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>Nam A Commercial Joint Stock Bank (NAB VN) will be added to the MarketVector Vietnam Local Index at the close on 21 March.</li>
<li>Estimated one-way turnover is 3.1% and that results in a round-trip trade of US$26m. There are 3 stocks with more than 1x ADV to trade from passives.</li>
<li>Vietnam is on the watchlist of a global index provider for possible reclassification from Frontier to Secondary Emerging Market and that could lead to inflows to the stocks.</li>
</ul>


Nam A Commercial Joint Stock Bank (NAB VN) will be added to the MarketVector Vietnam Local Index at the close on 21 March.
Estimated one-way turnover is 3.1% and that results in a round-trip trade of US$26m. There are 3 stocks with more than 1x ADV to trade from passives.
Vietnam is on the watchlist of a global index provider for possible reclassification from Frontier to Secondary Emerging Market and that could lead to inflows to the stocks.


MarketVector Vietnam Local Index Rebalance: One Add, Capping & Float Changes

Vietnam

Viettel Construction Joint Stock Corporation operates in construction, leasing infrastructure investment, integrated solutions, and operations businesses in Vietnam. It engages in the provision of consulting services on construction design, and interior and exterior architecture; civil construction of apartments, resorts, hotels, and administrative offices

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

Viettel Construction (CTR VN)

MarketVector Vietnam Local Index Rebalance: One Add, Capping & Float Changes

Nam A Commercial JSB is an add and there are capping and float changes. Vietnam could move from Frontier to Secondary Emerging Market in a global...

Brian Freitas

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)