11,500.0 4,001.00 11,500.00 23,985.5 5 ASZS 29,742.13 29,742.13 29,742.13 12,882.94 29,742.13 11,915.0 1 aTEBNp 1,500.0 1,500.0 1,500.0 1,500.00 2,600.00 696.4 1 ATFB 9,301.0 11,500.0 9,301.0 -17.0 7,000.00 14,000.00 618.1 37 ATFBp 3,570.0 4,048.0 4,048.0 -8.7 2,800.00 6,500.00 360.6 5 ATFBp8 3,830.0 5,390.0 3,941.0 -7.6 1,500.00 8,999.00 20,337.8 65 aZERD 3.96 3.96 3.96 3.95 4.50 633.4 2 BTAS 126,000.0 146,000.0 137,000.0 -2.8 90,000.00 157,275.00 8,378.0 93 CCBN 1,400.0 1,942.0 1,725.0 -9.7 510.02 2,050.00 15,553.3 158 CHFM 900.0 1,218.0 900.0 -35.7 600.00 1,500.75 146.8 9 CSBN 5,697.0 7,400.0 7,200.0 -10.0 3,100.00 8,000.00 600.2 17 CSBNp 2,001.0 3,000.0 2,500.0 +8.7 700.01 3,505.00 178.8 12 DNBN 2,000.0 5,060.0 3,095.0 -47.1 1,400.00 6,727.50 594.2 38 EKTN 117,800.0 117,800.0 117,800.0 +292.7 14,117.65 117,800.00 1,028.0 2 EXBN 2,900.0 3,050.0 2,900.0 0 2,000.00 3,700.00 154.1 4 EXBNp 1,700.0 2,000.0 1,750.0 -12.9 1,100.00 2,050.00 7,336.2 21 HSBK 580.0 650.0 610.0 -4.7 260.01 781.00 5,877.0 87 HSBKp 333.5 333.50 333.50 180.00 333.50 1.3 1 HSBKp1 290.0 330.0 290.0 -9.4 180.00 345.00 378.0 33 KANT 1,150.0 1,750.0 1,200.0 1,150.00 2,012.50 120.8 7 KIBN 350.0 531.0 350.0 -24.2 150.00 1,150.00 106.7 9 KKGB 900.0 1,250.0 980.0 -20.3 851.50 1,550.00 28,669.0 558 KKGBp 255.0 434.0 270.0 -32.5 100.00 499.00 4,043.4 110 KMSO 49,282.0 49,282.0 49,282.0 49,282.00 49,282.00 9,654.5 6 KZCR 20,000.0 20,000.0 20,000.0 1.00 31,250.00 23.8 1 KZTC 25,500.0 29,000.0 25,500.0 -12.1 10,000.00 48,000.00 43.7 2 KZTCp 3,100.0 4,450.0 3,450.0 -23.3 1,044.00 8,750.00 264.8 17 KZTK 45,500.0 49,000.0 45,500.0 -8.1 28,000.00 55,000.00 1,450.3 32 KZTKp 16,500.0 19,500.01 17,000.0 -15.0 8,950.00 27,100.00 336.4 30 MMGZp 8,000.0 8,000.0 8,000.0 7,000.00 15,990.00 48.0 1 NFBN 3,000.0 6,957.90 5,305.0 -11.6 1,739.60 7,622.50 379.3 18 NRBN 26,000.0 33,000.0 26,000.0 -31.5 26,000.00 62,250.00 110.5 7 NRBNp6 19,000.0 19,000.0 19,000.0 -13.0 19,000.00 40,000.00 1.5 1 ORDBp 2,100.0 2,100.0 2,100.0 2,095.00 2,415.00 1.7 1 ORNK 8.05 8.05 8.05 3.00 10.06 0.5 1 PDES 920.0 920.0 920.0 -13.0 843.03 1,100.00 72.2 3 RAHT 3,200.0 3,500.0 3,500.0 -12.5 600.00 4,000.00 30.1 5 RDGZ 15,400.0 16,980.0 16,250.0 -3.0 11,260.00 18,399.99 17,163.0 70 RMXR 1.00 2.5 2.5 -28.6 1.00 4.95 801.5 8 TEBN 8,000.0 9,000.0 8,000.0 +2.6 3,000.01 9,000.00 41,694.4 25 TEBNp 2,400.0 2,800.0 2,690.0 -0.5 1,080.00 3,300.00 50,881.7 128 TMLZ 5,400.0 5,400.0 5,400.0 5,058.02 5,779.50 4,743.7 2 TSBN 3,400.0 4,500.0 3,700.0 -8.6 1,510.00 4,550.00 8,278.9 100 TSBNp 2,100.0 2,415.0 2,415.0 +15.0 1,300.00 2,415.00 50.5 2 UTMK 27,000.0 27,010.0 27,000.0 25,000.00 28,750.00 721.4 14 ZERD 3.95 3.96 3.95 -12.2 1.10 4.50 8.1 2 ------ --------- --------- --------- ------ --------- ---------- --------- ----- 52 272,309.4 1 795 -------------------------------------------------------------------------------- Notes to the table: The table reflects only those shares, with which deals were made by method of open trades. Trends (change, %) are given relative to the last deal of the previous month (May 1-31, 2007). If