ANALYSIS: KASE share market still decreasing in August on world stock markets fall

24.09.08 20:14
/IRBIS, Dinara Mukasheva, September 24, 08/ - In August 2008 Kazakhstan Stock Exchange (KASE) registered 917 deals for the total of KZT75.8 bn. or USD632.4 m. according to the current rate as on the date of conclusion of deals in shares in all market sectors including deals concluded on the special trading floor of the regional financial center of Almaty (STF RFCA). The indicated sum totals to 79.4 % of monthly turnover of KASE corporate securities market (in July - 24.2 %) and 1.8 % of the total exchange monthly turnover (0.6 %). By results of August weighted average day prices of 15 % shares denominations increased (in July - 26 %), 72 % denominations (55 %) - decreased, prices of 13 % of shares didn't change (17 %) on KASE. Maximum trend showed the following instruments: aUTMK increased by 21.1 %, KKGB fell by 29.8 %. Sharp growth of trade volumes came to August 27 when specialized trades with common shares of Bank CenterCredit JSC for the amount of $500.4 m. (79.1 % of total market` turnover for the month) were held in KASE trade system. Taking this fact into account, trade activity of KASE share market in August was characterized by decreasing, which correlated with total decrease on world stock markets (see table 5 . Main indicators of exchange purchase and sale share market in August, 2008). The world crisis entered the new stage due to significant deterioration of situation with mortgage companies Freddie Mac and Fannie Mae, which led to the USA government taking them under control and aggravation of other leading financial institutions` condition. In this relation, foreign investors again started to sell securities of financial companies. Thus, in August there was a sharp fall of quotations of Kazakhstan banks` equity securities on London Stock Exchange: global receipts of Alliance Bank JSC decreased by 17.6 %, Kazkommertsbank JSC - by 23.1 %, Halyk Savings Bank of Kazakhstan JSC - by 21.3 %. On the other hand, with escalation of crisis situation, investors began actively withdraw capital from developing countries, what led to decreasing of equity securities` value of company representatives of primary sector of Kazakhstan, which were considered as less subjected to speculative moods of traders: GDR of Exploration Production KazMunaiGaz JSC fell by 7.4 % (in this case influence of permanent oil quotation fall on world commodity floors played its part). KAZAKHMYS PLC also fell by 13.1 % (in this case decreasing of investment interest to this company was aroused by increasing of its stake in EURASIAN NATURAL RESOURCES CORPORATION PLC to 25.02 % and degradation of actual value of company's business. Besides, increasing of government's share in capital of KAZAKHMYS PLC also aroused corresponding investors` reaction). Securities of EURASIAN NATURAL RESOURCES CORPORATION PLC managed to retain their positions and grow by 2.8 %. Below are the tables providing details on KASE share market in August, 2008. Tab. 1. Statistical characteristics of KASE share market in August 2008 ----------------------------------------------------------------------------- Trend to ------------------------ July August Indicator August 2008 2008 2007 -------------------------------------- ----------- ----------- ----------- Trade volume, th. USD 632,392.7 +3.7,times +2.1,times Trade volume, m. KZT 75,779.2 +3.7,times +2.0,times including, on offerings, th. USD - Х Х including, on offerings, m. KZT - Х Х including on STF RFCA, th. USD 14,184.5 +27.0,times +10.7,times including on STF RFCA, m. KZT 1,703.9 +27.0,times +10.2,times Deals 917 +9.7,% -50.1,% Instruments in deals 40 -16.7,% -23.1,% Daily average of deals 44 +14.9,% -50.1,% Daily average volume of deals, th. USD 30,113.9 +3.9,times +2.1,times Daily average volume of deals, m. KZT 3,608.5 +3.8,times +2.0,times Stake of nego deals (number), % 2.0 -0.7,pp -0.3,pp Stake of nego deals (volume), % 0.4 -7.0,pp -9.8,pp Pension assets, % gross 23.1 +7.2,pp +13.6,pp Individuals, % gross 13.5 +3.4,pp -13.4,pp Non-residents, % gross 3.4 -21.4,pp -1.6pp KASE members, concluded deals 48 +6.7,% -2.0,% Market concentration, %* 86.2 +31.5,pp +42.7,pp ----------------------------------------------------------------------------- *percent of total share turnover, which falls on most tradable securities (their number makes 5 % of the total of stocks, involved in deals) Tab. 2. Industrial characteristics of KASE share market* ------------------------------------------------------------------ Stake of total volume of market (%): ------------------------------------ August July August Industry 2008 2008 2007 ---------------------------- ------------ --------- ----------- Finance 94.4 87.1 86.9 Power engineering 3.2 7.0 9.6 Telecommunications services 0.9 0.6 0.75 0.7 2.5 0.02 Public services Raw material sector 0.6 0.4 1.6 0.2 0.7 0.7 Discretional consumer sector Main consumer sector 0.01 1.6 0.050 Industry 0.0001 Х 0.3 Public health Х 0.01 0.048 Information technologies Х Х Х ------------------------------------------------------------------ *Industrial classification of turnover structure has been compiled in accordance with lndustry Classification Standard (GICS) Standart and Poor's Tab. 3. Changes in shares tradable on KASE in August 2008 (as at the end of the month, change in month) ---------------------------------------------------------- Shares: Instruments: Issuers: Admission ------------- ------------------------------ category number trend number trend number trend ------------ ------ ------ -------- ------ ------- ------ A 47 +1 47 +1 34 +1 B 49 0 49 0 41 0 ------------ ------ ------ -------- ------ ------- ------ A+B 96 +1 96 +1 73 +1 ------------ ------ ------ -------- ------ ------- ------ N 3 -1 3 -1 3 -1 ------------ ------ ------ -------- ------ ------- ------ A+B+N 99 0 99 0 76 0 ------------ ------ ------ -------- ------ ------- ------ C (STF RFCA) 27 +1 27 +1 20 +1 ------------ ------ ------ -------- ------ ------- ------ A+B+C+N 103 0 126 +1 80 +1 ---------------------------------------------------------- Notes: "A", "B" - categories of KASE official list; "C" - categories of STF RFCA official list; "А+В" - KASE official list; "А+В+N" - MTF KASE; "A+B+C+N" - total on KASE, including STF RFCA; due to STF RFCA launching securities (shares) of one denomination the re could be two exchange instruments, different in trading code, and trading and settlements terms. Tab. 4. KASE index dynamics in various periods at the moment of trade close as on August 29, 2008 (basis actual/365) -------------------------------------------- Trend: --------------- Period % % APR --------------------------- ------ ------- For preceding 30 days - 14.5 - 176.9 Since the beginning of 2008 - 24.3 - 36.3 For last 365 days (year) - 23.5 - 23.5 In 2007 + 12.2 + 12.2 Form the beginning of 2007 - 15.1 - 9.1 -------------------------------------------- Tab. 5. Main indicators of exchange purchase and sale share market in August 2008 --------------------------------------------------------------------- Market Volume of Volume of capitalization, deals, deals, Number Date m. USD KASE index th. USD m. KZT of deals -------- --------------- ---------- --------- --------- -------- 31.07.08 81,720.17 2,335.68 926.5 111.3 28 01.08.08 82,599.54 2,348.81 1,729.1 207.8 36 04.08.08 82,380.40 2,317.30 1,939.9 233.1 42 05.08.08 81,462.06 2,283.97 2,805.9 337.0 68 06.08.08 79,712.73 2,276.23 1,288.5 154.7 45 07.08.08 