Asia Pac ECM and Index Rebal, Shenton Research

Ke Yan, CFA, FRM

An inquisitive investment analyst with background in both finance and computing. Covering ECM research, biotech, market data analytics.

Asia Pac ECM and Index Rebal

HSCEI Index Rebalance: March 2026 Post-Event Review

HSCEI June 2026 Index Rebalance: Post-Announcement Positioning

Asia Pac IPO & Placement Research, China Biotech

DZT Research

DZT Research is an independent Asia Pacific equity specialist. Our quantitative research covers index rebalancing flows, alongside exchange data analytics accross Asia Pacific. On the equity capital markets side, we focus on Asia Pacific ECM, especially biotech and TMT. Our lead analyst is frequently cited by international media.

Event-Driven

<ul>
<li>This note analyses price behaviour around fifteen regular HSCEI rebalance events (March 2022 to March 2026), covering 23 ADD and 23 DELETE stock-events.</li>
<li>We examine 42 historical additions and deletions for systematic positioning effects in the announcement-to-implementation (WAI) window and whether the resulting premium creates predictable post-implementation reversals.</li>
<li>We apply those patterns to the four stocks affected by the March 2026 rebalance (two ADDs, two DELETEs) to assess positioning dynamics and post-implementation setup.</li>
</ul>


This note analyses price behaviour around fifteen regular HSCEI rebalance events (March 2022 to March 2026), covering 23 ADD and 23 DELETE stock-events.
We examine 42 historical additions and deletions for systematic positioning effects in the announcement-to-implementation (WAI) window and whether the resulting premium creates predictable post-implementation reversals.
We apply those patterns to the four stocks affected by the March 2026 rebalance (two ADDs, two DELETEs) to assess positioning dynamics and post-implementation setup.


HSCEI Index Rebalance: Historical Patterns & Mar '25 Event Analysis

Mengniu Dairy

HSCEI Index Rebalance: Historical Patterns & Mar '25 Event Analysis