ETF report: Portfolio Forecast VNDIAMOND Q3.2026

HOSE will officially announce the constituent list of the VNDIAMOND Index on 19-Oct-26, effective 02-Nov-26. According to our forecast, the VNDIAMOND Index is expected to see the following changes in this announcement relative to the most recently announced portfolio:

In the 3Q26 announcement, KDH is expected to be removed from the basket after one period on the watchlist for removal, as it fails to meet the minimum FOL threshold required for retention (65%). In addition, FPT and MSB recorded a reduction in their FOL weighting in this rebalancing, as their FOL ratio is below 70%. We also note that the FOL factors of these two stocks are close to the minimum requirement (FPT: 65.8%; MSB: 65.9%). This means FPT and MSB face a high risk of being placed on the watchlist for removal in the next rebalancing if their FOL factors decline, similar to the case of KDH in the 1Q26 rebalancing.

In this rebalancing, MWG overtakes FPT as the stock with the highest weight in the VNDIAMOND basket (15%), while FPT ranks second with a projected weight of 13.15%.