China Overseas Land & Investment

FTSE China 50 Index Rebalance Preview (March): Three Potential Changes and Large Turnover

Event-Driven
369 Views, 11 Jan 2022 08:56
EXECUTIVE SUMMARY
  • There could be 3 changes at the March rebalance with Nongfu Spring, Xpeng and China Overseas Land replacing China Tower, China Resources Beer and Geely Automobile.
  • There will be large capping changes due to the price moves on the constituents, resulting in a one-way turnover estimated at 7.79% and in a one-way trade of HK$3,470m.
  • There are a lot of current constituents bunched around the HK$200bn market cap and there could be some names changes among the deletions by the end of the review period.
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Brian Freitas
Pan-Asia Index Rebalances/Events/Delta One
Periscope Analytics
IndiaEquitiesEvent-DrivenQuantitative Analysis

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

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