STAR50/STAR100 Index Rebalance Preview: Massive Outperformance in Last Two Months; Time to Unwind?
We forecast 1 change for the STAR50 and 5 changes for the STAR100. There is over 9x ADV to trade on the STAR50 changes. The net round-trip trade is...
570 Views
China ETF Inflows & Implications: YTD Inflows Near US$100bn
Nearly US$100bn has flowed into mainland China ETFs year to date. Over 70% of that has gone into ETFs tracking the CSI300 index and 18% going into...
534 Views
STAR50/STAR100 Index Rebalance: Adds Rally, Deletes Drop as Positioning Builds Up
There are 2 changes for the STAR50 and 6 changes for the STAR100. Impact is pretty large on the STAR50 changes. There is positioning in all stocks...
435 Views
China: Passive Selling Expected Later This Month
We currently estimate passive selling of around US$1.39bn across 74 stocks listed in China and HK. The potential deletes have underperformed...
334 Views
STAR100 Index Rebalance Preview: Potential Adds Diverge Further from Potential Deletes
There could be 6 index changes in Sep. The list of adds will depend on the index committee using the profitability criterion (or not). The adds...
315 Views