Index Rebal Trades & Special Situations, Quiddity Advisors

Janaghan Jeyakumar, CFA

Index Rebal Trades & Special Situations

Quiddity Advisors

Pan-Asia Catalysts/Events

Event-Driven

<ul>
<li>In this insight, we take a look at the Potential ADDs/DELs for the BSE SENSEX, 100, 200, and 500 Indices in the June 2023 Rebalance.</li>
<li>The BSE AllCap March 2023 Rebalance results were announced and this changes the main universe from which SENSEX, BSE 100, and BSE 200 members are selected.</li>
<li>In this insight, we take a look at the recent updates to my expectations and the price and volume performance of the candidates.</li>
</ul>


In this insight, we take a look at the Potential ADDs/DELs for the BSE SENSEX, 100, 200, and 500 Indices in the June 2023 Rebalance.
The BSE AllCap March 2023 Rebalance results were announced and this changes the main universe from which SENSEX, BSE 100, and BSE 200 members are selected.
In this insight, we take a look at the recent updates to my expectations and the price and volume performance of the candidates.


Quiddity Leaderboard for BSE/​SENSEX Jun 23: NMDC Could Be a BSE 200 ADD

Index Rebalance

<ul>
<li>In this insight, we take a look at the Potential ADDs/DELs for the BSE SENSEX, 100, 200, and 500 Indices in the June 2023 Rebalance.</li>
<li>The sharp price drops experienced by the Adani Group companies have resulted in a negative change in index flow expectations for some names.</li>
<li>However, some Adani Group companies could be experiencing positive index flows in the June 2023 rebalance due to some peculiar derivative-linkage requirements in the index methodology.</li>
</ul>


In this insight, we take a look at the Potential ADDs/DELs for the BSE SENSEX, 100, 200, and 500 Indices in the June 2023 Rebalance.
The sharp price drops experienced by the Adani Group companies have resulted in a negative change in index flow expectations for some names.
However, some Adani Group companies could be experiencing positive index flows in the June 2023 rebalance due to some peculiar derivative-linkage requirements in the index methodology.


Quiddity Leaderboard for BSE/SENSEX Jun 23: Mixed Expectations for Adani Names. Some Lose. Some Win.

<ul>
<li>In this insight, we take a look at the Potential ADDs/DELs for the BSE SENSEX, 100, 200, and 500 Indices in the June 2023 Rebalance.</li>
<li>
<a href="https://www.smartkarma.com/entities/adani-enterprises-ltd" target="_blank" data-smartkarma-citation="entities:245:1" rel="noopener">Adani Enterprises (ADE IN)</a> could be added and <a href="https://www.smartkarma.com/entities/wipro-ltd" target="_blank" data-smartkarma-citation="entities:15360:1" rel="noopener">Wipro Ltd (WPRO IN)</a> could be deleted from the SENSEX Index. There could be multiple changes for BSE 100, 200, and 500.</li>
<li>Below is a look at our estimated rankings for potential ADDs/DELs, their recent price performance vs peers, and potential trading opportunities.</li>
</ul>


In this insight, we take a look at the Potential ADDs/DELs for the BSE SENSEX, 100, 200, and 500 Indices in the June 2023 Rebalance.

Adani Enterprises (ADE IN) could be added and Wipro Ltd (WPRO IN) could be deleted from the SENSEX Index. There could be multiple changes for BSE 100, 200, and 500.
Below is a look at our estimated rankings for potential ADDs/DELs, their recent price performance vs peers, and potential trading opportunities.


S&P BSE/​​Sensex Quiddity Leaderboard Jun 23: Adani Enterprises, Wipro, & The Usual F&O Questions

<ul>
<li>In this insight, we take a look at the names leading the race to become ADDs/DELs for the NIFTY 50, 100, and 500 Indices for the September 2022 Rebalance.</li>
<li>With only one month left in the reference period, most changes for the NIFTY 50 and NIFTY 100 Index seem to be high-conviction index changes.</li>
<li>In addition, I have discussed some trading opportunities with interesting potential index flow dynamics.</li>
</ul>


In this insight, we take a look at the names leading the race to become ADDs/DELs for the NIFTY 50, 100, and 500 Indices for the September 2022 Rebalance.
With only one month left in the reference period, most changes for the NIFTY 50 and NIFTY 100 Index seem to be high-conviction index changes.
In addition, I have discussed some trading opportunities with interesting potential index flow dynamics.


