Korea / Special Sits, Pairs, Index Rebalancing, Clepsydra Capital

Sanghyun Park

Korea / Special Sits, Pairs, Index Rebalancing

Clepsydra Capital

Investigate special situations, pairs, and index rebalancing trades in Korea.

Event-Driven

<ul>
<li>Two SOL sector ETFs are unique in that they only include companies positioned upstream. This results in a group of smaller-sized constituents, which can have a greater flow impact.</li>
<li>Once the universe is established, constituent selection and weight adjustment are determined exclusively using full/float market capitalization. As a result, flow trading can be highly predictable.</li>
<li>Although they have lower AUM, the five Semiconductor constituents could still face a significant flow impact during this one-day flow event due to their much lower DTV.</li>
</ul>


Two SOL sector ETFs are unique in that they only include companies positioned upstream. This results in a group of smaller-sized constituents, which can have a greater flow impact.
Once the universe is established, constituent selection and weight adjustment are determined exclusively using full/float market capitalization. As a result, flow trading can be highly predictable.
Although they have lower AUM, the five Semiconductor constituents could still face a significant flow impact during this one-day flow event due to their much lower DTV.


Preemptive Flow Trading Opportunities with the Fastest-Growing Sector ETFs in Korea

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: Five stock remains, nine stocks added to our portfolio</li>
<li>Since its inception, it has generated a before-fee total return of 188% versus the MSCI Asia ex Japan of 68%</li>
</ul>


We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology
Portfolio changes: Five stock remains, nine stocks added to our portfolio
Since its inception, it has generated a before-fee total return of 188% versus the MSCI Asia ex Japan of 68%


Asia Pac IPO & Placement Research, China biotech, Aequitas Research

Ke Yan, CFA, FRM

Asia Pac IPO & Placement Research, China biotech

IPOs and Placements coverage across Asia Pacific

Aequitas Research

We cover all listing across the Asia Pacific along with follow-up placements. As of Dec 2020, our team had covered 539 IPOs with a hit rate of 73.5% and 685 placements with a hit rate of 66.8%.

We combine fundamental bottom-up views with our proprietary quantitative framework to provide a holistic coverage across new listings and placements. Our coverage includes pre-IPO notes before the deal is launched, follow-up analysis once the deal is live and post-listing trading analysis as well.

Quantitative Analysis

<ul>
<li>We analyzed the changes in short interest of KRX Stocks as of Mar 22nd which has an aggregated short interest worth USD7.6bn.</li>
<li>We tabulate league table 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 SDI, Rainbow Robotics, Jyp Entertainment.</li>
</ul>


We analyzed the changes in short interest of KRX Stocks as of Mar 22nd which has an aggregated short interest worth USD7.6bn.
We tabulate league table 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 SDI, Rainbow Robotics, Jyp Entertainment.


KRX Short Interest Weekly (Mar 22nd): Samsung SDI, Rainbow Robotics, Jyp Entertainment

Technical Analyst, Vermilion Research

Joe Jasper

Technical Analyst

Technical and Quantitative Research

Vermilion Research

Vermilion’s objective is to deliver timely, actionable, and unique technical research to professional investors through the application of our various technical indicators.

Our research strategists seek to highlight securities which we believe are at major inflection points, based on our various technical and quantitative indicators, and offer asymmetric risk/return profiles. Our unique research methodology, centered on relative strength, enables our strategists to deliver superior investment recommendations.

Our process begins by organizing the universe of actively traded stocks into discrete sectors, then into industry groups. We then apply our technical and quantitative tools to identify developing price trends. Once attractive trends are identified within a selected sector or group, we screen for individual stocks which we believe offer the best risk/reward profile. We provide a historical perspective that often reveals, through our long-term charts, how price patterns often repeat themselves over time.

