In today’s briefing:
- KRX BBIG K-New Deal Rebalancing: Official Results & Passive Flow Impacts
KRX BBIG K-New Deal Rebalancing: Official Results & Passive Flow Impacts
- After results were transitioned to non-public information, it has been observed that results are reflected in prices significantly later, with substantial price impact occurring close to the rebalancing trading day.
- Even though the AUMs have recently decreased, the passive impact size is quite substantial, considering a recent pattern of price impact concentrating within a maximum of about two trading days.
- A heavy Long-Short setup on these pairs, DearU / Douzone Bizon and SK Biopharmaceuticals / SK Bioscience (302440 KS), is something we should very actively consider.