Notices and Announcements

The Methodologies of CSI Hong Kong 50 Index and other Indexes Will Be Amended

In order to improve the constituent selection method, today CSI decides to amend the index methodologies of CSI Hong Kong 50 Index, CSI Hong Kong 100 Index, CSI Hong Kong 300 Index, CSI Hong Kong Middle Cap Select Index, CSI Technology 50 Strategy Index, China Strategic Emerging Industries Composite Index and CSI Central-SOEs’ Structural Reform Index,. The details are as following:

CSI Hong Kong 50 Index, CSI Hong Kong 100 Index, CSI Hong Kong 300 Index and CSI Hong Kong Middle Cap Select Index: the index universe adds secondary listed securities on Hong Kong Stock Exchange. The rest part of index methodology will remain unchanged.

CSI Technology 50 Strategy Index: in the constituents selection method of the index, the condition for listing time over one year is added; in the constituents selection method of the index, the calculation of the trading value, total market capitalization and R&D personnel is adjusted; in the constituents weight method, the weight cap of each constituent will be 10%. The rest part of index methodology will remain unchanged.

China Strategic Emerging Industries Composite Index: the index universe adds stocks listed in NEEQ premium tier. In addition, if stocks in constituents apply to be listed on premium tier, then delete them from the constituents at the first time they listed. The rest part of index methodology will remain unchanged.

CSI Central-SOEs’ Structural Reform Index: the theme universe will include listed companies that SASAC and its management group of central enterprises can exert significant influence on; in the constituents selection method of the index, the elimination of companies with negative net profit deductions is added; in the constituents weight method, the calculation of high and new technology enterprises’ including ratio and weight cap is added. The rest part of index methodology will remain unchanged.

 

The amended index methodologies will be implemented on 15 June 2020. Regarding the amended methodologies, please refer to the official website of CSI (www.csindex.com.cn).


Methodology:

CSI Hong Kong 50 Index

CSI Hong Kong 100 Index

CSI Hong Kong 300 Index

CSI Hong Kong Middle Cap Select Index

CSI Technology 50 Strategy Index

China Strategic Emerging Industries Composite Index

CSI Central-SOEs’ Structural Reform Index


 

China Securities Index Co.,Ltd.

May 29, 2020

 

 

Feedback