In today’s briefing:
- KOSPI 200 Sector/Size & KRX 300 Sector: Constituent Changes & Trading Points
KOSPI 200 Sector/Size & KRX 300 Sector: Constituent Changes & Trading Points
- The additional Lotte Confectionery/Samyang Holdings flow will come from K200/KRX 300 Consumer Staples, K200 MidSmallCap, and K200 Ex-Top. However, the actual flow impact wouldn’t be significant.
- From a flow trading standpoint, the KOSPI 50’s HMM/Hanon System probably deserves our attention because additional inflows come from the pensions that account for more than half of local PASSIVE.
- Since their rebalancing trading tends to be somewhat dispersed, the return rate was the best when the position holding period was from T-3 to the effective date.
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