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>There are 3 adds and 2 deletes for the <a href="https://www.smartkarma.com/entities/ishares-global-clean-energy-etf" target="_blank" data-smartkarma-citation="entities:32855:1" rel="noopener">iSharesGlobal Clean Energy ETF</a> while there are 2 adds and 2 deletes for the <a href="https://www.smartkarma.com/entities/ishares-global-water-ucits-etf-usd-dist" target="_blank" data-smartkarma-citation="entities:25600:1" rel="noopener">iShares Global Water UCITS ETF</a>.</li>
<li>With US$5bn benchmarked to the <a href="https://www.smartkarma.com/entities/ishares-global-clean-energy-etf" target="_blank" data-smartkarma-citation="entities:32855:1" rel="noopener">iSharesGlobal Clean Energy</a> and related ETFs, and US$3.5bn benchmarked to the <a href="https://www.smartkarma.com/entities/ishares-global-water-ucits-etf-usd-dist" target="_blank" data-smartkarma-citation="entities:25600:1" rel="noopener">iShares Global Water</a> and related ETFs, there is multiple days of ADV to trade.</li>
<li>We see a noticeable rise in cumulative excess volume over the last two trading sessions, so there will be positioning in the stocks. </li>
</ul>


There are 3 adds and 2 deletes for the iSharesGlobal Clean Energy ETF while there are 2 adds and 2 deletes for the iShares Global Water UCITS ETF.
With US$5bn benchmarked to the iSharesGlobal Clean Energy and related ETFs, and US$3.5bn benchmarked to the iShares Global Water and related ETFs, there is multiple days of ADV to trade.
We see a noticeable rise in cumulative excess volume over the last two trading sessions, so there will be positioning in the stocks. 


Clean Energy & Global Water ETFs: Changes for Asia & Impact

<ul>
<li>S&amp;P DJI commenced a market consultation for the S&amp;P Global Water Index on 29 July and that could lead to quite a few changes to the index in October.</li>
<li>We currently see 14 deletions and 10 inclusions for the index in October. Most of the changes will have a high impact from passive fund trading.</li>
<li>There could be more changes in April 2023 once stocks listed in Emerging Markets are included in the index.</li>
</ul>


S&amp;P DJI commenced a market consultation for the S&amp;P Global Water Index on 29 July and that could lead to quite a few changes to the index in October.
We currently see 14 deletions and 10 inclusions for the index in October. Most of the changes will have a high impact from passive fund trading.
There could be more changes in April 2023 once stocks listed in Emerging Markets are included in the index.


S&P Global Water Index: Market Consultation Driven Potential Changes

United Kingdom

iShares Global Water UCITS ETF USD (Dist) is an open-end, UCITS compliant exchange traded fund incorporated in Ireland. The Fund aims to track the performance of the S&P Global Water 50 Index . The index offers exposure to the 50 largest and most liquid listed companies globally that are involved in water related businesses. The fund distributes income received to shareholders.

iShares Global Water UCITS ETF USD (Dist) (IH2O LN)

iShares Global Water UCITS ETF USD (Dist)

Price Gauge
52-week Range	0.00 - 0.00
Market Cap (USDm)	0.00
P/E	0.00
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iShares Global Water UCITS ETF USD (Dist) (IH2O LN)

Clean Energy & Global Water ETFs: Changes for Asia & Impact

There are 3 adds and 2 deletes for the iSharesGlobal Clean Energy ETF while there are 2 adds and 2 deletes for the iShares Global Water UCITS ETF....

Brian Freitas

S&P Global Water Index: Market Consultation Driven Potential Changes

S&P DJI's market consultation for the S&P Global Water Index could lead to quite a few changes to the index in October. There are a few potential...

Brian Freitas

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)