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>There could be 2 changes each for the ASX50 and ASX100 indices and 7 changes for the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> in December.</li>
<li>Passive trackers will need to trade a lot of stock in the forecast changes, with the impact being especially large for the changes to the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a>. </li>
<li>The forecast adds have outperformed (and continue to outperform) the forecast deletes to the S&amp;P/ASX 100 Index and the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a>. </li>
</ul>


There could be 2 changes each for the ASX50 and ASX100 indices and 7 changes for the S&amp;P/ASX 200 (AS51 INDEX) in December.
Passive trackers will need to trade a lot of stock in the forecast changes, with the impact being especially large for the changes to the S&amp;P/ASX 200 (AS51 INDEX). 
The forecast adds have outperformed (and continue to outperform) the forecast deletes to the S&amp;P/ASX 100 Index and the S&amp;P/ASX 200 (AS51 INDEX). 


S&P/​​​​​​​​​ASX Index Rebalance Preview (Dec 25): Changes Across Indices as Positioning Picks Up

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 ASX Stocks as of Nov 7th (reported today). The aggregated short interest was USD26.6bn.</li>
<li>We tabulate league tables 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 James Hardie Industries, Resmed Inc DRC, Charter Hall, Steadfast, Dexus Property.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Nov 7th (reported today). The aggregated short interest was USD26.6bn.
We tabulate league tables 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 James Hardie Industries, Resmed Inc DRC, Charter Hall, Steadfast, Dexus Property.


ASX Short Interest Weekly (Nov 7th): James Hardie Industries, Resmed Inc DRC, Charter Hall

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Oct 31st (reported today). The aggregated short interest was USD27.3bn.</li>
<li>We tabulate league tables 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 CSL, Mineral Resources, Bluescope Steel, ALS, Vicinity Centres Re.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Oct 31st (reported today). The aggregated short interest was USD27.3bn.
We tabulate league tables 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 CSL, Mineral Resources, Bluescope Steel, ALS, Vicinity Centres Re.


ASX Short Interest Weekly (Oct 31st): CSL, Mineral Resources, Bluescope Steel, ALS

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Oct 24th (reported today). The aggregated short interest was USD27.5bn.</li>
<li>We tabulate league tables 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 Reece, Bluescope Steel, APA, Transurban, Sigma Pharmaceuticals.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Oct 24th (reported today). The aggregated short interest was USD27.5bn.
We tabulate league tables 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 Reece, Bluescope Steel, APA, Transurban, Sigma Pharmaceuticals.


ASX Short Interest Weekly (Oct 24th): Reece, Bluescope Steel, APA, Transurban, Sigma Pharmaceuticals

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Oct 17th (reported today). The aggregated short interest was USD27.3bn.</li>
<li>We tabulate league tables 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 Northern Star Resources, Transurban, ANZ, CSL, Macquarie.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Oct 17th (reported today). The aggregated short interest was USD27.3bn.
We tabulate league tables 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 Northern Star Resources, Transurban, ANZ, CSL, Macquarie.


ASX Short Interest Weekly (Oct 17th): Northern Star Resources, Transurban, ANZ, CSL, Macquarie

Australia

Boss Resources Limited operates as a mineral exploration company. The Company explores and develops uranium and base metal projects. Boss Resources serves customers in Namibia.

Price Gauge
52-week Range	0.00 - 0.00
Market Cap (USDm)	0.00
P/E	0.00
Dividend (Yield)	0.00

Boss Energy (BOE AU)

S&P/ASX Index Rebalance Preview (Dec 25): Changes Across Indices as Positioning Picks Up

There could be 22 changes across the ASX family in Dec. Plus passive buying in LNW due to a sole listing on the ASX. The adds have outperformed and...

Brian Freitas

ASX Short Interest Weekly (Nov 7th): James Hardie Industries, Resmed Inc DRC, Charter Hall

We analyzed ASX short interest report for the past week and highlight short interest changes in James Hardie Industries, Resmed Inc DRC, Charter...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Oct 31st): CSL, Mineral Resources, Bluescope Steel, ALS

We analyzed ASX short interest report for the past week and highlight short interest changes in CSL, Mineral Resources, Bluescope Steel, ALS,...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Oct 24th): Reece, Bluescope Steel, APA, Transurban, Sigma Pharmaceuticals

We analyzed ASX short interest report for the past week and highlight short interest changes in Reece, Bluescope Steel, APA, Transurban, Sigma...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Oct 17th): Northern Star Resources, Transurban, ANZ, CSL, Macquarie

We analyzed ASX short interest report for the past week and highlight short interest changes in Northern Star Resources, Transurban, ANZ, CSL,...

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

S&P/​​​​​​​​​ASX Index Rebalance Preview (Dec 25): Changes Across Indices as Positioning Picks Up

There could be 22 changes across the ASX family in Dec. Plus passive buying in LNW due to a sole listing on the ASX. The adds have outperformed and...

Brian Freitas

ASX Short Interest Weekly (Nov 7th): James Hardie Industries, Resmed Inc DRC, Charter Hall

We analyzed ASX short interest report for the past week and highlight short interest changes in James Hardie Industries, Resmed Inc DRC, Charter...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Oct 31st): CSL, Mineral Resources, Bluescope Steel, ALS

We analyzed ASX short interest report for the past week and highlight short interest changes in CSL, Mineral Resources, Bluescope Steel, ALS,...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Oct 24th): Reece, Bluescope Steel, APA, Transurban, Sigma Pharmaceuticals

We analyzed ASX short interest report for the past week and highlight short interest changes in Reece, Bluescope Steel, APA, Transurban, Sigma...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Oct 17th): Northern Star Resources, Transurban, ANZ, CSL, Macquarie

We analyzed ASX short interest report for the past week and highlight short interest changes in Northern Star Resources, Transurban, ANZ, CSL,...

Ke Yan, CFA, FRM

S&P/ASX Index Rebalance Preview (Dec 25): Changes Across Indices as Positioning Picks Up