ANALYSIS: in October KASE share market continued falling after the world stock floors

26.11.08 22:57
/IRBIS, Dinara Mukasheva, November 26, 08/ - In October 2008 Kazakhstan Stock Exchange (KASE) registered 1 983 deals for the total of KZT18.1 bn. or USD150.7 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 28.9 % of monthly turnover of KASE corporate securities market (in September - 32.4 %) and 0.4 % of the total exchange monthly turnover (0.7 %). By results of October weighted average day prices of 22 % shares denominations increased (in September - 25 %), 67 % denominations (65 %) - decreased, prices of 8 % of shares didn't change (10 %), 2 % denominations were traded for the first time on KASE. Maximum trend showed the following instruments: aREAL increased by 557.9 %, AMGZp fell by 62.2 % (see table 5.trade with shares results on KASE in October 2008). Kazakhstan equity securities market in October continued falling on negative background on foreign markets - according to the rating agency Standard & Poor's worldwide investors lost $5.8 trl. during the analyzed period; October was called the worst month in newest history of stock markets. The leader of October fall was known to be Argentine Stock Index MerVal that fell by 36.8 % for the month, Chinese Shanghai Composite fell by 24.6 % (the sharpest fall since July 1994), Japanese Nikkei - by 23.8 % till record minimum for the whole history; American S&P 500 fell by 16.9 %, Dow Jones - by 14.1 % till August 1998 level, European FTSE 100 - by 10.7 %, DAX - by 14.5 %, CAC 40 - by 13.5 %. During October quotations of Kazakhstan issuers` equity securities went on falling on London Stock Exchange: global receipts of Alliance Bank JSC decreased by 22.6 % (-31.6 % in September), Halyk Savings Bank of Kazakhstan JSC - by 39.3 % (-31.0 %), Exploration Production KazMunaiGaz JSC - by 9.7 % (- 33.0 %), KAZAKHMYS PLC - by 50.8 % (-55.1 %), EURASIAN NATURAL RESOURCES CORPORATION PLC - by 38.8 % (-49.7 %). On total negative background equity securities of Kazkommertsbank JSC managed to grow by 3.6 % (-30.0 %), Domestic market saw the biggest fall on October 8, 2008 - KASE Index fell by 12.1 % on sharp decreasing of major world stock floors when American indexes fell on October 7, 2008. However, at the end of the month KASE shares market began to grow on investors` enthusiasm, provoked by the announcement of the prim Minister of Kazakhstan Karim Masimov on October 28 saying that the Government addressed the shareholders of the four backbone banks (Alliance Bank JSC, BTA Bank JSC, Halyk Savings Bank of Kazakhstan JSC and Kazkommertsbank JSC) with the offer to inflow of additional assets to the stock capital of these banks as a measures for banks` capital adequacy; additional capitalization was to make 25 % of authorized capital of these banks. Later representatives of the mentioned banks announced on the agreement. Below are the tables providing details on KASE share market in October, 2008. Tab. 1. Statistical characteristics of KASE share market in October 2008 --------------------------------------------------------------------- Trend to -------------------- Sept. Oct. Indicator Oct. 2008 2008 2007 -------------------------------------- --------- ---------- --------- Trade volume, th. USD 150,723.2 0.5 times 0.3 times Trade volume, m. KZT 18,066.0 0.5 times 0.3 times including, on offerings, th. USD - Х Х including, on