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Event-Driven and Index Rebalance

Weekly Top Ten Event-Driven and Index Rebalance – Nov 17, 2024

By | Event-Driven and Index Rebalance
This weekly newsletter pulls together summaries of the top ten most-read Insights across Event-Driven and Index Rebalance on Smartkarma.

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1. Meituan (3690 HK): Big Passive Selling in December

By Brian Freitas, Periscope Analytics

  • The announcement of the changes to the Hang Seng indices is on 22 November, the capping will use the close on 3 December and implemented at the close 6 December.
  • Meituan (3690 HK)‘s outperformance over the last couple of months will result in capping of the stock weight in all major indices and passives will sell stock.
  • We estimate passive trackers will need to sell 35m shares (US$866m; 0.64x ADV) of Meituan (3690 HK) and that number will change over the next 3 weeks depending on performance.

2. 7&I (3382 JP) – An ITO Family MBO? With Itochu? At ¥9trln? Maybe. Information Is Scarce

By Travis Lundy, Quiddity Advisors

  • Yesterday a news article from Bloomberg suggested 7&i was “considering” an MBO. Seven & I Holdings (3382 JP) later confirmed they had received a non-binding proposal from ITO Junro/family.
  • The initial number was ¥9trln. If market cap? High. If EV, too low. That would have implied a price just over the first “grossly inadequate” ACT price.
  • There is a lot we don’t know. This changes the landscape. It probably shifts the range trade, but it will shift more when we get more clarity on ITO-san’s price.

3. KEPCO (9503 JP): Index Implications of US$3.5bn Primary + Secondary Offering

By Brian Freitas, Periscope Analytics

  • Kansai Electric Power (9503 JP) is looking to raise up to US$3.5bn via a primary offering and a sale of Treasury shares. Pricing date is between 26-29 November.
  • Kansai Electric Power (9503 JP) is among the better performing stocks from the Electric Utilities industry and trades at higher valuations compared to its peers.
  • There will be a fair bit of passive buying with around 29% of the offering being bought at the time of settlement of the shares.

4. Seven & I Holdings (3382 JP): The Rumoured MBO Price Underscores the Trapped Value

By Arun George, Global Equity Research Ltd

  • In response to media reports, Seven & I Holdings (3382 JP) confirmed receiving a non-binding proposal from Junro Ito (founder’s son) and Ito-Kogyo. No terms were disclosed.
  • Bloomberg suggests an MBO deal worth up to JPY9 trillion (US$58 billion), which implies an offer of JPY3,467.89, a 39.3% premium to the last close price.
  • The “white knight” MBO undermines Alimentation Couche-Tard (ATD CN)’s offer and is a proxy for the restructuring plan’s value. Couche-Tard will likely walk if a binding MBO proposal emerges.

5. Nikkei 225 Index Rebalance Preview (Mar 2025): Ranking, Capping, Funding & Other Changes

By Brian Freitas, Periscope Analytics

  • The review period for the Nikkei 225 Index March rebalance ends in January. There could be one outright change and one or two others driven by sector balance.
  • Depending on the changes, passive trackers will need to buy between 8.2-20.5x ADV (8.75%-24.5% of real float) and sell between 9-38x ADV on the deletions.
  • Fast Retailing‘s PAF could see a double reduction to keep the stock weight capped at 10%. There will be huge passive selling leading to funding inflows for other index constituents.

6. INDIA: Index Changes Due to the 45 New Additions to the F&O Segment

By Brian Freitas, Periscope Analytics


7. STAR Chip Index Rebalance Preview: 3 Potential Changes in December; US$450m Round-Trip Trade

By Brian Freitas, Periscope Analytics

  • There could be 3 constituent changes for the STAR Chip Index at the December rebalance. There will also be a couple of capping changes.
  • Estimated one-way turnover is 5.05% resulting in a one-way trade of CNY 1.6bn (US$225m). Passives need to trade between 0.6-1x ADV in the potential changes.
  • The forecast adds have underperformed the forecast deletes over the last month but there has been a marked improvement in performance in the last week. Watch out for more.

8. NASDAQ 100 Index Rebalance: Lovin’ It as AppLovin (APP) Replaces Dollar Tree (DLTR)

By Brian Freitas, Periscope Analytics


9. NEC Network (1973 JP) Tender Offer – The Landscape Has Fully Changed

By Travis Lundy, Quiddity Advisors

  • On 29-October, NEC Corp (6701 JP) announced a low-ball TOB to buy out subsidiary Nec Networks & System Integr (1973 JP). It deserved activism, but finding an activist was tough.
  • On 7 November, it got an activist, and I wrote on 8-November the Landscape Had Changed that they might have bought 6mm shares more in 5 days. They bought 8.4mm.
  • The Landscape Has FULLY Changed. The details now matter quite a bit. NEC has two basic choices. Neither are that palatable. But Target Advisor DCF was ¥3,073-4,688 without synergies.

10. CES China Semiconductor Chips Index Rebalance Preview: Three Changes in December

By Brian Freitas, Periscope Analytics

  • There could be three changes for the CES China Semiconductor Chips Index at the close of trading on 13 December.
  • Based on the assets tracking the index, passive trackers will need to trade between 0.1-0.3x ADV in the stocks.
  • There will be selling in Semiconductor Manufacturing International Corporation (SMIC) (688981 CH) to cap the stock at 10% of the index weight.

Weekly Top Ten Event-Driven and Index Rebalance – Oct 20, 2024

By | Event-Driven and Index Rebalance
This weekly newsletter pulls together summaries of the top ten most-read Insights across Event-Driven and Index Rebalance on Smartkarma.

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1. Bain Bids Bigger, Goes Hard on Fuji Soft (9749); I’ve Got 🍿🍿🍿

By Travis Lundy, Quiddity Advisors

  • As they had announced was their intention, Bain has made a binding offer for Fuji Soft Inc (9749 JP), bidding ¥9,450 against KKR’s ¥8,800. They aim to launch late October.  
  • There is no minimum and no maximum. The Founding Nozawa family had thrown their lot in with Bain not KKR and that 18.5% is tied up. 
  • There are conditions, and those are ALL-important. And I expect we see in the next week or so how coercive KKR’s “non-coercive” scheme change was. I’ve got 🍿🍿🍿.

2. MBK’s Korea Zinc & Young Poong Precision Tender Results Officially Out

By Sanghyun Park, Clepsydra Capital

  • MBK officially disclosed that they scooped up 5.34% of the Korea Zinc (010130 KS) shares in the tender that wrapped up today.
  • MBK scored a partial win by securing more voting rights than Choi, with unexpected backing from foreign and local institutions, likely due to proration risk over legal issues.
  • Still, securing just 5.34% puts MBK in a tough position, requiring them to navigate minority shareholder votes while pushing hard on the legal front to block the buyback.

