2025年6月A500、沪深300、中证500指数调整预测及指数效应分析

• The report predicts adjustments to the constituent stocks of the A500, CSI 300, and CSI 500 indices based on the index compilation rules published by China Securities Index Co., Ltd [9][10][15][17] - The A500 index selects 500 securities with large market capitalization and good liquidity from various industries, considering factors such as market cap size, industry representation, and consistency with the industry weight distribution of the sample space [10][11] - The CSI 300 index selects the top 300 stocks by average total market capitalization from the top 50% ranked by average daily trading volume, excluding ST and *ST stocks, and adheres to a 10% adjustment limit and a 20% buffer zone rule [15] - The CSI 500 index excludes CSI 300 constituent stocks and the top 300 stocks by average total market capitalization, then ranks the remaining stocks by average daily trading volume, removing the bottom 20%, and selects the top 500 stocks by average total market capitalization, following a 10% adjustment limit and a 20% buffer zone rule [17] - Historical analysis of index effects shows that adjustments to constituent stocks of indices like CSI 300, CSI 500, CSI 1000, and ChiNext Index have noticeable impacts on stock prices before and after the effective date of the adjustments [20][21][30][33][34]