Samsung and SK Hynix drive KOSPI weighting to record 60%

Goldman says each 1-point rise in the chipmakers’ combined KOSPI weight could trigger about $2 billion in foreign outflows, as leveraged ETF, options and margin activity heighten concentration risks.

Summary

An AI-driven rally in Samsung Electronics and SK Hynix has lifted their combined weighting in South Korea’s KOSPI to a record 60%, up from about 40% two years ago, deepening concern over concentration in the benchmark index. Goldman Sachs analysts Timothy Moe and John Kwon said on June 30 that every 1 percentage point increase in the pair’s combined index weighting could lead to roughly $2 billion in foreign outflows because U.S. Investment Company Act diversification rules can force portfolio rebalancing. The concern has intensified after regulators twice halted KOSPI trading during a sharp drop last week and delayed plans for large-cap options including SK Hynix, while Goldman also flagged leveraged ETF inflows, rising options activity and margin retail trading as factors that could amplify swings and forced selling beyond fundamentals.

Terms & Concepts
  • KOSPI: South Korea’s main stock index
  • U.S. Investment Company Act diversification rules: Portfolio concentration limits that can require some funds to rebalance when holdings become too heavily weighted
  • leveraged ETF: Fund designed to amplify the daily moves of an underlying index or asset