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Event-Driven and Index Rebalance

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

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. 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

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. 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.

Weekly Top Ten Event-Driven and Index Rebalance – Aug 18, 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. HSCEI/HSTECH/HSIII Index Rebalance Preview: Potential Changes, Flow & Positioning

By Brian Freitas, Periscope Analytics


2. Select Sector Indices – HUGE Impact of Proposed Constituent Weighting Changes

By Brian Freitas, Periscope Analytics


3. To Tender Or Not – Gauging The Future of Sun Corp (6736)

By Travis Lundy, Quiddity Advisors

  • The revised/final True Wind Tender Offer for up to 19% of Sun Corp (6736 JP) ends this week. With the “excitement” the last two weeks, the SunCorp/CLBT ratio is higher.
  • The minimum threshold is relatively low. The Tender will most likely succeed with very high pro-ration. 
  • For those on the edge, I discuss possibilities on the back end. It will be less liquid, but that may not be bad.

4. TCM (570 HK): A Spoonful Of Sugar …

By David Blennerhassett, Quiddity Advisors

  • A 14.8% gain month-to-date, including this past Monday’s 6.5% pop – you just knew something positive was taking place behind closed doors. And leaking its way into the public.   
  • So it was no real surprise to read in the latest monthly update announcement on the HKEx that various regulatory approvals are almost, but not quite, satisfied.
  • The wording in the announcement strikes a positive tone. Even remaining conservative on the timeline, this could be wrapped up before year-end. 

5. J Tower (4485) – Once Ambitious, Still High Growth, Sells Itself Low/Cheapish.

By Travis Lundy, Quiddity Advisors

  • JTower (4485 JP) IPOed itself Dec-2019 at ¥1,600/share. An 8-bagger in a year, fell by half, doubled, fell 70%, then doubled, fell 35%, up 50%. That’s the first 3yrs.
  • Since then, the trend has been lower. The stock is down 80+% in 2 years, especially painful after an equity raise at just under ¥5,000 6 months ago.
  • But the stock today closed at ¥1,430, and the Tender Offer is at ¥3,600. A 150% premium. That’s big, but it may be “too low.” An interesting case.

6. China Traditional Chinese Medicine (570 HK): Relief as Update Favours the Bulls

By Arun George, Global Equity Research Ltd

  • China Traditional Chinese Medicine (570 HK)’s monthly update reinforces the bull case. The gross spread has remained uncomfortably high since falling on no news on 26 June. 
  • The monthly update will relieve the bulls, as the consortium has finally made the regulatory submissions. The update stresses that the filing delay is due to an unwieldy consortium. 
  • Potential stumbling blocks remain, which should not be an issue. Nevertheless, the risk (17.7% downside to the undisturbed price)/reward (21.4% gross spread) remains attractive. 

7. CPMC (906 HK) Responds To Champion’s Offer

By David Blennerhassett, Quiddity Advisors

  • On the 30th July 2024, packaging play CPMC Holdings (906 HK) dispatched the Composite Document for the HK$6.87/share, in cash, Offer from SASAC/NCSSF-backed Champion.
  • The Response Document, including the IFA opinion (with a fair & reasonable conclusion) has now been dispatched. 
  • However, the focus remains on ORG Technology Co., Ltd. A (002701 CH)‘s superior HK$7.21/share Offer, which is currently negotiating the necessary regulatory approvals. 

8. Greatview Aseptic Packaging (468.HK) – The Story Behind The “Hostile Offer”

By Xinyao (Criss) Wang

  • The connection between Newjf and Greatview is deep. Newjf expressed an interest in acquiring Greatview early on, but the two parties didn’t reach an agreement. Greatview is not entirely “innocent”.
  • Newjf’s decision to forcibly acquire Greatview at this moment should be made after careful consideration. Mengniu may not necessarily oppose this merger. Mengniu is likely to take a neutral stance. 
  • Newjf’s Offer is attractive. In the absence of a more realistic action by Greatview to make a higher Offer, we advise investors not to walk away from Newjf’s Offer easily.

