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 Rebalance Preview - Tracking Changes

KOSDAQ150: Special Change To Be Implemented Tomorrow

KOSDAQ150 Rebalance: Another Special Change, This Time Its a Big One

KOSPI200 Rebalance Preview - The Early Bird Gets the Worm

Event-Driven

The Korea Exchange (KRX) will announce the results of the June 2020 review of the KOSDAQ 150 index in May. The constituent changes will be effective from 12 June 2020 and the rebalancing trades will need to be done at the closing auction on 11 June 2020.In this Insight we look at the KOSDAQ 150 index methodology, the historical performance of inclusions vs exclusions, at potential candidates for inclusion/exclusion in this review and some of the details around the names.At the current time, we see nine stocks being added to and deleted from the index with another four stocks as very close adds and three close deletes.The expected inclusions have outperformed the expected exclusions by 9% over the last six trading sessions and this outperformance could continue as positions are built in the stocks.

The Korea Exchange (KRX) will announce the results of the June 2020 review of the KOSDAQ 150 index in May. The constituent changes will be effective from 12 June 2020 and the rebalancing trades will need to be done at the closing auction on 11 June 2020.In this Insight we look at the KOSDAQ 150 index methodology, the historical performance of inclusions vs exclusions, at potential candidates for inclusion/exclusion in this review and some of the details around the names.At the current time, we see nine stocks being added to and deleted from the index with another four stocks as very close adds and three close deletes.The expected inclusions have outperformed the expected exclusions by 9% over the last six trading sessions and this outperformance could continue as positions are built in the stocks.

KOSDAQ150 Rebalance Preview - Stocks Starting to Move

ITM Semiconductor Co Ltd

KOSDAQ150 Rebalance Preview - Stocks Starting to Move