Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Pan-Asia Index Rebalances/ Events/ Delta One

Periscope Analytics

Periscope Analytics focuses on event-driven trades across Asia Pacific and provides comprehensive, timely and systematic coverage of index changes to major Asia Pacific indices in a structured manner.

The analysis includes forecasted inclusions and exclusions to all major Asian indices that have significant amount of tracking assets, including estimates of passive buy/sell flow on the stocks. The service also provides commentary and impact of market consultations, ground rule changes, and other events (IPOs, spin-offs, M&A) that could lead to index changes and passive flow.

Periscope Analytics works with multi-strategy hedge funds, proprietary trading firms, stat arb trading groups and long-only investors that invest and trade in the Asia Pacific region with the data being used to trade index rebalances, avoid pre-positioning and passive flow, and to time entry into and exit from stocks.

Event-Driven Trades Across Asia Pacific

Index Rebalance

<ul>
<li>The WisdomTree Emerging Markets ex-State-Owned Enterprises Index measures the performance of emerging markets stocks that are not state-owned enterprises.</li>
<li>The changes at the October rebalance were announced after market close on 4 October with implementation scheduled at the close on 16 October.</li>
<li>There are 154 adds and 80 deletes for the index with an estimated round-trip trade of US$300m.</li>
</ul>


The WisdomTree Emerging Markets ex-State-Owned Enterprises Index measures the performance of emerging markets stocks that are not state-owned enterprises.
The changes at the October rebalance were announced after market close on 4 October with implementation scheduled at the close on 16 October.
There are 154 adds and 80 deletes for the index with an estimated round-trip trade of US$300m.


WisdomTree Emerging Markets Ex-State-Owned Enterprises Index Rebalance: US$300m Round-Trip Trade

Managing Director, Zero One, Zero One

Vincent Fernando, CFA

Managing Director, Zero One

Zero One

Founded in 2015, Zero One produces independent investment research and provides corporate finance advisory services with a focus on both listed and private technology companies. Founder Vincent Fernando has over 20 years of experience in US and Asia capital markets.

Independent Investment Research

Equity Bottom-Up

<ul>
<li>Apple Set to Launch iPhone SE 4 and Updated iPad Air in Early 2025: Key Developments to Watch</li>
<li>META's Orion AR Glasses: Next Major Computing Platform After the Smartphone?</li>
<li>Apple Supply Chain Monitor: Key IPhone Suppliers Didn't Rally With Apple; Opportunity for Rebound?</li>
</ul>


Apple Set to Launch iPhone SE 4 and Updated iPad Air in Early 2025: Key Developments to Watch
META's Orion AR Glasses: Next Major Computing Platform After the Smartphone?
Apple Supply Chain Monitor: Key IPhone Suppliers Didn't Rally With Apple; Opportunity for Rebound?


Taiwan Tech Weekly: Apple Shifting AR Strategy After Meta Orion Showcase; Apple Supply Chain Monitor

Asia Pac IPO & Placement Research, China biotech, Aequitas Research

Ke Yan, CFA, FRM

Asia Pac IPO & Placement Research, China biotech

IPOs and Placements coverage across Asia Pacific

Aequitas Research

We cover all listing across the Asia Pacific along with follow-up placements. As of Dec 2020, our team had covered 539 IPOs with a hit rate of 73.5% and 685 placements with a hit rate of 66.8%.

We combine fundamental bottom-up views with our proprietary quantitative framework to provide a holistic coverage across new listings and placements. Our coverage includes pre-IPO notes before the deal is launched, follow-up analysis once the deal is live and post-listing trading analysis as well.

Quantitative Analysis

<ul>
<li>We analyzed the changes in short interest of TWSE Stocks as of Sep 27th which has an aggregated short interest worth USD21.1bn.</li>
<li>We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in Ase Industrial, Mediatek, Alchip Technologies, Quanta Computer, Eva Airways, Realtek Semiconductor.</li>
</ul>


We analyzed the changes in short interest of TWSE Stocks as of Sep 27th which has an aggregated short interest worth USD21.1bn.
We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in Ase Industrial, Mediatek, Alchip Technologies, Quanta Computer, Eva Airways, Realtek Semiconductor.


TWSE Short Interest Weekly (Sep 27th): Ase Industrial, Mediatek, Alchip Technologies

Index Rebal Trades & Special Situations, Quiddity Advisors

Janaghan Jeyakumar, CFA

Index Rebal Trades & Special Situations

Quiddity Advisors

Pan-Asia Catalysts/Events

Formosa Sumco Technology / Index Rebalance

<ul>
<li>The T50 index represents the top 50 largest stocks by market capitalization in the Taiwan Stock Exchange (TWSE). The T100 index represents the next 100 largest names (51-150 ranks).</li>
<li>In this insight, we take a look at the potential ADDs and DELs for the December 2024 index rebal event.</li>
<li>Currently, we see one change for T50 and one change for T100 but there are two more months to the base date and our expectations can change until then.</li>
</ul>


The T50 index represents the top 50 largest stocks by market capitalization in the Taiwan Stock Exchange (TWSE). The T100 index represents the next 100 largest names (51-150 ranks).
In this insight, we take a look at the potential ADDs and DELs for the December 2024 index rebal event.
Currently, we see one change for T50 and one change for T100 but there are two more months to the base date and our expectations can change until then.


