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 Leaderboard BSE/​​​SENSEX Dec 23: HDFC Intra-Review Replacements & Other Expected Changes

Quiddity Leaderboard T50/​​100 Sep 23: AI Frenzy Causes Many Changes to Expectations

Quiddity Leaderboard TDIV Sep 23: AUM Assumption Changes Again; SHORTs Down 15.6% Vs Index

TOPIX Inclusions: Who Is Ready (Jun 2023)

Quiddity Leaderboard ASX Sep 23: Many Changes Ahead

Quiddity TDIV/50/100 Jun 23 Rebal: 15/18 as Expected; Some Surprises, US$1.1bn+ One Way

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

Quiddity Advisors

Pan-Asia Catalysts/Events

Event-Driven

<ul>
<li>In this insight, we take a look at Quiddity's flow expectations for the September 2023 index rebalance.</li>
<li>Since the semi-annual rebalance events are in June and December, there will not be any "regular" changes caused by dividend-yield rankings.</li>
<li>However, external factors such as deletion from the selection universe and a shift in tracking AUM assumptions can still trigger US$130mn capping flows in September 2023.</li>
</ul>


In this insight, we take a look at Quiddity's flow expectations for the September 2023 index rebalance.
Since the semi-annual rebalance events are in June and December, there will not be any "regular" changes caused by dividend-yield rankings.
However, external factors such as deletion from the selection universe and a shift in tracking AUM assumptions can still trigger US$130mn capping flows in September 2023.


Quiddity Leaderboard TDIV Sep 23: Potential ~US$130mn Flows Caused by T100 DEL and AUM Change

Wisdom Marine Lines

Quiddity Leaderboard TDIV Sep 23: Potential ~US$130mn Flows Caused by T100 DEL and AUM Change