《大行報告》中金對MSCI中國指數權重增減較大的股份預估被動資金變化預測(表)
阿思達克 11-16 15:39
MSCI昨早公布季度指數審議結果，MSCI中國指數新增19隻股份及剔除19隻股，將於11月30日收市後調整。中金發表報告指，整體新納入19隻，其中港股納入2隻，為零跑汽車(09863.HK)及華晨中國(01114.HK)；剔除19隻股份則包括9隻港股，包括海螺創業(00586.HK)、東岳集團(00189.HK)、九毛九(09922.HK)、深圳國際(00152.HK)、頤海國際(01579.HK)、首都機場(00694.HK)、中國金茂(00817.HK)、華潤水泥(01313.HK)、美東汽車(01268.HK)。
調整後的MSCI中國指數成份股765隻不變(其中A股563隻，權重16.3%；港股188隻，權重75.3%；中概股19隻，權重8.2%；B股3隻，權重0.2%)。
除成分股調整外，MSCI還調整了21家公司的自由流通因子(FIF，Foreign Inclusion Factor)、以及177家公司的納入股本數，也將因此會對成份股在指數內權重產生變化。潛在影響方面，該行指要關注對華晨中國、遠東宏信(03360.HK)、農夫山泉(09633.HK)與和零跑汽車等的正面影響；該行料對深圳國際、中國金茂、海螺創業有負面影響。
從絕對權重變化幅度來看，中金測算，受此次調整影響，零跑汽車、華晨中國、農夫山泉、海光信息(688041.SH)、傳奇生物(LEGN.US)等的權重增加排名靠前，從0.12%到0.04%不等。相反，阿里巴巴-SW(09988.HK)、騰訊(00700.HK)、海螺創業、東岳集團與九毛九等因攤薄或剔除，在指數中權重的下降最大，從0.09%到0.06%不等。
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中金列出預計權重增加較大中資股的預估被動資金流出的預測：
股份│調整後權重(變化)│預估被動資金流出的預測
零跑汽車(09863.HK)│0.12%(+0.117%)│流入1.12億美元
華晨中國(01114.HK)│0.08%(+0.078%)│無預測
農夫山泉(09633.HK)│0.60%(+0.074%)│流入7,090萬美元
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該行列出預計權重減少較大中資股的預估被動資金流出的預測：
股份│調整後權重(變化)│預估被動資金流出的預測
阿里巴巴-SW(09988.HK)│8.75%(-0.088%)│流出8,430萬美元
騰訊(00700.HK)│13.78%(-0.085%)│流出8,130萬美元
海螺創業(00586.HK)│0.00%(-0.064%)│流出6,100萬美元
東岳集團(00189.HK)│0.00%(-0.062%)│無預測
九毛九(09922.HK)│0.00%(-0.058%)│流出5,550萬美元
深圳國際(00152.HK)│0.00%(-0.056%)│流出5,330萬美元
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