3. China ETF Inflows & Implications: YTD Inflows Nearing US$150bn

By Brian Freitas, Periscope Analytics

  • Nearly US$140bn has flowed into mainland China listed ETFs year to date and there have been big creations in the last few weeks as stocks have surged.
  • 97% of all inflows are in ETFs benchmarked to the CSI300, CSI1000, CSI500, SSE50, ChiNext and STAR50 indices. But over US$4bn has gone into other ETFs in the last week.
  • The large ETF inflows over the last few weeks has led to index rebalance strategies underperforming in China. But that should reverse from now to rebalance implementation.

4. S&P/ASX Index Rebalance Preview (Dec 2024): Big Impact as Shorts Ramp Up

By Brian Freitas, Periscope Analytics

  • With three quarters of the review period complete, there could be one change for the S&P/ASX 50 Index and two changes for the S&P/ASX 200 (AS51 INDEX) in December. 
  • There are two stocks that could be deleted from global indexes in November and that could keep those names under pressure for the next few weeks.
  • Passive trackers will need to buy between 4-5x ADV in the forecast adds and sell between 2-8x ADV in the forecast deletes. Shorts have been building up in some names.

5. Yuanta/​P-Shares Taiwan Div+ ETF Rebalance Preview: Big Impact and US$3bn Round-Trip Trade

By Brian Freitas, Periscope Analytics

  • Using data from the close on 11 October, there could be 6 adds and 5 deletes for the Yuanta/​P-Shares Taiwan Dividend Plus ETF in December.
  • There will also be capping and funding flows that will lead to a one-way turnover of 15% and a one-way trade of TWD 49bn (US$1.52bn)
  • Shorts have been building up in some of the forecast deletes and in a couple of the forecast adds as well.

6. China Resources Beverage (2460 HK) IPO: Index Inclusions & Stock Connect in 2025

By Brian Freitas, Periscope Analytics

  • China Resources Beverage (CRB HK) is offering 347.8m shares in its IPO at a price range of HK$13.5-14.5/share. With the overallotment option, the IPO could raise up to HK$5.8bn (US$474m).
  • Cornerstone investors will take up nearly half the offer. Those shares will be locked up for 6 months and will significantly reduce the free float of the stock.
  • Index inclusions will commence with the HSCI in March 2025 – that will also result in Stock Connect inclusion. The next index inclusion will take place in June.

7. Korea Value-Up ETFs: Latest Market Info on Initial AUM Setup & Resulting Passive Impacts

By Sanghyun Park, Clepsydra Capital

  • KRX will launch 12 ETFs tracking the Korea Value-Up Index on November 4—9 passive and 3 active—aiming for an initial AUM exceeding 1 trillion KRW.
  • KRX is pressuring ETF operators to reveal initial capital by November 4, with expectations to exceed 1 trillion KRW due to government pressure.
  • Early signs of position buildup are emerging, so it’s essential to monitor stocks with significant passive impact closely moving forward.

8. Fuji Soft (9749 JP): Bain’s Better Late than Never Competing Offer

By Arun George, Global Equity Research Ltd

  • Bain’s pre-conditional tender offer for Fuji Soft Inc (9749 JP) is JPY9,450, a 7.4% premium to KKR’s JPY8,800 offer. There is no minimum or maximum acceptance condition.
  • The preconditions relate to regulatory approval (Vietnam) and Board recommendation. Bain’s offer is designed to bring KKR to the negotiating table to find a solution to privatisation. 
  • KKR can 1) do nothing, 2) work with Bain on a solution, or 3) engage in a price war to prevent the satisfaction of Bain’s Board recommendation precondition.

9. Merger Arb Mondays (14 Oct) – Haitong/GJTA, GA Pack, Henlius, Canvest, Seven & I, Arcadium Lithium

By Arun George, Global Equity Research Ltd


10. Quiddity Leaderboard ChiNext Dec 24: US$400mn Expected Inflow for Jiangsu Hoperun

By Janaghan Jeyakumar, CFA, Quiddity Advisors

  • The ChiNext Index represents the performance of the 100 largest and most liquid A-share stocks listed on the ChiNext Market of the Shenzhen Stock Exchange.
  • The ChiNext 50 index is a subset of the ChiNext Index and it consists of the top 50 names in the ChiNext index with the highest daily average turnover.
  • In this insight, we have presented our updated rankings for Potential ADDs and DELs for the upcoming index rebal event in December 2024.

Weekly Top Ten Event-Driven and Index Rebalance – Oct 13, 2024

By | Event-Driven and Index Rebalance
This weekly newsletter pulls together summaries of the top ten most-read Insights across Event-Driven and Index Rebalance on Smartkarma.

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1. 7&I Results and Plans – The Good, The Bad, The Ugly, The Respectable, Unfortunate, and Encouraging

By Travis Lundy, Quiddity Advisors

  • H1 sales were GOOD. H1 earnings were BAD. New forecasts are UGLY. The CVS initiatives are RESPECTABLE, but US CVS market environment UNFORTUNATE. The creation of the new Holdco ENCOURAGING.
  • The Couche-Tard Bid? That’s SEPARATE. Confidential. But three weeks after receiving the new proposal, it hasn’t been publicly rejected. So that’s a thing. 
  • 7&i is progressing with its Standalone Plan, as it should, because ACT’s bid is more a show of faith for discussions. The York Holdings structure is INTERESTING.

2. Revised Couche-Tard Bid for 7&I and a Flurry of News Items Ahead of Earnings

By Travis Lundy, Quiddity Advisors

  • This AM, partway through the morning session, Bloomberg carried an article saying Alimentation Couche-Tard (ATD CN) had upped its bid for Seven & I Holdings (3382 JP) to US$18.19/share.
  • The stock popped, then faded sharply. Near and after the close we got more headlines. Some of these preview tomorrow’s earnings report. Some preview the restructuring announcements.
  • The Nikkei comment regarding an earnings shortfall vs Plan suggests weaker US convenience store sales and consumer footfall are to blame. Details will matter. But I’d buy dips.

3. Haitong Securities (6837 HK)/GTJA (2611 HK) Merger Is a Done Deal

By Arun George, Global Equity Research Ltd

  • Guotai Junan Securities (2611 HK) and Haitong Securities Co Ltd (H) (6837 HK) all-scrip merger is set at an exchange ratio of 0.62x. 
  • The merger is conditional on the GJTA/Haitong shareholder vote, which is low risk. Regulatory approvals are a formality as they involve two entities with SOE backgrounds. 
  • The share exchange ratio is attractive compared to historical price ratios and precedent transactions. The recent material re-rating of peers is irrelevant to the vote as the offer is all-scrip. 

