Korea / Special Sits, Pairs, Index Rebalancing, Clepsydra Capital

Sanghyun Park

I investigate special situations, pairs, and index rebalancing trades in Korea.

Korea / Special Sits, Pairs, Index Rebalancing

Korea Value-Up Index: Detailed Methodology, Weights, Float Rates, & Passive Impacts Obtained

Lowdown from KRX's Emergency Presser on the Value-Up Index Today

Crunching Passive Impact Numbers for KRX Value-Up Index Names, Based on KRX's Free-Float Rate Data

All the Scoop on the Korea Value-Up Index

Clepsydra Capital

Investigate special situations, pairs, and index rebalancing trades in Korea.

Event-Driven

<ul>
<li>NPS will likely use the KRX Value-Up Index as its benchmark, with Long-Term Growth and Value categories likely to adopt it.</li>
<li>When NPS shifts to the Value-Up Index, KOSDAQ stocks will likely drive significant flow impacts due to their lower overlap.</li>
<li>These non-overlapping KOSDAQ stocks, attracting over 1 trillion won, could see significant price impacts as funds gradually flow in.</li>
</ul>


NPS will likely use the KRX Value-Up Index as its benchmark, with Long-Term Growth and Value categories likely to adopt it.
When NPS shifts to the Value-Up Index, KOSDAQ stocks will likely drive significant flow impacts due to their lower overlap.
These non-overlapping KOSDAQ stocks, attracting over 1 trillion won, could see significant price impacts as funds gradually flow in.


Innox Advanced Materials Co,Ltd. (272290 KS)

NPS Cash Inflow Projections for KRX Value-Up Index & Surging Interest in KOSDAQ Stocks

Leeno Industrial

NPS Cash Inflow Projections for KRX Value-Up Index & Surging Interest in KOSDAQ Stocks