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>The review period for a global index commenced last week and will run through this week as well.</li>
<li>The announcement of the changes for the LQ45 Index should be announced in the coming week and will be implemented at the close on 31 January.</li>
<li>Huge inflows to <a href="https://www.smartkarma.com/entities/shanghai-shenzhen-csi-300-inde" target="_blank" data-smartkarma-citation="entities:22906:1" rel="noopener">CSI 300 Index</a> trackers during the week while there was a big outflow from <a href="https://www.smartkarma.com/entities/tracker-fund-of-hong-kong-ltd" target="_blank" data-smartkarma-citation="entities:29257:1" rel="noopener">Tracker Fund of Hong Kong (2800 HK)</a>. </li>
</ul>


The review period for a global index commenced last week and will run through this week as well.
The announcement of the changes for the LQ45 Index should be announced in the coming week and will be implemented at the close on 31 January.
Huge inflows to CSI 300 Index trackers during the week while there was a big outflow from Tracker Fund of Hong Kong (2800 HK). 


Index Rebalance & ETF Flow Recap: ASX, KS200, KQ150, HSIII, STTF, L&F, Costa Group, Japan, Bud APAC

Senior Credit Analyst, Lucror Analytics

Leonard Law, CFA

Senior Credit Analyst

High Yield Experts

Lucror Analytics

Lucror Analytics is a leading credit and ESG research specialist and a provider of technology solutions for differentiated fixed income strategies. Our roots are in bottom-up fundamental credit analysis with a specialization in high yield corporate credits from Europe, Asia and Latin America. We are one of few research specialists integrating ESG considerations with fundamental credit research through a dedicated ESG platform. Our ESG assessment covers five key criteria: Disclosure, E,S, & G Pillars, Controversies, ESG Impact on Credit and ESG Momentum.

Recognizing the importance and value-add of Factor Investing in fixed income, Lucror developed the Smart Quant Navigator (SQN), an intuitive platform that helps clients devise and implement factor-based strategies ranging from pure quant to active fundamental, with integrated ESG.

Our company has been at the forefront of developments in the fixed income markets, identifying opportunities and consistently delivering new products and value-adding solutions to clients. Lucror has close relationships with the largest and most reputable asset managers, family offices, hedge funds, investment and wealth managers globally.

Credit

<p>Lucror Analytics Weekly Wraps provide an overview of all Morning Views comments and reports published by our analyst team in the past week, and also showcase a list of the most-read reports.</p>In this Insight:<ol><li><a href='/entities/lippo-malls-indonesia-retail-trust' target='_blank' rel='noopener'>Lippo Malls Indonesia Retail Trust</a></li><li><a href='/entities/vedanta-resources-ltd' target='_blank' rel='noopener'>Vedanta Resources</a></li><li><a href='/entities/renew-energy-global-plc' target='_blank' rel='noopener'>ReNew Energy Global </a></li><li><a href='/entities/china-jinmao-holdings-group' target='_blank' rel='noopener'>China Jinmao Holdings</a></li><li><a href='/entities/geely-automobile-holdings-ltd' target='_blank' rel='noopener'>Geely Auto</a></li></ol>and more...

Lucror Analytics Weekly Wraps provide an overview of all Morning Views comments and reports published by our analyst team in the past week, and also showcase a list of the most-read reports.In this Insight:Lippo Malls Indonesia Retail TrustVedanta ResourcesReNew Energy Global China Jinmao HoldingsGeely Autoand more...

Blue Lotus China New Economy Research, Blue Lotus Research Institute

Eric Wen

Blue Lotus China New Economy Research

China growth and global non-US Internet equities

Blue Lotus Research Institute

Blue Lotus Research is a Hong Kong Type 4 Licensed investment advisory firm focusing on Chinese growth equities and global non-US Internet equities

Thematic (Sector/Industry)

<ul>
<li>XPEV/ NIO: Xpeng and NIO's weekly sales show weakness (-)</li>
<li>9995 HK: Rumors about RemeGen's ADC to Pfizer might be returned (-)</li>
<li>TCOM/1024 HK/780 HK/3690 HK: Ctrip cooperate with Kuaishou to promote traveling products (+)</li>
</ul>


XPEV/ NIO: Xpeng and NIO's weekly sales show weakness (-)
9995 HK: Rumors about RemeGen's ADC to Pfizer might be returned (-)
TCOM/1024 HK/780 HK/3690 HK: Ctrip cooperate with Kuaishou to promote traveling products (+)


[Blue Lotus Daily]: 1211HK/XPEV/NIO/9995HK/TCOM/1024HK/780HK/3690HK

Blue Lotus Non US Internet research, Blue Lotus Research Institute

Ying Pan

Blue Lotus Non US Internet research

<ul>
<li>NTES: NetEase Announces &lt;Eggy Party&gt;’s Spin-off Game &lt;Project Three&gt; (+)</li>
<li>1219 HK/ PDD/ SHEIN/ BABA: Temu negotiating with J&amp;T for cooperation in overseas last-mile services (+)</li>
<li>PDD/ SHEIN/ AMZN/  SE/ MELI: Temu launches in South Africa (+/-)</li>
</ul>