9. Hang Seng Index (HSI) Rebalance Preview: Inclusion Candidates for September

By Brian Freitas, Periscope Analytics

  • Post market close on Friday, Hang Seng Indexes will announce the changes for the Hang Seng Index (HSI INDEX) that will be implemented at the close on 6 September.
  • With no constituent changes in March and 1 add/1 delete in June, there could be more changes in September with Health Care stocks among the potential inclusions.
  • Changes to the Hang Seng Industry Classification System (HSICS) will be implemented from the September rebalance and that will alter industry coverage.

10. Merger Arb Mondays (12 Aug) – China TCM, Canvest, GA Pack, Fuji Soft, Fancl, Descente, Takiron

By Arun George, Global Equity Research Ltd


Weekly Top Ten Event-Driven and Index Rebalance – Aug 11, 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. Thinking About The Toyota Tender Offer Buyback

By Travis Lundy, Quiddity Advisors

  • In May when shares were trading near ¥3,500-3,600, Toyota announced a ¥1trln buyback. When shares fell, they announced a Tender Offer Buyback at a large discount (¥2,781/share). 
  • Subsequently, the shares fell very sharply on Thursday 1 August, then again Friday and yesterday. That put shares WELL below the Tender Offer Price. That creates possible opportunity. 
  • This insight discusses modalities (talk to your advisor for specific advice/info) who might do what and why. It sets parameters. But I think Toyota is cheap here.

2. Go-To Arbs Amid Market Carnage

By David Blennerhassett, Quiddity Advisors


3. Alibaba (9988 HK/BABA) Dual Primary Listing: Are We There Yet?

By Brian Freitas, Periscope Analytics

  • In its last update, Alibaba Group announced that the company was preparing for its primary listing in Hong Kong and the process was expected to complete by the end August.
  • The Board meets on 14 August to approve results for the three months ending June. Could there be an announcement on the dual primary listing too?
  • Mainland Chinese own between 3.5%-15.5% of companies that converted from Secondary to Dual-Primary in the last few years. Similar buying in Alibaba could take the stock higher from here. 

4. How Has the Index Rebalance Strategy Performed During Market Turmoil?

By Brian Freitas, Periscope Analytics

  • The market turmoil over the last few trading sessions has not been kind to a simple index rebalance strategy of buying the forecast adds and selling the forecast deletes.
  • The overall returns and stock specific returns indicate that trades are more crowded in some indices as compared to others and traders should consider that when position sizing.
  • Anecdotally, periods of negative returns are followed by periods of strong returns for the strategy as weak hands are shaken out of their positions.

5. China TCM (570.HK) Privatization Update – Things Are Still Manageable

By Xinyao (Criss) Wang

  • What disappoints investors is that privatization progress is slower-than-expected. Since approval is in “advanced stage”, August update is eye-catching. Investors may need more patience with this type of SOE deal. 
  • The key to the success of this privatization lies in whether CNPGC is willing to abide by its commitments. If yes, CNPGC will take all measures to solve the problems.
  • According to our valuation calculation, even without this privatization, HK$3.5/share is fair for China TCM. Reasonable share price is above HK$5/share. Don’t forget, the privatization is still on the agenda.

6. Kokusai Electric (6525): Global Index Inclusion Highly Dependent on Free Float

By Dimitris Ioannidis, Ortex

  • IPO lock-up expiry of Kokusai Electric (6525 JP) results in a forecasted increase in free float to 35% and fcap of $2.9bn for the August 2024 review. 
  • Secondary offering of Kokusai Electric (6525 JP) results in a forecasted increase in free float to 60-65% and latest fcap of $3.4bn- $3.7bn for the November 2024 review. 
  • Inclusion will be determined based on fcap against the fcap threshold. Fcap uncertainty for November is largely driven by stock price fluctuations and the Greenshoe Option. 

