CSI500 Index Rebalance Preview: ETF Inflows Lead to Performance Skew
There should be 50 changes in Dec with a big sector skew. Turnover is ~10% and 31 stocks will have 1x ADV to trade. Huge ETF inflows have led to...
CSI500 Index Rebalance Preview: Potential Adds Outperforming Potential Deletes
We see 50 changes a side for the CSI500 in Dec. The Industrials sector could take a lot of index spots from Materials as one-way turnover exceeds...
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