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Return of 35% Auto Reject Rule, and Its Impact on Market

The Jakarta Composite Index (JCI) opens the year of 2017 with a 0.4% drop to 5,276 on Tuesday, January 3, yesterday. But what might be interesting is that on that day, there were some stocks that fell by more than 10%, say Atlas Resources (ARII) which slashed 25% from 520 to 390, in just one day! Later on Wednesday, January 4, it was Semen Baturaja (SMBR) which crushed down 24.8%. This is interesting because, as we know, under the rules of the Stock Exchange, any stock can only fall for a maxium 10% in a day. So whether the regulation has changed? And if so, then how will it impacts the JCI?

Based on the Decree of the Board of Directors of the Indonesia Stock Exchange (IDX) as of December 13, 2016, it was mentioned that starting January 3, 2017, BEI re-enacted the rule of symmetric auto rejection (AR), From previously asymmetric AR. Then what is symmetrical AR? Asymmetric AR? Well, in this case maybe I have to present again the following article, quoted from the article last September 2016:

So, here it is. On August 25, 2015, or exactly one day after the stock market was hit by panic selling, IDX as the market regulator immediately acted by launching four new policies at once: 1. The listed companies are allowed to buy their shares in the market (buy back) immediatley without shareholder’s general meeting, 2. Any stocks can only go down maximum of 10% in a day, 3. Investor Protection Fund is increased from Rp25 million (US$ 2,000) to Rp100 million (US$ 8,000) for each accounts, and 4. Stockbrokers are prohibited from doing short-selling transaction. The goal of these new policies was that JCI, which was dropped to 4,100s from the previous 5,500s, to be recover soon, or at least not go down further.

The most interesting rule is the rule Number 2, ie that any stocks can only go down for a maximum 10% in a day. So for example the price of share A is 1,000, then in a day this A share can only fall to 900 only (down 10%). If there were people who put bid or offer at a price lower than 900, say 890, it will automatically rejected by the system (auto reject), so there will be no transaction at the price of 890, and consequently the price of share A in the market remains 900. If someone persists in buying or selling A shares at 890, then he can only do that in the next trading day.

Previously, IDX regulations mentioned that stocks with nominal prices of Rp50 - 200 per share could rise or fall by a maximum of 35% in a day, Rp200 - 5,000 could rise or fall by a maximum of 25% in a day, and above Rp5,000 could rise or fall by a maximum of 20%. The rule in which a stock has the same limit of maximum increase and decrease (eg the price of share A is 100, then it can rise up to 35% and also can fall by 35% as well, in a day), it is called symmetrical AR. But after August 25, 2015, then a stock can still rise up to 35% in a day, but can only drop for a maximum 10%. These different limits of increase and decrease, is called asymmetrical AR.

But starting January 3, 2017, the IDX re-imposed the rule symmetrical AR, which means that if you hold a stock at a nominal price of below Rp200, then now your share could be down 35% in a day! Also, if you own a stock with a nominal price of above Rp5,000, then the stock could also sag 20%, in just one day. Sounds horrible? Actually, not really.

Because, look: Back in August 2015, when the IDX enacted the rule that any stock can only fall by a maximum of 10% in a day, the consideration is that because at the time, the market were crashed where any good quality stock may drop to a very low level which is no longer reflecting the company's fundamentals. And if these conditions continued, there would be a mass panic, which will ultimately destroy investor confidence in the IDX and the prospects of the stock investment itself. Thus, with the regulation that a stock could only fall for a maximum of 10% in a day, then the JCI, although it may still go down, but the decline will not be as deep as before. And the horrible moment like when the JCI dropped by more than 20% in just three days in October 2008, which caused a very huge psychological blow even for the most experienced investors, would not happen again.

But of course, the rule only needed if the market were in turbulent conditions. But if the stock market was peaceful as today, how? Then of course, the regulation is no longer needed. So actually when the IDX has revoked the regulation and restore the original rules (where a stock can rise or fall maximum 35%, 25%, or 20% in a day, depending on nominal price), it means that the IDX itself opined that market conditions has been safe, at least for now, where the movement of most stocks has once again followed their own fundamentals without extreme fluctuations like in 2015. So even though BEI is now allowed the shares of Bank BRI (BBRI) to drop for a maximum of 20% in a day, for example, but it is very unlikely for BBRI to go down that deep within a day, because besides the current market conditions are quite stable, the company has a very strong fundamentals.

(Note: In the last 10 years or longer, BBRI only once fell nearly 20% in a day, ie in October 2008, at the peak of global recession).

On the other hand, the reimplementation of symmetrical AR rules will cause some ‘garbage’ stocks, which had been skyrocketed like crazy without being supported by fundamentals, but on the other hand it was hard to come down because the IDX rules only allow the stock to fall by a maximum of 10% in a day, then later they will return to it’s ‘fate’, namely: If the stock must go down to as low as it should be, then here you go! And that's why, if you observe, the stocks which fell about 20% per day were those with bad fundamentals, or the valuations were ridiculously high, or both. Or else, the volume of transaction is not liquid so that the stocks are easy to rise and also easy to go down.


But if you only buy and hold the shares of a fundamentally good company, managed by a trustworthy management, whose the stock movements follow a normal market mechanism, and the purchase price is reasonable or cheap, then of course, you have nothing to worry. Just relax, your stock will be fine, and you can go fishing or play chess as usual.

Nevertheless, the above discussion still does not answer the following question: How is the impact of the reimplementation of this symmetrical AR regulation on JCI? Well, as I discussed in the September 2016 article, when the 10% maximum decrease rule was eliminated, the market would be crowded once again as the volume of stock transactions was no longer limited by the rule. On the other hand, we will once again have the view that certain stocks might fall to 15, 20 or even 35% in a day, but do not worry because it will not happen to 'normal' stocks. However, on the JCI itself, the new rules should not have any influence/the market will not become as fluctuated ad in 2015, because although the IDX revoked the 10% decrease regulation, but the regulator still prohibits the practice of short selling, and also still tighten the rules of the use of margin funds, which caused, among others, the fall of the Indonesia stock market in 2008. So in the end, still, there is nothing to worry about.

Next week we will discuss a little about the stock market outlook for the year 2017 and.. Hey! Keep the spirit guys! It's January!

Original articles was written and published (In Indonesian Language) in January 5, 2017. Any inquiries? Contact the author by email, teguh.idx@gmail.com

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