81,685.02 2,324.29 7,261.3 871.9 67 08.08.08 80,923.01 2,252.28 1,917.9 230.3 65 11.08.08 79,099.63 2,196.31 961.3 115.5 37 12.08.08 79,597.13 2,200.17 372.0 44.7 30 13.08.08 77,157.00 2,196.37 4,491.4 539.2 36 14.08.08 76,706.66 2,170.64 13,992.9 1,681.2 40 15.08.08 76,634.90 2,164.41 27,494.7 3,303.5 47 18.08.08 73,616.60 2,122.97 4,606.9 553.4 24 19.08.08 72,862.16 2,109.98 1,403.1 168.5 29 20.08.08 72,759.42 2,109.94 4,739.3 568.7 23 21.08.08 72,394.91 2,048.51 3,497.8 419.6 49 22.08.08 73,231.50 2,054.93 6,563.8 786.0 53 25.08.08 74,772.51 2,088.60 31,220.8 3,740.9 15 26.08.08 74,252.44 2,037.90 3,233.1 387.5 52 27.08.08 73,332.36 2,013.30 507,450.6 60,787.5 86 28.08.08 71,172.13 1,978.60 403.2 48.2 29 29.08.08 71,634.15 1,996.30 5,019.2 600.0 44 31.07.08 81,720.17 2,335.68 926.5 111.3 28 -------- --------------- ---------- --------- --------- -------- Trend -10,086.0 -339.4 % -12.3 -14.5 --------------------------------------------------------------------- Tab. 6. Results of trades in shares on KASE in August 2008 (according to data on deals, concluded on the secondary market by pen trade method) --------------------------------------------------------------------------------- Price,tenge per share: ----------------------------------------------------------- Num- by last deal for last 365 days Volume ber Share ---------------- ---------------------of deals, of symbol min. max. price trend,% min max th. USD deals ---------------- ---------- --------- ------- -------- ---------- -------- ----- aASBN 18,000.00 18,000.00 18,000.00, 18,000.00 20,000.00 29.4 1 aKZIK 10,356.39 10,356.39 10,356.39, 10,050.00 10,356.39 12,929.3 2 ASBN 16,200.00 20,300.00 16,200.00 -12.4 12,500.00 64,500.00 116.7 8 ASBNp1 10,500.00 12,000.00 10,500.00 -12.5 9,100.00 19,000.00 1,130.9 8 ASFI 22,728.01 22,728.01 22,728.01 -9.1 9,700.00 25,000.00 167.9 7 ASFIp 22,728.00 22,728.00 22,728.00 0 10,000.00 22,972.82 44,667.9 2 aTEBN 6,600.00 6,600.00 6,600.00 -5.7 5,800.00 7,000.00 16.5 1 aUTMK 23,000.00 23,000.00 23,000.00, 19,000.00 27,000.00 1,209.3 1 BTAS 47,000.00 62,597.00 47,000.00 -23.0 850.01 131,000.00 17,486.3 96 CCBN 1,360.00 2,000.00 1,500.00 3.4 1,000.00 2,000.00 03,526.0 188 CSBN 4,520.52 4,972.57 4,746.55 -9.3 3,850.00 6,105.00 105.4 7 CSBNp 1,954.82 2,280.00 1,954.82 -14.3 1,954.82 2,500.00 116.7 5 DNBN 2,200.00 3,550.00 2,200.00, 2,200.00 4,025.00 2,560.4 11 EXBNp 1,181.82 1,181.82 1,181.82, 1,152.69 2,200.00 3.3 1 GB_ ENRC 2,200.00 2,673.00 2,200.00 -16.0 1,501.00 3,750.00 120.0 30 GB_ KZMS 2,550.00 3,520.00 2,999.99 -7.6 1,800.00 4,600.00 223.8 20 HSBK 290.00 400.00 291.00 -28.1 263.64 640.00 4,961.3 103 HSBKp1 275.00 277.27 275.00 -6.1 236.36 353.00 40.8 2 KIBN 280.00 308.00 280.00 -3.4 110.00 402.00 125.7 9 KKGB 590.00 800.00 627.00 -26.8 575.00 1,255.00 1,076.6 41 KKGBp 260.00 360.00 281.82 -19.5 256.36 440.00 265.0 19 KZTC 12,000.00 12,000.00 12,000.00 -9.1 12,000.00 22,400.00 2,003.5 1 KZTK 31,000.00 33,900.00 31,000.00 -3.1 30,200.00 45,600.00 2,818.5 46 KZTKp 14,000.00 15,399.99 14,000.00 -7.0 12,090.91 24,600.00 374.9 38 LNAT 8,500.00 8,500.00 8,500.00, 5,000.00 9,999.00 7.1 1 MMGZp 11,000.00 11,000.00 11,000.00 -8.3 7,400.00 20,000.00 45.8 1 MREK 2,500.00 2,700.00 2,500.00 0 2,500.00 2,970.00 5,545.7 18 NFBN 1,321.00 5,222.77 4,900.00 -0.2 1,321.00 6,083.50 883.1 8 NRBN 20,000.00 20,000.00 20,000.00 0 17,500.00 28,631.00 1.7 1 RAHT 2,900.00 2,900.00 2,900.00 -3.3 2,000.00 4,200.00 66.6 2 RDGZ 16,150.00 18,900.00 16,500.00 -10.3 12,200.00 24,595.00 7,393.5 158 TEBN 6,100.00 7,000.00 7,000.00 +2.9 4,450.46 7,900.00 943.7 31 TEBNp 2,550.00 2,750.00 2,550.00 0 1,700.01 2,805.00 116.7 5 TMLZ 5,057.00 5,057.00 5,057.00, 5,057.00 5,057.00 10,999.1 1 TSBN 1,750.00 1,770.00 1,750.00 -1.1 1,530.00 3,900.00 58.4 