7. Itochu (8001 JP) Launches Lowball TOB for Descente (8114) – Buying China on the Cheap

By Travis Lundy, Quiddity Advisors

  • Today, Itochu Corp (8001 JP) announced it would launch a Tender Offer when approvals were received, to buy out minorities in Descente Ltd (8114 JP) at ¥4,350/share.
  • Itochu was buying at that price or higher, in the market, in October 2023. Earnings and book are up since then. Outlook for the Descente China Holdings affiliate? Great. 
  • The valuation transparency is disappointing. Activists would have 3mos or so to push for more. But with friendly holders, they get very close to the minimum anyway.

8. JPX Nikkei 400 Index Rebalance: A Bunch of Chunky Adds & US$6bn Trade

By Brian Freitas, Periscope Analytics

  • There are 44 adds/41 deletes for the JPX Nikkei 400 Index to bring the number of index constituents back to 400. There are stocks with multiple days ADV to trade.
  • Based on the adds, deletes and capping changes, we estimate one way turnover of 7.9% and a round-trip trade of JPY 880bn (US$6bn).
  • The adds have outperformed the deletes over the last year though that has been faded over the last couple of months. Breaking with history, there could be outperformance near-term.

9. KKR ¥8,800 Takeover of Fuji Soft (9749) – Details and Arb Grid

By Travis Lundy, Quiddity Advisors

  • KKR has announced its previously leaked takeover of Fuji Soft Inc (9749 JP). Two activists with 30+% between them have agreed to tender at ¥8,800.  
  • Given what the founder, crossholders, and other arbs own, this gets done easily. Congrats on the win to the activists. 
  • We will see more activism and more pressure on under-earning companies to go private to clean themselves up outside the public eye. Big opportunities for years.

10. Update: Shinko Electric (6967) Shorter-Dated and Break Risk Small but GAP RISK Now Much Higher

By Travis Lundy, Quiddity Advisors

  • When this deal was announced, it was light. But the timing, JSR influence, large-ish float, ensured FUD would make this trade wide. It traded wider.
  • Nearly 7mos ago, Shinko had much-underperformed peer Ibiden, meaning downside gap risk from undisturbed was negative as spreads were wide. I reco’d a buy. Then 5mos ago, recommended taking profits.
  • Ibiden has now underperformed Shinko by 25+% in 2-plus weeks. GAP RISK is higher but this is a short-timer. HUGE yield to “expected” start date, so everyone assumes a delay. 

Weekly Top Ten Event-Driven and Index Rebalance – Aug 4, 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. Fancl (4921) – Extendy-Extendy-Bumpity-Bumpity

By Travis Lundy, Quiddity Advisors

  • The Kirin Holdings (2503 JP) Tender Offer to buy out minorities in Fancl Corp (4921 JP) closes today. Or at least the current one does. 
  • The original deal announced was light, and the stock has traded above terms since the announcement, with one fund buying up to 7.94%.
  • I expect Kirin to extend and bump next week, or bump/extend now, depending on their visibility on Fancl Q1. 

2. Sep24 Nikkei 225 Rebal Final Predictions – Fastie Capped, Still 1 ADD, 1 DELETE, 1 Dark Horse and ?s

By Travis Lundy, Quiddity Advisors

  • The Sep 2024 Nikkei 225 Review base date is here. As before, I see one ADD, one DELETE, one capping, and one Very Dark Horse.
  • The rules are clear, but not. This causes confusion. There may be unwritten rules keeping the Very Dark Horse out til next time.
  • The Nikkei Index Team announced Fast Retailing (9983 JP) would be capped. I didn’t expect that now. That means $2.2bn+ of selling 30Sep and a reverse funding trade.

3. Rio Tinto (RIO AU/LN): Thinking About The “Unification”

By David Blennerhassett, Quiddity Advisors

  • Just shy of three years ago, BHP (BHP AU) announced the unification of its dual-headed corporate structure to make BHP “simpler and more agile”.
  • Collapsing DLCs/share-classes was all the rage back then. The prior year, Unilever (UNA NA) collapsed its DLC; and Royal Dutch Shell  unified its A and B lines in 2021. 
  • Rio (RIO AU/LN) is one of only a handful of remaining DLCs. Renewed investor calls to unwind the DLC and the recent UK’s listing regime reform necessitate a rethink.

