"Mutual Funds Adjust ST Stock Valuations to Zero"

Recently, several public mutual funds have adjusted the valuations of individual stocks held by their funds, most of which have been suspended for a long time, continuously hit the lower limit of price fluctuation, or are on the brink of delisting. For instance, on July 2nd, Guotai Fund announced an adjustment in the valuation of ST Changkang (002435.SZ) and *ST Chaohua (002288.SZ) held by its Guotai Zhongzheng 2000 ETF, valuing them at 0 yuan per share.

On June 25th, Huitianfu Fund announced that it had adjusted the valuation of seven stocks held by its funds, giving both Country Garden and ST Changkang a valuation of 0 yuan per share. Previously, Jingshun Great Wall Fund had adjusted the valuation of ST Futong (000836.SZ) to 0 yuan per share, and ICBC Credit Suisse Fund had valued the shares of Wei Chuang Shares (002308.SZ) held by its funds at 0 yuan per share.

Under the regulatory measures that support the strong and restrict the weak, and with a combination of measures to reduce the value of "shell" companies, low-priced stocks represented by the ST sector have plummeted significantly this year. These stocks are rarely heavily held by actively managed equity products, but are more often held in small amounts by index funds and bond funds, with relatively small allocation weights.

The stocks that have been significantly downgraded by institutions are either confirmed to be delisted or face significant delisting risks. Taking ST Changkang as an example, on July 2nd, the company issued a risk warning announcement stating that its stock would be "terminated from listing and suspended." According to the relevant regulations of the Shenzhen Stock Exchange, if the closing price of the company's stock is below 1 yuan for 20 consecutive trading days, it will be terminated from trading; if the stock is terminated due to triggering a mandatory delisting situation related to trading, the company's stock will not enter the delisting adjustment period.

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ST Changkang is mainly engaged in the research and development, production, and sales of pharmaceutical products, providing specialized medical services in obstetrics and gynecology, as well as the sales of mechanical products such as elevator guide rails.

According to the company's 2023 annual report, in 2023, the controlling shareholder and its related parties formed non-operational fund occupation through fund transfers, financing lease business, and discounting commercial acceptance bills, with a remaining balance of 3.625 billion yuan as of the disclosure date of the annual report. The company provided 500 million yuan in illegal guarantees for the controlling shareholder.

After the exposure of the huge fund occupation and illegal guarantee matters, the company's stock price plummeted. Data from East Money Choice shows that from May 6th to July 1st, the company's stock closed at the lower limit price for 40 consecutive trading days, falling from an initial price of 2.84 yuan to 0.37 yuan, with a cumulative decline of 86.97%, and the market value shrank by 3.063 billion yuan.*ST Chaohua has also triggered a mandatory delisting scenario due to trading. As of June 26th, the closing price of the company's stock has been below 1 yuan for 20 consecutive trading days.

*ST Chaohua is primarily engaged in the research and development, production, and sales of high-precision electronic copper foil, various types of copper-clad laminates, and other electronic base materials, as well as printed circuit boards. The company was listed on the Shenzhen Stock Exchange in 2009.

In recent years, *ST Chaohua's performance has taken a sharp downturn. In 2022, the company suffered a net loss of 336 million yuan, and the loss further expanded to 538 million yuan in 2023.

Recently, *ST Chaohua disclosed the reply to the inquiry letter regarding the 2023 annual report, stating that due to the impact of macroeconomic cyclical fluctuations, the industry chain in which the company operates has been impacted. The downstream industry chain faces unfavorable factors such as insufficient demand, leading to business difficulties and a severe liquidity crisis. The company's capital chain is on the brink of breaking.

Trading of *ST Chaohua's stock has been suspended since June 27th. Since May 6th, *ST Chaohua has consecutively hit the lower limit for 37 trading days. As of June 26th, *ST Chaohua closed at 0.37 yuan, with the latest market value being 345 million yuan. As of the end of the first quarter, the number of shareholders was 76,000.

In addition, ST Futong will also have its stock terminated for listing and trading on the Shenzhen Stock Exchange due to the closing price being below 1 yuan for 20 consecutive trading days.

VTR Shares and Pule Pharmaceutical (300630.SZ), which have also recently seen significant downward adjustments in their valuations by public funds, are teetering on the brink of delisting. Both companies disclosed a notice on June 28th stating that "there is a possibility that stock trading may be subject to a delisting risk warning." If the 2023 annual report is not disclosed by July 5th, the aforementioned companies will be subject to a delisting risk warning; if the annual report is still not disclosed within two months after the "implementation of the delisting risk warning," the stock will be forcibly delisted.

Low Positioning Ratio

The reporter found through sorting that the fund products holding the aforementioned risky stocks are mostly index-type products and short-term debt products, with a low allocation ratio.

Taking the Guotai Zhongzheng 2000 ETF as an example, ST Changkang did not enter the top ten heavy positions of this product as of the first quarter of this year; similarly, ST Chaohua did not enter the top ten heavy positions of the Huaxia Zhongzheng 2000 ETF."Due to long-term suspension of trading, continuous daily limit-downs, and other factors, many public funds have adjusted the valuation of individual stocks held by their funds, with some ST stocks even being valued at 0 yuan. However, these stocks have already exposed their risks in advance, so they are rarely held by actively managed equity products, but are more often passively laid out by ETFs with a smaller weight, thus the impact of the valuation adjustment on the net value of the funds is limited," a public fund analyst told First Financial Daily reporters.

Although the holding ratio of the stocks with adjusted valuations is not high, the net value of the above-mentioned products is still facing a decline recently.

According to the Tiantian Fund website, the net value of Guotai Zhongzheng 2000 ETF has declined by 7.96%, 13.5%, and 22.02% in the past month, past three months, and past six months, respectively, performing poorly among similar products; Huaxia Zhongzheng 2000 ETF has also seen a significant decline in net value during the same period, with declines of 7.17%, 9.63%, and 17.94%, respectively.

In addition to index products, some actively managed equity products have also "stepped on a mine," but the proportion of risky stock allocation is also not high.

On June 26, Xingyin Competitive Advantage Mixed A issued an announcement, deciding to value the Puli Pharmaceutical held by the company's securities investment funds at 6.32 yuan per share starting from June 25. This valuation is a 48.83% decline compared to the latest closing price of Puli Pharmaceutical at 12.35 yuan.

The reporter combed through the first quarter report and last year's annual report of Xingyin Competitive Advantage Mixed and found that Puli Pharmaceutical did not appear in the fund's holdings.

On June 25, Fu Guo Global Health Living Theme Mixed (QDII) issued an announcement, starting from June 25, 2024, to adjust the valuation of the suspended stock "Puli Pharmaceutical" held by the company's securities investment funds, valuing it at 9.56 yuan per share; to adjust the valuation of the suspended stock "Country Garden" (02007.HK) held by the company's securities investment funds, valuing it at 0.05 Hong Kong dollars per share.

The above two stocks also did not appear in the top ten heavy stocks of the fund as of the end of the first quarter of this year.