SSE50 Index Rebalance Preview: 5 Changes and US$2.7bn Round-Trip Trade

643 Views11 Apr 2024 06:20
There could be 5 index changes in June. We estimate a one-way turnover of 7% at the June rebalance leading to a one-way trade of CNY 9.7bn (US$1.34bn). Potential adds have outperformed the deletes.
What is covered in the Full Insight:
  • SSE50 Index & Methodology
  • Potential Changes at the June Review
  • Impact of the Changes
  • Stock Charts & Basket Performance
  • Conclusions
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Full Insight
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Brian Freitas
Pan-Asia Index Rebalances/ Events/ Delta One
Periscope Analytics
EquitiesEvent-DrivenQuantitative Analysis
Price Chart(Sign Up to Access)