KakaoBank - Term Deposits +47% | Net Int Inc/Assets -80bps | Provisions: 10% to 23% of Net Int Inc

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KOSDAQ150 Index Rebalance Preview (June 2022): Lots of Changes Early in the Review Period

KOSDAQ150 Index Rebalance Preview (June): Potential Inclusions Starting to Outperform

KOSDAQ150 Index Rebalance Preview: 14 Potential Changes in June

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Bifurcated Chinese Express Market Developing

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

Brian Freitas

Pan-Asia Index Rebalances/Events/Delta One

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

<ul>
<li>One third of the way through the review period for the June rebalance, we see 11 potential changes to the <a href="https://www.smartkarma.com/entities/kosdaq-150-index" target="_blank" data-smartkarma-citation="entities:31077:1" rel="noopener">KOSDAQ 150 Index (KOSDQ150 INDEX)</a>. </li>
<li>One-Way turnover is estimated at 3.88% and the impact on the expected deletions is a lot higher than the impact on the expected inclusions.</li>
<li>The potential adds have outperformed the potential deletes over the last few months. With the potential adds not short sell eligible, there could be more to go here.</li>
</ul>


One third of the way through the review period for the June rebalance, we see 11 potential changes to the KOSDAQ 150 Index (KOSDQ150 INDEX). 
One-Way turnover is estimated at 3.88% and the impact on the expected deletions is a lot higher than the impact on the expected inclusions.
The potential adds have outperformed the potential deletes over the last few months. With the potential adds not short sell eligible, there could be more to go here.


KOSDAQ150 Index Rebalance Preview (Dec 2022): Changes Galore Early in the Review Period

ISC Co Ltd

KOSDAQ150 Index Rebalance Preview (Dec 2022): Changes Galore Early in the Review Period