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/harvey-norman-holdings-ltd" target="_blank" data-smartkarma-citation="entities:645:1" rel="noopener">Harvey Norman Holdings (HVN AU)</a> will be deleted from the MVIS Australia Equal Weight Index at the close of trading on 17 March.</li>
<li>One way turnover is 3.9% resulting in a one-way trade of A$68m. Only <a href="https://www.smartkarma.com/entities/harvey-norman-holdings-ltd" target="_blank" data-smartkarma-citation="entities:645:1" rel="noopener">Harvey Norman Holdings (HVN AU)</a> has more than 1 day of ADV to sell from passive trackers.</li>
<li>
<a href="https://www.smartkarma.com/entities/harvey-norman-holdings-ltd" target="_blank" data-smartkarma-citation="entities:645:1" rel="noopener">Harvey Norman Holdings (HVN AU)</a> has underperformed <a href="https://www.smartkarma.com/entities/myer-holdings-ltd" target="_blank" data-smartkarma-citation="entities:577:1" rel="noopener">Myer Holdings (MYR AU)</a> significantly over the recent past and the index deletion could provide an entry point into a trade.</li>
</ul>



Harvey Norman Holdings (HVN AU) will be deleted from the MVIS Australia Equal Weight Index at the close of trading on 17 March.
One way turnover is 3.9% resulting in a one-way trade of A$68m. Only Harvey Norman Holdings (HVN AU) has more than 1 day of ADV to sell from passive trackers.

Harvey Norman Holdings (HVN AU) has underperformed Myer Holdings (MYR AU) significantly over the recent past and the index deletion could provide an entry point into a trade.


MVIS Australia Equal Weight Index Rebalance: One Deletion & Other Changes

Australia

VanEck Vectors Australian Equal Weight ETF is an exchange-traded fund incorporated in Australia. The Fund aims to provide investment returns that closely track the returns of the MVIS Australia Equal Weight Index.

VanEck Vectors Australian Equal Weight ETF (MVW AU)

VanEck Vectors Australian Equal Weight ETF

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MVIS Australia Equal Weight Index Rebalance: One Deletion & Other Changes

Harvey Norman will be deleted from the MVMVW Index at the close on 17 March. One way turnover is 3.9% resulting in a one-way trade of A$68m. The...

Brian Freitas