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>With the review cutoff done, there could be one change for the <a href="https://www.smartkarma.com/entities/ishares-ftse-a50-china-index-etf" target="_blank" data-smartkarma-citation="entities:249:1" rel="noopener">iShares A50 China (2823 HK)</a>/ <a href="https://www.smartkarma.com/entities/csop-ftse-china-a50-etf-26e3b671-fa47-4165-a12e-bf841640c5a3" target="_blank" data-smartkarma-citation="entities:23664:1" rel="noopener">CSOP China A50 (HKD) (2822 HK)</a> ETFs in June.</li>
<li>As the highest ranked non-ETF member, <a href="https://www.smartkarma.com/entities/seres-group-co-ltd" target="_blank" data-smartkarma-citation="entities:29951:1" rel="noopener">Seres Group (601127 CH)</a> could replace <a href="https://www.smartkarma.com/entities/china-united-network-a" target="_blank" data-smartkarma-citation="entities:12620:1" rel="noopener">China United Network A (600050 CH)</a> in the ETF at the close on 20 June.</li>
<li>
<a href="https://www.smartkarma.com/entities/china-united-network-a" target="_blank" data-smartkarma-citation="entities:12620:1" rel="noopener">China United Network A (600050 CH)</a> was added to the ETF in March, so this could be a very short stint in the ETF for the stock.</li>
</ul>


With the review cutoff done, there could be one change for the iShares A50 China (2823 HK)/ CSOP China A50 (HKD) (2822 HK) ETFs in June.
As the highest ranked non-ETF member, Seres Group (601127 CH) could replace China United Network A (600050 CH) in the ETF at the close on 20 June.

China United Network A (600050 CH) was added to the ETF in March, so this could be a very short stint in the ETF for the stock.


China A50 ETFs Rebalance Preview: One Change Highly Likely

Asia Pac ECM and Index Rebal, Shenton Research

Ke Yan, CFA, FRM

Asia Pac ECM and Index Rebal

Asia Pac IPO & Placement Research, China Biotech

DZT Research

DZT Research is an independent Asia Pacific equity specialist. Our quantitative research covers index rebalancing flows, alongside exchange data analytics accross Asia Pacific. On the equity capital markets side, we focus on Asia Pacific ECM, especially biotech and TMT. Our lead analyst is frequently cited by international media.

Quantitative Analysis

<ul>
<li>We analyse the changes of A-H premium on 150 stocks over the last week. The average A-H premium was 83.3% as of Mar 21st.</li>
<li>The average A-H premium changed by -0.4ppt week-on-week, led by utilities, consumer discretionary, communication services and offset by consumer staples, financials.</li>
<li>We highlight weekly changes in A-H premium for Huadian Power, Livzon Pharma, Joinn Lab, Maanshan Iron&amp;Steel, Datang Intl Power.</li>
</ul>


We analyse the changes of A-H premium on 150 stocks over the last week. The average A-H premium was 83.3% as of Mar 21st.
The average A-H premium changed by -0.4ppt week-on-week, led by utilities, consumer discretionary, communication services and offset by consumer staples, financials.
We highlight weekly changes in A-H premium for Huadian Power, Livzon Pharma, Joinn Lab, Maanshan Iron&amp;Steel, Datang Intl Power.


A-H Premium Weekly (Mar 21st): 47 Stocks at 52 Week High A-H Premium

Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/china-mobile-ltd" target="_blank" data-smartkarma-citation="entities:27:1" rel="noopener">China Mobile (941 HK)</a> / <a href="https://www.smartkarma.com/entities/china-mobile-ltd-cca8f162-fa93-4d59-944e-86bad7251e5c" target="_blank" data-smartkarma-citation="entities:35371:1" rel="noopener">China Mobile (600941 CH)</a> will release 2024 results on Thursday 20 March 2025. </li>
<li>Historically, the stock shows minimal post-earnings volatility, with rare exceptions. Options markets project moderate movement. Opportunities exist for investors with strong directional conviction.</li>
<li>Given China Mobile's recent history of dividend increases and strong stock performance, a significant dividend boost is possible.</li>
</ul>



China Mobile (941 HK) / China Mobile (600941 CH) will release 2024 results on Thursday 20 March 2025. 
Historically, the stock shows minimal post-earnings volatility, with rare exceptions. Options markets project moderate movement. Opportunities exist for investors with strong directional conviction.
Given China Mobile's recent history of dividend increases and strong stock performance, a significant dividend boost is possible.


