TBEA Co Ltd A Watchlist
CSI300 Index Rebalance Preview (June 2022): Changes Near the Midway Mark
357 Views, 17 Jan 2022 07:10
- Nearly midway through the review period for the June rebalance of the Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX), we see 29 potential changes to the index.
- There are a lot of high and medium probability changes that could result in a one-way turnover of 4.2% and a one-way trade of CNY 10.17bn at the June rebalance.
- The potential inclusions have underperformed the potential deletions by c.15% over the last month and this provides a good entry point into a long short/trade.