4. India: Potential Free Float Changes & Passive Flows in August

By Brian Freitas, Periscope Analytics

  • Companies in India have disclosed their shareholding pattern as of end-June in July. There are companies with significant float changes from end-December and/or end-March.
  • The changes in free float could be reflected in domestic and global indices over the next few weeks and months resulting in action from passive trackers.
  • Depending on the date that the shareholding was published, there could be 12 stocks with passive inflows from global trackers while 5 could see passive outflows in August.

5. [JAPAN ACTIVISM] – Murakami Group Bigger and Bolder on Exedy – STILL Room to Run

By Travis Lundy, Quiddity Advisors

  • In late May, Toyota Group member Aisin (7259 JP) announced it would sell its 37% stake in Exedy Corp (7278 JP). The market dropped. But that was an opportunity. 
  • There was an announcement, a ToSTNeT-3 buyback, the offering, and more buyback to come. On 30 May, I said “Buy the deal, buy in the market. It’s cheap and vulnerable.”
  • Exedy is up 21% since. On 17 June, activist Murakami-san’s group went over 5%. Then they bought more. Now they have 15%. Or more. Still cheap. Still vulnerable. 

6. Nikkei 225 Index Rebalance Preview (Sep 2024): Review Period Done; Fast Retailing Capping Confirmed

By Brian Freitas, Periscope Analytics

  • The review period for the Nikkei 225 (NKY INDEX) September rebalance ended yesterday. There could be three changes at the rebalance with sector balance in focus for the additions.
  • Fast Retailing (9983 JP)‘s capping in the index has been confirmed and its index weight will drop by around 0.9% resulting in big selling at the close on 30 September. 
  • Passive trackers will need to buy between 3.5-35x ADV (2.4%-24% of real float) on the inclusions and sell between 3.7-42.5x ADV on the deletions.

7. Japan – Passive Selling in a Few Weeks & Shorts Build Up

By Brian Freitas, Periscope Analytics

  • Up to 12 stocks could be deleted from global passive portfolios in August. The deletion will lead to liquidity events where trackers will need to sell multiple days of ADV.
  • There has been a buildup of shorts on nearly all these stocks though the extent of the pre-positioning varies.
  • The increase in shorts is smaller than the estimated passive selling, though there is a fair amount of variability across the names. 

8. True Wind Raises Partial Offer for Sun Corp Further, Leaving an Interesting Back End

By Travis Lundy, Quiddity Advisors

  • On 10 June, Sun Corp subsidiary Cellebrite DI (CLBT US)‘s SPAC sponsor True Wind Capital launched a Tender Offer for 19% of SunCorp at a premium but discount to NAV.
  • The price was too low. CLBT shares rose. They lifted the TOB price by 8% to ¥4750. Still too low. It was trading there. Now they have lifted to ¥5500.
  • Now a 49% premium to undisturbed, 29.4% premium to all-time high prior to the first tender. Changes in terms means this could get done. More bullish than it looks.

9. Merger Arb Mondays (29 Jul) – China TCM, Canvest, CPMC, GA Pack, Tohokushinsha, Furukawa, Tatsuta

By Arun George, Global Equity Research Ltd


10. CPMC (906 HK): Champion’s Offer Now Open. But All Eyes On ORG’s Tilt

By David Blennerhassett, Quiddity Advisors

  • Back on the 6th December 2023, packaging play CPMC Holdings (906 HK) announced a pre-conditional Offer of $6.87/share, in cash, from SASAC/NCSSF-backed Champion.
  • The Offer Document is now out. This is not a Composite Document. A “Response Document” is expected in two weeks, which will include the IFA opinion. 
  • All the above is moot. ORG Technology Co., Ltd. A (002701 CH)s superior HK$7.21/share Offer is currently navigating the necessary regulatory approvals. With irrevocables, ORG has 46.44% in the bag.

