CSI300 Index Rebalance: Methodology Tweak Results in More Changes & Larger Turnover
There are 28 changes to the CSI300 index at the Dec rebalance. A few large inclusions plus the expansion of the index universe pushes one-way...
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CSI300 Index Rebalance Preview (Dec 2021): It Was A Good Entry Point
We forecast 26 changes to the CSI300 Index at the December rebalance. The inclusions outperformed the deletions by 13% in October. Trim positions...
715 Views
MSCI ACWI, ACWI Ex-US, EAFE Testing Key Supports; Buy Ideas in Financials, Materials, Industrials
The MSCI ACWI (ACWI-US), ACWI ex-US (ACWX-US), and EAFE (EFA-US) are testing important intermediate-term support levels of $99, $54, and $76.50...
371 Views
CSI300 Index Rebalance Preview (Dec 2021): Pullback Provides Entry Point
With 90% of the review period complete, we see 26 changes to the CSI300 at the Dec rebal. One-way turnover is 9.3% and the one-way trade is US$3bn....
867 Views
EM Fund Positioning: All You Need to Know
In this analysis, we provide a detailed overview of investor positioning among 250 active Global Emerging Market funds with combined AUM of $500bn.
301 Views