ANALYSIS: in December 2008 KASE share market was under external factors, but volume of deals grew 22 times

23.01.09 18:05
/IRBIS, Dinara Mukasheva, January 23, 09/ - In December 2008 Kazakhstan Stock Exchange (KASE) registered 1 524 deals for the total of KZT63.2 bn. or USD523.6 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 55.8 % of monthly turnover of KASE corporate securities market (in November - 42.6 %) and 0.8 % of the total exchange monthly turnover (0.6 %). By results of December weighted average day prices of 35 % shares denominations increased (in November - 31 %), 46 % denominations (48 %) - decreased, prices of 15 % of shares didn't change (15 %), 4 % denominations were traded for the first time on KASE (6 %). Maximum trend showed the following instruments: BTAS increased by 52.8 %, KMSO fell by 93.5 % (see table 6.results of trades in shares on KASE in December 2008). Kazakhstan equity instruments market in December 2008 was under the world capital market's events, which went on experiencing negative consequences of the world financial crisis, which was characterized by fall of production and consumption, growth of unemployment and reduce of credits availability. December 2 National Bureau of Economic Research officially announced that the USA economy entered recession. Central banks of world financial centers started to reduce refinancing rates to stimulate activity on funding market. GDP of Euro zone in October - December fell by 1.5 %. The USA production volume fell by 2.0 % compared to November 2008, the same was expected in Japan and China. But notwithstanding the pressure of negative macro economic news, there were no sharp falls, which took place in October 2008 on foreign markets during December. Moreover, we saw some bursts of optimism, aroused by the following events: - December 2, 2008 the elected USA President B. Obama announced at the meeting with the governors in Philadelphia that they should urgently adopt new plan to restore economy growth, which will involve creation of 2.5 m. working places and tax reduce. Obama`s announcement influenced the world main trade floors, which went up; - December 3 world markets developed following American market, which grew after the announcement of elected President B. Obama saying that plan of their administration provides 2.5 m. work places and major investments in infrastructure since 1950s; - December 16 the USA FRS decided to reduce basic rate till record value for the last 54 years - 0 -0.25 %. Investors again believed FRS promises to take all possible measures to stimulate crediting and improve economy activity; December 17 market went up (indexes of American market grew in average by 5.0 %); The most significant growth on Kazakhstan share market was fixed on December 26 (KASE Index grew by 14.5 %), what was lined with the number of "domestic" deals in common shares of BTA Bank (details see in KASE news fro December 29, 2009 "KASE EXCLUDED FROM THE SHARES MARKET INDEX CALCULATION PARAMETERS OF 19 DEALS, MADE ON DECEMBER 29" at http://www.kase.kz/ru/news/show/1063426). During December