offerings, m. KZT - Х Х including on STF RFCA, th. USD 7,637.3 39.4 times 0.4 times including on STF RFCA, m. KZT 914.7 39.4 times 0.4 times Deals 1,983 +50.7 % -17.8 % Instruments in deals 49 -5.8 % -7.5 % Daily average of deals 90 +43.8 % -17.8 % Daily average volume of deals, th. USD 6,851.1 0.5 times 0.3 times Daily average volume of deals, m. KZT 821.2 0.5 times 0.3 times Stake of nego deals (number), % 1.7 -0.8 pp -2.0 pp Stake of nego deals (volume), % 8.6 +3.4 pp +2.4 pp Pension assets, % gross 12.7 -6.0 pp -0.3 pp Individuals, % gross 31.1 +18.4 pp +12.9 pp Non-residents, % gross 14.0 +5.5 pp -3.0 pp KASE members, concluded deals 53 +8.2 % -1.9 % Market concentration, %* 36.3 -18.3 pp -22.2 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 (%): ----------- ------------ ----------- Oct. Sept. Oct. Industry 2008 2008 2007 ---------------------------- ----------- ------------ ----------- Finance 50.5 74.0 68.5 Power engineering 19.2 3.0 18.9 Raw material sector 12.5 14.8 11.6 Telecommunications services 6.9 5.1 0.6 Discretional consumer sector 6.1 2.9 0.05 Information technologies 4.7 Х Х Main consumer sector 0.02 0.01 0.2 Public services 0.01 0.2 0.2 Public health 0.01 0.002 Х Industry Х Х 0.03 ----------------------------------------------------------------- *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 October 2008 ----------------------------------------------------------------- Bonds: Instruments: Issuers: Admission ----------- ------------ ----------- category Numb. trend Numb. trend Numb. trend ---------------------------- ----- ----- ------ ----- ----- ----- First 27 +1 41 +1 17 +1 Incl. MTF KASE 27 +1 27 +1 17 +1 Incl. STF RFCA 14 0 14 0 8 0 ---------------------------- ----- ----- ------ ----- ----- ----- Second 33 +2 40 +2 27 +1 Incl. MTF KASE 29 0 29 0 24 0 Incl. STF RFCA 11 +2 11 +2 9 +1 ---------------------------- ----- ----- ------ ----- ----- ----- Third 42 -1 43 -1 36 -1 Incl. MTF KASE 39 -1 39 -1 33 -1 Incl. STF RFCA 4 0 4 0 4 0 ---------------------------- ----- ----- ------ ----- ----- ----- Investment funds` securities 2 0 2 0 2 0 Incl. MTF KASE 1 0 1 0 1 0 Incl. STF RFCA 1 0 1 0 1 0 ---------------------------- ----- ----- ------ ----- ----- ----- Unlisted securities 4 +1 4 +1 4 +1 ---------------------------- ----- ----- ------ ----- ----- ----- Total 108 +3 130 +3 77 +1 ----------------------------------------------------------------- Notes: MTF KASE - main trade floor of KASE; STF RFCA - Special Trade Floor of Regional Financial Centre of Almaty; due to STF RFCA launching securities (bonds) 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 October 31, 2008 (basis actual/365) ------------------------------------------ Trend: -------------- Period % % APR --------------------------- ------ ------- For preceding 30 days - 32.5 - 396.0 Since the beginning of 2008 - 63.1 - 75.1 For last 365 days (year) - 62.5 - 62.5 In 2007 + 12.2 + 12.2 Form the beginning of 2007 - 58.6 - 32.0 ------------------------------------------ Tab. 5. Main indicators of exchange purchase and sale share market in October 2008 ---------------------------------------------------------------- Market Volume of Volume of capitalization, deals, deals, Number Date m. USD KASE index th. USD m. KZT of deals -------- --------------- ---------- --------- --------- -------- 30.09.08 46,266.7 1,426.19 10,292.7 1,233.5 87 01.10.08 47,146.3 1,440.75 12,238.4 