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

KOSDAQ150 Rebalance Preview: The Final Cut

KOSPI 200 & KOSDAQ 150 Rebalancing in June Update

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

KOSDAQ150 Rebalance Preview - Stocks Starting to Move

KOSDAQ150 Rebalance Preview - Tracking Changes

KOSDAQ150 Rebalance: Another Big Change to Be Implemented This Week

KOSDAQ150 Rebalance: Another Special Change, This Time Its a Big One

Event-Driven

The Korea Exchange (KRX) will announce the results of the June 2020 review of the KOSDAQ 150 index in May. The constituent changes will be effective from 12 June 2020 and the rebalancing trades will need to be done at the closing auction on 11 June 2020.There have been quite a few ad hoc changes since we published our last Insight and the list of potential inclusions and exclusions has consequently changed. Some of the ad hoc changes incorporated names from our list of inclusions and exclusions.We currently see 11 inclusions and exclusions in the KOSDAQ150 in the upcoming review and the high conviction inclusions continue to outperform the high conviction exclusions.

The Korea Exchange (KRX) will announce the results of the June 2020 review of the KOSDAQ 150 index in May. The constituent changes will be effective from 12 June 2020 and the rebalancing trades will need to be done at the closing auction on 11 June 2020.There have been quite a few ad hoc changes since we published our last Insight and the list of potential inclusions and exclusions has consequently changed. Some of the ad hoc changes incorporated names from our list of inclusions and exclusions.We currently see 11 inclusions and exclusions in the KOSDAQ150 in the upcoming review and the high conviction inclusions continue to outperform the high conviction exclusions.

KOSDAQ150 Rebalance Preview - Strong Performance Despite Market Volatility

Chabiotech

KOSDAQ150 Rebalance Preview - Strong Performance Despite Market Volatility