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

Kakao Games - KOSDAQ150 December Inclusion and Lock Up Expiry

KOSDAQ150 Index Rebalance Preview: Reversion Sets Up an Attractive Entry Point

KOSDAQ150 Index Rebalance: Lots of Changes, Big Turnover, High Impact

KOSDAQ150 Rebalance Preview - Strong Performance Despite Market Volatility

KOSDAQ150 Rebalance Preview - Stocks Starting to Move

KOSDAQ150 Index Rebalance Preview - Momentum Driving Changes

KOSDAQ150 Index Review - Let's Not Follow The Index Methodology

KOSDAQ150 Rebalance Preview: The Final Cut

Event-Driven

Daejoo Electronic Materials / Event-Driven

The Korea Exchange (KRX) will announce the results of the December 2020 review of the KOSDAQ150 Index in November. The constituent changes will be effective from 11 December 2020 and the rebalancing trades will need to be done at the closing auction on 10 December 2020.The review period for the December rebalance runs from 1 May to 31 October. At the current time, we see 15 stocks being added to and deleted from the index. This is up from the 11 names we saw being included/ excluded at the end of June. With the index methodology using a 6 month average, the list should be a lot more stable going forward.The expected inclusions have outperformed the expected exclusions, and the KOSDAQ150 index, by a wide margin over the last 4 months. With the short sell ban extended to 15 March 2021, the expected inclusions could continue to run up as investors chase momentum.

The Korea Exchange (KRX) will announce the results of the December 2020 review of the KOSDAQ150 Index in November. The constituent changes will be effective from 11 December 2020 and the rebalancing trades will need to be done at the closing auction on 10 December 2020.The review period for the December rebalance runs from 1 May to 31 October. At the current time, we see 15 stocks being added to and deleted from the index. This is up from the 11 names we saw being included/ excluded at the end of June. With the index methodology using a 6 month average, the list should be a lot more stable going forward.The expected inclusions have outperformed the expected exclusions, and the KOSDAQ150 index, by a wide margin over the last 4 months. With the short sell ban extended to 15 March 2021, the expected inclusions could continue to run up as investors chase momentum.

KOSDAQ150 Index Rebalance Preview: Strong Momentum Driving Gains