quotations of Kazakhstan issuers` equity securities moved inversely on London Stock Exchange: global receipts of Alliance Bank JSC decreased by 64.0 % (-0.4 % in November), Halyk Savings Bank of Kazakhstan JSC - by 7.4 % (-20.5 % in November), Exploration Production KazMunaiGaz JSC - by 6.0 % (-4.2 %), KAZAKHMYS PLC - by 11.1 % (-9.0 %). Kazkommertsbank JSC, on the contrary, grew by 6.4 % (-2.8 %), EURASIAN NATURAL RESOURCES CORPORATION PLC - by 18.6 % (-10.0 %). Traditionally, investors took Kazakhstan banks` securities with caution on continuing problems with asset quality of the first, equity securities of Exploration Production KazMunaiGaz JSC was under falling oil (on NYMEX as at the end of December oil barrel price made $44.60). ENRC quotation growth, which permanently fell during last months, started December 8 when B. Obama announced its plan on in-flow of $1 trl. in infrastructure of the USA (ENRC grew by 10.9 %). New leap of growth was fixed on December 12 after company's announcement that actual sum of corporate income tax of the company for 2008 reduced by $100 m. due to decrease of the rate of corporate income tax. Below are the tables providing details on KASE share market in December, 2008. Tab. 1. Statistical characteristics of KASE share market in December 2008 ---------------------------------------------------------------------- Trend to --------------------- Indicator Dec. 2008 Nov. 2008 Dec.2007 -------------------------------------- --------- ------------ -------- Trade volume, th. USD 523,560.7 22.0 times +33.0 % Trade volume, m. KZT 63,153.4 22.1 times +32.9 % including, on offerings, th. USD - Х Х including, on offerings, m. KZT - Х Х including on STF RFCA, th. USD 42,020.6 150.7 times* Х** including on STF RFCA, m. KZT 5,072.7 151.6 times* Х** Deals 1,524 508.0 times +0.9 % Instruments in deals 54 +3.8 % +17.4 % Daily average of deals 76 -23.3 % -9.2 % Daily average volume of deals, th. USD 26,178.0 2.3 times +19.7 % Daily average volume of deals, m. KZT 3,157.7 2.3 times +19.6 % Stake of nego deals (number), % 2.3 +1.0 pp -2.3 pp Stake of nego deals (volume), % 0.7 -1.1 pp -12.7 pp Pension assets, % gross 25.3 +22.3 pp +23.0 pp Individuals, % gross 12.1 +2.1 pp -7.2 pp Non-residents, % gross 16.4 +10.8 pp -17.2 pp KASE members, concluded deals 49 +2.1 % +4.3 % Market concentration, %*** 69.2 +19.0 pp +30.7 pp ---------------------------------------------------------------------- * November 2008 volume of trades on STF RFCA made $278.8 th. (KZT33.5 m.); ** December 2007 volume of trades on STF RFCA made $41.4 (KZT5.0 th.); ***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 (%): ------------------------------------ Dec. Nov. Dec. Industry 2008 2008 2007 ---------------------------- ---------- ------------ ------------ Finance 55.2 52.2 62.0 Main consumer sector 24.3 0.3 0.001 Power engineering 17.8 15.3 31.0 Telecommunications services 1.2 2.5 0.7 Public services 0.9 0.02 1.4 Raw material sector 0.3 21.2 0.1 Discretional consumer sector 0.2 0.01 4.9 Public health 0.01 0.04 0.001 Industry Х 8.5 >0.001 Information technologies Х >0.001 Х ----------------------------------------------------------------- *Industrial classification of turnover structure has been compiled in accordance with industry Classification Standard (GICS) Standart and Poor's Tab. 3. KASE index dynamics in various periods at the moment of trade close as on December 31, 2008 (basis actual/365) --------------------------------------- Trend in: ----------- Period % % APR --------------------------- ----- ----- For preceding 30 days -2.9 -35.2 Since the beginning of 2008 -65.7 -65.2 For last 365 days (year) -65.7 -65.7 In 2007 +12.2 +12.2 Form the beginning of 2007 -61.6 -30.8 --------------------------------------- Tab. 4. Main indicators of exchange purchase and sale share market in December 2008 ---------------------------------------------------------------- Market Volume of Volume of capitalization, deals, deals, Number Date m. USD KASE index th. USD m. KZT of deals -------- --------------- ---------- --------- --------- -------- 28.11.08 31,996.0 960.03 26,689.3 3,212.1 123 01.12.08 31,479.7 930.50 5,040.1 606.6 66 02.12.08 29,266.0 881.71 1,884.0 227.0 64 03.12.08 29,539.0 927.41 14,943.6 1,800.0 60 04.12.08 29,276.0 920.10 5,519.4 664.8 67 05.12.08 29,771.0 936.57 131,221.4 15,793.8 70 09.12.08 30,740.6 937.78 3,305.2 398.1 124 10.12.08 30,925.1 906.04 384.0 46.3 60 11.12.08 31,009.8 914.95 2,511.0 302.4 28 12.12.08 30,626.2 903.89 730.8 88.1 63 15.12.08 30,481.3 903.06 1,576.2 190.1 55 18.12.08 31,720.0 930.20 19,513.9 2,354.4 93 19.12.08 31,223.2 920.45 42,332.3 5,112.1 67 22.12.08 31,360.4 914.21 11,280.0 1,363.0 53 23.12.08 30,058.2 864.19 36,168.9 4,369.9 85 24.12.08 30,017.9 903.50 1,488.7 179.7 71 25.12.08 29,367.7 836.94 97,733.8 11,796.5 87 26.12.08 30,566.5 958.08 36,769.4 4,436.2 138 29.12.08 30,654.8 918.03 22,234.8 2,684.9 85 30.12.08 30,304.4 879.89 62,621.1 7,562.8 103 31.12.08 31,097.1 903.55 26,302.1 3,177.0 85 28.11.08 31,996.0 960.03 26,689.3 3,212.1 123 01.12.08 31,479.7 930.50 5,040.1 606.6 66 -------- --------------- ---------- --------- --------- -------- Trend -898.9 -56.5 % -2.8 -5.9 ---------------------------------------------------------------- Tab. 5. Indexes of the world capital floors in December 2008 ---------------------------------------------------------------- KASE Dow Jones NASDAQ Date Index Composite Composite S&P 500 DAX NIKKEI 300 -------- ------ --------- ---------- ------- -------- ---------- 28.11.08 960.03 3,108.08 1,535.57 896.24 4,669.44 169.61 01.12.08 930.50 2,865.68 1,398.07 816.21 4,394.79 168.33 02.12.08 881.71 2,955.09 1,449.80 848.81 4,531.79 160.04 03.12.08 927.41 3,019.71 1,492.38 870.74 4,567.24 162.62 04.12.08 920.10 2,941.89 1,445.56 845.22 4,564.23 160.39 05.12.08 936.57 3,018.25 1,509.31 876.07 4,381.47 159.92 09.12.08 937.78 3,010.53 1,547.34 888.67 4,779.11 167.00 10.12.08 906.04 3,050.24 1,565.48 899.24 4,804.88 170.75 11.12.08 914.95 2,961.02 1,507.88 873.59 4,767.20 173.48 12.12.08 903.89 2,974.42 1,540.72 879.73 4,663.37 165.67 15.12.08 903.06 2,942.80 1,508.34 868.57 4,654.82 172.54 18.12.08 930.20 3,006.11 1,552.37 885.28 4,756.40 171.27 19.12.08 