Overweight EM Vs. EAFE; Dollar Weakness Continues
Our favorite countries remain Taiwan (TAIEX) and India (SENSEX), while Brazil (Bovespa) and South Korea (KOSPI) display improving price and RS...
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NIFTY200 Momentum30 / Nifty100 LowVol30 Index Rebalance: Over US$2bn to Trade in June
The deletes have outperformed the adds by 4.7% since the announcement of the changes. The passives trade at the close today and those flows could...
201 Views
Screening the Silk Road: Q4 2020 High Risk Names to Avoid
Our Q3 screen delivered 600bps of under performance. With volatility is set to increase as we head into H1 2020, which stocks are most at risk in...
475 Views
Screening the Silk Road: Q3 2020 High Risk Names to Avoid
Time to remove the upper market cap limit as risk increases. Our screen from this quarter onwards is for all stocks[1] above a market...
457 Views
NIFTY200 Momentum30 Index Rebalance Preview: 75% One-Way Turnover & US$1.9bn Trade
We forecast 22 changes for the index in Dec. One-way turnover is estimated at 74.6% resulting in a round-trip trade of INR 180bn (US$1.9bn). The...
171 Views