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

KOSDAQ150 Ad Hoc Index Rebalance: Osstem Implant OUT; Caregen IN

KOSDAQ150 Index Rebalance Preview (June): Potential Inclusions Starting to Outperform

KOSDAQ150 Index Rebalance Preview: 14 Potential Changes in June

KOSDAQ150 Index Rebalance Preview: Here Comes the Pullback

KOSDAQ150 Index Rebalance: Pullback Done; Buy Adds & Sell Deletes

KOSDAQ150 Index Rebalance Preview: 15 Potential Changes and Large Turnover

Battle Lines Drawn As BABA Builds Out First/Last-Mile Capacity; But Who Will Fund 75+ Bn CNY CapEx?

Event-Driven

<ul>
<li>One third of the way through the review period for the June rebalance, we see 14 potential changes to the <a href="https://www.smartkarma.com/entities/kosdaq-150-index" target="_blank" data-smartkarma-citation="entities:31077:1" rel="noopener">KOSDAQ 150 Index (KOSDQ150 INDEX)</a>.</li>
<li>One-Way turnover is estimated at 6.29% and the impact on the expected deletions is a lot higher than the impact on the expected inclusions.</li>
<li>The potential inclusions have outperformed the potential deletions and are starting to lose some ground now. The potential inclusions are not short sell eligible and could move higher again.</li>
</ul>


One third of the way through the review period for the June rebalance, we see 14 potential changes to the KOSDAQ 150 Index (KOSDQ150 INDEX).
One-Way turnover is estimated at 6.29% and the impact on the expected deletions is a lot higher than the impact on the expected inclusions.
The potential inclusions have outperformed the potential deletions and are starting to lose some ground now. The potential inclusions are not short sell eligible and could move higher again.


Advanced Nano Products Co Ltd (121600 KS)

Haimarrow Food Service Co Ltd (220630 KS)

KOSDAQ150 Index Rebalance Preview (June 2022): Lots of Changes Early in the Review Period

WYSIWYG Studios

KOSDAQ150 Index Rebalance Preview (June 2022): Lots of Changes Early in the Review Period