1,468.2 76 02.10.08 46,546.2 1,390.17 2,870.1 344.4 66 03.10.08 45,828.5 1,394.21 18,963.3 2,275.0 95 06.10.08 44,734.5 1,262.17 5,662.5 679.4 101 07.10.08 40,850.6 1,193.64 3,505.2 420.8 81 08.10.08 38,749.7 1,048.99 8,137.3 976.1 112 09.10.08 39,535.3 1,117.93 2,037.4 244.2 116 10.10.08 39,649.3 1,044.63 4,836.2 579.6 114 13.10.08 40,184.7 1,029.51 22,768.7 2,728.8 67 14.10.08 39,381.6 1,087.74 2,934.5 351.8 63 15.10.08 39,713.6 1,027.52 1,459.0 174.8 100 16.10.08 35,342.0 930.82 10,489.2 1,256.0 87 17.10.08 34,711.3 912.69 8,838.4 1,058.5 101 20.10.08 34,948.2 907.98 1,477.3 176.9 50 21.10.08 34,775.0 885.04 7,323.2 877.0 84 22.10.08 34,259.1 881.94 925.8 110.9 60 23.10.08 32,176.0 851.85 6,547.5 784.4 54 24.10.08 31,114.1 827.76 12,176.3 1,458.5 93 28.10.08 29,338.8 797.52 4,464.6 534.9 93 29.10.08 29,876.4 867.10 4,711.4 564.5 111 30.10.08 32,364.8 951.20 5,832.2 698.8 137 31.10.08 32,047.3 971.83 2,524.5 302.5 122 -------- --------------- ---------- --------- --------- -------- Trend -14,219.4 -454.4 % -30.7 -31.9 ---------------------------------------------------------------- Tab. 6. Results of trades in shares on KASE in October 2008 (according to data on deals, concluded on the secondary market by open trade method) ------------------------------------------------------------------------------- Price, tenge per share: ---------------------------------------------------- by last deal for last 365 days Volume Share --------------- ------------------ of deals, Number symbol min. max. price trend% min max th. USD of deals ------- -------- -------- -------- ------ -------- --------- --------- -------- aASBN 8,200.0 13,500.0 13,500.0 8,000.0 20,000.0 66.0 5 aHSBK 103.0 110.0 103.0 -60.4 103.0 575.0 22.3 2 aHSBKp 145.5 145.5 145.5 -15.8 145.5 285.0 17.1 1 AMGZp 17,000.0 44,999.0 17,000.0 -65.3 17,000.0 49,000.0 882.6 5 aPRIN 8,384.0 8,384.0 8,384.0 8,384.0 8,384.0 4,175.2 1 aREAL 5.0 5.0 5.0 0.8 5.0 3,340.0 1 ASBN 7,800.0 13,500.0 13,500.0 +5.5 7,800.0 28,710.0 424.9 40 ASBNp1 6,500.0 10,100.0 10,100.0 +19.5 6,500.0 14,000.0 189.4 9 ASFI 22,728.0 23,000.0 22,728.0 0 14,900.0 25,000.0 681.8 28 ASFIp 20,920.6 25,000.0 22,728.0 0 10,000.0 25,000.0 2,641.6 6 ATFB 7,225.0 7,225.0 7,225.0 7,225.0 10,500.0 23.6 2 aZERD 6.7 6.7 6.7 +34.2 3.5 6.7 16.8 1 BTAS 22,000.0 38,800.0 27,600.0 -29.2 22,000.0 125,000.0 20,241.5 108 CCBN 750.0 1,250.0 824.0 -28.3 520.0 2,000.0 4,972.5 306 CHFM 910.0 910.0 910.0 0 910.0 1,000.5 9.3 2 CSBN 4,509.2 4,509.2 4,509.2 0 3,850.0 6,105.0 69.7 4 CSBNp 1,676.0 1,954.8 1,843.6 -5.7 1,676.0 2,280.0 175.5 7 EXBN 1,000.0 1,800.0 1,000.0 -49.5 1,000.0 2,900.0 251.0 10 EXBNp 1,155.0 1,155.0 1,155.0 +0.2 1,152.7 2,185.0 1,552.3 2 GB_ENRC 560.0 1,175.0 570.0 -52.5 500.0 3,750.0 480.5 78 GB_KZMS 546.0 1,430.0 600.0 -53.8 546.0 4,600.0 13,170.6 104 GLOT 5,700.0 5,700.0 5,700.0 5,700.0 6,440.0 7,140.5 4 HSBK 85.0 220.0 127.0 -39.8 85.0 611.8 1,814.2 250 HSBKp1 137.5 175.0 137.5 -41.8 132.0 353.0 151.6 2 KANT 4,953.2 4,953.2 4,953.2 770.0 4,953.2 0.7 1 KIBN 260.0 270.0 260.0 -3.7 250.0 385.0 48.3 5 KKGB 190.0 446.0 400.0 -9.3 190.0 1,255.0 3,667.6 222 KKGBp 136.4 200.0 150.0 -28.6 136.4 440.0 210.6 17 KZIS 44,980.0 45,000.0 45,000.0 44,980.0 61,000.0 5,888.9 4 KZTCp 1,400.0 1,440.0 1,400.0 -9.1 1,400.0 2,800.0 12.9 2 KZTK 13,454.6 31,890.0 14,600.0 -51.3 13,454.6 41,000.0 8,024.9 122 KZTKp 4,600.0 11,998.0 5,280.0 -56.0 4,600.0 24,600.0 2,176.7 74 