Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Pan-Asia Index Rebalances/ Events/ Delta One

Periscope Analytics

Periscope Analytics focuses on event-driven trades across Asia Pacific and provides comprehensive, timely and systematic coverage of index changes to major Asia Pacific indices in a structured manner.

The analysis includes forecasted inclusions and exclusions to all major Asian indices that have significant amount of tracking assets, including estimates of passive buy/sell flow on the stocks. The service also provides commentary and impact of market consultations, ground rule changes, and other events (IPOs, spin-offs, M&A) that could lead to index changes and passive flow.

Periscope Analytics works with multi-strategy hedge funds, proprietary trading firms, stat arb trading groups and long-only investors that invest and trade in the Asia Pacific region with the data being used to trade index rebalances, avoid pre-positioning and passive flow, and to time entry into and exit from stocks.

Event-Driven Trades Across Asia Pacific

Event-Driven

<ul>
<li>With over 80% of the review period complete, there could be 26 adds/deletes across the S&amp;P/ASX family of indices in March.</li>
<li>The largest flow will be on <a href="https://www.smartkarma.com/entities/newmont-corp" target="_blank" data-smartkarma-citation="entities:40416:1" rel="noopener">Newmont (NEM AU)</a> due to the potential S&amp;P/ASX 20 Index deletion and a large decrease in the number of shares held in Australia.</li>
<li>There will be 1.2-38 days of ADV to buy in the inclusions while the impact on the deletions will range between 1-21 days of ADV.</li>
</ul>


With over 80% of the review period complete, there could be 26 adds/deletes across the S&amp;P/ASX family of indices in March.
The largest flow will be on Newmont (NEM AU) due to the potential S&amp;P/ASX 20 Index deletion and a large decrease in the number of shares held in Australia.
There will be 1.2-38 days of ADV to buy in the inclusions while the impact on the deletions will range between 1-21 days of ADV.


S&P/​​​​​​​​​ASX Index Rebalance Preview: Lots of Changes; A$1bn to Sell in Newmont

Asia Pac IPO & Placement Research, China biotech, Aequitas Research

Ke Yan, CFA, FRM

Asia Pac IPO & Placement Research, China biotech

IPOs and Placements coverage across Asia Pacific

Aequitas Research

We cover all listing across the Asia Pacific along with follow-up placements. As of Dec 2020, our team had covered 539 IPOs with a hit rate of 73.5% and 685 placements with a hit rate of 66.8%.

We combine fundamental bottom-up views with our proprietary quantitative framework to provide a holistic coverage across new listings and placements. Our coverage includes pre-IPO notes before the deal is launched, follow-up analysis once the deal is live and post-listing trading analysis as well.

Quantitative Analysis

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Jan 5th (reported today) which has an aggregated short interest worth USD19.5bn.</li>
<li>We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in Aristocrat Leisu, Whitehaven Coal.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Jan 5th (reported today) which has an aggregated short interest worth USD19.5bn.
We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in Aristocrat Leisu, Whitehaven Coal.


ASX Short Interest Weekly (Jan 5th): Aristocrat Leisu, Whitehaven Coal

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Dec 22nd (reported today) which has an aggregated short interest worth USD19.9bn.</li>
<li>We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in BHP, Wisetech Global, Woodside Energy, Telstra, Fortescue, Macquarie, Allkem, Santos.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Dec 22nd (reported today) which has an aggregated short interest worth USD19.9bn.
We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in BHP, Wisetech Global, Woodside Energy, Telstra, Fortescue, Macquarie, Allkem, Santos.


ASX Short Interest Weekly (Dec 22nd): BHP, Wisetech Global, Woodside Energy, Telstra, Fortescue

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Dec 15th (reported today) which has an aggregated short interest worth USD20.1bn.</li>
<li>We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in BHP, Rio Tinto, Macquarie, Wisetech Global, Fortescue, Westpac, ANZ, Qantas Airways.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Dec 15th (reported today) which has an aggregated short interest worth USD20.1bn.
We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in BHP, Rio Tinto, Macquarie, Wisetech Global, Fortescue, Westpac, ANZ, Qantas Airways.


ASX Short Interest Weekly (Dec 15th): BHP, Rio Tinto, Macquarie, Wisetech Global, Fortescue, Westpac

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Dec 8th (reported today) which has an aggregated short interest worth USD18.9bn.</li>
<li>We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in Wisetech Global, Mineral Resource, Liontown, ANZ, CSL, Macquarie, Car.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Dec 8th (reported today) which has an aggregated short interest worth USD18.9bn.
We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in Wisetech Global, Mineral Resource, Liontown, ANZ, CSL, Macquarie, Car.


ASX Short Interest Weekly (Dec 8th): Wisetech Global, Mineral Resource, Liontown, ANZ, CSL

Australia

WiseTech Global Pty Ltd provides various technology and information technology management solutions. The Company offers cloud based various technology platforms, market specific software and logistics technology solutions, such as edienterprise, a platform supply chain logistics management system, software-as-a-service, and clinical management software. 

Price Gauge
52-week Range	0.00 - 0.00
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Wisetech Global (WTC AU)

S&P/ASX Index Rebalance Preview: Lots of Changes; A$1bn to Sell in Newmont

CGC's privatisation could lead to an adhoc change in Feb. Then there could be 26 changes at the March rebalance. Newmont could be deleted from the...

Brian Freitas

ASX Short Interest Weekly (Jan 5th): Aristocrat Leisu, Whitehaven Coal

We analyzed ASX short interest report for the past week and highlight short interest changes in Aristocrat Leisu, Whitehaven Coal.

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Dec 22nd): BHP, Wisetech Global, Woodside Energy, Telstra, Fortescue

We analyzed ASX short interest report for the past week and highlight short interest changes in BHP, Wisetech Global, Woodside Energy, Telstra,...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Dec 15th): BHP, Rio Tinto, Macquarie, Wisetech Global, Fortescue, Westpac

We analyzed ASX short interest report for the past week and highlight short interest changes in BHP, Rio Tinto, Macquarie, Wisetech Global,...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Dec 8th): Wisetech Global, Mineral Resource, Liontown, ANZ, CSL

We analyzed ASX short interest report for the past week and highlight short interest changes in Wisetech Global, Mineral Resource, Liontown, ANZ,...

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

S&P/​​​​​​​​​ASX Index Rebalance Preview: Lots of Changes; A$1bn to Sell in Newmont

CGC's privatisation could lead to an adhoc change in Feb. Then there could be 26 changes at the March rebalance. Newmont could be deleted from the...

Brian Freitas

ASX Short Interest Weekly (Jan 5th): Aristocrat Leisu, Whitehaven Coal

We analyzed ASX short interest report for the past week and highlight short interest changes in Aristocrat Leisu, Whitehaven Coal.

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Dec 22nd): BHP, Wisetech Global, Woodside Energy, Telstra, Fortescue

We analyzed ASX short interest report for the past week and highlight short interest changes in BHP, Wisetech Global, Woodside Energy, Telstra,...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Dec 15th): BHP, Rio Tinto, Macquarie, Wisetech Global, Fortescue, Westpac

We analyzed ASX short interest report for the past week and highlight short interest changes in BHP, Rio Tinto, Macquarie, Wisetech Global,...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Dec 8th): Wisetech Global, Mineral Resource, Liontown, ANZ, CSL

We analyzed ASX short interest report for the past week and highlight short interest changes in Wisetech Global, Mineral Resource, Liontown, ANZ,...

Ke Yan, CFA, FRM

S&P/ASX Index Rebalance Preview: Lots of Changes; A$1bn to Sell in Newmont