Workflow
指数样本股调整
icon
Search documents
金融工程:2025年6月沪深重点指数样本股调整预测
Tianfeng Securities· 2025-05-12 09:15
- The report predicts adjustments to the sample stocks of seven major broad-based indices in the Chinese market, including CSI 300, CSI 500, SSE 50, STAR 50, STAR 100, ChiNext Index, and ChiNext 50, based on the index compilation rules and data as of April 30, 2025 [1][7] - The CSI 300 Index selects stocks from the Shanghai and Shenzhen markets that meet criteria such as good operational status, no significant financial issues, and no abnormal price fluctuations. The selection process involves ranking stocks by daily average trading volume and market capitalization over the past year, applying buffer rules, and excluding stocks with significant losses or long-term suspensions. Adjustments are limited to 10% of the constituent stocks per review [8] - The CSI 500 Index excludes CSI 300 constituents and follows a similar methodology, focusing on stocks with good operational status, no financial irregularities, and stable price movements. Stocks are ranked by daily average trading volume and market capitalization, with buffer rules applied, and adjustments are capped at 10% of the constituent stocks [10] - The SSE 50 Index is derived from the SSE 180 Index, selecting stocks based on daily average market capitalization and trading volume over the past year. The accuracy of SSE 50 predictions depends on the SSE 180 Index's accuracy. Adjustments are limited to 10% of the constituent stocks [13] - The STAR 50 Index represents the top 50 securities on the STAR Market by market capitalization and liquidity. Stocks are ranked by daily average market capitalization, with buffer rules applied, and adjustments are capped at 10% of the constituent stocks [15] - The STAR 100 Index includes 100 mid-sized securities from the STAR Market, reflecting the performance of mid-cap companies. The selection process is similar to STAR 50, with adjustments limited to 10% of the constituent stocks [17] - The ChiNext Index selects stocks from the ChiNext Board based on the top-ranked daily average market capitalization over the past six months. Buffer rules are applied, and stocks with significant losses or long-term suspensions are excluded. Adjustments are capped at 10% of the constituent stocks [20] - The ChiNext 50 Index selects the most liquid stocks from the ChiNext Index's 100 constituents, considering industry coverage and applying buffer rules. Adjustments are limited to 10% of the constituent stocks [24]
国泰海通|金工:2025年6月主要指数样本股调整预测——多只成长股或将被调出沪深300指数
Group 1 - The article provides a forecast for the upcoming adjustments to the CSI 300, CSI 500, and STAR 50 indices, aimed at offering reference for investors [1][2] Group 2 - For the CSI 300 index, it is predicted that six stocks, including AVIC Chengfei and China National Aviation Holdings, will be added, while six stocks, such as Hualan Biological and Oriental Yuhong, will be removed [2] - For the CSI 500 index, it is anticipated that 50 stocks, including Shenhuo Co. and Huaibei Mining, will be added, while 50 stocks, such as Jidong Cement and Xinxing Casting Pipe, will be removed [2] - For the STAR 50 index, it is expected that Hengxuan Technology will be added, while Zhongfu Shenying will be removed [2]