ANALYSIS: In December 2007 turnover of KASE's shares market had decreased again

10.01.08 21:32
/IRBIS, Dinara Mukasheva, January 10, 08/ - In December 2007 1,511 deals were registered with 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 KZT47,518.5 m. or $393.7 m. at the current exchange rate on dates, on which deals were made. The specified amount makes 54.1% of the month turnover of the market of corporate securities on KASE (in November - 88.2%) and 1.5% of the entire month exchange turnover (8.0%). Statistic characteristic of shares market on KASE in December and November of year 2007 ---------------------------------------------------------------------------------- Month: --------- ----------- Trend December, November, December 2007 Indicator 2007 2007 to November 2007 ---------------------------------------- --------- ----------- ---------------- Trades volume, th. USD 393,711.3 2,507,604.6 -84.3,% Trades volume, m KZT 47,518.5 302,497.9 -84.3,% Including on offerings, th. USD - - Х including on offerings, m. KZT - - Х including on STF RFCA, th. USD 0.04 16,591.9 -100.0,% including on STF RFCA, m. KZT 0.01 2,001.2 -100.0,% Number of deals 1,511 2,130 -29.1,% Number of instruments, involved in deals 46 55 -16.4,% Average day number of deals 84 97 -13.3,% Average day volume of deals, th. USD 21,872.8 113,982.0 -80.8,% Stake of nego deals (number), % 4.6 3.4 +1.1,% Stake of nego deals (volume), % 13.3 1.5 +11.8,% Part of pension assets, % on gross 2.3 5.5 -3.2,% Part of physical entities, % on gross 18.5 16.6 +1.9,% Part of nonresidents, % on gross 30.9 21.2 +9.7,% Number of exchange's members, 46 50 -8.0,% who made deals Market concentration, %* 38.5 87.8 -49.3,% ---------------------------------------------------------------------------------- * 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) The pre-holidays' December did not support the optimism of November trades of shares' market - the volume of deals fell by 84% compared to previous months. However, cut of market by deals with most liquid stake instruments demonstrates the preservation of tendency to smoothing of quotations of shares - market-makers, fell in September 2007. At that it is important to consider the fact that in December Kazakhstan issuers had received the one more part of pressure from the side of international agents. Change of November trend happened at the background of new wave of negative estimations by international rating agencies of short-term perspectives of Kazakhstan economy, connected mainly to banking segment. Traditionally the log to fire of passions around banking sector of Kazakhstan was added by Standard & Poor's, having changed on December 11, 2007 the prognosis on credit rating of covenantee from "stable" to "negative" to eight banks: Kazkommertsbank JSC, Bank TuranAlem JSC, Halyk savings bank of Kazakhstan JSC, Alliance Bank JSC, Temirbank JSC, Daughter mortgage organization of joint stock company Bank TuranAlem BTA Ipoteka JSC, Nurbank JSC and Eurasian bank JSC. The foundations for outlooks' change were the same - fears of agency's analysts relative to quality of assets and liquidity and growth of stress about this situation. Fitch Ratings supported S&P and on December 17 had changed the outlook on long-term ratings of default of the issuer (RDI) of Kazakhstan to "negative". At