深交所官宣：修订

Core Viewpoint - The Shenzhen Stock Exchange (SZSE) has announced revisions to the ChiNext Index compilation scheme, introducing an ESG negative screening mechanism and a stock weight cap to enhance index investment quality and meet diverse investor needs [2][4]. Group 1: Index Compilation Revisions - The revised scheme includes the introduction of an ESG negative screening mechanism, which will exclude stocks rated below B in the national ESG rating, thereby reducing the probability of significant risk events affecting the index [2][4]. - A stock weight cap mechanism will be implemented, ensuring that no single stock can exceed 20% of the index weight during periodic adjustments, thus controlling the influence of individual stocks on the index [2][4]. Group 2: Impact and Objectives - The implementation of these optimization measures is not expected to cause significant adjustments to the index constituents or their weights, nor will it alter the operational characteristics of the index [4]. - The revisions aim to enhance the index's investability and better satisfy the capital allocation needs of various investors, reflecting market feedback and recent innovations in broad-based index compilation [4][5]. Group 3: Market Context and Future Plans - The ChiNext Index, launched on June 1, 2010, consists of 100 stocks with high market capitalization and liquidity, serving as a key benchmark for the A-share market and representing China's innovative enterprises [4][5]. - The SZSE is committed to improving broad-based indices and related products, focusing on enhancing the service capabilities for medium- to long-term capital, and will continue to develop diverse investment options to attract more capital into the market [5]. - As of April 28, the rolling price-to-earnings ratio of the index stands at 29.1 times, indicating a 7.9% percentile since its inception, highlighting its investment value [5].