4. Guotai Junan (2611 HK)/Haitong (6837 HK)’s Merger: A Win For H-Shareholders

By David Blennerhassett, Quiddity Advisors

  • A month after China’s leading state-backed brokerages, Guotai Junan Securities (2611 HK) and Haitong Securities (H) (6837 HK), announced an intention to merge, we have a firm deal
  • Via a share swap, each Haitong H share may be exchanged for 0.62 H shares of GJS. A similar ratio is in place for the As. Cash options are afforded
  • Conditions include GJS and Haitong shareholder approval; plus the usual suspects on the regulatory front. The key risk, as with TCM (570 HK)s Offer, is one of timing.

5. 7-Eleven Corporation: A Clear Strategy for Long-Term Value, Founding Family Return to Super-Stores

By Michael Causton, JapanConsuming

  • Seven & I released 1H24 earnings today as well as details on planned restructuring of its business. Results included some one-off items hitting operating profit as well as lower footfall.
  • The bigger news was the plan to hive off the non-CVS retail operations into a new company, York Holdings, leaving a newly named 7-Eleven Corporation running CVS globally.
  • Unusually, Seven also mentioned the possibility of new strategic partners investing in York, including even the “original founding families”, suggesting one way of holding on to control.

6. MBK Rules Out Further Tender Price Hike for Korea Zinc, Game Plans Shift

By Sanghyun Park, Clepsydra Capital

  • MBK’s strategy is clear: they believe they have the upper hand with the current price level and are optimistic about a favorable ruling on the second injunction.
  • All eyes are on Choi to raise the price by this Friday, the 11th, before the deadline, especially with the FSS’s scrutiny looming.
  • If that happens, MBK will likely go all-in on the second injunction whose hearing is on the 18th. Choi raising the price this Friday won’t significantly boost Korea Zinc’s stock.

7. HSCI Index Rebalance Preview: Midea Group (300 HK) To Be Added in December; Stock Connect Next Week

By Brian Freitas, Periscope Analytics

  • There were only 13 new listings on the Main Board of the HKEX (388 HK) in the third quarter of the year.
  • Of those stocks, we only see Midea Group (300 HK) having a chance of being added to the HSCI in December.
  • Midea Group (300 HK) should be added to Southbound Stock Connect next week after the price stabilisation period has ended.

8. Shin Kong and Taishin – There’s a Good Value Swap Trade To Do Here

By Travis Lundy, Quiddity Advisors

  • Media reports indicate that the shareholder base of Shin Kong Financial Holding (2888 TT) and Taishin Financial Holding (2887 TT) have approved their merger. 
  • Shin Kong meeting results were public just before the market closed. The results from Taishin were known earlier. The market and spread were un-moved. If anything, things widened a little.
  • Next, the two companies try to get fair Trade Commission, FSC, and Exchange approval to join to become Taishin Shin Kong FHC. And there’s a good trade to do here.

9. Hyundai Motor India: Index Entry Timing for India’s Biggest IPO

By Brian Freitas, Periscope Analytics

  • Hyundai Motor India (1342Z IN) is looking to list on the exchanges by selling up to INR 279bn (US$3.3bn) of stock at a valuation of up to INR 1,593bn (US$19bn).
  • The anchor allocations will be completed early next week, and the stock is expected to start trading on 22 October.
  • The stock will not get Fast Entry to global indices. Inclusion at regular rebalances should take place in February and June next year.

10. Seven & I Holdings (3382 JP): Pressure Mounts with a Couche-Tard Revised Offer

By Arun George, Global Equity Research Ltd

  • In response to media reports, Seven & I Holdings (3382 JP) confirmed receiving a revised non-binding proposal from Alimentation Couche-Tard (ATD CN)
  • The rumoured revised offer is US$18.19, a 22.4% premium to the initial US$14.86 offer. The revised terms are attractive vs precedent transactions and analyst price targets.
  • The Board would cite regulatory concerns and the revised offer’s implied discount compared to peer multiples. At tomorrow’s results, the Board must present a credible alternative value generation path.

Weekly Top Ten Event-Driven and Index Rebalance – Oct 6, 2024

By | Event-Driven and Index Rebalance
This weekly newsletter pulls together summaries of the top ten most-read Insights across Event-Driven and Index Rebalance on Smartkarma.

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1. HSTECH Index Rebalance Preview: $800m Round-Trip Trade

By Brian Freitas, Periscope Analytics

  • The review period for the December rebalance of the Hang Seng TECH Index (HSTECH INDEX) ended on 30 September.
  • We do not forecast any constituent changes for the index. Capping changes will lead to a one-way turnover of 2.15% and a round-trip trade of HK$6.1bn (US$785m).
  • If any stocks have outsized moves on expectations of being added to or deleted from the index, there could be opportunities to enter trades.

2. Tokyo Metro (9023 JP) IPO:  TPX Inclusion in November; Global Indices: One in October, One in Feb

By Brian Freitas, Periscope Analytics

  • Tokyo Metro (9023 JP)‘s listing has been approved by the JPX and the stock is expected to start trading on the Prime Market from 23 October.
  • At the reported indicative IPO price of JPY 1100/share, Tokyo Metro (9023 JP) will be valued at JPY 639.1bn (US$4.49bn).
  • The stock should be added to one global index on 29 October, to the TOPIX INDEX on 28 November, while another global index inclusion will need to wait till February.

3. HSCEI Index Rebalance Preview: High & Low Probability Changes

By Brian Freitas, Periscope Analytics


4. Mar25 Nikkei 225 Rebal: Considering Fast Retailing Capping…. Again…

By Travis Lundy, Quiddity Advisors

  • At end-September, the Nikkei 225 semi-annual review imposed a “cap” on Fast Retailing (9983 JP) in the Average, applying a 0.9 coefficient to the Price Adjustment Factor.
  • At its current weight, Fast Retailing will be capped again in March 2025. If the stock outperforms Nikkei 225 by another 3% before 31 January 2025, it could be double-capped.
  • And an additional 16% would mean ¥1.1trln of sales in March. But like last time, this is a rubber band which stretches. Too far, and selling pressure is obvious.

