Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Highly experienced ex-Delta One trader with 17 years of experience trading arbitrage and related strategies across Asian markets.

Exempt Financial Adviser (EFA) under CrossASEAN Research Pte Ltd.

It is important to note that the information provided by Periscope Analytics is based on publicly available data and own knowledge, which has been gathered and synthesized from a variety of sources. While every effort has been made to ensure the accuracy and completeness of the information provided, it is not guaranteed to be free from errors or omissions.

All forecasts and estimates are based on information that has been obtained from public sources that are considered to be reliable. The sources include, but are not limited to, company announcements, exchange filings, ETF and other passive investment vehicle holdings, and free float and volume data from third-party data providers. Periscope Analytics does not guarantee the accuracy and completeness of the forecasts, estimates and/or other information.

Pan-Asia Index Rebalances/ Events/ Delta One

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HSCI Index Rebalance and Stock Connect: Potential Changes in December and March

HSCI Index Rebalance and Stock Connect: More Inclusions than Exclusions in March

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Event-Driven

<ul>
<li>The review period for the March review of the HSCI ended on 31 December. There are a lot of new listings that should be included in the index.</li>
<li>SenseTime is a high probability inclusion to the index, though it will only be added to Stock Connect in July once it completes 6 months and 20 trading days.</li>
<li>Xpeng and Li Auto will be added to Stock Connect in Feb/March if they pass the velocity test. We see Li Auto as failing the test, while Xpeng is close.</li>
</ul>


The review period for the March review of the HSCI ended on 31 December. There are a lot of new listings that should be included in the index.
SenseTime is a high probability inclusion to the index, though it will only be added to Stock Connect in July once it completes 6 months and 20 trading days.
Xpeng and Li Auto will be added to Stock Connect in Feb/March if they pass the velocity test. We see Li Auto as failing the test, while Xpeng is close.


China Maple Leaf Educational Systems (1317 HK)

China Railway Signal & Communication (3969 HK)

Gcl Poly Energy Holdings Limited (3800 HK)

Golden Solar New Energy Technology Holdings (1121 HK)

Golden Solar New Energy Technology Holdings

Yuexiu Real Estate Investment Trust (405 HK)

Hang Seng China Enterprises Index (HSCEI INDEX)

China Gold International Resources (2099 HK)

Shanghai MicroPort MedBot Group (2252 HK)

SCE Intelligent Commercial Management (606 HK)

HSCI Index Rebalance and Stock Connect: Plenty of New Listings Should Be Included

SenseTime Group

HSCI Index Rebalance and Stock Connect: Plenty of New Listings Should Be Included