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

Event-Driven

Korea Stock Exchange KOSPI 200 / Event-Driven

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>Since short selling was banned in November 2023, short interest has plunged in Korea as shorts were covered. Markets have not done much over the last 16 months though. </li>
<li>Foreign investor holdings have dropped from 32.05% in July to 28.57%. The top 25 stocks bought by foreign investors outperformed the top 25 stocks sold by 128% in 16 months.</li>
<li>There will be trade opportunities across indices, pref/ords, index migrations and deletions, potential market upgrades and overvalued stocks being sold.</li>
</ul>


Since short selling was banned in November 2023, short interest has plunged in Korea as shorts were covered. Markets have not done much over the last 16 months though. 
Foreign investor holdings have dropped from 32.05% in July to 28.57%. The top 25 stocks bought by foreign investors outperformed the top 25 stocks sold by 128% in 16 months.
There will be trade opportunities across indices, pref/ords, index migrations and deletions, potential market upgrades and overvalued stocks being sold.


Korea: Short Selling Is Back in March; Trade Ideas

CEO, A. Stotz Investment Research

Dr. Andrew Stotz, CFA

Quantamental Investing to beat Benchmarks

A. Stotz Investment Research

We pick stocks. We construct portfolios. All our effort is focused on how to better pick stocks and construct portfolios. We serve fund management companies, family offices, and high net worth individuals.

Thematic (Sector/Industry)

<ul>
<li>We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology</li>
<li>Portfolio changes: All fourteen stocks have changed in the portfolio</li>
<li>Since its inception, it has generated a before-fee total return of 262% versus the MSCI Asia ex Japan of 110%</li>
</ul>


We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology
Portfolio changes: All fourteen stocks have changed in the portfolio
Since its inception, it has generated a before-fee total return of 262% versus the MSCI Asia ex Japan of 110%


<ul>
<li>We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology</li>
<li>Portfolio changes: Two stock remains, 12 stocks added into portfolio</li>
<li>Since its inception, it has generated a before-fee total return of 200% versus the MSCI Asia ex Japan of 77%</li>
</ul>


We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology
Portfolio changes: Two stock remains, 12 stocks added into portfolio
Since its inception, it has generated a before-fee total return of 200% versus the MSCI Asia ex Japan of 77%


Korea/Asia, Events, IPOs, Douglas Research Advisory

Douglas Kim

Korea/Asia, Events, IPOs

Douglas Research Advisory

Cross Asset Strategy

<ul>
<li>We are starting a new series of insights called "Top 10 Korean Stock Picks Bi-Weekly."
</li>
<li>The main purpose of these insights is to pick top 10 stocks in Korea that could outperform KOSPI in the following two week period.</li>
<li>The top 10 stock picks include Kia Corp, Kangwon Land, OCI Holdings, HD Hyundai, Doosan Bobcat, BNK Financial, Hyundai Mobis, HMM, Hyundai Glovis, and Korean Reinsurance.</li>
</ul>


We are starting a new series of insights called "Top 10 Korean Stock Picks Bi-Weekly."

The main purpose of these insights is to pick top 10 stocks in Korea that could outperform KOSPI in the following two week period.
The top 10 stock picks include Kia Corp, Kangwon Land, OCI Holdings, HD Hyundai, Doosan Bobcat, BNK Financial, Hyundai Mobis, HMM, Hyundai Glovis, and Korean Reinsurance.


Top 10 Korean Stock Picks Bi-Weekly (Starting 20 January 2025)

<ul>
<li>In the past several days, the South Korean Presidential Office has announced that it is pushing for a comprehensive inheritance tax reforms.</li>
<li>Although the Presidential Office mentioned it is pushing to reduce highest inheritance tax rates from 60% to 30%, the more likely scenario is to reduce this rate to about 50%.</li>
<li>The lump sum personal deduction of 500 million won or inheritance tax which has been maintained for nearly 27 years could be doubled to about 1 billion won or more. </li>
</ul>


In the past several days, the South Korean Presidential Office has announced that it is pushing for a comprehensive inheritance tax reforms.
Although the Presidential Office mentioned it is pushing to reduce highest inheritance tax rates from 60% to 30%, the more likely scenario is to reduce this rate to about 50%.
The lump sum personal deduction of 500 million won or inheritance tax which has been maintained for nearly 27 years could be doubled to about 1 billion won or more. 


Korean Government Is Pushing for a Comprehensive Inheritance Reforms - Will They Pass or Fail?

South Korea

Hyundai Glovis Co., Ltd. provides domestic and international logistic services. The Company's services include domestic transportation, storage, packaging, vehicle logistic, and logistic consulting.  GLOVIS also runs automobile auction market for used vehicle.

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

Hyundai Glovis (086280 KS)

Korea: Short Selling Is Back in March; Trade Ideas

Short selling in Korea commences from Monday. There will be a lot of interest in shorting stocks/sectors depending on how they have performed since...

Brian Freitas

The Stocks to Own in Asia – Vol. 49

We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology. Portfolio changes: All 14 stocks have changed.

A. Stotz Investment Research

The Stocks to Own in Asia – Vol. 48

We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology. Since its inception, it has generated a before-fee total...

A. Stotz Investment Research

Top 10 Korean Stock Picks Bi-Weekly (Starting 20 January 2025)

We are starting a new series of insights called "Top 10 Korean Stock Picks Bi-Weekly." Main purpose of them is to pick top 10 stocks in Korea that...

Douglas Kim

Korean Government Is Pushing for a Comprehensive Inheritance Reforms - Will They Pass or Fail?

Although the South Korean Presidential Office mentioned it is pushing to reduce highest inheritance tax rates from 60% to 30%, the more likely...

Douglas Kim

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)