S&P ASX Sep 22 Rebal: Decent Impacts but Avoid Short Buildup
The Top 10 ADDs & DELs have average impacts of +12.7 and -11.2 days to trade respectively. Some DELs names have significant short buildup.
507 Views
S&P/ASX Index Rebalance (Sep 2022): Adds, Deletes, Surprises & Pre-Positioning
There are a lot of changes to the ASX200 and ASX300 indices with high impact. There are a few surprises, mainly in the ASX300. Shorts have surged...
708 Views
S&P/ASX Index Rebalance Preview: Adds Outperform Deletes As Review Period End Nears
There are a LOT of potential changes to the S&P/ASX indices as we near the end of the review period. The potential adds have outperformed the...
709 Views
S&P/ASX Index Rebalance Preview (Sep): Plenty of High Impact Changes
There are a lot of potential changes to the S&P/ASX family of indices over the next few months. Passive trading impact is high on a lot of stocks...
949 Views
Valuations Stretched on ASX-Listed Corporate Hybrids
In November 2016 we stated a large proportion of redemptions would be reinvested in existing corporate issues to achieve some degree of sectoral...
819 Views