Goldman Sachs analysts Timothy Moe and John Kwon have highlighted that a 1% increase in the combined weighting of Samsung and SK Hynix in the Korean stock index could result in approximately $2 billion in foreign capital outflows. This is due to the US Investment Company Act's diversification requirements. The analysts also noted that the surge in leveraged ETFs, options trading, and retail margin trading has led to heightened daily price volatility, surpassing levels justified by corporate fundamentals.
The report further indicates that the growth in Korea's assets under management since last year has been driven by investment returns rather than new capital inflows. As valuations rise, institutional investors face increased exposure to market volatility, often linked to hedging strategies. This environment suggests that even minor market corrections could lead to significant forced selling.
Goldman Sachs Warns of Potential $2 Billion Outflow from Korean Market
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