Weekly Top Ten Event-Driven and Index Rebalance – Jul 28, 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. Kokusai Electric (6525 JP): Placement Price Could Be Determined Today; Index Impact Could Be Delayed

By Brian Freitas, Periscope Analytics


2. Furukawa Battery (6937) – Ugly Process in Virtual Take-Under Take-Private

By Travis Lundy, Quiddity Advisors

  • Today after the close, Advantage Partners announced the intention to launch a TOB to take over Furukawa Battery (6937 JP) at ¥1,400 – a 26% premium to last.  
  • This will require substantial time to obtain regulatory and foreign investment clearances so it is anticipated the Tender Offer will be launched at end-March 2025. I expect that is conservative.
  • The price paid to minorities is a premium. But the price paid by the buyer is actually a takeunder. And it gets worse from there. 

3. The Naspers/Tencent & Prosus/Tencent Stub: Entry Levels so Attractive It Looks Too Good to Be True

By Charlotte van Tiddens, CFA, DMA

  • Discounts likely set for a re-rating as market continues to overreact to appointment of CEO amid good set of results.
  • The discounts of both Naspers and Prosus have continued to widen since the appointment of Fabricio Bloisi to Group CEO was announced in May (effective 10 July).
  • At the end of June, the group released its strongest set of results in years, delivering on consolidated ecommerce profitability ahead of target.

4. Fancl (4921 JP): Evaluating the Potential of Kirin (2503 JP) Offer Bump

By Arun George, Global Equity Research Ltd

  • Kirin Holdings (2503 JP)’s JPY8,620 offer for Fancl Corp (4921 JP) closes on 29 July. The shares have traded above terms for 25 out of the 26 trading days.
  • MY.Alpha Management has amassed 10.3 million shares (8.51% ownership ratio) with several purchases above terms. MY.Alpha could catalyse other shareholders to rally against a light offer. 
  • The emergence of MY.Alpha, the high volume above terms, peers re-rating, the required minority acceptance rate, and an offer unattractive to historical trading ranges increase the probability of a bump. 

5. Canon Marketing (8060) – Finally Using Its Cash, But It Is Walking The Walk With No Talk Behind

By Travis Lundy, Quiddity Advisors

  • Today after the close, Canon Marketing Japan (8060 JP) announced a large Tender Offer Buyback from its parent company Canon Inc (7751 JP). Canon will tender 20mm shares (15.42%). 
  • This is a very capital efficient way to conduct a buyback from a parent, and an even better way for a parent to sell shares of a sub. 
  • This corporate action will reduce equity by 20%, and partially clean up the messy inter-company transactions which should not exist. 

6. KRX’s Plan to Integrate KOSPI & KOSDAQ into a Tiered System: Trading Considerations

By Sanghyun Park, Clepsydra Capital

  • The major framework of this realignment is likely decided, integrating KOSPI and KOSDAQ into a tiered system based on liquidity, market cap, and financial status, with periodic replacements.
  • The KOSPI 200’s continued existence is uncertain under the new realignment plan, which may shift its role to the value-up index, resembling Japan’s market restructuring model.
  • The first-tier market’s entry requirements will likely reflect value-up index criteria, suggesting greater speculative money movement toward the value-up index starting in September.

7. Tohokushinsha (2329 JP) – 3D Investment Partners Proposes Take-Private

By Travis Lundy, Quiddity Advisors

  • 3D Investment Partners, known to be activist-ish-y, purchased 18% of Tohokushinsha Film (2329 JP) in the 12 months to March 2024. They started a public activism campaign in February.
  • The company has started down a better governance track, but now 3D has made a takeover proposal to Tohokushinsha, which will consider it under Special Committee.
  • There are a couple of possible outcomes here which are interesting to consider. There are no other spoilers possible except those friendly to founders and management.

