IC Market Espresso 15 Nov 2021

 
1 Year of 7CRO & 7SLO ETFs

This week will mark exactly 1 year since the listing of the first ETFs on the Zagreb Stock Exchange. In today’s blog we decided to look back on what can be considered as a very successful year for both ETFs.

Wednesday will mark the 1 year anniversary of the listing of first ETFs on the ZSE. To be specific, 2 ETFs were listed on 17th November 2020, making it arguably the most notable event (aside from the pandemic) on ZSE in 2020. The ETFs (7CRO and 7SLO), listed by InterCapital Asset Management, showed in that period very solid levels of liquidity, a constantly rising market cap and above all – a great performance.

Here are a couple of facts about 7CRO and 7SLO ETFs.

Since their listing:

  • The market cap of combined ETFs reached HRK 60m
  • 7SLO’s iNAV reached more than 150 (showing a 50% YoY increase)
  • 7CRO’s iNAV reached close to 120 (showing a 20% YoY increase)
  • Total turnover on both ETFs reached more than HRK 60m
  • The ETFs successfully tracked both SBITOP and CROBEX10 indices.

Performance of 7CRO and 7SLO Since Inception*

*showing bid price

Source: Bloomberg, InterCapital Research

All of the above stated only confirms that the ETFs were a great success on the domestic stock exchange. In the last year, 7SLO ETF has noted an exceptional performance showing an increase of c. 50%. To put things into a perspective, this indicates an outperformance of virtually every global equity index (such as S&P500, Nasdaq100, Dow Jones or DAX). We have already written quite a few blog posts on the reasons of such a stellar performance of 7SLO which can be found on our web. At the same time, 7CRO has noted a very solid increase of as much as 20%, despite having a high weight in tourism sector, which was quite affected by the pandemic.  

When looking at the best performing constituent among both indices, one can note that Atlantska Plovidba showed the highest increase since the inception of the fund of as much as 159%. However, one should note that ATPL entered CROBEX10 index following the revision back in September 2021. Meanwhile, Podravka was the best performing stock (+39%) which has been in the index since the inception of the fund.

In Slovenia, NLB showed a strong increase of 105%, making it the best perfoming stock in 7SLO.

After a year we can conclude that the ETFs have so far achieved all the set goals and thus enabled (especially retail) investors a very simple and efficient way to invest in the highest quality stocks in Croatia and Slovenia. Because of their simplicity, diversification and tax advantages, ETFs proved to be a very good savings vehicle.

Fitch Upgrades Croatia to ‘BBB’; Outlook Positive

Overall, Fitch now forecasts GDP growth of 8.9% in 2021 (from 5.5% previously).

On Friday, Fitch Ratings upgraded Croatia to BBB, with outlook positive.

Fitch expects Croatia to be in a position to join the euro in January 2023 due to its significant progress in meeting convergence and structural reform criteria, despite the pandemic shock, and political support at the wider eurozone level for Croatia’s membership. This is in line with the authorities’ official target, and is ahead of their previous expectations of 2024. Euro adoption is supportive of the rating, as it would provide the sovereign with reserve currency status, reduce transaction costs and limit exchange rate risk to corporate and household balance sheets.

The Positive Outlook reflects further upward rating potential from the direct positive impact that euro adoption would have on the Sovereign Rating Model output, mainly through reserve currency flexibility.

In May 2022 the European Commission will assess Croatia’s fulfilment of the convergence criteria and the structural reforms pledged prior to entry into the ERMII, which took place in July 2020. The European Council’s Economic and Financial Affairs Council (Ecofin) would then make a final decision in early July 2022, after which the country would have six months to prepare for the currency switch. Fitch does not expect obstacles to arise to Croatia’s meeting the structural criteria, interest rate convergence or exchange rate stability.

Fulfilling public finance criteria will largely depend on Croatia avoiding the Excessive Deficit Procedure (EDP), which seems likely, given the expected narrowing of the public deficit and fall in public debt/GDP in 2021. However, meeting price stability criteria has become more challenging, given the acceleration in Croatia’s headline inflation (to 3.3% YoY in September 2021), but this is mitigated by the rising trend across the EU (3.6% in September).

Fitch believes that risks around the timeline of euro adoption are mainly tied to exogenous shocks, such as persistent pandemic-related problems or further rises in international commodity prices, which could cause Croatia to miss its convergence targets and delay Ecofin’s assessment by at least a year. They add that they do not foresee major risks on the domestic political front, despite a euro referendum called by small parties.

Overall, Fitch now forecasts GDP growth of 8.9% in 2021 (from 5.5% previously), with output set to exceed 2019 levels at the end of this year (compared with the eight years it took after the global financial crisis). They also forecast sustained economic momentum in 2022-2023 with GDP growth averaging 4%

How Often Do CROBEX 10 Components Outperform the Index?

Today we bring you an overview of how often current CROBEX components outperformed and underperformed the index by yield YTD.

For this, we calculated the percentage of times (out of 218 trading days) in which an individual share recorded a higher yield than the index. As visible on the chart, since the beginning of 2021, only 2 out of 10 shares outperformed CROBEX 10 by more than 50% of the time. ATPL outperformed index 55% of the time, followed by RIVP which outperformed index 53% of the time. Two components of the Index, Ericsson Nikola Tesla and Podravka outperformed the index 50% of days and underperformed it other 50% of days. All other six components individually underperformed the index.

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