Index Rebalance

MSCI China June 2026 Rebalance: Post-announcement Trading Pattern Analysis

14 May 2026 By Ke Yan, CFA
← All Research ReportsMore Index Rebalance coverage →

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 (000688 CH) DAZHONG MINING (001203 CH) DELTON TECHNOLOGY (GUANGZHOU) (001389 CH) ZHEJIANG WANFENG AUTO WHEEL (002085 CH) JIANGSU YUYUE MEDICAL EQUIPMENT & SUPPLY (002223 CH) OFILM (002456 CH) DAJIN HEAVY INDUSTRY (002487 CH) WESTERN SECURITIES (002673 CH) SHENZHEN KEDALI INDUSTRY (002850 CH) BANK OF SUZHOU (002966 CH) SHANDONG WEIGAO GROUP MEDICAL POLYMER (1066 HK) COSCO SHIP ENGY (1138 HK) MEITU (1357 HK) 17 CH (17 CH) JIANGSU EXPRESS (177 HK) KINGBOARD LAMINATES (1888 HK) 19 CH (19 CH) AVICHINA INDUSTRY & TECHNOLOGY (2357 HK) ZHAOWEI (2692 HK) CHINA CITIC FINANCIAL ASSET MANAGEMENT (2799 HK) JIANGSU HOPERUN SOFTWARE (300339 CH) CANMAX TECHNOLOGIES (300390 CH) HUBEI FEILIHUA QUARTZ GLASS CO.LTD (300395 CH) EVERPROX TECHNOLOGIES (300548 CH) HUNAN YUNENG NEW ENERGY BATTERY MATERIAL (301358 CH) WUXI LEAD (470 HK) JIANGSU ETERN (600105 CH) SINOLINK SECURITIES (600109 CH) Baiyunshan Pharma (600332 CH) CAPITAL SECURITIES (601136 CH) CHINA STATE CONSTRUCTION ENGINEERING (601668 CH) SHENZHEN GOODIX TECHNOLOGY (603160 CH) GONEO (603195 CH) JIANGSU KING'S LUCK BREWERY JOINT - STOCK (603369 CH) MONTAGE TECH (6809 HK) RAYTRON TECHNOLOGY (688002 CH) CR Signal & Communication (688009 CH) YANGTZE OPTICAL ELECTRONIC (688143 CH) Roborock (688169 CH) HENAN SHIJIA PHOTONS TECHNOLOGY (688313 CH) REMEGEN (688331 CH) Biokin Pharma (688506 CH) EVERDISPLAY OPTRONICS (SHANGHAI) (688538 CH) Bestechnic (688608 CH) SICHUAN HUAFENG TECHNOLOGY (688629 CH) SUZHOU CENTEC COMMUNICATIONS (688702 CH) GALAXYCORE (688728 CH) CHINA LITERATURE (772 HK) NETEASE CLOUD MUSIC (9899 HK)

Highlighted Stocks

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

Interested in the full report? Get in touch with our team.