China Mobile (941 HK): Expected Move on Profit Announcement and Option Insights

<ul>
<li>We analyse the changes of A-H premium on 150 stocks over the last week. The average A-H premium was 83.5% as of Mar 14th.</li>
<li>The average A-H premium changed by -0.9ppt week-on-week, led by consumer discretionary, consumer staples, energy and offset by information technology, real estate, materials.</li>
<li>We highlight weekly changes in A-H premium for CIMC, Sinotrans, Joinn Lab, Huahong Semicon, Huaneng Power, Tigermed, Asymchem Lab.</li>
</ul>


We analyse the changes of A-H premium on 150 stocks over the last week. The average A-H premium was 83.5% as of Mar 14th.
The average A-H premium changed by -0.9ppt week-on-week, led by consumer discretionary, consumer staples, energy and offset by information technology, real estate, materials.
We highlight weekly changes in A-H premium for CIMC, Sinotrans, Joinn Lab, Huahong Semicon, Huaneng Power, Tigermed, Asymchem Lab.


A-H Premium Weekly (Mar 14th): CIMC, Sinotrans, Joinn Lab, Huahong Semicon, Huaneng Power

<ul>
<li>
<a href="https://www.smartkarma.com/entities/china-mobile-ltd" target="_blank" data-smartkarma-citation="entities:27:1" rel="noopener">China Mobile (941 HK)</a> experienced a 6.8% increase over five consecutive positive weeks. This Insight builds on the work of quantitative analysis identifying resistance and support levels.</li>
<li>This Insight presents four different options strategies to combine quantitative insights with volatility and option analysis. </li>
<li>Option strategies cater for both bullish, bearish, or neutral views, and can be tailored to fit a given risk budget.</li>
</ul>



China Mobile (941 HK) experienced a 6.8% increase over five consecutive positive weeks. This Insight builds on the work of quantitative analysis identifying resistance and support levels.
This Insight presents four different options strategies to combine quantitative insights with volatility and option analysis. 
Option strategies cater for both bullish, bearish, or neutral views, and can be tailored to fit a given risk budget.


EQD | China Mobile (941 HK) - Four Option Strategies for the Extended Bull Run.

China

China Mobile Limited provides telecommunication services. The Company offers wireline voice, broadband, roaming, and other related services. China Mobile serves customers throughout the mainland of China and in Hong Kong.

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

China Mobile (600941 CH)

China A50 ETFs Rebalance Preview: One Change Highly Likely

Seres could replace China United Network in the ETFs in June. This is the latest index/ETF inclusion for Seres. China United Network was added to...

Brian Freitas

A-H Premium Weekly (Mar 21st): 47 Stocks at 52 Week High A-H Premium

We analyzed A-H premium changes in the past week and highlight A-H premium changes for Huadian Power, Livzon Pharma, Joinn Lab, Maanshan...

Ke Yan, CFA, FRM

China Mobile (941 HK): Expected Move on Profit Announcement and Option Insights

China Mobile to release 2024 results with potential for significant dividend boost and opportunities for investors with strong directional...

Gaudenz Schneider

A-H Premium Weekly (Mar 14th): CIMC, Sinotrans, Joinn Lab, Huahong Semicon, Huaneng Power

We analyzed A-H premium changes in the past week and highlight A-H premium changes for CIMC, Sinotrans, Joinn Lab, Huahong Semicon, Huaneng Power,...

Ke Yan, CFA, FRM

EQD | China Mobile (941 HK) - Four Option Strategies for the Extended Bull Run.

China Mobile (941 HK) saw a 6.8% rise in five weeks. This insights details four options strategies based on resistance/support levels.

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

China A50 ETFs Rebalance Preview: One Change Highly Likely

Seres could replace China United Network in the ETFs in June. This is the latest index/ETF inclusion for Seres. China United Network was added to...

Brian Freitas

A-H Premium Weekly (Mar 21st): 47 Stocks at 52 Week High A-H Premium

We analyzed A-H premium changes in the past week and highlight A-H premium changes for Huadian Power, Livzon Pharma, Joinn Lab, Maanshan...

Ke Yan, CFA, FRM

China Mobile (941 HK): Expected Move on Profit Announcement and Option Insights

​China Mobile to release 2024 results with potential for significant dividend boost and opportunities for investors with strong directional...

Gaudenz Schneider

A-H Premium Weekly (Mar 14th): CIMC, Sinotrans, Joinn Lab, Huahong Semicon, Huaneng Power

We analyzed A-H premium changes in the past week and highlight A-H premium changes for CIMC, Sinotrans, Joinn Lab, Huahong Semicon, Huaneng Power,...

Ke Yan, CFA, FRM

EQD | China Mobile (941 HK) - Four Option Strategies for the Extended Bull Run.

​China Mobile (941 HK) saw a 6.8% rise in five weeks. This insights details four options strategies based on resistance/support levels.

Gaudenz Schneider

China Mobile to release 2024 results with potential for significant dividend boost and opportunities for investors with strong directional...

China Mobile (941 HK) saw a 6.8% rise in five weeks. This insights details four options strategies based on resistance/support levels.