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/fpt-corp" target="_blank" data-smartkarma-citation="entities:4290:1" rel="noopener">FPT Corp,</a><a href="https://www.smartkarma.com/entities/vietnam-airlines-jsc" target="_blank" data-smartkarma-citation="entities:24134:1" rel="noopener">Vietnam Airlines Jsc</a>, <a href="https://www.smartkarma.com/entities/saigon-thuong-tin-commercial-joint-stock-bank-sacombank" target="_blank" data-smartkarma-citation="entities:650:1" rel="noopener">Sacombank</a> and Gelex Electricity Jsc will be added to the MarketVector Vietnam Local Index at the close on 19 September.</li>
<li>Estimated one-way turnover is 9.5% and that results in a round-trip trade of US$112m. There are a couple of stocks with more than 1x ADV to buy from passives.</li>
<li>The largest passive inflow will be in <a href="https://www.smartkarma.com/entities/masan-group-corp" target="_blank" data-smartkarma-citation="entities:23075:1" rel="noopener">Masan Group (MSN VN)</a> following a large increase in the free float for the stock.</li>
</ul>



FPT Corp,Vietnam Airlines Jsc, Sacombank and Gelex Electricity Jsc will be added to the MarketVector Vietnam Local Index at the close on 19 September.
Estimated one-way turnover is 9.5% and that results in a round-trip trade of US$112m. There are a couple of stocks with more than 1x ADV to buy from passives.
The largest passive inflow will be in Masan Group (MSN VN) following a large increase in the free float for the stock.


MarketVector Vietnam Local Index Rebalance: 4 Adds; 9.5% Turnover; US$112m Trade

Vietnam

Vietnam Airlines is the flag carrier of Vietnam, providing passenger and cargo air transportation services across an extensive domestic and international network. The airline operates a modern fleet with different cabin classes and offers ancillary services such as catering and aircraft maintenance through its subsidiaries. It is headquartered in Long Biên district, Hanoi, and was founded in 1956.

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Vietnam Airlines (HVN VN)

MarketVector Vietnam Local Index Rebalance: 4 Adds; 9.5% Turnover; US$112m Trade

FPT Group, Vietnam Airlines, Sacombank, Gelex Electricity will be added to the index. Big float increase for Gelex Elec. Estimated one-way turnover...

Brian Freitas

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