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>
<a href="https://www.smartkarma.com/entities/mog-holdings-ltd" target="_blank" data-smartkarma-citation="entities:36763:1" rel="noopener">MOG Holdings (1942 HK)</a> has been skyrocketing in price since the start of the year. Remarkably, there is little change in the number of shares that trade daily.</li>
<li>
<a href="https://www.smartkarma.com/entities/mog-holdings-ltd" target="_blank" data-smartkarma-citation="entities:36763:1" rel="noopener">MOG Holdings (1942 HK)</a> has a market cap of US$6.44bn and trades at a modest Price/Sales ratio of 75x and an equally modest Price to Book Value of 89.5x.</li>
<li>Liquidity has improved to the point where the stock could be added to some indices. However, there is a precedent of stocks not being added following market participant feedback.</li>
</ul>



MOG Holdings (1942 HK) has been skyrocketing in price since the start of the year. Remarkably, there is little change in the number of shares that trade daily.

MOG Holdings (1942 HK) has a market cap of US$6.44bn and trades at a modest Price/Sales ratio of 75x and an equally modest Price to Book Value of 89.5x.
Liquidity has improved to the point where the stock could be added to some indices. However, there is a precedent of stocks not being added following market participant feedback.


MOG Digitech (1942 HK): What the Flow Is Going On?

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 the monthly Hong Kong Connect flows with our data engine.</li>
<li>We tabulate the top stocks by inflows, outflows, and holding by mainland investors.</li>
<li>We highlight inflows into Alibaba, Xiaomi, SMIC, Geely, CCB and outflows from Meituan.</li>
</ul>


We analyze the monthly Hong Kong Connect flows with our data engine.
We tabulate the top stocks by inflows, outflows, and holding by mainland investors.
We highlight inflows into Alibaba, Xiaomi, SMIC, Geely, CCB and outflows from Meituan.


Hong Kong Connect Flows (October): $12 Bn Inflows

<ul>
<li>We analyze the monthly Hong Kong Connect flows with our data engine.</li>
<li>We tabulate the top stocks by inflows, outflows, and holding by mainland investors.</li>
<li>We highlight inflows into Alibaba, Kuaishou, Anta, HKEx, China Resource Land, China Telecom, and outflows from Meituan, Tencent, CNOOC, Xiaomi, China Mobile. </li>
</ul>


We analyze the monthly Hong Kong Connect flows with our data engine.
We tabulate the top stocks by inflows, outflows, and holding by mainland investors.
We highlight inflows into Alibaba, Kuaishou, Anta, HKEx, China Resource Land, China Telecom, and outflows from Meituan, Tencent, CNOOC, Xiaomi, China Mobile. 


Hong Kong Connect Flows (Sep): Weak Inflows Ex-Alibaba

<ul>
<li>We analyze the monthly Hong Kong Connect flows with our data engine.</li>
<li>We tabulate the top stocks by inflows, outflows, and holding by mainland investors.</li>
<li>We highlight inflows into ICBC, Tencent, CCB, Yankuang, Sinopec, and outflows from HSBC, Meituan, HKEx, China Hongqiao, CNOOC. </li>
</ul>


We analyze the monthly Hong Kong Connect flows with our data engine.
We tabulate the top stocks by inflows, outflows, and holding by mainland investors.
We highlight inflows into ICBC, Tencent, CCB, Yankuang, Sinopec, and outflows from HSBC, Meituan, HKEx, China Hongqiao, CNOOC. 


Hong Kong Connect Flows (July): 11 Months of Inflows

<ul>
<li>We analyze the monthly Hong Kong Connect flows with our data engine.</li>
<li>We tabulate the top stocks by inflows, outflows, and holding by mainland investors.</li>
<li>We highlight flows for BOC, Tencent, China Mobile, ZTO Express, Anta Sports.</li>
</ul>


We analyze the monthly Hong Kong Connect flows with our data engine.
We tabulate the top stocks by inflows, outflows, and holding by mainland investors.
We highlight flows for BOC, Tencent, China Mobile, ZTO Express, Anta Sports.


Hong Kong Connect Flows (April): 12M High of $10.7bn Inflows

China

MOG Digitech Holdings Limited operates as a holdings company. The Company, through its subsidiaries, engages in business-to-business RMB hardware trading, digital RMB payment, scene-based ecological digitalization, optical prescription network, and optical products businesses. MOG Digitech Holdings serves customers worldwide.

Price Gauge
52-week Range	0.00 - 0.00
Market Cap (USDm)	0.00
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Dividend (Yield)	0.00

MOG Digitech Holdings (1942 HK)

MOG Digitech (1942 HK): What the Flow Is Going On?

MIND THE GAP! The stock could open lower today and there will be unwinding of pre-positioning. There could be value in the stock IF there is...

Brian Freitas

Hong Kong Connect Flows (October): $12 Bn Inflows

We analyzed the Hong Kong Connect Scheme for October and highlighted flows for Alibaba, Xiaomi, SMIC, Geely, CCB, and Meituan.

Ke Yan, CFA, FRM

Hong Kong Connect Flows (Sep): Weak Inflows Ex-Alibaba

We noted 12 months of inflows for Southbound connect stocks and highlighted inflows into Alibaba, Kuaishou, Anta, HKEx, China Resource Land, China...

Ke Yan, CFA, FRM

Hong Kong Connect Flows (July): 11 Months of Inflows

We analyzed the Hong Kong Connect Scheme for July and highlighted inflows into ICBC, Tencent, CCB, Yankuang, Sinopec, and outflows from HSBC,...

Ke Yan, CFA, FRM

Hong Kong Connect Flows (April): 12M High of $10.7bn Inflows

We analyzed the Hong Kong Connect Scheme for April and highlight flows for BOC, Tencent, China Mobile, ZTO Express, Anta Sports.

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)