NTES: NetEase Announces &lt;Eggy Party&gt;’s Spin-off Game &lt;Project Three&gt; (+)
1219 HK/ PDD/ SHEIN/ BABA: Temu negotiating with J&amp;T for cooperation in overseas last-mile services (+)
PDD/ SHEIN/ AMZN/  SE/ MELI: Temu launches in South Africa (+/-)


[Blue Lotus Daily - TMT Update]:NTES/BABA/PDD/3690 HK/JD/VIPS/1219 HK/SHEIN/AMZN/SE/MELI

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 analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Jan 19th based on HKEx daily reports.</li>
<li>In the past 7 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Meituan (3690 HK), AIA (1299 HK).</li>
<li>In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Meituan (3690 HK), AIA (1299 HK).</li>
</ul>


We analyze statistics on top repurchases over one week, one month, one quarter and one year periods ended on Jan 19th based on HKEx daily reports.
In the past 7 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Meituan (3690 HK), AIA (1299 HK).
In the past 30 days, the top 3 companies that repurchased the most shares from the market were Tencent (700 HK), Meituan (3690 HK), AIA (1299 HK).


Hong Kong Buybacks Weekly (Jan 19th): Tencent, Meituan, Aia

China

Meituan operates as a web based shopping platform for locally found consumer products and retail services. The Company offers deals of the day by selling vouchers on local services and entertainment, dining, delivery, and other services. Meituan provides its services throughout China.

Price Gauge
52-week Range	0.00 - 0.00
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Meituan (3690 HK)

Index Rebalance & ETF Flow Recap: ASX, KS200, KQ150, HSIII, STTF, L&F, Costa Group, Japan, Bud APAC

This recap highlights Insights covering Asian index rebalances (announcements/ forecasts/ IPO Fast Entry/ M&A driven changes). We also highlight...

Brian Freitas

Weekly Wrap - 19 Jan 2024

Lucror Analytics Weekly Wraps provide an overview of all Morning Views comments and reports published by our analyst team in the past week, and...

Lucror Analytics

[Blue Lotus Daily]: 1211HK/XPEV/NIO/9995HK/TCOM/1024HK/780HK/3690HK

Xpeng and NIO's weekly sales weaken; RemeGen's ADC to Pfizer rumors may be returned; Ctrip partners with Kuaishou to boost travel products.

Blue Lotus Research Institute

[Blue Lotus Daily - TMT Update]:NTES/BABA/PDD/3690 HK/JD/VIPS/1219 HK/SHEIN/AMZN/SE/MELI

NetEase announces spin-off game; Temu negotiates with J&T for overseas last-mile services; Temu launches in South Africa.

Blue Lotus Research Institute

Hong Kong Buybacks Weekly (Jan 19th): Tencent, Meituan, Aia

We analyzed the Hong Kong buyback data in the past week and highlight the top 3 companies that repurchased the most shares were Tencent (700 HK),...

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Index Rebalance & ETF Flow Recap: ASX, KS200, KQ150, HSIII, STTF, L&F, Costa Group, Japan, Bud APAC

This recap highlights Insights covering Asian index rebalances (announcements/ forecasts/ IPO Fast Entry/ M&A driven changes). We also highlight...

Brian Freitas

Weekly Wrap - 19 Jan 2024

Lucror Analytics Weekly Wraps provide an overview of all Morning Views comments and reports published by our analyst team in the past week, and...

Lucror Analytics

[Blue Lotus Daily]: 1211HK/XPEV/NIO/9995HK/TCOM/1024HK/780HK/3690HK

​Xpeng and NIO's weekly sales weaken; RemeGen's ADC to Pfizer rumors may be returned; Ctrip partners with Kuaishou to boost travel products.

Blue Lotus Research Institute

[Blue Lotus Daily - TMT Update]:NTES/BABA/PDD/3690 HK/JD/VIPS/1219 HK/SHEIN/AMZN/SE/MELI

​NetEase announces spin-off game; Temu negotiates with J&T for overseas last-mile services; Temu launches in South Africa.

Blue Lotus Research Institute

Hong Kong Buybacks Weekly (Jan 19th): Tencent, Meituan, Aia

We analyzed the Hong Kong buyback data in the past week and highlight the top 3 companies that repurchased the most shares were Tencent (700 HK),...

Ke Yan, CFA, FRM

Xpeng and NIO's weekly sales weaken; RemeGen's ADC to Pfizer rumors may be returned; Ctrip partners with Kuaishou to boost travel products.

NetEase announces spin-off game; Temu negotiates with J&T for overseas last-mile services; Temu launches in South Africa.