Index Rebal Trades & Special Situations, Quiddity Advisors

Janaghan Jeyakumar, CFA

Equity Analyst with 10+ years experience in fundamental and event-driven research.

On Smartkarma, I mainly publish insights on index flow events. This includes predicting regular and intra-review index changes and formulating market-neutral trading strategies based on flow catalysts. I also cover special situations such as mergers & acquisitions, equity offerings, buybacks, and other corporate restructuring events.

Index Rebal Trades & Special Situations

Quiddity Leaderboard SE600 Jun 24: Potential ADDs Could Continue to Outperform Potential DELs

Quiddity Leaderboard ES50 Sep 24: US$1.1bn Index Inflow for Engie if Nokia's Rank Falls by ONE

Quiddity CSI 300/​​500 Jun 24 Rebalance: 92% Hit Rate; US$3.7bn One-Way Flows

Quiddity Leaderboard TDIV Dec 23: Many Changes and One-Way Flows of US$1.2bn+!

Quiddity Leaderboard T50/​​​100 Jun 24: Bizlink TDIV Deletion And Some Surprises

Quiddity JPX-Nikkei 400 Rebal 2024: End-Apr 2024 Estimates

China A-Share Consumer Staples: An Analysis of the Opportunities Ahead

Battle Lines Drawn As BABA Builds Out First/Last-Mile Capacity; But Who Will Fund 75+ Bn CNY CapEx?

Quiddity Advisors

Pan-Asia Catalysts/Events

Index Rebalance

Highwealth Construction / Index Rebalance

<ul>
<li>In this insight, we take look at Quiddity's expectations for index changes and capping flows for the TDIV Index for the June 2024 index rebal event.</li>
<li>Today is the base date for the June 2024 index review. We expect five changes and some of these names are different from our previous set of expected ADDs/DELs.</li>
<li>We estimate one-way flow to be around US$1.3bn which translates to a turnover of around 20%.</li>
</ul>


In this insight, we take look at Quiddity's expectations for index changes and capping flows for the TDIV Index for the June 2024 index rebal event.
Today is the base date for the June 2024 index review. We expect five changes and some of these names are different from our previous set of expected ADDs/DELs.
We estimate one-way flow to be around US$1.3bn which translates to a turnover of around 20%.


Quiddity Leaderboard TDIV Jun 24: Five Changes Likely; US$1.3bn One-Way