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

Kingboard Laminates (1888 HK): New High; Global Index Inclusion; RV Trade

Kingboard Holdings (148 HK) Tactical Outlook: Rally Exhaustion Ahead of 1888 HK Index Inclusion

COSCO SHIPPING Energy (1138 HK) Tactical Outlook Ahead of Possible Global Index Inclusion In May

Yangtze Optical (6869 HK): Global Index Inclusion & The A/H Premium

Global Index: Potential Changes in February for Asia Pac

Anhui Gujing Distillery (200596 CH): Global Index Deletion; Big Impact & Rel Val Trade

Zijin Gold (2259 HK): Lock-Up Expiry and Index Inclusions/Upweights; US$1.5bn to Buy by June

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

COSCO SHIPPING Energy Transportation / Index Rebalance

COSCO SHIPPING Energy Transportation (1138 HK)

<ul>
<li>The rally in the stock price over the last couple of months could result in <a href="https://www.smartkarma.com/entities/cosco-shipping-energy-tran-h" target="_blank" data-smartkarma-citation="entities:646:1" rel="noopener">Cosco Shipping Energy Transportation (1138 HK)</a> being added to a global index in May.</li>
<li>
<a href="https://www.smartkarma.com/entities/cosco-shipping-energy-tran-h" target="_blank" data-smartkarma-citation="entities:646:1" rel="noopener">Cosco Shipping Energy Transportation Co. Ltd. (H) (1138 HK)</a> has outperformed its peers but still trades cheaper on comparable valuation metrics.</li>
<li>The <a href="https://www.smartkarma.com/entities/cosco-shipping-energy-transpor" target="_blank" data-smartkarma-citation="entities:29897:1" rel="noopener">COSCO SHIPPING Energy Transpor (600026 CH)</a> / <a href="https://www.smartkarma.com/entities/cosco-shipping-energy-tran-h" target="_blank" data-smartkarma-citation="entities:646:1" rel="noopener">Cosco Shipping Energy Transportation (1138 HK)</a> premium has jumped recently and could move lower in the short-term.</li>
</ul>


The rally in the stock price over the last couple of months could result in Cosco Shipping Energy Transportation (1138 HK) being added to a global index in May.

Cosco Shipping Energy Transportation Co. Ltd. (H) (1138 HK) has outperformed its peers but still trades cheaper on comparable valuation metrics.
The COSCO SHIPPING Energy Transpor (600026 CH) / Cosco Shipping Energy Transportation (1138 HK) premium has jumped recently and could move lower in the short-term.


COSCO SHIPPING Energy Transpor (600026 CH)

COSCO Shipping Energy (1138 HK): Global Index Inclusion & The A/H Premium