Pan-Asia Index Flows & Special Situations, Quiddity Advisors

Janaghan Jeyakumar, CFA

Equity Analyst with experience in fundamental and event-driven research in Frontier and Emerging markets. 

On Smartkarma, I mainly publish insights on index flow events in the Asia-Pacific region. This includes predicting regular and intra-review index changes and estimating upcoming passive flows. I also cover special situations such as mergers & acquisitions, equity offerings, buybacks, and other corporate restructuring events.

Pan-Asia Index Flows & Special Situations

Quiddity SSE50/180 Jun 24 Rebalance: US$1.8bn One-Way Flow; LONGs up 8.6% Vs SHORTs in a Month

CSI Esoteric Index Rebals Jun 24: All Share Brokerage, China Internet, Medical, Defense, & Livestock

Quiddity Leaderboard F100/​​​250 Jun 24: Last Day of Trading Before Rankings; Many Possibilities

Quiddity Leaderboard TDIV Jun 24: Five Changes Likely; US$1.3bn One-Way

Quiddity Leaderboard CSI 300/​​500 Jun 24: Final Expectations; US$3.4bn One-Way; New Trade Idea

TOPIX Inclusions: Who Is Ready (May 2024)

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

Quiddity Leaderboard for Hang Seng Index Jun 24: Could Country Garden Services Get Deleted?

Quiddity Advisors

Pan-Asia Catalysts/Events

Event-Driven

Shenzhen New Industries Biomedical Engineering-A / Event-Driven

Shenzhen New Industries Biomedical Engineering-A (300832 CH)

Shenzhen New Industries Biomedical Engineering-A

<ul>
<li>The June 2024 index review results for China's CSI 300 and CSI 500 indices were announced after market close on Friday 31st May 2024.</li>
<li>There will be 12 changes in CSI 300 and 50 changes in CSI 500 which could collectively cause one-way index flows of ~US$3.7bn during the June 2024 index rebal event.</li>
<li>Compared to Quiddity's final expectations, 114 out of the 124 index changes (both ways) were correct translating to a hit rate of 92%. </li>
</ul>


The June 2024 index review results for China's CSI 300 and CSI 500 indices were announced after market close on Friday 31st May 2024.
There will be 12 changes in CSI 300 and 50 changes in CSI 500 which could collectively cause one-way index flows of ~US$3.7bn during the June 2024 index rebal event.
Compared to Quiddity's final expectations, 114 out of the 124 index changes (both ways) were correct translating to a hit rate of 92%. 


Beijing Tiantan Biological Products (600161 CH)

Fangda Jinhua Chemical Technology (000818 CH)

China Railway Signal & Communi (688009 CH)

Shanghai Rural Commercial Bank (601825 CH)

Quiddity CSI 300/​​500 Jun 24 Rebalance: 92% Hit Rate; US$3.7bn One-Way Flows

Shenzhen New Industries Biomedical Engineering-A

Quiddity CSI 300/​​500 Jun 24 Rebalance: 92% Hit Rate; US$3.7bn One-Way Flows

Quiddity CSI 300/500 Jun 24 Rebalance: 92% Hit Rate; US$3.7bn One-Way Flows