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 ASX Stocks as of Mar 14th (reported today) which has an aggregated short interest worth USD22.5bn.</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 Lottery, Telstra, Sigma Pharmaceuticals.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Mar 14th (reported today) which has an aggregated short interest worth USD22.5bn.
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 Lottery, Telstra, Sigma Pharmaceuticals.


ASX Short Interest Weekly (Mar 14th): Lottery, Telstra, Sigma Pharmaceuticals

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Dec 8th (reported today) which has an aggregated short interest worth USD18.9bn.</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 Wisetech Global, Mineral Resource, Liontown, ANZ, CSL, Macquarie, Car.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Dec 8th (reported today) which has an aggregated short interest worth USD18.9bn.
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 Wisetech Global, Mineral Resource, Liontown, ANZ, CSL, Macquarie, Car.


ASX Short Interest Weekly (Dec 8th): Wisetech Global, Mineral Resource, Liontown, ANZ, CSL

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Dec 1st (reported today) which has an aggregated short interest worth USD18.2bn.</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 Car, CSL, Brambles, Aristocrat Leisu, Wesfarmers, BHP, Xero, Agl Energy, ANZ.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Dec 1st (reported today) which has an aggregated short interest worth USD18.2bn.
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 Car, CSL, Brambles, Aristocrat Leisu, Wesfarmers, BHP, Xero, Agl Energy, ANZ.


ASX Short Interest Weekly (Dec 1st): Car, CSL, Brambles, Aristocrat Leisu, Wesfarmers, BHP, Xero

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Apr 21st (reported today) which has an aggregated short interest worth USD16.5bn.</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 Lottery, Igo, Woolworths, Newcrest Mining.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Apr 21st (reported today) which has an aggregated short interest worth USD16.5bn.
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 Lottery, Igo, Woolworths, Newcrest Mining.


ASX Short Interest Weekly (Apr 21st): Lottery, Igo, Woolworths, Newcrest Mining

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>
<a href="https://www.smartkarma.com/entities/harvey-norman-holdings-ltd" target="_blank" data-smartkarma-citation="entities:645:1" rel="noopener">Harvey Norman Holdings (HVN AU)</a> will be deleted from the MVIS Australia Equal Weight Index at the close of trading on 17 March.</li>
<li>One way turnover is 3.9% resulting in a one-way trade of A$68m. Only <a href="https://www.smartkarma.com/entities/harvey-norman-holdings-ltd" target="_blank" data-smartkarma-citation="entities:645:1" rel="noopener">Harvey Norman Holdings (HVN AU)</a> has more than 1 day of ADV to sell from passive trackers.</li>
<li>
<a href="https://www.smartkarma.com/entities/harvey-norman-holdings-ltd" target="_blank" data-smartkarma-citation="entities:645:1" rel="noopener">Harvey Norman Holdings (HVN AU)</a> has underperformed <a href="https://www.smartkarma.com/entities/myer-holdings-ltd" target="_blank" data-smartkarma-citation="entities:577:1" rel="noopener">Myer Holdings (MYR AU)</a> significantly over the recent past and the index deletion could provide an entry point into a trade.</li>
</ul>



Harvey Norman Holdings (HVN AU) will be deleted from the MVIS Australia Equal Weight Index at the close of trading on 17 March.
One way turnover is 3.9% resulting in a one-way trade of A$68m. Only Harvey Norman Holdings (HVN AU) has more than 1 day of ADV to sell from passive trackers.

Harvey Norman Holdings (HVN AU) has underperformed Myer Holdings (MYR AU) significantly over the recent past and the index deletion could provide an entry point into a trade.


MVIS Australia Equal Weight Index Rebalance: One Deletion & Other Changes

Australia

The Lottery Corporation Limited provides casino and gaming services. The Company offers lottery tickets online, get the latest winning numbers, play games, and more. Lottery Corp serves customers in Australia.

Price Gauge
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The Lottery Corporation (TLC AU)

ASX Short Interest Weekly (Mar 14th): Lottery, Telstra, Sigma Pharmaceuticals

We analyzed ASX short interest report for the past week and highlight short interest changes in Lottery, Telstra, Sigma Pharmaceuticals.

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Dec 8th): Wisetech Global, Mineral Resource, Liontown, ANZ, CSL

We analyzed ASX short interest report for the past week and highlight short interest changes in Wisetech Global, Mineral Resource, Liontown, ANZ,...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Dec 1st): Car, CSL, Brambles, Aristocrat Leisu, Wesfarmers, BHP, Xero

We analyzed ASX short interest report for the past week and highlight short interest changes in Car, CSL, Brambles, Aristocrat Leisu, Wesfarmers,...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Apr 21st): Lottery, Igo, Woolworths, Newcrest Mining

We analyzed ASX short interest report for the past week and highlight short interest changes in Lottery, Igo, Woolworths, Newcrest Mining.

Ke Yan, CFA, FRM

MVIS Australia Equal Weight Index Rebalance: One Deletion & Other Changes

Harvey Norman will be deleted from the MVMVW Index at the close on 17 March. One way turnover is 3.9% resulting in a one-way trade of A$68m. The...

Brian Freitas

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)