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 ends today, the changes will be announced in the first week of September and implemented at the close of trading on 12 September.</li>
<li>There is at least one change expected for each of the Secondary Battery, Bio, Internet, Game and BBIG indices. </li>
<li>The largest flows will be in <a href="https://www.smartkarma.com/entities/posco-future-m-co-ltd" target="_blank" data-smartkarma-citation="entities:12421:1" rel="noopener">Posco Future M</a>, <a href="https://www.smartkarma.com/entities/ecopro-bm-co-ltd" target="_blank" data-smartkarma-citation="entities:27873:1" rel="noopener">Ecopro BM</a>, <a href="https://www.smartkarma.com/entities/sk-biopharmaceuticals-co-ltd" target="_blank" data-smartkarma-citation="entities:28966:1" rel="noopener">SK Biopharmaceuticals</a>, <a href="https://www.smartkarma.com/entities/alteogen-inc" target="_blank" data-smartkarma-citation="entities:15886:1" rel="noopener">Alteogen</a>, <a href="https://www.smartkarma.com/entities/celltrion-inc-38a560c3-749f-4bd5-8671-c0df9cb659d7" target="_blank" data-smartkarma-citation="entities:26893:1" rel="noopener">Celltrion</a>, <a href="https://www.smartkarma.com/entities/skc-co-ltd" target="_blank" data-smartkarma-citation="entities:3970:1" rel="noopener">SKC Co</a>, <a href="https://www.smartkarma.com/entities/kakao-corp" target="_blank" data-smartkarma-citation="entities:15002:1" rel="noopener">Kakao Corp</a>, <a href="https://www.smartkarma.com/entities/douzone-bizon-co-ltd" target="_blank" data-smartkarma-citation="entities:20161:1" rel="noopener">Douzone Bizon</a>, <a href="https://www.smartkarma.com/entities/krafton-inc" target="_blank" data-smartkarma-citation="entities:28956:1" rel="noopener">Krafton</a> and <a href="https://www.smartkarma.com/entities/samsung-biologics-co-ltd" target="_blank" data-smartkarma-citation="entities:22932:1" rel="noopener">Samsung Biologics</a>.</li>
</ul>


The review period for the September rebalance ends today, the changes will be announced in the first week of September and implemented at the close of trading on 12 September.
There is at least one change expected for each of the Secondary Battery, Bio, Internet, Game and BBIG indices. 
The largest flows will be in Posco Future M, Ecopro BM, SK Biopharmaceuticals, Alteogen, Celltrion, SKC Co, Kakao Corp, Douzone Bizon, Krafton and Samsung Biologics.


KRX New Deal Index Rebalance Preview: Potential Changes as Review Period Ends Today

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 short interest of KRX stocks as of Jul 26th which has an aggregated short interest worth USD5.5bn.</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 Shinhan Financia, Amorepacific, Kb Financial, Hana Financial, Skc, Posco.</li>
</ul>


We analyzed the changes in short interest of KRX stocks as of Jul 26th which has an aggregated short interest worth USD5.5bn.
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 Shinhan Financia, Amorepacific, Kb Financial, Hana Financial, Skc, Posco.


KRX Short Interest Weekly (Jul 26th): Shinhan Financia, Amorepacific, Kb Financial, Skc, Posco

<ul>
<li>The review period for the September rebalance ends 31 July, the changes will be announced in the first week of September and implemented at the close of trading 12 September.</li>
<li>There are changes expected for each of the Secondary Battery, Bio, Internet, Game and BBIG indices. The <a href="https://www.smartkarma.com/entities/shift-up-corp" target="_blank" data-smartkarma-citation="entities:36232:1" rel="noopener">Shift Up (462870 KS)</a> listing should result in more changes.</li>
<li>The largest flows will be in <a href="https://www.smartkarma.com/entities/posco-future-m-co-ltd" target="_blank" data-smartkarma-citation="entities:12421:1" rel="noopener">Posco Future M</a>, <a href="https://www.smartkarma.com/entities/ecopro-bm-co-ltd" target="_blank" data-smartkarma-citation="entities:27873:1" rel="noopener">Ecopro BM</a>, <a href="https://www.smartkarma.com/entities/sk-biopharmaceuticals-co-ltd" target="_blank" data-smartkarma-citation="entities:28966:1" rel="noopener">SK Biopharmaceuticals</a>, <a href="https://www.smartkarma.com/entities/alteogen-inc" target="_blank" data-smartkarma-citation="entities:15886:1" rel="noopener">Alteogen</a>, <a href="https://www.smartkarma.com/entities/douzone-bizon-co-ltd" target="_blank" data-smartkarma-citation="entities:20161:1" rel="noopener">Douzone Bizon</a>, <a href="https://www.smartkarma.com/entities/skc-co-ltd" target="_blank" data-smartkarma-citation="entities:3970:1" rel="noopener">SKC Co</a> and <a href="https://www.smartkarma.com/entities/kakao-corp" target="_blank" data-smartkarma-citation="entities:15002:1" rel="noopener">Kakao Corp</a>.</li>
</ul>