NIFTY Quiddity Leaderboard Sep 2022: June Trades Successful; More to Come

Life Insurance  of India / Index Rebalance

<ul>
<li>In this insight, we take a look at the names leading the race to become ADDs/DELs for the BSE SENSEX, 100, 200, and 500 Indices for the December 2022 Rebalance.</li>
<li>
<a href="https://www.smartkarma.com/entities/life-insurance-corp-of-india-lic" target="_blank" data-smartkarma-citation="entities:28829:1" rel="noopener">Life Insurance Corp of India (LICI IN)</a> will be added to BSE 200 and BSE 500 at the end of this week. Below are more details on this.</li>
<li>In addition, I have discussed some trading opportunities with interesting potential index flow dynamics.</li>
</ul>


In this insight, we take a look at the names leading the race to become ADDs/DELs for the BSE SENSEX, 100, 200, and 500 Indices for the December 2022 Rebalance.

Life Insurance Corp of India (LICI IN) will be added to BSE 200 and BSE 500 at the end of this week. Below are more details on this.
In addition, I have discussed some trading opportunities with interesting potential index flow dynamics.


S&P BSE Quiddity Leaderboard Dec 2022: LIC, Shriram Finance, Tata Motors, Dr Reddy's, & More

India

Godrej Properties, Ltd. is a real estate development company.

Price Gauge
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Godrej Properties (GPL IN)

Quiddity Leaderboard for BSE/SENSEX Jun 23: NMDC Could Be a BSE 200 ADD

Following the March 2023 BSE AllCap rebalance, NMDC could be a BSE 200 ADD as it stands and Apl Apollo Tubes has fallen out of the "IN AS-IS" section.

Janaghan Jeyakumar, CFA

Quiddity Leaderboard for BSE/SENSEX Jun 23: Mixed Expectations for Adani Names. Some Lose. Some Win.

Based on current data, I do not see any changes for SENSEX. I see 6 ADDs/DELs for BSE 100 with Adani Names involved in both sides and I see 3 ADDs...

Janaghan Jeyakumar, CFA

S&P BSE/Sensex Quiddity Leaderboard Jun 23: Adani Enterprises, Wipro, & The Usual F&O Questions

I see one change for SENSEX, four changes for BSE 100, and three changes for BSE 200 based on the latest available data. There could be around...

Janaghan Jeyakumar, CFA

NIFTY Quiddity Leaderboard Sep 2022: June Trades Successful; More to Come

NIFTY 50 could see one or two changes. NIFTY 100 and NIFTY 500 could see 5 and 25 changes respectively. There might be some interesting trades to...

Janaghan Jeyakumar, CFA

S&P BSE Quiddity Leaderboard Dec 2022: LIC, Shriram Finance, Tata Motors, Dr Reddy's, & More

Details on LIC's S&P BSE Inclusion Event and more discussions on potential index changes in the S&P BSE Index family in the run up to the December...

Janaghan Jeyakumar, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Quiddity Leaderboard for BSE/​SENSEX Jun 23: NMDC Could Be a BSE 200 ADD

Following the March 2023 BSE AllCap rebalance, NMDC could be a BSE 200 ADD as it stands and Apl Apollo Tubes has fallen out of the "IN AS-IS" section.

Janaghan Jeyakumar, CFA

Quiddity Leaderboard for BSE/SENSEX Jun 23: Mixed Expectations for Adani Names. Some Lose. Some Win.

Based on current data, I do not see any changes for SENSEX. I see 6 ADDs/DELs for BSE 100 with Adani Names involved in both sides and I see 3 ADDs...

Janaghan Jeyakumar, CFA

S&P BSE/​​Sensex Quiddity Leaderboard Jun 23: Adani Enterprises, Wipro, & The Usual F&O Questions

I see one change for SENSEX, four changes for BSE 100, and three changes for BSE 200 based on the latest available data. There could be around...

Janaghan Jeyakumar, CFA

NIFTY Quiddity Leaderboard Sep 2022: June Trades Successful; More to Come

NIFTY 50 could see one or two changes. NIFTY 100 and NIFTY 500 could see 5 and 25 changes respectively. There might be some interesting trades to...

Janaghan Jeyakumar, CFA

S&P BSE Quiddity Leaderboard Dec 2022: LIC, Shriram Finance, Tata Motors, Dr Reddy's, & More

Details on LIC's S&P BSE Inclusion Event and more discussions on potential index changes in the S&P BSE Index family in the run up to the December...

Janaghan Jeyakumar, CFA

Quiddity Leaderboard for BSE/SENSEX Jun 23: NMDC Could Be a BSE 200 ADD

S&P BSE/Sensex Quiddity Leaderboard Jun 23: Adani Enterprises, Wipro, & The Usual F&O Questions