SET50 Index Rebalance: Four Changes; Cal Comp🚀
There are 4 changes for the SET50, in line with forecast. Cal Comp float is limited, and the stock could move higher - the stock should also be...
349 Views
How Has the Index Rebalance Strategy Performed in 2024?
The index rebalance strategy has performed reasonably well this year. Accurate forecasting of index changes and optimal hedge selection have played...
505 Views
TIP Customized Taiwan Select High Dividend Index Rebalance: US$3.2bn Trade with BIG Impact
There are 8 changes for the index. Estimated one-way turnover is 17.2% and round-trip trade is US$3.2bn. All add/deletes have over 5x ADV to trade...
528 Views
TIP Customized Taiwan Select High Div Index Rebalance Preview: US$2.8bn Trade as Adds Outperform
Announcement of the changes will made post market close today. The potential adds and deletes have performed in line since the end of the review...
805 Views
PCOMP Index Rebalance Preview: Two Changes Likely in February
There could be two sets of changes for the PCOMP in February. Passives will need to trade between 23-64x ADV in the stocks. The adds have moved...
461 Views