【浙商金工】DeepSeek火爆出圈,一键布局AI核心资产——万家中证人工智能ETF投资价值分析

Quantitative Models and Construction Methods 1. Model Name: CSI Artificial Intelligence Theme Index (930713.CSI) - Model Construction Idea: The index aims to reflect the overall performance of listed companies in the artificial intelligence (AI) theme by selecting 50 securities involved in providing foundational resources, technologies, and application support for AI[18][19] - Model Construction Process: - Sample Space: Same as the CSI All Share Index sample space[19] - Selection Method: 1. From the sample space, securities involved in areas such as big data, cloud computing, cloud storage, machine learning, computer vision, facial recognition, speech and semantic recognition, and intelligent chips are selected as candidates 2. Among these candidates, the top 50 securities are selected based on their average daily total market capitalization over the past year[19] - Weighting Method: Free-float market capitalization weighting with a tiered capping algorithm[19] - Index Calculation: $\text{Index Value} = \frac{\text{Adjusted Market Value of Samples}}{\text{Divisor}} \times 1000$ Where: - Adjusted Market Value = Σ (Stock Price × Adjusted Shares × Weight Factor)[19] - Adjustment: - Regular adjustments occur semi-annually in June and December - Temporary adjustments are made for events like delisting, mergers, or acquisitions[19] - Model Evaluation: The index has demonstrated high return elasticity and broad coverage of AI-related companies, making it a representative benchmark for the AI industry[18][19] --- Model Backtesting Results CSI Artificial Intelligence Theme Index - Annualized Return: 20.59%[26][27] - Annualized Volatility: 35.55%[26][27] - Maximum Drawdown: -44.99%[27] - Sharpe Ratio: 0.78[27]