5. Shin Kong (2888 TT) Deal – Activism, Proxy Advice, Proxy Fight, Voting Risk, and Discounts

By Travis Lundy, Quiddity Advisors


6. Korea Zinc’s Buyback Tender Offer at ₩830,000: Market Vibe Still Leans Towards MBK

By Sanghyun Park, Clepsydra Capital

  • Korea Zinc is launching a 3.21M share buyback (15.5% of total shares) via a KRW 2.66T tender offer at ₩830,000 per share, with Bain Capital involved.
  • If tendered shares fall short, Korea Zinc and Bain Capital will buy all. If over the target, they’ll buy pro rata. Below 1,215,283 shares, they will opt out.
  • Should we dive into Korea Zinc’s risky buyback or choose safer, lower-priced MBK? The market vibe favors MBK, reflected in Korea Zinc’s closing price today.

7. T-Gaia (3738 JP) – Potential Premium Takeout Story Turns To An Ugly Takeunder

By Travis Lundy, Quiddity Advisors

  • Today, just before the close, the Nikkei put out a scoop that Bain would buy T Gaia Corp (3738 JP) for ¥140bn. Sounds big. It was a 30% discount.
  • There is a three Tender Offer process whereby minorities, who could be squeezed out regardless, are offered the opportunity to block the deal by not tendering at ¥2,670.
  • This not-quite “majority of minority” of the super-minority is an interesting governance condition established by the Special Committee. It bears some study.

8. FnGuide Semiconductor Top10 Index Rebalance Preview: Wonik IPS to Replace ISC

By Brian Freitas, Periscope Analytics


9. Emart’s Tender Offer for Shinsegae Construction: Arb Trading Angles

By Sanghyun Park, Clepsydra Capital

  • E Mart Inc is launching a tender offer for 27.33% of Shinsegae Eng & Construction, offering ₩18,300 per share, a 14% premium, from September 30 to October 29.
  • This tender’s got zero cancellation or proration risk since they’re all in to buy every share tendered. That makes it a prime event for close spread tracking and trading opportunities.
  • Emart needs 95% of Shinsegae Construction’s shares to delist, requiring 22% of the remaining 27%. If they can’t get it, a stock swap with Emart shares is likely.

10. Court Dismisses Injunction; Korea Zinc to Announce Buyback Tender Offer Soon

By Sanghyun Park, Clepsydra Capital

  • The court rejected MBK and Young Poong’s injunction to block Korea Zinc’s buyback, allowing Choi’s side to continue using buybacks to defend control.
  • Korea Zinc plans an emergency board meeting to launch a tender offer, using internal funds, to buy back shares at 800K-850K KRW starting around October 7.
  • If Choi converts discretionary reserves into distributable profits, Korea Zinc could unlock 2-3 trillion KRW for the buyback, but uncertainty keeps the stock around 700K KRW.

Weekly Top Ten Event-Driven and Index Rebalance – Sep 29, 2024

By | Event-Driven and Index Rebalance
This weekly newsletter pulls together summaries of the top ten most-read Insights across Event-Driven and Index Rebalance on Smartkarma.

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1. The Biggish Sep 2024 “Thursday-Friday Trade”

By Travis Lundy, Quiddity Advisors

  • Every year it’s the same trade. This year it is Thursday and Friday. There is some funkiness to Monday too.
  • There is meaningful directional buying on one day, which then kind of gets stretched a bit. This year, circumstances suggest high confidence buying should be at the top end.
  • This year, because circumstances, I expect the trade is a lot larger than last year. I’d say ¥1.6trln. 

2. China’s [Maybe] Biggish [Quasi?] Bazooka

By Travis Lundy, Quiddity Advisors

  • Today, in a press conference held jointly by the Governor of the PBOC, the Director of the Financial Regulatory Bureau, and Chairman of the CSRC, China announced market stimulus measures.
  • The PBOC will cut RRR 50bp, the 7-day repo rate 20bp, guide effective mortgage rate cuts, and lower minimum down payments on second homes. There are other commercial RE measures.
  • Three major stock market measures were announced. A RMB500bn collateral swap programme, PBOC backing RMB300bn bank loans for corps to buy stocks, and a Plan to increase Central Huijin investments.

3. Korea Zinc’s Latest Shareholder Roll & MBK’s Triggers to Sweeten Tender Price

By Sanghyun Park, Clepsydra Capital

  • MBK is watching for a 1 million share trading volume, as that may prompt neutral institutional investors to sell rather than participate in the tender, triggering a price hike.
  • MBK may raise the tender price to ₩900,000, a 35% jump, with a local pension fund CIO suggesting it’s the sweet spot for participation.
  • MBK believes securing the minimum target would give them 44% voting rights, enough to push their proposals, indicating they’ll go all-in for that 7% stake in this first attempt.

4. Korea Exchange Announces The Korea Value Up Index

By Douglas Kim, Douglas Research Advisory

  • Korea Exchange announced the long awaited Korea Value Up Index (“K Value Up Index”) (composed of 100 stocks) today. 
  • Korea Exchange used a 5-step screening process to select the 100 companies in this index including market cap, profitability, shareholder returns, market evaluation, and capital efficiency. 
  • This Value Up index is part of the bigger “Corporate Value Up ” program in Korea. These efforts to improve Korea’s corporate governance policies is a marathon, not a sprint. 

5. Tech: Japan’s Biggest IPO in 6 Years, Kioxia, Is Off. Here Is the Likely Reason

By Neil Campling

  • Significant peer price performance declines leaves IPO valuation stretched, the desired discount multiple to attract interest has suddenly become a premium
  • Investor interest in memory semiconductors, AI derivative stocks has cooled
  • Peer price sell-offs are extreme but could quickly change, reflecting the highly cyclical nature of the sector

6. STAR50/STAR100 Index Rebalance Preview: Massive Outperformance in Last Two Months; Time to Unwind?

By Brian Freitas, Periscope Analytics

  • 90% of the way through the review period, there could be 1 change for the SSE STAR50 (STAR50 INDEX) and 5 changes for the STAR100 Index.
  • We estimate turnover of 1% for the STAR50 INDEX and 5.5% for the STAR100 Index. The net round-trip trade is CNY 3.2bn (US$453m).
  • The forecast add to the SSE STAR50 (STAR50 INDEX) has massively outperformed the forecast deletion from the index over the last two months.

7. KOSDAQ150 Index Adhoc Rebalance: HLB Therapeutics Replaces Jeisys Medical

By Brian Freitas, Periscope Analytics


8. All the Scoop on the Korea Value-Up Index

By Sanghyun Park, Clepsydra Capital

  • The index focuses on qualitative factors like capital efficiency and shareholder returns, but efforts to impose sector balance may have overextended its market benchmark role.
  • Some companies not fitting the ‘value-up’ narrative got included, while market favorites were sidelined by sector rankings, which is puzzling given the index’s original goal.
  • Still, with rebalancing cut down to once a year, we should expect the flow impact on the index names to hit harder than initially thought compared to their sector peers.

