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>Close to the 85% inclusion threshold, <a href="https://www.smartkarma.com/entities/core-lithium-ltd" target="_blank" data-smartkarma-citation="entities:14712:1" rel="noopener">Core Lithium Ltd</a> could be added to the MVIS Global Rare Earth/Strategic Metals Index in June. <a href="https://www.smartkarma.com/entities/lake-resources-nl" target="_blank" data-smartkarma-citation="entities:14597:1" rel="noopener">Lake Resources Nl (LKE AU)</a> is also close.</li>
<li>
<a href="https://www.smartkarma.com/entities/australian-strategic-materials" target="_blank" data-smartkarma-citation="entities:30815:1" rel="noopener">Australian Strategic Materials (ASM AU)</a> is very close to the 98% deletion threshold. Even if it is not deleted, there will be passive selling due to capping changes.</li>
<li>Yesterday was the cutoff date for the June review, so today's steep fall in prices will not affect the ranking of the potential changes.</li>
</ul>


Close to the 85% inclusion threshold, Core Lithium Ltd could be added to the MVIS Global Rare Earth/Strategic Metals Index in June. Lake Resources Nl (LKE AU) is also close.

Australian Strategic Materials (ASM AU) is very close to the 98% deletion threshold. Even if it is not deleted, there will be passive selling due to capping changes.
Yesterday was the cutoff date for the June review, so today's steep fall in prices will not affect the ranking of the potential changes.


MVIS Global Rare Earth/​​​Strategic Metals Index Rebalance Preview: Stocks Plunge as Cutoff Passes

<ul>
<li>
<a href="https://www.smartkarma.com/entities/core-lithium-ltd" target="_blank" data-smartkarma-citation="entities:14712:1" rel="noopener">Core Lithium Ltd (CXO AU)</a> could be added to the MVIS Global Rare Earth/Strategic Metals Index in June. <a href="https://www.smartkarma.com/entities/lake-resources-nl" target="_blank" data-smartkarma-citation="entities:14597:1" rel="noopener">Lake Resources Nl (LKE AU)</a> is the next highest ranked non-index constituent.</li>
<li>Irrespective of whether there are inclusions, there will be passive selling on <a href="https://www.smartkarma.com/entities/ioneer-ltd" target="_blank" data-smartkarma-citation="entities:10264:1" rel="noopener">ioneer Ltd (INR AU)</a> and <a href="https://www.smartkarma.com/entities/australian-strategic-materials" target="_blank" data-smartkarma-citation="entities:30815:1" rel="noopener">Australian Strategic Materials (ASM AU)</a> due to capping changes to the index constituents.</li>
<li>Inclusions to the index jump post announcement. The review cutoff date is 31 May, so weakness in the potential inclusions could be used to pre-position (if they outperform index constituents).</li>
</ul>



Core Lithium Ltd (CXO AU) could be added to the MVIS Global Rare Earth/Strategic Metals Index in June. Lake Resources Nl (LKE AU) is the next highest ranked non-index constituent.
Irrespective of whether there are inclusions, there will be passive selling on ioneer Ltd (INR AU) and Australian Strategic Materials (ASM AU) due to capping changes to the index constituents.
Inclusions to the index jump post announcement. The review cutoff date is 31 May, so weakness in the potential inclusions could be used to pre-position (if they outperform index constituents).


MVIS Global Rare Earth/​​Strategic Metals Index Rebalance Preview: Potential Adds & Capping Flows

Australia

Australian Strategic Materials Limited operates as a holding company. The Company, through its subsidiaries, focuses on producing specialty metals and oxides for advanced technologies. Australian Strategic Materials serves customers worldwide.

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Australian Strategic Materials (ASM AU)

MVIS Global Rare Earth/Strategic Metals Index Rebalance Preview: Stocks Plunge as Cutoff Passes

Core Lithium could be added to the REMX in June. Lake Resources could miss out on index inclusion. ASM will be sold due to funding flows but is...

Brian Freitas

MVIS Global Rare Earth/Strategic Metals Index Rebalance Preview: Potential Adds & Capping Flows

Core Lithium could be added to the REMX Index in June. Lake Resources is the next potential add. Both stocks are potential ASX200 adds in June....

Brian Freitas

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

MVIS Global Rare Earth/​​​Strategic Metals Index Rebalance Preview: Stocks Plunge as Cutoff Passes

Core Lithium could be added to the REMX in June. Lake Resources could miss out on index inclusion. ASM will be sold due to funding flows but is...

Brian Freitas

MVIS Global Rare Earth/​​Strategic Metals Index Rebalance Preview: Potential Adds & Capping Flows

Core Lithium could be added to the REMX Index in June. Lake Resources is the next potential add. Both stocks are potential ASX200 adds in June....

Brian Freitas

MVIS Global Rare Earth/Strategic Metals Index Rebalance Preview: Stocks Plunge as Cutoff Passes

MVIS Global Rare Earth/Strategic Metals Index Rebalance Preview: Potential Adds & Capping Flows