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>The annual rebalance of the Korea Value-Up Index will take place at the close of trading on 11 June. There are 20 adds and 19 deletes for the index.</li>
<li>There will be big capping flows for <a href="https://www.smartkarma.com/entities/samsung-electronics-co-ltd" target="_blank" data-smartkarma-citation="entities:191:1" rel="noopener">Samsung Electronics (005930 KS)</a> and <a href="https://www.smartkarma.com/entities/sk-hynix-inc" target="_blank" data-smartkarma-citation="entities:16955:1" rel="noopener">SK Hynix (000660 KS)</a>, leading to one-way turnover of 30% and a round-trip trade of US$1.4bn.</li>
<li>Industrials stocks gain 8 index spots while Information Technology and Consumer Discretionary stocks are net losers with 5 and 3 spots lost respectively.</li>
</ul>


The annual rebalance of the Korea Value-Up Index will take place at the close of trading on 11 June. There are 20 adds and 19 deletes for the index.
There will be big capping flows for Samsung Electronics (005930 KS) and SK Hynix (000660 KS), leading to one-way turnover of 30% and a round-trip trade of US$1.4bn.
Industrials stocks gain 8 index spots while Information Technology and Consumer Discretionary stocks are net losers with 5 and 3 spots lost respectively.


Korea Value-Up Index Rebalance: US$1.4bn Round-Trip Trade Tomorrow

Korea/Asia, Events, IPOs, Douglas Research Advisory

Douglas Kim

Korea/Asia, Events, IPOs

Douglas Research Advisory

<ul>
<li>Korea Value-Up Index will be rebalanced on 12 June. Korea Value Up index is up 234% in the past one year, outperforming KOSPI (up 184%) and KOSDAQ (up 27%). </li>
<li>However, Korea Value Up index has slightly underperformed KOSPI 200 index which is up 238% in the same period. </li>
<li>AUMs of the 13 major ETFs that track the Korea Value Up index rose to 4.0 trillion won as of 9 June 2026 (up 217% from beginning of year). </li>
</ul>


Korea Value-Up Index will be rebalanced on 12 June. Korea Value Up index is up 234% in the past one year, outperforming KOSPI (up 184%) and KOSDAQ (up 27%). 
However, Korea Value Up index has slightly underperformed KOSPI 200 index which is up 238% in the same period. 
AUMs of the 13 major ETFs that track the Korea Value Up index rose to 4.0 trillion won as of 9 June 2026 (up 217% from beginning of year). 


Highlights of the Korea Value-Up Index Rebalance on 12 June

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 analyzed the changes in short interest of KRX stocks as of Jun 5th. The aggregated short interest was USD17.9bn.</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 SAMSUNG C&amp;T, NAVER, LG Electronics, LG Innotek, SamsungElecMech.</li>
</ul>


We analyzed the changes in short interest of KRX stocks as of Jun 5th. The aggregated short interest was USD17.9bn.
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 SAMSUNG C&amp;T, NAVER, LG Electronics, LG Innotek, SamsungElecMech.


KRX Short Interest Weekly (Jun 5th): SAMSUNG C&T, NAVER, LG Electronics, LG Innotek, SamsungElecMech

<ul>
<li>We analyzed the changes in foreign holdings of KRX stocks as of Jun 5th. The aggregated holding was USD1,580.4bn.</li>
<li>We estimate that foreign flows to be outflows of USD9,883mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.</li>
<li>We highlight changes of foreign holdings in Samsung Electronics, SK Hynix, LG Electronics, NAVER, Samsung Elec (PREF).</li>
</ul>


We analyzed the changes in foreign holdings of KRX stocks as of Jun 5th. The aggregated holding was USD1,580.4bn.
We estimate that foreign flows to be outflows of USD9,883mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
We highlight changes of foreign holdings in Samsung Electronics, SK Hynix, LG Electronics, NAVER, Samsung Elec (PREF).


KRX Foreign Holding Weekly (Jun 5th): Samsung Electronics, SK Hynix, LG Electronics, NAVER

<ul>
<li>We analyzed the changes in foreign holdings of KRX stocks as of May 29th. The aggregated holding was USD1,610.8bn.</li>
<li>We estimate that foreign flows to be outflows of USD2,209mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.</li>
<li>We highlight changes of foreign holdings in Samsung Electronics, SK Hynix, Mobis, Samsung Elec (PREF), Hyundai Motor.</li>
</ul>


We analyzed the changes in foreign holdings of KRX stocks as of May 29th. The aggregated holding was USD1,610.8bn.
We estimate that foreign flows to be outflows of USD2,209mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
We highlight changes of foreign holdings in Samsung Electronics, SK Hynix, Mobis, Samsung Elec (PREF), Hyundai Motor.


KRX Foreign Holding Weekly (May 29th): Samsung Electronics, SK Hynix, Mobis, Samsung Elec (PREF)

South Korea

HD Hyundai Heavy Industries Co., Ltd. operates as a shipbuilding company. The Company provides naval shipbuilding, industrial shipbuilding, crude oil tanker, bulk carrier, container carrier, and other related services. HD Hyundai Heavy Industries also offers offshore and engineering, engine and machinery, offshore, industrial, and marine plant services.

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HD Hyundai Heavy Industries (329180 KS)

Korea Value-Up Index Rebalance: US$1.4bn Round-Trip Trade Tomorrow

There are 20 adds and 19 deletes for the index in June, plus large capping changes for Samsung Electronics and SK Hynix, leading to one-way...

Brian Freitas

Highlights of the Korea Value-Up Index Rebalance on 12 June

AUMs of the 13 major ETFs that track the Korea Value Up index rose to 4.0 trillion won as of 9 June 2026 (up 217% from beginning of year).

Douglas Kim

KRX Short Interest Weekly (Jun 5th): SAMSUNG C&T, NAVER, LG Electronics, LG Innotek, SamsungElecMech

We analyzed KRX short interest report for the past week and highlighted short interest changes in SAMSUNG C&T, NAVER, LG Electronics, LG Innotek,...

Ke Yan, CFA, FRM

KRX Foreign Holding Weekly (Jun 5th): Samsung Electronics, SK Hynix, LG Electronics, NAVER

We analyzed KRX foreign holding data for the past week and highlighted foreign holding changes in Samsung Electronics, SK Hynix, LG Electronics,...

Ke Yan, CFA, FRM

KRX Foreign Holding Weekly (May 29th): Samsung Electronics, SK Hynix, Mobis, Samsung Elec (PREF)

We analyzed KRX foreign holding data for the past week and highlighted foreign holding changes in Samsung Electronics, SK Hynix, Mobis, Samsung...

Ke Yan, CFA, FRM

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