there were no deals last month, trend is not calculated. Top-10 of the most liquid listing shares of KASE in August 2007, including STF RFCA --------------------------------------------------------------------------------- Base of liquidity indicator calculation (Kl): --------------------------------------------- Position Liquidity Volume Number Number Position in August Share indicator of deals number of KASE of result in July, 2007 symbol (Kl) KZT, mln of deals members days 2007 --------- ------ --------- ----------- ----------- --------- ----------- -------- 1 KKGB 2.8 3,584.4 558 62 21 6 2 TEBNp 1.6 6,348.7 128 26 17 4 3 CCBN 1.5 1,948.6 158 36 21 2 4 RDGZ 1.25 2,153.2 70 28 21 1 5 BTAS 1.241 1,046.0 93 32 20 7 6 HSBK 1.239 731.4 87 37 18 10 7 KKGBp 1.18 505.2 110 29 20 3 8 TSBN 1.1 1,034.5 100 28 18 5 9 ATFBp8 0.900 2,547.0 65 14 15 9 10 TEBN 0.897 5,228.0 25 14 9 11 --------------------------------------------------------------------------------- Notes to the table: for calculation of Kl are used only data on deals, which were made in the sector of KASE's secondary market by one of methods of open trades. Description of methods of calculation of the given indicator is available in corresponding chapter of the document, published at http://www.kase.kz/mix/rsp.pdf in Russian language and at http://www.kase.kz/eng/mix/rsp.pdf in English language. 10-top most capitalized companies of KASE whose shares are in official securities list of the exchange (to the moment of trades closing by specified dates) -------------------------------------------------------------------------- As of August 29, 07: as of July 31, 07: Change: -------------------- ------------------- --------------- Company code po- capi- stake po- capi- stake capi- on KASE (the same si- taliza- of the si- taliza- of the taliza- stake, code is used for ti- tion, compa- ti- tion, compa- tion, % common share) on m USD ny, % on m USD ny, % m USD points ----------------- ---- -------- ------ --- -------- ------ -------- ------ GB_KZMS 1 13,700.2 23.0 1 13,996.2 23.5 -296.0 -0.5 RDGZ 2 9,038.3 15.2 2 9,517.7 16.0 -479.4 -0.8 BTAS 3 7,971.7 13.4 4 6,119.0 10.3 +1,852.7 +3.1 HSBK 4 5,004.1 8.4 5 5,361.9 9.0 -357.8 -0.6 KKGB 5 4,730.6 7.9 3 6,127.4 10.3 -1,396.9 -2.3 KZTK 6 3,990.9 6.7 6 4,440.4 7.5 -449.6 -0.8 ASBN 7 2,917.8 4.9 7 3,961.4 6.6 -1,043.7 -1.8 ATFB 8 1,809.0 3.0 9 2,181.2 3.7 -372.2 -0.6 CCBN 9 1,570.9 2.6 10 1,777.0 3.0 -206.1 -0.3 TEBN 10 1,226.0 2.1 14 1,144.0 1.9 +82.1 +0.1 -------------------------------------------------------------------------- Not to the table: Stake of the company, % - indicator, calculated by ratio of market capitalization of the company to total capitalization of exchange market of shares of KASE's official list of securities and expressed in percentage. This indicator at the session closing as of August 29, 2006 was $59,600.7 m. There were 95 shares of 69 issuers in official securities list of KASE. A full list of codes of issuers with the names of companies is published at http://www.kase.kz/instruments/nzb_code.htm [2007-09-17]