920.45 3,001.64 1,564.32 887.88 4,696.70 170.41 22.12.08 914.21 2,974.62 1,532.35 871.63 4,639.02 173.23 23.12.08 864.19 2,937.57 1,521.54 863.16 4,629.38 173.23 24.12.08 903.50 2,958.57 1,524.90 868.15 4,629.38 168.70 25.12.08 836.94 - - - - 170.58 26.12.08 958.08 2,977.36 1,530.24 872.80 4,629.38 172.69 29.12.08 918.03 2,961.00 1,510.32 869.42 4,704.86 174.04 30.12.08 879.89 3,029.42 1,550.70 890.64 4,810.20 175.00 31.12.08 903.55 3,086.07 1,577.03 903.25 4,810.20 175.00 -------- ------ --------- ---------- ------- -------- ---------- Trend -56.5 -22.0 41.5 7.0 140.8 5.4 % -5.9 -0.7 +2.7 +0.8 +3.0 +3.2 ---------------------------------------------------------------- Tab. 6. Results of trades in shares on KASE in December 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, De- symbol min. max. price trend% min max th. USD als ------ -------- ----------- --------- ----- --------- ----------- --------- ---- aASBN 3,800.0 4,800.0 4,000.0 -40.3 3,800.0 20,000.0 251.9 13 aASFI 22,728.0 22,728.0 22,728.0 0 22,728.0 22,728.0 72.4 4 aHSBK 108.2 108.2 108.2 -9.1 103.0 561.0 29.1 1 aKZIK 10,915.7 10,915.7 10,915.7 10,050.0 10,915.7 8,885.9 1 aPRIN 5,000.0 5,000.0 5,000.0 5,000.0 8,384.0 4,146.0 2 aREAL 5.2 5.2 5.2 0.8 5.2 3,411.4 1 aREALp 5.0 5.0 5.0 5.0 5.0 24,842.0 2 ASBN 3,400.0 5,340.0 3,500.0 -49.0 3,400.0 28,710.0 413.4 45 ASBNp1 4,800.0 5,546.0 5,280.0 -12.7 4,600.0 12,200.0 195.3 12 ASFI 19,900.0 23,000.0 22,728.0 0 15,000.0 25,000.0 5,925.6 44 ASFIp 15,000.0 22,728.0 22,728.0 10,000.0 25,000.0 165,049.9 118 ASTL 1,000.0 1,000.0 1,000.0 1,000.0 1,000.0 899.5 6 ATFB 7,500.0 7,500.0 7,500.0 0 7,225.0 10,180.9 41.6 1 aZERD 6.0 6.1 6.0 3.5 6.7 381.9 2 BTAS 19,000.0 48,400.0 48,000.0 +65.5 19,000.0 85,000.0 51,025.4 214 CCBN 400.0 590.0 400.0 -28.6 400.0 2,000.0 3,949.8 103 CHFM 810.0 850.0 810.0 -4.7 810.0 990.0 44.0 3 CSBN 4,283.8 4,283.8 4,283.8 0 3,850.0 6,105.0 0.4 1 DNBN 1,800.0 1,800.0 1,800.0 -10.0 1,800.0 3,960.0 29.1 1 EXBN 950.0 950.0 950.0 +5.0 905.0 2,500.0 62.3 1 EXBNp 1,155.0 1,350.0 1,200.0 +3.9 1,152.7 1,900.0 5,397.5 3 GB_ ENRC 415.0 580.0 550.0 +3.8 395.0 3,750.0 145.6 25 GB_ KZMS 400.0 510.0 439.0 -12.2 379.5 4,600.0 395.9 72 HSBK 85.1 125.0 86.0 -28.3 85.0 542.0 1,902.5 276 HSBKp1 129.0 134.0 129.0 -7.9 129.0 335.5 40.7 2 KANT 2,998.0 3,922.1 3,922.1 +30.7 770.0 4,953.2 125,499.0 11 KIBN 250.0 250.0 250.0 0 250.0 374.0 2.9 1 KKGB 300.0 520.0 462.0 +7.4 190.0 1,255.0 816.8 61 KKGBp 86.4 108.0 94.0 -14.5 86.4 440.0 245.8 19 KMSO 3,050.0 3,200.0 3,200.0 3,050.0 3,200.0 2.6 8 KZTC 1,417.2 8,393.0 8,393.0 -30.0 1,417.2 21,700.0 4,664.2 12 KZTK 13,637.0 15,900.0 13,637.0 -13.1 13,000.0 41,000.0 386.9 32 KZTKp 5,500.0 6,050.0 6,000.0 0 4,600.0 23,500.0 96.9 16 MMGZp 5,000.0 8,000.0 5,005.0 5,000.0 20,000.0 66.9 4 MREK 2,501.0 2,700.0 2,501.0 0 2,490.0 2,970.0 4,290.3 10 NFBN 4,800.0 4,900.0 4,900.0 -6.3 1,321.0 5,270.0 149.4 7 NRBN 20,000.0 21,500.0 21,500.0 +7.5 20,000.0 22,727.0 1,451.7 7 ORDB 1,500.0 2,700.0 1,868.9 +6.8 250.0 4,000.0 10,068.6 26 ORDBp 1,400.0 2,100.0 1,478.9 1,400.0 2,100.0 1,976.7 22 PDES 994.0 994.0 994.0 +24.3 800.0 1,050.0 