MREK 2,490.0 2,490.0 2,490.0 -0.4 2,490.0 2,970.0 20.8 1 NFBN 4,800.0 5,270.0 4,900.0 0 1,321.0 5,270.0 183.3 14 NRBN 20,000.0 21,500.0 21,500.0 +7.5 18,000.0 28,600.0 8.5 2 ORDB 2,500.0 2,500.0 2,500.0 0 2,500.0 4,000.0 117.0 5 ORDBp 2,100.0 2,100.0 2,100.0 2,100.0 2,100.0 29.2 1 RAHT 1,800.0 1,800.0 1,800.0 -17.8 1,400.0 4,200.0 1.0 1 RDGZ 6,201.0 12,000.0 8,630.0 -25.0 6,201.0 24,595.0 25,837.2 432 RMXR 5.0 5.0 5.0 +400.0 1.0 5.0 1,711.7 4 ROSA 580.0 580.0 580.0 580.0 634.8 29.3 1 TEBN 4,500.0 5,800.0 5,000.0 -5.7 4,450.5 8,500.0 4,464.4 14 TEBNp 1,000.0 1,730.0 1,000.0 -39.4 1,000.0 2,805.0 2,490.3 10 TMLZ 5,000.0 5,054.0 5,000.0 -1.1 5,000.0 5,057.0 6,349.9 6 TSBN 851.0 1,350.0 930.0 -31.1 851.0 2,650.0 1,295.9 26 UTMK 25,500.0 31,000.0 31,000.0 +40.9 19,000.0 31,000.0 5,130.6 2 UTMKp 3,999.0 4,000.0 4,000.0 +33.3 1,500.0 5,000.0 63.4 3 ZERD 6.0 6.1 6.1 -6.2 3.5 6.5 7,507.4 3 ------- -------- -------- -------- ------ -------- --------- --------- -------- 48 137,781.0 1,950 ------------------------------------------------------------------------------- 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 (September 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 October 2008, including STF RFCA ----------------------------------------------------------------------- Liquidity indicator calculation base (Kl): Rank ------------------------------------------ ---------- Liquidity volume number number Sept. Aug. Share indicator of deals, number of KASE resultant 2008 2008 symbol Kl m. KZT of deals members days ----- ---- ------- --------- ----------- ---------- -------- ---------- 1 1 RDGZ 3.00 3,098.8 432 71 22 2 2 HSBK 1.92 217.4 250 57 22 3 8 KKGB 1.76 439.6 222 48 22 4 5 CCBN 1.572 595.9 306 19 22 5 3 BTAS 1.569 2,425.3 108 32 21 6 6 GB_KZMS 1.41 1,578.5 104 31 21 7 4 KZTK 1.30 962.4 122 27 21 8 7 GB_ENRC 1.02 57.6 78 30 18 9 10 KZTKp 0.97 261.1 74 25 18 10 16 ASBN 0.68 50.9 40 15 16 ----------------------------------------------------------------------- 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/files/mix/rsp.pdf in Russian and at http://www.kase.kz/files/eng/mix/rspeng.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 31.10.08: As on 30.09.08: Trend: -------------------- ---------------------- --------------- capitali- compa- capitali- capitali- Short or contraction zation ny zation company zation stake name-of company rank m. USD stake% rank m. USD stake % m. USD pp -------------------- ------------- ------ ---- --------- ------- --------- ----- ENRC PLС 1 6,258.4 19.53 1 11,618.4 25.11 -5,360.0 -5.58 KazMunaiGas Exploration production JSC 2 4,896.9 15.28 2 6,618.1 14.30 -1,721.3 +0.98 KAZAKHMYS PLС 3 2,703.4 8.44 3 5,831.9 12.60 -3,128.5 -4.17 ATF Bank JSC 4 2,409.9 7.52 6 2,565.3 5.54 -155.3 +1.98 Kazkommertsbank JSC 5 2,020.3 6.30 7 2,443.6 5.28 -423.3 +1.02 BTA Bank JSC 6 1,851.7 5.78 5 2,656.9 5.74 -805.2 +0.04 Kazakhtelecom JSC 7 1,347.6 4.20 4 2,785.6 6.02 -1,438.0 -1.82 Astana-finance JSC 8 1,260.2 3.93 11 1,066.8 2.31 +193.4 +1.63 Halyk Savings Bank of Kazakhstan JSC 9 1,200.8 3.75 8 1,921.3 4.15 -720.5 -0.41 Alliance Bank JSC 10 1,116.4 3.48 12 998.6 2.16 +117.8 +1.33 -------------------------------------------------------------------------------- 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 October 31, 2008 this indicator made USD32,047.3 m. 95 shares of 72 issuers were listed on the official list of KASE. [2008-11-26]