6 UTMK 20,000.00 20,000.00 20,000.00 0 19,000.00 27,000.00 1,035.3 5 UTMKp 3,500.00 4,100.00 4,100.00 -18.0 1,500.00 10,000.00 68.4 4 VSTN 350,000.00 353,904.00 350,000.00 0 322,000.00 360,310.83 6,309.2 10 ZERD 3.60 3.60 3.60 +2.6 3.50 6.30 1.6 1 ---------------- ---------- -------------------------- ---------- -------------- 39 629,551.9 899 --------------------------------------------------------------------------------- Notes: The table provides data on the shares, in which the deals were concluded by one of the open trade methods. Trends (change in %) are provided in relation to the last deal of the preceding month (July 1 - 30, 2008). Trend is not computed, if there were no deals in the preceding month. Tab. 7. Top 10 most liquid chares of KASE in August 2008, including STF RFCA ----------------------------------------------------------------------------- Liquidity indicator calculation base (Kl): Rank Liquidity ------------------------------------------ ------------ indicator volume number number August July Share Kl of deals, number of KASE resultant 2008 2008 symbol m. KZT of deals members days ------ ---- ------- ---------- ---------- --------- -------- --------- 1 4 CCBN 2.54 60,317.8 188 26 20 2 1 RDGZ 2.25 887.8 158 48 16 3 3 HSBK 1.68 595.5 103 30 20 4 2 BTAS 1.48 2,096.9 96 24 18 5 10 KZTK 0.93 338.3 46 17 13 6 6 KKGB 0.90 129.2 41 16 14 7 8 KZTKp 0.89 44.9 38 15 15 8 5 GB_ENRC 0.71 14.4 30 13 11 9 11 GB_KZMS 0.61 26.8 20 10 12 10 7 TEBN 0.60 113.3 31 4 14 ----------------------------------------------------------------------------- Notes: For calculation of Kl only data on deals concluded in KASE secondary market sector by one of the open trade methods are accounted. The methodology of calculation of this indicator is available in the corresponding section of the document, released at http://www.kase.kz/mix/rsp.pdf in Russian and at http://www.kase.kz/eng/mix/rsp.pdf in English. Tab. 8. Top 10 most capitalized listing companies of KASE, shares of which were listed on the official list of securities of the Exchange (as on the moment of trades close on the indicated dates) -------------------------------------------------------------------------------- As on 29.08.08: As on 31.07.08: Trend: --------------------- --------------------- --------------- compa- capitali- ny capitali- company capitali- Short or contraction zation stake zation stake zation stake name-of company rank m. USD % rank m. USD % m. USD pp -------------------- ---- --------- ------ ---- --------- ------ --------- ----- ENRC PLС 1 23,699.6 33.08 1 27,963.7 34.22 -4,264.1 -1.13 KAZAKHMYS PLС 2 13,432.5 18.75 2 14,465.6 17.70 -1,033.1 +1.05 KazMunaiGas Exploration 3 9,598.3 13.40 3 10,817.7 13.24 -1,219.4 +0.16 production JSC BTA Bank JSC 4 3,296.9 4.60 5 4,248.7 5.20 -951.8 -0.60 Kazkommertsbank JSC 5 3,186.2 4.45 4 4,458.8 5.46 -1,272.6 -1.01 Kazakhtelecom JSC 6 2,879.8 4.02 7 2,971.7 3.64 -91.9 +0.38 Halyk Savings Bank of 7 2,653.0 3.70 6 3,554.6 4.35 -901.6 -0.65 Kazakhstan JSC ATF Bank JSC 8 2,571.7 3.59 8 2,558.0 3.13 +13.7 +0.46 Bank CenterCredit JSC 9 1,544.3 2.16 9 1,549.1 1.90 -4.8 +0.26 Alliance Bank JSC 10 1,341.2 1.87 10 1,523.6 1.86 -182.4 +0.01 -------------------------------------------------------------------------------- Notes: The company stake, % - an indicator, received by cutting off market capitalization of the company to total capitalization of exchange market share of official list of securities of KASE and expressed in percent. As on the market close August 29, 2008 this indicator made USD71,634.2 m. 96 shares of 73 issuers were listed on the official list of KASE. The full list of codes of issuers with names of the companies is available at: http://www.kase.kz/instruments/nzb_code.htm [2008-09-24]