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>One third of the way through the review period for the June rebalance, we see 11 potential changes to the <a href="https://www.smartkarma.com/entities/kosdaq-150-index" target="_blank" data-smartkarma-citation="entities:31077:1" rel="noopener">KOSDAQ 150 Index (KOSDQ150 INDEX)</a>. </li>
<li>One-Way turnover is estimated at 3.88% and the impact on the expected deletions is a lot higher than the impact on the expected inclusions.</li>
<li>The potential adds have outperformed the potential deletes over the last few months. With the potential adds not short sell eligible, there could be more to go here.</li>
</ul>


One third of the way through the review period for the June rebalance, we see 11 potential changes to the KOSDAQ 150 Index (KOSDQ150 INDEX). 
One-Way turnover is estimated at 3.88% and the impact on the expected deletions is a lot higher than the impact on the expected inclusions.
The potential adds have outperformed the potential deletes over the last few months. With the potential adds not short sell eligible, there could be more to go here.


KOSDAQ150 Index Rebalance Preview (Dec 2022): Changes Galore Early in the Review Period

South Korea

CANARIABIO Inc. operates as a new anticancer drugs development biotechnology company. The Company develops ovarian cancer, pancreatic cancer, gynecological cancer, and metastatic breast cancer immunotherapy drugs. CANARIABIO also produces sheep, pig, hog, poultry, and sweetened feed products.

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CanariaBio (016790 KS)

KOSDAQ150 Index Rebalance Preview (Dec 2022): Changes Galore Early in the Review Period

One third of the way through the review period, we see 11 potential changes. The potential adds have outperformed the potential deletes and there...

Brian Freitas

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