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中证500行业中性低波动指数上涨1.13%,前十大权重包含华天科技等

Core Viewpoint - The CSI 500 Industry Neutral Low Volatility Index (500SNLV) has shown a slight increase of 1.13% recently, despite experiencing declines over the past month, three months, and year-to-date [1][2]. Group 1: Index Performance - The CSI 500 Industry Neutral Low Volatility Index closed at 15,573.01 points with a trading volume of 32.699 billion yuan [1]. - Over the past month, the index has decreased by 0.38%, by 5.70% over the last three months, and by 5.01% year-to-date [1]. Group 2: Index Composition - The index selects low-volatility securities from the CSI 500 Index's secondary industries, maintaining industry neutrality while using inverse volatility weighting [1]. - The top ten holdings of the index include Aerospace Information (2.31%), Zhongke Software (1.94%), Guiyang Bank (1.08%), Huatian Technology (1.06%), Hehui Optoelectronics (1.06%), Yake Technology (1.04%), Huiding Technology (1.02%), Chiplink Integration (1.01%), Suzhou Bank (0.97%), and Boss Electric (0.95%) [1]. Group 3: Market Distribution - The index's holdings are primarily listed on the Shanghai Stock Exchange (67.31%) and the Shenzhen Stock Exchange (32.69%) [1]. Group 4: Sector Allocation - The sector allocation of the index includes Information Technology (21.45%), Industrials (20.61%), Materials (14.01%), Healthcare (10.21%), Financials (9.25%), Consumer Discretionary (7.13%), Communication Services (6.48%), Consumer Staples (4.09%), Utilities (3.30%), Energy (2.15%), and Real Estate (1.32%) [2]. Group 5: Index Adjustment and Fund Tracking - The index samples are adjusted biannually, with adjustments occurring on the next trading day after the second Friday of June and December [2]. - Public funds tracking the 500SNLV include Invesco Great Wall CSI 500 Industry Neutral Low Volatility A, Invesco Great Wall CSI 500 Industry Neutral Low Volatility C, and Huaan CSI 500 Industry Neutral Low Volatility ETF [2].