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>There are 4 stocks listed in Malaysia and Thailand that could be deleted from passive portfolios in August.</li>
<li>There is a fair bit to sell in the stocks with over US$70m flow and between 10.7-44.5x ADV.</li>
<li>The positioning in most stocks does not cover the estimated passive selling and there could be more selling over the next few weeks.</li>
</ul>


There are 4 stocks listed in Malaysia and Thailand that could be deleted from passive portfolios in August.
There is a fair bit to sell in the stocks with over US$70m flow and between 10.7-44.5x ADV.
The positioning in most stocks does not cover the estimated passive selling and there could be more selling over the next few weeks.


Southeast Asia: Potential Global Index Deletions in August

Equity Analyst, LightStream Research

Shifara Samsudeen, FCMA, CGMA

Equity Analyst

Long-Short Analysis on Japan, Asia and the World

LightStream Research

LightStream conducts quantitatively rigorous and data-driven analysis with a focus on Japan and Asia.

We consistently cover the Tech, Consumer and Industrial sectors, and provide ECM and Events coverage more broadly.

We supplement traditional qualitative insights from company relationships with a robust quantitative foundation that examines as much historical data as is available.
We further refine the accuracy of our insights and calls through the use of alternative data to flesh out current trends, and through a valuation framework that emphasises non-superficial peer group selection and a proper attempt to understand the metrics and changes that have driven security valuations in the past.

Equity Bottom-Up

<ul>
<li>EV Adoption in ASEAN is low compared to developed markets, however, development of a robust EV ecosystem remains a primary goal for the respective nations.</li>
<li>Governments in the region continues to introduce new policy measures and offer incentives to promote the sector, while companies continue to attract large investment to develop the EV market.</li>
<li>The four companies we looked at have reported earnings and we have discussed their latest results and our investment thesis.</li>
</ul>


EV Adoption in ASEAN is low compared to developed markets, however, development of a robust EV ecosystem remains a primary goal for the respective nations.
Governments in the region continues to introduce new policy measures and offer incentives to promote the sector, while companies continue to attract large investment to develop the EV market.
The four companies we looked at have reported earnings and we have discussed their latest results and our investment thesis.


ASEAN EV Ecosystem Update: Progressing Towards a Robust EV Ecosystem

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 Bursa stocks as of Nov 28th. The aggregated short interest is USD459m.</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 Ekovest, Datasonic, DRB - Hicom, Supermax, Eco World Develop.</li>
</ul>


We analyzed the changes in short interest of Bursa stocks as of Nov 28th. The aggregated short interest is USD459m.
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 Ekovest, Datasonic, DRB - Hicom, Supermax, Eco World Develop.


Bursa Short Interest Weekly (Nov 28th): Ekovest, Datasonic, DRB - Hicom, Supermax, Eco World Develop

<ul>
<li>We analyzed the changes in short interest of Bursa stocks as of Nov 7th. The aggregated short interest is USD441m.</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 Ekovest, Frontken, YTL Power International, Westports, Genting Malaysia.</li>
</ul>


We analyzed the changes in short interest of Bursa stocks as of Nov 7th. The aggregated short interest is USD441m.
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 Ekovest, Frontken, YTL Power International, Westports, Genting Malaysia.


Bursa Short Interest Weekly (Nov 7th): Ekovest, Frontken, YTL Power International, Westports

<ul>
<li>We analyzed the changes in short interest of Bursa stocks as of Oct 24th. The aggregated short interest is USD424m.</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 Bumi Armada, Perak Transit, Genting Malaysia, FARM FRESH, Top Glove.</li>
</ul>


We analyzed the changes in short interest of Bursa stocks as of Oct 24th. The aggregated short interest is USD424m.
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 Bumi Armada, Perak Transit, Genting Malaysia, FARM FRESH, Top Glove.


Bursa Short Interest Weekly (Oct 24th): Bumi Armada, Perak Transit, Genting Malaysia

Malaysia

Sime Darby Berhad is an investment holding company. The Group's principal activities include plantations, property development, heavy equipment and motor vehicle distribution, and energy and utilities.

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

Sime Darby (SIME MK)

Southeast Asia: Potential Global Index Deletions in August

There are 4 stocks listed in Malaysia and Thailand that could be deleted from passive portfolios in August. Positioning has increased but appears...

Brian Freitas

ASEAN EV Ecosystem Update: Progressing Towards a Robust EV Ecosystem

Development of a robust EV ecosystem remains a primary goal and the governments in the ASEAN region continue to introduce new policy measures and...

Shifara Samsudeen, FCMA, CGMA

Bursa Short Interest Weekly (Nov 28th): Ekovest, Datasonic, DRB - Hicom, Supermax, Eco World Develop

We analyzed Bursa Malaysia short interest report for the past week and highlighted short interest changes in Ekovest, Datasonic, DRB - Hicom,...

Ke Yan, CFA, FRM

Bursa Short Interest Weekly (Nov 7th): Ekovest, Frontken, YTL Power International, Westports

We analyzed Bursa Malaysia short interest report for the past week and highlighted short interest changes in Ekovest, Frontken, YTL Power...

Ke Yan, CFA, FRM

Bursa Short Interest Weekly (Oct 24th): Bumi Armada, Perak Transit, Genting Malaysia

We analyzed Bursa Malaysia short interest report for the past week and highlighted short interest changes in Bumi Armada, Perak Transit, Genting...

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Southeast Asia: Potential Global Index Deletions in August

There are 4 stocks listed in Malaysia and Thailand that could be deleted from passive portfolios in August. Positioning has increased but appears...

Brian Freitas

ASEAN EV Ecosystem Update: Progressing Towards a Robust EV Ecosystem

​Development of a robust EV ecosystem remains a primary goal and the governments in the ASEAN region continue to introduce new policy measures and...

Shifara Samsudeen, FCMA, CGMA

Bursa Short Interest Weekly (Nov 28th): Ekovest, Datasonic, DRB - Hicom, Supermax, Eco World Develop

We analyzed Bursa Malaysia short interest report for the past week and highlighted short interest changes in Ekovest, Datasonic, DRB - Hicom,...

Ke Yan, CFA, FRM

Bursa Short Interest Weekly (Nov 7th): Ekovest, Frontken, YTL Power International, Westports

We analyzed Bursa Malaysia short interest report for the past week and highlighted short interest changes in Ekovest, Frontken, YTL Power...

Ke Yan, CFA, FRM

Bursa Short Interest Weekly (Oct 24th): Bumi Armada, Perak Transit, Genting Malaysia

We analyzed Bursa Malaysia short interest report for the past week and highlighted short interest changes in Bumi Armada, Perak Transit, Genting...

Ke Yan, CFA, FRM

Development of a robust EV ecosystem remains a primary goal and the governments in the ASEAN region continue to introduce new policy measures and...