that as reason of increase of risk' degree for sovereign solvency of the country by the agency was announced the 'serious limitation of access of Kazakhstan banking sector to international capital markets since August 2007". Then Fitch decreased the outlooks on RDI for ATFBank JSC, Kazakhstan Bank of Development JSC, Bank TuranAlem JSC, Kazkommertsbank JSC, Halyk savings bank of Kazakhstan JSC, Alliance Bank JSC, Bank CenterCredit JSC and Astana-Finance JSC (Astana). On the contrary to expectations of sudden decrease as reaction on above mentioned actions of Fitch and S&P, quotations of stake securities of Kazakhstan issuers did not show the sudden fall on international markets. At that, it should be noted that in examining month the investors had more attentively differentiated the issuers. Fro example, by results of December on London stock exchange prices of GDR on common shares of Halyk savings bank of Kazakhstan JSC had fall by 13.1% (in November the fall made 4.3%), and of Kazkommertsbank JSC - grew by 13.7% (-1.9%). Mentioned results had become the surprise, considering the fact that Halyk savings bank of Kazakhstan JSC was considered by international rating agencies as the most reliable bank, influencing the less effect from closing of external funding markets. At that Kazkommertsbank During previous three months was announced almost as outcast, whose quotations experienced the lowest decrease. Prices of GDR on common shares of other Kazakhstan companies were holding the custom line: Exploration Production KazMunayGas JSC grew by 14.3% (+2.3% in November), KAZAKHMYS PLС - after temporary decrease in November had finished December with growth by 1.7% (-9.7% - in November), Alliance Bank JSC - fell by 18.0% (-7.7%). On internal market in December the change of rates of most liquid common shares had also passed at moderate level. Common shares of Kazkommertsbank JSC grew by 12.2 % (+7.7 %), Exploration Production KazMunayGas JSC - by 9.1 % (+8.7 %). Shares of Halyk savings bank of Kazakhstan fell by 7.1 % (in November had fall by 14.8 %), Bank TuranAlem JSC - by 14.9 % (-28.0 %), Alliance Bank JSC - by 3.8 %, having show in November the growth by 46.5% (by account of series of internal deals). KASE index in December had formed with positive value, though during the month it value did not have the expressed growth trend. In November the indicator was formed with negative value. As a whole by results of December the growth of average weighted day prices on KASE was demonstrated by 31% of shares' titles, involved into deals (42% in November), fall - 53% (50%), unchanged rate - 16% (8%). Maximal trends by results of December were demonstrated by next shares:: ASFIp grew by 43.0 %, TSBN fell by 31.6 %. 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 December 2007 (end of month, change over the month) --------------------------------------------------------- Shares: Instruments Issuers: Category of ------ ----- ------ ----- admission number trend number trend number trend ------------ ------ ----- ------ ----- ------ ----- A 45 -1 45 -1 31 0 B 45 -3 45 -3 39 -1 ------------ ------ ----- ------ ----- ------ ----- A+B 90 -4 90 -4 69 -1 ------------ ------ ----- ------ ----- ------ ----- N 5 0 5 0 5 0 A+B+N 95 -4 95 -4 74 -1 ------------ ------ ----- ------ ----- ------ ----- C (STF