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>Using data from the close on 17 May, there could be 5 changes to the Yuanta/​P-Shares Taiwan Dividend Plus ETF in June.</li>
<li>There will also be capping and funding flows that will lead to a one-way turnover of 12.6% and a one-way trade of US$1.13bn.</li>
<li>Shorts have increased on the potential adds and potential deletes and covering will lead to rally in some stocks while providing support in others at rebalance implementation.</li>
</ul>


Using data from the close on 17 May, there could be 5 changes to the Yuanta/​P-Shares Taiwan Dividend Plus ETF in June.
There will also be capping and funding flows that will lead to a one-way turnover of 12.6% and a one-way trade of US$1.13bn.
Shorts have increased on the potential adds and potential deletes and covering will lead to rally in some stocks while providing support in others at rebalance implementation.


Yuanta/​P-Shares Taiwan Div+ ETF Rebalance Preview: 13% One-Way Turnover & US$2.27bn Trade

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 foreign holdings of TWSE Stocks as of May 17th which has an aggregated holding worth USD4,271.1bn.</li>
<li>We estimate that foreign flows to be inflows of USD16,618mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.</li>
<li>We highlight foreign changes in TSMC, Yang Ming Marine, Quanta Computer, Mediatek, Evergreen Marine, Inventec, Alchip Tech, Wistron, Delta Elec, Ctbc Financial.</li>
</ul>


We analyzed the changes in foreign holdings of TWSE Stocks as of May 17th which has an aggregated holding worth USD4,271.1bn.
We estimate that foreign flows to be inflows of USD16,618mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
We highlight foreign changes in TSMC, Yang Ming Marine, Quanta Computer, Mediatek, Evergreen Marine, Inventec, Alchip Tech, Wistron, Delta Elec, Ctbc Financial.


TWSE Foreign Holding Weekly (May 17th): TSMC, Yang Ming Marine, Quanta Computer, Mediatek

<ul>
<li>We analyzed the changes in foreign holdings of TWSE Stocks as of May 10th which has an aggregated holding worth USD4,060.0bn.</li>
<li>We estimate that foreign flows to be inflows of USD2,948mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.</li>
<li>We highlight foreign changes in TSMC, Quanta Computer, Yang Ming Marine, Tripod Tech, Lite-On Tech, Chailease, Lotus, Novatek, Alchip Tech, Asia Vital.</li>
</ul>


We analyzed the changes in foreign holdings of TWSE Stocks as of May 10th which has an aggregated holding worth USD4,060.0bn.
We estimate that foreign flows to be inflows of USD2,948mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
We highlight foreign changes in TSMC, Quanta Computer, Yang Ming Marine, Tripod Tech, Lite-On Tech, Chailease, Lotus, Novatek, Alchip Tech, Asia Vital.


TWSE Foreign Holding Weekly (May 10th): TSMC, Quanta Computer, Yang Ming Marine, Tripod Tech

<ul>
<li>We analyzed the changes in foreign holdings of TWSE Stocks as of May 3rd which has an aggregated holding worth USD3,897.7bn.</li>
<li>We estimate that foreign flows to be inflows of USD3,975mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.</li>
<li>We highlight foreign changes in TSMC, Hon Hai, Delta Elec, Yageo, Quanta Computer, Alchip Tech, King Yuan Elec, Wt, Accton Tech, Powertech.</li>
</ul>


We analyzed the changes in foreign holdings of TWSE Stocks as of May 3rd which has an aggregated holding worth USD3,897.7bn.
We estimate that foreign flows to be inflows of USD3,975mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
We highlight foreign changes in TSMC, Hon Hai, Delta Elec, Yageo, Quanta Computer, Alchip Tech, King Yuan Elec, Wt, Accton Tech, Powertech.


