Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Highly experienced ex-Delta One trader with 17 years of experience trading arbitrage and related strategies across Asian markets.

Exempt Financial Adviser (EFA) under CrossASEAN Research Pte Ltd.

It is important to note that the information provided by Periscope Analytics is based on publicly available data and own knowledge, which has been gathered and synthesized from a variety of sources. While every effort has been made to ensure the accuracy and completeness of the information provided, it is not guaranteed to be free from errors or omissions.

All forecasts and estimates are based on information that has been obtained from public sources that are considered to be reliable. The sources include, but are not limited to, company announcements, exchange filings, ETF and other passive investment vehicle holdings, and free float and volume data from third-party data providers. Periscope Analytics does not guarantee the accuracy and completeness of the forecasts, estimates and/or other information.

Pan-Asia Index Rebalances/ Events/ Delta One

Global Index: Indonesia Goes from the Frying Pan to the Fire

Indonesia: Holdings Larger than 1% Disclosed; Stocks Affected & Impact

Curator's Cut: Indonesia Stabilizing, Compute Capital & Shipping Surges

Petrindo Jaya Kreasi (CUAN IJ): Potential Global Index Inclusion & The Risks

Dian Swastatika Sentosa (DSSA IJ): Surprise, Surprise!

Global Index: Indonesia Likely to See Huge Outflows in May

Barito Renewables Energy (BREN IJ): Potential Index Inclusion in Nov (Finally?)

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/bumi-resources-tbk-pt" target="_blank" data-smartkarma-citation="entities:15734:1" rel="noopener">Bumi Resources (BUMI IJ)</a>' recent rally could result in the stock being added to a global index in February. </li>
<li>
<a href="https://www.smartkarma.com/entities/bumi-resources-tbk-pt" target="_blank" data-smartkarma-citation="entities:15734:1" rel="noopener">Bumi Resources (BUMI IJ)</a> trades marginally cheaper than its largest peers but all these stocks trade at more than 40x trailing PE.</li>
<li>Positioning appears stretched following the recent rally and there could be downside over the near-term. Trimming positions into strength appears prudent.</li>
</ul>



Bumi Resources (BUMI IJ)' recent rally could result in the stock being added to a global index in February. 

Bumi Resources (BUMI IJ) trades marginally cheaper than its largest peers but all these stocks trade at more than 40x trailing PE.
Positioning appears stretched following the recent rally and there could be downside over the near-term. Trimming positions into strength appears prudent.


Bumi Resources (BUMI IJ): Potential Global Index Inclusion in Feb