指数成分股定期调整预测:9支个股或将调入沪深300指数
Western Securities·2025-11-17 13:19
- The report focuses on predicting the periodic adjustments of major broad-based indices, including CSI 300, CSI A500, STAR 50, CSI 500, and ChiNext Index, to capture short-term trading opportunities arising from passive fund rebalancing effects[1][9][11] - The prediction framework is constructed based on the index compilation rules and historical adjustment characteristics, incorporating a "historical excluded stocks" elimination mechanism to enhance prediction stability[5][15][19] - For the CSI 300 Index, the prediction is based on the index's compilation rules, which prioritize market capitalization rankings to select constituent stocks, reflecting the overall performance of market leaders[13][15] - For the CSI A500 Index, the selection process includes market capitalization screening and industry balance constraints, ensuring that the industry distribution of constituent stocks aligns with the CSI All Share Index[13][17][19] - The STAR 50 Index prediction is based on its compilation rules, selecting the top 50 stocks from the STAR Market with large market capitalization and good liquidity, while also applying the "historical excluded stocks" elimination mechanism[25][26] - The CSI 500 Index focuses on capturing the performance of mid-cap stocks outside the CSI 300 Index, with its sample space excluding the predicted constituents of the CSI 300 Index[27][28][33] - The ChiNext Index uses data from the past six months for its periodic adjustments, with the prediction framework considering the unique characteristics of the index[34][36] - The report provides detailed predictions for stocks likely to be included or excluded from each index in the December 2025 periodic adjustments, based on historical data and the respective index compilation rules[15][17][19][26][33][36]