Technical Analysis

Asm International Nv / Technical Analysis

<ul>
<li>Global equities (MSCI ACWI) are resuming their uptrends following several weeks of consolidation above major base supports (classic bull market behavior). Our outlook for global equities remains bullish.</li>
<li>Europe's EURO STOXX 50 has held above critical support at 4400-4415, and now displays a bull flag breakout following over a month of consolidation -- add exposure</li>
<li>We highlight many buy opportunities within global Technology, Services, and Communications</li>
</ul>


Global equities (MSCI ACWI) are resuming their uptrends following several weeks of consolidation above major base supports (classic bull market behavior). Our outlook for global equities remains bullish.
Europe's EURO STOXX 50 has held above critical support at 4400-4415, and now displays a bull flag breakout following over a month of consolidation -- add exposure
We highlight many buy opportunities within global Technology, Services, and Communications


EURO STOXX 50, MSCI ACWI Breaking Out; Bullish Outlook Intact; Buys in Technology, Services, & Comm

<ul>
<li>We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology</li>
<li>Portfolio changes: Three stock remains, 11 stocks added to our portfolio</li>
<li>Since its inception, it has generated a before-fee total return of 128% versus the MSCI Asia ex Japan of 59%</li>
</ul>


We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology
Portfolio changes: Three stock remains, 11 stocks added to our portfolio
Since its inception, it has generated a before-fee total return of 128% versus the MSCI Asia ex Japan of 59%


South Korea

LEENO Industrial Inc. develops and manufactures various testers.  The Company's products include integrated circuit (IC) test sockets, test probe pins used in semiconductor industry.

Leeno Industrial (058470 KS)

Preemptive Flow Trading Opportunities with the Fastest-Growing Sector ETFs in Korea

This post presents preemptive flow trading opportunities with the currently fastest-growing sector ETFs in Korea, both of which got listed late...

Sanghyun Park

The Stocks to Own in Asia – Vol. 44

We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology. Portfolio changes: Five stock remains, nine stocks added...

A. Stotz Investment Research

KRX Short Interest Weekly (Mar 22nd): Samsung SDI, Rainbow Robotics, Jyp Entertainment

We analyzed KRX short interest report for the past week and highlighted short interest changes in Samsung SDI, Rainbow Robotics, Jyp Entertainment.

Ke Yan, CFA, FRM

EURO STOXX 50, MSCI ACWI Breaking Out; Bullish Outlook Intact; Buys in Technology, Services, & Comm

EURO $STOXX 50, MSCI $ACWI Breaking Out; Bullish Outlook Intact; Actionable Themes: Global Technology, Services, and Communications $ASML $ASMIY...

Vermilion Research

The Stocks to Own in Asia – Vol. 43

We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology. Portfolio changes: Three stock remains, 11 stocks added.

A. Stotz Investment Research

Preemptive Flow Trading Opportunities with the Fastest-Growing Sector ETFs in Korea

This post presents preemptive flow trading opportunities with the currently fastest-growing sector ETFs in Korea, both of which got listed late...

Sanghyun Park

The Stocks to Own in Asia – Vol. 44

We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology. Portfolio changes: Five stock remains, nine stocks added...

A. Stotz Investment Research

KRX Short Interest Weekly (Mar 22nd): Samsung SDI, Rainbow Robotics, Jyp Entertainment

We analyzed KRX short interest report for the past week and highlighted short interest changes in Samsung SDI, Rainbow Robotics, Jyp Entertainment.

Ke Yan, CFA, FRM

EURO STOXX 50, MSCI ACWI Breaking Out; Bullish Outlook Intact; Buys in Technology, Services, & Comm

EURO $STOXX 50, MSCI $ACWI Breaking Out; Bullish Outlook Intact; Actionable Themes: Global Technology, Services, and Communications $ASML $ASMIY...

Vermilion Research

The Stocks to Own in Asia – Vol. 43

We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology. Portfolio changes: Three stock remains, 11 stocks added.

A. Stotz Investment Research

This post presents preemptive flow trading opportunities with the currently fastest-growing sector ETFs in Korea, both of which got listed late...