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

Synnex Technology International / Event-Driven

<ul>
<li>There are 15 changes for the TIP Taiwan Value High Dividend Index in November. The Yuanta Taiwan Value High Dividend ETF (00940 TT) has an AUM of US$5bn.</li>
<li>Estimated one-way turnover is 26% and there are 16 stocks with over 4 days of ADV left to trade. The rebalance commenced yesterday and will end on Friday.</li>
<li>An equal weighted basket of inclusions has outperformed an equal weighted basket of deletions since July. That could continue over the week as the ETF continues to rebalance their portfolio.</li>
</ul>


There are 15 changes for the TIP Taiwan Value High Dividend Index in November. The Yuanta Taiwan Value High Dividend ETF (00940 TT) has an AUM of US$5bn.
Estimated one-way turnover is 26% and there are 16 stocks with over 4 days of ADV left to trade. The rebalance commenced yesterday and will end on Friday.
An equal weighted basket of inclusions has outperformed an equal weighted basket of deletions since July. That could continue over the week as the ETF continues to rebalance their portfolio.


TIP Taiwan Value High Dividend Index Rebalance: A Lot to Trade This Week

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 TWSE Stocks as of Nov 15th which has an aggregated short interest worth USD21.5bn.</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 Wiwynn, Hon Hai Precision Industry, Ase Industrial, Mitac, Bizlink, Wistron, Alchip Technologies, Lite-On Technology.</li>
</ul>


We analyzed the changes in short interest of TWSE Stocks as of Nov 15th which has an aggregated short interest worth USD21.5bn.
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 Wiwynn, Hon Hai Precision Industry, Ase Industrial, Mitac, Bizlink, Wistron, Alchip Technologies, Lite-On Technology.


TWSE Short Interest Weekly (Nov 15th): Wiwynn, Hon Hai Precision Industry, Ase Industrial, Mitac

<ul>
<li>We analyzed the changes in short interest of TWSE Stocks as of Jun 30th which has an aggregated short interest worth USD13.8bn.</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 Wiwynn, Ase Technology H, Makalot, Pegatron, Walsin Lihwa, Mediatek, Evergreen Marine, Macronix Intl, Gigabyte Tech.</li>
</ul>


We analyzed the changes in short interest of TWSE Stocks as of Jun 30th which has an aggregated short interest worth USD13.8bn.
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 Wiwynn, Ase Technology H, Makalot, Pegatron, Walsin Lihwa, Mediatek, Evergreen Marine, Macronix Intl, Gigabyte Tech.


TWSE Short Interest Weekly (Jun 30th): Wiwynn, ASE, Makalot, Pegatron, Walsin Lihwa, Mediatek

Taiwan

Continental Holdings Corporation is a construction engineering company.  The Company builds roads, railroads, bridges, plants, sea ports, as well as residential and commercial buildings.

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Continental Holdings (3703 TT)

TIP Taiwan Value High Dividend Index Rebalance: A Lot to Trade This Week

There are 15 changes a side for the TIP Taiwan Value High Dividend Index in November. Estimated one-way turnover is 26% and there are 16 stocks...

Brian Freitas

TWSE Short Interest Weekly (Nov 15th): Wiwynn, Hon Hai Precision Industry, Ase Industrial, Mitac

We analyzed TWSE short interest report for the past week and highlighted short interest changes in Wiwynn, Hon Hai Precision Industry, Ase...

Ke Yan, CFA, FRM

TWSE Short Interest Weekly (Jun 30th): Wiwynn, ASE, Makalot, Pegatron, Walsin Lihwa, Mediatek

We analyzed TWSE short interest report for the past week and highlight short interest changes in Wiwynn, Ase Technology H, Makalot, Pegatron,...

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)