9. What Are Locals Saying About Potential Allies to Choi Family in Fight for Korea Zinc?

By Douglas Kim, Douglas Research Advisory

  • In this insight, we discuss three particular allies that could help the Choi family that have been highlighted by the local media including Hanwha, KIS, and Softbank.
  • The Hanwha Group is one of the largest shareholders of Korea Zinc. In addition, Hanwha Group Vice Chairman Kim Dong-Kwan has a close relationship with Korea Zinc Chairman Choi Yoon-Beom.
  • Korea Zinc is planning to hold an important press conference on the 24 September to reveal its position on the tender offer of Korea Zinc shares by MBK.

10. MBK Raises Tender Prices: ₩750,000 for Korea Zinc & ₩25,000 for Young Poong Precision

By Sanghyun Park, Clepsydra Capital

  • Hankyung reports MBK will raise Korea Zinc’s tender offer to ₩750,000 (14%) and Young Poong Precision’s to ₩25,000 (25%) before today’s market opens.
  • Hankyung and Maeil are top sources for market scoops, so it’s almost certain MBK leaked the tender price hike ahead of today’s trading.
  • MBK leaves Choi just five trading days to respond. Korea Zinc plans to raise ₩400 billion, but it’s still not enough for a counter-bid.

Weekly Top Ten Event-Driven and Index Rebalance – Sep 22, 2024

By | Event-Driven and Index Rebalance
This weekly newsletter pulls together summaries of the top ten most-read Insights across Event-Driven and Index Rebalance on Smartkarma.

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1. Quiddity Leaderboard KOSPI 200 Dec 24: Up to 4 ADDs & 5 DELs Possible

By Travis Lundy, Quiddity Advisors

  • KOSPI 200 is a Korean blue-chip index that tracks the 200 largest and most-liquid names listed in the KOSPI section of the Korea Exchange (KRX).
  • In this insight, we take a look at the names leading the race to become ADDs and DELs during the upcoming semiannual review in December 2024.
  • We expect up to four ADDs and five DELs for the KOSPI 200 index during this index rebal event based on the latest available data. And we have a trade.

2. ASX100/ASX200 Index: Replacement Candidates for Virgin Money (VUK AU)

By Brian Freitas, Periscope Analytics


3. Trancom (9058) – Another Bain MBO Done Too Cheaply Where “Activist” Dalton Rolls In To The Bid

By Travis Lundy, Quiddity Advisors

  • Logistics takeovers are hot this year. Any cutting-edge-of-efficiencies business in the space is likely to get a look. Trancom Co Ltd (9058 JP) is one. 
  • But while logistics assets put into bidding competition like Alps Logistics and Chilled & Frozen get high EV/EBITDA multiples, MBO transactions without competition get done too cheaply.
  • Here again, an “Value Activist” “selling into the bid” to reinvest in the levered back end (at the takeover price). That tells you this deal is being done too cheaply.

4. Auckland Airport (AIA NZ) Placement: Index Impact

By Brian Freitas, Periscope Analytics

  • Auckland Intl Airport (AIA NZ) has announced an underwritten placement of NZ$1.2bn and a non-underwritten retail offer to raise NZ$200m.
  • The stock is trading near the low end of its range over the last few years and the 7% discount from the last close should attract investor interest.
  • We estimate passive trackers will need to buy around 13.5% of the placement shares coinciding with the settlement date on 20 September.

5. Fuji Soft (9749 JP): Checkmate as KKR Switches to a Two-Stage Tender

By Arun George, Global Equity Research Ltd

  • KKR has rejigged its Fuji Soft Inc (9749 JP) tender offer into a two-stage offer at an unchanged JPY8,800 price. The first stage has no minimum acceptance condition. 
  • The first stage is designed to facilitate KKR’s acquisition of 3D and Farallon shares, which have tendered and will not withdraw their tenders without KKR’s consent.
  • By securing 3D/Farallon’s shares, KKR has effectively blocked a Bain tender offer. Bain could launch a partial offer but it would be constrained by the tradeable share ratio criteria.   

6. The New FEFTA List (With 7&I (3382) As “Core”) Is Not a Big Hurdle for Couche-Tard

By Travis Lundy, Quiddity Advisors

  • On Friday 13 September, the Ministry of Finance of Japan released revisions to the list (Japanese, English) of company classifications under the Foreign Exchange and Foreign Trade Act (FEFTA)
  • It appears 72 names were newly upgraded to “Core” (“3”), 21 newly listed companies (since the last list in Nov 2021) were labeled “3”, and six lost their Type3 designation. 
  • Seven & I Holdings (3382 JP) saw breathless news articles Friday suggesting a foreign takeover became more difficult. Not really. 

7. Competition to Take Over Shin Kong (2888 TT) – CTBC in a Bit of a A Sticky Wicket, Wot?

By Travis Lundy, Quiddity Advisors


8. MV Australia Equal Weight Index Rebalance: One Add, Two Deletes, Capping to Drive Flow

By Brian Freitas, Periscope Analytics


9. MV Global Rare Earth/​​​​​Strategic Metals Index Rebalance: One Deletion & Other Changes

By Brian Freitas, Periscope Analytics


10. Merger Arb Mondays (16 Sep) – China TCM, Canvest, GA Pack, Raysum, Seven & I, Fuji Soft, Dyna-Mac

By Arun George, Global Equity Research Ltd


Weekly Top Ten Event-Driven and Index Rebalance – Sep 15, 2024

By | Event-Driven and Index Rebalance
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1. Midea Group (300 HK): IPO Open Now; Upcoming Index Flows

By Brian Freitas, Periscope Analytics

  • The Midea Group (300 HK) IPO is being offered at a price range of HK$52-54.8/share, a discount of 20.9%-25% to Midea Group. That will raise US$3.28bn-US$3.46bn for the company.
  • Midea Group (300 HK) will not get Fast Entry to the HSCI but will be added to Southbound Stock Connect on 14 October once the price stabilisation period has ended.
  • Midea Group (300 HK) should get Fast Entry to one global index and that could lead to inclusion in the iShares China Large-Cap (FXI) (FXI US) too.