75.1 1 RAHT 1,000.0 1,000.0 1,000.0 -28.6 1,000.0 4,200.0 0.4 1 RDGZ 8,100.0 9,800.0 9,410.0 -5.9 6,201.0 24,595.0 8,748.8 221 SATC 750,000.0 1,000,000.0 860,326.5 +14.7 750,000.0 1,000,000.0 71,840.9 11 TEBN 5,000.0 5,000.0 5,000.0 0 4,500.0 8,500.0 4,013.3 9 TEBNp 909.1 910.0 910.0 +0.1 909.0 2,805.0 104.3 5 TMLZ 5,000.0 5,000.0 5,000.0 0 5,000.0 5,057.0 1,094.0 5 TSBN 750.0 851.0 750.0 -19.7 750.0 2,343.0 411.9 18 UTMK 31,900.0 35,090.0 31,900.0 0 19,000.0 35,090.0 1,236.4 15 VSTN 350,000.0 350,000.0 350,000.0 322,000.0 360,310.8 2,591.1 5 ZERD 6.0 6.7 6.1 0 3.5 6.7 796.2 8 ZNGRp 9,870.5 9,870.5 9,870.5 -1.3 9,742.0 10,000.0 1,946.9 1 ------ -------- ----------- --------- ----- --------- ----------- --------- ---- 51 520,117.1 1,489 -------------------------------------------------------------------------------- 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 (November 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 December 2008, including STF RFCA ---------------------------------------------------------------------- Liquidity indicator calculation base (Kl): ------------------------------------------ Rank --------- Liquidity volume number number Dec. Nov. Share indicator of deals, number of KASE resultant 2008 2008 symbol Kl m. KZT of deals members days ---- ---- ------- --------- ----------- ---------- -------- ---------- 1 3 HSBK 2.51 229.4 276 59 19 2 1 RDGZ 2.26 1,054.2 221 55 19 3 2 BTAS 2.02 6,157.4 214 38 17 4 5 CCBN 1.27 476.4 103 23 19 5 - ASFIp 1.25 19,922.1 118 11 5 6 4 KKGB 1.15 98.5 61 27 18 7 6 GB_KZMS 1.12 47.7 72 24 17 8 8 KZTK 0.81 46.7 32 19 14 9 16 ASFI 0.74 714.9 44 5 18 10 13 ASBN 0.73 49.9 45 13 13 ---------------------------------------------------------------------- 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 31.12.08: As on 28.11.08: Trend: -------------------- -------------------- --------------- capitali- capitali- capitali- Short or contraction zation st. stake zation st. stake zation st.stake name of company rank m. USD % rank m. USD % m. USD pp --------------------- --- --------- ------ --- -------- ------- -------- ------ ENRC PLС 1 5,863.6 18.38 1 5,840.8 18.25 +22.8 +0.13 KazMunaiGas Exploration production JSC 2 5,464.9 17.13 2 5,792.2 18.10 -327.3 -0.97 BTA Bank JSC 3 3,090.7 9.69 6 2,017.0 6.30 +1,073.7 +3.38 ATF Bank JSC 4 2,445.7 7.67 3 2,454.6 7.67 -8.9 -0.01 Kazkommertsbank JSC 5 2,285.1 7.16 5 2,087.3 6.52 +197.8 +0.64 KAZAKHMYS PLС 6 1,945.3 6.10 4 2,295.0 7.17 -349.7 -1.07 Kazakhtelecom JSC 7 1,252.9 3.93 7 1,399.6 4.37 -146.8 -0.45 Astana-finance JSC 8 1,250.3 3.92 8 1,254.8 3.92 -4.6 -0.003 Halyk Savings Bank of 9 Kazakhstan JSC 838.1 2.63 9 1,100.2 3.44 -262.1 -0.81 Temirbank JSC 10 826.2 2.59 10 829.2 2.59 -3.0 -0.002 ------------------------------------------------------------------------------- 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 December 31, 2008 this indicator made USD31,900.9 m. 98 shares of 74 issuers were listed on the official list of KASE. Full list of issuers` code with companies` names is available at http://www.kase.kz/instruments/nzb_code.htm [2009-01-23]