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大行評級 | 中金:聯想集團及農夫山泉染藍 料獲被動資金各流入逾1億美元
格隆匯2月22日丨中金髮表報告表示,就恆生指數此次半年度調整將納入農夫山泉和聯想集團2只股票,納入權重分別爲0.69%和0.46%;農夫山泉在該行預測順位的前列,而聯想盡管在中金根據量化標準篩選的長名單裏,但是否能獲得納入卻無法準確預判。基於當前彭博彙總,追蹤恆生指數的ETF資金規模約爲226億美元,追蹤國企指數和恆生科技指數的ETF資金規模分別約爲49億美元和29億美元。結合上述成分股權重變化,該行測算了其潛在被動資金流向。進一步結合個股過去3個月日均成交額,便可以測算被動資金變化可能帶來的影響。第一是恆生指數,被動資金流入所需時間最多的聯想集團和農夫山泉預計均需要3.1天(料潛在被動資金流入1.04億及1.56億美元)。
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