2. Select Sector Indices: Inflows to Apple, Palantir, Dell Will Add to SPX Buying

By Brian Freitas, Periscope Analytics


3. CSI300 Index Rebalance Preview: Round-Trip Trade Tops US$6bn as ETF Creations Soar

By Brian Freitas, Periscope Analytics

  • There could be 17 changes at the December rebalance with the Industrials sector gaining 3 index spots and the Information Technology sector losing 3 spots.
  • We estimate one-way turnover of 2.9% at the rebalance leading to a one-way trade of CNY 21.96bn (US$3.1bn). There are 22 stocks with over 3x ADV to trade.
  • Impact on the stocks has increased as creations in ETFs linked to the CSI 300 Index continue. That flow will reverse from the deletions in the next few months.

4. Midea Group (300 HK): Priced at Top End; Offer Size Adj Option Exercise Would Ease Index Fast Entry

By Brian Freitas, Periscope Analytics

  • Media reports indicate that Midea Group (000333 CH) has priced its H-shares IPO at HK$54.8/share, the top of the range. That is a 19.85% discount to the A-shares.
  • Reports also indicate that the IPO was oversubscribed multiple times with Hillhouse and GIC putting in large orders. That could result in the Offer Size Adjustment Option being exercised.
  • The exercise of the Offer Size Adjustment Option will take the IPO raise to HK$31bn (US$3.98bn) and index inclusion in some of the larger indices will become a lot easier.

5. S&P/​​​​ASX Index Rebalance (Sep 2024): Two Big Surprises; Positioning Is Mixed

By Brian Freitas, Periscope Analytics


6. MBK’s Dual Tenders for Korea Zinc and Youngpoong Precision: The Largest Deal Ever in Korea

By Sanghyun Park, Clepsydra Capital

  • MBK launches a tender offer to acquire 14.6% of Korea Zinc at ₩660,000 per share, a ₩2T deal with an 18.7% premium. Offer runs from September 13 to October 4.
  • On top of that, MBK’s also rolling out a tender offer for Young Poong Precision at ₩20,000 per share—a hefty 113% premium over yesterday’s close.
  • Spread action is possible if the Choi family counters, driving volatility. The market’s watching for a higher bid, which could create trading opportunities amid rising spread volatility.

7. 7&I Rejects ACT’s Bid As Too Low, Not Worth Discussing, ACT Whines, 7&I Taps The Sign

By Travis Lundy, Quiddity Advisors

  • Late last week, the Nikkei reported Seven & I Holdings (3382 JP) would send a letter to Couche-Tard saying they reviewed ACT’s Proposal and deemed it “inadequate.” Indeed it was.
  • 7&i then published the Board’s letter, saying 7&i remained open to discussions but ACT’s Offer “grossly undervalued” 7&i’s intrinsic value and lacked in other areas. ACT responded with a “letter.”
  • But ACT’s “letter” was a press release aimed not at 7&i but the public. 7&i released a terse response today. ACT is the suitor. It needs to act like it.

8. SENSEX Index Rebalance Preview: Trent Could Replace Bajaj Finserv; BUT F&O Adds Could Change That

By Brian Freitas, Periscope Analytics


9. Taking Advantage of Terumo (4543) Weakness And After-Offering Flow

By Travis Lundy, Quiddity Advisors

  • Terumo Corp (4543 JP) was able to hang in well after the announcement, up until the day or two before pricing date, then the shares were walloped into Pricing. 
  • After pricing, they have fallen and erased most of the discount. That’s an opportunity. 
  • The shares have underperformed Peers, and there is flow to come. This deal was, as advertised, smaller than it first appeared. 

10. Seven & I Holdings (3382 JP): State of Play

By Arun George, Global Equity Research Ltd

  • Despite Seven & I Holdings (3382 JP)‘s rejection, Alimentation Couche-Tard (ATD CN) remains prepared to enter collaborative and friendly discussions to focus on finding greater value for 7&i shareholders. 
  • Couche-Tard’s options are to return with a revised offer, go hostile or walk away. Couche-Tard will likely test the Board’s resolve by returning with a higher offer.
  • The Board’s options are to go through the motions (appointing IFAs), conduct a market check or launch a more aggressive action plan to placate restive shareholders. 

Weekly Top Ten Event-Driven and Index Rebalance – Sep 8, 2024

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1. Artisan Partners Writes a Letter To the 7&I Board (3382) – Meh…

By Travis Lundy, Quiddity Advisors

  • On 30 August, 7&i shareholder Artisan Partners (holder since 2019, now at 1%) wrote an open letter to the Board of Directors of Seven & I Holdings (3382 JP) 
  • There are several comments in bold. “It is imperative that the board of directors negotiate with ACT immediately to achieve the best possible outcome for shareholders” is one.
  • The letter is a bit preachy, a bit fluffy, and a bit misleading in parts. But it requests the Company brief shareholders on the negotiations by 19 September 2024. 

2. Sep24 Nikkei 225 Rebal – Last Minute Thoughts and Change in Predictions

By Travis Lundy, Quiddity Advisors

  • The last two reviews have been announced on the second business day of the month of the review. The one before that on the third business day.
  • The review could be announced today or tomorrow. Wednesday would seem to be “late.”
  • There are still questions about implementation – thus “care” in previous insights. Here I explore the possibilities/probabilities/issues around the edges. And a Dark Horse which may be lighter than thought.

3. China ETF Inflows & Implications: YTD Inflows Near US$100bn

By Brian Freitas, Periscope Analytics

  • Nearly US$100bn has flowed into mainland China listed ETFs year to date and could be driven by the National Team led by Central Huijin supporting the market.
  • Nearly all the net inflows have been focused on the CSI 300, CSI 1000, CSI 500, SSE50, ChiNext and STAR50 indices. Flows to sector ETFs have been mixed.
  • Over 70% of the net inflows have gone to the CSI 300 Index with another 18% going to the CSI 500 Index and CSI 1000 Index.

4. Select Sector Indices – Updated Flows as Round-Trip Trade Hits US$35bn

By Brian Freitas, Periscope Analytics

  • The changes to the S&P 500 INDEX (SPX INDEX), S&P400 Index and S&P600 Index will be announced after market close on Friday.
  • The conclusions of the market consultation to change the index weighting methodology for the Select Sector Indices to reduce concentration and avoid reverse turnover should also be announced.
  • Changes in the index weighting methodology will result in a round-trip trade of US$35bn across the Select Sector indices. The largest turnover is in the XLP and XLK.

5. Sep24 Nikkei 225 Review Results:  A Slightly Baffling 2 IN, 2 OUT

By Travis Lundy, Quiddity Advisors

  • Today, the Nikkei Index Committee decided to delete Nippon Paper (3863) for low liquidity, and DIC (4631) for sector over-representation, and added Nomura Research Institute (4307) and Ryohin Keikaku (7453).
  • The only auto-delete was Nippon Paper. The DIC delete was “discretionary.” But they could have done a third. Why did they not do a third change? I do not know.
  • The whole shebang should be ¥350-375bn a side. At current price, Fast Retailing is set for another capping (selling) event in March 2025. And there is one shoo-in then too.

