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《大行》中金關注MSCI中國季度調整對萬國數據(09698.HK)等正面影響
中金髮表報告指,MSCI中國季度調整新增14只成分股、剔除17成分股。關注對萬國數據(09698.HK)、中信金融資產(02799.HK)與BOSS直聘(02076.HK)(BZ.US)等的正面影響;對寶信B股(900926.SH)、騰訊音樂(01698.HK)(TME.US)與海信家電(00921.HK)等的負面影響。 從絕對權重變化幅度來看,該行測算,受此次調整影響,三生製藥(01530.HK)、美圖(01357.HK)、萬國數據以及地平線機器人(09660.HK)等的權重增加排名靠前,從0.26%到0.15%不等。相反,騰訊控股(00700.HK)、騰訊音樂、阿里巴巴(09988.HK)以及聯想集團(00992.HK)等因攤薄影響,在指數中權重的下降最大,從0.24%到0.07%不等。 股價影響上,該行指,待結果宣佈後但在正式實施日之前,也會有部分套利資金根據正式結果佈局相應個股,特別是那些此前市場未完全預測的意外結果。不過需要注意的是,雖然被動資金在調整正式實施日「必須」按照權重變化進行調倉,但這一期間的股價實際變動卻未必與權重調整方向一致,反而會更多受到提前套利資金與被動資金之間強弱對比影響,此前也不乏新納入或權重增加個股在調整實施日股價下跌的情形。
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