Index Rebalance

MSCI Japan Sep 2026 Index Rebalance: Post-Announcement Positioning

13 Aug 2026 By Ke Yan, CFA
← All Research ReportsMore Index Rebalance coverage →

Abstract: MSCI adds Kokusai Electric (6525 JP) and deletes JFE Holdings (5411 JP) and Seibu Holdings (9024 JP) from MSCI Japan, effective 1 Sep 2026. Kokusai Electric enters with +13.5% pre-announcement alpha. Only 5 of 17 historical ADDs entered higher. Positive-gap historical ADDs often faded over the remaining bridge. We assign both DELETEs to the high-velocity group. Flat-to-down opens suggest a DELETE bridge fade.

Kokusai Electric (6525 JP) JFE (5411 JP) Seibu (9024 JP)

Highlighted Stocks

Kokusai Electric, JFE, Seibu

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