6. HSI, HSCEI, HSTECH, HSIII: Rebalance Flows Post Capping (Sep 2024)

By Brian Freitas, Periscope Analytics


7. India: Index Implications of Additions to the F&O Segment

By Brian Freitas, Periscope Analytics

  • Following SEBI’s review of eligibility criteria for entry/exit of stocks in the derivatives segment, there could be 18 deletions/79 inclusions in the F&O segment over the next 6 months.
  • The introduction of some stocks in the F&O segment could lead to their inclusion in the NIFTY, SENSEX, Nifty Bank and CNXIT indices and weight changes in the Nifty Next50.
  • The inclusion of stocks in indices with a fixed number of constituents will result in deletion of some stocks from these indices. There should be methodology changes too.

8. CPMC Holdings (906.HK) Privatization Update – ORG Is Pushing Baosteel to Raise Its Offer

By Xinyao (Criss) Wang

  • Huarui Offer has been approved by SAMR, which marks a solid step forward.Meanwhile, ORG’s management stated that the reduction of Huangshan Novel shares is to raise funds to acquire CPMC.
  • While Baosteel may want to “test the waters”, the signals ORG is sending is it will make every effort to advance the acquisition of CPMC and is accelerating the process. 
  • The return on Huarui Offer isn’t attractive.We recommend waiting for Baosteel to raise its Offer, or simply choosing to add more positions in China TCM, whose privatization is more lucrative.

9. STAR50/STAR100 Index Rebalance: Adds Rally, Deletes Drop as Positioning Builds Up

By Brian Freitas, Periscope Analytics

  • There are 2 constituent changes for the STAR50 INDEX and 6 changes for the STAR100 Index at the September rebalance that will be implemented at the close on 13 September.
  • There are no surprises for the SSE STAR50 (STAR50 INDEX) while there are 3 surprise adds for the STAR100 Index with the profitability criterion being ignored.
  • The adds to the SSE STAR50 (STAR50 INDEX) have outperformed the deletes over the last month and positioning is larger in some stocks compared to others.

10. Nikkei 225 Index Rebalance: NRI, Ryohin Keikaku IN; Nippon Paper, DIC OUT; Fast Retailing Capped

By Brian Freitas, Periscope Analytics


Weekly Top Ten Event-Driven and Index Rebalance – Sep 1, 2024

By | Event-Driven and Index Rebalance
This weekly newsletter pulls together summaries of the top ten most-read Insights across Event-Driven and Index Rebalance on Smartkarma.

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1. Updates on The Couche-Tard Deal for 7&I (3382 JP)

By Travis Lundy, Quiddity Advisors

  • Today saw the publication of three different articles regarding the Alimentation Couche-Tard (ATD CN) approach and offer to purchase all the shares of Seven & I Holdings (3382 JP) 
  • The first in the Nikkei said ATD could push offer a high price, even up to ¥8 trillion. The second mentioned debt financing being feasible because of prodigious cash flow.
  • The third in Bloomberg noted that 7&i had requested the government upgrade its FEFTA status to “core”, which would lead to a more burdensome/restrictive government approval process.

2. Toyota Partial Offer Results – What Next?

By Travis Lundy, Quiddity Advisors

  • Today after the close, Toyota Motor (7203 JP) reported the results of their ¥800bn Tender Offer Buyback, originally intended to repurchase 290.12mm shares from cross-holders. 
  • In the end, 343.83mm shares were tendered (53.71mm shares more than originally expected, worth about ¥150bn at Tender Price). That creates back-end “issues” which must be considered.
  • The resulting supply/demand profile is mixed, but on balance, I expect sees positive demand into the H1 earnings announcement. Watch for another buyback possibly announced then.

3. Zomato: Index Inclusions & Passive Impact (Once Added to F&O)

By Brian Freitas, Periscope Analytics


4. Shin Kong (2888.TW) And Taishin (2887.TW) Agree to Merge, But It Isn’t Clean, And It’s A Bad Price

By Travis Lundy, Quiddity Advisors

  • After rumours were rekindled a week earlier, on 22 August 2024, Taishin Financial Holding (2887 TT) and Shin Kong Financial Holding (2888 TT) announced they would merge.
  • The ratio is 0.6022 shares of Taishin for every share of Shin Kong putting NEWCO assets at about the level of Taiwan #3 CTBC Financial. That’s bad.
  • There’s history here. LOTS of history. This would need approvals from the FSC and FTC, but CTBC is already a spoiner, and the SKFH Board Meeting was anything but clean.

5. Huafa Property (982 HK): Buy With Both Hands

By David Blennerhassett, Quiddity Advisors

  • A state-owned Offeror pitching a lifetime high Offer Price – with a solid premium –  for an illiquid company? Sounds like a slam dunk.
  • Yet  property manager Huafa Property Services Group (982 HK) has perennially traded wide to Huafa Industrial Co., Ltd. Zhuhai (600325 CH)‘s terms. This is not justified. 
  • The Scheme Meeting/SGM is tomorrow (28 August), with payment on (or before) the 30 September. Or a gross/annualised return of 4%/46%. Buy here. Then buy some more. 

6. Yuanta/​P-Shares Taiwan Div+ ETF Rebalance Preview: Nuvoton Could Drop Some More

By Brian Freitas, Periscope Analytics

  • With the review period complete, Nuvoton Technology (4919 TT) is a near certain deletion from the Yuanta/​P-Shares Taiwan Dividend Plus ETF in September.
  • Passive trackers will need to sell 20m shares in Nuvoton Technology (4919 TT). That is over 10% of float and the stock could continue to remain under pressure. 
  • The potential deletion still appears to be under positioned. There could be renewed selling in the stock over the next few weeks.

7. Jardine Matheson (JM SP): Trading “Cheap”

By David Blennerhassett, Quiddity Advisors


8. NIFTY NEXT50 Index Rebalance: 7 Changes on Expected Lines

By Brian Freitas, Periscope Analytics

  • There are 7 changes for the NSE Nifty Next 50 Index (NIFTYJR INDEX) that will be implemented at the close on 27 September. Changes are on expected lines.
  • Estimated one-way turnover for the Nifty Next 50 Index (NIFTYJR INDEX) is 19.6% resulting in a one-way trade of INR 63.64bn (US$759m). Many stocks have over 1x ADV to trade.
  • The adds have outperformed the deletes this year but there has been big underperformance over the last month as stocks expected to benefit from rural spending have rallied.