8. NIFTY50 Index Rebalance Preview: Big Flow, Big Impact, Big Positioning

By Brian Freitas, Periscope Analytics


9. Merger Arb Mondays (22 Jul) – China TCM, GA Pack, Huafa, Samson, CPMC, Fancl, Tatsuta, Capitol

By Arun George, Global Equity Research Ltd


10. Sep24 S&P500 Index Rebal – Two Changes Expected; $6bn One-Way Flow and Two Spinoffs?

By Travis Lundy, Quiddity Advisors

  • The S&P 500 index tracks the 500 largest names listed in the US and it is one of the most highly-tracked indices in the world.
  • In this insight, we take a look at the upcoming constituent changes in the run up to the September 2024 index rebal event.
  • We expect two regular changes during September. More interestingly, a couple of SP500 members are working on spin-offs which could trigger some high-impact deletions over the next few months.

Weekly Top Ten Event-Driven and Index Rebalance – Jul 21, 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. Asics (7936 JP): Huge Forecast Revision to Offset Limited Passive Buying

By Brian Freitas, Periscope Analytics

  • 15 shareholders are looking to sell between 73.9-85m shares (US$1.2bn-US$1.38bn) of ASICS Corp (7936 JP) in a secondary offering that will likely be priced on 23 July.
  • ASICS Corp (7936 JP) has also announced a huge upward revision to its sales and profit forecasts with EPS expected to increase 61% from earlier estimates.
  • Passive buying will be extremely limited in the short-term with the downward pressure offset to a large extent by the sales and earnings revisions.

2. Samson Holding (531 HK): Chairman’s Scheme Privatisation at HK$0.48

By Arun George, Global Equity Research Ltd

  • Samson Holding (531 HK) disclosed a Cayman scheme privatisation offer from Mr Samuel Kuo (Chairman) at HK$0.48 per share, a 77.8% and 50.0% premium to undisturbed and last close price, respectively. 
  • The key condition will be approval by at least 75% of disinterested shareholders (<10% of all disinterested shareholders rejection). The offer price is final.
  • The attractive takeover premium, lack of shareholders holding a blocking stake, and low AGM minority participation rate point to a done deal. However, this is a small cap illiquid stock.

3. China Traditional Chinese Medicine (570 HK): Update Provides Fodder for Bulls and Bears

By Arun George, Global Equity Research Ltd

  • China Traditional Chinese Medicine (570 HK)’s monthly update provides ammunition to both the bulls and bears. Since falling on no news on 26 June, the spread has widened to 31.8%. 
  • The bull view is that while the timelines are delayed, the privatisation remains on track as the update shows ongoing progress in satisfying the pre-condition. 
  • The bear view is that progress remains glacial, as the consortium wants to withdraw from a binding offer by failing to satisfy the pre-condition before the long stop date.

4. Hong Kong: Stocks Facing the Passive Boot in August

By Brian Freitas, Periscope Analytics

  • There are a bunch of stocks listed in Hong Kong that have underperformed the HSCEI INDEX and their peers and could be deleted from global passive portfolios in August.
  • The deletion from passive portfolios will lead to a liquidity event at the end of August where passive trackers will need to sell multiple days of ADV.
  • There has been a big jump in cumulative excess volume in some stocks and the A/H premium on a lot of the names has jumped over the last few months.

5. Japan – Yet Another Big Round of Passive Selling Expected in August

By Brian Freitas, Periscope Analytics

  • There are a bunch of stocks that have underperformed the Nikkei 225 (NKY INDEX) and their peers and could be deleted from global passive portfolios in August.
  • The deletion from passive portfolios will lead to a liquidity event at the end of August where passive trackers will need to sell multiple days of ADV.
  • Shorts have been built up on all the stocks over the last few months and the extent of the positioning varies across stocks.

