Arbitrage Trade Goes Awry as TSMC Hype Surges in US Market

Extreme Investor Network: Tackling the Growing Premium of TSMC’s American Depositary Receipts

Investors employing the tried-and-true arbitrage strategy of buying Taiwan Semiconductor Manufacturing Co.’s Taipei-listed shares while shorting its US-listed ADRs may be feeling the sting as the premium on the American shares continues to climb. In fact, the ADRs reached their highest price versus the Taiwan stock since 2009 this quarter, trading at a premium of around 21% as of Friday, compared to the five-year average of less than 8%.

This surge in premium can be attributed to the fervor surrounding artificial intelligence in the US, prompting TSMC’s ADRs to outperform and become more expensive than their Taiwan counterparts. The ADRs have jumped 66% this year, compared to a 55% increase in Taipei shares, making them a sought-after choice among global investors interested in AI.

Related:  TSMC's Strong Q1 Boosts US Tech Sector in Today's Market News

One key factor driving the premium on the ADRs is their accessibility to foreign investors. These US-listed securities are easier to trade and are also included in prominent indices and ETFs focused on semiconductor stocks. As a result, funds tracking these benchmarks are required to buy the US-listed ADRs, further driving up demand.

Additionally, TSMC’s ADRs have historically maintained a premium over the Taiwan shares due to their fungibility. Unlike the Taiwan-listed shares, the ADRs can be easily traded without special regulatory approvals, making them a more attractive option for foreign investors. Furthermore, the Taiwan shares are heavily owned by fund managers, making it challenging for them to increase their positions.

Related:  Is it Time to Start Worrying about the Weak Market Breadth? Insights from Katie Stockton.

Despite the growing premium, the AI sector continues to sizzle, with titans like Nvidia Corp. commanding market values exceeding $3 trillion. This has propelled TSMC’s ADRs premium over the local stock to nearly 17% on average this quarter, indicating sustained interest in the AI space.

As the AI boom shows no signs of slowing down, there may be more room for the premium on TSMC’s ADRs to expand. This presents both opportunities and risks for investors navigating the evolving landscape of the semiconductor market.

“The AI boom is not over,” remarked Jon Withaar, head of Asia special situations at Pictet Asset Management. “I’m happy to wait for a crescendo widening and perhaps even panic unwinding.”

Related:  Buyers Missed Out on Opportunities in the Crypto Market

Stay tuned to Extreme Investor Network for more insights on navigating the dynamic world of finance and investing.

Tech Chart of the Day: Microsoft, Apple, and Nvidia vie for the title of the world’s most valuable company, with combined market values surpassing China’s stock market. Don’t miss out on the latest tech news impacting the global economy.

Source: Bloomberg Businessweek ©2024 Bloomberg L.P.