9. Shinko Electric (6967) Deal Approval Delayed; From Here, Big Gap-, Small Break-, Some Delay-Risk

By Travis Lundy, Quiddity Advisors

  • Today after the close, Shinko Electric Industries (6967 JP) offered a progress report on the approvals for the JIC Consortium Tender Offer originally “scheduled” to start in late August 2024.
  • “Procedures and Steps Necessary under the competition laws of Vietnam and China have not been completed” so the Tender Offeror expects to commence the Tender Offer in/after late January 2025.
  • The announcement appears to suggest no update is likely for another five months or until the Tender Offer starts. That will introduce questions of further delay.

10. Yamaha Motors (7272 JP) – Secondary Offering as Toyota Sells Down – Easy To Digest

By Travis Lundy, Quiddity Advisors

  • On Firday 23 August, Yamaha Motor (7272 JP) announced that three cross-holders would sell about 4.6% of the shares out in a secondary sale. 
  • MS&AD was expected. Toyota was probably expected. Yamaha Corp is a bit of a surprise. But it also frees up Yamaha Motor to sell down cross-holdings (top 2 are Toyota/Yamaha).
  • Given the price/guidance/dividend yield and limited size, this should be quite easy to place.

Weekly Top Ten Event-Driven and Index Rebalance – Aug 25, 2024

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1. MEGA M&A! 7&I (3382 JP) Gets Non-Binding Bid from Alimentation Couche-Tard (ATD CN)

By Travis Lundy, Quiddity Advisors

  • Today, part-way through the day, the Nikkei ran an article saying that Alimentation Couche-Tard (ATD CN) had made a confidential non-binding proposal to buy Seven & I Holdings (3382 JP)
  • 7&i shares obviously went up (limit up in a hurry, staying there, large size traded limit up at close). 
  • Now things get complicated. 7&i has said they received a non-binding proposal for all the shares. There will be a Special Committee of all Independent Directors. All stakeholders will matter. 

2. JD.com (9618 HK): Index Implications of Walmart Placement

By Brian Freitas, Periscope Analytics

  • Media reports indicate that Walmart (WMT US) is looking to sell 144.5m shares of JD.com (JD US) to raise up to US$3.74bn. That would be substantially all of its stake.
  • There will be passive buying from global index trackers at the time of settlement of the placement shares and could absorb around 12% of the placement shares.
  • There will be no passive buying from HSI, HSCEI, HSTECH and HSIII trackers in the short-term. An increase in CCASS holdings should result in passive buying in December.

3. Couche-Tard Bid for 7&I (3382) – FEFTA and Economic Security

By Travis Lundy, Quiddity Advisors

  • The largest potential inbound cross-border M&A in years – for a national champion no less – gets a lot of press coverage. 
  • This morning, a Nikkei article noted Alimentation Couche-Tard (ATD CN) was likely to need “prior approval” from Japanese regulatory authorities for its takeover “the Nikkei has learned.”
  • It wasn’t difficult for the Nikkei to learn that. METI publishes a FEFTA List. 7&i has been on it for years as Type II Designated Business, requiring prior approval.

4. Seven & I Holdings (3382 JP): Couche-Tard “friendly” Proposal Likely to Go Nowhere

By Arun George, Global Equity Research Ltd

  • Seven & I Holdings (3382 JP) shares rose 22.7% as it confirmed media reports that it had received a confidential, non-binding preliminary proposal from Alimentation Couche-Tard (ATD CN)
  • The interest is unsurprising due to the weak share price performance. Since ValueAct’s open letter on 25 January 2022, the shares are up 5.2% vs. the Nikkei 225 up 38.0%.
  • Couche-Tard aims for a friendly offer, which is challenging as it requires support from the founder’s family and the Japanese government. Therefore, the probability of a binding proposal is low.  

5. Hang Seng Internet & IT Index Rebalance: Three Changes & A Few Surprises

By Brian Freitas, Periscope Analytics

  • There will be 3 changes for the Hang Seng Internet & Information Technology Index (HSIII) at the September rebalance. There are some surprises.
  • Estimated one-way turnover at the rebalance is 3.4% resulting in a round-trip trade of HK$2.04bn (US$262m). 7 stocks will have over 1x ADV to trade.
  • Weimob Inc. (2013 HK) is a surprise add. There is 6x ADV to buy from passive trackers and shorts are 12% of shares out and 24x ADV to cover.

6. Apple Inc (AAPL US): $43bn Passive Buying Driven by Berkshire Selling & Market Consultation

By Brian Freitas, Periscope Analytics


7. TCM (570 HK): Profit Warning Is No Biggie

By David Blennerhassett, Quiddity Advisors

  • China Traditional Chinese Medicine (570 HK) flagged a 60-70% drop in its 1H24E net profit versus 1H23, due to reduced sales/profit of TCM concentrate, bad debt provisions, and remedial taxes. 
  • MAC triggers? No – Sinopharm won’t exercise such right, even if one was ostensibly triggered. I’d be surprised if Sinopharm wasn’t fully aware of TCM’s underlying operations. 
  • Get involved on any dips today. Trading wide at a 11.7%/38.7% gross/annualised spread, assuming Dec-end payment.

8. HSTECH Index Rebalance: ASMPT (522 HK) Replaces Ping An Healthcare (1833 HK)

By Brian Freitas, Periscope Analytics


9. China Traditional Chinese Medicine (570 HK): Never a Dull Moment as Profit Warning Lands

By Arun George, Global Equity Research Ltd

  • China Traditional Chinese Medicine (570 HK) profit warning notes that the 1H24 net profit would decrease by 60%-70% YoY due to pricing pressure, higher impairment losses and remedial taxes. 
  • The profit warning could pose a risk to the scheme, as the consortium can withdraw if there is an adverse material change in China TCM’s profits or prospects.
  • If there were a danger of triggering the MAC clause, the consortium would not have made the regulatory submissions. The flip side is that the warning helps the shareholders vote. 

10. Guzman Y Gomez (GYG AU): Free Float to Determine Index Inclusion

By Brian Freitas, Periscope Analytics

  • Guzman Y Gomez (GYG AU) listed on 20 June and is eligible for inclusion in the S&P/ASX family of indices at the September rebalance.
  • Whether the stock is included in indices depends on the index providers estimate of free float. We expect index providers to assign floats of between 25-35% for the stock.
  • Inclusion in one global index could come in November and another in December. Inclusion in the S&P/ASX indices will depend on whether float is higher than 30% or lower.