NIFTY200 Momentum30 Index Rebalance: 18 Changes a Side, 58% Turnover, Momentum Intact

1.2k Views08 Dec 2023 06:47
There are 18 changes for the index leading to 1-way turnover of 58% and a 1-way trade of US$261m. The adds have continued to outperform and momentum should remain in place heading into implementation.
Boomeranged on Fri, 15 Dec 2023 11:28
The adds and deletes have performed in line since announcement of the changes a little over a week ago. With 10 trading days to implementation, there could be outperformance from here.
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Brian Freitas
Pan-Asia Index Rebalances/ Events/ Delta One
Periscope Analytics
EquitiesEvent-DrivenQuantitative Analysis
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