6. Merger Arb Mondays (15 Jul) – China TCM, Canvest, Henlius, Hollysys, Second Chance, Anasarda, Rex

By Arun George, Global Equity Research Ltd


7. Doosan Group: Index Implications of the Corporate Restructuring

By Brian Freitas, Periscope Analytics


8. S&P/​​​​​​​​​ASX Index Rebalance Preview: Potential Changes from Now to September

By Brian Freitas, Periscope Analytics

  • With nearly 80% of the review period complete, there could be 28 adds/deletes across the S&P/ASX family of indices in September.
  • There is a lot of stocks for passive trackers to trade on the index changes with the largest impacts on the potential changes to the S&P/ASX 200 (AS51 INDEX)
  • The potential adds have outperformed the potential deletions by a LOT over the last few months and continued positioning could lead to further gains.

9. MMG (1208) – Rights Results Show High Take-Up, Small Unhedged Portion

By Travis Lundy, Quiddity Advisors

  • Friday post-close, MMG (1208 HK) released the results of its Rights Offering. 3.4654bn Rights Shares at HK$2.62 saw 98.18% take-up. New Rights Shares officially start trading on 16 July.
  • The other 1.82% (63.1mm Rights Shares) saw 6.383bn excess Rights Shares applications. EAFs were allocated evenly, so applicants got 0.99% of what they bid for, but hey, free money?
  • The new Rights Shares are expected to commence trading on 16 July. Even better, there was good fundamental news out late Sunday which should add to the general wellbeing.

10. Kokusai Electric Placement Updates – Misbehaving

By Sumeet Singh, Aequitas Research

  • KKR and KSP Kokusai Investments are looking to raise approximately US$1.7bn through an extended secondary follow-on offering, via selling approximately 22.3% of Kokusai Electric (6525 JP)
  • We have looked at the lockup expiry and deal dynamics in our earlier notes.
  • In this note, we talk about share price performance since then.

Weekly Top Ten Event-Driven and Index Rebalance – Jul 14, 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. Nikkei 225 Index Rebalance Preview (Sep 2024): Potential Adds/Deletes, Capping & Funding Changes

By Brian Freitas, Periscope Analytics

  • The review period for the Nikkei 225 Index September rebalance ends in three weeks. There could be three changes at the rebalance with sector balance used for the additions.
  • Depending on the changes, passive trackers will need to buy between 3-57x ADV (2.4%-24% of real float) on the inclusions and sell between 3.7-8.4x ADV on the deletions.
  • Fast Retailing (9983 JP)‘s index weight is currently higher than 10% and that will result in capping in September. Passives will need to sell 6x ADV in the stock.

2. S&P/ASX 100/200 Index Adhoc Rebalance: Potential Replacements for Altium (ALU AU)

By Brian Freitas, Periscope Analytics

  • With all regulatory approvals received, the Scheme Meeting for Renesas Electronics (6723 JP)‘ acquisition of Altium Ltd (ALU AU) will take place on 12 July.
  • If approved at the Scheme Meeting and at the Second Court Hearing, Altium Ltd (ALU AU) will stop trading from the close on 19 July.
  • The replacements for Altium Ltd (ALU AU) in the ASX100/200 indices could be announced late this week with implementation at the close on 19 July.

3. Toyota Group Cross-Holding Structure Primer – Holdings, Unwind Progress, Buyback Policies, Etc

By Travis Lundy, Quiddity Advisors

  • Last September in the release of its new Mid-Term Management Plan, Toyota Group member Aisin (7259 JP) announced a plan to cut cross-holdings to zero. JTEKT Corp (6473 JP) followed suit.
  • It started with a selldown of Denso Corp (6902 JP), then Toyota Industries (6201 JP), now Aisin. Last FY, Toyota Group cos reduced crossholdings by ¥870bn. This year will be more.
  • Attached below is a general breakdown of Toyota Group cross-holdings, discussion of cross-holding policies, and analysis of what is next, and what is not.