The review period for the September rebalance ends 31 July, the changes will be announced in the first week of September and implemented at the close of trading 12 September.
There are changes expected for each of the Secondary Battery, Bio, Internet, Game and BBIG indices. The Shift Up (462870 KS) listing should result in more changes.
The largest flows will be in Posco Future M, Ecopro BM, SK Biopharmaceuticals, Alteogen, Douzone Bizon, SKC Co and Kakao Corp.


KRX New Deal Index Rebalance Preview: Lots of Change; Shift Up Listing Adds to It

<ul>
<li>We analyzed the changes in short interest of KRX Stocks as of Jun 21st which has an aggregated short interest worth USD5.8bn.</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 Sk Hynix, Samsung Electronics, Hyundai Motor, Kia, Enchem.</li>
</ul>


We analyzed the changes in short interest of KRX Stocks as of Jun 21st which has an aggregated short interest worth USD5.8bn.
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 Sk Hynix, Samsung Electronics, Hyundai Motor, Kia, Enchem.


KRX Short Interest Weekly (Jun 21st): Sk Hynix, Samsung Electronics, Hyundai Motor, Kia, Enchem

<ul>
<li>We analyzed the changes in short interest of KRX Stocks as of Jun 14th which has an aggregated short interest worth USD5.8bn.</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 L&amp;F, Samsung SDI, Samsung C&amp;T, Sk Hynix, Hyundai Motor.</li>
</ul>


We analyzed the changes in short interest of KRX Stocks as of Jun 14th which has an aggregated short interest worth USD5.8bn.
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 L&amp;F, Samsung SDI, Samsung C&amp;T, Sk Hynix, Hyundai Motor.


KRX Short Interest Weekly (Jun 14th): L&F, Samsung SDI, Samsung C&T, Sk Hynix, Hyundai Motor

South Korea

SKC Co., Ltd. manufactures a variety of films, including polyester films, silicon coated films, and inkjet films.  The Company also produces chemical products, such as propylene oxide, propylene glycol, and styrene monomer. In addition, SKC provides materials for photovoltaic.

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SKC Co Ltd (011790 KS)

KRX New Deal Index Rebalance Preview: Potential Changes as Review Period Ends Today

We expect at least 1 change for each of the Secondary Battery, Bio, Internet, Game and BBIG indices. Flows are pretty big on some of the stocks and...

Brian Freitas

KRX Short Interest Weekly (Jul 26th): Shinhan Financia, Amorepacific, Kb Financial, Skc, Posco

We analyzed KRX short interest report for the past week and highlighted short interest changes in Shinhan Financia, Amorepacific, Kb Financial,...

Ke Yan, CFA, FRM

KRX New Deal Index Rebalance Preview: Lots of Change; Shift Up Listing Adds to It

There should be 1 change for each of the Battery, Bio and Game indices plus 2 changes for each of the Internet and BBIG indices. The Shift Up...

Brian Freitas

KRX Short Interest Weekly (Jun 21st): Sk Hynix, Samsung Electronics, Hyundai Motor, Kia, Enchem

We analyzed KRX short interest report for the past week and highlighted short interest changes in Sk Hynix, Samsung Electronics, Hyundai Motor,...

Ke Yan, CFA, FRM

KRX Short Interest Weekly (Jun 14th): L&F, Samsung SDI, Samsung C&T, Sk Hynix, Hyundai Motor

We analyzed KRX short interest report for the past week and highlighted short interest changes in L&F, Samsung SDI, Samsung C&T, Sk Hynix, Hyundai...

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)