Abstract: MSCI announced the quarterly review results after market close. As the cycle enters implementation, this note updates the stock setup. ADDs entered implementation after a large pre-announcement move and still carry first-week give-back risk. DELETEs were mild before implementation, but low-velocity DELETEs retain the weakest historical post-implementation profile.
M3, Monotaro, Matsukiyococokara &, Zozo, Tsuruha, TIS, Resonac, Sekisui Chemical, Oracle Corporation Japan, Mitsui Mining & Smelting, Furukawa Electric, Toyota Industries, Sysmex, Shimadzu, Sony Financial, Tokyu, Japan Airlines
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.
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