TWSE Foreign Holding Weekly (May 3rd): TSMC, Hon Hai, Delta Elec, Yageo, Quanta Computer, Alchip

<ul>
<li>We analyzed the changes in foreign holdings of TWSE Stocks as of Apr 26th which has an aggregated holding worth USD3,910.9bn.</li>
<li>We estimate that foreign flows to be inflows of USD3,975mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.</li>
<li>We highlight foreign changes in TSMC, Quanta Computer, Evergreen Marine, Eva Airways, Hon Hai, Umc, ASE, Wistron, Asustek Computer, Chunghwa Telecom.</li>
</ul>


We analyzed the changes in foreign holdings of TWSE Stocks as of Apr 26th which has an aggregated holding worth USD3,910.9bn.
We estimate that foreign flows to be inflows of USD3,975mln. We tabulate the league table for top changes by value for 1W/4W/1Y and top stocks held by foreign institutions.
We highlight foreign changes in TSMC, Quanta Computer, Evergreen Marine, Eva Airways, Hon Hai, Umc, ASE, Wistron, Asustek Computer, Chunghwa Telecom.


TWSE Foreign Holding Weekly (Apr 26th): TSMC, Quanta Computer, Evergreen Marine, Eva Airways

Taiwan

Chailease Holding Co Ltd provides financing services such as leasing, installment sale, import/export factoring and direct financing.

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Chailease Holding (5871 TT)

Yuanta/P-Shares Taiwan Div+ ETF Rebalance Preview: 13% One-Way Turnover & US$2.27bn Trade

The ETF could have 5 constituent changes in June. There will also be capping and funding flows that will lead to a one-way turnover of 12.6% and a...

Brian Freitas

TWSE Foreign Holding Weekly (May 17th): TSMC, Yang Ming Marine, Quanta Computer, Mediatek

We analyzed TWSE foreign holding data for the past week and highlighted foreign holding changes in TSMC, Yang Ming Marine, Quanta Computer,...

Ke Yan, CFA, FRM

TWSE Foreign Holding Weekly (May 10th): TSMC, Quanta Computer, Yang Ming Marine, Tripod Tech

We analyzed TWSE foreign holding data for the past week and highlighted foreign holding changes in TSMC, Quanta Computer, Yang Ming Marine, Tripod...

Ke Yan, CFA, FRM

TWSE Foreign Holding Weekly (May 3rd): TSMC, Hon Hai, Delta Elec, Yageo, Quanta Computer, Alchip

We analyzed TWSE foreign holding data for the past week and highlighted foreign holding changes in TSMC, Hon Hai, Delta Elec, Yageo, Quanta...

Ke Yan, CFA, FRM

TWSE Foreign Holding Weekly (Apr 26th): TSMC, Quanta Computer, Evergreen Marine, Eva Airways

We analyzed TWSE foreign holding data for the past week and highlighted foreign holding changes in TSMC, Quanta Computer, Evergreen Marine, Eva...

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Yuanta/​P-Shares Taiwan Div+ ETF Rebalance Preview: 13% One-Way Turnover & US$2.27bn Trade

The ETF could have 5 constituent changes in June. There will also be capping and funding flows that will lead to a one-way turnover of 12.6% and a...

Brian Freitas

TWSE Foreign Holding Weekly (May 17th): TSMC, Yang Ming Marine, Quanta Computer, Mediatek

We analyzed TWSE foreign holding data for the past week and highlighted foreign holding changes in TSMC, Yang Ming Marine, Quanta Computer,...

Ke Yan, CFA, FRM

TWSE Foreign Holding Weekly (May 10th): TSMC, Quanta Computer, Yang Ming Marine, Tripod Tech

We analyzed TWSE foreign holding data for the past week and highlighted foreign holding changes in TSMC, Quanta Computer, Yang Ming Marine, Tripod...

Ke Yan, CFA, FRM

TWSE Foreign Holding Weekly (May 3rd): TSMC, Hon Hai, Delta Elec, Yageo, Quanta Computer, Alchip

We analyzed TWSE foreign holding data for the past week and highlighted foreign holding changes in TSMC, Hon Hai, Delta Elec, Yageo, Quanta...

Ke Yan, CFA, FRM

TWSE Foreign Holding Weekly (Apr 26th): TSMC, Quanta Computer, Evergreen Marine, Eva Airways

We analyzed TWSE foreign holding data for the past week and highlighted foreign holding changes in TSMC, Quanta Computer, Evergreen Marine, Eva...

Ke Yan, CFA, FRM

Yuanta/P-Shares Taiwan Div+ ETF Rebalance Preview: 13% One-Way Turnover & US$2.27bn Trade