RFCA) 21 +3 21 +3 14 +4 A+B+C+N 95 -4 116 -1 75 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 index for different periods at the moment of trades' closing on December 29, 2007 (basis actual/365) ------------------------------------------------ Change: -------------- Period % % APR -------------------------------- ------ ------ For previous 30 days +2.7 +34.2 For year 2007 +9.1 +9.1 For year 2006 +274.1 +274.1 Since the beginning of year 2006 +307.9 + 54.6 ------------------------------------------------ Main indicators of exchange market of purchase and sales of shares in December of year 2007 ---------------------------------------------------------------------- Market ca- Volume of Volume of Number of pitalization, deals, deals, deals Data m. USD KASE Index th. USD m. KZT ---------- ------------- ---------- --------- --------- --------- Nov 30, 07 54,020.5 2,567.35 19,586.4 2,366.4 135 Dec 3, 07 52,854.0 2,559.02 2,996.3 362.0 65 Dec 4, 07 52,217.0 2,512.29 14,669.6 1,773.1 69 Dec 5, 07 52,284.2 2,478.65 18,968.2 2,291.7 77 Dec 6, 07 52,572.4 2,476.81 13,441.5 1,622.5 77 Dec 7, 07 53,129.9 2,517.71 9,591.9 1,158.3 73 Dec 10, 07 53,790.5 2,540.93 8,816.2 1,064.8 105 Dec 11, 07 53,877.0 2,546.99 19,510.1 2,355.1 87 Dec 12, 07 52,925.2 2,483.97 15,717.3 1,897.1 121 Dec 13, 07 53,278.6 2,528.34 19,890.4 2,402.2 122 Dec 14, 07 53,757.1 2,608.40 35,247.1 4,255.4 113 Dec 19, 07 54,080.1 2,604.24 51,077.5 6,163.0 129 Dec 21, 07 54,651.8 2,631.14 50,602.1 6,110.7 123 Dec 24, 07 54,884.2 2,632.27 4,583.5 553.5 76 Dec 25, 07 53,958.6 2,587.84 1,217.8 147.2 43 Dec 26, 07 54,185.8 2,608.21 31,364.2 3,793.2 56 Dec 27, 07 53,439.7 2,529.98 7,812.1 945.2 49 Dec 28, 07 53,767.6 2,596.08 49,334.9 5,947.3 73 Dec 29, 07 53,830.7 2,637.02 38,870.5 4,676.1 53 ---------- ------------- ---------- --------- --------- --------- Trend -189.8 +69.67 % -0.4 +2.7 ---------------------------------------------------------------------- Results of trades in shares on KASE in December 2007 in purchase and sales sector (including nego deals) ------------------------------------------------------------------------- Price, tenge per share: ------- ------- -------------- ------------------ Volume Num- on last deal for last 365 days: -------------- ------------------ of deals, ber Shares trend th. de- code min. max. price % min. max. USD als ------- ------- ------- ------- ------ --------- -------- --------- ----- aHSBK 500 500 500 -13.04 500 650 0.04 1 AMGZp 30,000 30,000 30,000 -30.23 20,000 75,000 20.9 1 ASAV 110,200 126,700 126,700 , 34,351 126,700 54.7 2 ASBN 25,000 25,800 25,000 -3.85 11,100 69,000 21.6 2 ASBNp1 14,000 14,000 14,000 +3.70 10,610 25,000 1.3 1 ASFI 14,950 15,000 15,000 0 8,100 15,000 25,622.9 27 ASFIp 11,500 14,500 14,500 +45.00 4,001 14,500 506.7 2 ATFB 10,000 10,500 10,000 -1.78 8,100 14,000 49,935.0 59 ATFBp 5,500 5,675 5,500 -3.09 2,800 6,500 60.8 16 ATFBp8 5,700 5,719 5,700 -0.33 1,550 8,999 448.1 12 BTAS 72,201 86,250 79,500 +1.92 850 157,275 33,024.3 122 CCBN 1,300 1,499 1,380 -1.39 1,000 2,050 33,687.5 129 CHFM 1,001 1,001 1,001 0 600 1,501 2.5 1 CHFMp 700 700 700 , 700 909 1.3 1 CSBN 6,100 6,100 6,100 +1.67 4,500 8,000 0.2 1 CSBNp 2,175 2,175 2,175 0 1,000 3,505 46.8 3 DNBN 3,600 4,025 3,600 -0.62 1,400 6,728 3,360.8 15 EXBNp 1,900 1,900 1,900 0 1,100 2,200 99.1 9 GB_KZMS 3,100 3,500 3,205 +1.75 3,000 3,700 524.4 26 HSBK 420 550 525 -2.79 402 781 994.6 84 HSBKp 298 298 298 -5.40 290 334 27.1 1 HSBKp1 310 353 310 -11.17 240 353 320.3 27 KIBN 340 385 340 -10.53 110 1,150 59.2 3 KKGB 660 790 788 +12.58 600 1,550 12,193.9 332 KKGBp 321 355 352 +0.57 190 499 839.3 43 KZTCp 2,400 2,500 2,400 -7.69 1,044 8,750 37.7 3 KZTK 33,501 37,500 36,800 -1.34 33,501 55,000 2,018.6 30 KZTKp 21,000 24,000 21,000 -11.76 12,000 27,100 563.9 35 LNAT 8,700 8,700 8,700 0 1,649 9,999 24.3 1 MMGZp 13,000 16,050 13,000 -18.75 7,000 16,050 21,409.2 25 NFBN 4,501 5,176 4,505 +0.09 2,013 7,623 4,970.9 15 NRBN 20,067 26,000 20,067 -10.81 17,500 62,250 9,032.5 13 NRBNp6 12,400 12,400 12,400 -0.80 12,400 39,000 55.5 2 ORNK 9 9 9 , 5 10 0.1 1 PDES 976 976 976 -10.91 920 1,100 5,382.4 6 RAHT 2,700 4,050 3,500 -10.26 1,000 4,050 5.1 4 RDGZ 18,520 22,000 21,150 +8.74 13,000 23,400 76,566.1 336 RMXR 3 3 3 , 1 5 0.02 1 SUMB 270,000 300,000 300,000 , 270,000 300,000 18,051.3 5 TEBN 7,000 7,000 7,000 0 3,550 9,000 41,007.3 11 TEBNp 2,460 2,760 2,470 -10.51 1,114 3,200 102.0 10 TSBN 2,000 2,550 2,201 -10.98 1,510 4,550 624.9 19 TSBNp 1,230 1,400 1,230 -23.13 1,230 2,415 54.8 2 ZERD 4 4 4 0 2 5 12.4 3 ------- ------- ------- ------- ------ --------- -------- --------- ----- 44 341,772.3 1,442 ------------------------------------------------------------------------- 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 (November 1-30, 2007). If there were no deals last month, trend is not calculated. Top-10 of the most liquid listing shares of KASE in December 2007, including STF RFCA ---------------------------------------------------------------------------- Base of liquidity indicator calculation (Kl): ------------------------------------ Position Liqui Volume Number Number Position in December Share dity of deals number of KASE of in 2007 symbol indica KZT, of deals mem bers result October, tor(Kl) mln days 2007 ----------- ------ ------- -------- -------- -------- ------ -------- 1 RDGZ 2.8 9,243.4 336 45 18 1 2 KKGB 2.6 1,472.4 332 59 18 2 3 CCBN 1.7 4,067.5 129 36 18 4 4 BTAS 1.6 3,928.9 122 33 16 3 5 HSBK 1.3 120.1 84 35 17 11 6 ATFB 1.1 6,028.3 59 19 10 7 7 KZTK 0.79 243.8 30 21 12 15 8 KKGBp 0.78 101.3 43 15 14 5 9 HSBKp1 0.75 38.7 27 10 18 8 10 ASFI 0.6 3,089.1 27 2 13 20 ---------------------------------------------------------------------------- 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 December 29, 07: as of November 30, 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 ----------------- ---- -------- ------ ---- -------- ------ -------- ------ RDGZ 1 12,439.1 23.33 2 11,350.7 21.01 +1,088.4 +2.32 GB_KZMS 2 12,308.7 23.09 1 12,254.6 22.69 +54.1 +0.40 BTAS 3 4,642.4 8.71 4 4,565.3 8.45 +77.1 +0.26 HSBK 4 4,262.5 8.00 3 4,572.7 8.46 -310.2 -0.47 KKGB 5 4,081.1 7.66 5 3,653.7 6.76 +427.4 +0.89 KZTK 6 3,368.5 6.32 6 3,451.6 6.39 -83.1 -0.07 ASBN 7 2,049.4 3.84 8 2,117.8 3.92 -68.5 -0.08 ATFB 8 1,730.9 3.25 7 2,274.0 4.21 -543.0 -0.96 CCBN 9 1,445.7 2.71 9 1,455.7 2.69 -10.0 +0.02 TEBN 10 1,211.4 2.27 10 1,207.4 2.24 +4.0 +0.04 ----------------------------------------------------------------------------------- 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 November 30, 2007 was $54,020.5 m. There were 94 shares of 70 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 [2008-01-10]