4. Kokusai Electric (6525 JP): Placement, Buyback & Index Flows

By Brian Freitas, Periscope Analytics

  • KKR and KSP Kokusai will offer 52.51m-60.38m shares (US$1.76bn-2bn) of Kokusai Electric (6525 JP) in a secondary offering that will likely be priced on 22 July.
  • Kokusai Electric (6525 JP) will also buy back up to JPY 18bn of its shares. At the last close, that is 3.33m shares (1.2x ADV).
  • Trackers of one global index will buy stock at the time of settlement of the shares. The (much) bigger buying will come at the end of August.

5. Merger Arb Mondays (08 Jul) – China TCM, L’Occitane, A8 Media, GA Pack, Asia Cement, Hollysys, MMA

By Arun George, Global Equity Research Ltd


6. Fast Retailing (9983) – Great (Bte) Earnings Now Out of The Way; Anticipating End-July Capping Data

By Travis Lundy, Quiddity Advisors

  • Yesterday after the close, Fast Retailing (9983 JP) reported salutary Q3 earnings, and raised its full-year (to August) guidance and its final dividend forecast (by ¥50/share)
  • Q3 revenue and profit gained sharply (Rev +13.5%, OP +31.2%) everywhere but Greater China. OPMs were up, especially in Japan. Early summer has been good, despite FX impact. 
  • New guidance is above consensus, the ADR popped, and with slightly stronger yen on US CPI, that should help. But we approach end-July. Expect lots of pop-sellers.

7. Shanghai Henlius Biotech Update (2696.HK) – The Story Behind Privatization

By Xinyao (Criss) Wang

  • Fosun’s preferred arrangement for Henlius is to list the Company in A-shares.Since IPO in A-shares failed and Henlius has begun to generate profits, Fosun finally feels the need for privatization.
  • Due to its “flaws”, undervaluation of Henlius in the Hong Kong stock market is difficult to fundamentally change. So, for conservative/cautious investors, Fosun’s one-time acquisition at a 30% premium is attractive.
  • The Potential Share Alternative Offer seems a good option, but it is uncertain whether investors are still willing to believe in Fosun’s “good story” – the future re-listing is uncertain.

8. Details of Two Doosan Mergers Involving Enerbility, Robotics, & Bobcat

By Sanghyun Park, Clepsydra Capital

  • The restructuring plan of Doosan Group announced today primarily consists of two merger events aimed at transferring the stake in Doosan Bobcat held by Doosan Enerbility to Doosan Robotics.
  • The 50% price cut on Doosan Enerbility’s share price for merging with Doosan Robotics boosts Robotics’ advantage. This resulted in a swap spread opening with Doosan Bobcat.
  • Considering an arbitrage strategy in the Doosan Robotics and Doosan Bobcat swap needs caution due to shareholder approval risks, especially with Doosan Enerbility’s low controlling stake potentially complicating the process.

9. Fy23 GPIF Results and Portfolio Changes – Outlook for FY24

By Travis Lundy, Quiddity Advisors

  • Last year, the GPIF as a whole returned 22.67% in yen terms. As a whole, GPIF outperformed its benchmarks by 0.04% after paying 0.02% in fees and costs.
  • GPIF traded ¥30trln of assets – relatively high turnover for a fund which espouses very low turnover – but there’s a reason for that. There were also sharp active/passive moves.
  • This year is the last year in the “cycle” of the “old” Policy Allocation Framework. A new one is likely to be introduced this year.

10. Canvest Environmental (1381 HK): Possible Privatisation at HK$4.90

By Arun George, Global Equity Research Ltd

  • Grandblue Environment Co A (600323 CH) disclosed a potential pre-conditional privatisation of Canvest Environmental Protection Group (1381 HK) at HK$4.90 per share, a 20.7% premium to the last close price. 
  • Completing the capital injection from SOE entities into the offeror is a precondition. Grandblue also proposes that the controlling shareholder roll over 7.23% of its effective 44.75% stake. 
  • While not a knockout bid, the offer is reasonable. Shareholders with blocking stakes should support a binding proposal. Timing is the key risk.