Quiddity Leaderboard T50/​​​100 Dec 24: An Alternate Possibility for Formosa Sumco TDIV Deletion

<ul>
<li>We analyzed the changes in short interest of TWSE Stocks as of Sep 13th which has an aggregated short interest worth USD20.2bn.</li>
<li>We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in Quanta Computer, TSMC, Ase Industrial, Zhen Ding Technology Holding, Shin Kong Financial, Mediatek.</li>
</ul>


We analyzed the changes in short interest of TWSE Stocks as of Sep 13th which has an aggregated short interest worth USD20.2bn.
We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in Quanta Computer, TSMC, Ase Industrial, Zhen Ding Technology Holding, Shin Kong Financial, Mediatek.


TWSE Short Interest Weekly (Sep 13th): Quanta Computer, TSMC, Ase Industrial

Taiwan

Alchip Technologies Ltd. provides silicon design and manufacturing services. The Company offers a range of system on chip (SoC) design solutions for low power, high performance, and cost considerations. Alchip produces SoC solutions for products including consumer electronics, optical networking, and medical imaging equipment. Alchip serves customers worldwide.

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52-week Range	0.00 - 0.00
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Alchip Technologies (3661 TT)

WisdomTree Emerging Markets Ex-State-Owned Enterprises Index Rebalance: US$300m Round-Trip Trade

There are 154 adds/80 deletes for the WisdomTree Emerging Markets ex-State-Owned Enterprises Index. Round-trip trade is US$300m. There have been...

Brian Freitas

Taiwan Tech Weekly: Apple Shifting AR Strategy After Meta Orion Showcase; Apple Supply Chain Monitor

Apple is set to launch new iPhone SE 4 and iPad Air in 2025, Meta's Orion AR Glasses could be the next big thing, and Apple is being forced to react.

Vincent Fernando, CFA

TWSE Short Interest Weekly (Sep 27th): Ase Industrial, Mediatek, Alchip Technologies

We analyzed TWSE short interest report for the past week and highlighted short interest changes in Ase Industrial, Mediatek, Alchip Technologies,...

Ke Yan, CFA, FRM

Quiddity Leaderboard T50/100 Dec 24: An Alternate Possibility for Formosa Sumco TDIV Deletion

T100 and TDIV member Formosa Sumco Technology (3532 TT) is very close to violating a key eligibility requirement for T100 which could see the name...

Janaghan Jeyakumar, CFA

TWSE Short Interest Weekly (Sep 13th): Quanta Computer, TSMC, Ase Industrial

We analyzed TWSE short interest report for the past week and highlighted short interest changes in Quanta Computer, TSMC, Ase Industrial, Zhen Ding...

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

WisdomTree Emerging Markets Ex-State-Owned Enterprises Index Rebalance: US$300m Round-Trip Trade

There are 154 adds/80 deletes for the WisdomTree Emerging Markets ex-State-Owned Enterprises Index. Round-trip trade is US$300m. There have been...

Brian Freitas

Taiwan Tech Weekly: Apple Shifting AR Strategy After Meta Orion Showcase; Apple Supply Chain Monitor

​Apple is set to launch new iPhone SE 4 and iPad Air in 2025, Meta's Orion AR Glasses could be the next big thing, and Apple is being forced to react.

Vincent Fernando, CFA

TWSE Short Interest Weekly (Sep 27th): Ase Industrial, Mediatek, Alchip Technologies

We analyzed TWSE short interest report for the past week and highlighted short interest changes in Ase Industrial, Mediatek, Alchip Technologies,...

Ke Yan, CFA, FRM

Quiddity Leaderboard T50/​​​100 Dec 24: An Alternate Possibility for Formosa Sumco TDIV Deletion

T100 and TDIV member Formosa Sumco Technology (3532 TT) is very close to violating a key eligibility requirement for T100 which could see the name...

Janaghan Jeyakumar, CFA

TWSE Short Interest Weekly (Sep 13th): Quanta Computer, TSMC, Ase Industrial

We analyzed TWSE short interest report for the past week and highlighted short interest changes in Quanta Computer, TSMC, Ase Industrial, Zhen Ding...

Ke Yan, CFA, FRM

Apple is set to launch new iPhone SE 4 and iPad Air in 2025, Meta's Orion AR Glasses could be the next big thing, and Apple is being forced to react.

Quiddity Leaderboard T50/100 Dec 24: An Alternate Possibility for Formosa Sumco TDIV Deletion