SSE50 Index Rebalance Preview: Five Changes Coming Up in June

394 Views27 Apr 2023 09:12
There will be 5 changes in June. Estimated 1-way turnover is 5.58% leading to a 1-way trade of CNY 4.22bn. The adds have outperformed the deletes over the last two months but are underperforming now.
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Brian Freitas
Pan-Asia Index Rebalances/ Events/ Delta One
Periscope Analytics
EquitiesEvent-DrivenQuantitative Analysis
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