Korea / Special Sits, Pairs, Index Rebalancing, Clepsydra Capital

Sanghyun Park

I investigate special situations, pairs, and index rebalancing trades in Korea.

Korea / Special Sits, Pairs, Index Rebalancing

Korea Value-Up Index Drops on the 24th: Hunt for the Winners in the KOSDAQ Global Index

Announcement of Value-Up Index in Korea on 24 September

Korea Exchange Announces The Korea Value Up Index

Clepsydra Capital

Investigate special situations, pairs, and index rebalancing trades in Korea.

Event-Driven

<ul>
<li>KRX plans to launch the Value-Up Index as two separate indices: the "<strong>Excellent Value-Up Index</strong>" and the "<strong>Promising Value-Up Index</strong>."</li>
<li>The universe will include 150 constituents from KOSPI 200 and KOSDAQ 150. Allocation between indices is undecided, with sector limits on number and weight confirmed.</li>
<li>The key indicators (ROE, PBR, shareholder return rate) remain unchanged. The Promising Index's weights are undisclosed, but the Excellent Index favors financial and automotive stocks.</li>
</ul>


KRX plans to launch the Value-Up Index as two separate indices: the "Excellent Value-Up Index" and the "Promising Value-Up Index."
The universe will include 150 constituents from KOSPI 200 and KOSDAQ 150. Allocation between indices is undecided, with sector limits on number and weight confirmed.
The key indicators (ROE, PBR, shareholder return rate) remain unchanged. The Promising Index's weights are undisclosed, but the Excellent Index favors financial and automotive stocks.


KRX Value-Up Index Will Have Two Separate Indices, Excellent & Promising, With 150 Constituents

Samsung Kodex Banks ETF

KRX Value-Up Index Will Have Two Separate Indices, Excellent & Promising, With 150 Constituents