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《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)
MSCI上周五公布今年2月季度指數審議結果,MSCI中國指數新增12隻股份及剔除6隻股,將於2月28日收市後調整。中金發表報告指,調整後的成份股從當前的711隻升至為717隻(其中A股503隻,權重15.7%;B股4隻,權重0.3%;港股188隻,權重75.2%;中概股22隻,權重8.3%)。 該行指,MSCI中國指數整體新納入12隻股份,按納入後權重排序排名靠前的公司中,港股市場有康方生物-B(09926.HK),美國中概股市場包括名創優品(MNSO.US)與霧芯科技(RLX.US)。 除了成份股調整外,MSCI還調整了17家公司的自由流通因子(FIF,Foreign Inclusion Factor)、以及175家公司的納入股本數,也將因此會對成分股在指數內權重產生變化,而騰訊(00700.HK)、阿里巴巴-SW(09988.HK)、藥明生物(02269.HK)、美團-W(03690.HK)與中國電力(02380.HK)等因攤薄或剔除,在指數中權重的下降最大,從0.09%到0.01%不等。 --------------------------------------------- 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 康方生物-B(09926.HK)│0.12%(+0.12%)│流入1.365億美元 名創優品(MNSO.US)│0.07%(+0.07%)│流入7,460萬美元 霧芯科技(RLX.US)│0.05%(+0.05%)│流入5,500萬美元 --------------------------------------------- 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 騰訊(00700.HK)│13.59%(-0.09%)│流出1.01億美元 阿里巴巴-SW(09988.HK)│8.76%(-0.03%)│流出2,810萬美元 藥明生物(02269.HK)│1.33%(-0.02%)│流出2,000萬美元 美團-W(03690.HK)│3.85%(-0.01%)│流出1,120萬美元 中國電力(02380.HK)│0.1%(-0.01%)│流出1,080萬美元 建行(00939.HK)│2.74%(-0.01%)│流出880萬美元
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