Abstract: We analyzed the post-announcement return pattern of MSCI China June 2026 rebalance stocks, separating A-share (CH) and H-share (HK) cohorts within both ADD and DELETE groups. DELETE: WPreA was positive, but CH and HK High-vel history still supports shorts. ADD: CH High-vel was stretched; WAI history is positive but inconsistent.
GUOCHENG MINING, DAZHONG MINING, DELTON TECHNOLOGY (GUANGZHOU), ZHEJIANG WANFENG AUTO WHEEL, JIANGSU YUYUE MEDICAL EQUIPMENT & SUPPLY, OFILM, DAJIN HEAVY INDUSTRY, WESTERN SECURITIES, SHENZHEN KEDALI INDUSTRY, BANK OF SUZHOU, SHANDONG WEIGAO GROUP MEDICAL POLYMER, COSCO SHIP ENGY, MEITU, 17 CH, JIANGSU EXPRESS, KINGBOARD LAMINATES, 19 CH, AVICHINA INDUSTRY & TECHNOLOGY, ZHAOWEI, CHINA CITIC FINANCIAL ASSET MANAGEMENT, JIANGSU HOPERUN SOFTWARE, CANMAX TECHNOLOGIES, HUBEI FEILIHUA QUARTZ GLASS CO.LTD, EVERPROX TECHNOLOGIES, HUNAN YUNENG NEW ENERGY BATTERY MATERIAL, WUXI LEAD, JIANGSU ETERN, SINOLINK SECURITIES, Baiyunshan Pharma, CAPITAL SECURITIES, CHINA STATE CONSTRUCTION ENGINEERING, SHENZHEN GOODIX TECHNOLOGY, GONEO, JIANGSU KING'S LUCK BREWERY JOINT - STOCK, MONTAGE TECH, RAYTRON TECHNOLOGY, CR Signal & Communication, YANGTZE OPTICAL ELECTRONIC, Roborock, HENAN SHIJIA PHOTONS TECHNOLOGY, REMEGEN, Biokin Pharma, EVERDISPLAY OPTRONICS (SHANGHAI), Bestechnic, SICHUAN HUAFENG TECHNOLOGY, SUZHOU CENTEC COMMUNICATIONS, GALAXYCORE, CHINA LITERATURE, NETEASE CLOUD MUSIC
Research on index reviews and inclusion events across Asia Pacific, including MSCI, Hang Seng (HSI, HSCEI, HSCI), HS TECH, CSI 300, STAR50, NIFTY and Stock Connect changes. Coverage runs from rebalance forecasts through post-announcement positioning, pre-implementation updates and post-implementation reviews, using the price patterns of past events.
Interested in the full report? Get in touch with our team.