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 review period for the September rebalance of the KOSPI Size Indices commenced on 1 June and will end on 31 August.</li>
<li>Nearing halfway in the review period, we forecast 53 migrating stocks. Among new listings, 1 stock could be added to LargeCap, 3 to MidCap and 1 to SmallCap.</li>
<li>Two potential downward migrations could be deleted from a global index in August. The new listing that is a potential LargeCap add could be added to a globalindex in September.</li>
</ul>


The review period for the September rebalance of the KOSPI Size Indices commenced on 1 June and will end on 31 August.
Nearing halfway in the review period, we forecast 53 migrating stocks. Among new listings, 1 stock could be added to LargeCap, 3 to MidCap and 1 to SmallCap.
Two potential downward migrations could be deleted from a global index in August. The new listing that is a potential LargeCap add could be added to a globalindex in September.


KOSPI Size Indices: Overlaps Between Active & Passive Flows

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 foreign holdings of KRX stocks as of Jul 4th. The aggregated holding was USD622.6bn.</li>
<li>We estimate that foreign flows to be outflows of USD704mln. We tabulates 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, Naver, Hyundai Rotem.</li>
</ul>


We analyzed the changes in foreign holdings of KRX stocks as of Jul 4th. The aggregated holding was USD622.6bn.
We estimate that foreign flows to be outflows of USD704mln. We tabulates 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, Naver, Hyundai Rotem.


KRX Foreign Holding Weekly (Jul 4th): Samsung Electronics, SK Hynix, Naver, Hyundai Rotem

<ul>
<li>We analyzed the changes in foreign holdings of KRX stocks as of Jun 27th. The aggregated holding was USD625.5bn.</li>
<li>We estimate that foreign flows to be inflows of USD100mln. We tabulates 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 SK Hynix, Kakaopay, Naver.</li>
</ul>


We analyzed the changes in foreign holdings of KRX stocks as of Jun 27th. The aggregated holding was USD625.5bn.
We estimate that foreign flows to be inflows of USD100mln. We tabulates 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 SK Hynix, Kakaopay, Naver.


KRX Foreign Holding Weekly (Jun 27th): SK Hynix, Kakaopay, Naver

<ul>
<li>We analyzed the changes in foreign holdings of KRX stocks as of Jun 20th. The aggregated holding was USD604.3bn.</li>
<li>We estimate that foreign flows to be outflows of USD885mln. We tabulates 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 SK Hynix, Lg Cns, Doosan Enerbility, Hanwha Aerospace, Samsung Electronics.</li>
</ul>


We analyzed the changes in foreign holdings of KRX stocks as of Jun 20th. The aggregated holding was USD604.3bn.
We estimate that foreign flows to be outflows of USD885mln. We tabulates 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 SK Hynix, Lg Cns, Doosan Enerbility, Hanwha Aerospace, Samsung Electronics.


KRX Foreign Holding Weekly (Jun 20th): SK Hynix, Lg Cns, Doosan Enerbility, Hanwha Aerospace

<ul>
<li>We analyzed the changes in foreign holdings of KRX stocks as of Jun 13th. The aggregated holding was USD583.2bn.</li>
<li>We estimate that foreign flows to be inflows of USD3,005mln. We tabulates 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 SK Hynix, Samsung Electronics, Samsung SDI, Hanwha Aerospace, Hyundai Motor.</li>
</ul>


We analyzed the changes in foreign holdings of KRX stocks as of Jun 13th. The aggregated holding was USD583.2bn.
We estimate that foreign flows to be inflows of USD3,005mln. We tabulates 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 SK Hynix, Samsung Electronics, Samsung SDI, Hanwha Aerospace, Hyundai Motor.


KRX Foreign Holding Weekly (Jun 13th): SK Hynix, Samsung Electronics, Samsung SDI, Hanwha Aerospace

South Korea

Shift Up is an all-in -one game design and development studio that crosses a wide range of fields from game production to promotional video and music production, based on original illustration and solid planning and programming skills.

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Shift Up (462870 KS)

KOSPI Size Indices: Overlaps Between Active & Passive Flows

There could be 53 migrations for the KOSPI Size Indices in Sep. Among new listings, there could be 1 LargeCap add and 3 MidCap adds. There are 2...

Brian Freitas

KRX Foreign Holding Weekly (Jul 4th): Samsung Electronics, SK Hynix, Naver, Hyundai Rotem

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

Ke Yan, CFA, FRM

KRX Foreign Holding Weekly (Jun 27th): SK Hynix, Kakaopay, Naver

We analyzed KRX foreign holding data for the past week and highlighted foreign holding changes in SK Hynix, Kakaopay, Naver.

Ke Yan, CFA, FRM

KRX Foreign Holding Weekly (Jun 20th): SK Hynix, Lg Cns, Doosan Enerbility, Hanwha Aerospace

We analyzed KRX foreign holding data for the past week and highlighted foreign holding changes in SK Hynix, Lg Cns, Doosan Enerbility, Hanwha...

Ke Yan, CFA, FRM

KRX Foreign Holding Weekly (Jun 13th): SK Hynix, Samsung Electronics, Samsung SDI, Hanwha Aerospace

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

Ke Yan, CFA, FRM

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52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)